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# The Brown–Colbourn Conjecture on Zeros of Reliability Polynomials is False

## 1 Introduction

Let us consider a connected (multi)graph111 Henceforth we omit the prefix “multi”. In this paper a “graph” is allowed to have loops and/or multiple edges unless explicitly stated otherwise.  $`G=(V,E)`$ as a communications network with unreliable communication channels, in which edge $`e`$ is operational with probability $`p_e`$ and failed with probability $`1p_e`$, independently for each edge. Let $`R_G(𝐩)`$ be the probability that every node is capable of communicating with every other node (this is the so-called all-terminal reliability). Clearly we have

$$R_G(𝐩)=\underset{00112233\begin{array}{c}AE\\ (V,A)\mathrm{connected}\end{array}}{}\underset{eA}{}p_e\underset{eEA}{}(1p_e),$$
(1.1)
where the sum runs over all connected spanning subgraphs of $`G`$, and we have written $`𝐩=\{p_e\}_{eE}`$. We call $`R_G(𝐩)`$ the (multivariate) reliability polynomial  for the graph $`G`$; it is a multiaffine polynomial, i.e. of degree at most 1 in each variable separately. If the edge probabilities $`p_e`$ are all set to the same value $`p`$, we write the corresponding univariate polynomial as $`R_G(p)`$, and call it the univariate reliability polynomial. We are interested in studying the zeros of these polynomials when the variables $`p_e`$ (or $`p`$) are taken to be complex numbers.

Brown and Colbourn  studied a number of examples and made the following conjecture:

> Univariate Brown–Colbourn conjecture. For any graph $`G`$, the zeros of the univariate reliability polynomial $`R_G(p)`$ all lie in the closed disc $`|p1|1`$. In other words, if $`|p1|>1`$, then $`R_G(p)0`$.

Subsequently, one of us  proposed a multivariate extension of the Brown–Colbourn conjecture:

> Multivariate Brown–Colbourn conjecture. For any graph $`G`$, if $`|p_e1|>1`$ for all edges $`e`$, then $`R_G(𝐩)0`$.

Not long ago, Wagner  proved, using an ingenious and complicated construction, that the univariate Brown–Colbourn conjecture holds for all series-parallel graphs.222 Unfortunately, there seems to be no completely standard definition of “series-parallel graph”; a plethora of slightly different definitions can be found in the literature . So let us be completely precise about our own usage: we shall call a loopless graph series-parallel if it can be obtained from a forest by a finite sequence of series and parallel extensions of edges (i.e. replacing an edge by two edges in series or two edges in parallel). We shall call a general graph (allowing loops) series-parallel if its underlying loopless graph is series-parallel. Some authors write “obtained from a tree”, “obtained from $`K_2`$” or “obtained from $`C_2`$” in place of “obtained from a forest”; in our terminology these definitions yield, respectively, all connected series-parallel graphs, all connected series-parallel graphs whose blocks form a path, or all 2-connected series-parallel graphs. See \[4, Section 11.2\] for a more extensive bibliography.  Subsequently, one of us \[16, Remark 3 in Section 4.1\] showed, by a two-line induction, that the multivariate Brown–Colbourn conjecture holds for all series-parallel graphs.333 This proof is reproduced here as Theorem 5.6(c) $``$ (a).  Both the univariate and multivariate conjectures remained open for general graphs, but most workers in the field suspected that they would be true. (At least the present authors did.)

In this short note we would like to report that both the univariate and multivariate Brown–Colbourn conjectures are false! The multivariate conjecture is false already for the simplest non-series-parallel graph, namely the complete graph $`K_4`$. As a corollary we will deduce that the univariate conjecture is false for a 4-vertex, 16-edge planar graph that can be obtained from $`K_4`$ by adding parallel edges, and for a 1512-vertex, 3016-edge simple planar graph that can be obtained from $`K_4`$ by adding parallel edges and then subdividing edges. So the Brown–Colbourn conjecture is not true even for simple planar graphs.

Furthermore, for the multivariate property we are able to obtain a complete characterization: a graph has the multivariate Brown–Colbourn property if and only if it is series-parallel.

It is convenient to restate the Brown–Colbourn conjectures in terms of the generating polynomial for connected spanning subgraphs,

$$C_G(𝐯)=\underset{00112233\begin{array}{c}AE\\ (V,A)\mathrm{connected}\end{array}}{}\underset{eA}{}v_e,$$
(1.2)
where we have written $`𝐯=\{v_e\}_{eE}`$. This is clearly related to the reliability polynomial by

$`R_G(𝐩)`$ $`=`$ $`\left[{\displaystyle \underset{eE}{}}(1p_e)\right]C_G\left({\displaystyle \frac{𝐩}{\mathrm{𝟏}𝐩}}\right)`$ (1.3)
$`C_G(𝐯)`$ $`=`$ $`\left[{\displaystyle \underset{eE}{}}(1+v_e)\right]R_G\left({\displaystyle \frac{𝐯}{\mathrm{𝟏}+𝐯}}\right)`$ (1.4)
where $`\mathrm{𝟏}`$ denotes the vector with all entries 1, and division of vectors is understood componentwise. The multivariate Brown–Colbourn conjecture then states that if $`G`$ is a loopless graph and $`|1+v_e|<1`$ for all edges $`e`$, then $`C_G(𝐯)0`$. Loops must be excluded because a loop $`e`$ multiplies $`C_G`$ by a factor $`1+v_e`$ but leaves $`R_G`$ unaffected. Some workers also prefer to use the failure probabilities $`q_e=1p_e`$ as the variables.

The plan of this paper is as follows: In Section 2 we show that the multivariate Brown–Colbourn conjecture fails for the complete graph $`K_4`$. In Section 3 we review the series and parallel reduction formulae for the reliability polynomial. In Section 4 we show that the univariate Brown–Colbourn conjecture fails for certain graphs that are obtained from $`K_4`$ by adding parallel edges and then optionally subdividing edges. In Section 5 we complete these results by showing that a graph has the multivariate Brown–Colbourn property if and only if it is series-parallel.

## 2 The multivariate Brown–Colbourn conjecture is false for $`K_4`$

For the complete graph $`K_4`$, the univariate polynomial $`C_G(v)`$ is

$$C_{K_4}(v)=\mathrm{\hspace{0.33em}16}v^3+15v^4+6v^5+v^6.$$
(2.1)
The roots of this polynomial all lie outside the disc $`|1+v|<1`$, so the univariate Brown–Colbourn conjecture is true for $`K_4`$.

Let us now consider the bivariate situation, in which the six edges receive two different weights $`a`$ and $`b`$. There are five cases:

* One edge receives weight $`a`$ and the other five receive weight $`b`$:

$$C_{K_4}(a,b)=(8b^3+5b^4+b^5)+(8b^2+10b^3+5b^4+b^5)a$$
(2.2)
* A pair of nonintersecting edges receive weight $`a`$ and the other four edges receive weight $`b`$:

$$C_{K_4}(a,b)=(4b^3+b^4)+(8b^2+8b^3+2b^4)a+(4b+6b^2+4b^3+b^4)a^2$$
(2.3)
* A pair of intersecting edges receive weight $`a`$ and the other four edges receive weight $`b`$:

$$C_{K_4}(a,b)=(3b^3+b^4)+(10b^2+8b^3+2b^4)a+(3b+6b^2+4b^3+b^4)a^2$$
(2.4)
* A 3-star receives weight $`a`$ and the complementary triangle receives weight $`b`$:

$$C_{K_4}(a,b)=(9b^2+3b^3)a+(6b+9b^2+3b^3)a^2+(1+3b+3b^2+b^3)a^3$$
(2.5)
* A three-edge path receives weight $`a`$ and the complementary three-edge path receives weight $`b`$:

$$C_{K_4}(a,b)=b^3+(7b^2+3b^3)a+(7b+9b^2+3b^3)a^2+(1+3b+3b^2+b^3)a^3$$
(2.6)

We have plotted the roots $`a`$ when $`b`$ traces out the circle $`|1+b|=1`$, and vice versa. In cases (b) and (d) it turns out that the roots can enter the “forbidden discs” $`|1+a|<1`$ and $`|1+b|<1`$. This is shown in Figure 1 for case (b); blow-ups of the crucial regions are shown in Figure 2 both for case (b) and for case (d). As a result, counterexamples to the multivariate Brown–Colbourn conjecture can be obtained in these two cases: indeed, for any $`a`$ lying in the region $`A_+`$ (resp. $`A_{}`$), there exists $`bB_{}`$ (resp. $`B_+`$) such that $`C_{K_4}(a,b)=0`$, and conversely.

Let us note for future reference that the endpoint of the region $`A_\pm `$ (resp. $`B_\pm `$) lies at $`a=1+e^{\pm 2\pi i\alpha }`$ (resp. $`b=1+e^{\pm 2\pi i\beta }`$), where $`\alpha 0.120692`$ and $`\beta 0.164868`$ in case (b), and $`\alpha 0.110198`$ and $`\beta 0.030469`$ in case (d).

We can understand this behavior analytically as follows: For each of the five cases, let us solve the equation $`C_{K_4}(a,b)=0`$ for $`a`$ in terms of $`b`$, expanding in power series for $`b`$ near 0. We obtain:

* $`a=b+\frac{5}{8}b^2+O(b^3)`$
* $`a=b\pm \frac{1}{2}b^{3/2}+O(b^2)`$
* $`a=\frac{1}{3}b+\frac{1}{8}b^2+O(b^3)`$ and $`a=3b+\frac{31}{8}b^2+O(b^3)`$
* $`a=3b\pm i\sqrt{3}b^{3/2}+O(b^2)`$ and $`a=0`$
* $`a=b+\frac{3}{4}b^2+O(b^3)`$ and $`a=(3\pm 2\sqrt{2})b+\frac{9}{16}(107\sqrt{2})b^2+O(b^3)`$

The behavior is thus different in cases (a,c,e) on the one hand and cases (b,d) on the other:

Cases (a,c,e): Here the solution is of the form

$$a=\gamma _1b+\gamma _2b^2+O(b^3)$$
(2.7)
with $`\gamma _1,\gamma _2`$ real. Therefore, if we set $`b=1+e^{i\theta }`$ and expand in powers of $`\theta `$, we obtain

$$|1+a|^2=\mathrm{\hspace{0.33em}1}+(\gamma _1^2\gamma _12\gamma _2)\theta ^2+O(\theta ^4).$$
(2.8)
Provided that $`\gamma _1^2\gamma _12\gamma _2>0`$ — as indeed holds for all the roots in cases (a,c,e) — we have $`|1+a|1`$ for small $`\theta `$, so no counterexample is found (at least for small $`\theta `$).

Cases (b,d): Here, by contrast, the solution is of the form

$$a=\delta _1b+\delta _2b^{3/2}+O(b^2)$$
(2.9)
with $`\delta _1<0`$ and $`\delta _20`$. Therefore, if we set $`b=1+e^{i\theta }`$ and expand as before, we obtain

$$a=i\delta _1\theta +e^{\pm 3\pi i/4}\delta _2\theta ^{3/2}+O(\theta ^2).$$
(2.10)
Since $`Re(e^{\pm 3\pi i/4}\delta _2)<0`$ for at least one of the roots, we have $`Rea|Ima|^{3/2}`$ for small $`\theta `$; in particular, we have $`|1+a|<1`$ for small $`\theta 0`$.

In fact, more can be said: suppose that we fix any $`\lambda >0`$ and set $`b=\lambda (1+e^{i\theta })`$. Then we have

$$a=i\delta _1\lambda \theta +e^{\pm 3\pi i/4}\delta _2\lambda ^{3/2}\theta ^{3/2}+O(\theta ^2),$$
(2.11)
so that once again $`Rea|Ima|^{3/2}`$ for small $`\theta `$. In particular, we will have $`|\lambda +a|<\lambda `$ for small $`\theta 0`$, irrespective of how small $`\lambda `$ was chosen. This observation will play a crucial role in Section 5 (see Proposition 5.5).

## 3 Series and parallel reduction formulae

Suppose that $`G`$ contains edges $`e_1,\mathrm{},e_n`$ (with corresponding weights $`v_1,\mathrm{},v_n`$) in parallel between the same pair of vertices $`x,y`$. Then it is easy to see that the edges $`e_1,\mathrm{},e_n`$ can be replaced by a single edge of weight

$$v_1v_2\mathrm{}v_n\underset{i=1}{\overset{n}{}}(1+v_i)\mathrm{\hspace{0.17em}1}$$
(3.1)
without changing the value of $`C_G(𝐯)`$. \[Reason: $`x`$ is connected to $`y`$ via this “super-edge” if and only if $`x`$ is connected to $`y`$ by at least one of the edges $`e_1,\mathrm{},e_n`$.\]

Suppose next that $`G`$ contains edges $`e_1,\mathrm{},e_n`$ (with corresponding weights $`v_1,\mathrm{},v_n`$) in series between the pair of vertices $`x,y`$: this means that the edges $`e_1,\mathrm{},e_n`$ form a path in which all the vertices except possibly the endvertices $`x`$ and $`y`$ have degree 2 in $`G`$. Let $`G^{}`$ be the graph in which the edges $`e_1,\mathrm{},e_n`$ are replaced by a single edge $`e_{}`$ from $`x`$ to $`y`$. Then it is not hard to see that

$$C_G(𝐯)=\left(\underset{j=1}{\overset{n}{}}\underset{ij}{}v_i\right)C_G^{}(𝐯^{})$$
(3.2)
where the edge $`e_{}`$ is given weight

$$v_{}^{}=v_1v_2\mathrm{}v_n\frac{1}{\underset{i=1}{\overset{n}{}}1/v_i}$$
(3.3)
and all edges other than $`e_1,\mathrm{},e_n,e_{}`$ are given weight $`v_e^{}=v_e`$. \[Reason: A connected spanning subgraph of $`G`$ can omit at most one of the edges $`e_1,\mathrm{},e_n`$, for otherwise at least one of the internal vertices of the path would be disconnected from both $`x`$ and $`y`$. Moreover, $`x`$ is connected to $`y`$ via the “super-edge” $`e_{}`$ if and only if none of the edges $`e_1,\mathrm{},e_n`$ are omitted. The relative weight of the cases with and without $`x`$ connected to $`y`$ via $`e_{}`$ is thus $`(_{i=1}^nv_i)/(_{j=1}^n_{ij}v_i)=v_{}`$; and there is an overall normalization factor $`_{j=1}^n_{ij}v_i`$. See also \[7, p. 35\] for an equivalent formula.\]

The formula for series reduction can be applied immediately to handle arbitrary subdivisions of a graph $`G`$. Given a finite graph $`G=(V,E)`$ and a family of integers $`𝐬=\{s_e\}_{eE}1`$, we define $`G^𝐬`$ to be the graph in which each edge $`e`$ of $`G`$ is subdivided into $`s_e`$ edges in series. If $`s1`$ is an integer, we define $`G^s`$ to be the graph in which each edge of $`G`$ is subdivided into $`s`$ edges in series. All the edges in $`G^𝐬`$ or $`G^s`$ obtained by subdividing the edge $`eE`$ are assigned the same weight $`v_e`$ as was assigned to $`e`$ in the original graph $`G`$. It follows immediately from (3.2)/(3.3) that

$$C_{G^𝐬}(𝐯)=\left(\underset{eE}{}s_ev_e^{s_e1}\right)C_G(𝐯/𝐬)$$
(3.4)
where $`(𝐯/𝐬)_ev_e/s_e`$.

Remarks. 1. Series and parallel reduction formulae can be derived in the more general context of the $`q`$-state Potts model (also known as the multivariate Tutte polynomial): see e.g. \[17, Section 2\]. Parallel reduction is always given by (3.1), independently of the value of the parameter $`q`$. Series reduction is given by

$$v_1v_2\mathrm{}v_n=\frac{q}{\underset{i=1}{\overset{n}{}}(1+q/v_i)\mathrm{\hspace{0.17em}1}}.$$
(3.5)
Please note that (3.5) reduces to (3.3) when $`q0`$, which is precisely the limit in which the multivariate Tutte polynomial $`Z_G(q,𝐯)`$ tends (after division by $`q`$) to $`C_G(𝐯)`$.

2. If one takes in $`C_G(𝐯)`$ the further limit of $`𝐯`$ infinitesimal, one obtains the generating polynomial of minimal connected spanning subgraphs, i.e. spanning trees. Now, spanning trees are intimately related to linear electrical circuits, as was noticed by Kirchhoff in 1847 . For $`v`$ infinitesimal, the parallel reduction formula (3.1) becomes

$$v_1v_2\mathrm{}v_nv_1+v_2+\mathrm{}+v_n,$$
(3.6)
which is precisely the law for putting electrical conductances in parallel. And the series reduction formula (3.3) is precisely the law for putting electrical conductances in series!

## 4 The univariate Brown–Colbourn conjecture is false as well

Let $`K_4^{(\mathrm{a},p_1,p_2)}`$ be the graph obtained from $`K_4`$ by replacing one edge by $`p_1`$ parallel edges and replacing each of the other five edges by $`p_2`$ parallel edges. Let $`K_4^{(\mathrm{b},p_1,p_2)}`$ be the graph obtained from $`K_4`$ by replacing each of two nonintersecting edges by $`p_1`$ parallel edges and replacing each of the remaining four edges by $`p_2`$ parallel edges. Define in a similar manner $`K_4^{(\mathrm{c},p_1,p_2)}`$, $`K_4^{(\mathrm{d},p_1,p_2)}`$ and $`K_4^{(\mathrm{e},p_1,p_2)}`$ for the cases (c), (d) and (e) discussed in Section 2.

We saw in Section 2 that in cases (b) and (d) one can obtain a counterexample to the multivariate Brown–Colbourn conjecture by choosing the weight $`a`$ to lie anywhere in the region $`A_+`$; this leads to a root $`b`$ lying in the region $`B_{}`$ (see Figures 1 and 2). Note now that the $`p`$th power of the region $`1+A_+`$ will overlap the region $`1+B_{}`$ whenever $`p>(1\beta )/\alpha `$ \[just choose any point $`bB_{}`$ close enough to the endpoint $`1+e^{2\pi i\beta }=1+e^{2\pi i(1\beta )}`$; then one of the $`p`$th roots of $`1+b`$ will lie in the region $`1+A_+`$\]. And (3.1) tells us that $`p`$ edges in parallel, each with weight $`v`$, are equivalent to a single edge with weight $`v_{\mathrm{eff}}`$ satisfying $`1+v_{\mathrm{eff}}=(1+v)^p`$. This reasoning suggests that counterexamples to the univariate Brown–Colbourn conjecture might be found for the graphs $`K_4^{(\mathrm{b},1,p)}`$ and $`K_4^{(\mathrm{d},1,p)}`$: for all $`p>(1\beta )/\alpha `$ they should have a root $`vA_+`$.444 We do not claim that this is a proof, though we suspect that a suitable topological argument might be able to turn it into a proof.  Likewise, the graphs $`K_4^{(\mathrm{b},p,1)}`$ and $`K_4^{(\mathrm{d},p,1)}`$ are expected to have, for all $`p>(1\alpha )/\beta `$, a root $`vB_+`$. These guesses are in fact correct, and we find the following counterexamples to the univariate Brown–Colbourn conjecture:

* $`G=K_4^{(\mathrm{b},1,7)}`$, 30 edges: $`v0.269253\pm 0.682304i`$, $`|1+v|0.999765`$
* $`G=K_4^{(\mathrm{b},6,1)}`$, 16 edges: $`v0.405015\pm 0.801589i`$, $`|1+v|0.998274`$
* $`G=K_4^{(\mathrm{d},1,9)}`$, 30 edges: $`v0.220759\pm 0.626655i`$, $`|1+v|0.999956`$
* $`G=K_4^{(\mathrm{d},30,1)}`$, 93 edges: $`v0.017476\pm 0.185846i`$, $`|1+v|0.999946`$

Counterexamples are also obtained for each larger $`p`$; some typical numbers are shown in Table 1. Please note that all these counterexample graphs are planar.

The graphs $`G=K_4^{(\mathrm{b}/\mathrm{d},p_1,p_2)}`$ are, of course, non-simple (except when $`p_1=p_2=1`$); so one might cling to the hope that the univariate Brown–Colbourn conjecture is true at least for simple graphs (or, weaker yet, for simple planar graphs). But these hopes too are false. To see why this is the case, consider the following procedure:

* Choose $`p_1,p_2`$ so that the graph $`K_4^{(\mathrm{b},p_1,p_2)}`$ has a root $`v_1`$ satisfying $`|1+v_1|<1`$.
* Choose any integer $`s2`$.
* Find an integer $`k`$ large enough so that $`v_k1+(1+v_1)^{1/k}`$ — defined using the root with $`|\mathrm{arg}[(1+v_1)^{1/k}]|\pi /k`$ — lies in the disc $`|1/s+v_k|<1/s`$. \[It is always possible to find such a $`k`$, because the points $`v_k`$ lie on a logarithmic spiral that approaches the point $`v=0`$ making a nonzero angle with the imaginary axis, while all the circles $`|1/s+v|=1/s`$ pass through $`v=0`$ tangent to the imaginary axis.\]

Then $`v_k`$ is a root for the graph $`K_4^{(\mathrm{b},kp_1,kp_2)}`$, by the rules for parallel reduction; and $`sv_k`$ is a root for the graph $`(K_4^{(\mathrm{b},kp_1,kp_2)})^s`$, by the rules for series reduction. And by construction we have $`|1+sv_k|<1`$. Therefore, the graph $`(K_4^{(\mathrm{b},kp_1,kp_2)})^s`$, which is simple and planar, is the desired counterexample.

For example, if we take $`(p_1,p_2)=(11,1)`$ and $`s=2`$, counterexamples can be obtained for $`k58`$:

* $`v_1\mathrm{0.140\hspace{0.17em}970\hspace{0.17em}808\hspace{0.17em}664}+\mathrm{0.507\hspace{0.17em}062\hspace{0.17em}767\hspace{0.17em}880}i`$, $`|1+v_1|\mathrm{0.997\hspace{0.17em}518\hspace{0.17em}822\hspace{0.17em}949}`$
* $`v_{58}\mathrm{0.000\hspace{0.17em}085\hspace{0.17em}091\hspace{0.17em}565}+\mathrm{0.009\hspace{0.17em}193\hspace{0.17em}226\hspace{0.17em}407}i`$, $`|1+2v_{58}|\mathrm{0.999\hspace{0.17em}998\hspace{0.17em}862\hspace{0.17em}173}`$

This shows that the graph $`(K_4^{(\mathrm{b},638,58)})^2`$, which has 1512 vertices and 3016 edges, is a counterexample to the univariate Brown–Colbourn conjecture. Similarly, if we take $`(p_1,p_2)=(1,12)`$ and $`s=2`$, counterexamples can be obtained for $`k36`$:

* $`v_1\mathrm{0.112\hspace{0.17em}358\hspace{0.17em}418\hspace{0.17em}620}+\mathrm{0.453\hspace{0.17em}757\hspace{0.17em}934\hspace{0.17em}703}i`$, $`|1+v_1|\mathrm{0.996\hspace{0.17em}897\hspace{0.17em}106\hspace{0.17em}175}`$
* $`v_{36}\mathrm{0.000\hspace{0.17em}172\hspace{0.17em}469\hspace{0.17em}038}+\mathrm{0.013\hspace{0.17em}125\hspace{0.17em}252\hspace{0.17em}246}i`$, $`|1+2v_{36}|\mathrm{0.999\hspace{0.17em}999\hspace{0.17em}665\hspace{0.17em}908}`$

Therefore, the graph $`(K_4^{(\mathrm{b},36,432)})^2`$, which has 1804 vertices and 3600 edges, is a counterexample to the univariate Brown–Colbourn conjecture.

Smaller counterexamples of the forms $`(K_4^{(\mathrm{b}/\mathrm{d},p,1)})^{(s,1)}`$ or $`(K_4^{(\mathrm{b}/\mathrm{d},1,p)})^{(1,s)}`$ can probably be found by direct search. But the foregoing construction has the advantage that there is no need to compute the roots of extremely-high-degree polynomials; it suffices to compute the roots for the base case $`K_4^{(\mathrm{b}/\mathrm{d},p_1,p_2)}`$ (for which the polynomials are large but not huge) and then make simple manipulations on them.

Methodological remark. In this work we needed to compute accurately the roots of polynomials of fairly high degree (up to 93) with very large integer coefficients (up to about $`10^{27}`$). To do this we used the package MPSolve 2.0 developed by Dario Bini and Giuseppe Fiorentino . MPSolve is much faster than Mathematica’s NSolve for high-degree polynomials (this is reported in , and we confirm it); it gives guaranteed error bounds for the roots, based on rigorous theorems ; its algorithms are publicly documented ; and its source code is freely available .

Let us mention, finally, that counterexamples with smaller values of $`|1+v|`$ can be found. Consider, for example, the complete graph $`K_6`$ in which a pair of vertex-disjoint triangles receives weight $`a`$ and the remaining nine edges receive weight $`b`$. We have

$`C_{K_6}(a,b)=`$
$`(81b^5+78b^6+36b^7+9b^8+b^9)+`$
$`(324b^4+594b^5+480b^6+216b^7+54b^8+6b^9)a+`$
$`(486b^3+1314b^4+1665b^5+1224b^6+540b^7+135b^8+15b^9)a^2+`$
$`(324b^2+1188b^3+2160b^4+2376b^5+1656b^6+720b^7+180b^8+20b^9)a^3+`$
$`(81b+432b^2+1134b^3+1800b^4+1854b^5+1254b^6+540b^7+135b^8+15b^9)a^4+`$
$`(54b+216b^2+504b^3+756b^4+756b^5+504b^6+216b^7+54b^8+6b^9)a^5+`$
$`(9b+36b^2+84b^3+126b^4+126b^5+84b^6+36b^7+9b^8+b^9)a^6`$ (4.1)
If we then substitute $`a=(1+v)^{p_1}1`$ and $`b=(1+v)^{p_2}1`$, counterexamples to the univariate Brown–Colbourn conjecture can be found for many pairs $`(p_1,p_2)`$. For example, for $`(p_1,p_2)=(1,6)`$ we obtain a 60-edge non-planar graph whose roots include $`v0.357514\pm 0.713815i`$, yielding $`|1+v|0.960375`$.

It would be interesting to know whether examples can be found in which $`|1+v|`$ is arbitrarily small. More generally, one can ask:

###### Question 4.1

What is the closure of the set of all roots of the polynomials $`C_G(v)`$ as $`G`$ ranges over all graphs? Over all planar graphs? Over all simple planar graphs?

Brown and Colbourn  pointed out that the graphs $`G=C_n^{(p)}`$ (the $`n`$-cycle with each edge replaced by $`p`$ parallel edges) have roots that, taken together, are dense in the region $`|1+v|1`$. We have shown here that roots can also enter the region $`|1+v|<1`$. But how far into this latter region can they penetrate? Might the roots actually be dense in the whole complex plane? If this is indeed the case, it would mean that the univariate Brown–Colbourn conjecture is as false as it can possibly be.

Note Added (April 2004). Building on the examples constructed in this section, Chang and Shrock \[6, Sections 5.17 and 5.18\] have recently devised families of strip graphs in which the limiting curve of zeros of $`C_G(v)`$, as the strip length tends to infinity, penetrates into the “forbidden region” $`|1+v|<1`$. Some of these families consist of planar graphs.

## 5 Series-parallel is necessary and sufficient

In this section we shall prove that a graph has the multivariate Brown–Colbourn property if and only if it is series-parallel.

Let us begin by defining a weakened version of the Brown–Colbourn property:

###### Definition 5.1

Let $`G`$ be a graph, and let $`\lambda >0`$. We say that $`G`$

* has the univariate property BCλ if $`C_G(v)0`$ whenever $`|\lambda +v|<\lambda `$;
* has the multivariate property BCλ if $`C_G(𝐯)0`$ whenever $`|\lambda +v_e|<\lambda `$ for all edges $`e`$.

Properties BC1 are, of course, the original univariate and multivariate Brown–Colbourn properties; the properties BCλ become increasingly weaker as $`\lambda `$ is decreased.

The properties BCλ are intimately related to subdivisions:

###### Lemma 5.2

Let $`\lambda >0`$ and let $`s`$ be a positive integer. Then the following are equivalent for a graph $`G`$:

* $`G`$ has the univariate property BCλ.
* $`G^s`$ has the univariate property BC.

###### Lemma 5.3

Let $`\lambda >0`$ and let $`s`$ be a positive integer. Then the following are equivalent for a graph $`G`$:

* $`G`$ has the multivariate property BCλ.
* $`G^s`$ has the multivariate property BC.
* $`G^𝐬`$ has the multivariate property BC for all vectors $`𝐬`$ satisfying $`s_es`$ for all edges $`e`$.

Indeed, Lemmas 5.2 and 5.3 are an immediate consequence of the formula (3.4) for subdivisions — which states that subdivision by $`𝐬`$ moves the nonzero roots from $`𝐯`$ to $`\mathrm{𝐬𝐯}`$ — together with the fact that $`|s\lambda +sv|<s\lambda `$ is equivalent to $`|\lambda +v|<\lambda `$.

In the preceding section we have shown that not all graphs have the univariate property BC1. It is nevertheless true — and virtually trivial — that every connected graph has the univariate property BCλ for some $`\lambda >0`$. (Since a non-identically-vanishing univariate polynomial has finitely many roots, it suffices to choose $`\lambda `$ small enough so that none of the roots of $`C_G(v)`$ lie in the disc $`|\lambda +v|<\lambda `$.) By Lemma 5.2, an equivalent assertion is that $`G^s`$ has the univariate property BC1 for all sufficiently large integers $`s`$.555 Brown and Colbourn \[5, Proposition 4.4 and Theorem 4.5\] have proven a result also for *non-uniform* subdivisions $`G^𝐬`$: namely, for each graph $`G`$ there exists an integer $`s`$ such that $`G^𝐬`$ has the univariate property BC1 whenever $`s_es`$ for all $`e`$. This is significantly stronger than the just-mentioned trivial result, and it would be worth trying to understand it better. Brown and Colbourn’s method looks very different from ours, at least at first glance; it would be interesting to try to translate it into our language. In particular, there may be a “partially multivariate” result hiding underneath their apparently univariate proof.

The situation is very different, however, when we consider the multivariate property BCλ. We begin with a simple but important lemma:

###### Lemma 5.4

Let $`\lambda >0`$, and suppose that the connected graph $`G`$ has the multivariate property BCλ. Then every connected subgraph $`HG`$ also has the multivariate property BCλ.

Proof. Consider first the case in which $`H`$ is a connected spanning subgraph (i.e. its vertex set is the same as that of $`G`$). Let us write $`𝐯=(𝐯^{},𝐯^{\prime \prime })`$ where $`𝐯^{}=\{v_e\}_{eE(H)}`$ and $`𝐯^{\prime \prime }=\{v_e\}_{eE(H)E(G)}`$. Then

$$C_H(𝐯^{})=C_G(𝐯^{},\mathrm{𝟎})=\underset{𝐯^{\prime \prime }\mathrm{𝟎}}{lim}C_G(𝐯^{},𝐯^{\prime \prime }).$$
(5.1)
By hypothesis, $`C_G(𝐯^{},𝐯^{\prime \prime })0`$ whenever $`|\lambda +v_e|<\lambda `$ for all $`eE(G)`$. Now take $`𝐯^{\prime \prime }\mathrm{𝟎}`$ from within this product of discs ($`\mathrm{𝟎}`$ lies on its boundary). By Hurwitz’s theorem666 Hurwitz’s theorem states that if $`D`$ is a domain in $`^n`$ and $`(f_k)`$ are nonvanishing analytic functions on $`D`$ that converge to $`f`$ uniformly on compact subsets of $`D`$, then $`f`$ is either nonvanishing or else identically zero. Hurwitz’s theorem for $`n=1`$ is proved in most standard texts on the theory of analytic functions of a single complex variable (see e.g. \[1, p. 176\]). Surprisingly, we have been unable to find Hurwitz’s theorem proven for general $`n`$ in any standard text on several complex variables (but see \[11, p. 306\] and \[15, p. 337\]). So here, for completeness, is the sketch of a proof: Suppose that $`f(c)=0`$ for some $`c=(c_1,\mathrm{},c_n)D`$, and let $`D^{}D`$ be a small polydisc centered at $`c`$. Applying the single-variable Hurwitz theorem, we conclude that $`f(z_1,c_2,\mathrm{},c_n)=0`$ for all $`z_1`$ such that $`(z_1,c_2,\mathrm{},c_n)D^{}`$. Applying the same argument repeatedly in the variables $`z_2,\mathrm{},z_n`$, we conclude that $`f`$ is identically vanishing on $`D^{}`$ and hence, by analytic continuation, also on $`D`$. , either $`C_H(𝐯^{})`$ is nonvanishing whenever $`|\lambda +v_e|<\lambda `$ for all $`eE(H)`$, or else $`C_H`$ is identically zero. But the latter is impossible since $`H`$ is connected.

Now let $`H`$ be an arbitrary connected subgraph of $`G`$ (spanning or not). Construct a connected spanning subgraph $`\widehat{H}`$ of $`G`$ by hanging trees off some or all of the vertices of $`H`$ without creating any new circuits.777 This can be done, for instance, by running breadth-first search with the vertices of $`H`$ initially on the queue.  Let us write $`𝐯=\{v_e\}_{eE(\widehat{H})}=(𝐯^{},𝐯^{\prime \prime })`$ where $`𝐯^{}=\{v_e\}_{eE(H)}`$ and $`𝐯^{\prime \prime }=\{v_e\}_{eE(\widehat{H})E(H)}`$. Then

$$C_{\widehat{H}}(𝐯)=C_H(𝐯^{})\underset{eE(\widehat{H})E(H)}{}v_e.$$
(5.2)
Since $`\widehat{H}`$ has multivariate property BCλ, so does $`H`$. $`\mathrm{}`$

The following is the fundamental fact from which all else flows:

###### Proposition 5.5

The complete graph $`K_4`$ does not have the multivariate property BCλ for any $`\lambda >0`$.

Proof. This is an almost immediate consequence of the observations made at the end of Section 2. In cases (b) and (d), for any $`\lambda >0`$ there exists $`b`$ with $`|\lambda +b|=\lambda `$ for which at least one of the solutions to $`C_{K_4}(a,b)=0`$ satisfies $`|\lambda +a|<\lambda `$. By slightly perturbing this pair, we can find a pair $`(a,b)`$ with $`C_{K_4}(a,b)=0`$ satisfying $`|\lambda +a|<\lambda `$ and $`|\lambda +b|<\lambda `$. So $`K_4`$ does not even have the bivariate property BCλ. $`\mathrm{}`$

We can deduce from Lemma 5.4 and Proposition 5.5 a necessary and sufficient condition for $`G`$ to have various forms of the multivariate Brown–Colbourn property:

###### Theorem 5.6

Let $`G`$ be a loopless connected graph. Then the following are equivalent:

* $`G`$ has the multivariate property BC1.
* $`G`$ has the multivariate property BCλ for some $`\lambda >0`$.
* $`G`$ is series-parallel.

Proof. (a) $``$ (b) is trivial.

(b) $``$ (c): Let $`G`$ be a loopless connected graph that is not series-parallel. Then $`G`$ contains a subgraph $`H`$ that is a subdivision of $`K_4`$.888 The relevant fact is the following \[8, Exercise 8.16 and Proposition 1.7.2\]: $`G`$ is series-parallel $``$ $`G`$ has no $`K_4`$ minor $``$ $`G`$ has no $`K_4`$ topological minor. And the latter statement says precisely that $`G`$ contains no subgraph $`H`$ that is a subdivision of $`K_4`$. See also .  Suppose that $`H=(K_4)^𝐬`$ with $`𝐬=(s_1,\mathrm{},s_6)`$, and define $`s=\mathrm{max}(s_1,\mathrm{},s_6)`$. Now fix any $`\lambda >0`$; then, by Proposition 5.5 we can find a vector $`𝐯=(v_1,\mathrm{},v_6)`$ that is a zero of $`C_{K_4}(𝐯)`$ and satisfies $`|\lambda /s+v_i|<\lambda /s`$ for $`i=1,\mathrm{},6`$. It then follows that the vector $`𝐯^{}=(v_1^{},\mathrm{},v_6^{})`$ defined by $`v_i^{}=s_iv_i`$ satisfies $`C_H(𝐯^{})=0`$ and $`|\lambda +v_i^{}|<\lambda `$ for $`i=1,\mathrm{},6`$. Therefore $`H`$ does not have the multivariate property BCλ. By Lemma 5.4, $`G`$ cannot have this property either.

(c) $``$ (a): This is proven in \[16, Remark 3 in Section 4.1\], but for the convenience of the reader we repeat the proof here. Suppose that $`G`$ is a loopless connected series-parallel graph; this means that $`G`$ can be obtained from a tree by a finite sequence of series and parallel extensions of edges (i.e. replacing an edge by two edges in series or two edges in parallel). We will prove that $`G`$ has the multivariate property BC1, by induction on the length of this sequence of series and parallel extensions. The base case is when $`G`$ is a tree: then $`C_G(𝐯)=_{eE(G)}v_e`$ and $`G`$ manifestly has the multivariate property BC1. Now suppose that $`G`$ is obtained from a smaller graph $`G^{}`$ by replacing an edge $`e_{}`$ of $`G^{}`$ by two parallel edges $`e_1,e_2`$. Use the parallel reduction formula (3.1): since $`|1+v_1|<1`$ and $`|1+v_2|<1`$ imply $`|1+v_{}|<1`$, we deduce that $`G`$ has the multivariate property BC1 if $`G^{}`$ does. Suppose, finally, that $`G`$ is obtained from a smaller graph $`G^{}`$ by replacing an edge $`e_{}`$ of $`G^{}`$ by two edges $`e_1,e_2`$ in series. Use the series reduction formula (3.2)/(3.3) and the fact that $`|1+v|<1`$ is equivalent to $`Re(1/v)<1/2`$: then $`Re(1/v_i)<1/2`$ for $`i=1,2`$ implies that $`Re(1/v_{})<1<1/2`$, and moreover the prefactor $`v_1+v_2`$ is nonzero; so we deduce that $`G`$ has the multivariate property BC1 if $`G^{}`$ does. $`\mathrm{}`$

For each graph $`G`$, let us define $`\lambda _{}(G)`$ to be the maximum $`\lambda `$ for which $`G`$ has the multivariate property BCλ. Then Theorem 5.6 states a surprising (at first sight) dichotomy: either $`\lambda _{}(G)=0`$ \[when $`G`$ is not series-parallel\] or else $`\lambda _{}(G)1`$ \[when $`G`$ is series-parallel\].

Some series-parallel graphs have $`\lambda _{}(G)=1`$ exactly: for example, the graphs $`K_2^{(n)}`$ (a pair of vertices connected by $`n`$ parallel edges) have $`C_{K_2^{(n)}}(v)=(1+v)^n1`$ and hence even have univariate roots on the circle $`|1+v|=1`$. On the other hand, some series-parallel graphs have $`\lambda _{}(G)>1`$: for example, the cycles $`C_n`$ have $`\lambda _{}(G)=n/2`$. \[Proof: We have

$$C_{C_n}(𝐯)=\left(\underset{i=1}{\overset{n}{}}v_i\right)\left(1+\underset{i=1}{\overset{n}{}}\frac{1}{v_i}\right),$$
(5.3)
which is nonvanishing if $`Re(1/v_i)<1/n`$ for all $`i`$. But this is equivalent to $`|n/2+v_i|<n/2`$.\] It is an interesting open problem to characterize the graphs that have $`\lambda _{}(G)=1`$ or, more ambitiously, to find a simple graph-theoretic formula for $`\lambda _{}(G)`$.

## Acknowledgments

We wish to thank Jason Brown, Robert Shrock and Dave Wagner for valuable conversations and correspondence. We also wish to thank Dario Bini for supplying us the MPSolve package  for finding roots of polynomials. Finally, we wish to thank an anonymous referee for helpful suggestions.

This research was supported in part by U.S. National Science Foundation grant PHY–0099393 and by a University of Western Australia research grant.


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gr-qc/0301001

The Challenging Cosmic Singularity

Hong Liu, Gregory Moore

Department of Physics, Rutgers University

Piscataway, New Jersey, 08855-0849

and

Nathan Seiberg Talk delivered by N. Seiberg at the meeting Challenges to the Standard Paradigm: Fundamental Physics and Cosmology, November 2002

School of Natural Sciences

Institute for Advanced Study

Einstein Drive,Princeton, NJ 08540

In this talk we discuss the cosmic singularity. We motivate the need to correct general relativity in the study of singularities, and mention the kind of corrections provided by string theory. We review how string theory resolves time-like singularities with two examples. Then, a simple toy model with lightlike singularities is presented, and studied in classical string theory. It turns out that classical string theory cannot resolve these singularities, and therefore better understanding of the full quantum theory is needed. The implications of this result for the Ekpyrotic/Cyclic Model are discussed. We end by mentioning the known suggestions for explaining the cosmological singularity.

December 31, 2002

1. Introduction

For over thirty years the singularity theorems of Hawking and Penrose have presented a challenge to fundamental physics \[1,,2\]. Among the most dramatic consequences of these theorems are the implications for the standard big bang cosmology: If we extrapolate cosmological evolution back in time, we are driven to an initial singularity where all known physical laws break down. The existence of the big bang singularity raises some of the most challenging questions in physics: Is there a beginning of time? What happens before the big bang? Are such questions even meaningful and susceptible of scientific enquiry?

A proper understanding of the singularities requires going beyond general relativity and introducing new laws of physics. One promising avenue to doing so is string theory. String theory is a consistent and finite theory of quantum gravity which reduces to Einstein’s general relativity at low energies and long distances. It is therefore natural to ask whether, and if so, how, a singularity in general relativity is resolved in string theory. By “resolved” we mean that the theory yields well-defined finite answers to physical questions. One hopes that string theory might lead to a detailed theory of the big bang. This in turn might lead to observable signatures for quantum gravitational physics and experimental tests of string theory.

2. Resolution of timelike singularities in string theory

Over the last two decades advances in string theory have provided us with various mechanisms for understanding the resolution of time-independent singularities. These provide essential paradigms for singularity-resolution in string theory and we will therefore briefly review two central examples of such singularity resolution before discussing the big-bang type singularities. In order to appreciate these resolutions we must first recall the relation of string theory to general relativity.

At low energies and weak string coupling, the classical and quantum stringy corrections appear as a generally covariant extension of the Einstein-Hilbert action with higher curvature interactions. More precisely, the modifications can be understood as a double expansion in $`\alpha ^{}/l_c^2`$ and $`g_s`$. $`\alpha ^{}`$ is the inverse of the string tension, and $`l_c`$ is a typical curvature radius. The string coupling constant plays the role of $`\mathrm{}`$ and also serves as the loop counting parameter in string perturbation theory. For example, with four non-compact dimensions, the low energy effective action of string theory in the absence of a cosmological constant has the form

$$\begin{array}{cc}\hfill S_{eff}& =\frac{1}{g_s^2\alpha ^{}}d^4x\sqrt{g}\left(R+a_2\alpha ^{}R^2+\mathrm{}\right)\hfill \\ & +\frac{1}{\alpha ^{}}d^4x\sqrt{g}\left(b_1R+b_2\alpha ^{}R^2+\mathrm{}\right)\hfill \\ & +\mathrm{}\mathrm{}\hfill \end{array}$$

with the four-dimensional Planck constant identified as

$$M_{pl}^2=\frac{1}{g_s^2\alpha ^{}}\left(1+b_1g_s^2+\mathrm{}\right).$$

The first line in (2.1) corresponds to the classical contribution. The second line is the first order quantum correction. The expansion in $`\alpha ^{}R`$ can be considered as due to the extended nature of the string; the $`g_s=\mathrm{}`$ corrections arise from quantum effects. In particular, the higher order terms in the first line in (2.1) correspond to the classical string modifications of the Einstein gravity. There is no arbitrary UV cutoff in (2.1). Rather, string theory provides a natural “UV cutoff” in the string scale; this is one of the keys to the UV finiteness properties of the theory, resolving the long-standing puzzle of nonrenormalizability of Einstein gravity.

At very low energies or low curvature, and weak string coupling, the first term in (2.1) dominates and one recovers the Einstein action. However, at high energy or around regions of spacetime with large curvature, in which

$$E^2\alpha ^{}O(1),\mathrm{or}\frac{E^2}{M_{pl}^2}O(1)$$

all higher order terms in (2.1) become important. The low energy expansion is no longer valid and an exact stringy treatment is needed. In the two examples below the expansion (2.1) breaks down. Nevertheless, the string theory is susceptible to an exact treatment, and a satisfying consequence of this treatment is an understanding of singularity resolution.

In both examples below the key to singularity resolution is that, due to the presence of the spacetime singularity, new degrees of freedom in string theory become important. These new degrees of freedom can be classified as perturbative or non-perturbative degrees of freedom, according to how the masses depend on the string coupling constant $`g_s`$. The masses of perturbative string states have a smooth limit when we take $`g_s0`$. These states can be understood as oscillation and winding modes of fundamental strings. The non-perturbative states have masses varying as an inverse power of the string coupling. Therefore, in smooth backgrounds and at weak coupling $`g_s1`$, the non-perturbative degrees of freedom are rather heavy, they do not contribute in perturbation theory, and their effects are in general small and relatively unimportant. By contrast, around spacetime singularities where the expansion (2.1) breaks down such non-perturbative states actually become important. Examples of such non-perturbative states include 5-branes, D-branes and black holes.

Let us now turn to our two central examples. In the first example the singularity is resolved at the classical level, while in the second example a full non-perturbative treatment is required.

Example I: Orbifold singularity

Consider the two dimensional space obtained by identifying

$$(x_1,x_2)(x_1,x_2)$$

in Euclidean $`\mathrm{IR}^2`$. The resulting space is a two dimensional cone with a deficit angle $`\pi `$. Classical general relativity is singular in this background because of the delta function curvature at the tip of the cone. Quantum field theory is also singular in this background. Moreover, because of the singular curvature at the orbifold fixed point the expansion (2.1) breaks down. Nevertheless, string theory is solvable in this background, and it turns out that the extended nature of the strings leads to new degrees of freedom, known as “twisted states,” which are localized near the singularity. These degrees of freedom make the classical as well as the quantum physics completely smooth \[3,,4\]. Roughly speaking, since the string is extended, the singularity at the tip of the cone becomes fuzzy and regular. This is an example of a singularity of classical general relativity and QFT which is resolved by classical string effects.

Example II: Conifold singularity

Let us now consider another example of an orbifold singularity, the so-called $`A_1`$ singularity, obtained by taking a $`Z_2`$ quotient of Euclidean $`\mathrm{IR}^4`$

$$(x_1,x_2,x_3,x_4)(x_1,x_2,x_3,x_4).$$

As a Riemannian manifold, the space is singular at the origin of $`\mathrm{IR}^4`$, the fixed point of the identification. In classical general relativity the singularity at $`x^\mu =0`$ is a bolt singularity and can be “blown up” to a spacetime with a noncontractible two-sphere, $`S^2`$, of radius $`R`$. The orbifold geometry is then recovered as $`R0`$. General relativity and QFT are well-defined for $`R>0`$, but become singular as $`R0`$. It turns out that, again, the first quantized perturbative string theory is smooth in this background, even when $`R=0`$, and again the underlying reason is the extended nature of the string. In this case, in addition to the twisted states there is another crucial ingredient in the resolution. In string theory a “geometry” or “background” is not simply specified by a Riemannian metric. There are other quantities which must be specified, the most important in the present example being the value of an harmonic 2-form commongly denoted $`B_{\mu \nu }`$. The integral

$$B=_{S^2}\frac{1}{2}B_{\mu \nu }𝑑x^\mu dx^\nu $$

is independent of $`R`$, and is a crucial part of the data specifying a stringy background. When $`R=0`$ and $`B0`$ the classical string theory is nonsingular. Thus far, the story is identical to Example I. However, when $`R,B0`$ there are further divergences and classical  string theory turns out to be singular. Nevertheless, in this case, it turns out that quantum  string theory is smooth. The essential point is that one must take into account new non-perturbative degrees of freedom which become massless as $`R,B0`$ \[5,,6\].

To summarize, string theory introduces new degrees of freedom. By including them the physics at timelike singularities becomes regular. These singularities arise in general relativity simply because the relevant degrees of freedom have not been taken into account.

3. Cosmological singularities in string theory

Let us now turn to spacelike and lightlike singularities in string theory. Such cosmological singularities are much harder to understand, since the singularity appears in the past or in the future. Therefore, study of these singularities requires understanding time-dependent backgrounds - an aspect of string theory that has been somewhat neglected until recently.

To understand the cosmological singularity in string theory, we again have to face the question: Is the cosmological singularity resolved by classical string theory or by quantum string theory? In this talk we only address the first part of the question, i.e. we study the issue in string perturbation theory.

As a toy model, we consider a spacetime which is obtained from the $`(2+1)`$ flat Minkowski spacetime $`\mathrm{IR}^{1,2}`$

$$ds^2=2dx^+dx^{}+dx^2$$

by discrete identifications

$$\begin{array}{cc}& x^+x^+\hfill \\ & xx+2\pi nx^+\hfill \\ & x^{}x^{}+2\pi nx+\frac{1}{2}(2\pi n)^2x^+\hfill \end{array}$$

with $`n=\pm 1,\pm 2,\mathrm{}`$. These identifications are generated by a Lorentz transformation which is a linear combination of a boost and a rotation.

To understand better the geometry of the resulting spacetime, it is convenient to use the coordinates

$$\begin{array}{cc}\hfill x^+& =y^+\hfill \\ \hfill x& =y^+y\hfill \\ \hfill x^{}& =y^{}+\frac{1}{2}y^+y^2\hfill \end{array}$$

in terms of which the metric takes on a gravitational plane wave form:

$$ds^2=2dy^+dy^{}+(y^+)^2dy^2$$

subject to the simple identiication $`yy+2\pi n`$. In terms of these coordinates it is manifest that the quotient spacetime is made out of two cones. One of them has $`y^+=x^+`$ positive and the other has $`y^+=x^+`$ negative. The radial direction of the cone $`x^+=y^+`$ is a null coordinate in the full spacetime. The two cones touch at $`y^+=x^+=0`$ where the space is singular. Note that the singularity is neither spacelike nor timelike; it is lightlike. 1 We are skating over several important technicalities in this description. For example, the coordinate transformation (3.1) is ill defined at $`x^+=0`$. Indeed, it turns out that in $`X`$-coordinates the quotient is non-Hausdorff at $`x^+=0`$.

The above spacetime has a few attractive features:

1. In (3.1) a circle of an infinite size at $`y^+=\mathrm{}`$ shrinks to zero size at $`y^+=0`$, and then expands to an infinite size again at $`y^+=\mathrm{}`$. This provides an interesting toy model for understanding the big crunch/big bang singularity in cosmology.

2. Time-dependent orbifolds similar to (3.1) have been used recently in some proposed cosmological scenarios \[8,,9,,10\].

3. As a quotient of flat Minkowski spacetime, the orbifold (3.1) is amenable to exact perturbative string analysis since we can follow the standard procedure of \[3,,4,,11\]. Furthermore, this orbifold has some nice properties which make the stringy analysis particularly clean: it is supersymmetric, there are no closed time-like curves and there is no particle production.

4. The same type of singularity also appears in certain black holes (a closely related problem) as well as in more complicated cosmological backgrounds.

Since timelike orbifold singularities are neatly resolved by classical string theory, as in Example I above, it is natural to ask if spacelike or lightlike orbifold singularities are likewise resolved by classical string theory. We should note at the outset that there are important qualitative differences between the singularity of Example I and the cosmological singularity at $`x^+=0`$ of (3.1). For example, in the latter case, the point $`X^\mu =0`$, is fixed by an infinite number of group elements. Thus, analogies between timelike and lightlike (or spacelike) orbifolds should be drawn with care.

In order to explore whether it is possible to pass through the singularity at $`x^+=0`$, i.e. whether one can evolve smoothly from a big crunch to a big bang we will first assume that one can indeed pass through the singularity. That is, we assume that classical string theory does indeed somehow resolve the lightlike singularity. In this case we should be able to compute S-matrix elements for particles going from the past cone $`x^+<0`$ to the future cone $`x^+>0`$. More precisely, we will start in the far past $`x^+\mathrm{}`$ with some particles (small fluctuations) and compute the amplitude to find other particles (other small fluctuations) in the far future $`x^+\mathrm{}`$ using the standard rules for orbifolding string backgrounds. If the singularity is resolved, then one should be able to find a sensible S-matrix. On the other hand, a singular S-matrix would imply the breakdown of the formalism. In \[12,,13\] we have looked at certain S-matrix elements in detail at leading order of string perturbation theory. We found that

$``$For generic kinematics the amplitudes in classical string theory are finite.

$``$However, for special kinematics (near forward scattering) the string amplitudes diverge.

We should note that, in general relativity on the orbifold (3.1) the amplitudes are divergent for generic kinematics. The finiteness of tree level string amplitudes for generic kinematics may be attributed to the softness of strings at high energies. However, the divergence in the forward scattering signals the breakdown of perturbation theory. In fact, the situation is potentially worse - it is entirely possible that at higher orders of string perturbation theory the amplitudes are divergent for generic kinematics. Whether or not this is so is, at present, unknown.

The physical reason for the divergence is easy to understand \[13--16\]. Since the background depends on time, energy is not conserved. In particular the energy of an incoming particle is blue-shifted to infinity by the contraction at the singularity. The infinite energy of the incoming particles generates an infinitely large gravitational field and distorts the geometry. The perturbation series breaks down as a result of this large backreaction.

The most likely conclusion we should draw from these computations is that classical string theory need not resolve the singularities of time-dependent orbifolds. These classical solutions are unstable and we need to understand the full quantum theory to explain the physics at the singularity.

We say “most likely” because a number of open issues have yet to be settled. For examples, the possible effects of brehmstrahlung of light twisted sector states have not yet been carefully studied. Moreover, the orbifold admits a deformation, known as the “nullbrane,” analogous to the classical deformation to $`R>0`$ mentioned in Example II above \[17,,18,,13,,14,,19\]. String scattering in this background is generically nonsingular. The limit $`R0`$ has not yet been carefully studied. For an entrée into the most recent literature, with references to many other papers related to our work see \[20--22\].

Let us now put the above computation in the perspective of enquiries into the nature of the big bang. The idea of going from a big crunch to a big bang through a non-singular bounce has a long history. In the thirties, Einstein considered the idea that a non-singular bounce might be achieved through irregularities. Richard Tolman considered in detail a cyclic universe using a similar mechanism. The singularity theorems of Hawking and Penrose \[1,,2\] ruled out this possibility in general relativity. The recent suggestions  that the universe passes through the singularity are motivated by the orbifold construction of string theory. We now see that classical string theory is also singular in such orbifolds and cannot be trusted. Therefore, the rationale for the proposal of  is absent. This does not necessarily mean that the proposal is wrong; only that it is unmotivated.2 The nullbrane at small radius has a nearly big crunch followed by a nearly big bang. It might be interesting to explore whether such a geometry is a reasonable substitute for the cyclic universe.

There are at least three possibilities for the interpretation of the singularity:

1. The singularity is a beginning or end of time. In this case we need to understand the appropriate initial conditions at the singularity. For some discussion of these issues see \[23,,24\].

2. Time has no beginning or end. Then one needs to understand how to pass through the singularity (for recent discussions see e.g. \[9,,25\]).

3. The most likely possibility, it seems to us,is that in string theory time is a derived concept.

In conclusion, let us elaborate on the third possibility above. In toroidal compactifications of string theory there is a minimal distance, thanks to $`T`$-duality: shrinking radii past the string scale does not produce a theory at shorter distances. In more elaborate compactifications (such as Calabi-Yau compactifications) it turns out that there can be smooth topology-changing processes, and “quantum geometry” can lead to many counterintuitive types of behavior. These examples show that, in string theory, standard notions of topology and geometry are not fundamental but are rather emergent concepts in certain physical regimes (e.g. in regions of large complex and Kahler structure parameters, in the Calabi-Yau context). In another line of development, Matrix theory and the related advent of noncommutative field-theoretic limits of string theory further indicate that the notion of distance and space ceases to make sense in certain otherwise sensible regimes of the theory. Given the principle of relativity it seems quite likely, perhaps even inevitable, that similar statements hold for time as well as for space. That is, recent discoveries might be viewed as hints that evolution in time might be only an approximate, phenomenological, or emergent concept, which is only applicable in some but not all physical regimes. But what could we mean by “physics” without time? The notion of evolution in time lies at the very heart of classical mechanics, of classical (string) field theory and of the principles of quantum mechanics. Finding a satisfactory formulation of physics in which time evolution is truly an emergent concept is a worthy challenge to those who would challenge the standard paradigms of fundamental physics.

Acknowledgements

NS thanks the organizers of the meeting Challenges to the Standard Paradigm: Fundamental Physics and Cosmology for inviting him to talk there and for organizing a very exciting and stimulating meeting. HL and GM were supported in part by DOE grant #DE-FG02-96ER40949 to Rutgers. NS was supported in part by DOE grant #DE-FG02-90ER40542 to IAS.

References

relax S. W. Hawking and R. Penrose, “The Singularities Of Gravitational Collapse And Cosmology,” Proc. Roy. Soc. Lond. A 314, 529 (1970). relax S.W. Hawking and G.F.R. Ellis, The large scale structure of space-time, Cambridge Univ. Press, 1973 relax L. J. Dixon, J. A. Harvey, C. Vafa and E. Witten, “Strings On Orbifolds,” Nucl. Phys. B 261, 678 (1985). relax L. J. Dixon, J. A. Harvey, C. Vafa and E. Witten, “Strings On Orbifolds. 2,” Nucl. Phys. B 274, 285 (1986). relax A. Strominger, “Massless black holes and conifolds in string theory,” Nucl. Phys. B 451, 96 (1995) \[arXiv:hep-th/9504090\]. relax B. R. Greene, D. R. Morrison and A. Strominger, “Black hole condensation and the unification of string vacua,” Nucl. Phys. B 451, 109 (1995) \[arXiv:hep-th/9504145\]. relax G. T. Horowitz and A. R. Steif, “Singular String Solutions With Nonsingular Initial Data,” Phys. Lett. B 258, 91 (1991). relax J. Khoury, B. A. Ovrut, P. J. Steinhardt and N. Turok, “The ekpyrotic universe: Colliding branes and the origin of the hot big bang,” Phys. Rev. D 64, 123522 (2001) \[arXiv:hep-th/0103239\]. relax J. Khoury, B. A. Ovrut, N. Seiberg, P. J. Steinhardt and N. Turok, “From big crunch to big bang,” arXiv:hep-th/0108187. relax P. J. Steinhardt and N. Turok, “A cyclic model of the universe,” arXiv:hep-th/0111030. relax L. J. Dixon, D. Friedan, E. J. Martinec and S. H. Shenker, “The Conformal Field Theory Of Orbifolds,” Nucl. Phys. B 282, 13 (1987). relax H. Liu, G. Moore and N. Seiberg, “Strings in a time-dependent orbifold,” JHEP 0206, 045 (2002) \[arXiv:hep-th/0204168\]. relax H. Liu, G. Moore and N. Seiberg, “Strings in time-dependent orbifolds,” JHEP 0210, 031 (2002) \[arXiv:hep-th/0206182\]. relax G. T. Horowitz and J. Polchinski, “Instability of spacelike and null orbifold singularities,” Phys. Rev. D 66, 103512 (2002) \[arXiv:hep-th/0206228\]. relax A. Lawrence, “On the instability of 3D null singularities,” JHEP 0211, 019 (2002) \[arXiv:hep-th/0205288\]. relax E. J. Martinec and W. McElgin, “Exciting AdS orbifolds,” JHEP 0210, 050 (2002) \[arXiv:hep-th/0206175\]. relax J. Figueroa-O’Farrill and J. Simon, “Generalized supersymmetric fluxbranes,” JHEP 0112, 011 (2001) \[arXiv:hep-th/0110170\]. relax J. Simon, “The geometry of null rotation identifications,” arXiv:hep-th/0203201. relax M. Fabinger and J. McGreevy, “On smooth time-dependent orbifolds and null singularities,” arXiv:hep-th/0206196. relax C. Bachas and C. Hull, “Null brane intersections,” JHEP 0212, 035 (2002) \[arXiv:hep-th/0210269\]. relax M. Berkooz, B. Craps, D. Kutasov and G. Rajesh, “Comments on cosmological singularities in string theory,” arXiv:hep-th/0212215. relax P. Kraus, H. Ooguri and S. Shenker, “Inside the Horizon with AdS/CFT,” arXiv:hep-th/0212277. relax J. B. Hartle and S. W. Hawking, “Wave Function Of The Universe,” Phys. Rev. D 28, 2960 (1983). relax A. Vilenkin, “Quantum cosmology and eternal inflation,” arXiv:gr-qc/0204061. relax M. Gasperini and G. Veneziano, “The pre-big bang scenario in string cosmology,” arXiv:hep-th/0207130.


text:
# 1 Abstract

## 1 Abstract

The Ginibre ensemble of complex random Hamiltonian matrices $`H`$ is considered. Each quantum system described by $`H`$ is a dissipative system and the eigenenergies $`Z_i`$ of the Hamiltonian are complex-valued random variables. For generic $`N`$-dimensional Ginibre ensemble analytical formula for distribution of second difference $`\mathrm{\Delta }^1Z_i`$ of complex eigenenergies is presented. The distributions of real and imaginary parts of $`\mathrm{\Delta }^1Z_i`$ and also of its modulus and phase are provided for $`N`$=3. The results are considered in view of Wigner and Dyson’s electrostatic analogy. General law of homogenization of eigenergies for different random matrix ensembles is formulated.

## 2 Introduction

Random Matrix Theory RMT studies quantum Hamiltonian operators $`H`$ for which their matrix elements $`H_{ij}`$ are random variables . There were studied among others the following Gaussian Random Matrix ensembles GRME: orthogonal GOE, unitary GUE, symplectic GSE, as well as circular ensembles: orthogonal COE, unitary CUE, and symplectic CSE. The choice of ensemble is based on quantum symmetries ascribed to $`H`$. It was Eugene Wigner who firstly dealt with eigenenergy level repulsion phenomenon . RMT is applicable now in many branches of physics: nuclear physics (slow neutron resonances, highly excited complex nuclei), condensed phase physics (fine metallic particles, random Ising model \[spin glasses\]), quantum chaos (quantum billiards, quantum dots), disordered mesoscopic systems (transport phenomena). Jean Ginibre considered another example of GRME dropping the assumption of hermiticity of Hamiltonians thus defining generic complex valued $`H`$ . Hence, $`H`$ belong to general linear Lie group GL($`N`$, C), where $`N`$ is dimension and C is complex numbers field. Therefore, the eigenenergies $`Z_i`$ of quantum system ascribed to Ginibre ensemble are complex valued random variables. Jean Ginibre postulated the following joint probability density function of random vector of complex eigenvalues $`Z_1,\mathrm{},Z_N`$ for $`N\times N`$ Hamiltonian matrices :

$`P(z_1,\mathrm{},z_N)=`$ (1)
$`={\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \frac{1}{\pi j!}}{\displaystyle \underset{i<j}{\overset{N}{}}}|z_iz_j|^2\mathrm{exp}({\displaystyle \underset{j=1}{\overset{N}{}}}|z_j|^2),`$
where $`z_i`$ are complex-valued sample points ($`z_i𝐂`$).

We emphasise here Wigner and Dyson’s electrostatic analogy. A Coulomb gas of $`N`$ unit charges moving on complex plane (Gauss’s plane) C is considered. The vectors of positions of charges are $`z_i`$ and potential energy of the system is:

$$U(z_1,\mathrm{},z_N)=\underset{i<j}{}\mathrm{ln}|z_iz_j|+\frac{1}{2}\underset{i}{}|z_i^2|.$$
(2)
If gas is in thermodynamical equilibrium at temperature $`T=\frac{1}{2k_B}`$ ($`\beta =\frac{1}{k_BT}=2`$, $`k_B`$ is Boltzmann’s constant), then probability density function of vectors of positions is $`P(z_1,\mathrm{},z_N)`$ Eq. (1). Therefore, complex eigenenergies $`Z_i`$ of quantum system are analogous to vectors of positions of charges of Coulomb gas. Moreover, complex-valued spacings $`\mathrm{\Delta }^1Z_i`$ of complex eigenenergies of quantum system:

$$\mathrm{\Delta }^1Z_i=Z_{i+1}Z_i,i=1,\mathrm{},(N1),$$
(3)
are analogous to vectors of relative positions of electric charges. Finally, complex-valued second differences $`\mathrm{\Delta }^2Z_i`$ of complex eigenenergies:

$$\mathrm{\Delta }^2Z_i=Z_{i+2}2Z_{i+1}+Z_i,i=1,\mathrm{},(N2),$$
(4)
are analogous to vectors of relative positions of vectors of relative positions of electric charges. The $`\mathrm{\Delta }^2Z_i`$ have their real parts $`\mathrm{Re}\mathrm{\Delta }^2Z_i`$, and imaginary parts $`\mathrm{Im}\mathrm{\Delta }^2Z_i`$, as well as radii (moduli) $`|\mathrm{\Delta }^2Z_i|`$, and main arguments (angles) $`\mathrm{Arg}\mathrm{\Delta }^2Z_i`$. $`\mathrm{\Delta }^2Z_i`$ are extensions of real valued second differences:

$$\mathrm{\Delta }^2E_i=E_{i+2}2E_{i+1}+E_i,i=1,\mathrm{},(N2),$$
(5)
of adjacent ordered increasingly real valued energies $`E_i`$ defined for GOE, GUE, GSE, and Poisson ensemble PE (where Poisson ensemble is composed of uncorrelated randomly distributed eigenenergies) .

## 3 Second Difference Distributions

Let us define following random variables for $`N`$=3 dimensional Ginibre ensemble:

$$Y_1=\mathrm{\Delta }^2Z_1,A_1=\mathrm{Re}Y_1,B_1=\mathrm{Im}Y_1,$$
(6)
$$R_1=|Y_1|,\mathrm{\Phi }_1=\mathrm{Arg}Y_1.$$
(7)
Their distributions for $`N`$=3 dimensional Ginibre ensemble read :

$`f_{Y_1}(y_1)=f_{(A_1,B_1)}(a_1,b_1)=`$ (8)
$`={\displaystyle \frac{1}{576\pi }}[(a_1^2+b_1^2)^2+24]\mathrm{exp}({\displaystyle \frac{1}{6}}(a_1^2+a_2^2)).`$
$$f_{A_1}(a_1)=\frac{\sqrt{6}}{576\sqrt{\pi }}(a_1^4+6a_1^2+51)\mathrm{exp}(\frac{1}{6}a_1^2),$$
(9)
$$f_{B_1}(b_1)=\frac{\sqrt{6}}{576\sqrt{\pi }}(b_1^4+6b_1^2+51)\mathrm{exp}(\frac{1}{6}b_1^2),$$
(10)
$`f_{R_1}(r_1)=`$ (11)
$`\mathrm{\Theta }(r_1){\displaystyle \frac{1}{288}}r_1(r_1^4+24)\mathrm{exp}({\displaystyle \frac{1}{6}}r_1^2),`$
$`f_{\mathrm{\Phi }_1}(\varphi _1)={\displaystyle \frac{1}{2\pi }},\varphi _1[0,2\pi ].`$
For the generic $`N`$-dimensional Ginibre ensemble we study complex-valued random variable of second difference: $`W_1=\mathrm{\Delta }^2Z_1`$. Its distribution is $`P_3(w_1)`$ :

$`P_3(w_1)=`$ (12)
$`=\pi ^3{\displaystyle \underset{j_1=0}{\overset{N1}{}}}{\displaystyle \underset{j_2=0}{\overset{N1}{}}}{\displaystyle \underset{j_3=0}{\overset{N1}{}}}{\displaystyle \frac{1}{j_1!j_2!j_3!}}I_{j_1j_2j_3}(w_1),`$
$`I_{j_1j_2j_3}(w_1)=`$ (13)
$`=2^{2j_2}{\displaystyle \frac{^{j_1+j_2+j_3}}{^{j_1}\lambda _1^{j_2}\lambda _2^{j_3}\lambda _3}}F(w_1,\lambda _1,\lambda _2,\lambda _3)|_{\lambda _i=0},`$
$`F(w_1,\lambda _1,\lambda _2,\lambda _3)=`$ (14)
$`=A(\lambda _1,\lambda _2,\lambda _3)\mathrm{exp}[B(\lambda _1,\lambda _2,\lambda _3)|w_1|^2],`$
$`A(\lambda _1,\lambda _2,\lambda _3)=`$ (15)
$`={\displaystyle \frac{(2\pi )^2}{(\lambda _1+\lambda _2\frac{5}{4})(\lambda _1+\lambda _3\frac{5}{4})(\lambda _11)^2}},`$
$`B(\lambda _1,\lambda _2,\lambda _3)=`$ (16)
$`=(\lambda _11){\displaystyle \frac{2\lambda _1\lambda _2\lambda _3+\frac{1}{2}}{2\lambda _1+\lambda _2+\lambda _3\frac{9}{2}}}.`$
## 4 Conclusions

In order to compare our results for second differences for different ensembles we define dimensionless second differences:

$$C_\beta =\frac{\mathrm{\Delta }^2E_1}{<S_\beta >},$$
(17)
$$X_1=\frac{A_1}{<R_1>},$$
(18)
where $`<S_\beta >`$ are the mean values of spacings for GOE(3) ($`\beta =1`$), for GUE(3) ($`\beta =2`$), for GSE(3) ($`\beta =4`$), for PE ($`\beta =0`$) , and $`<R_1>`$ is mean value of radius $`R_1`$ for $`N`$=3 dimensional Ginibre ensemble .

We formulate homogenization law : Eigenenergies for Gaussian ensembles, for Poisson ensemble, and for Ginibre ensemble tend to be homogeneously distributed. The second differences’ distributions assume global maxima at origin for above ensembles. For Coulomb gas the vectors of relative positions of vectors of relative positions of charges statistically tend to be zero. It can be called stabilisation of structure of system of electric charges.

## 5 Acknowledgements

It is my pleasure to most deeply thank Professor Jakub Zakrzewski for formulating the problem.


text:
# Numerical Study of Nonlinear Equations with Infinite Number of Derivatives

## 1 Introduction

Normally, in mathematical physics one considers equation with finite number of derivatives. For such equations there are well developed methods of solution for various boundary problems, see for example . Recently in works on p-adic and then in real string theories a certain class of nonlinear equations which involve infinite number of derivatives is started to be explored -. Such equations form an important new class of equations in mathematical physics. New methods to study uniqueness and existence of solution should be developed. It is not clear apriori how to pose boundary or initial value problems for these equations.

An example of new equations has the form

$$e^{a\mathrm{\Delta }}\phi =\phi ^k,$$
(1)
where $`\mathrm{\Delta }`$ is the Laplace (or D’Alamber) operator, $`a`$ is a real parameter, and $`k`$ is nonnegative integer. This equation was originally studied in p-adic string theory. Soliton solutions to (1) where considered in . It is interesting to study equation (1) in the simplest case when $`\phi =\phi (t)`$ depends only on one real variable $`t`$ . In this case we can rewrite (1) in the form of integral equation

$$(𝒦\phi )(t)=\phi (t)^k,$$
(2)
where

$$e^{a_t^2}\phi (t)=(𝒦\phi )(t)=\frac{1}{\sqrt{4a\pi }}_{\mathrm{}}^{\mathrm{}}e^{\frac{(tt^{})^2}{4a}}\phi (t^{})𝑑t^{}$$
(3)
In recent paper  a kink solution found in  was confirmed and also oscillatory solutions where found.

In this paper the equations of the form (2) and more general equations are investigated. These equations describe dynamics of the scalar field with the lowest mass square (tachyon field) in fermionic string model . We perform numerical investigation of solutions of these equations. It is established that these equations have two different regimes of the solutions: interpolating and periodic. The critical value of the parameter $`q`$ separating these regimes is found to be $`q_{cr}^21.37`$. Convergence of iterative procedure for these equations is proved. To construct numerical algorithm we essentially used object-oriented design, please see section 3.3 for further details.

This paper is organized as follows. In the next section we study the equation taken from p-adic string model, we prove the convergence of iterative procedure for this equation. In the next two sections we study equations describing the scalar field (tachyon field) in fermionic string. Equations for fermionic string generalize the equations for p-adic string. Finally, in the last section we provide physical details including actions for which corresponding equations of motion form the subject of this paper.

## 2 Scalar Field Dynamics in P-adic String Model

In this section we study the following nonlinear integral equation

$$(𝒦\phi )(t)=\phi (t)^p,$$
(4)
where integral operator $`𝒦`$ is defined by

$$(𝒦\phi )(t)=\frac{1}{\sqrt{\pi }}_{\mathrm{}}^{\mathrm{}}e^{(tt^{})^2}\phi (t^{})𝑑t^{}$$
(5)
Originally $`p`$ in the rhs of (4) is a prime number, although here it is not important. This equation has several physical applications basically it describes dynamics of homogenous scalar field configurations in the p-adic string model  We describe the physics behind in more detail in the section 5. The equation (4) for $`p=3`$ was studied in . It was numerically shown that it has solution which goes to $`1`$ on infinities. In this section we prove the convergence of iterative procedure used in  to construct numerical solution of (4). In  it was shown that (4) does not have monotonic solutions for even $`p`$. In the text below we discuss only the case $`p=3`$ since it is the most illustrative for the p-adic string model and provides an approximation for fermionic string model.

We consider equation (4) for the case $`p=3`$

$$(𝒦\phi )(t)=\phi (t)^3$$
(6)
We are searching for the solution which has constant asymptotic behavior on infinities. For the case of constant field equation (6) takes the form

$$\phi _0=\phi _0^3$$
(7)
It has three solutions

$$\phi _0^{(1)}=1,\phi _0^{(2)}=0,\phi _0^{(3)}=1$$
(8)
We are interested in odd solution of (6) which goes to $`1`$ on infinities, i.e.

$$\underset{t\pm \mathrm{}}{lim}\phi (t)=1$$
(9)
and

$$\phi (t)=\phi (t)$$
(10)
### 2.1 Construction of Solution Using Iterative Procedure

To construct solution of integral equation (6) with the properties (9)-(10) one could use the following iterative procedure

$$\phi _{n+1}=(𝒦\phi _n)^{1/3},$$
(11)
where zero approximation is taken as

$$\phi _0(t)=\epsilon (t),$$
(12)
where $`\epsilon (t)`$ is a step function defined by

$$\epsilon (t)=\{\begin{array}{c}1,\text{for}t<0\hfill \\ 0,\text{when}t=0\hfill \\ 1,\text{for}t>0\hfill \end{array}$$
(13)
Note that in the rhs of (12) expression of the forme $`a^{1/3}`$ denotes an arithmetic cubic root of $`a`$ which is well defined for negative arguments as

$$a^{1/3}=\{\begin{array}{c}a^{1/3},a0\hfill \\ |a|^{1/3},a<0\hfill \end{array}$$
(14)
Results of the iterative procedure (11)-(12) are presented on fig.1.

In the next section we will prove convergence of iterative procedure (11)-(12) that supports the results of numerical computations in .

The first approximation $`\phi _1(t)`$ could be computed analytically and is given by the arithmetical cubic root of the error function. Indeed,

$$\phi _1^3(t)=(𝒦\phi _0)(t)=\text{erf}(t),$$
(15)
where

$$\text{erf}(x)=\frac{2}{\sqrt{\pi }}_0^x\mathrm{exp}(t^2)𝑑t$$

In order to prove the convergence of iterative procedure (11) it is convenient to take into account the parity property (10). This allows us to rewrite equation (6) on the semi-axis

$$(𝒦_{}\phi )(t)=\phi (t)^3,t<0$$
(16)
where integral operator $`𝒦_{}`$ is defined by

$$(𝒦_{}\phi )(t)=_{\mathrm{}}^0K_{}(t,t^{})\phi (t^{})𝑑t^{},$$
(17)
where the kernel $`K_{}(t,t^{})`$ is given by

$$K_{}(t,t^{})=\frac{1}{\sqrt{\pi }}\left[e^{(tt^{})^2}e^{(t+t^{})^2}\right]$$
(18)
Let us note that there is the following positiveness property of the kernel

$$K_{}(t,t^{})>0\text{for all}t<0,t^{}<0$$
(19)
and

$$K_{}(t,0)=K_{}(0,t^{})=0,$$

see fig.2.

### 2.2 Convergence of Iterative Procedure

Here we describe the construction of solution for equation (16) on the semi-axis ($`t<0`$). Consider the following iterative procedure

$$\phi _{n+1}=\left(𝒦_{}\phi _n\right)^{1/3}$$
(20)
Let us note, that the second iteration

$$\phi _2=\left(𝒦_{}\phi _1\right)^{1/3}$$
(21)
could be represented in the form

$$\phi _2(t)=\phi _1(t)(1\mathrm{\Delta }(t)),$$
(22)
where $`\mathrm{\Delta }(t)`$ is defined by

$$\mathrm{\Delta }(t)=\frac{\phi _1(t)\phi _2(t)}{\phi _1(t)}$$
(23)
On fig.3 the difference $`(\phi _1(t)\phi _2(t))`$ and $`\mathrm{\Delta }(t)`$ are shown for negative $`t`$. From (15), (21), and (23) it follows that (see. fig.3)

$$\mathrm{\Delta }(t)<\mathrm{\Delta }_{max}=0.05$$
(24)
thus

$$\phi _1(x)>\phi _2(x)>\phi _1(x)(1\mathrm{\Delta }_{max})$$
(25)
Since we have the positiveness property (19) we can integrate the inequality (25) with the kernel $`K_{}(t,t^{})`$

$$_{\mathrm{}}^0K_{}(y,x)\phi _1(x)𝑑x_{\mathrm{}}^0K_{}(y,x)\phi _2(x)𝑑x$$
(26)
$$(1\mathrm{\Delta }_{max})_{\mathrm{}}^0K_{}(y,x)\phi _1(x)𝑑x$$

Inequality (26) leads us to

$$\phi _2^3(y)\phi _3^3(y)\phi _2^3(y)(1\mathrm{\Delta }_{max})$$
(27)
Now taking the arithmetical cubic root we get

$$\phi _2(y)\phi _3(y)\phi _2(y)(1\mathrm{\Delta }_{max})^{1/3}$$
(28)
and more over

$$\phi _1(y)\phi _2(y)\phi _3(y)\phi _2(y)(1\mathrm{\Delta }_{max})^{1/3}\phi _1(y)(1\mathrm{\Delta }_{max})^{1+1/3}$$
(29)
Analogously we have

$$\phi _1(y)\phi _n(y)\phi _1(y)(1\mathrm{\Delta }_{max})^{1+1/3+(1/3)^2+\mathrm{}+(1/3)^{n2}}=$$
(30)
$$=\phi _1(y)(1\mathrm{\Delta }_{max})^{\frac{3}{2}\frac{1}{2}(\frac{1}{3})^{n2}},$$

i.e.

$$\phi _1(y)\phi _n(y)\phi _1(y)(1\mathrm{\Delta }_{max})^{\frac{3}{2}\frac{1}{2}(\frac{1}{3})^{n2}},$$
(31)
From (31) it follows that $`\phi _n(y)`$ is uniformly bounded on the whole negative semi-axis.

More over, beside (27) and (28) we have

$`(1\mathrm{\Delta }_{max})^{1/3}\phi _3^3(y)\phi _4^3(y)\phi _3^3(y)`$ (32)
thus

$`(1\mathrm{\Delta }_{max})^{1/9}\phi _3(y)\phi _4(y)\phi _3(y)`$ (33)
Analogously we have

$`(1\mathrm{\Delta }_{max})^{1/3^{n1}}\phi _n(y)\phi _{n+1}(y)\phi _n(y)`$ (34)
Hence

$`|\phi _n(y)\phi _{n+1}(y)|\phi _n(y)\left(1(1\mathrm{\Delta }_{max})^{\frac{1}{3^{n1}}}\right)`$ (35)
Finally, taking into account that $`\phi _n(y)`$ is uniformly bounded we obtain

$`|\phi _n(y)\phi _{n+1}(y)|<{\displaystyle \frac{C}{3^n}},`$ (36)
where $`C`$ is constant.

From (36) it follows uniform convergence of $`\phi _n(y)`$ on the semi-axis, that is uniform convergence of the iterative procedure on the semi-axis.

## 3 Scalar Field Dynamics in Fermionic String Model I

### 3.1 Integro-Differential Equation

In this section we consider the following integro-differential equation

$$(q^2_t^2+1)(𝒦\phi )(t)=\phi (t)^3,$$
(37)
where the integral operator $`𝒦`$ is defined by (5) and $`q`$ is a parameter. This equation describes dynamics of the homogenous scalar field with the lowest mass square (tachyon) in fermionic string model in some approximation, please see section 5 for more physical details. The equation (37) transforms to p-adic equation (6) in the case $`q=0`$. Although the value of parameter $`q`$ for fermionic string model is given by

$$q_{string}^2=\frac{1}{4\mathrm{ln}\frac{4}{3\sqrt{3}}}0.96,$$
(38)
we consider equation (37) for various values of parameter $`q`$.

### 3.2 Fully Integral Form and Iterative Procedure

The equation (37) could be written in fully integral form

$$(𝒦_q\phi )(t)=\phi (t)^3,$$
(39)
where the kernel of integral operator $`𝒦_q`$ is obtained by differentiating the kernel of (5), namely by applying operator $`(q^2_t^2+1)`$ to $`\mathrm{exp}[(tt^{})^2]`$

$$(𝒦_q\phi )(t)=\frac{1}{\sqrt{\pi }}_{\mathrm{}}^{\mathrm{}}e^{(tt^{})^2}[1+2q^2(12(tt^{})^2)]\phi (t^{})𝑑t^{}$$
(40)
As in the previous section we are interested in odd solution of (39) which goes to $`1`$ on infinities, i.e. the solution of (39) with the properties (9)-(10).

To construct the solution we use the following iterative procedure

$$\phi _{n+1}=(𝒦_q\phi _n)^{1/3},$$
(41)
where zero approximation is taken as

$$\phi _0(t)=\epsilon (t),$$
(42)
and $`\epsilon (t)`$ is a step function defined by (13). In the previous section we proved that this iterative procedure converges to a solution for the case $`q=0`$.

### 3.3 Numerical Results

We use the iterative procedure (41)-(42) to perform numerical investigation of the solution properties for various values of parameter $`q`$.

It was found that there exists a critical value of the parameter $`q^2`$: $`q_{cr}^21.37`$. This is the maximum value of $`q`$ for which there exist interpolating solutions. For $`q^2<q_{cr}^2`$ there were numerically found solutions with asymptotic behavior (9) which oscillate along $`\epsilon (t)`$ with exponentially decreasing amplitude. On fig.4 it is demonstrated a numerical limit of iterative procedure (41)-(42) for $`q=q_{string}`$.

While increasing the value of $`q`$ above the critical value $`q_{cr}`$ there appears a swing and the solution of (39) becomes periodic (see fig.5). Let us note that this swing for $`q^21.37\pm 0.01`$ appears on quite big step numbers (values of $`n`$ in (41)). On fig.6 the result of iterative procedure for $`q^2=1.38`$ for various step numbers are shown.

Numerical investigation of iterative procedure on very high step numbers ($`10^5`$) showed that transformation to periodic regime does not appear for $`q<q_{cr}`$. Although for values of $`q`$ a little above the critical value $`q_{cr}`$ the swing, i.e. a transformation to periodic regime appears on much smaller step numbers ($`10^2`$). This shows that there is a principle difference between solutions for $`q`$ below and above $`q_{cr}`$. This fact is discussed in more details in the next section.

Here we used (42) as a zero approximation $`\phi _0`$ which is not continuous at the point $`t=0`$. To understand that this discontinuity does not affect the results of iterative procedure we tried several smooth continuous zero approximations which have asymptotic behavior (9). In particular we tried $`\frac{2}{\pi }\mathrm{arctan}(t)`$ and $`\text{erf}(t)`$. The results of the iterative procedure with these zero approximations where for large step numbers the same as with (42).

For numerical computation we used the following approximation for $`𝒦`$

$$(𝒦\phi )(t)\frac{1}{\sqrt{\pi }}\underset{t\mathrm{\Delta }}{\overset{t+\mathrm{\Delta }}{}}e^{(tt^{})^2}\phi (t^{})𝑑t^{}$$
(43)
Here $`\mathrm{\Delta }`$ was automatically adjusted, namely $`\mathrm{\Delta }10`$. This approximation lead us to the algorithm with linear complexity that allowed us to compute $`10^5`$ iterations on parallel 64-bit parallel Sun Ultra-SPARC machine. The entire algorithm was written in C++.

To construct numerical algorithm we essentially used object-oriented design . This allowed us to develop a general algorithm which solves some class of integral equations, in particular it was used to solve a system of nonlinear integral equations discussed in section 4.

### 3.4 Two Regimes of The Solution

In this section we are interested in the mechanism which forms numerically found exponentially decreasing oscillations and the presence of $`q_{cr}`$. The basic idea is to present a solution with nonzero $`q`$ as a deviation along the solution with $`q=0`$. We write linear equation for this deviation for large values of $`t`$.

Let us write the solution of (37) as a sum

$$\phi (t)=\varphi _0(t)+\chi (t),$$
(44)
where $`\varphi _0(t)`$ denotes the solution of (4). Substituting (44) to (37) and leaving only linear terms in $`\chi `$ we get

$$(q^2_t^2+1)𝒦(\varphi _0+\chi )=\varphi _0^3+3\varphi _0^2\chi $$
(45)
Now using the fact that $`\varphi _0`$ satisfies (4) we get the linear integro-differential equation on $`\chi (t)`$

$$(q^2_t^2+1)𝒦\chi =3\varphi _0^2\chi +q^2_t^2𝒦\varphi _0$$
(46)
From (43) we see that in $`𝒦`$ integration could be taken in finite limits with good precision. This gives us ability to write large $`t`$ approximation of (46)

$$(q^2_t^2+1)𝒦\chi =3\chi ,$$
(47)
here we used the fact that $`\varphi _0(t)1`$ and its derivatives are zero for large $`t`$. Representing $`\chi (t)`$ as

$$\chi (t)=e^{i\mathrm{\Omega }t}$$

and substituting it to (47) we get the following characteristic equation

$$(q^2\mathrm{\Omega }^2+1)e^{\frac{1}{4}\mathrm{\Omega }^2}=3$$
(48)
We consider (48) as an equation for complex variable $`\mathrm{\Omega }`$ with parameter $`q^2`$. There is a minimum value of $`q^2`$: $`q_0^21.77`$ for which $`\mathrm{\Omega }`$ is real. For $`q^2<q_0^2`$ it has solutions with nonzero imaginary parts which gives oscillatory regime with exponentially decreasing amplitude. For $`q^2>q_0^2`$ solutions are real. As it was mentioned in the previous section numerical computations give the critical value $`q_{cr}^21.37`$ which is smaller than found above value $`q_0^21.77`$. This probably means that one can not neglect the difference of $`\varphi _0`$ from $`1`$ in the rhs of (46) or even one has to take into account nonlinear terms in $`\chi `$ in (45). Nevertheless method discussed in this section provides a good qualitative explanation to the behavior of solutions for small values of $`q`$.

### 3.5 Periodic Solutions For Large $`q`$

In this section we investigate the asymptotic behavior of the solution for large $`q`$. First, let us introduce a new function $`\chi (t)`$ defined by

$$\chi (t)=\phi (qt),$$
(49)
In terms of $`\chi (t)`$ the equation (37) rewrites as

$$(_t^2+1)(𝒫_q\chi )(t)=\chi (t)^3,$$
(50)
where integral operator $`𝒫_q`$ is defined by

$$(𝒫_q\chi )(t)=\frac{q}{\sqrt{\pi }}_{\mathrm{}}^{\mathrm{}}e^{q^2(tt^{})^2}\chi (t^{})𝑑t^{}$$
(51)
Noting that solution of (50) depends on parameter $`q`$, let us write it as a power series in $`1/q^2`$. Introducing a change of variables $`t^{}\tau =t+t^{}/q`$ in the rhs of (51) we get

$$\frac{q}{\sqrt{\pi }}_{\mathrm{}}^{\mathrm{}}e^{q^2\tau ^2}\chi (t+\tau )𝑑\tau $$

Now changing variables again $`\tau \sigma =q\tau `$ we get

$$\frac{1}{\sqrt{\pi }}_{\mathrm{}}^{\mathrm{}}e^{\sigma ^2}\chi (t+\frac{\sigma }{q})𝑑\sigma $$

Finally, expanding $`\chi (t+\sigma /q)`$ in Taylor series with respect to $`\sigma `$ we get

$$\frac{1}{\sqrt{\pi }}_{\mathrm{}}^{\mathrm{}}e^{\sigma ^2}(\chi (t)+\frac{\sigma }{q}\chi ^{}(t)+\frac{\sigma ^2}{q^2}\chi ^{\prime \prime }(t)+\mathrm{})𝑑\sigma $$

All terms which are the odd powers of $`\sigma `$ vanish after integration. We obtain

$$\left(\frac{d^2}{dt^2}+1\right)\left(1+\frac{1}{4q^2}\frac{d^2}{dt^2}+\mathrm{}\right)\chi =\chi ^3$$

or

$$\left(\frac{d^2}{dt^2}+1\right)e^{\frac{1}{4q^2}_t^2}\chi =\chi ^3,$$
(52)
where $`\mathrm{exp}(1/4q^2_t^2)`$ is understood as a formal expansion

$$e^{\frac{1}{4q^2}_t^2}=\underset{n=0}{\overset{\mathrm{}}{}}\left(\frac{1}{4q^2}\frac{d^2}{dt^2}\right)^n$$

Let us note that (52) could be directly obtained from differential form of the equation, see section 5.

In a limit $`q\mathrm{}`$ the equation (52) becomes an equation for anharmonic oscillator. This explains numerically found periodic solutions for large $`q`$.

## 4 Scalar Field Dynamics in Fermionic String Model II

### 4.1 System of Nonlinear Integral Equations

In this section we study the following system of integral equations

$`(𝒦\sigma )(t)`$ $`=`$ $`\phi (t)^2`$ (53)
$`(q^2_t^2+1)(𝒦\phi )(t)`$ $`=`$ $`\sigma (t)\phi (t)`$ (54)
where the integral operator $`𝒦`$ is defined by (5) and $`q`$ is a parameter. Physically we are interested in solutions which are finite on the whole axis and $`\phi (t)`$ is odd function interpolating between $`1`$. This system of equations describes dynamics of the homogenous scalar field with the lowest mass square (tachyon) in fermionic string model in the first nontrivial approximation, please see section 5 for more physical details.

We are interested in the solutions with the following properties. The function $`\phi (t)`$ is odd and goes to $`1`$ on infinities, i.e. satisfies (9)-(10) and the function $`\sigma (t)`$ is even and goes to $`1`$ on infinities, i.e.

$$\sigma (t)=\sigma (t),\sigma (\mathrm{})=1$$
(55)
### 4.2 Reduction to a Single Equation and Iterative Procedure

In order to build the solution of the system (53)-(54) first we rewrite it as a single nonlinear integral equation

$$\phi ^2=𝒦\left[\frac{(q^2_t^2+1)𝒦\phi }{\phi }\right]$$
(56)
This allows us to construct the following iterative procedure

$$\phi _{n+1}(t)=\epsilon (t)\sqrt{𝒦\left[\frac{𝒦_q\phi _n}{\phi _n}\right]},$$
(57)
where integral operator $`𝒦_q`$ is defined by (40), and zero approximation is taken as

$$\phi _0(t)=\epsilon (t),$$
(58)
where $`\epsilon (t)`$ is a step function defined by (13). Please note that although here we discuss iterative procedure for $`\phi (t)`$ one can also write a similar procedure for $`\sigma (t)`$ taking as a zero approximation a continuous function $`\sigma _0(t)=1`$. One could see that (57) assumes that $`\phi _n0`$ that makes us define $`\phi _0`$ at $`t=0`$ in a special way, see next section for further details.

### 4.3 Numerical Results

We used iterative procedure (57) to investigate solutions of the system (53)-(54).

As it was mentioned in the previous section we used $`\epsilon (t)`$ as a zero iteration. Since in (57) we have to inverse $`\phi _n`$ to build the $`(n+1)`$ iteration we define $`\epsilon (t)`$ in the rhs of (57) and (58) to be nonzero for $`t=0`$. The basic idea here is to make the value of $`\epsilon (0)`$ to randomly111The author is grateful to L.V. Joukovskaya for the idea to use randomness in deterministic algorithms. take values $`\pm 1`$. In particular we used the following relation

$$\epsilon (0)=(1)^n$$
(59)
where $`n`$ denotes the iteration number. We also tested some more complex random sequences, but iterative procedure with (59) was the fastest and more predictable. One could also take $`\epsilon `$ at $`t=0`$ to be constant for example $`\epsilon (0)=1`$ but this lead to some asymmetry in the resulting solutions.

The results of iterative procedure (57) for $`q=q_{string}`$ are presented on fig.7. Please note that the solution $`\phi `$ has a break at $`t=0`$.

It was found that there exists a critical value of the parameter $`q^2`$: $`q_{cr}^22.24`$. This is the maximum value of $`q`$ for which there exist interpolating solutions. For $`q^2>q_{cr}^2`$ the iteration procedure starting from some step faces the negative argument under the square root in the rhs of (57). This means that iterative procedure (57) while valid for finding interpolating solutions fails to find oscillatory ones.

### 4.4 Linearization of the System for Large $`t`$

In this section we investigate the behavior of the system (53)-(54) for $`qq_{cr}`$ in the large $`t`$ limit. The basic idea is analogous to section 3.4. We represent the function $`\phi `$ which forms the solution for $`q0`$ as a deviation from $`\phi _0`$ – the solution for $`q=0`$. We write a linear integral equation for this deviation in the large $`t`$ limit.

Let us write the solution of (53)-(54) as a sum

$$\phi (t)=\phi _0(t)+\chi (t),$$
(60)
where $`\phi _0(t)`$ is the solution for $`q=0`$. Substituting (44) to (56) and leaving only linear terms in $`\chi (t)`$ we get

$$𝒦\frac{𝒦_q\phi _0}{\phi _0}+𝒦\frac{𝒦_q\chi }{\phi _0}𝒦\left(\chi \frac{𝒦_q\phi _0}{\phi _0^2}\right)=\phi _0^2+2\phi _0\chi $$
(61)
Using the fact that $`\phi _0`$ solves the system for $`q=0`$ and $`\phi _0(t)1`$ and its derivatives are zero for large $`t`$ we obtain

$$𝒦𝒦_q\chi 𝒦\chi =2\chi $$
(62)
Representing $`\chi (t)`$ as

$$\chi (t)=e^{i\mathrm{\Omega }t}$$

and substituting it to (62) we get the following characteristic equation

$$(q^2\mathrm{\Omega }^2+1)e^{\frac{1}{2}\mathrm{\Omega }^2}e^{\frac{1}{4}\mathrm{\Omega }^2}=2$$
(63)
Analogously to what we did in section 3.4 we consider (63) as an equation for a complex variable $`\mathrm{\Omega }`$ with parameter $`q^2`$. There is a minimum value of $`q^2`$: $`q_0^23.05`$ for which $`\mathrm{\Omega }`$ is real. For $`q^2<q_0^2`$ it has solutions with nonzero imaginary parts which gives oscillatory regime with exponentially decreasing amplitude. For $`q^2>q_0^23.05`$ solutions are real. As it was mentioned in the previous section numerical computations give the critical value $`q_{cr}^22.24`$. This difference probably means that one can not put $`\phi _0`$ equal to $`1`$ in the rhs of (62) or even consider nonlinear terms in $`\chi `$ in (61).

### 4.5 Asymptotic Behavior For Large $`q`$

Here we investigate asymptotic behavior of the system (53)-(54) for large $`q`$. As in the section 3.5 we introduce a change of variables analogous to (49)

$$\chi (t)=\phi (qt)$$

$$\xi (t)=\sigma (qt)$$

In terms of $`\chi (t)`$ and $`\xi (t)`$ the system rewrites

$`(𝒫_q\xi )(t)`$ $`=`$ $`\chi (t)^2`$ (64)
$`(_t^2+1)(𝒫_q\chi )(t)`$ $`=`$ $`\xi (t)\chi (t),`$ (65)
where integral operator $`𝒫_q`$ is defined by (51).

Performing computations analogous to section 3.5 we get that in the large $`q`$ limit the system (64)-(65) becomes

$`\xi (t)`$ $`=`$ $`\chi (t)^2`$ (66)
$`(_t^2+1)\chi (t)`$ $`=`$ $`\xi (t)\chi (t)`$ (67)
that is equivalent to an anharmonic oscillator.

## 5 Differential Form of the Equations and Physical Roots

In this section we provide physical details including actions for which corresponding equations of motion form the subject of this paper.

Effective p-adic action is given by

$$S=\frac{1}{g_p^2}d^dx\left[\frac{1}{2}\varphi p^{\frac{1}{2}\mathrm{}}\varphi +\frac{1}{p+1}\varphi ^{p+1}\right],\frac{1}{g_p^2}\frac{1}{g^2}\frac{p^2}{p1}$$
(68)
Here $`\varphi `$ is a scalar field which describes tachyon in p-adic string model, $`x=(t,\stackrel{}{x})`$ are $`d`$-dimensional space-time coordinates, $`p`$ is a prime number, $`g_p`$ is a coupling constant ($`g`$ is universal coupling constant), the D’Alamber operator is defined in a standard way

$$\mathrm{}=\frac{^2}{t^2}+,$$
(69)
and operator $`p^{\frac{1}{2}\mathrm{}}`$ is understood in the sense of expansion

$$p^{\frac{1}{2}\mathrm{}}=e^{\frac{1}{2}\mathrm{ln}p\mathrm{}}=\underset{n=0}{\overset{\mathrm{}}{}}\left(\frac{1}{2}\mathrm{ln}p\right)^n\frac{1}{n!}\mathrm{}^n$$
(70)
The corresponding equations of motion are the following

$$p^{\frac{1}{2}\mathrm{}}\varphi =\varphi ^p$$
(71)
For homogenous field configurations (71) rewrites as follows

$$p^{\frac{1}{2}_t^2}\varphi =\varphi ^p$$
(72)
If we consider slowly varying solutions and neglect high order derivatives in the lhs of (72) we get equations for an anharmonic oscillator

$$\frac{1}{2}\mathrm{ln}p_t^2\varphi +\varphi =\varphi ^p,$$
(73)
in the potential

$$V(\varphi )=\frac{2}{\mathrm{ln}p}\left(\frac{1}{2}\varphi ^2\frac{1}{p+1}\varphi ^{p+1}\right)$$
(74)
From (74) we see that the cases with even and odd $`p`$ we have qualitatively different behaviors .

In particular in the case $`p=2`$ the potential (74) has minimum when $`\varphi =0`$ (fig.8) and maximum when $`\varphi =1`$. In  it was proved that there are no monotonic solutions interpolating between these points.

In the case $`p=3`$ the potential has three extremal points

$$\varphi _0^{(1)}=1,\varphi _0^{(2)}=0,\varphi _0^{(3)}=1$$
(75)
The extremal points $`\varphi _0^{(1,3)}`$ correspond to unstable vacua, and $`\varphi _0^{(2)}`$ corresponds to the stable one. In the previous sections we were interested in the time dependant solutions symmetrically interpolating between $`\varphi _0^{(1)}`$ and $`\varphi _0^{(3)}`$.

The action for the scalar field with lowest mass square (tachyon) in fermionic string model in the first nontrivial approximation is given by

$$S[\upsilon ,\psi ]=𝑑t\left[\frac{1}{4}\upsilon (t)^2+\frac{q^2}{2}(_t\psi (t))^2+\frac{1}{2}\psi ^2(t)\frac{1}{2}\mathrm{{\rm Y}}(t)\mathrm{\Psi }^2(t)\right],$$
(76)
where

$$\mathrm{{\rm Y}}(t)=\mathrm{exp}(\frac{1}{8}^2)\upsilon (t),\mathrm{\Psi }(t)=\mathrm{exp}(\frac{1}{8}^2)\psi (t)$$
(77)
and

$$q^2=q_{string}^2=\frac{1}{4\mathrm{ln}\gamma }0.96$$

Here $`\psi `$ is the tachyon filed and $`\upsilon `$ is the auxiliary filed. We will write the equations of motion in terms of $`\mathrm{{\rm Y}}`$ and $`\mathrm{\Psi }`$ while the physical fields $`\psi `$ and $`\upsilon `$ will be obtained using the inverse of (77).

First let us consider an approximation for the action (76) which leads to simpler equations of motion. If we assume that we can neglect the smoothness of auxiliary field, i.e. in the interacting term write $`\upsilon `$ instead of $`\mathrm{{\rm Y}}`$ we get the following approximate action

$$S[\upsilon ,\psi ]=𝑑t\left[\frac{1}{4}\upsilon (t)^2+\frac{q^2}{2}(_t\psi (t))^2+\frac{1}{2}\psi ^2(t)\frac{1}{2}\upsilon (t)\mathrm{\Psi }^2(t)\right]$$
(78)
This action leads to the following equations of motion

$`\upsilon (t)`$ $`=`$ $`\mathrm{\Psi }^2(t)`$ (79)
$`(q^2_^2+1)e^{\frac{1}{4}_t^2}\mathrm{\Psi }(t)`$ $`=`$ $`\upsilon (t)\mathrm{\Psi }(t)`$ (80)
The first equation gives the expression for $`\upsilon `$ in terms of $`\mathrm{\Psi }`$, substituting it to the second one we get

$$(q^2_^2+1)e^{\frac{1}{4}_t^2}\mathrm{\Psi }(t)=\mathrm{\Psi }(t)^3$$
(81)
If we rewrite (81) in the integral form (see (3) with $`a=1/4`$) we get

$$(q^2_^2+1)𝒦\mathrm{\Psi }=\mathrm{\Psi }^3$$
(82)
This equation was studied in section 3, see equation (37).

The equations of motion for original action (76) are the following

$`e^{\frac{1}{4}^2}\mathrm{{\rm Y}}(t)`$ $`=`$ $`\mathrm{\Psi }^2(t)`$ (83)
$`(q^2_^2+1)e^{\frac{1}{4}^2}\mathrm{\Psi }(t)`$ $`=`$ $`\mathrm{{\rm Y}}(t)\mathrm{\Psi }(t),`$ (84)
In the integral form this system is equivalent to the system (53)-(54) which was studied in section 4.

Let us compare the dynamics of physical field $`\psi (t)`$ obtained from exact action (76) and approximate action (78). We compute physical field $`\psi (t)`$ from solutions of (81) and (83)-(84) using the inverse of (77) which has the following form

$$\psi (t)=e^{\frac{1}{8}^2}\mathrm{\Psi }(t)=\sqrt{\frac{2}{\pi }}_{\mathrm{}}^{\mathrm{}}e^{2(tt^{})^2}\mathrm{\Psi }(t^{})𝑑t^{}$$
(85)
Note that although $`\mathrm{\Psi }`$ solving (83)-(84) has a break at $`t=0`$ (see section 4.3) the application of (85) makes the resulting physical filed $`\psi `$ smooth, see fig.9.

The results of comparison of physical fields obtained from exact and approximate actions are presented on fig.10.

Conclusions

In this paper we numerically studied nonlinear equations depending on one variable with infinite number of derivatives. Two different regimes for solution of equations of motion for the fermionic string model are found and the critical value of the parameter is derived. It would be interesting to explore in more detail the transition between two regimes. Also generalization of the results of the paper to the case of several variables would be important.

Acknowledgments

This work was partly supported by RFFI-02-01-01084. The author is grateful to I.Ya. Aref’eva, V.V. Belokurov, D.P. Demichev, B. Dragovich, L.V. Joukovskaya, A.Yu. Khrennikov and I.V. Volovich for fruitful discussions.