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# 1. Large Brane Instability and Topologically Non-Trivial AdS Black Holes

## 1. Large Brane Instability and Topologically Non-Trivial AdS Black Holes

The fact that asymptotically AdS black holes can have topologically non-trivial event horizons  has attracted considerable attention in connection with the AdS/CFT correspondence. In five dimensions , apart from the spherical, flat, and hyperbolic possibilities for the structure of the event horizon, Milnor’s  “prime decomposition” of compact orientable 3-manifolds suggests further candidates, and black hole spacetimes with some of the corresponding event horizons have been constructed in a remarkable paper of Cadeau and Woolgar .

In , Witten remarks that if one wishes to generalise the AdS/CFT correspondence to bulk manifolds which are merely asymptotically AdS, then \[in the Euclidean formulation at least\] one must take care that the scalar curvature at conformal infinity should remain non-negative. For otherwise the massless scalars of the CFT will undergo “runaway” behaviour. For AdS space itself, the \[Euclidean\] boundary is a conformal sphere with its canonical structure, represented by a metric of positive scalar curvature; the latter prevents a runaway through the conformal coupling term. Notice that it is not claimed that all CFTs misbehave on spaces of negative curvature – this is of course not the case. The instability arises only for a subclass of CFTs arising “holographically”, as for example in the AdS/CFT correspondence. \[This point is emphasised in ; see also \]. Note that the two-dimensional case is particularly delicate here; but we stress that, in any case, none of the CFTs discussed in this work will be defined on a manifold of dimension less than three.

The bulk version of this runaway was explained in detail in ; the instability arises from the nucleation and growth of “large branes”, that is, in the five-dimensional case, 3-branes which are generated at large distances, “near” the boundary. The relevant Euclidean action for a (D-1)-brane in a (D+1)-dimensional asymptotically AdS space is, in the notation of ,

$$S=\frac{Tr_0^D}{2^D}\sqrt{g}\left((1q)\varphi ^{\frac{2D}{D2}}+\frac{8}{(D2)^2}[(\varphi )^2+\frac{D2}{4(D1)}\varphi ^2R]+𝒪(\varphi ^{\frac{2(D4)}{D2}})\right).$$
(1)
Here $`D`$ is strictly greater than 2 — that is, this equation, and consequently the rest of our discussion, is only valid for spacetimes of dimension at least 4 \[and consequently only for conformal boundaries of dimension at least 3\]. The brane carries a charge $`q`$ under a background antisymmetric field; the field $`\varphi `$ tends to infinity as the conformal boundary is approached, and $`R`$ is the scalar curvature of that boundary. In the BPS case, the action will be unbounded below if $`R`$ is negative: there will be unstable production of branes “near” the boundary. The case where $`R`$ is zero is more delicate; one expects instability in some cases but not in others, depending on higher-order corrections . As the boundary metric is only defined modulo conformal factors, and as scalar curvature is not a conformal invariant, perhaps we should clarify. A conformally invariant formulation is most easily given in terms of the scalar fields on the boundary. These are governed by the “conformal Laplacian”, defined \[for $`D>2`$\] by

$$\mathrm{\Delta }_{CON}=\mathrm{\Delta }+\frac{D2}{4(D1)}R,$$
(2)
where $`\mathrm{\Delta }`$ is the ordinary Laplacian. The conformally invariant form of the stability condition is that this operator should be non-negative . For this to hold, it must be possible to choose a conformal gauge such that $`R`$ \[a function of position in general\] is everywhere non-negative. In the the case of a compact boundary, this is easier to understand because it is then always possible  to choose a conformal gauge such that $`R`$ is constant. This is usually, but not invariably , also possible for complete, non-compact Riemannian manifolds.

Now consider a five-dimensional Euclidean AdS black hole with metric

$$g(EAdS_5;hyper)=f_5(r)dtdt+f_{5}^{}{}_{}{}^{1}(r)drdr+r^2h_{ij}[H^3/\mathrm{\Gamma }]dx^idx^j$$
(3)
with

$$f_5=1\frac{16\pi G\mu }{3r^2\mathrm{Vol}(H^3/\mathrm{\Gamma })}+\frac{r^2}{L^2},$$
(4)
where $`\mu `$ is the mass parameter and $`h_{ij}[H^3/\mathrm{\Gamma }]dx^idx^j`$ is the metric on the three-dimensional horizon, $`H^3/\mathrm{\Gamma }`$. Here $`H^3`$ is the three-dimensional hyperbolic space of constant sectional curvature $`1`$, and $`\mathrm{\Gamma }`$ is an infinite discrete group acting on $`H^3`$ in such a way that the quotient is compact. The metric at infinity \[that is, the canonical representative of the induced conformal structure on the boundary\] is

$$\gamma _4=dtdt+L^2h_{ij}[H^3/\mathrm{\Gamma }]dx^idx^j.$$
(5)
The scalar curvature of this metric is $`6/L^2`$. Thus, large branes apparently grow uncontrollably at large distances in this spacetime. Before commenting on this, let us take note of the topology of the space on which $`\gamma _4`$ is defined. First, as usual for Euclidean black holes, we have to identify time periodically, so $`t`$ is a parameter on a circle. Next, the topology of hyperbolic space is that of $`IR^3`$, so we see finally that the topology of the boundary is that of $`S^1\times IR^3/\mathrm{\Gamma }`$. Of course, the conformal boundary of Euclidean AdS space itself has a very different topology, namely that of a sphere. Thus we see that a spacetime can be asymptotically AdS, and yet have a conformal infinity with a topology which differs very radically from that of the boundary of AdS space.

It is clear that the hyperbolic AdS black hole is not stable as a string background. However, we wish to argue that it is by no means obvious, from this alone, that such spacetimes must be rejected as string backgrounds. Instability, in reality, rarely leads to indefinitely increasing perturbations: it is usually ultimately self-limiting, and we should assume that this is the case here unless we can prove the contrary. In using the Seiberg-Witten criterion in the above way, we are ignoring the effect of the branes on the space-time geometry. This is a good approximation at short distances, but eventually, at extremely large distances from the event horizon, the branes must have such an effect. In the Lorentzian picture, the geometry of the spacelike sections will begin to evolve in response to the branes, and, as can be seen from the form of equations 3 and 5 \[in which the geometry of the spacelike sections is clearly influenced by the geometry at infinity and vice versa\], this means that the geometry at infinity must also change. This will in general change the scalar curvature, so the Seiberg-Witten instability condition might cease to hold. In physical language, one would say that the back-reaction of the branes on the geometry eventually causes the spacetime to settle down to a new, approximately static state. But now we have an obvious consistency check: clearly, the scalar curvature of the boundary of the \[Euclidean version of\] the final spacetime geometry must be positive or zero; otherwise we would have a contradiction. In the Euclidean language of : in order for large-brane instability to limit itself through back-reaction, it must be possible to deform the Euclidean version of the spacetime in such a way that the scalar curvature at infinity changes from negative to non-negative values. In short, unless we can prove otherwise, we should assume that the real significance of Seiberg-Witten instability for this spacetime is that formulae 3 and 4 are not to be trusted at extremely large distances, so that the metric $`\gamma _4`$ does not accurately reflect the geometry of the boundary in this case. This greatly complicates the study of these black holes from the AdS/CFT point of view, but in itself it does not rule them out as string backgrounds.

Circumstantial evidence that something of this kind can happen comes from the study of asymptotically AdS black holes with flat, toral event horizons. Intuitively, one would expect that AdS itself should be the thermal background for any asymptotically AdS black hole, and this is certainly the case when the horizon is spherical. But it has been argued  that it is not so when the horizon is a torus. The argument is based on a conjecture, due to Horowitz and Myers , that the “AdS soliton” is the lowest energy metric among all metrics which are asymptotic to it sufficiently rapidly. The \[Euclidean\] metric of the soliton is given, in $`n+1`$ dimensions, by

$$g(AdS;soliton)=r^2dtdt+\frac{L^2}{r^2}(1\frac{r_{0}^{}{}_{}{}^{n}}{r^n})^1drdr+\frac{r^2}{L^2}(1\frac{r_{0}^{}{}_{}{}^{n}}{r^n})d\varphi d\varphi +r^2\underset{i=1}{\overset{n2}{}}d\theta _id\theta _i.$$
(6)
Here $`r_0`$ and L are positive constants, $`r`$ is a radial coordinate satisfying $`r>r_0`$, and $`\varphi `$ and the $`\theta _i`$ are angular coordinates of various periodicities. In the Euclidean case, $`t`$ too is periodic. Thus the conformal infinity of the soliton has the structure of an n-dimensional torus, $`T^n`$. This is of course the same as the conformal infinity of an asymptotically AdS black hole with a flat \[toral\] horizon, and the black hole metric does approach that of the soliton sufficiently rapidly for the Myers-Horowitz conjecture to apply. If the latter is correct, then, as argued in , we should certainly use the soliton as the thermal background for toral asymptotically AdS black holes, not AdS itself.

There is now quite impressive evidence in favour of the Myers-Horowitz conjecture  and for the claim that the soliton is the correct thermal background for toral black holes . The resulting picture of these “toral-boundary” spacetimes is very satisfactory; for example, they exhibit a well-defined confinement/deconfinement transition similar to, but interestingly different from, the more familiar transition which is known to occur  in the case of the AdS-Schwarzschild black hole. There is certainly no hint of any kind of runaway on the boundary or large-brane instability in the bulk. Now the conformal structure at infinity is represented by an exactly flat metric. But suppose that we slightly perturb the geometry of either the toral black hole or the soliton at some point deep in the bulk. Suppose that this perturbation causes the boundary conformal structure to change so that it is no longer the conformal structure represented by the flat metric. Then, using techniques to be explained below, one can show that the scalar curvature of the resulting metric on the boundary cannot be everywhere positive or zero. That is, the slightest perturbation of the boundary conformal geometries of these spacetimes renders them unstable in the Seiberg-Witten sense.

We suggest that this can be reconciled with the good thermodynamical behaviour of these spacetimes by invoking back-reaction as above. That is, we predict that the \[Lorentzian\] geometry evolves in such a way that the \[Euclidean version of\] the final metric corresponds to a boundary metric with a scalar curvature that has been driven back towards zero. \[It cannot become positive everywhere — see below.\] If this prediction proves to be false, then the implication is that the AdS soliton is unstable against arbitrarily small fluctuations, which seems very unlikely. \[Note that it follows from the main theorem stated in the next section that every metric of zero scalar curvature on a torus is perfectly flat — that is, if the scalar curvature vanishes on a torus, so does every curvature component. This does not imply, however, that the final metric after back-reaction effects is necessarily identical to that given in equation 6. For it is known  that when the boundary is topologically a torus, the boundary conformal structure does not uniquely determine the bulk metric, not even when the bulk is an Einstein manifold.\]

The question, then, is this: can the manifold $`S^1\times IR^3/\mathrm{\Gamma }`$, which we obtained above as the Euclidean boundary of the five-dimensional hyperbolic AdS black hole spacetime, be given a metric of non-negative scalar curvature? Intuition may suggest that it should be impossible to find a metric of positive scalar curvature on $`IR^3/\mathrm{\Gamma }`$, but, before we trust intuition, note that it is certainly possible \[, page 123\] to find a metric of constant negative scalar curvature on the 3-sphere $`S^3`$. The point is that the scalar curvature is just the “average” of all of the curvature components. Thus, if even one component can be made sufficiently negative at each point, the scalar curvature on $`S^3`$ will be negative at each point. The reader can visualise this by imagining a deformation of the ordinary 3-sphere such that in some directions at each point the geometry becomes “saddle-like”, while remaining “sphere-like” in other directions. \[This corresponds to modifying the metric, but not the topology, of the 3-sphere.\] Similarly, while it is of course impossible to force all of the sectional curvatures on $`IR^3/\mathrm{\Gamma }`$ to be positive, one would be surprised to find that this cannot be arranged for the average. Even if it is indeed impossible to construct a positive scalar curvature metric on $`IR^3/\mathrm{\Gamma }`$, it might still be possible to construct a warped product \[or even more general\] metric on $`S^1\times IR^3/\mathrm{\Gamma }`$ with positive scalar curvature, since warping can certainly change the sign of scalar curvature $``$ compare the positive scalar curvature product metric $`dxdx+d\theta d\theta +sin^2(\theta )d\varphi d\varphi `$ on $`(0,\mathrm{})\times S^2`$ with the negative scalar curvature warped metric $`dxdx+sinh^2(x)[d\theta d\theta +sin^2(\theta )d\varphi d\varphi ]`$. Clearly we need some powerful mathematical technique to settle this.

Such a technique exists, and in the next section we give a very brief overview of it. The upshot is that it is actually impossible to define a metric of positive or zero scalar curvature on this manifold: no matter how we deform it, the scalar curvature remains resolutely negative. Thus, these black hole spacetimes are unstable \[if we embed them in string theory\] in a very radical way. The only escape route is to suppose that the branes actually change the topology of spacetime, a possibility that we shall also consider. Finally, in section 3 we show that, if some kind of “dS/CFT” correspondence is valid, then any asymptotically deSitter version of the Hull-Strominger-Gutperle “S-brane” spacetime is also radically unstable in the same sense, at least if we maintain the ansatz — used to obtain all known examples of S-brane spacetimes — that the R-symmetries are preserved. We believe that this is due to “late” S-branes, the spacelike analogue of “large” branes.

## 2. Topologically Induced Instability

In this section we introduce a geometric technique which, in view of the importance of scalar curvature in Seiberg-Witten instability, is the natural one for our purposes. The main reference is .

A smooth map $`f:XY`$ from one Riemannian manifold to another is said to be $`ϵ`$-contracting if for any piecewise smooth curve $`C`$ in $`X`$,

$$L[f(C)]ϵ\times L[C],$$
(7)
where $`L`$ denotes the length. A map which takes every point of $`X`$ to a single point of $`Y`$ evidently satisfies this condition for any positive $`ϵ`$. To avoid this trivial case, we consider only mappings of non-zero degree \[see , page 303; note that mappings may have to be “constant at infinity” to make sense of this if $`X`$ happens to be non-compact.\] An n-dimensional manifold $`M`$ is said to be enlargeable if, given any Riemannian metric on $`M`$, for any positive $`ϵ`$ there exists an orientable covering manifold which admits an $`ϵ`$-contracting map \[with respect to the pull-back metric\] of non-zero degree onto the unit n-sphere. Notice that enlargeability is a topological condition; we can nevertheless think of an enlargeable manifold as one which, like a torus but unlike a sphere, has “arbitrarily large” covering spaces. Simple examples are provided by compact manifolds, such as tori and the underlying manifolds of compact hyperbolic spaces, which admit a metric of non-positive sectional curvature. Thus, $`IR^3/\mathrm{\Gamma }`$ above is enlargeable. The following properties of enlargeable manifolds are important. \[See , page 306.\]

1. The product of any compact enlargeable manifold with a torus of any dimension is again enlargeable.
2. The connected sum of a compact enlargeable manifold with any compact manifold is again enlargeable.
3. If the scalar curvature of a Riemannian metric on a compact enlargeable spin manifold is non-negative, then the metric must be flat.

\[Recall that the connected sum of two manifolds is obtained by removing small balls from each, and then joining the two along the resulting boundaries.\] Now point 1 informs us that $`S^1\times IR^3/\mathrm{\Gamma }`$ is enlargeable. Point 3 then implies, since this space \[like all products of a circle with an orientable compact 3-dimensional manifold\] is a spin manifold, that there can be no metric of positive scalar curvature on this manifold, not even if we allow warped products. Furthermore, if the scalar curvature were zero, then the metric would have to be flat. But this is not possible: $`S^1\times IR^3/\mathrm{\Gamma }`$ does not have the topology of a flat manifold. \[One says that $`\mathrm{\Gamma }`$ is homotopically atoroidal \[,page 158\] and that, as the name suggests, means that $`\mathrm{\Gamma }`$ cannot occur as part of the fundamental group of a manifold which can be flat .\] Thus, the scalar curvature of $`S^1\times IR^3/\mathrm{\Gamma }`$ cannot be everywhere positive or zero, no matter how the manifold is deformed.

We conclude that once large branes begin to develop in the hyperbolic AdS black hole spacetime, nothing can rein in the instability: for, no matter how the branes deform the spacetime, the scalar curvature at infinity can never become everywhere positive or zero. The instability is induced topologically . We are forced to conclude that these spacetimes simply cannot arise as solutions of string or M theory. In fact, this conclusion is actually consistent with the findings of , where the authors remark that no analogue of the AdS soliton seems to exist in the hyperbolic case. It is now clear why this is so: there can be no well-behaved ground state, analogous to the AdS soliton, for these radically unstable spacetimes. \[We agree with these authors that pure AdS is not the correct ground state to use in the hyperbolic case; this is argued most convincingly in the introduction to .\]

More generally, Milnor’s  “prime decomposition” theorem states that any compact orientable 3-manifold $`M^3`$ can be expressed as a connected sum in the following way:

$$M^3=\mathrm{\Sigma }_1\mathrm{\#}\mathrm{\Sigma }_2\mathrm{\#}\mathrm{}\mathrm{\#}(S^1\times S^2)\mathrm{\#}(S^1\times S^2)\mathrm{\#}\mathrm{}\mathrm{\#}K_1\mathrm{\#}K_2\mathrm{\#}\mathrm{},$$
(8)
where each $`\mathrm{\Sigma }_i`$ is a manifold covered by a homotopy 3-sphere, where $`\mathrm{\#}`$ denotes the connected sum, and where each $`K_i`$ is an Eilenberg-MacLane space of the form $`K(\pi ,1)`$. We shall assume the truth of the Poincarè conjecture, so that the reader can interpret “homotopy 3-sphere” as $`S^3`$. Then the $`\mathrm{\Sigma }_i`$ are just quotients of $`S^3`$ by \[completely known\] finite groups; for example, the real projective space $`S^3/ZZ_2`$ is one possibility. \[See  for a readily accessible statement of the classification.\] A $`K(\pi ,1)`$ space is just a 3-dimensional manifold whose only non-trivial homotopy group is its fundamental group. It is not yet proven that all compact $`K(\pi ,1)`$ spaces are enlargeable, but all known examples are so, and furthermore it is known \[, page 324\] that no such manifold can accept a metric of positive scalar curvature, and that the same is true of the connected sum of a $`K(\pi ,1)`$ with any other compact manifold. Therefore, in view of properties 2 and 3 listed above, it is reasonable to conjecture that all compact $`K(\pi ,1)`$ spaces are enlargeable.

Assuming the truth of this, we see that any compact orientable 3-manifold is enlargeable if it has at least one $`K_i`$ in its Milnor decomposition. Thus we find that compact orientable 3-manifolds fall into three categories: the six well-understood  manifolds which can be flat \[see  for an accessible review\], the enlargeable manifolds of “non-flat” topology, and manifolds of the form $`\mathrm{\Sigma }_1\mathrm{\#}\mathrm{\Sigma }_2\mathrm{\#}\mathrm{}\mathrm{\#}(S^1\times S^2)\mathrm{\#}(S^1\times S^2)\mathrm{\#}\mathrm{}`$ Every member of this last class has a metric of constant positive scalar curvature . Assume that, as is the case in physically interesting examples, the topology of the black hole spacetime is a product of the event horizon topology with $`IR^2`$. Then the conformal boundary of the corresponding Euclidean asymptotically AdS black hole spacetime in five dimensions will be a product of $`S^1`$ with a member of one of these classes, and so property 1 above implies that the scalar curvature of the conformal boundary cannot be non-negative unless the event horizon is either flat or of the form $`\mathrm{\Sigma }_1\mathrm{\#}\mathrm{\Sigma }_2\mathrm{\#}\mathrm{}\mathrm{\#}(S^1\times S^2)\mathrm{\#}(S^1\times S^2)\mathrm{\#}\mathrm{}`$. Hence we conclude that large-brane instability rules out all five-dimensional asymptotically AdS black holes \[as string backgrounds\] except those with flat or $`\mathrm{\Sigma }_1\mathrm{\#}\mathrm{\Sigma }_2\mathrm{\#}\mathrm{}\mathrm{\#}(S^1\times S^2)\mathrm{\#}(S^1\times S^2)\mathrm{\#}\mathrm{}`$ event horizons. \[Strictly speaking, this is under the assumption that the spacetime topology has the above product form. We conjecture, however, that it is true in general that the conformal boundary of \[the Euclideanized version of\] a black hole spacetime with an enlargeable event horizon is necessarily itself enlargeable.\] The flat case we have considered already, and the AdS-Schwarzschild black hole can have any $`\mathrm{\Sigma }_i`$ as event horizon. It would be interesting to exhibit a black hole — perhaps one should really say “black string” — with, for example, $`\mathrm{\Sigma }_1\mathrm{\#}\mathrm{\Sigma }_2\mathrm{\#}(S^1\times S^2)`$ as event horizon. In any case, these are the only remaining possibilities for event horizons of string theoretic asymptotically AdS black holes in five dimensions.

Throughout this discussion, we have assumed that while the nucleation of large branes can change the geometry of spacetime, it cannot change the topology. But it is well known that D-branes can in fact change the topology of 10 or 11 dimensional spacetimes in string/M theory . However, that kind of topology change usually involves changes of topology among the members of some family of spacetimes as a parameter is changed. Even in the cases where the topology change occurs within one spacetime, as in , it occurs along some spacelike dimension of a higher-dimensional spacetime. In our case, in order to affect the topology at infinity, the branes would have to change the topology of the spacelike sections as they evolve in time in the Lorentzian version of the spacetime. \[Again, to see this, consider equations 3 and 5: the topology of the boundary is controlled by that of the spatial sections.\] But classical theorems of Geroch  and Tipler  state that spacetimes in which topology changes occur due to temporal evolution are singular or contain closed timelike worldlines. Admittedly, Horowitz  has argued that the singularities are not necessarily very drastic in cases where the topology change is very simple. Even if we accept that argument, however, the topology change here would necessarily be very extreme — from a compact hyperbolic space, for example, with its infinite and very complex fundamental group, to a sphere. It is most unlikely that such a major topological change can be effected without inducing non-innocuous singularities or causality violations. In short, it is conceivable that that large branes can avert a catastrophic runaway by modifying the topology of spacetime, but it is highly likely that this has to be paid for by some kind of equally catastrophic gravitational collapse in the region far outside the event horizon. Thus it seems clear that changing topology cannot save the situation, though the details of this deserve further investigation.

We wish to impress on the reader the extreme nature of the restriction imposed on black hole horizons by Seiberg-Witten instability. For there is a definite sense in which compact orientable 3-manifolds having no $`K(\pi ,1)`$ component in their Milnor decomposition are a “tiny minority”. This instability rules out a large number of apparently acceptable spacetimes. We now argue that, if there is a “dS/CFT correspondence”, it has a similar effect in the case of asymptotically deSitter S-brane spacetimes.

## 3. Late Brane Instability of Asymptotically deSitter S-Brane Spacetimes

\[Throughout this section, for technical reasons connected with the form of the S-brane metric we shall consider below, all spacetimes will be four-dimensional; therefore all event horizons will be two-dimensional and all CFTs will be defined on three-dimensional conformal boundaries.\]

The above discussion of the Seiberg-Witten instability was given, as in , in the Euclidean formulation. To repeat: a negative scalar curvature on the boundary gives rise to a scalar field “runaway” which is the AdS/CFT counterpart of the unstable emission of “large branes” in the bulk. When we turn to the dS/CFT correspondence \[; see  for relevant recent discussions\], we find that, since conformal infinity is now spacelike, the CFT is automatically defined on a space of Euclidean signature, even if the bulk is Lorentzian. We can therefore reasonably hope that the lessons we learned in the Euclidean AdS case will apply here: a CFT on a boundary with scalar curvature which is not positive or zero will suffer a runaway in this case too. \[We should perhaps stress that the dS/CFT correspondence is by no means supported by as much evidence as its AdS counterpart. However, for our purposes, the precise details, and even the exact validity, of the dS/CFT correspondence are not essential. All we require is that a runaway in a CFT at infinity should be reflected in some kind of bulk instability. We certainly expect this to hold true even if, as Susskind  has suggested, the dS/CFT correspondence can only be approximately valid. In fact, anything else would signal a basic failure of the holography principle in the deSitter context.\]

Now in fact non-singular asymptotically deSitter spacetimes are well-behaved from this point of view. For the main result of  states the following. Suppose that an asymptotically deSitter spacetime is future asymptotically simple, in the sense that every future-directed inextendible null geodesic has an end point on future null infinity; this essentially just means that there are no singularities. Then, if the Dominant Energy Condition \[DEC\] holds, the spacetime is globally hyperbolic with compact Cauchy surfaces having finite fundamental groups. This result implies that future and past conformal infinity are also compact with finite fundamental groups. \[Notice that the DEC is essential here: the spacetime given in  is asymptotically deSitter and future asymptotically simple, but conformal infinity has an infinite fundamental group. Of course, this spacetime does not satisfy the DEC.\] In the case of a four-dimensional asymptotically deSitter space, this compactness in turn means that \[assuming orientability\] we can use the Milnor decomposition; and clearly there can be no $`K(\pi ,1)`$ factors in this case, since such manifolds always have infinite fundamental groups. \[This does not mean that the scalar curvature must necessarily be positive $``$ recall that the scalar curvature can be negative even for a 3-sphere $``$ but it does mean that the manifold can be deformed so that the scalar curvature becomes positive, that is, all these manifolds admit a metric of positive scalar curvature .\] Thus, there is no danger of Seiberg-Witten instability for non-singular asymptotically deSitter spacetimes.

Of course, this result does not apply to spacetimes that are asymptotically deSitter but not future asymptotically simple. To see why such spacetimes could be of considerable interest, consider the spacelike branes introduced by Hull  and analysed in detail in  \[see also ; see  for more recent references\]. An explicit four-dimensional S-brane metric is given by

$$\frac{d\tau ^2}{\lambda ^2}+\lambda ^2dz^2+R^2dH_{2}^{}{}_{}{}^{2},$$
(9)
where $`dH_{2}^{}{}_{}{}^{2}`$ denotes a locally hyperbolic metric \[of constant curvature $`1`$\], and where $`\lambda `$ and $`R`$ are simple functions of the time coordinate $`\tau `$. \[The hyperbolic term ensures the preservation of the R-symmetries.\] This metric is asymptotically flat in the remote past and future. Its Penrose diagram  is obtained simply by means of a ninety degree rotation of the Penrose diagram of a Schwarzschild black hole, with the understanding that each point represents a locally hyperbolic space instead of a sphere. Thus the spacetime has non-spacelike future and past conformal boundaries and is nakedly singular. \[The significance of this last property is discussed in . See also  for an interesting interpretation of the singularities.\] Thus we have an important example of a spacetime which is not future asymptotically simple.

As our Universe is probably  asymptotically deSitter rather than asymptotically flat, it is very important to ask whether it is possible to modify the S-brane geometry so that the conformal boundary becomes spacelike. If such asymptotically deSitter S-brane spacetimes exist, their Penrose diagrams will be square, with naked singularities to each side as above, but with horizontal \[spacelike\] upper and lower boundaries. That is, their Penrose diagrams will be obtained from a ninety degree rotation of the diagram of an AdS black hole, just as the Penrose diagram of the above metric was obtained from a ninety degree rotation of the diagram of a Schwarzschild black hole. Let us try to construct an explicit example of a metric with such a Penrose diagram. \[The intention here is not to find an S-brane spacetime, but rather to give a concrete example of a metric with such a Penrose diagram, so that the structure of future conformal infinity can be determined for any spacetime having a diagram of this type. Following , we maintain the R-symmetries by assuming that the horizons are hyperbolic.\]

The Lorentzian four-dimensional anti-deSitter black hole with a hyperbolic horizon has metric

$$g(AdS_4;hyper)=f_4(r)dtdt+f_{4}^{}{}_{}{}^{1}(r)drdr+r^2h_{ij}[H^2/\mathrm{\Delta }]dx^idx^j$$
(10)
with

$$f_4=1\frac{8\pi G\mu }{r\mathrm{Vol}(H^2/\mathrm{\Delta })}+\frac{r^2}{L^2};$$
(11)
note that the event horizon is now a compact Riemann surface, $`H^2/\mathrm{\Delta }`$, where $`\mathrm{\Delta }`$ is a discrete infinite group acting freely and properly discontinuously on the hyperbolic plane, $`H^2`$. \[ The conformal boundary is then a three-dimensional manifold with topology given by the product of the Riemann surface topology with a line.\] The Penrose diagram, as stated above, is a square with horizontal black and white hole singularities and with vertical timelike infinities. Now simply rotate this diagram through 90 degrees. The new diagram has spacelike, horizontal infinities and timelike, naked singularities to either side: it resembles what in the West would be called a Chinese lantern. This is the desired nakedly singular asymptotically deSitter spacetime; the AdS event horizon has been transformed to the dS cosmological horizon. Notice that, in equation 10, the spacelike and timelike roles of $`r`$ and $`t`$ are exchanged inside the event horizon as usual. We can use this to deduce the metric of the “rotated” spacetime as follows. If $`\alpha `$ denotes the radius of the event horizon, then set $`r=\alpha ϵ`$ and substitute this into equation 11. The result is, up to first order in $`ϵ`$,

$$f_4=\frac{8\pi G\mu ϵ}{\alpha ^2\mathrm{Vol}(H^2/\mathrm{\Delta })}+\frac{2\alpha ϵ}{L^2}.$$
(12)
Now we want the geometry just inside the AdS event horizon to resemble the geometry just outside the dS cosmological horizon. If the parameters are adjusted so that the latter has radius $`\alpha `$, then we have $`r=\alpha +ϵ`$ in this case, and so we see that the desired metric is obtained simply by reversing the signs of the last two terms in equation 11. That is, the dS analogue of the AdS black hole with hyperbolic event horizon is the nakedly singular spacetime with metric

$$g(dS_4;hyper)=j(r)dtdt+j^1(r)drdr+r^2h_{ij}[H^2/\mathrm{\Delta }]dx^idx^j$$
(13)
where

$$j=1+\frac{8\pi G\mu }{r\mathrm{Vol}(H^2/\mathrm{\Delta })}\frac{r^2}{L^2}.$$
(14)
Of course we are not suggesting that an asymptotically deSitter S-brane metric will have exactly this form: no doubt there will be differences. The point, however, is that, in view of the way we constructed it, we can expect the asymptotic behaviour of this spacetime to mimic that of an asymptotically deSitter S-brane spacetime. Since we propose to use the dS/CFT correspondence, this is all we need.

Now in fact the metric 13 has already been discussed in the dS/CFT literature: it was introduced in  as an example of a “topological deSitter” spacetime. In fact, the hyperbolic deSitter spacetime was found to be particularly well-behaved, in that it has a positive Cardy-Verlinde Casimir energy . Thus, the situation here is particularly favourable from the dS/CFT point of view. Let us therefore investigate the structure of conformal infinity. Outside the cosmological horizon, the coordinate $`r`$ in equation 13 becomes timelike, and so the geometry of conformal infinity is revealed by letting $`r`$ tend to infinity. In view of the way we derived the metric, it is no surprise to find that the canonical representative of the conformal structure is almost precisely the same as in the case of the Euclidean hyperbolic AdS black hole, that is, it is given by

$$\gamma _3=dtdt+L^2h_{ij}[H^2/\mathrm{\Delta }]dx^idx^j.$$
(15)
Here $`\gamma _3`$ is a metric on a three-dimensional Euclidean manifold \[since $`t`$ has become spacelike\] with scalar curvature $`2/L^2`$. The full conformal boundary consists of two copies of this manifold, one in the infinite past, the other in the infinite future; this is analogous to the fact that the conformal boundary of deSitter space itself consists of two 3-spheres in the infinite past and future.

Now, examining $`\gamma _3`$ more closely, we notice two crucial features. The first is initially surprising: this metric is geodesically complete, despite the fact that the naked singularities are eternal and so are “still present at infinity”. The reason for this is that while the spacetime has no event horizon, it does still have cosmological horizons which, as in any asymptotically deSitter spacetime, continuously “contract” around a given point. Thus, at late times, the regions of future infinity which can be affected by the singularities becomes steadily smaller, until, at infinity itself, they have shrunk to two points. These two points do have to be excised, but the conformal freedom at infinity can be used to push the “holes” off to an infinite distance. \[One “hole” is at $`\mathrm{`}\mathrm{`}t=\mathrm{}\mathrm{"}`$, the other at $`\mathrm{`}\mathrm{`}t=\mathrm{}`$”.\] In fact, this is an example of a classical construction due to Nomizu and Ozeki , whose theorem states that, given any Riemannian metric on any manifold, there exists a conformally related metric which is geodesically complete. The fact that this nakedly singular spacetime has a conformal infinity which is complete is a beautiful physical implementation of the Nomizu-Ozeki construction: the strong deSitter expansion has indeed pushed the holes off to an infinite spatial distance \[at temporal infinity\].

Now from the dS/CFT point of view, this is just as we would wish. For the correspondence, like its AdS/CFT counterpart, is supposed to relate a gravitational theory in the bulk to a non-gravitational theory on the boundary. A non-gravitational theory should be defined on a non-singular, geodesically complete space. The good behaviour of the geometry at infinity confirms our belief that the dS/CFT correspondence can be used here, in the sense that any misbehaviour of the boundary CFT cannot be ascribed to singularities of the boundary metric. \[Related observations were made in .\] For this reason, we shall henceforth only consider complete metrics on the boundary.

This discussion brings us to the second point: since, for reasons explained above, $`t`$ runs from $`\mathrm{}`$ to $`+\mathrm{}`$, it is clear that the boundary is not compact. \[Indeed, this is why the question of completeness is an issue here $``$ a compact manifold is geodesically complete with respect to any Riemannian \[not Lorentzian\] metric.\] Before dealing with the consequences of this, let us contrast the situation here with pure deSitter space, with its metric

$$g(dS_4)=(1\frac{r^2}{L^2})dtdt+(1\frac{r^2}{L^2})^1drdr+r^2d\mathrm{\Omega }_{2}^{}{}_{}{}^{2},$$
(16)
where $`d\mathrm{\Omega }_{2}^{}{}_{}{}^{2}`$ is the unit 2-sphere metric. Letting $`r`$ tend to infinity as above, we obtain

$$dtdt+L^2d\mathrm{\Omega }_{2}^{}{}_{}{}^{2},$$
(17)
which appears to be the metric on the non-compact cylinder $`IR\times S^2`$. Of course this is not correct: the future boundary is a three-sphere. The point is that the polar coordinates do not cover the origin or its antipode, and the excision of these two points from $`S^3`$ does indeed produce a topological cylinder; the deSitter expansion then implements a Nomizu-Ozeki completion, producing the metric 17. Evidently, the “non-compactness” here is a mere coordinate effect. In the case of equation 15, however, the excisions are genuinely necessary, so that future infinity is genuinely non-compact; it is a three-dimensional manifold with topology $`IR\times (IR^2/\mathrm{\Delta })`$. Thus we see that while the local geometry of conformal infinity here is the same as that of the conformal infinity of a (Euclidean) hyperbolic AdS black hole spacetime, the global structure is quite different. But the methods we used to establish topological instability in the AdS case were based on the compactness of the boundary. The failure of asymptotic simplicity in this case produces, as the Andersson-Galloway theorem  would lead us to expect, a non-compact boundary. It follows that it is no longer clear that the scalar curvature on the boundary cannot be positive or zero everywhere. We must therefore reconsider the consequences of sign conditions on the scalar curvature of the boundary, corresponding to singular asymptotically deSitter metrics like the one given by equation 13 above.

The scalar curvature of the boundary metric used here \[as representative of the conformal structure\] is $`2/L^2`$, so we can expect unstable behaviour for the CFT on the boundary. What is the bulk counterpart of this instability? A comparison with the AdS case suggests an answer: at extremely late times, beyond the horizon \[in the uppermost “diamond” of the Penrose diagram, where the metric is not static\], we can expect spacelike branes to be “emitted” \[that is, to appear suddenly\]. We interpret the boundary runaway as the dS/CFT dual of unstable production of these “late branes”, which are the dS/CFT analogue of the AdS/CFT “large branes”. Of course, the question now is this: can back-reaction bring the instability under control by modifying the geometry of the spatial sections, so that future conformal infinity actually has positive or zero scalar curvature, with late branes mediating the transition? As we saw, the methods used in section 2 to prove that the analogous AdS boundary cannot accept positive or zero scalar curvature do not work here, so the answer requires new techniques.

Again, these techniques do exist, but they are somewhat more abstruse than in the compact case, so we shall not attempt to summarize them; the reader may consult pages 313-326 of . The main result we need may be stated as follows. Let $`M`$ be any compact enlargeable spin manifold, and let $`g`$ be any metric on $`IR\times M`$ such that the manifold is geodesically complete. \[Recall that there is a physical motivation for requiring this last condition.\] Then the scalar curvature of $`g`$ cannot be everywhere positive. Since $`IR^2/\mathrm{\Delta }`$ is enlargeable \[it has a metric of non-positive sectional curvature\], we see that there is indeed no complete metric of positive scalar curvature on a three-dimensional manifold with the topology that we have here, $`IR\times (IR^2/\mathrm{\Delta })`$, despite the non-compactness. In fact, we have a stronger result in this particular case. Suppose that the scalar curvature of a complete metric on this manifold satisfies $`R0`$ everywhere. Then a theorem of Kazdan  states that the Ricci tensor, if it is not identically zero, can be used to deform the metric so that the scalar curvature becomes everywhere strictly positive. Thus $`R0`$ everywhere on $`IR\times (IR^2/\mathrm{\Delta })`$ implies that the Ricci tensor must vanish. But since $`IR\times (IR^2/\mathrm{\Delta })`$ is three-dimensional, this in turn means that the metric is flat. However, once again, this manifold has the wrong topology to be flat. We conclude that there is no complete metric with scalar curvature everywhere non-negative on this boundary manifold.

Once again, then, we are forced to conclude that no matter what effect late branes have on the spacetime geometry, their unstable production cannot be halted: it is simply impossible to deform a metric on $`IR\times (IR^2/\mathrm{\Delta })`$ in a way that would achieve this. Again, as in the previous section, processes which might change the topology of the spacelike sections would lead either to causality violation or to new singularities, and we would not normally interpret this as a sign that stability had been restored — just the reverse. Clearly, such space-times cannot occur either in dS/CFT or in whatever fundamental theory — one hopes it is string or M theory — underlies dS/CFT. If anything resembling dS/CFT is valid, then asymptotically deSitter S-brane spacetimes preserving R-symmetries are unstable.

## 4. Conclusion

We have seen that Seiberg-Witten instability imposes a strong and unexpected constraint on the geometry of the event horizon of an asymptotically AdS black hole embedded in string theory. All known asymptotically AdS black holes are “Seiberg-Witten unstable” in string theory, except those with horizons built up \[by connected sums\] from $`S^1\times S^2`$ and quotients of spheres and tori. In fact, we believe that the word “known” in this statement can be dropped; this depends on the purely topological conjectures that \[a\] all Eilenberg-MacLane spaces are enlargeable and \[b\] the Euclidean conformal boundary of a black hole spacetime necessarily inherits enlargeability from the horizon. Counterexamples to either of these conjectures, in the highly improbable event that any can be found, must have an extremely complex topology and are most unlikely to be of physical interest. Thus it seems that, for string theory on AdS backgrounds, event horizon geometries cannot be much more complicated than in the asymptotically flat case. Surprisingly, we were able to establish this even if we allowed the large branes in the bulk to act back on the spacetime geometry. No matter how strong the back-reaction may be, the Seiberg-Witten criterion continues to hold if it holds initially. Only when conditions become so extreme that the topology of the spatial sections changes can there be any possibility of back-reaction bringing the large branes under control; but, by then, new singularities \[or, worse still, causality violations\] are generated, which presumably indicates that stability has been lost in any case.

We have also investigated the possibility of generalizing the asymptotically flat S-brane solutions of  to asymptotically deSitter S-brane spacetimes. Again we find, assuming that some kind of dS/CFT correspondence is valid, and assuming that the R-symmetries are preserved, that such solutions are unstable in a way which is immune to back-reaction.

In , the consequences of including tachyonic matter in the effective dynamics of S-branes was studied, while maintaining the R-symmetries as usual. The main consequence is the replacement of the “Milne horizon” by a spacelike singularity representing an S-brane. The spacetime otherwise evolves in an orderly way, though the timelike singularities are not resolved. As one would expect on the basis of the results obtained here, future conformal infinity remains non-spacelike. An asymptotically deSitter version of this spacetime would \[because the timelike singularities are still eternal, and the hyperbolic part of the metric is still present\] have the same kind of future conformal infinity as we discussed above, and we therefore predict that it would be unstable, with or without back-reaction. In fact, we predict that physically reasonable deSitter S-brane spacetimes can only be obtained by explicitly breaking the R-symmetries. Unfortunately, it is not known how to obtain explicit solutions in this case; the difficulties are discussed in . An alternative approach would be to try to generalize the S-brane solutions with flat transverse spaces, mentioned in . Unfortunately, the Seiberg-Witten criterion in the case where the boundary scalar curvature is zero is not fully understood. Perhaps a “higher-derivative” approach \[see for example  for references\] can elucidate the higher-order terms in the large brane action.


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# Boundary layer variational principles: A case study

## I Introduction

The goal of this paper is to study possibilities of formulating variational principles for boundary conditions appearing in the extended thermodynamic systems, where the usual locally conserved fields (the mass density, the momentum density, and the energy density) are supplemented by various non-conserved fields such as extra stresses in rheology , higher-order moments of the one-particle distribution function in moment systems derived in kinetic theory of gases and plasmas, and many others. In order to be specific, we shall restrict our attention to the case of so-called extended thermodynamic system, underpinned by Grad’s moment method of the Boltzmann equation of rarefied gas . Since the seminal work of Grad , it is well known that the stationary problems in moment equations is ill-posed. Indeed, on physical grounds, it is often unclear how to infer the values of the higher moments on the boundaries without a more microscopic considerations.

In a situation where imposing boundary conditions is problematic or ill-posed, two main directions in the search for formulations of the boundary conditions can be distinguished. The first direction can be broadly characterized as a variational approach. A typical and quite well known representative of this strategy are so-called natural variational formulations of stationary equations . This approach is widely used, in particular, in numerical methods based on local minimization schemes, such as the finite elements method . Without going into any detail here, we mention that if the solution can be written as a minimizer of a functional, then it is sometimes possible to extend the solution from the bulk to the boundary, or to modify the functional in such a way as to make this extension possible. By doing so, the natural variational formulations results in so-called natural boundary conditions. Many examples are given in the standard references on the finite elements method . It should be also noticed that the physical significance of the boundary condition thus arising is rarely addressed, especially in the case of extra fields without direct physical interpretation. The physics that is behind the behavior in the bulk may not be identical with the physics that is behind the boundary conditions. For example, new type of forces arise often on boundaries. It is thus possible that a direct extension to boundaries of the potentials that are found to express the physics in the bulk is unrealistic.

The second strategy is based on an attempt to express the physics that takes place on the boundaries. Let us assume that as the result of the physical analysis one formulates a coupled system of equations governing the time evolution in both the bulk and on boundaries. States on the boundary, or in a boundary layer, are described by values on the boundary (or in boundary layers) of the fields chosen to describe states in the bulk and possibly by some other fields defined only on boundaries or boundary layers. Some of the boundary state variables are fixed by an outside influence. The rest of them, the uncontrollable boundary state variables, evolve in time together with the bulk state variables. Let us assume that analysis of the time evolution equations shows that the uncontrolled boundary state variables evolve faster than the bulk state variables and that they approach, as the time goes to infinity, stationary values. These asymptotically reached stationary values of the boundary state variables are then the boundary conditions that we look for. We obtained them thus by solving the time evolution equations. If in addition, we are able to recognize in the analysis of the fast time evolution a Lyapunov functional, then also this second strategy becomes a variational method. This is because the boundary conditions we look for are in such a case extremal values of the Lyapunov functional. It is important to emphasize that the way the variational functional is introduced in this second strategy does not use the potential arising in the bulk, it does not even use the assumption that such potential exists. In fact, it is well known  that the time evolution in the bulk of driven systems can not be often associated with any potential. The potential introduced in the second strategy arises from the time evolution of the boundary state variables and not from the time evolution in the bulk.

The second strategy has been mentioned in Ref.  as an illustration of a general approach to the thermodynamics of driven systems. The potential-driven time evolution of boundary state variables have also been used in  in the context of the investigation of consequence of the stick-slip boundary conditions in flows of polymeric liquids. The authors of Ref.  do not discuss the physical derivation of the boundary time evolution. Also the potential is introduced in  completely phenomenologically.

Our study in this paper remains also on a phenomenological level. We do not discuss the explicitly the boundary time evolution, we are not therefore in position to recognize the pertinent potential in its analysis. We have to use different considerations in order to identify it. Below, we shall follow a recent work of Struchtrup and Weiss  (see also Ref. ). Struchtrup and Weiss  proceed in three steps.

First, they suggest to consider the local entropy production $`\sigma `$ as a candidate for the potential that will eventually determine the missing boundary conditions. While it is quite well known  that $`\sigma `$ cannot always be directly related to the time evolution in the bulk, it can still be relevant to the boundary conditions (especially in the light of our expectation - based on the physical analysis sketched in the previous paragraph - that the boundary time evolution can always be associated with a potential).

Second, having chosen $`\sigma `$, one has to ask the question how does this potential depend on the boundary conditions. Struchtrup and Weiss  answer this question as follows: First, they limit the analysis to stationary solutions. Let the stationary solution corresponding to a given boundary condition is found. The entropy production $`\sigma `$, evaluated on the stationary solution, becomes a function of both the bulk and the boundary state variables.

So far, we have arrived at a potential depending on the bulk and the boundary state variables. What remains is to make the third step, and eliminate the dependence on the bulk variables. It is this third step where our analysis differs from Refs. . It has been noticed in Ref.  that elimination of the bulk variables by averaging the entropy production over the entire volume - and which eventually leads to the total entropy production principle in a spirit of Glansdorff and Prigogine  \- gives apparently wrong results in applications to the boundary condition problem. Instead, a different, much more local analysis has been adopted in . However, the physical significance of such modifications, as well as the physical reasons why the global averaging out the bulk variables is not be working have not been addressed.

In this paper we address the question how physically meaningful variational principles for boundary conditions can be constructed on the basis of the entropy production by exploring more possibilities than those explored in . The intuitive idea behind our consideration is that the additional variables in stationary problems often have a significance of a description of the boundary layer (this description is greatly reduced, as compared to a full kinetic equation). By adopting this viewpoint, we study the question as to what happens if the entropy production is considered not in the total volume of the system but rather is localized to sufficiently thin boundary layers. A physical interpretation of our results is as follows: If the domain of integration of the entropy production is restricted to sufficiently thin boundary layers, the result of the type minimization suggests the optimal choice of the boundary condition. Moreover, shrinking the domain where the entropy production is sampled from the whole bulk to the boundary layer reveals a behavior typical for a critical phenomena, with the optimal value of the boundary condition appearing as a result of passing a critical size of the layer. Various features of this transition are studied, and plausible realizations of the minimum principle are suggested.

## II Entropy production in the boundary layer

In the context of Grad’s method  and its variations, the state of the system is described by the locally conserved fields $`M(𝒙,t)`$ (the local density, momentum and energy), and a finite number of nonconserved fields, $`N(𝒙,t)`$ (nonequilibrium stress tensor, heat flux, fluxes thereof etc). The fields $`N`$ are usually higher order moments of the distribution function which gives a full description of the system at a more microscopic level of the kinetic equation. Grad’s method reduces in a systematic way the description from the level of the kinetic equation for the one-body distribution function to the level of a closed set of the moment equations involving only the fields $`M`$ and $`N`$. The nonlinear coupled sets of equations in partial derivatives are generically referred to as Grad’s moment equations, and are given in many sources. The original Grad’s method , technically based on a Hermite polynomial expansion of the one-body distribution function satisfying the Boltzmann kinetic equation, has been extended and modified by many authors for various kinetic equations . In particular, a generalization of Grad’s method to non-moment variables has been addressed in . Examples of Grad’s moment equations will be considered in the next section. Here we remind that, each Grad’s moment system is equipped with the function of the fields, $`\sigma `$, the local entropy production. Function $`\sigma `$ is nonnegative and equals to zero only at the local equilibrium, and it can be computed once the dissipative terms in the underlying kinetic equation are specified (for example, once the Boltzmann collision integral is specified). The form of the entropy production also depends on the version of Grad’s method used in the derivation of moment equations. In many applications, the typical outcome for the entropy production is a quadratic form in the fields $`N`$ (this is valid for small deviations from local equilibrium),

$$\sigma =\underset{ij}{}(N_iN_i^{\mathrm{eq}}(M))A_{ij}(M)(N_jN_j^{\mathrm{eq}}(M)),$$
(1)
where $`N_i^{\mathrm{eq}}(M)`$ are values of the nonconserved fields in the local equilibrium (in terms of the kinetic theory, the latter is given by the local equilibrium distribution function which depends perimetrically only on the locally conserved fields $`M`$, the standard example is the local Maxwell distribution function), and where $`A_{ij}`$ is the positive semidefinite matrix, with matrix elements dependent on the functions $`M`$ and also on the details of particle’s interaction in the kinetic picture (scattering cross-sections, for example).

In order to solve the stationary version of Grad’s moment equations for the time-independent fields, $`M(𝒙)`$ and $`N(𝒙)`$, in a domain $`UR^n`$, with the boundary $`U`$, a set of boundary conditions should be provided. In the typical situation, which we here assume, the boundary conditions for the locally conserved fields $`M(𝒙)`$ are known, and the question concerns only the additional fields $`N(𝒙)`$. To this end, we adopt the first two steps as suggested by Struchtrup and Weiss : First, we consider the set of all possible solutions to stationary Grad’s equations with the fixed boundary conditions for the conserved fields, $`M_\text{b}=M(𝒙)|_U`$, and with various boundary conditions for the nonconserved fields, $`N_\text{b}=N(𝒙)|_U`$. (In principle, other types of boundary conditions could be addressed, including derivatives of either $`M`$ or $`N`$, but we shall not consider this option here). Second, evaluating the local entropy production functional (1) on the configurations of the fields thus obtained, we get a set of functions, $`\sigma (𝒙,N_\text{b})`$, parameterized by the boundary condition data $`N_\text{b}`$. Finally, in the third step, one has to eliminate the dependence on $`𝒙`$, and to end up with a potential $`\mathrm{\Psi }(N_\text{b})`$ depending only on the boundary data $`N_\text{b}`$, and whose minima should suggest the choice of the boundary condition. It is this third step where we offer a more detailed analysis, as compared to Refs. .

Specifically, we introduce an additional structure into the domain $`U`$. Being inspired by the concept of the boundary layer, we introduce a one-parametric family of subdomains $`B_L`$, where $`L0`$. Each $`B_L`$ (the test boundary layer) is thought as a subdomain of the characteristic thickness $`L`$, attached to the boundary $`U`$. For the test boundary layer $`B_L`$, we consider the layer-averaged entropy production,

$$\mathrm{\Sigma }_{B_L}(N_\text{b})=\frac{1}{\text{Vol}(B_L)}_{B_L}\sigma (𝒙,N_\text{b})𝑑𝒙,$$
(2)
where $`\text{Vol}(B_L)`$ is the volume of the subdomain $`B_L`$.

The study of minimizers of the set of functionals (2) for various characteristic thicknesses $`L`$ used to define the boundary layer is the central point of our paper. A priori, it is clear that, if the thickness of the layer is taken large enough, then we eventually come to the total bulk-averaged entropy production,

$$\mathrm{\Sigma }_U(N_\text{b})=\frac{1}{\text{Vol}(U)}_U\sigma (𝒙,N_\text{b})𝑑𝒙.$$
(3)
As it has been already demonstrated with explicit examples in Ref. , minimization of the functionals (3) over the boundary data $`N_\text{b}`$ selects the field configurations beyond a reasonable physical interpretation. On the other hand, if we go into the opposite direction, taking thinner test boundary layers, and if the hypothesis about the fields $`N`$ as playing the most important role in the description of the physical boundary layer is right, we might expect a crossover in the structure of the minimizers of the functional (2). Specifically, we expect that at some value $`L_\mathrm{c}`$, a local minimum will start appearing, and which would correspond to the physically plausible value of the boundary condition $`N_\text{b}`$. We further expect that variations of these minimal values is not large for the entire interval $`L[0,L_\mathrm{c}]`$.

This expectation is also motivated in part by the suggestion of Struchtrup and Weiss  who postulated a much more local functional as compared to the total bulk-averaged entropy production (3), namely, that correct configurations should minimize the maximum of the local entropy production, thus, considering the functional,

$$\mathrm{\Psi }_{\text{SW}}(N_\text{b})=\underset{𝒙U}{\mathrm{max}}\sigma (𝒙,N_\text{b}).$$
(4)
Our suggestion to study functionals (2) which sample the entropy production more locally in space as compared to the total entropy production (3) does not coincide with the ”ultralocal” functional (4), and results are not expected to be identical even in the one-dimensional cases considered below. It should be stressed that a correct mathematical definition of the system of the test boundary layers $`B_L`$ requires more restrictions but we here do not consider this point rigorously here. Finally, the notion of the boundary layer is pertinent to the underlying kinetic theory where it can be computed in a few model settings . However, it is not straightforward to incorporate these results into our considerations.

Notice that the above construction does not eliminate completely the $`𝒙`$-dependence from the local entropy production $`\sigma (𝒙,N_\text{b})`$, rather, it replaces such a dependence by a more transparent one-parametric dependence on the thickness $`L`$. In principle, any functional $`\mathrm{\Sigma }_{B_L}`$ for $`L[0,L_\mathrm{c}]`$ can be regarded as a potential. However, in practice, a priori estimates for the characteristic value of $`L`$ are sometimes available. These values can be dependent on boundary conditions for controllable and uncontrollable fields as well (see next section). On the other hand, the set of the subdomains suggests a realization for the potential $`\mathrm{\Psi }(N_\text{b})`$ which compares the averaged entropy production within the layer $`B_L`$ with the averaged entropy production within the rest of the bulk, $`UB_L`$,

$$\mathrm{\Sigma }_{UB_L}(N_\text{b})=\frac{1}{\text{Vol}(UB_L)}_{UB_L}\sigma (𝒙,N_\text{b})\text{d}𝒙.$$
(5)
Namely, smoothness of transition from the boundary layer into the bulk suggests the outcome for the boundary condition $`N_\text{b}`$ which guarantees that the difference between the averaged entropy production in the boundary layer and the averaged entropy production in the bulk is minimal. This results in a minimization of the potential,

$$\mathrm{\Psi }_1(N_b)=|\mathrm{\Sigma }_{B_L}(N_\text{b})\mathrm{\Sigma }_{UB_L}(N_\text{b})|.$$
(6)
Other variational principles can be constructed on similar grounds. In particular, if one expects that a variation of the entropy production in the boundary layer is considerably higher than in the bulk, then the functional $`\mathrm{\Psi }_1`$ (6) can be replaced with a functional involving only local measures of activity

$$\mathrm{\Psi }_2(N_b)=\underset{𝒙B_L}{\mathrm{max}}\sigma (𝒙,N_\text{b})\underset{𝒙B_L}{\mathrm{min}}\sigma (𝒙,N_\text{b}).$$
(7)
Here $`\mathrm{min}_{𝒙B_L}\sigma (𝒙,N_\text{b})`$ represents an approximation to the bulk activity. In the next section we shall test all this in the context of a model of heat transfer.

## III One dimensional heat conduction problem

Following Refs. , we consider here a one-dimensional problem of a stationary heat transfer for Boltzmann’s gas at rest placed between two walls with fixed temperatures. The system is described by Grad’s 14-moment equations. The set of field variables includes hydrodynamic fields $`M`$ (the mass density $`\rho (𝒙)`$, the average velocity $`𝒗(𝒙)`$, and the temperature $`T(𝒙)`$), as well as the additional variables $`N`$, which are functions of higher moments: The stress tensor $`\tau (𝒙)`$, the heat flux $`\text{q}(𝒙)`$, and one more scalar field, $`\mathrm{\Delta }(𝒙)`$, which corresponds to the fourth-order moment of the one-particle distribution function,

$$\mathrm{\Delta }(𝒙)=_{R^3}[f(𝒗,𝒙)f^{\mathrm{eq}}(M(𝒙),𝒗)]v^4𝑑𝒗,$$

where $`f^{\mathrm{eq}}`$ is the local Maxwellian.

We further assume that Grad’s 14-moment distribution function, $`f_{14}(M(𝒙),N(𝒙),𝒗)`$, depends only on one spatial variable $`x`$, and that the velocity dependence is symmetric with respect to rotations in the $`(v_y,v_z)`$ plane. In this case, the average velocity vector, the traceless part of the stress tensor $`\stackrel{}{\tau }`$, and the $`y`$-, and the $`z`$-components of the heat flux vector, are equal to zero. The 14-moment Grad’s system reduces to the system of four equations for the mass density $`\rho (x)`$, for the pressure $`p(x)`$, for the heat flux $`q(x)`$, and for the fourth moment, $`\mathrm{\Delta }(x)`$, and it reads :

$`_xq`$ $`=`$ $`0,`$ (8)
$`_xp`$ $`=`$ $`0,`$ (9)
$`_x(\mathrm{\Delta }+15{\displaystyle \frac{p^2}{\rho }})`$ $`=`$ $`6{\displaystyle \frac{1}{\xi _1(\rho ,T)}}q,`$ (10)
$`_x{\displaystyle \frac{qp}{\rho }}`$ $`=`$ $`{\displaystyle \frac{1}{28}}{\displaystyle \frac{1}{\xi _2(\rho ,T)}}\mathrm{\Delta }.`$ (11)
Here the pressure $`p(𝒙)`$ is related to the temperature, and the density as $`p=(k/m)\rho T`$, and the positive coefficients $`\xi _1`$ and $`\xi _2`$ are the relaxation times, which can be functions of the density $`\rho `$ and the temperature $`T`$. Explicit form of parameters $`\xi _{1,2}`$ is determined by the collision model used in the corresponding Boltzmann equation. Following  we consider two models: the Bhatnagar-Gross-Krook equation (BGK model) which gives constant relaxation times $`\xi _1=\xi _2=\tau `$, and the gas of Maxwell molecules (MM model) which leads to the choice $`\xi _1=\xi _2=2/3(\alpha \rho )`$, where $`\alpha `$ is a constant. The local entropy production for Grad’s system (8) reads:

$`\sigma ={\displaystyle \frac{m}{k}}{\displaystyle \frac{1}{pT}}\left\{{\displaystyle \frac{2}{5}}{\displaystyle \frac{1}{\xi _1}}{\displaystyle \frac{1}{T}}q^2+{\displaystyle \frac{1}{120}}{\displaystyle \frac{1}{\xi _2}}{\displaystyle \frac{m}{k}}{\displaystyle \frac{\mathrm{\Delta }^2}{T^2}}\right\}`$ (12)
We assume that the walls are placed at $`x=0`$ and $`x=a`$. Taking into account the fact that the pressure and the heat fluxes are constant, the equations (8) require one additional boundary condition (in addition to boundary conditions for the temperature $`T(0)=T_0`$, $`T(a)=T_1`$) in order to fix either the heat flux $`q`$ or the variable $`\mathrm{\Delta }`$ at one of the boundaries.

Let us first consider the BGK model. It proves convenient to introduce reduced variables,

$`T^{}={\displaystyle \frac{T}{T_0}},\mathrm{\Delta }^{}={\displaystyle \frac{\mathrm{\Delta }}{p(k/m)T_0}},q^{}={\displaystyle \frac{q}{p(\frac{k}{m}T_0)^{1/2}}},`$ (13)
$`x^{}={\displaystyle \frac{x}{a}},\sigma ^{}={\displaystyle \frac{aT_0}{p(\frac{k}{m}T_0)^{1/2}}}\sigma `$ (14)
Reduced variables (13) are used elsewhere below, and we omit primes in order to save notation.

In terms of variables (13), Grad’s equations (8) for the BGK model may be written,

$`_x(\mathrm{\Delta }+15T)`$ $`=`$ $`6{\displaystyle \frac{1}{K_{\text{BGK}}}}q,`$ (15)
$`_xT`$ $`=`$ $`{\displaystyle \frac{1}{28}}{\displaystyle \frac{1}{qK_{\text{BGK}}}}\mathrm{\Delta },`$ (16)
where

$$K_{\text{BGK}}=\left(\frac{kT_0}{m}\right)^{1/2}\frac{\tau }{a},$$

is Knudsen number. The local entropy production (12) for the BGK model takes the form,

$$\sigma =\frac{1}{K_{\text{BGK}}}\left\{\frac{2}{5}\frac{q^2}{T^2}+\frac{1}{120}\frac{\mathrm{\Delta }^2}{T^3}\right\}.$$
(17)
Equations (15) are easily solved analytically to give

$`T(x)=T_0+W(\mathrm{exp}(x/s)1){\displaystyle \frac{2}{5}}{\displaystyle \frac{qx}{K_{\text{BGK}}}},`$ (18)
$`\mathrm{\Delta }(x)=15W\mathrm{exp}(x/s)+{\displaystyle \frac{56}{5}}q^2,`$ (19)
$`W={\displaystyle \frac{T_1T_0+2q/(5K_{\text{BGK}})}{\mathrm{exp}(1/s)1}},`$ (20)
$`s={\displaystyle \frac{28}{15}}qK_{\text{BGK}}`$ (21)
We assume $`T_1>T_0`$, then the meaningful values of the heat flux $`q`$ are negative. Exponential decay near the cold boundary $`x=0`$ indicates the boundary layer, and the absolute value of $`s`$ represents its effective thickness (note that if $`q<0`$ then $`s>0`$). Notice that this thickness depends both on the Knudsen number, and on the yet unknown boundary condition $`\widehat{q}`$.

As it has been suggested in the previous section, we study minima of the one-parametric family of the layer-averaged entropy productions,

$$\mathrm{\Sigma }_L(q)=\frac{1}{2L}\left(_0^L\sigma (x,q)𝑑x+_{1L}^1\sigma (x,q)𝑑x\right).$$
(22)
For small Knudsen numbers, and small difference of wall temperatures, results can be compared with the analytical estimate for $`q`$ drawn from the conventional Fourier law. In that case, as it follows from the Chapman-Enskog solution , $`q=(5/2)K_{\text{BGK}}_xT`$. This allows to analytically estimate the heat flux as $`q^{}(5/2)K_{\text{BGK}}(T_1T_0)`$. In the test discussed below the following set of parameters has been used: $`T(1)=1.1`$, $`T(0)=1`$, and $`K_{\text{BGK}}=0.05`$, which results in the analytical estimate, $`q^{}=0.0125`$ for the heat flux, and $`|s|10^3`$ for the characteristic thickness of the boundary layer corresponding to this estimate.

First we compare functionals $`\mathrm{\Sigma }_L`$ for various layer widths $`L`$. Fig. 1 demonstrates the layer-averaged entropy production $`\mathrm{\Sigma }_L(q)`$ for different boundary layer thickness $`L`$, including the limit of the infinitely thin layer, $`lim_{L0}\mathrm{\Sigma }_L(q)`$, as well as total entropy production, and the functional of Struchtrup and Weiss (4).

We observe that, when $`L`$ varies from $`1`$ to $`0`$, there are two qualitatively different outcomes for the entropy production $`\mathrm{\Sigma }_L`$. For $`L`$ larger than a crossover value $`L_\mathrm{c}`$, function $`\mathrm{\Sigma }_L(q)`$ (22) has one unphysical minimum $`q=0`$, which coincides with the minimum of the total bulk-averaged entropy production (3). The latter unphysical minimum has been already reported by Struchtrup and Weiss . However, for $`LL_\mathrm{c}`$, function $`\mathrm{\Sigma }_{B_L}(q)`$ (22) demonstrates another local minimum, $`q_{\mathrm{min}}(L)`$, although the unphysical minimum is still present. As it is seen from Fig. 1, variations of the value $`q_{\mathrm{min}}(L)`$ is small within the interval $`[0,L_\mathrm{c}]`$, and all the values $`q_{\mathrm{min}}(L)`$ are close to the analytical estimate $`q^{}`$, on the one hand, and on the other hand, these values are close to the minimizer of the function (4). This happens because the maximum of the local entropy production in this and similar cases appears to be at the boundary, or within the boundary layer. It is also remarkable that there is invariant point where all curves $`\mathrm{\Sigma }_L(q)`$ almost touch the curve corresponding to the total entropy production. This point is almost the same for any choice of $`L`$ and it is located very closely to the minimum of the function $`\mathrm{\Psi }_1(q)`$ (6).

Fig. 2 compares the three potentials, $`\mathrm{\Psi }_1`$ (6), $`\mathrm{\Psi }_2`$ (7), and $`\mathrm{\Psi }_{\text{SW}}`$ (4). The value of boundary width $`L`$ in the definition of potentials $`\mathrm{\Psi }_1`$ and $`\mathrm{\Psi }_2`$ was fixed with help of estimate $`L(q)=s(q)`$ (18) which is the function of boundary condition $`q`$. The minima of these functionals correspond to the following values of $`q`$:

$`q_{\mathrm{min}}[\mathrm{\Psi }_1]`$ $`=`$ $`0.012526`$ (23)
$`q_{\mathrm{min}}[\mathrm{\Psi }_2]`$ $`=`$ $`0.012505`$ (24)
$`q_{\mathrm{min}}[\mathrm{\Psi }_{\text{SW}}]`$ $`=`$ $`0.012473`$ (25)
All these values are very close to the analytical estimate $`q^{}=0.012500`$. Notice that the estimate $`q^{}`$ corresponds to the most homogeneous profiles of the local entropy production, and also of the temperature (see Fig. 3, Fig. 4, and Fig. 5, 6). Namely, one observes that if the values $`q`$ are not in small vicinity of $`q^{}`$ there is an active domain near left wall $`x=0`$ where an exponential decay shows up. It is interesting to note that the boundary layer near right boundary does not have any such activity, what is a consequence of the fact that at this boundary the temperature flux is directed outward the bulk. In spite of slight deviations in the results obtained with help of different potentials they give practically the same temperature profiles.

Although predictions based on all the three potentials, (6), (7), and (4), are close to each other in the case of small Knudsen number, we have noticed considerable divergency for larger Knudsen number. In order to address this point, we have increased the value of the parameter $`K_{\text{BGK}}`$, but have lowered the value for the dimensionless temperature difference. Figures 7 and 8 correspond to the parameter set $`K_{\text{BGK}}=0.5`$, and $`T_1T_0=0.01`$. We then are able to qualitatively compare this result with the direct solutions to the linearized BGK equations reported in the Ref. . There is a clear indication that when the temperature difference between the walls is sufficiently small the solution of BGK kinetic equations gives almost linear temperature profiles in the bulk even for large Knudsen numbers. Solution based on our variational principles confirms to this picture qualitatively. However Figures 9 and 10 indicate that the Struchtrup-Weiss functional $`\mathrm{\Psi }_{\text{SW}}`$ point out the solution which is considerably far from “almost linear” unlike the case of small Knudsen numbers, which proves that our boundary layer functional are more relevant to the problem of selection of boundary conditions.

Similar analysis has been performed for the model of Maxwell molecules. In terms of variables (13), Grad’s moment system for the MM model reads:

$`_x(\mathrm{\Delta }+15T)`$ $`=`$ $`4{\displaystyle \frac{1}{K_{\text{MM}}}}{\displaystyle \frac{q}{T}},`$ (26)
$`_xT`$ $`=`$ $`{\displaystyle \frac{1}{42}}{\displaystyle \frac{1}{K_{\text{MM}}}}{\displaystyle \frac{\mathrm{\Delta }}{qT}},`$ (27)
where Knudsen number $`K_{\text{MM}}`$ is,

$$K_{\text{MM}}=\frac{(kT_0/m)^{3/2}}{\alpha pa}.$$

The local entropy production takes the form,

$$\sigma =\frac{1}{15K_{\text{MM}}}\left\{4\frac{q^2}{T^3}+\frac{1}{12}\frac{\mathrm{\Delta }^2}{T^4}\right\}.$$
(28)
Because of the nonlinearity, equations (26) were solved numerically. For small Knudsen numbers, and small difference of the wall temperatures, the heat flux has been estimated as $`q^{}(15/4)K_{\text{MM}}T^{}(T_1T_0)`$, where $`T^{}=(T_0+T_1)/2`$. With this, the boundary layer is estimated as $`L\frac{42}{15}K_{\text{MM}}T^{}|q|`$. Like for BGK model we have input the latter estimation into the expressions (6) and (7) in order to completely specify the functions $`\mathrm{\Psi }_1(q)`$ and $`\mathrm{\Psi }_2(q)`$. In the test presented below the following parameters were used: $`K_{\text{MM}}=0.05`$, $`T_0=1.0`$, and $`T_1=1.1`$, which results in the estimate $`q^{}0.01969`$.

All results for the MM model are similar to those for the BGK model discussed above. Fig. 9 demonstrates the crossover in the structure of the layer-averaged entropy production under variation of the layer width. Potentials $`\mathrm{\Psi }_1`$, $`\mathrm{\Psi }_2`$ and $`\mathrm{\Psi }_{\text{SW}}`$ are compared in Fig. 10. Corresponding minima of these potentials occur at the following values of the heat flux:

$`q_{\mathrm{min}}[\mathrm{\Psi }_1]`$ $`=`$ $`0.019777,`$ (29)
$`q_{\mathrm{min}}[\mathrm{\Psi }_2]`$ $`=`$ $`0.019714,`$ (30)
$`q_{\mathrm{min}}[\mathrm{\Psi }_{\text{SW}}]`$ $`=`$ $`0.019643.`$ (31)
All these values agree well with the estimate $`q^{}0.01969`$. Notice that in both the BGK and the MM models, potential $`\mathrm{\Psi }_2`$ gives the result most close to the analytical prediction. Temperature and local entropy production profiles are demonstrated in Fig. 11 and Fig. 12.

## IV Conclusion and discussion

In this paper, we have studied possibilities of introducing a variational principle for boundary conditions for Grad moment equations. Our approach is based on a systematic introduction of the boundary layer into a phenomenology of variational principles. The approach has been tested for models of heat conduction suggested earlier. We have observed that variation of the thickness of the domain taken to represent the boundary layer results in a crossover: When $`L>L_\mathrm{c}`$ then the minimum of the layer-averaged entropy production corresponds to the one predicted be the total bulk-averaged entropy production. However, if $`L<L_\mathrm{c}`$, the second local minimum appears, and which corresponds to the estimate close to the one resulting from the Struchtrup-Weiss minimax principle. This crossover gives an opportunity to define the boundary layer without restoring to more precise but also more elaborative microscopic considerations. This observation has led us to variational principles which compare the average entropy production in the boundary layer and in the bulk. The results have been found in excellent agreement with analytical predictions. The results of this study therefore make us confident in the usefulness of the entropy production in the boundary layer for the problem of boundary conditions in the extended thermodynamic systems. The approach is computationally more advantageous than the use of the minimax principle of  since it avoids a computationally intensive operation of finding extrema of this entropy production in entire volume, rather, it is based on a simple integral measure and allow to use simplifications for small boundary layer width.

Finally, it should be stressed that, while the problem of boundary conditions for moment equations (and, more broadly, for stationary thermodynamic systems with additional fields) can be addressed indeed through consideration of plausible minimum principles, the complete understanding of those can be accomplished only in the framework of dynamic approach to the boundary condition. This point is left for future work.


text:
# Dense coding and safety of quantum communications

## 1 Introduction

Safety of quantum communications is, in the first place, the result of the quantum nature of the signal, sending by the sender Alice to the receiver Bob , , . But when we discuss the safety of the quantum communications as a whole we have to take into account all objects taking place in the process of creation and communication of information. One of such object is the sending station, which is classical one. As such it can be eavesdropped by classical means and this fact can reduce sharply the safety of quantum channel. In this note we demonstrate, that dense coding and quantum properties of the channel give the possibility to raise the safety of classical sending station against the eavesdropping.

## 2 Main considerations

We discuss in what follows the next situation. We consider a quantum channel, which contains a quantum system $`L=L_AL_B`$, $`dimL_A=n,dimL_B=p`$, where quantum system $`L_A`$ is initially in the hands of Alice. There is an initial quantum state $`\mathrm{\Psi }_0L`$, which is distributed between Alice and Bob. Alice influences on her part of wave function and Bob gets outcome  state $`(UI_B)\mathrm{\Psi }_0`$, where $`U`$ is an unitary matrix describing the interaction of Alice with quantum system $`L_A`$. This unitary matrix corresponds to the state of the classical sending station and plotter can use classical means in order to get some information about $`U`$.

At first we consider the following question arising in this situation: how large is the set of the outcome states generated by Alice, $`\widehat{L}=\{(UI_B)\mathrm{\Psi }_0\}`$, where $`U`$ \- all possible unitary matrices acting in $`L_A`$. The unitary matrix does not change the norm of wave function, so $`dim_\text{R}\widehat{L}dim_\text{R}L1=2np1`$. When the equality is realized it is said that there is the dense coding. Evidently, that equality can not be realized for any initial state $`\mathrm{\Psi }_0`$. If, for instance, $`\mathrm{\Psi }_0=|\varphi >|\phi >`$, $`|\varphi >L_A,|\phi >L_B`$, then $`\widehat{L}=L_A|\phi >`$. So, we describe at first such states $`\mathrm{\Psi }_0`$, that condition

$$dim_\text{R}\widehat{L}=dim_\text{R}L1=2np1.$$
(1)
is valid.

Further, let us discuss the relation between the dimensions of our varieties. Unitary matrix $`U`$ acts in the linear space $`L_A`$, whose complex dimension is $`n`$, so $`dim_R\{U\}=n^2`$. It is possible situation, when

$$K=n^22np>0.$$
(2)
In this case the unitary matrices $`E(\kappa )`$, $`\kappa \text{R}^K`$ exist, which do not change the outcome state,

$$(E(\kappa )I_B)\mathrm{\Psi }_0=\mathrm{\Psi }_0.$$
(3)
for all $`\kappa `$. Such unitary matrices we call conserving matrices . If unitary matrix $`U_1`$ corresponds to some sending information, we conclude, that the same communication can be created by unitary matrix $`U_1E(\kappa )`$ for any $`\kappa `$. Choosing this parameter arbitrarily, for instance, by chance, we can reduce the value of information about state of classical sending station, in other words, we raise the safety of channel of communication as a whole.

In what follows we discuss the structure of the initial state $`\mathrm{\Psi }_0`$, and describe on this base the set of conserving matrices. It will be shown below, that condition (2) can be softened.

## 3 The structure of the initial state

Consider now initial states $`\mathrm{\Psi }_0`$, when condition (1) holds. Let set $`|\phi _k>,k=1,2,\mathrm{},p`$ is a basis in $`L_B`$. Then

$$\mathrm{\Psi }_0=\underset{k}{}|\varphi _k>|\phi _k>,$$
(4)
and $`|\varphi _k>L_A`$ for all $`k`$. We prove here, that vectors $`|\varphi _k>`$ are linear independent. Really, let for some $`k_0`$ and constants $`\lambda _k`$ $`|\varphi _{k_0}>=_{kk_0}\lambda _k|\varphi _k>`$. Then

$$\mathrm{\Psi }_0=\underset{kk_0}{}|\varphi _k>[|\phi _k>+\lambda _k|\phi _{k_0}>],$$
(5)
The set of vectors $`|\phi _k>+\lambda _k|\phi _{k_0}>,kk_0`$, is not a basis in the space $`L_B`$, because there are $`p1`$ such vectors in number. We conclude, that set $`\{(UI_B)\mathrm{\Psi }_0\}`$ does not coincide with $`L/R`$, so condition (1) is not valid.

It follows from this consideration, that initial state $`\mathrm{\Psi }_0`$ contains in its expansion $`|\phi _k>`$ at any $`k=1,2,\mathrm{},p`$.

So, dense coding realizes only in the case, when initial state for $`\mathrm{\Psi }_0`$ is entangled one.

## 4 Set of the conserving matrices

Here we get the explicit description of conserving matrices, which satisfy the condition (3). It follows from this condition, that

$$E(\kappa )|\varphi _k>=|\varphi _k>,k=1,2,\mathrm{},p.$$
(6)
Let $`HL_A`$ is a linear span of vectors $`|\varphi _k>,k=1,2,\mathrm{},p`$, $`H^{}`$ is its orthogonal addition. Then $`E(\kappa )_H=I_H,E(\kappa )H^{}=H^{}`$. So, the set of unitary operators satisfying condition (3) coincides with the set of unitary operators acting on $`H^{}`$. The dimension of the last set of operators equals $`(np)^2`$. Here we suppose, that condition (2) is changed by the more soft variant: $`n>p`$.

The set of conserving unitary matrices can be described in the following way. Assuming, that matrix $`E(\kappa )`$ can be differentiating on $`\kappa `$ and using the described above structure of initial state $`\mathrm{\Psi }_0`$, we obtain:

$$D|\varphi _k>=0,k=1,2,\mathrm{},p,$$
(7)
where skew-Hermitian matrix $`D=[dE/d\kappa ](\kappa =0)`$ acts in space $`L_A`$. This $`n\times n`$-matrix can be described as

$$D=\left(\begin{array}{cccc}i\delta _1& \alpha _{12}& \alpha _{13}& \mathrm{}\\ \overline{\alpha _{12}}& i\delta _2& \alpha _{23}& \mathrm{}\\ \overline{\alpha _{13}}& \overline{\alpha _{23}}& i\delta _3& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)$$
(8)
Transferring to the real parameters $`\varphi _k^{(r)}>,\varphi _k^{(i)}>,\alpha _{st}^{(r)},\alpha _{st}^{(i)}`$, so that $`\varphi _k>=\varphi _k^{(r)}>+i\varphi _k^{(i)}>,\alpha _{st}=\alpha _{st}^{(r)}+i\alpha _{st}^{(i)}`$, we obtain the following relations for $`\alpha _{kn}^r,\alpha _{kn}^i,\delta _k`$:

$$\left(\begin{array}{cccc}0& \alpha _{12}^{(r)}& \alpha _{13}^{(r)}& \mathrm{}\\ \alpha _{12}^{(r)}& 0& \alpha _{23}^{(r)}& \mathrm{}\\ \alpha _{13}^{(r)}& \alpha _{23}^{(r)}& 0& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)\phi _k^{(r)}>\left(\begin{array}{cccc}\delta _1& \alpha _{12}^{(i)}& \alpha _{13}^{(i)}& \mathrm{}\\ \alpha _{12}^{(i)}& \delta _2& \alpha _{23}^{(i)}& \mathrm{}\\ \alpha _{13}^{(i)}& \alpha _{23}^{(i)}& \delta _3& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)\phi _k^{(i)}>=0,$$
(9)
$$\left(\begin{array}{cccc}\delta _1& \alpha _{12}^{(i)}& \alpha _{13}^{(i)}& \mathrm{}\\ \alpha _{12}^{(i)}& \delta _2& \alpha _{23}^{(i)}& \mathrm{}\\ \alpha _{13}^{(i)}& \alpha _{23}^{(i)}& \delta _3& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)\phi _k^{(r)}>+\left(\begin{array}{cccc}0& \alpha _{12}^{(r)}& \alpha _{13}^{(r)}& \mathrm{}\\ \alpha _{12}^{(r)}& 0& \alpha _{23}^{(r)}& \mathrm{}\\ \alpha _{13}^{(r)}& \alpha _{23}^{(r)}& 0& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)\phi _k^{(i)}>=0,$$
(10)
As was shown before, this system of $`2np`$ real linear algebraic equations for $`n^2`$ real unknown parameters $`\alpha _{kl}^r,\alpha _{kl}^i,\delta _k`$ has $`S=(np)^2`$ fundamental solutions. In accordance with (8) we can construct skew-Hermitian matrix for any fundamental solution, $`D_s,s=1,2,\mathrm{},S`$. Then unitary matrix $`E_s(\gamma _s)=\mathrm{exp}\left[\gamma _sD_s\right]`$, where $`\gamma _s`$ is an arbitrary real number, is the conserving matrix. So, matrix $`U=_{s=1}^SE_s(\gamma _s)`$ depending on $`S`$ real parameters $`\gamma _s,s=1,2,\mathrm{},S`$ is the general conserving unitary matrix, where ordering on $`s`$ is arbitrary but fixed. Note, that for the construction of the conserving unitary matrix $`U`$ it is necessary to find the set of fundamental solutions for system (9,10), using the linear independent vectors $`\varphi _k>,k=1,2,\mathrm{},p`$ (which are components of expansion of the initial entangled state $`\mathrm{\Psi }_0`$).

## 5 Conclusion

We have shown, that dense coding under condition (2) between the dimensions of the quantum systems $`L_A`$ and $`L_B`$ leads to the existence of the unitary matrix conserving the outcome states. This fact results in the ambiguity between the states of the classical sending station and outcome state - there are different states of the sending station for the same outcome state. The presence of such ”additional” degrees of freedom for the sending station gives the possibility to ”hide” the sending information and to raise the safety of the quantum channel as a whole. Let us note the next features.

1. The described possibility to increase the safety of channel is connected with its quantum properties.

2. The construction of the conserving matrices depends on the information about the initial entangled state $`\mathrm{\Psi }_0`$. In a certain sense this quantum state is a key, distributed between Alice and Bob, for the set of conserving matrices.

At the realization of quantum systems $`L_A`$ and $`L_B`$ with help of set of qubits the number of additional degrees of freedom for the conserving matrices can be enough large for the moderate numbers of qubits. Really, let $`L_A`$ contains $`m`$ qubits whose dimension is $`d`$, $`L_B`$ contains $`q`$ the same qubits, so $`n=d^m,p=d^q`$, $`S=(d^md^q)^2`$. If $`d=2,m=3,q=1`$, then $`S=36`$.

I thank V. Gorbachev, N. Shekhunova and A. Trubilko for stimulating discussions.