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# Are some breaks in GRB afterglows caused by their spectra?

## 1 Introduction

It is widely accepted that the emission from GRB afterglows can be well described by the fireball model, in which the ejecta from an underlying explosion expand into the surrounding medium, producing a relativistic shock(e.g. Piran 1999 and references therein). In the standard picture, the electrons are accelerated to relativistic energies, with their Lorentz factors described by a simple power law distribution $`N(\gamma _\mathrm{e})\gamma _\mathrm{e}^p`$ above the minimum value $`\gamma _\mathrm{m}`$. Besides particle acceleration, the shock is also responsible for the creation of a strong magnetic field. Under these conditions the electrons radiate synchrotron emission; thus, the afterglow flux is $`f(t,\nu )t^\alpha \nu ^\beta `$, where the temporal index ($`\alpha `$) and the spectral index ($`\beta `$) are related to $`p`$ and the dynamics of the blast wave (Wijers et al. 1997; Wei & Lu 1998; Sari et al. 1998; Huang et al. 2000).

The optical light curves of afterglows can generally be described by a single power law decay with index $`\alpha 1.12`$. However, changes in the light decay rate, with a transition to a steeper power law behavior have been detected in several GRBs(GRB990123: Kulkarni et al. 1999, Castro-Tirado et al. 1999; GRB990510: Harrison et al. 1999, Stanek et al. 1999; GRB000301C: Rhoads & Fruchter 2001, Masetti et al. 2000b; GRB000926: Sagar et al. 2001a, Price et al. 2001, Fynbo et al. 2001; GRB010222: Masetti et al. 2001, Stanek et al. 2001, Cowsik et al. 2001, Sagar et al. 2001b; GRB991216: Halpern et al. 2000, Sager et al. 2000; GRB991208: Castro-Tirado et al. 2001; GRB990705: Masetti et al. 2000a). Such breaks are usually explained by the jet model. Rhoads (1997; 1999) and Sari et al. (1999) have pointed out that the lateral expansion of the relativistic jet will cause a change in the hydrodynamic behavior and hence a break in the light curve. However, jet evolution and emission are very complicated processes, for which different analytic or semi-analytic calculations lead to different predictions for the sharpness of the jet break, the jet break time and the duration of the transition. For example, Rhoads (1999) claimed that jet expansion produces sharp breaks in the light curves, while some numerical calculations show that breaks occur smoothly and gradually (Panaitescu & Meszaros 1999; Moderski et al. 2000; Kumar & Panaitescu 2000; Wei & Lu 2000a,b). In particular, the light curve of GRB010222 seems difficult to be explained by the jet model (Masetti et al. 2001; Dai & Cheng 2001).

Here we propose an alternative explanation for these observed breaks. We assume that the multiwavelength spectra of GRB afterglows are not made of exact power law segments, but that their slope changes smoothly, i.e. $`d\beta /dlog\nu <0`$. We find that this model can nicely explain at least one of the afterglow light curves showing breaks. In next section we describe our model and show the effect of the curved spectra on the afterglow light curves; after this, some discussions and conclusions are given.

## 2 The effect of curved spectra on afterglow light curve

In the fireball model the afterglow emission spectrum is described by Sari et al. (1998) as a series of 4 different power law segments, continuously connecting in correspondence of 3 characteristic synchrotron frequencies ($`\nu _\mathrm{a}`$, $`\nu _\mathrm{m}`$ and $`\nu _\mathrm{c}`$). However, it is likely that these connections are not as sharp as in the modelization of Sari et al. (1998); indeed, in some cases a smooth reconnection over the synchrotron characteristic frequencies listed above has been hypothesized (e.g. Granot & Sari 2001). Therefore, a smooth spectral bending over $`\nu _\mathrm{a}`$, $`\nu _\mathrm{m}`$ and $`\nu _\mathrm{c}`$, which implies a curved spectrum, can be considered as a reasonable assumption. In this hypothesis, the slope of the spectra changes as $`d\beta /dlog\nu <0`$, where the spectral index $`\beta `$ is defined as $`\beta =dlogF_\nu /d\mathrm{log}\nu `$.

Now let us consider the standard case, i.e. the one in which the blast wave is isotropic and adiabatic, the surrounding medium is homogeneous, and the afterglow emission is mainly produced by synchrotron radiation from accelerated electrons. Under these conditions, Sari et al. (1998) have computed the characteristic synchrotron frequencies

$$\nu _\mathrm{m}=5.7\times 10^{11}(\frac{ϵ_\mathrm{B}}{10^2})^{1/2}(\frac{ϵ_\mathrm{e}}{0.1})^2E_{52}^{1/2}t_\mathrm{d}^{3/2}\mathrm{Hz}$$
(1)
$$\nu _\mathrm{c}=2.7\times 10^{15}(\frac{ϵ_\mathrm{B}}{10^2})^{3/2}E_{52}^{1/2}n_1^1t_\mathrm{d}^{1/2}\mathrm{Hz}$$
(2)
where $`\nu _\mathrm{m}`$ is the emission frequency corresponding to the minimum electron Lorentz factor $`\gamma _\mathrm{m}`$, $`\nu _\mathrm{c}`$ is the cooling frequency, $`E_{52}`$ is the fireball energy in units of $`10^{52}erg`$, $`ϵ_\mathrm{e}`$ and $`ϵ_\mathrm{B}`$ are the energy fractions of electrons and magnetic field respectively, $`n_1`$ is the surrounding medium density in units of $`1\mathrm{𝐚𝐭𝐨𝐦}\mathrm{cm}^3`$, and $`t_\mathrm{d}`$ is the time since burst in units of $`1\mathrm{day}`$. It is obvious that, for typical parameters, $`\nu _\mathrm{m}`$ is usually far below the optical band few hours after the GRB, while $`\nu _\mathrm{c}`$ is generally close to the spectral ranges in which breaks are observed (i.e. optical and X-rays), so we assume that the curved spectrum has the form

$$F_\nu =2F_{\nu _\mathrm{c}}[(\frac{\nu }{\nu _\mathrm{c}})^{\beta _1}+(\frac{\nu }{\nu _\mathrm{c}})^{\beta _2}]^1for\nu >\nu _\mathrm{m}$$
(3)
where $`\beta _2>\beta _1>0`$. Thus for $`\nu \nu _\mathrm{c}`$, $`F_\nu \nu ^{\beta _1}`$, and for $`\nu \nu _\mathrm{c}`$, $`F_\nu \nu ^{\beta _2}`$. Since for typical parameters $`\nu _\mathrm{m}\nu _\mathrm{c}`$, we have $`F_{\nu _\mathrm{m}}=2F_{\nu _\mathrm{c}}(\frac{\nu _\mathrm{m}}{\nu _\mathrm{c}})^{\beta _1}`$. In the standard case, the evolution of the bulk Lorentz factor is $`\mathrm{\Gamma }t^{3/8}`$, the peak flux $`F_{\nu _\mathrm{m}}t^0`$, and $`\nu _\mathrm{m}/\nu _\mathrm{c}t^1`$ (e.g. Piran 1999 and references therein), so we have $`F_{\nu _\mathrm{c}}t^{\beta _1}`$. Then, for a fixed frequency $`\nu _{\mathrm{obs}}`$, the afterglow light curve is

$$F_{\nu _{\mathrm{obs}}}\frac{(\frac{t}{t_\mathrm{c}})^{\frac{3}{2}\beta _1}}{1+(\frac{t}{t_\mathrm{c}})^{\frac{1}{2}(\beta _2\beta _1)}}fort>t_\mathrm{m}$$
(4)
where $`t_\mathrm{m}`$ and $`t_\mathrm{c}`$ are the time when $`\nu _\mathrm{m}`$ and $`\nu _\mathrm{c}`$ cross the fixed frequency $`\nu _{\mathrm{obs}}`$. So we have $`F_{\nu _{\mathrm{obs}}}t^{\frac{3}{2}\beta _1}`$ for $`tt_\mathrm{c}`$, and $`F_{\nu _{\mathrm{obs}}}t^{(\beta _1+\frac{1}{2}\beta _2)}`$ for $`tt_\mathrm{c}`$.

The main feature of this interpretation is that the break time is dependent on the observed frequency, i.e. the break time is larger for smaller frequencies. In the present model, the break occurs when the characteristic frequency $`\nu _\mathrm{c}`$ crosses the observed frequency $`\nu _{\mathrm{obs}}`$. Since $`\nu _\mathrm{c}t^{1/2}`$ in the standard case, the break time $`t_\mathrm{b}\nu _{\mathrm{obs}}^2`$. Therefore the ratio of the break time of X-ray and optical is $`t_{\mathrm{bX}}/t_{\mathrm{bo}}=(\nu _\mathrm{X}/\nu _\mathrm{o})^210^6`$. On the contrary, for the jet model (Rhoads 1999; Sari et al. 1999) or the transition from a relativistic to a non-relativistic regime (Dai & Lu 1999) the break time is achromatic, so it is easy to distinguish between these breaks and the one produced by a smoothly curved spectrum. In addition, it is very important to know the position of the characteristic frequency $`\nu _\mathrm{c}`$ in the multiwavelength spectrum at the time of the break, since it is a further discriminant between our model and the jet model.

Based on the above results, we have fitted the optical light curves of seven GRB afterglows in which breaks were detected. In Figs.1 to 7 we see that this model can fit some of the observed data very well. However, from Fig.3 we see that deviations of the GRB000301C light curve from the fit are evident; this is due to the existence of flux fluctuations in the optical light curve. These short time scale variations can be explained by, for instance, microlensing (Garnavich et al. 2000), or by the re-energization of the blast wave, or by irregularities of the interstellar medium (see e.g. Masetti et al. 2000b). Thus, these deviations are not connected with either the jet model or with ours. If we ignore these fluctuations, the overall fit appears more satisfactory, with a reduced $`\chi ^2=1.8`$. In addition, the reduced $`\chi ^2`$ value of GRB010222 is high, which is due to the possible existence of a further break about 20 days after the burst, and also due to the microvariability in the observed optical data, so is not connected with our model.

Besides optical light curves, X-ray light curves are also available for four GRB afterglows (GRB990510: Pian et al. 2000; GRB000926: Piro et al. 2001; GRB010222: in’t Zand et al. 2001; GRB991216: Halpern et al. 2000), and it is important to compare our model with these light curves to see whether it could fit the decays in different energy ranges, keeping in mind that this model foresees an energy-dependent break. We have fitted the observed X-ray data using the parameters which best fit the optical light curves (for the X-ray break time, we adopt $`t_{\mathrm{cx}}=t_\mathrm{c}(\nu _\mathrm{X}/\nu _\mathrm{o})^210^6t_\mathrm{c}`$), and in Figs.4-6 we see that our model can fit also the X-ray light curves of GRB010222, GRB000926 and GRB991216 quite well (although the reduced $`\chi ^2`$ value of GRB000926 is somewhat high this is due to the last data point which seems to indicate a second break in the light curve (see Piro et al. 2001). If we ignore the last point, then the reduced $`\chi ^2`$ value of the fit is 0.93). It is instead obvious (see Fig.2) that the X-ray light curve of GRB990510 cannot be fitted by our model.

However, we note that, for GRB990123 (Castro-Tirado et al. 1999), GRB010222 (Masetti et al. 2001), GRB991216 (Halpern et al. 2000), and GRB990510 (Pian et al. 2001), $`\nu _\mathrm{c}`$ lies well above the optical window after the light curve break, while for GRB000301C (Jensen et al. 2001) the frequency $`\nu _\mathrm{c}`$ is below the optical range before the light curve break, so these GRBs cannot be explained by this model. Only for GRB000926 (Harrison et al. 2001) $`\nu _\mathrm{c}`$ is located below the optical range after the light curve break, thus this break can be explained by our model.

## 3 Discussion and conclusions

In this paper we assumed that GRB afterglow spectra are not made of simple power law segments, but the spectral index changes gradually with frequency across the afterglow characteristic synchrotron frequencies. Under these conditions, we have shown that, even in the standard afterglow model, the afterglow optical light curves showing breaks can be fitted very well and, except for GRB990510, the afterglow X-ray light curves can also be fitted quite well. So we propose that the effects of the curved spectra on the light curves should not be ignored.

For the simple spectral form we adopted here (Eq.3), considering a fixed frequency $`\nu _{\mathrm{obs}}`$, the spectral index $`\beta `$ is assumed to change with time, so it is of paramount importance to accurately monitor the GRB afterglow spectral evolution to test the hypotheses behind the model presented here. In addition, it is also necessary to improve the energy and time resolution of the observations in order to verify the presence of a small curvature of the spectra.

Here we simply take the curved spectra in the form of Eq.(3), but several physical mechanisms may be responsible for this. The curved spectra may be caused by intrinsic or intervening absorption, or by steepening of the electron energy distribution, or by smooth connection of the power-law segments over the characteristic synchrotron frequencies.

In summary, here we have shown that the curved spectra can produce sharp breaks in the afterglow light curves; however, not all breaks can be explained by this effect. We think that some of the steepenings observed in the afterglow light curves may be the combined result of a curved spectrum and of a collimated fireball. Future observations will test this hypothesis.

###### Acknowledgements.

We thank the referee for several important comments that improved this paper. This work is supported by the National Natural Science Foundation (10073022 and 19973003) and the National 973 Project on Fundamental Researches of China (NKBRSF G19990754).


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# Comment on “Discovery of microscopic electronic inhomogeneity in the high-𝑇_𝑐 superconductor 𝐵𝑖₂𝑆𝑟₂𝐶𝑎𝐶𝑢₂𝑂_{8+𝑥}”, cond-mat/0107347

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## Abstract

The paper by Pan et al, cond-mat/0107347 , reports the discovery of ’electronic inhomogeneity’ and ’spatial variations in the local density of states’ in high $`T_c`$ cuprates. In my paper “Effect of local potential variations in the model of hole superconductivity”, Physica C 194, 119 (1992), many of the findings of Pan et al were foreshadowed.

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The model of hole superconductivity was proposed in 1989 as an explanation of high $`T_c`$ superconductivity in cuprates. The abstract of ref. 2, “Effect of local potential variations in the model of hole superconductivity” reads: “In the model of hole superconductivity the strength of the pairing interaction depends on the local carrier density. This gives rise to a dependence of the gap function $`\mathrm{\Delta }_k`$ on the band energy $`ϵ_k`$. Fluctuations in the local potential energy will result in different values of $`\mathrm{\Delta }_k`$ at the Fermi energy and hence in different values of the local energy gap. In particular, the energy gap can be sharply reduced. We study this behavior by numerical solution of the Bogoliubov-de Gennes equations for the model. The behavior is contrasted with what occurs in the attractive Hubbard model, where local potential fluctuations have negligible effect. The physical origin of this behavior and the possible relevance to high $`T_c`$ oxides is discussed.”

Pan et al report the discovery of ’spatial variations in both the local density of states (LDOS) spectrum and the superconducting energy gap’. They find that these variations occur ’on a surprisingly short lengt scale of $`14\AA `$’, which ’appears shorter than the experimental in-plane superconducting coherence length $`\xi _{ab}2227\AA `$’. They propose that their observations ’naturally lead one to relate the magnitude of the integrated local density of states to the local oxygen doping concentration’, and they find that ’the spectra obtained at points with larger integrated LDOS values exhibit higher differential conductance, smaller gap values, and sharper coherence peaks’.

In summary, Pan’s et al results suggest that in the regions of higher oxygen doping concentrations the hole concentration in the plane is larger and this leads to the observed variations, on a surprisingly short length scale.

In our 1992 paper, we explored one of the consequences of the finite slope of the gap function predicted in the theory of hole superconductivity. The paper says ’we study the effect of local potential fluctuations in the local energy gap (as measured in a tunneling experiment), by numerical solution of the Bogoliubov-de Gennes equations for the model. We find that such fluctuations can cause large variations in the local energy gap’. In that paper we modeled the potential fluctuations by variations in the local single particle energy $`ϵ_i`$, and considered both situations where ’$`ϵ_i`$ varies slowly over distances of the order of the coherence length’, and situations where ’$`ϵ_i`$ varies over distances of the order of the coherence length or shorter’. We found that ’similar sensitivity of the local energy gap to disorder is expected in both regimes of slowly varying and rapidly varying fluctuations with respect to the coherence length’. We plotted the behavior of the local tunneling density of states, arguing that ’with a scanning tunneling microscope and a tip of atomic dimensions it is in principle possible to obtain atomic resolution’. We concluded ’our results illustrate that tunneling measurements at different points in a sample can exhibit large variations due to variations in the local potential energy’. We found the surprising result that ’for disorder on length scales of the order of or shorter than the coherence length, variations in the energy gap will occur due to the finite slope of the gap function’.

Finally, we gave physical arguments to explain these effects: ’A change in on-site energies changes the strength of the interaction in the model of hole superconductivity due to the fact that for higher (lower) on-site energies the wavefunction at the Fermi energy becomes more bonding (antibonding) like’. We contrasted this with the behavior of other models, in particular the attractive Hubbard model, were no such behavior is expected and concluded ’we would expect real materials described by the model of hole superconductivity to be more sensitive to nonmagnetic disorder than those described by attractive Hubbard or similar models, particularly if the slope of the gap function is large’. We also discussed the relation of this to the kinetic energy gain predicted to occur in this model upon going superconducting.

Figure 1(a) shows one of the figures of our ’92 paper (a), and Figure 1(b) show spectra reported by Pan et al. The reader will note an asymmetry in the spectra of opposite sign in both panels. This is because in our paper $`\omega `$ refers to the voltage of the tip, while in Pan’s paper the bias voltage refers to the voltage of the sample. The theory of hole superconductivity predicts larger conductance for negatively biased sample. The different curves in Figure 1(a) correspond to different values of the on-site energy $`ϵ_i`$ for the hole: in going from the solid to the dash-dotted curve, $`ϵ_i`$ becomes more negative, corresponding to an $`increase`$ in the local hole concentration; this will occur in the presence of higher oxygen doping in the region. The reader will note that the gap becomes smaller and the coherence peaks become sharper, a similar behavior as seen in the progression from curves 1 to 5 in (b), the data of Pan et al. According to Pan et al, those curves correspond to increasing LDOS values, corresponding to higher local oxygen doping concentration.

The spectra shown in Figs. 1(a) and 1(b) do not agree in every detail. Nevertheless, we believe the qualitative similarity, and the fact that the results in (a) were published 9 years ago, are significant. It is also interesting to note that the paper of Pan et al makes no reference to the work discussed here, even though both the first and last authors of Ref. 1 were made aware of that work. The model of hole superconductivity makes many other predictions on the superconductivity of high $`T_c`$ cuprates, $`MgB_2`$, and other materials.


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# SEARCHING FOR THE GALACTIC DARK MATTER

## 1 Introduction

A conservative estimate of the mass of the Galaxy out to a distance of about 2/3 of that of the Large Magellanic Cloud is $`\mathrm{M}_\mathrm{G}=4\times 10^{11}\mathrm{M}_{}`$ (Fich and Tremaine 1991). With a total luminosity in the V-band of $`1.4\times 10^{10}\mathrm{L}_{}`$ (Binney and Tremaine 1987) the Galactic mass to light ratio in V ($`\mathrm{M}/\mathrm{L}_\mathrm{V}`$) out to $`35`$ kpc is $`30`$. Since normal stellar populations do not generally produce $`\mathrm{M}/\mathrm{L}_\mathrm{V}`$ ratios higher than about 3, this is usually taken as evidence for an important component of dark matter within an extended halo surrounding the Galaxy.

A related result is that of the MACHO microlensing experiment in the direction of the Magellanic Clouds which seems to indicate that about 20% ($`1050`$% is the 90% CI) of the dark matter in the Galaxy is tied up in objects with masses near $`0.5\mathrm{M}_{}`$ (0.3 - 0.9 is the 90% CI) (Alcock 2000). This assertion is only true if the bulk of the MACHOs are located in the halo of our Galaxy. Moreover, recent studies suggest that objects with masses from $`10^7`$ to $`0.02\mathrm{M}_{}`$ are now largely excluded (so planets and/or brown dwarfs are not important dark matter candidates) and that a 100% MACHO halo is no longer a viable model (Alcock 2000).

MACHO masses near $`0.5\mathrm{M}_{}`$ are suggestive of white dwarfs although neutron stars or even primordial black holes remain as unlikely but still possible candidates. A halo currently consisting of 20% old white dwarfs implies that the precursors of these $`0.5\mathrm{M}_{}`$ objects would have accounted for $`40\%`$ of $`\mathrm{\Omega }_{\mathrm{baryon}}`$ in the Universe. This estimate comes from taking $`2\mathrm{M}_{}`$ as the precursor masses, $`\mathrm{M}/\mathrm{L}_\mathrm{V}=1500`$ for $`\mathrm{\Omega }_{\mathrm{critical}}`$, 0.04 for $`\mathrm{\Omega }_{\mathrm{baryon}}`$ and assuming that the Galactic halo is a fair sample of the types of mass seen in the Universe. It may be that Galactic halos are baryon-rich in which case the derivation of 40% would be an over-estimate. This may also be an interesting way to constrain the masses of the precursors as clearly in this analysis they could not exceed $`5\mathrm{M}_{}`$ without violating the observed baryonic content of the Universe. Even given all the uncertainties in these estimates, it is clear in this scenario that an important fraction of all the baryons in the Universe were funnelled through this star formation mode. This will surely have implications for star formation scenarios in the early Universe and perhaps also on the manner in which galaxies were assembled and how they enriched themselves in heavy elements.

The interpretation of the microlensing results is, however, not without controversy as there are indications that at least some of the lenses may reside in the Magellanic Clouds themselves (McGrath and Sahu 2000; Sahu 2002). This would have the effect of lowering both the lens masses (to $`0.20.3\mathrm{M}_{}`$) and the contribution of the MACHOs to the Galactic dark matter budget. The lower lens masses would be in line with expectations from mass function considerations and the lower MACHO dark matter contribution would alleviate such problems as the appearance of high redshift galaxies (at an epoch when the white dwarf precursors were luminous), the chemical evolution of galaxies (the white dwarf precursors producing too much helium and heavier elements) and the peculiar mass function required of the precursors (a mass function truncated at both high and low masses to avoid too much chemical enrichment from high mass stars and too many halo white dwarfs currently evolving from the low mass ones \[Chabrier 1999\]). There is also the possibility that most of the MACHOs are located in a thick (Gates et al. 1998) or flaring disk (Evans et al. 1998) of the Galaxy. This would have the effect of reducing their scale height and again their total Galactic mass contribution.

The definitive answer as to whether old white dwarfs are important baryonic dark matter contributors will come from searches which will (or will not) identify significant numbers of high velocity local examples of the very cool white dwarfs that produce the microlensing. Such searches are now underway and in the ensuing sections I will discuss early results from them.

## 2 New Models of Very Cool White Dwarfs

Just recently, a new era opened in the study of old white dwarfs. Hansen (1998, 1999) first calculated emergent spectra from cool ($`\mathrm{T}_{\mathrm{eff}}<4000`$K) white dwarfs with atmospheres that included opacity from the $`\mathrm{H}_2`$ molecule. Similar models were also constructed by Saumon and Jacobson (1999) and earlier ones by Bergeron, Saumon and Wesemael (1995) for objects down to 4000K. All these models exhibited very strong collisionally induced opacity in the red and near IR part of the spectrum and the effects of this opacity can be seen clearly in the model spectrum shown in Figure 1 as well in several dozen real objects (see e.g. Oppenheimer et al. 2001a). The broad bands seen in the spectrum in Figure 1 are due to $`\mathrm{H}_2`$ but it is of interest to point out that no cool white dwarf has yet been observed that actually shows these spectral features. Perhaps it is because no objects this cool have been discovered up until now, or that the models are still somehow deficient, or that possibly the Universe is not old enough for hydrogen-rich white dwarfs to have reached such low temperatures. The effects of collisionally induced absorption are not limited, however, to extremely cool objects. Its influence can been seen in white dwarfs at least as hot as 5400K (see, e.g., the spectrum of LHS 1126 in Bergeron et al. 1994).

The effect of the $`\mathrm{H}_2`$ opacity is to force the radiation out in the bluer spectral regions. This has an enormous influence on their colors, the location of the white dwarf cooling track in the color-magnitude diagram, and hence their observability. Down to a temperature of about 4000K (which corresponds to an age of about $`7\mathrm{Gyr}`$ for $`0.5\mathrm{M}_{}`$ white dwarfs) these stars become increasingly redder as they cool, the reddest color they achieve is about $`\mathrm{V}\mathrm{I}1.2`$ in Hansen’s (1998, 1999) models. Note that other sets of cooling models give somewhat different colors and ages here (e.g. Fontaine et al. 2001). Older white dwarfs become progessively bluer in $`\mathrm{V}\mathrm{I}`$ as they continue to cool. Ancient white dwarfs, of age $`12\mathrm{Gyr}`$, and mass $`0.5\mathrm{M}_{}`$, have $`\mathrm{V}\mathrm{I}0.3`$ according to these models. As has been noted several times in the past few years, old hydrogen-rich white dwarfs are blue, not red, in $`VI`$ colors. Searches for such ancient objects are now concentrating on bluish objects in these colors.

A cooling track from Hansen’s (1998, 1999) models illustrating all these features for $`0.5\mathrm{M}_{}`$ white dwarfs is shown in Figure 2. Note that instead of getting arbitrarily faint with age, old hydrogen-rich white dwarfs seem eventually to coast at approximately constant $`\mathrm{M}_\mathrm{V}`$ for ages between about 10 and 14 Gyr, just the timescales which may bracket globular cluster ages. The implication is clear $``$ very old white dwarfs may be easier to detect than was previously thought. Also potentially of interest is that the $`\mathrm{V}\mathrm{I}`$ color now moves the bulk of the ancient white dwarfs away from the swarm of field K and M-dwarfs (making confusion with such objects $`\mathrm{𝑙𝑒𝑠𝑠}`$ likely) but at the same time overlapping the colors of distant star-forming galaxies (making the confusion with such objects $`\mathrm{𝑚𝑜𝑟𝑒}`$ likely). The solution here will be to search for old white dwarfs using both color and proper motion criteria, an approach taken by most current programs.

One problem with these models is that they are largely untested. Of serious concern is that none of the cool white dwarfs found to date (see following sections) seem to exhibit the extreme blue colors predicted by most of these current models containing $`\mathrm{H}_2`$ in their atmospheres. This may be suggesting missing or inadequate physics. One place where these models could potentially be tested is among the cool white dwarfs in globular clusters. Such systems should contain white dwarfs almost as old as the clusters themselves (likely in the $`1214`$ Gyr range), so the extreme effects of collisionally induced opacity ought to be clearly seen. Figure 3 shows the current situation here. It displays the deepest color magnitude diagram yet obtained for a globular cluster (Richer et al. 1995, 1997), an HST study of M4. White dwarfs perhaps as faint as $`\mathrm{M}_\mathrm{V}=16`$ are recorded in this study. If these objects have masses near $`0.5\mathrm{M}_{}`$, they will have ages in excess of 7 Gyr and $`\mathrm{T}_{\mathrm{eff}}4000\mathrm{K}`$ in Hansen’s (1998, 1999) models; cool enough to exhibit some of the effects of collisionally induced opacity but not old enough to help constrain the appearance of truly ancient white dwarfs. In HST cycle 9, a group of colleagues and I were awarded time on HST to attempt to locate the termination point of the white dwarf cooling sequence in M4. With the current generation of models and a cluster age in the range of $`1214`$ Gyr, this should occur near a V magnitude of about 30, certainly a enormous challenge. It is not clear whether the data will actually go this deep, but even if it does not, we should be in a position to provide some stringent tests of the current generation of models.

In Figure 4 I attach a simulation of what we expect to see with these data. This is an optimistic simulation in that it does not include the effects of charge transfer inefficiency now known to be plaguing the HST WFPC2 CCDs and also assumes that all the data are taken under low sky brightness conditions. Nevertheless, even if the faintest magnitudes are not reached, the effects of collisionally induced opacity should be readily apparent and quantitatively testable with these data.

## 3 Current Searches for Very Cool White Dwarfs

A number of searches for an ancient population of halo white dwarfs are currently underway or have been completed. Most of these involve color and proper motion selection with some follow-up spectroscopy. The proper motions have generally been derived from digitized photographic plates with quite long time baselines (typically $`2050`$ years). I list below in Table 1 a compilation of these surveys together with some additional information. This table must be considered a rough guide only to the current situation. However, it is indicative of the present state of our knowledge.

In Table 1 the first two columns give the name and the area searched for each program. The third column is the limiting V magnitude of each survey. This is a fairly crude estimate as some (eg Oppenheimer et al. 2001b) did not survey in the V-band and it was necessary to transform their particular magnitude to V so that a homogeneous set of statistics for each cluster could be derived. Column 4 is an estimate of the distance probed in each survey for old white dwarfs. It is the distance out to which ancient white dwarfs could have been detected in the individual surveys. This limiting distance for detection of old white dwarfs was set to $`10(10^{([\mathrm{V}_{\mathrm{lim}}17]/5)})`$ pc; 17 was taken as the $`\mathrm{M}_\mathrm{V}`$ of a typical old white dwarf (Hansen 1998, 1999; Saumon and Jacobsen 1999; Richer et al. 2000). Column 5 lists the number of thick disk and spheroid white dwarfs that are expected out to the limiting distance of the survey. This number was derived following the prescription of Reid et al. (2001) and is dominated by the thick disk contribution. Thin disk white dwarfs are not

considered in this discussion as they would be eliminated by their low velocities. We are only concerned here with high velocity objects which could contaminate a true dark halo sample. Column 6 contains the number of observable white dwarfs expected from the dark halo (Richer et al. 2000) assuming that the halo consists of 20% by mass of MACHOs which are old $`0.5\mathrm{M}_{}`$ white dwarfs, half of which have hydrogen-rich outer atmospheres. The helium-rich ancient white dwarfs would have cooled to very low luminosities by a Hubble Time and would be basically unobservable. The seventh column lists the number of old white dwarfs actually found out to the limiting distance only in each survey.

It is clear from examination of Table 1 that in all existing surveys thus far, there is no obvious excess in the discovered number of old white dwarfs over that expected from the thick disk and spheroid. Note, however, that the CFHT program, currently acquiring its second epoch of data, should be extremely important in this context. It is quite different from most of the other surveys as it is much deeper ($`\mathrm{V}_{\mathrm{lim}}25`$). One caveat must be kept in mind when perusing Table 1, however. In comparing, for example, columns 5 through 7 the assumption of 100% recovery of all moving objects is built in. If, for example, a survey was only 50% complete in recovering moving objects, then the number in column 7 should be increased by a factor of 2. For some surveys, such as the SDSS, where proper motions are not part of the selection criteria, the numbers in Table 1 are strictly correct. However, until estimates for proper motion limits are accurately known, there remains no clear evidence of a white dwarf dark matter halo signature in any of the current surveys. Of course, at the moment, it is also true that the surveys do not rule out such a dark matter halo either.

## 4 Temperature and Age Distribution of Dark Halo White Dwarf Candidates

We can examine the totality of objects in the surveys of Table 1 from a different perspective. If they are, in fact, local examples of the MACHOs, and thus important Galactic dark matter contributors, they should be quite old, likely as old as the globular clusters. This would place them in the $`1214`$ Gyr range if we take the current spread quoted for globular cluster ages. From the location of the white dwarfs in color-magnitude and color-color diagrams, temperatures can be inferred with the use of theoretical models. From these temperatures, ages can then be assigned using models of cooling white dwarfs after choosing an appropriate mass.

For the purposes of this exercise, I used the models of Hansen (1998, 1999) and those discussed in Oppenheimer et al. (2001b) with white dwarf masses of $`0.5\mathrm{M}_{}`$, to estimate the temperature and cooling time of each object found in the various surveys. Note that we are not limiting ourselves to objects within $`\mathrm{D}_{\mathrm{max}}`$ here. The cumulative distribution of temperatures is shown in Figure 5 and the time for a $`0.5\mathrm{M}_{}`$ white dwarf to cool to a given temperature is also indicated by the vertical lines. The immediate conclusion from the plot is that the sample in Table 1 is not that of a halo sample, the objects are simply too young. It seems more in line with that of a thick disk component which dominates the predicted numbers in Table 1. This result is, however, strongly model dependent. A different set of cooling models or mass would provide quite a different result. For example, if I had chosen to assign a mass of $`0.6\mathrm{M}_{}`$ to all the stars, the coolest object would have a cooling age of $`11.7`$ Gyr, almost $`1`$ Gyr older than a $`0.5\mathrm{M}_{}`$ white dwarf. Further, the main sequence lifetimes of the white dwarf precursors are not included in the cooling ages. If the masses of the precursors are in the range of $`2\mathrm{M}_{}`$ this will add about 1 Gyr to these numbers. Nevertheless, the general conclusion to be drawn from both Table 1 and Figure 5 is that within the context of the present generation of white dwarf cooling models, truly ancient white dwarfs do not currently appear to have been discovered.

## 5 Moving Objects in The Hubble Deep Field

The last row in Table 1 deserves some special comments. Based on 2 epochs of exposures taken in the HDF separated by 2 years, Ibata et al. (1999) claimed to detect 2 extremely faint objects with significant proper motion. One of these appeared to have colors consistent with that expected from a very cool white dwarf. With lower statistical significance, 3 other objects also appeared to be moving, one of which possessed colors expected from an old white dwarf. The inferred space velocities for these objects placed them squarely in the category of halo objects. This result was potentially very important as the detection of even a few such objects in the HDF would be enough to account for the entire MACHO contribution to the Galactic dark matter. The second epoch data were, however, taken in the non-optimal F814W filter for another program (supernova search), and were quite noisy.

Based on this seemingly important result, a third epoch was secured in F606W, fully 5 years after the original HDF data. These images were of significantly higher quality. One of the objects suggested by Ibata et al. (1999) as possibly moving was number 4-141 in the Williams et al. (1996) compilation. Using a maximum likelihood technique, Ibata et al. (1999) measured a motion of 35 mas/yr with an error of 8 mas/yr. With the current superior data set we measure a proper motion of $`10\pm 4`$ mas/yr, a proper motion which is not statistically significant. None of the other 4 objects was found to possess significant motion over the 5 year baseline.

A full discussion of our reanalysis of moving objects in the HDF will appear in Richer et al. 2002.

## 6 A Final Comment

My personal view of the current landscape regarding the viability of old white dwarfs as a component of the Galactic dark matter is that while there are some interesting hints, there is no compelling evidence in the current statistics either for against the scenario. Perhaps a listing of the critical issues will be instructive.

1. Where are the lenses in the direction of the LMC and SMC located? This is a fundamental issue $``$ perhaps the most important one. There are suggestions that some, perhaps even most, of the lenses are in the Clouds themselves. This issue may be settled in a number of ways, some of which are possible with current technology. One road to a solution is to observe along a different line of sight $``$ a microlensing campaign in the direction of M31 or M33 would be extremely useful here. There are programs currently underway looking at M31 (e.g. Uglesich et al. 1999) but no comprehensive results are available at this time. Some future satellite missions may be capable of detecting parallaxes (and masses) for the lenses (Gould and Salim 1999) and this would be critical data for establishing their location. If the lenses are in the Clouds and are low mass main sequence stars, then it may eventually be possible to observe them directly.
2. Is there a population of cool white dwarfs with halo kinematics that are present in numbers which exceed those expected from the thick disk and spheroid? As I have discussed, based solely on number count arguments, the current searches do not as yet provide a conclusive answer either in the affirmative or negative. Deep ($`\mathrm{V}25`$) proper motion and color selected surveys covering 10 degrees or more of sky are required to be definitive. There are several such searches underway and the results are eagerly anticipated.
3. Do we have the last word on the models of old white dwarfs? There are 2 aspects of the present theory of cooling white dwarfs which I find disturbing. First, there are enormous problems in fitting the spectra of these cool white dwarfs with the current generation of models. The situation is so dire that Bergeron (2001), one of the premier practitioners of this art, was required to insert a fictitious opacity source into his models to help in the fits. He then went on to state “It now remains to be seen whether this new opacity source, even when included with the approximate treatment introduced in this paper, can help resolve the mystery surrounding several ultracool white dwarfs whose energy distributions have yet failed to be successfully explained in terms of hydrogen or mixed hydrogen/helium compositions.” The second concern is simply that no truly ultracool white dwarfs have as yet been discovered, or, perhaps better put, no white dwarfs are known whose colors and/or spectra suggest that the object’s age is in the range of $`1214`$ Gyrs. This may be the same problem as the first one mentioned here, that is that the models are still somehow inadequate, or it may be suggesting that such objects are extremely rare or just do not exist. It is within this context that extremely deep observations of globular cluster white dwarfs will be important.

The author would like to thank the Space Telescope Science Institute for organizing a meeting that was all that a scientific should be; exciting new results, participants with deep and wide interests, an excellent venue. In particular, deepest gratitude is due to Mario Livio who organized the meeting and provided one of the best conference summaries that this author has ever experienced. The research of HBR is supported by grants from the Natural Sciences and Engineering Research Council of Canada.


text:
# Symmetry, singularities and intregrability in complex dynamics VII: Integrability Properties of FRW-Scalar Cosmologies

## 1 Introduction

This is the seventh in a series of papers  devoted to various aspects of the three mathematically disparate topics of symmetry, singularities and integrability of dynamical systems. It is the purpose of the series to cement the concepts into a greater obvious unity whereby they are recognised as different aspects of the central properties of dynamical systems which distinguish integrable systems from nonintegrable systems.

The plan of the present paper is as follows. In §2 we present a brief resumé of the analysis of Painlevé with particular reference to some of the subtleties required to deal with systems which do not fit into the neat scheme of the standard ARS algorithm . In §§3-6 we present the analysis of a number of models chosen from some interesting areas of Cosmology which have been analysed from the viewpoint of Dynamical Systems. In the approach used in Dynamical Systems the original system of equations is replaced by an $`n`$-dimensional system of first order equations, maybe subject to a constraint to preserve the actual number of degrees of freedom. This is not always a suitable format for the application of the Painlevé analysis and we find it necessary to rearrange the systems into a more suitable format. The possession of the Painlevé Property, i.e.,  the existence of a solution analytic except at moveable polelike singularities (branch point singularities in the case of the ‘weak’ property), is representation dependent, being preserved under a homeographic transformation only, and consequently we must be careful in comparing the results obtained using the Painlevé approach with those obtained using the methods of Dynamical Systems. Finally, in §7, we present some general observations of the results of our analysis paying particular attention to the uses of Painlevé methods and analyses when dealing with general relativistic systems.

## 2 Methodology of singularity analysis

For a detailed account of our approach to the Painlevé analysis the reader is referred to our earlier paper . Here we present a summary of that account so that the paper is self-contained for the reader not concerned with the fine detail of the ideas behind the singularity analysis.

The basis of the singularity analysis of a system of differential equations is found in the dominant behaviour of the system at a singularity and also the next to leading order behaviour in the neighbourhood of the singularity . When the analysis is concerned with the integrability of a system, the conditions on the behaviour must be tightened to analytic behaviour in the complex plane or at least substantial portions of it. (One can treat with branch point singularities provided the branch cuts do not become too concentrated in the region of the complex plane relevant to the solution of the problem at hand.) This was the original approach by the originators of this field – Kowalevskaya  and Painlevé . The idea behind the analysis is that a system of differential equations is integrable if there exists a set of analytic functions which satisfy the system of differential equations. Since an analytic function can be expressed in terms of Laurent series, the demonstration that there exist Laurent expansions about movable singularities containing the requisite number of arbitrary constants for the dependent variables in the system of differential equations is taken to indicate that the system is integrable. This is the basis of the ARS algorithm developed by Ablowitz, Ramani and Segur  and presented, for example, by Ramani et al   and Tabor .

The essence of the ARS algorithm is that the solution of an $`n`$-dimensional system of equations

$$\dot{x}_i=f_i(t,x),$$
(2.1)
where the functions $`f_i`$ are rational in the dependent variables and algebraic in the independent variable, can be written as either

$$x_i(t)=\underset{j=0}{\overset{\mathrm{}}{}}a_j\tau ^{p_i+jq}$$
(2.2)
in the case of a Right Painlevé Series or

$$x_i(t)=\underset{j=0}{\overset{\mathrm{}}{}}a_j\tau ^{p_ijq}$$
(2.3)
in the case of a Left Painlevé Series , where $`\tau =tt_0`$ and $`t_0`$ is the location of the movable singularity, the exponents $`p_i`$ are strictly positive integers (rational numbers in the case of the so-called weak Painlevé test), the paramater $`q`$ is a positive integer (respectively rational number) and in the coefficients there are $`n1`$ arbitrary constants which, together with $`t_0`$, give the required number of arbitrary constants for the general solution of the system (2.1). In the case of the Left Painlevé Series, which has the nature of an asymptotic expansion in the region of $`t`$ infinite (2.3) is usually written as

$$x_i(t)=\underset{j=0}{\overset{\mathrm{}}{}}a_jt^{p_ijq}$$
(2.4)
and the coefficients now contain $`n`$ arbitrary constants.

The ARS algorithm provides a mechanistic approach to the establishment of the existence of (2.2) and/or (2.4), which is not always satisfactory , but, when handled with sensitivity rather than automatically, provides a useful tool in the analysis of differential equations. The first step is to determine the leading order behaviour by means of the Ansatz

$$x_i=\alpha _i\tau ^{p_i},$$
(2.5)
which is substituted into the system (2.1), and to assemble all possible patterns of singular behaviour. For each of these possible patterns the coefficients $`\alpha _i`$ are calculated. For each pattern the substitution

$$x_i=\alpha _i\tau ^{p_i}+\mu _i\tau ^{rp_i}$$
(2.6)
is made to determine the ‘resonances’ $`r`$ at which the arbitrary constants, $`\mu _i`$, are introduced. These are determined from the leading order terms of (2.1) by a linearisation process.

For each pattern of singularity behaviour and its concomitant resonances and arbitrary constants the substitution

$$x_i=\underset{j=0}{\overset{j=j_{max}}{}}a_i\tau ^{p_i+jq},$$
(2.7)
where $`j_{max}q=r_{max}`$ and $`r_{max}`$ is the largest resonance, is made into the full system (2.1) to ensure that there is consistency among the resonances and with the nondominant terms of the original system. If this be the case, that pattern of singular behaviour passes the Painlevé test and, if this be the case for all possible patterns of singularity behaviour, the system (2.1) possesses the Painlevé Property which guarantees integrability in most cases. There are exceptions to this general statement and the interested reader is referred to Miritzis et al   and the references cited therein for a more detailed discussion of the finer points of the application of the ARS algorithm to the techniques of singularity analysis.

There are systems which cannot possess the Painlevé Property since they do not have movable singularities in every variable. We speak not of those for which one or more of the variables has a leading order behaviour in terms of a positive rational exponent. This becomes singular after a sufficient number of differentiations. Rather we refer to those variables which are constant at the movable singularity, $`t_0`$, of other variables. (Positive integral behaviour can be rectified by the simple, yet homeographic, means of taking the inverse as a new variable.) Usually an analysis of these cases by means of the Ansatz of a series expansion – the ARS algorithm in not applicable in such a case and, indeed, is downright misleading – produces series with fewer that the required number of arbitrary constants. Naturally such series cannot represent the general solution and give no indication of the integrability of the system. However, subject to the convergence of the series, they can indicate some sort of partial solution. For reasons explained in Miritzis et al   we refer to these solutions as ‘peculiar’ solutions – a literal translation from the Greek usage – to avoid some of the associations with other terms commonly used such as ‘singular’ and ‘particular’. A peculiar solution is one consisting of series which satisfy the system (2.1) containing fewer than the required number of arbitrary constants. Finally we note that the considerations presented here in terms of the systems of first order equations, (2.1), apply mutatis mutandis to all systems of ordinary differential equations.

## 3 Massive scalar field

Consider the Friedmann equations for the evolution of the scale factor $`a(t)`$ of an open, flat or closed ($`k=1,0,+1`$ respectively) universe in the case where matter is represented by a self-interacting scalar field with potential $`V(\varphi )`$. They are

$`\left({\displaystyle \frac{\dot{a}}{a}}\right)^2+{\displaystyle \frac{k}{a^2}}`$ $`={\displaystyle \frac{1}{3}}\left({\displaystyle \frac{1}{2}}\dot{\varphi }^2+V\left(\varphi \right)\right)`$
$`2{\displaystyle \frac{\ddot{a}}{a}}`$ $`={\displaystyle \frac{1}{3}}\left(2\dot{\varphi }^2V\left(\varphi \right)\right)`$ (3.1)
$`\ddot{\varphi }+3{\displaystyle \frac{\dot{a}}{a}}\dot{\varphi }+V^{}(\varphi )`$ $`=0`$
In this Section, we focus in the particular case that of the scalar potential, $`V(\varphi )`$, is quadratic of the form $`\frac{1}{2}m^2\varphi ^2`$ so that the above equations become

$`\left({\displaystyle \frac{\dot{a}}{a}}\right)^2+{\displaystyle \frac{k}{a^2}}`$ $`={\displaystyle \frac{1}{3}}\left({\displaystyle \frac{1}{2}}\dot{\varphi }^2+{\displaystyle \frac{1}{2}}m^2\varphi ^2\right)`$
$`{\displaystyle \frac{\ddot{a}}{a}}`$ $`={\displaystyle \frac{1}{6}}\left(2\dot{\varphi }^2{\displaystyle \frac{1}{2}}m^2\varphi ^2\right)`$ (3.2)
$`\ddot{\varphi }+3{\displaystyle \frac{\dot{a}}{a}}\dot{\varphi }+m^2\varphi `$ $`=0.`$
These three equations are not independent since, for example, the first and third of (3.2) lead to the second. (This is also the case in (3.1). The result is independent of the precise form of the scalar field.) We make the choice (3.2c) and so treat the system

$`\left({\displaystyle \frac{\dot{a}}{a}}\right)^2+{\displaystyle \frac{k}{a^2}}`$ $`={\displaystyle \frac{1}{6}}\left(\dot{\varphi }^2+m^2\varphi ^2\right)`$
$`\ddot{\varphi }+3{\displaystyle \frac{\dot{a}}{a}}\dot{\varphi }+m^2\varphi `$ $`=0.`$ (3.3)
We can make some ‘cosmetic’ improvements to (3.3) by rescaling time, $`t`$, scalar field, $`\varphi `$ and scale factor (in the case $`k0`$), $`a`$, according to

$$\overline{t}=mt,v^2=\frac{1}{6}\varphi ^2\text{and}u=\frac{ma^2}{k}$$
(3.4)
to obtain the system

$`\dot{u}^2`$ $`=u^2\left(\dot{v}^2+v^2\right)`$
$`u\ddot{v}+3\dot{u}\dot{v}+uv`$ $`=0`$ (3.5)
in the case $`k=0`$ and the system

$`\dot{u}^2+4u`$ $`=4u^2\left(\dot{v}^2+v^2\right)`$
$`2u\ddot{v}+3\dot{u}\dot{v}+2uv`$ $`=0`$ (3.6)
in the case that $`k0`$. In both instances the overdot now represents differentiation with respect to the new time variable, $`\overline{t}`$. We observe that the sign of $`k`$ is immaterial in the transformation (3.4).

We commence the testing of (3.5) for the possession of the Painlevé Property with the standard substitution

$$a=\alpha \tau ^pv=\beta \tau ^q,$$
(3.7)
where $`\tau =\overline{t}\overline{t}_0`$ and $`\overline{t}_0`$ represents the location of the moveable singularity if $`p`$ is found to be negative, to determine the leading order behaviour. We obtain the following exponents for the several terms in (3.5a) and (3.5b) respectively

$$\begin{array}{ccccc}2p2& & 2p+2q2& & 2p+2q\\ p+q2& p+q2& p+q.& & \end{array}$$
(3.8)
From (3.8a) we see that $`p`$ is arbitrary and that balancing between the first and third terms is possible for $`q=1`$. However, then the second term has the lower exponent $`2p4`$ and cannot balance if one is thinking in terms of a Right Painlevé Series. However, there is no problem if one thinks in terms of the existence of a Left Painlevé Series since now the second term vanishes more rapidly than the two dominant terms at infinity as required. Unfortunately the third term of (3.8b) is incompatible with a Left Painlevé Series and one must conclude that $`q=0`$ which thereby ends the validity of the next to leading order analysis. The standard procedure outlined in the ARS algorithm ceases to be applicable.

For (3.6) we apply the same methodology as for (3.5) and obtain the same dismal results. There is no possibility of consistent singular behaviour.

In the cases of both (3.5) and (3.6) one can look for the existence of a standard series solution in the absence of the Laurent series implicit in the Painlevé analysis. Indeed we find

$`a`$ $`=a_0+a_1\overline{t}+{\displaystyle \frac{3a_0^2b_0^22a_1^2}{2a_0}}\overline{t}^2+\mathrm{}`$
$`v`$ $`=b_0+{\displaystyle \frac{\sqrt{a_1^2a_0^2b_0^2}}{a_0}}\overline{t}{\displaystyle \frac{1}{2}}\left(b_0+3{\displaystyle \frac{a_1}{a_0}}b_1\right)\overline{t}^2+\mathrm{}`$ (3.9)
in the case of (3.5) and

$`u`$ $`=a_0+a_1\overline{t}+\left(3a_0b_0^22{\displaystyle \frac{a_1^2}{4a_0}}\right)\overline{t}^2+\mathrm{}`$
$`v`$ $`=b_0+{\displaystyle \frac{\sqrt{4a_0+a_1^24a_0^2b_0^2}}{2a_0}}\overline{t}{\displaystyle \frac{1}{4}}\left(2b_0+3{\displaystyle \frac{a_1}{a_0}}b_1\right)\overline{t}^2+\mathrm{}`$ (3.10)
in the case of (3.6). The coefficients $`a_0`$, $`b_0`$ and $`a_1`$ are arbitrary in both cases. Coefficients of higher powers of $`\overline{t}`$ become somewhat more complicated expressions.

We conclude that the model of the massive scalar field with a quadratic potential described by (3.3) is not integrable in the sense of Painlevé no matter the curvature (the change of variables in (3.4) can at most have the effect of a change from possession of the Painlevé Property to possession of the ‘weak’ Painlevé Property). This is of course not surprising given that very little is now about the evolution of this system in general.

However, making the usual slow-roll approximation, which basically amounts to neglecting the $`\ddot{\varphi }`$ and kinetic energy terms from the Friedman equations, that is

$$\dot{\varphi }\frac{V^{}}{\sqrt{V}}$$
(3.11)
implies that in the quadratic potential case we are considering, the exponents may balance with $`p`$ arbitrary and $`q=1`$. This again does not obviously produce some great difference in the possession of the Painlevé property but it does show that at least the ARS algorithm can be applied. So we see that precisely this condition, which is conducive to inflationary solutions, makes some of the difficulties disappear.

## 4 Models with an exponential potential

### 4.1 The scalar-vacuum case

The equations for the simplest case, that of an FRW model with a single scalar field with an exponential potential $`V=e^{\lambda \varphi }`$ and no other matter source, are :

$`\ddot{a}`$ $`=\dot{a}^22\dot{\varphi }^2+{\displaystyle \frac{1}{2}}\lambda \dot{a}\dot{\varphi }+1`$
$`\ddot{\varphi }`$ $`={\displaystyle \frac{1}{2}}\lambda \dot{\varphi }^23\dot{a}\dot{\varphi }+{\displaystyle \frac{1}{2}}\lambda `$ (4.1)
subject to the constraint

$$\dot{a}^2=\dot{\varphi }^2+1ke^{2a+\lambda \varphi },$$
(4.2)
where, as usual, $`k=0,\pm 1`$ depending upon whether the scalar curvature is zero, positive or negative. As we noted in §3 in the instance of equations (3.1), (4.1) and (4.2) are not independent since the differentiation of (4.2) and one of (4.1) leads to the other. However, (4.1) and one of (4.1) and (4.2) are not equivalent systems since one is of the fourth order and the other of the third order.

#### 4.1.1 The scalar-vacuum case as a third order system

For our third order system we take (4.1b) and (4.2), i.e.,  we consider the system

$`\ddot{\varphi }`$ $`={\displaystyle \frac{1}{2}}\lambda \dot{\varphi }^23\dot{a}\dot{\varphi }+{\displaystyle \frac{1}{2}}\lambda `$
$`\dot{a}^2`$ $`=\dot{\varphi }^2+1ke^{2a+\lambda \varphi }.`$ (4.3)
We transform the system (4.3) into one suitable for application of the singularity analysis by means of the nonhomeographic transformation

$$u=e^{2a+\lambda \varphi }v=e^{\lambda \varphi }$$
(4.4)
to obtain

$`2u\ddot{v}3\dot{u}\dot{v}\lambda ^2uv`$ $`=0`$ (4.5)
$`\dot{u}^2v^22u\dot{u}v\dot{v}+\left(1{\displaystyle \frac{4}{\lambda ^2}}\right)u^2\dot{v}^2`$ $`=4u^2v^24ku^3v^2`$ (4.6)
The dominant expressions in the leading order analysis are

$$2\alpha \beta q(q1)\tau ^{p+q2}3\alpha \beta pq\tau ^{p+q2}$$
(4.7)
and

$$\alpha ^2\beta ^2p^2\tau ^{2p+2q2}2\alpha ^2\beta ^2pq\tau ^{2p+2q2}+\left(1\frac{4}{\lambda ^2}\right)\alpha ^2\beta ^2q^2\tau ^{2p+2q2}+4k\alpha ^3\beta ^2p^2\tau ^{3p+2q}$$
(4.8)
for (4.5a) and (4.5b) respectively after the usual substitutions are made. From (4.8) we obtain $`p=2,q`$ arbitrary and, using this in (4.7), we find that $`q=2,0`$.

Firstly we consider the pattern of singular behaviour $`(2,2)`$. From (4.8) we obtain $`\alpha =4/k\lambda ^2`$ and $`\beta `$ remains arbitrary. When we make the substitution

$$u=\alpha \tau ^2+\mu \tau ^{r2}v=\beta \tau ^2+\nu \tau ^{r2},$$
(4.9)
the condition that the required constants are arbitrary is that

$$\left|\begin{array}{ccc}6r& & 2r(r2)\\ \frac{16}{\lambda ^2}& & \frac{16r}{\lambda ^2}\end{array}\right|=0$$
(4.10)
which has the solutions $`r=1,0`$. The first is generic, the second reflects the arbitrariness of $`\beta `$ and there is no third so that the system cannot pass the Painlevé test with this pattern of singularity behaviour. The solution is peculiar (cf ) with the first few terms being given by

$`u`$ $`={\displaystyle \frac{4}{k\lambda ^2\tau ^2}}\left(1+{\displaystyle \frac{\left(\lambda \tau \right)^2}{12}}+{\displaystyle \frac{\left(\lambda \tau \right)^4}{240}}+\mathrm{}\right)`$
$`v`$ $`={\displaystyle \frac{b_0}{\tau ^2}}\left(1+{\displaystyle \frac{\left(\lambda \tau \right)^2}{12}}+{\displaystyle \frac{\left(\lambda \tau \right)^4}{240}}+\mathrm{}\right)`$ (4.11)
which is suggestive of the solution of (4.5) when $`v=\text{const}u`$ and the pole is fixed at $`t=0`$.

The singularity pattern $`(2,0)`$ is without the ambit of the Painlevé test. If we make the Ansatz

$$u=\underset{i=0}{}a_i\tau ^{i2}v=\underset{i=0}{}b_i\tau ^i,$$
(4.12)
the requirement that the coefficients of the first two terms balance gives

$$a_0b_1=0a_0^2b_0^2+ka_0^3b_0^2=0.$$
(4.13)
The choice $`a_0=0,b_00`$ leads to nonzero even coefficients for the $`b_i`$ and for all $`a_i=0`$. The reverse choice gives the only nonzero coefficient to be $`a_0`$. Clearly both are just nonsense solutions.

From the point of view of a third order system the scalar-vacuum case does not pass the Painlevé test, does not possess the Painlevé Property and so is not integrable in the sense of Painlevé. However, we do note that there does exist a peculiar solution of the type mentioned by Ince \[21, p 355\] in the context of an equation discussed by Chazy in 1912. Naturally this solution would be acceptable were the system of the second order. This leads to the approach discussed in the following subsection.

#### 4.1.2 The scalar-vacuum case as a second order system plus a first order system

An alternate approach to the treatment of systems (4.1) and (4.2) is to regard (4.1) as the two dimensional system of first order equations

$`\dot{x}`$ $`=x^2+{\displaystyle \frac{1}{2}}\lambda xy2y^2+1`$
$`\dot{y}`$ $`=3xy+{\displaystyle \frac{1}{2}}\lambda y^2+{\displaystyle \frac{1}{2}}\lambda ,`$ (4.14)
where $`x=\dot{a}`$ and $`y=\dot{\varphi }`$. This system can be treated independently of (4.2) since the latter contains the two constants of integration following from the integration of $`x`$ and $`y`$. (We note that this approach was used by Halliwell  to treat (4.14) as a two-dimensional dynamical system.)

The usual substitution for the leading order behaviour of (4.14) gives the following patterns of exponents

$$\begin{array}{cccc}p1& 2p& p+q& 2q\\ q1& & p+q& 2q.\end{array}$$
(4.15)
The values $`p=q=1`$ are consistent for both sets. This is the only possible pattern since, although $`p=1,q>1`$ is fine for the first set, it fails for the second since the left side of (4.15a) becomes zero and so no balancing can occur and the reverse happens with $`p>1,q=1`$. The coefficients of the leading order terms satisfy

$`\alpha `$ $`=\alpha ^2+{\displaystyle \frac{1}{2}}\lambda \alpha \beta 2\beta ^2`$
$`\beta `$ $`=3\alpha \beta +{\displaystyle \frac{1}{2}}\lambda \beta ^2`$ (4.16)
from the second of which it follows that

$$\alpha =\frac{1}{3}+\frac{1}{6}\lambda \beta $$
(4.17)
and from the first of which with (4.17)

$$\left(\lambda ^236\right)\beta ^2+4\lambda \beta +4=0$$
(4.18)
We recall that $`\lambda >0`$. Consequently the coefficients of the leading order terms are given by

$`\alpha ={\displaystyle \frac{1}{6}}\beta ={\displaystyle \frac{1}{6}}\text{if}\lambda =6`$ (4.19)
$`\alpha =\beta ,\beta ={\displaystyle \frac{2}{\lambda \pm 6}}\text{if}0<\lambda 6.`$ (4.20)
This means that for general $`\lambda `$ there are two possible solutions to be considered for consistency with the requirements of the Painlevé test.

The resonances are the eigenvalues of the equation

$$\left[\begin{array}{cc}r1+2\alpha \frac{1}{2}\beta \lambda & \frac{1}{2}\lambda \alpha +4\beta \\ 3\beta & r1+3\alpha \lambda \beta \end{array}\right]\left[\begin{array}{c}\mu \\ \nu \end{array}\right]=0$$
(4.21)
which follows from the substitution

$$x=\alpha \tau ^1+\mu \tau ^{r1}\text{and}y=\beta \tau ^1+\nu \tau ^{r1}$$
(4.22)
into the dominant terms of the system (4.14). We obtain the generic $`r_1=1`$ no matter the value of $`\lambda `$ and $`r_2=\frac{2}{3}`$ in the case that (4.19) applies and $`r_2=\pm 8/(\lambda \pm 6)=4\beta `$ in the case that (4.20) applies. Since the nondominant terms in (4.14) are constants, the expansion must be in a power of $`\tau `$ such that it be commensurate with 1 and the second resonance, $`r_2`$. This involves a constraint on the permissible values which $`\lambda `$ may take. It is impossible for both values of $`r_2`$ to belong to the interval $`(0,1)`$ and so in this range the system (4.14) cannot pass the Painlevé test. However, the requirements of commensurability and two positive values of $`r_2`$ can be satisfied for some $`\lambda (0,6)`$ and the potential of both branches to pass the test is present. The possession of the Painlevé Property by (4.14) is not possible in the case $`r_2=1`$, i.e.,  $`\lambda =2`$ since at that value the arbitrary constant that is introduced has zero coefficient and cannot be used to compensate for the presence of the nondominant constant term in (4.14). The constant terms deny the possibility of a Left Painlevé series and are responsible for the restriction on the interval of $`\lambda `$ for which interval one can hope to obtain Right Painlevé series for both solutions.

Note that possession of the Painlevé Property by (4.14) means that the original second order pair (4.1) does not possess it since both $`a`$ and $`\varphi `$ will contain a logarithmic singularity due to the quadrature of the leading order terms. Nevertheless a solution of lessened analytic quality will exist and one must now consider the effect of the constraint (4.2). After a little manipulation the combination $`x\text{(}\text{4.14}\text{a)}y\text{(}\text{4.14}\text{b)}`$ leads to

$$x\dot{x}y\dot{y}=\frac{1}{2}\left(x^2y^21\right)\left(2x+\lambda y\right)$$
(4.23)
which is immediately integrable to

$$x^2y^21=cst\mathrm{exp}(2a+\lambda \varphi ).$$
(4.24)
Consequently there is a further constraint on the coefficients of the expansions for $`x(\tau )`$ and $`y(\tau )`$ determined by the constant of integration in (4.24). This constant is the value of $`k`$, $`=0,\pm 1`$, and this will fix the single arbitrary constant found in the series (apart from the location of the singularity).

For example, in the case that $`\lambda =10`$ so that $`r_2=1/2`$, the expansions are

$$x\left(t\right)=\underset{n=0}{\overset{\mathrm{}}{}}a_n\tau ^{n/21},y\left(t\right)=\underset{n=0}{\overset{\mathrm{}}{}}b_n\tau ^{n/21}.$$
(4.25)
The result is surprisingly nice as the first few coefficients are

$`a_0=1/8,`$ $`b_0=1/8`$
$`a_1=3b_1,`$ $`b_1=b_1`$
$`a_2=2b_1^2,`$ $`b_2=2b_1^2`$
$`a_3=24b_1^3,`$ $`b_3=8b_1^3`$
$`a_4={\displaystyle \frac{1}{6}}\left(11192b_1^4\right),`$ $`b_4={\displaystyle \frac{1}{6}}\left(13+192b_1^4\right)`$ (4.26)
and we obtain

$`x\left(t\right)`$ $`={\displaystyle \frac{1}{8}}\left(tt_0\right)^1+3b_1\left(tt_0\right)^{1/2}+2b_1^224b_1^3\left(tt_0\right)^{1/2}+O\left(tt_0\right)`$
$`y\left(t\right)`$ $`={\displaystyle \frac{1}{8}}\left(tt_0\right)^1+b_1\left(tt_0\right)^{1/2}2b_1^28b_1^3\left(tt_0\right)^{1/2}+O\left(tt_0\right).`$
Substitution in the last constraint equation seems to be a formidable task. The left hand side is

$`LHS`$ $`=b_1\left(tt_0\right)^{3/2}+8b_1^2\left(tt_0\right)^1+8b_1^3\left(tt_0\right)^{1/2}1128b_1^4`$
$`128b_1^5\left(tt_0\right)^{1/2}+512b_1^6\left(tt_0\right)+O\left(tt_0\right)^{3/2}`$ (4.28)
and the right hand side, up to the constant of integration,

$`RHS`$ $`=\left(tt_0\right)^{3/2}+8b_1\left(tt_0\right)^1+8b_1^2\left(tt_0\right)^{1/2}128b_1^3`$
$`480b_1^4\left(tt_0\right)^{1/2}+\frac{1792}{5}b_1^5\left(tt_0\right)+O\left(tt_0\right)^{3/2}.`$ (4.29)
Consequently and therefore we can only conclude that, although there is agreement in the two series for the initial terms, this agreement fails for higher terms in the Laurent expansions. In the neighbourhood of the singularity the two would appear to be almost equal and in a numerical integration one could be tempted to ascribe the discrepancies to numerical error and to input integrability in the sense of Painlevé to a systems which is not integrable in that sense. (One recalls a similar suggestion of integrability in the surface of section plots for the Hénon-Heiles problem at low energies, the equivalent to being close to the singularity in the present instance.)

### 4.2 The scalar-fluid case

This is the case where a general (flat or curved) FRW model has a scalar field (with an exponential potential) and a separately conserved perfect fluid. The equations for the flat case are  \[Eqns (6)-(7)\]

$`x^{}`$ $`={\displaystyle \frac{3}{2}}(2\gamma )x+\lambda \sqrt{{\displaystyle \frac{3}{2}}}y^23(2\gamma )x^33\gamma xy^2`$ (4.30)
$`y^{}`$ $`={\displaystyle \frac{3}{2}}y\lambda \sqrt{{\displaystyle \frac{3}{2}}}xy3(2\gamma )x^2y3\gamma y^3`$ (4.31)
which are derived from the system

$`\dot{h}`$ $`={\displaystyle \frac{1}{2}}\kappa ^2\left(\rho _\gamma +p_\gamma +\dot{\varphi }^2\right)`$
$`\dot{p}_\gamma `$ $`=3H\left(\rho _\gamma +p_\gamma \right)`$
$`\ddot{\varphi }`$ $`=3H\dot{\varphi }V^{}(\varphi )`$ (4.32)
subject to

$`p_\gamma `$ $`=(\gamma 1)\rho _\gamma `$ (4.33)
$`V`$ $`=V_0e^{\lambda \kappa \varphi }`$ (4.34)
$`H^2`$ $`={\displaystyle \frac{1}{3}}\kappa ^2\left(\rho _\gamma +{\displaystyle \frac{1}{2}}\dot{\varphi }^2+V\right)`$ (4.35)
which represent the assumed equation of state, the assumed form of the potential and the constraint following from the Einstein Field Equations, by the definitions

$$x=\frac{\dot{\varphi }\kappa }{\sqrt{6}H},y=\frac{\kappa \sqrt{V}}{\sqrt{3}H},\tau =\mathrm{ln}a$$
(4.36)
and the prime denotes differentiation with respect to new time, $`\tau `$. In terms of the solutions of the system (4.30) and (4.31) the constraint equation (4.35) now becomes the definition of the variable $`\kappa \sqrt{\rho _\gamma }/\sqrt{3}H`$ and so the treatment of the system (4.30) and (4.31) can be undertaken without the necessity to consider any constraint.

We substitute

$$x=\alpha \tau ^py=\beta \tau ^q$$
(4.37)
to obtain the set of exponents

$$\begin{array}{ccccc}p1& p& 2q& 3p& p+2q\\ q1& q& p+q& 2p+q& 3q\end{array}$$
(4.38)
from which it is evident that there are two possible patterns of leading order behavior, viz  $`p=q=\frac{1}{2}`$ involving the left side and final two terms of both equations and $`p=0`$, $`q=\frac{1}{2}`$ involving the second and fourth terms of the right side of (4.30) and the left side and final term of the right side of (4.31). The second pattern does not fit into the scheme of the Painlevé test and so the possession of the Painlevé Property depends only upon the first pattern. We note that the third order terms in both equations can also balance since they share the symmetry $`x_x+y_y`$ , but this leads to some constant solutions which are not comparable with the remaining terms in the two equations.

Case $`p=q=\frac{1}{2}`$:

From the dominant terms of both equations the coefficients are required to satisfy the single equation

$$\gamma \beta ^2=(2\alpha )^2\frac{1}{3},$$
(4.39)
which is very encouraging for the passing of the Painlevé test. To determine the resonances we substitute

$$x=\alpha \tau ^{{\scriptscriptstyle \frac{1}{2}}}+\mu \tau ^{r{\scriptscriptstyle \frac{1}{2}}}y=\beta \tau ^{{\scriptscriptstyle \frac{1}{2}}}+\nu \tau ^{r{\scriptscriptstyle \frac{1}{2}}}$$
(4.40)
into the dominant terms to obtain the two dimensional system

$$\left[\begin{array}{ccc}r+13\gamma \beta ^2,& & 3\alpha \beta \gamma \\ 3(2\gamma ),& & r+3\gamma \beta ^2\end{array}\right]\left[\begin{array}{c}\mu \\ \nu \end{array}\right]=0$$
(4.41)
in which (4.39) has been used to make some simplification.

The system (4.41) has a nontrivial solution if $`r=1,0`$ which is consistent with (4.39) and means that the system (4.30) and (4.31) possesses the (weak) Painlevé Property since the nondominant terms do not enter until higher powers.

For the other pattern of behaviour we substitute

$$x=\underset{i=0}{\overset{\mathrm{}}{}}\tau ^{{\scriptscriptstyle \frac{1}{2}}i}\text{and}y=\underset{i=0}{\overset{\mathrm{}}{}}\tau ^{{\scriptscriptstyle \frac{1}{2}}i{\scriptscriptstyle \frac{1}{2}}}.$$
(4.42)
We find that the odd coefficients are all identically zero and that the only arbitrary constant is the location of the movable singularity (in $`y`$), $`t_0`$. Consequently we have a peculiar solution.

In terms of the definitions of the new variables in terms of the original variables the constraint equation, (4.35), gives $`\kappa \sqrt{\rho _\gamma }/\sqrt{3}H`$ as a function with a square root singularity at $`t_0`$ analytic, away from the single branch cut, in the variable $`\tau `$. Unfortunately the definition of new time makes all functions nonanalytic in terms of the original time variable. However, there is a sense of integrability provided one keeps to the new time. It is not possible to make even this remark about the original dependent variables since it is the three combinations of them which have been shown to have the moderately good behaviour.

The equations for the case where a general curved FRW model has a scalar field with an exponential potential and a separately conserved perfect fluid are given by van den Hoogen et al   \[Eqns (1.10-1.12)\]. From the fourth order system

$`\dot{H}`$ $`={\displaystyle \frac{1}{2}}\left(\gamma \rho _\gamma +\dot{\varphi }^2\right)K`$
$`\dot{\rho }_\gamma `$ $`=3\gamma H\rho _\gamma `$
$`\ddot{\varphi }`$ $`=3H\dot{\varphi }+\kappa V`$ (4.43)
subject to the constraint

$$H^2=\frac{1}{3}\left(\rho _\gamma +\frac{1}{2}\dot{\varphi }^2+V\right)+K$$
(4.44)
we obtain the third order system

$`x^{}`$ $`=2x+Ay^2+Bx\mathrm{\Omega }+2x^3xy^2`$ (4.45)
$`y^{}`$ $`=yAxy+By\mathrm{\Omega }+2x^2yy^3`$ (4.46)
$`\mathrm{\Omega }^{}`$ $`=2B\mathrm{\Omega }+2B\mathrm{\Omega }^2+4x^2\mathrm{\Omega }2y^2\mathrm{\Omega },`$ (4.47)
in which we have written $`A=\kappa \sqrt{\frac{3}{2}}`$ and $`B=\frac{3}{2}\gamma 1`$to make the expressions look slightly simpler.

Under the usual substitution for the leading order behaviour we find the following pattern of exponents

$$\begin{array}{cccccc}p1& p& 2q& p+r& 3p& p+2q\\ q1& q& p+q& q+r& 2p+q& 3q\\ r1& r& & 2r& 2p+r& 2q+r.\end{array}$$
(4.48)
It is evident that the general singularity pattern is $`p=q=\frac{1}{2},r=1`$. There are also other patterns of a more specialised nature. We list them in Table I.

$$\begin{array}{cccc}& & & \\ p& q& r& \text{Observation}\hfill \\ & & & \\ \frac{1}{2}& >\frac{1}{2}& >1& \text{not P}\hfill \\ >\frac{1}{2}& \frac{1}{2}& >1& \text{not P}\hfill \\ >\frac{1}{2}& >\frac{1}{2}& 1& \text{not P}\hfill \\ \frac{1}{2}& \frac{1}{2}& >1& \text{P if }r=\frac{1}{2}\hfill \\ \frac{1}{2}& >\frac{1}{2}& 1& \text{not P}\hfill \\ >\frac{1}{2}& \frac{1}{2}& 1& \text{not P.}\hfill \end{array}$$

Table I: Possible sundominant patterns of semisingular behaviour for the system 4.45 \- 4.47.

Only the fourth case is a candidate for the Painlevé test as the other possibilities do not conform to the singularity requirement of the function and/or its derivatives.

In the general case the coefficients of the leading order terms satisfy the single constraint

$$4\alpha ^22\beta ^2+2B\gamma +1=0$$
(4.49)
so that one would expect to find the resonances $`r=1,0(2)`$. With the use of (4.49) the characteristic equation for the resonances is

$`\left|\begin{array}{ccc}r4\alpha ^2& 2\alpha \beta & B\alpha \\ 4\alpha \beta & r+2\beta ^2& B\beta \\ 8\alpha \gamma & 4\beta \gamma & r2B\gamma \end{array}\right|`$ $`=0`$ (4.53)
$`r^3+r^2`$ $`=0`$ (4.54)
so that $`r=1,0(2)`$ as anticipated from (4.49) so that there is consistency. There are three arbitrary constants and the nondominant terms can cause no theoretical difficulties. For this pattern of singular behaviour (4.45) - (4.47) passes the Painlevé test.

The other candidate for the Painlevé test, case four of Table I, with $`p=q=r=\frac{1}{2}`$ produces the system

$`{\displaystyle \frac{1}{2}}\alpha `$ $`=2\alpha ^3\alpha \beta ^2`$
$`{\displaystyle \frac{1}{2}}\beta `$ $`=2\alpha ^2\beta \beta ^3`$
$`{\displaystyle \frac{1}{2}}\gamma `$ $`=4\alpha ^2\gamma 2\beta ^2\gamma `$ (4.55)
for the coefficients of the leading order terms. There is a contradiction between the first two equations of (4.55) on the one hand and the third equation on the other. Consequently this is not an admissible case for the system (4.45) - (4.47). The one admissible singularity pattern has passed the Painlevé test and so we conclude that the system (4.45) - (4.47) possesses the (weak) Painlevé Property. The constraint equation, (4.44), for the original fourth order system. (4.43), defines the fourth variable. The same comments as for the system (4.32) apply to this case also.

## 5 The general flat case

We use the notation of Foster . He presents the dynamical system

$`{\displaystyle \frac{d\varphi }{dt}}`$ $`=\dot{\varphi }`$
$`{\displaystyle \frac{d\dot{\varphi }}{dt}}`$ $`=K\dot{\varphi }V^{}(\varphi )`$
$`{\displaystyle \frac{dK}{dt}}`$ $`={\displaystyle \frac{3}{2}}\dot{\varphi }^2`$ (5.1)
subject to the constraint

$$K^2=3V(\varphi )+\frac{3}{2}\dot{\varphi }^2.$$
(5.2)
Foster introduces the new variables

$$x=\frac{1}{K},y=\sqrt{\frac{3}{2}}\frac{\dot{\varphi }}{K}\text{and }\tau =\mathrm{log}v\left(t\right)+\tau _0$$
(5.3)
where $`K`$ is the trace of the extrinsic curvature and $`v(t)`$ represents volume, $`va^3`$. Then the system becomes

$`{\displaystyle \frac{dx}{d\tau }}`$ $`=y^2x`$
$`{\displaystyle \frac{dy}{d\tau }}`$ $`=y\sqrt{{\displaystyle \frac{3}{2}}}x^2V^{}\left(\varphi \right)+y^3`$
$`{\displaystyle \frac{d\varphi }{d\tau }}`$ $`=\sqrt{{\displaystyle \frac{2}{3}}}y`$ (5.4)
and the constraint is now

$$y^2+3x^2V(\varphi )=1.$$
(5.5)
In order to make some reasonable progress with the Painlevé analysis of this system we require some explicit functional form for the potential, $`V(\varphi )`$. (We note that in Foster’s Dynamical Systems approach  such a constraint was not necessary. All that was required were some general properties of the potential. The approaches via Dynamical Systems and Singularity Analysis are complementary.) We make the standard Ansatz for a confining potential (cf the transition from (3.1) to (3.2)), viz

$$V(\varphi )=\frac{1}{2}m^2\varphi ^2$$
(5.6)
so that the system (5.5) is now

$`{\displaystyle \frac{dx}{d\tau }}`$ $`=y^2x`$
$`{\displaystyle \frac{dy}{d\tau }}`$ $`=y\sqrt{{\displaystyle \frac{3}{2}}}x^2m^2\varphi +y^3`$
$`{\displaystyle \frac{d\varphi }{d\tau }}`$ $`=\sqrt{{\displaystyle \frac{2}{3}}}y`$ (5.7)
and the constraint is now

$$y^2+\frac{3}{2}x^2m^2\varphi ^2=1.$$
(5.8)
We make the usual substitution for the leading order behaviour to obtain

$`\alpha p\tau ^{p1}`$ $`=\alpha \beta ^2\tau ^{p+2q}`$ (5.9)
$`\beta q\tau ^{q1}`$ $`=\beta \tau ^q+\beta ^3\tau ^{3q}\sqrt{{\displaystyle \frac{3}{2}}}\alpha ^2\gamma ^2m^2\tau ^{2p+r}`$ (5.10)
$`\gamma r\tau ^{r1}`$ $`=\sqrt{{\displaystyle \frac{2}{3}}}\beta \tau ^q`$ (5.11)
From (5.9) we have: $`q=\frac{1}{2}`$, $`\alpha `$ is arbitrary, $`p`$ arbitrary and $`\beta ^2=p`$. With this (5.11) gives $`r=\frac{1}{2}`$ and $`\gamma =2\sqrt{2/3}\beta `$. In (5.10) the possibility that $`p<1`$ cannot occur as there would only be one term and so there can be no balance. If $`p>1`$, the two dominant terms require that $`\beta ^2=\frac{1}{2}`$ and from above this means $`p=\frac{1}{2}`$, but $`\alpha `$ remains arbitrary. If $`p=1`$, $`\alpha ^2=1/4m^2`$.

The system (5.7) permits the two patterns of dominant behaviour, viz
$`(\frac{1}{2},\frac{1}{2},\frac{1}{2})`$ and $`(1,\frac{1}{2},\frac{1}{2})`$. For the first pattern of dominant behaviour the resonances are found to be $`r=1,\frac{1}{2},0`$. The first is the generic value. The third reflects the arbitrary value of $`\alpha `$. The second demonstrates that this pattern cannot pass the Painlevé test since it requires a Left Painlevé Series and this is inconsistent with the nondominant terms in the original system (5.7) which require a Right Painlevé Series. The series expansion for this pattern of dominant behaviour contains only two arbitrary constants and consists of even terms only. There are two expansions depending upon whether a positive or negative root is taken. The first few terms of the series based on the positive root are given by

$`x`$ $`=a_0\tau ^{{\scriptscriptstyle \frac{1}{2}}}+{\displaystyle \frac{1}{2}}a_0\left(1+2m^2a_0^2\right)\tau ^{{\scriptscriptstyle \frac{1}{2}}}`$
$`y`$ $`={\displaystyle \frac{i}{\sqrt{2}}}\tau ^{{\scriptscriptstyle \frac{1}{2}}}{\displaystyle \frac{i\sqrt{2}}{4}}\left(1+2m^2a_0^2\right)\tau ^{{\scriptscriptstyle \frac{1}{2}}}`$
$`\varphi `$ $`={\displaystyle \frac{2i}{\sqrt{3}}}\tau ^{{\scriptscriptstyle \frac{1}{2}}}{\displaystyle \frac{i\sqrt{3}}{9}}\left(1+2m^2a_0^2\right)\tau ^{{\scriptscriptstyle \frac{3}{2}}}`$ (5.12)
For the second pattern of dominant behaviour we find that $`r=1(3)`$ which means that there is only one arbitrary constant, the location of the moveable singularity. The series expansion consists of even terms only and for the positive root the first few terms are

$`x`$ $`={\displaystyle \frac{i}{2m}}\tau ^1+{\displaystyle \frac{3i}{16m}}+{\displaystyle \frac{155243i}{9216m}}\tau +\mathrm{}`$
$`y`$ $`=i\tau ^{{\scriptscriptstyle \frac{1}{2}}}{\displaystyle \frac{3i}{16}}+{\displaystyle \frac{155}{4608}}\tau ^{{\scriptscriptstyle \frac{1}{2}}}+\mathrm{}`$
$`\varphi `$ $`=2\sqrt{{\displaystyle \frac{2}{3}}}i\tau ^{{\scriptscriptstyle \frac{1}{2}}}{\displaystyle \frac{i}{16}}\sqrt{{\displaystyle \frac{2}{3}}}\tau ^{{\scriptscriptstyle \frac{3}{2}}}+{\displaystyle \frac{31}{3204}}\sqrt{{\displaystyle \frac{2}{3}}}\tau ^{{\scriptscriptstyle \frac{5}{2}}}\mathrm{}.`$ (5.13)
Neither pattern of dominant behaviour passes the Painlevé test and so the system (5.7) does not posses the Painlevé Property.

## 6 Scaling solutions

Billyard et al   discuss the stability of cosmological scaling solutions within the class of spatially homogeneous cosmological models with a perfect fluid subject to a linear equation of state and a scalar field with an exponential potential. This type of study was extended by van den Hoogen et al   to Robertson-Walker spacetimes with nonzero curvature. Miritzis et al   have already shown that the corresponding problems in flat space possess the Painlevé Property. For the former problem Billyard et al  reduced the governing equations to the three-dimensional system

$`\dot{x}`$ $`=\sqrt{{\displaystyle \frac{3}{2}}}\kappa y^2+{\displaystyle \frac{3}{2}}x\left[\left(\gamma 2\right)\mathrm{\Omega }2y^2\right]`$
$`\dot{y}`$ $`=3y\sqrt{{\displaystyle \frac{3}{2}}}\kappa xy+{\displaystyle \frac{3}{2}}y\left[\left(\gamma 2\right)\mathrm{\Omega }2y^2\right]`$
$`\dot{\mathrm{\Omega }}`$ $`=3(\gamma 2)\mathrm{\Omega }+3\mathrm{\Omega }\left[(\gamma 2)\mathrm{\Omega }2y^2\right].`$ (6.1)
System (6.1) has a superficial resemblance to a cubic system, but this removed by the nonhomeographic transformation $`y^2=z`$ which reduces (6.1) to the quadratic system

$`\dot{x}`$ $`=\sqrt{{\displaystyle \frac{3}{2}}}\kappa z+{\displaystyle \frac{3}{2}}x\left[\left(\gamma 2\right)\mathrm{\Omega }2z\right]`$
$`\dot{z}`$ $`=6z\sqrt{6}\kappa xz+3z\left[(\gamma 2)\mathrm{\Omega }2z\right]`$
$`\dot{\mathrm{\Omega }}`$ $`=3(\gamma 2)\mathrm{\Omega }+3\mathrm{\Omega }\left[(\gamma 2)\mathrm{\Omega }2z\right].`$ (6.2)
Since the transformation between the two systems is not homeographic, the possession of the Painlevé Property by the one does not guarantee its possession by the other. However, possession of it by (6.2) will mean that (6.1) will possess the so-called weak Painlevé Property since the transformation replaces a polelike singularity in $`z`$ with a branch point singularity in $`y`$.

The standard substitution

$$x=\alpha \tau ^p,z=\beta \tau ^q,\mathrm{\Omega }=\mathrm{\Gamma }\tau ^r$$
(6.3)
into the derivatives and quadratic terms of (6.2) gives the set of exponents

$$\begin{array}{cccc}p1& q& p+r& p+q\\ q1& p+q& q+r& 2q\\ r1& r& 2r& q+r.\end{array}$$
(6.4)
The third of (6.4) gives $`q=r=1`$ and the second $`p=1`$. The coefficients of the leading order terms are found from the solution of the linear system

$`\alpha `$ $`={\displaystyle \frac{3}{2}}(\gamma 2)\alpha \mathrm{\Gamma }3\alpha \beta `$
$`\beta `$ $`=\sqrt{6}\kappa \alpha \beta +3(\gamma 2)\beta \mathrm{\Gamma }6\mathrm{\Gamma }^2`$
$`\mathrm{\Gamma }`$ $`=3(\gamma 2)\mathrm{\Gamma }^26\beta \mathrm{\Gamma }.`$ (6.5)
For nontrivial coefficients $`\alpha `$, $`\beta `$ and $`\mathrm{\Gamma }`$ we see immediately that there is an inconsistency between the first and third of (6.5). This can be resolved by setting either $`p=0`$ or $`r=0`$. However, the latter choice leads to further inconsistencies and we are forced to the set $`p=0`$, $`q=r=1`$ and so the system (6.1) cannot possess the Painlevé Property.

One could substitute the partially singular expansion

$$x=\underset{i=0}{}a_i\tau ^i,y=\underset{i=0}{}b_i\tau ^{(i1)/2},\mathrm{\Omega }=\underset{i=0}{}c_i\tau ^{i1}$$
(6.6)
into (6.1). The results are somewhat disappointing. The coefficients in the expansions can be expressed in terms of the one arbitrary coefficient, $`b_0`$. In particular

$$a_0=\kappa b_0^2\text{and}c_0=\frac{1+b_0^2}{3(\gamma 2)}.$$
(6.7)
The series for $`y`$ consists of even terms only. The solution depends upon two arbitrary constants only, $`b_0`$ and $`t_0`$, and so is a peculiar solution.

The system derived for a self-interacting scalar field with an exponential energy density evolving in a Robertson-Walker spacetime containing a separately conserved perfect fluid is

$`\dot{x}`$ $`=3x+\sqrt{{\displaystyle \frac{3}{2}}}\kappa y^2+{\displaystyle \frac{1}{2}}x\left[\left(3\gamma 2\right)\mathrm{\Omega }+2\left(1+2x^2y^2\right)\right]`$
$`\dot{y}`$ $`=\sqrt{{\displaystyle \frac{3}{2}}}\kappa xy+{\displaystyle \frac{1}{2}}y\left[\left(3\gamma 2\right)\mathrm{\Omega }+2\left(1+2x^2y^2\right)\right]`$
$`\dot{\mathrm{\Omega }}`$ $`=3\gamma \mathrm{\Omega }+\mathrm{\Omega }\left[\left(3\gamma 2\right)\mathrm{\Omega }+2\left(1+2x^2y^2\right)\right]`$ (6.8)
in a standard notation. This system, with $`K`$ in place of $`\kappa `$, has already been given an extensive treatment in  and we simply summarise the results for completeness. The leading order exponents are $`p=q=\frac{1}{2}`$ and $`r=1`$. Under the transformation

$$u=4x^2,v=2y^2\text{and}w=(3\gamma 2)\mathrm{\Omega }$$
(6.9)
the dominant terms of (6.8) constitute the system

$`\dot{u}`$ $`=u\left(u+v+w\right)`$
$`\dot{v}`$ $`=v\left(u+v+w\right)`$ (6.10)
$`\dot{w}`$ $`=w\left(u+v+w\right)`$
which has the leading order behaviour

$$u=u_0\tau ^1,v=v_0\tau ^1,w=w_0\tau ^1,$$
(6.11)
where the coefficients are related according to $`u_0+v_0+w_0+1=0`$. That the resonances are $`r=1,0(2)`$ confirms that two of the coefficients of the leading order terms are arbitrary and these with $`t_0`$ provide the three arbitrary constants needed for the solution.

Returning to the original system (6.8) we have that the system passes the Painlevé test for the weak property. (There is no need to be concerned about incompatibilities at the resonances since the arbitrary constants already appear in the leading order terms. There are other patterns of quasisingular behaviour similar to those listed in the table in . These do not fall within the ambit of the Painlevé test and do not affect the possession by (6.8) of the weak Painlevé Property and so integrability in terms of functions with only branch point singularities (in the case of $`x`$ and $`y`$; $`\mathrm{\Omega }`$ is analytic away from its simple pole).

## 7 Comments and conclusions

The analysis of the systems of differential equations in the previous Sections enables us to make some more general comments about the Painlevé property and its possible applications. Firstly, we note that all the systems considered here come from reductions of the Einstein equations of general relativity by the imposition of certain symmetry and other plausible (from the physical point of view) assumptions. That is, they correspond or represent *relativistic* systems. One major characteristic of such systems of differential equations is their covariance, *ie* the independence of their properties from the coordinate frame used. However, it may be possible that the use of the Painlevé analysis for a system written in different coordinates leads to different behaviour. Thus we might conclude that the Painlevé test is not an appropriate one to use when dealing with relativistic equations. One may argue then that this test stands at a similar level as that of using numerical methods conducive to the determination of the so-called Liapunov exponents to decide on the issue of chaoticity of certain generic classes of relativistic cosmologies.

Such an opinion is formulated, as the astute reader will appreciate, somewhat tongue in cheek. The literature abounds with studies devoted to the determination of closed form solutions of the Einstein equations for various models. The variables of the equations are real and, not surprisingly, the solutions sought are real. A real solution need not be analytic and yet be quite useful for the explication of a specific physical model. Painlevé requires solutions which are analytic in the complex plane of the independent variable. This is a much stronger condition and, as we have remarked above, is superficially in conflict with the concept of covariance in the field equations and whatever is derived from them. The covariant formulation has no regard for the preservation of analyticity. However, the Painlevé Property is not preserved under a general transformation. Consequently what one should be seeking amongst the plethora of possible coordinate representations is that frame in which the Painlevé Property can be found, if it is ever to exist for a given system. This, of course, raises a new line of research which it is not appropriate to follow in this paper and that is to determine which of the possible myriads of coordinate representations of the field equations of a given model will be that set of coordinates for which the Painlevé Property holds. Given that the system is integrable in terms of analytic functions in one frame, the lesser demands of Cosmology can be met in a wider variety of coordinate systems.

## Acknowledgments

PGLL thanks the Director of GEODYSYC, Dr S Cotsakis, and the Department of Mathematics of the University of the Aegean for the provision of facilities during the course of this work and acknowledges the continuing support of the National Research Foundation of South Africa and the University of Natal.