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# Power Law Distributions in Class Relationships

## 1 Introduction

Power law distributions have been found in many natural and social phenomena. A power law implies that small values are extremely common, whereas large values are extremely rare. For example, incomes, earthquake strengths, city sizes and word frequency all follow power law distributions - there are many small tremors, but only a few large earthquakes. The power law distribution is strongly connected with Zipfs-law and the Pareto distribution, often known as the 80:20 rule .

We would expect a power law to apply to the size of classes in object-oriented systems. Size in this sense is defined in terms of the number of methods, constructors and other class features. This hypothesis is partially supported by previous research into key classes .

The existence of a power law distribution in a network implies a *scale-free* behaviour. This means that the network lacks a “characteristic length scale” so that, like fractals, when suitably magnified, small bits of it resemble the whole. Whichever range of values is examined, the proportion of small to large values remains the same .

Recently, there has been a great deal of interest in the power laws visible in the structure of the World Wide Web . These include the number pages on web sites, the number of links to a given website, the PageRank 111 The ranking metric used by Google   values of nodes and the frequency with which users visit pages .

The indegrees and outdegrees of individual web pages are also subject to power law distibutions . In a Web context, indegree refers to number of pages linking to a given page and outdegree refers to the number of pages referenced from a given page. During the development of our Autodoc system for assisted navigation of program documentation , we found that the pages in the Javadocs were subject to the same laws. We thus hypothesized that the relationships were due to power law distributions in the underlying code structure.

Our motivation for the research described in this paper is to discover patterns and relationships which can explain the structure of source code at a low level of abstraction. Identifying such patterns allows us to predict, by extrapolation, the consequences of developing larger and more complex software. For example, we could predict how many classes might contain greater than a hundred methods in a set of classes ten times larger than the Java Developers Kit (JDK). Alternatively, we could predict the maximum number of constructors of any class in that system. This may have implications for software maintenance and comprehensibility in terms of time spent and effort expended .

The identification of power law distributions in source code enables us to categorize the coupling graphs as belonging to a class of scale-free topologies. Similar topologies have been found in the Web , the Internet  and in some food webs . Techniques to store, manipulate and describe such topologies may be re-applied to handle coupling graphs.

A further motivation is to enable models of code development that will allow developers to create synthetic code bases containing large numbers of computer-generated classes. For example, given an appropriate means of generating synthetic data, a developer could generate a data set of a much larger number of classes. This would enable them to test the consequences of developing a large system before development begins.

Finally, our work has implications for the graph traversal algorithms used in reachability analysis and garbage collection. Just as internet networks are robust against random removal of nodes , it is likely that random removal of classes will have little effect on the proportion of code which can be reached and thus executed.

The remainder of this paper is organized as follows. Section 2 describes related work in discovering power law distributions and scale-free characteristics of software. In Section 3 we describe our analysis techniques and present the results in Section 4. Section 5 gives our conclusions and ideas for future research.

## 2 Related Work

There has been substantial work on power law distributions in natural phenomena and over recent years, in the evolution of the web. Only recently has attention turned to the power law distributions found in program code and, in particular, those relating to Java software.

O’Donoghue et al. have performed a run-time analysis of Java bytecode sequences obtained using a customized version of the Kaffe JVM . Their experiments showed that the frequencies with which consecutive pairs of instructions are interpreted by the virtual machine follows a power law.

Potanin et al. have conducted experiments using a query-based analysis tool called Fox, which is an enhanced version of Bill Foote’s Heap Analysis Tool (HAT). Their research has confirmed power laws in the indegree and outdegrees of the run-time object graphs of several programs .

Valverde et al. have shown that the indegree and outdegrees of nodes in a network of class diagrams also follow power laws, leading to a scale-free network topology similar to that of the Web . Since these diagrams have a one-to-one mapping with the source code structure, the implication is that these laws are a feature of object-oriented program code.

A major feature of the work in this paper is the analysis of different coupling types. A commonly-held view in software engineering is that there is a link between complexity in software and the understandability of that software. The more coupling in a system, the more complex the system. Too much coupling may be indicative of a poorly thought out design or of inadequate standards of maintenance. There is evidence to suggest that excessive coupling can lead to more fault-prone software . The large number of different ways of writing OO code means that accurately capturing, categorising and analyzing the different forms of coupling is a difficult task to undertake. A comprehensive framework for measuring coupling in OO systems is described by Briand et al .

Our research shows that even when the network of classes is decomposed by coupling type, power laws still prevail. This has lead to the identification of twelve distinct power law distributions.

## 3 Analysis Techniques

As part of this research, a system called AutoCode has been developed for indexing Java source code. AutoCode works by using a custom doclet which extends the Javadoc program and allows easy access to the code structure. We used the AutoCode system to generate graphs for each of five coupling types - Inheritance, Interface, Aggregation, Parameter Type and Return Type. An illustration of how these graphs can be derived from source code can be seen in Figure 1. To identify the power laws, we then performed statistical operations on these five graphs. With the exception of inheritance, we need to consider the relationships from two perspectives. For example, from the perspective of the interface and of the implementing class. We do not need to consider the number of superclasses because Java classes only ever have one superclass. The number of methods, constructors and fields in each class were also studied.

Data was collected from three large Java systems:

1. The core Java class libraries shipped with the Java Developers Kit (JDK) provide implementations of common functions required for many programs. Version 1.4.1 of the JDK contains 1 400 000 lines of code spread over 6 000 classes.
2. Apache Ant is a Java-based build tool. It behaves in a similar way to make but uses XML-based configuration files, which define various tasks to be executed. The source code for version 1.5.3 of Apache Ant contains 145 000 lines of code spread over 500 classes.
3. Tomcat is the servlet container used in the official reference implementation for Java Servlets and JavaServer Pages. The source code for Jakarta Tomcat version 4.0 contains 150 000 lines spread over 370 classes.

To identify the power laws we perform linear regression on log-log data plots. The number of occurrences, $`y`$, of a value of magnitude $`x`$ is given by the equation $`y=Cx^a`$ which implies that $`\mathrm{log}(y)=\mathrm{log}(C)a\mathrm{log}(x)`$. Hence, the power law can easily be identified by a straight line with gradient $`a`$ on a log-log plot. Because of significant clustering of data points near the $`x`$-axis, regression on these plots leads to skewed results. To prevent this, the values must be grouped into buckets of exponentially increasing size . The logarithm of the frequency is plotted against the logarithm of the mid-point of each bucket. From the subsequent regression a more accurate exponent value, $`a`$, can be obtained than if all the original data points are considered. It is this value which allows us to predict the likely features of future systems. A low value of the exponent signifies a tendency towards a less skewed distribution.

## 4 Results

### 4.1 Methods, Fields and Constructors

The majority of this study concerns coupling relationships between classes. However, three power laws were identified without type information. These relate to the fundamental building blocks of classes - the number of fields in each class, the number of methods in each class and the number of class constructors. Figure 2 shows log-log plots highlighting each of these relationships.

For the distribution of the number of methods, the exponents are 1.168, 1.104 and 0.734 for JDK, Ant and Tomcat, respectively. This implies that in the JDK there is a higher proportion of classes with very few methods when compared with the other two systems. This might imply fewer key classes in this system. For the distribution of the number of fields, the exponents are 1.108, 0.988 and 0.998 for JDK, Ant and Tomcat, respectively. The difference in the magnitude of the exponents would indicate no strong relationship between the number of methods and the number of fields. It could be imagined that a large number of fields implies a larger number of methods to operate on those fields. Based upon our obvservation, we hypothesize that it is infeasible to predict the number of methods from the number of fields and vice-versa. This hypothesis is supported by correlations between the number of methods, fields and constructors (Figure 3). The correlation matrix in Figure 4 shows that no strong correlation exists between any of these measures.

For the distribution of the number of constructors, the exponents are 3.560, 3.589 and 3.112 for JDK, Ant and Tomcat, respectively. This implies that classes with a large number of constructors are rarely found in systems of this scale. For example, the JDK system contains only three classes with more than ten constructors. Previous work into refactoring of constructors found similar evidence for five medium-sized Java systems . Only one class was found to have ten constructors. This class was part of the Swing library.

### 4.2 Coupling Power-Laws

The frequency with which classes are used as superclasses to other classes can be calculated by examining the distribution of outlinks in the superclass-subclass graph. Figure 5 shows a bucketed log-log plot of the number of descendants of the classes in the JDK. The results show that the distribution follows a power law with exponent 0.906. The exponents for Apache Ant and Jakarta Tomcat are 0.810 and 1.310, respectively. The high value for Tomcat implies that more classes in that system have relatively few descendants, whilst a small number of classes are extended by many descendants. In other words, the functionality of the system is distributed more evenly than in the other two systems. In contrast, for the Ant system, much of the functionality is contained in subclasses of key classes such as Task and BaseParamFilterReader. Hence the functionality is more concentrated in fewer classes in this system.

By using the same techniques we can show that the distribution of the number of classes implementing an interface follows a power law, with exponents 1.130, 1.118 and 1.636 for JDK, Ant and Tomcat, respectively. This makes sense if we consider the use of interfaces as a surrogate for multiple inheritance. We would expect a similar distribution for interface implementations as for subclasses.

The distribution in the number of interfaces implemented by a class also follows a power law, with a much higher exponent of 3.663, as can be seen from Figure 6. This exponent was calculated for the JDK. Insufficient data was available to calculate the exponents for the other two systems. This result can be explained by virtue of very few classes implementing a large number of interfaces. Those that do implement a large number of interfaces tend to delegate the responsibility for the methods of these interfaces to members of the same interface.

Two further power law distributions can be seen in the relationship between classes as member variables. The first, a power law distribution in the number of other classes referenced as member variables within a given class. For example, in Figure 1, StringFileReader references one class, String, via the field lastString. The exponents of the distributions are 1.051, 1.386 and 1.493 for JDK, Ant and Tomcat, respectively. The low value for JDK reflects a comparatively uniform distribution of coupling via aggregation in this system. One explanation for the low JDK value may be that the roles of various packages in the system do not overlap and hence there are multiple focal points for aggregation, as opposed to a centralized structure.

The second distribution is in the number of classes which reference a given class as a member variable. For example, in Figure 1, String is referenced by one class, StringFileReader. The exponents of these distributions are 1.399, 2.295 and 1.991 for JDK, Ant and Tomcat, respectively. Interestingly the JDK again has the lowest exponent value supporting the previous hypothesis about multiple focal points for aggregation.

Both of these power-laws can be seen from the plots in Figure 7. It is noticable that the values for the first distribution are lower than the corresponding values for the second. This can be explained by the tendency in object-oriented code for many classes to be grouped together as members of another class. In contrast, it is comparatively rare for a class to be referenced as a member in many classes.

Four more class features were analyzed for power law distributions, namely the indegrees and outdegrees induced by parameter types and return types for each of the three systems. All showed scale-free topology. The Ant system has comparatively high values for all the exponents in these relationships. Inspection of the classes in this system and subsequent analysis revealed no strong correlation between usage of return types and parameters. This could be considered a suprising result, since we might expect parameters and return types to be linked. No obvious explanation could be found for the differences in exponents between the systems.

The exponent values for all three systems can be found in figures 89 and 10. The $`r^2`$ values denote Pearson product-moment correlation. The high $`r^2`$ values for JDK reflect the larger number of classes in this system. As a result, we would expect more consistency in the data. The $`r^2`$ values are relatively low but still support the theory.

## 5 Conclusions and Future Work

In this paper we have illustrated that power-law distributions exist in object-oriented class relationships. In particular, those related to coupling. Twelve new power-laws have been identified. The exponents of these power laws are given for the JDK (Figure 8), Tomcat (Figure 9) and Ant (Figure 10). One conclusion from this work is the belief that these regularities are common across all non-trivial object-oriented programs.

Another conclusion is that the different types of coupling examined are independent. This finding contradicts the hypothesis that high usage in one form of coupling can be used to predict high usage in another form.

The implications of these findings are that we can use the data to predict the dimensions of future systems. This will allow us to estimate the complexity of developing and maintaining those systems.

It is interesting to note that the exponents for Ant and Tomcat rarely fall within the 95% confidence intervals of the JDK. We believe that these exponents are due to deeper properties of the collections. The conclusion is that whilst there are common properties between these systems, each individual system has its own unique characteristics.

Bieman and Murdock have already shown that there is a large body of freely accessible source code available on the Web . In terms of future work, it would be interesting to verify these results using a large crawl of such data. Assuming that these results hold, a number of techniques can be brought to bear to explain the phenomena.

In order to explain the power law in World Wide Web graphs, new models for its growth and evolution have emerged. The key to these models is a process known as *preferential attachment*  in which pages which have a high indegree are more likely to be referred to by new links. This can be explained by considering a page with higher indegree as being more popular, more important and better connected. It is thus more likely to be visited by a user who may then also choose to link to that page. Research is ongoing to find methods to improve the model - for example, by combining preferential and non-preferential attachment . Other future work will investigate the accuracy with which these models can predict the structure of program code.


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# Chapter 1 The GZK Feature in the Spectrum of UHECRs:What is it Telling Us?

## Chapter 1 The GZK Feature in the Spectrum of UHECRs: <br>What is it Telling Us?

### Abstract

We developed a numerical simulation of the propagation of UHECR in the Cosmic Microwave Background (CMB) and we used it to determine the significance of the GZK feature in the spectrum of UHECR measured by AGASA and HiRes. We find that these two experiments are best fit by two different injection spectra in the region below $`10^{20}`$ eV and that the error bars around the GZK feature are dominated by fluctuations which leave a determination of the GZK feature not attainable at present. In addition the comparison of the spectra of AGASA and HiRes suggests the presence of about a 30% systematic errors in the relative energy determination of the two experiments. Correcting for these systematics, the two experiments are brought in agreement at energies below $`10^{20}`$ eV and, in this region, are best fit by an injection spectrum with spectral index 2.5-2.6. In the high energy region (above $`10^{20}`$ eV) the two experiments maintain their disagreement, but only at the 2$`\sigma `$ level. Our results clearly show the need for much larger experiments such as Auger, EUSO, and OWL, that can increase the number of detected events by one or two orders of magnitude.

### 1. Introduction

Astrophysical proton sources distributed homogeneously in the universe produce a feature in the energy spectrum due to the production of pions off the CMB. This feature, consisting of a rather sharp suppression of the flux, occurs at energies above $`E_{\mathrm{GZK}}7\times 10^{19}`$ eV, and it is now known as the GZK cutoff. Almost forty years after this prediction it is not yet clear if this effect is observed or not due to the discrepancy between the results of the two largest experiments measuring the spectrum of Ultra High Energy Cosmic Rays (UHECRs). AGASA reports a higher number of events above $`E_{\mathrm{GZK}}`$ than expected while HiRes reports a flux consistent with the GZK feature. Here we report on a detailed investigation of the statistical significance of this discrepancy as well as the significance of the presence or absence of the GZK feature in the data. We find that neither experiment has the necessary statistics to establish if the spectrum of UHECRs has a GZK feature. In addition, a systematic error in the energy determination of the two experiments seems to be required in order to make the two sets of observations compatible in the low energy range, $`10^{18.5}10^{19.6}`$ eV, where enough events have been detected to make the measurements reliable. Taking into account the systematics, the two experiments predict compatible fluxes at energies below $`E_{\mathrm{GZK}}`$ and at energies above $`E_{\mathrm{GZK}}`$ the fluxes are within $`2\sigma `$ of each other.

### 2. The cosmic rays propagation code

We assume that UHECRs are protons injected in extragalactic sources with a power-law spectrum with slope $`\gamma `$ and an exponential cutoff at $`E_{\mathrm{max}}=10^{21.5}\mathrm{eV}`$. Based on the results of  we assume a spatially uniform distribution of sources and do not take into account luminosity evolution in order to avoid the introduction of additional parameters. We simulate the propagation of protons from source to observer by including the photo-pion production, pair production, and adiabatic energy losses due to the expansion of the universe. We calculate the pair production and adiabatic losses using the continuous energy loss approximation while for the photo-pion production we use a montecarlo approach given the high inelasticity of this interaction . We propagate particles until the statistics of events detected above some energy reproduces the experimental numbers. By normalizing the simulated flux by the number of events above an energy where experiments have high statistics, we can then ask what are the fluctuations in numbers of events above a higher energy where experimental results are sparse. We study the spectrum above $`10^{18.5}`$ eV where the flux is supposed to be dominated by extragalactic sources. For this energy range, we focus on the experiments that have the best statistics: AGASA and HiResI. For AGASA data, the simulation is stopped when the number of events above $`E_{th}=10^{19}`$ eV equals 866. For HiRes this number is 300 (but needs to be corrected for exposure). We assume for both experiments a statistical error in the energy determination of 30%.

### 3. AGASA versus HiResI

The two largest experiments that measured the flux of UHECRs, AGASA and HiRes, report apparently conflicting results. We apply our simulations to the statistics of these experiments in order to understand whether the discrepancy is statistically significant and whether the GZK feature has indeed been detected in the cosmic ray spectrum. In order to do this, we run 400 realizations of the AGASA and HiRes event statistics for various slopes of the injection spectrum and using the $`\chi ^2`$ indicator we find the best fit for each data set. Taking into account the data at energies above $`10^{18.5}`$ eV, the best fit spectra are $`E^{2.8}`$ for AGASA and $`E^{2.6}`$ for HiRes. Raising the threshold to $`10^{19}`$ eV the best fit spectra become $`E^{2.6}`$ for AGASA and between $`E^{2.7}`$ and $`E^{2.8}`$ for HiRes. In order to quantify the significance of the detection or lack of the GZK flux suppression, we count the mean number of events above $`10^{20}`$ eV and we compare it to the observed number. For the best fit injection spectra we find a discrepancy in the range $`2.42.8\sigma `$ for AGASA and a complete agreement between simulation and observed data for HiRes. In this comparison $`\sigma `$ is simply the error on the observed number of events above $`10^{20}`$ eV. Taking into account in this comparison also the theoretical error bars makes the significance of the presence or absence of the GZK feature much weaker, in the range $`2.12.5\sigma `$. A more graphical representation of the uncertainties involved is displayed in Fig. 1. The large error bars generated by our simulations at the high energy end of the spectrum are mainly due to the stochastic nature of the process of photo-pion production. The large fluctuations are unavoidable with the extremely small statistics available with present experiments. On the other hand, the error bars at lower energies are minuscule, so that the two data sets (AGASA and HiResI) cannot be considered to be two different realizations of the same phenomenon. Instead, systematic errors in at least one if not both experiments are needed to explain the discrepancies at lower energies where the two spectra, when multiplied by $`E^3`$, are systematically shifted by about a factor of two. This shift suggests that there may be a systematic error either in the energy or the flux determination of at least one of the two experiments. A systematic error of $`15\%`$ in the energy determination is well within the limits that are allowed by the analysis of systematic errors carried out by both collaborations , so we split the energy gap by assuming that the two experiments have a 15% shift in the energy determination, but in opposite directions. For AGASA, the best fit injection spectrum becomes $`E^{2.5}`$ above $`10^{19}`$ eV and $`E^{2.6}`$ above $`10^{19.6}`$ eV. For HiRes, the best fit injection spectrum is $`E^{2.6}`$ for the whole set of data, independent of the threshold. It is interesting to note that the best fit injection spectra as derived for each experiment independently coincides for the corrected data unlike the uncorrected case. This suggests that combined systematic errors in the energy determination at the $``$ 30% level may in fact be present.

Comparing the observed number of events above $`10^{20}`$ eV with the simulated one as in the case without systematics we find that while HiRes remains in agreement with the prediction of a GZK feature, the AGASA data seem to depart from such prediction, but only at the level of $`1.8\sigma `$. Taking also into account the theoretical error bars the discrepancy level drops further to $`1.5\sigma `$. In Fig. 2, we plot the simulated spectra for injection spectrum $`E^{2.6}`$ and compare them to observations of AGASA and HiRes.

### 4. Conclusions

We compared the spectra obtained from AGASA and HiResI and we found a systematic shift in the flux, which may be interpreted as a systematic error in the relative energy determination of about $`30\%`$. After the correction for this systematics the two experiment are basically in agreement.

We considered the statistical significance of these spectra and we found that with the low statistical significance of either the excess flux seen by AGASA or the discrepancies between AGASA and HiResI, it is inaccurate to claim either the detection of the GZK feature or the extension of the UHECR spectrum beyond $`E_{\mathrm{GZK}}`$ at this point in time. A new generation of experiments is needed to finally give a clear answer to this question. The simulated spectra for Auger and EUSO show that the energy region where statistical fluctuations dominate the spectrum is moved to $`10^{20.6}`$ eV for Auger, allowing a clear identification of the GZK feature. The fluctuations dominated region stands beyond $`10^{21}`$ eV for EUSO .

### 5. References

1. Hayashida N. et al., astro-ph/0008102 and ref. therein

2. Abu-Zayyad T. et al., astro-ph/0008301, astro-ph/0008243 and ref. therein

3. Blanton M., Blasi P., Olinto A.V. 2001, Astropart. Phys. 15, 275

4. De Marco D., Blasi P., Olinto A.V. astro-ph/0301497, Astropart. Phys. in press


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# References

CGPG–03/5–2 Initial Conditions for a Universe***This essay was awarded First Prize in the Gravity Research Foundation Essay Contest 2003.
Martin Bojowalde-mail address: bojowald@gravity.psu.edu

Center for Gravitational Physics and Geometry,

The Pennsylvania State University,

104 Davey Lab, University Park, PA 16802, USA

## Abstract

In physical theories, boundary or initial conditions play the role of selecting special situations which can be described by a theory with its general laws. Cosmology has long been suspected to be different in that its fundamental theory should explain the fact that we can observe only one particular realization. This is not realized, however, in the classical formulation and in its conventional quantization; the situation is even worse due to the singularity problem. In recent years, a new formulation of quantum cosmology has been developed which is based on quantum geometry, a candidate for a theory of quantum gravity. Here, the dynamical law and initial conditions turn out to be linked intimately, in combination with a solution of the singularity problem.

By design, physical theories provide a framework to deal with a large class of situations in such a way that a variety of different phenomena can be seen to have their origin in a small number of basic physical concepts. As an example, Maxwell theory links seemingly unrelated observations in optics and electricity as properties of the electromagnetic field. Usually, a theory also contains rules how to specify boundary or initial conditions in order to select a special class of systems within a vast range of possibilities which can be realized, e.g., in a certain experimental setup. The particular choice of those conditions, however, is left open by the theory.

In cosmology, the theory of the universe as a whole, the situation has long been expected to be different: as observers, we have access only to one particular realization of the universe, and its initial conditions cannot be changed. This should be reflected in the fundamental theory of the cosmos; initial conditions for a universe should be part of the theory, rather than the choice of a theorist.

In classical cosmology as described by general relativity, however, the situation is different, even worse thanks to the singularity problem according to which a universe like our own has to start with a “big bang” singularity. At such a point the theory breaks down and initial conditions cannot be imposed there.

To illustrate this, we can look at the simplest case which is an isotropic universe with flat space. Its dynamical law, derived from Einstein’s field equations, is the Friedmann equation

$$\left(\frac{\dot{a}}{a}\right)^2=\frac{16\pi }{3}G\rho (a)$$
(1)
which describes the evolution of the radius $`a(t)`$ of the universe as a function of time. If we know the gravitational constant $`G`$ and the matter content which enters via the energy density $`\rho (a)`$, we can determine the evolution. For a particular realization, we have to choose initial values $`a(t_0)`$ and values of possible matter fields at some initial time $`t_0`$.

Ideally, $`t_0`$ would be the “creation time” of the universe where the initial conditions are either chosen or, hopefully, predicted by the theory. However, in classical cosmology the initial time represents a singularity where the theory breaks down. For instance, if we choose the matter content to be pure radiation the energy density $`\rho (a)`$ is proportional to $`a^4`$ and any solution of the Friedmann equation has the form $`a(t)\sqrt{tt_0}`$. At $`t_0`$ the radius of the universe vanishes which implies that energy densities or tidal forces are infinite and the evolution as described by the Friedmann equation breaks down. Those are the unmistakable signs of a singularity, which can be reached in a finite amount of an observer’s time but presents a boundary to what the theory can tell us. There is no way to tell what happens beyond the singularity or if there even is any “beyond the singularity”.

The cosmological singularity is often viewed as the point of creation of the cosmos via a big bang. But initial conditions cannot be imposed there since the evolution equation (1) would give us an infinite time derivative of $`a`$. Instead, we have to choose another time where the system is not singular and impose initial conditions there which then are completely arbitrary.

The singularity presents a problem by itself which is often hoped to be cured by quantization. In fact there is reason to be optimistic since also in quantum mechanics a classical problem, the instability of the Hydrogen atom, is solved by the presence of a finite ground state energy $`E_0=\frac{1}{2}m_ee^4/\mathrm{}^2`$. Up to inessential constant factors this is the only non-relativistic energy value which can be obtained from fundamental constants just for dimensional reasons. Without $`\mathrm{}`$, there would simply not be any natural value for a possible lowest energy. Moreover, one can see that it is important to quantize because $`\mathrm{}`$ appears in the denominator. Thus, in the classical limit $`\mathrm{}0`$ the ground state energy diverges and we return to instability. As we know, there are also other effects of $`E_0`$, most importantly the discreteness of the energy spectrum.

For gravity, we can use a similar argument: Its fundamental parameter is the gravitational constant $`G`$ which, together with $`\mathrm{}`$ gives us a natural length, the Planck length $`l_\mathrm{P}=\sqrt{G\mathrm{}}10^{33}\text{cm}`$. If the Hydrogen atom is any indication, we can expect to have a smallest length in a quantum theory of gravity which would lead to a very different behavior close to the cosmological singularity. We do not notice this length scale in experiments because it is so tiny, but it should have important implications in physical situations which involve small scales. In the classical limit $`\mathrm{}0`$, the minimal length would approach zero and we can expect to see the singularity problem arise in this way. Furthermore, we can also anticipate that the presence of $`l_\mathrm{P}`$ implies a discreteness of space or length spectra. The explicit form of such a spectrum can only be derived from a detailed theory, but its presence can be expected purely on dimensional grounds.

Thus, it seems worthwhile to quantize cosmology; but it is not expected to be straightforward: since classical cosmology is part of general relativity, we need at least a part of a quantum theory of gravity. An approach tailored to simple models as the one we discussed before, is the Wheeler–DeWitt quantization. We replace $`\dot{a}`$ in the Friedmann equation by the momentum $`p_a=3a\dot{a}/8\pi G`$ and use the familiar quantum mechanical procedure to replace $`p_a`$ with the operator $`\widehat{p}_a=i\mathrm{}\mathrm{d}/\mathrm{d}a`$ acting on a wave function $`\psi (a)`$. Choosing an ordering of operators, we obtain the Wheeler–DeWitt equation

$$\frac{1}{6}l_\mathrm{P}^4a^1\frac{\mathrm{d}}{\mathrm{d}a}a^1\frac{\mathrm{d}}{\mathrm{d}a}a\psi =8\pi G\widehat{H}(a)\psi $$
(2)
where $`\widehat{H}(a)`$ is a matter Hamiltonian which we do not need to specify for our purposes. This equation is our dynamical law, presenting an evolution equation in the “internal time” $`a`$ which means that the evolution of possible matter fields is measured with respect to the expansion or contraction of the universe. Concerning the singularity problem there is no real progress because the equation cannot tell us about anything happening beyond the singularity at $`a=0`$.

The issue of initial conditions now appears in a different light: we have to choose an initial value for the wave function $`\psi (a)`$ at some $`a_0`$ (we only need one value to fix one of the two parameters of the general solution; the other one would be fixed by normalization). At $`a=0`$, corresponding to the classical singularity, the differential equation is still singular, but we can try to cancel the divergence by requiring the initial condition $`\psi (0)=0`$. This is DeWitt’s initial condition , and it seems that we do have a relation between this initial condition and the dynamical law since it was motivated by a regularity condition. Unfortunately, this is not true since the uniqueness of this condition depends on the matter content as well as the factor ordering. Even worse, however, is the fact that in a more complicated system DeWitt’s initial condition would not be well-posed: the only solution satisfying it would vanish identically.

There are attempts  to make DeWitt’s condition well-posed in general by adding a “Planck potential” to the Wheeler–DeWitt equation solely for the purpose of creating one (and only one) solution which decreases toward zero at $`a=0`$ such that it can be hand-picked by the initial condition. This presents another attempt to link the dynamical law with the initial condition, but the introduction of the Planck potential and the choice of the wave function remain artificial.

Later, DeWitt’s condition has been replaced by alternative proposals which originate from different motivations, most importantly the tunneling proposal of Vilenkin’s  and the no-boundary proposal of Hartle and Hawking’s . They are not directly related to the dynamical law, however, and they do not solve the singularity problem.

Was the hope originating in the stability of the quantized Hydrogen atom misleading? Do we have to accept the cosmological singularity and the fact that we still have to choose our initial conditions even for a whole universe? Maybe surprisingly, the answer is not a certain Yes. For we have used only simple quantum mechanics to derive the quantum model, while a full quantum theory of gravity in this spirit exists only formally and a precise link is lacking. The full theory would be much more complicated and it would have to fulfill many consistency conditions which can easily be missed in a simple model with only a single gravitational degree of freedom, $`a`$. There is in fact one indication that the quantization we used is not correct: while the Planck length $`l_\mathrm{P}`$ does appear in the Wheeler–DeWitt equation (2), there is no realization of discreteness of space as we would have expected ($`a`$ can still take arbitrary continuous values).

The situation has changed over the last decade since we now have a mathematically well-defined candidate for quantum gravity (loop quantum gravity/quantum geometry ) from which we can derive quantum cosmological models (see  and references therein). There are many consistency conditions to fulfill which leads to a theory very different from the Wheeler–DeWitt quantization; in particular, they imply that space is in fact discrete. For our model we need the following information: The wave function $`\psi _n`$ is now only defined at integer values $`n`$ related to $`a`$ by $`a_n^2=\frac{1}{6}l_\mathrm{P}^2|n|`$ rather than on a continuous line, and the total volume of space can only take discrete values

$$V_n=(\frac{1}{6}l_\mathrm{P}^2)^{\frac{3}{2}}\sqrt{(|n|1)|n|(|n|+1)}.$$
(3)
Here the Planck length appears and sets the scale for the discreteness and the smallest non-zero volume $`V_{\mathrm{min}}=\frac{1}{6}l_\mathrm{P}^3`$.

Over the last few years, the cosmological sector of quantum geometry, loop quantum cosmology, has been studied. A first observation is that we have a well-defined, finite operator which quantizes the classically divergent $`a^1`$ . This operator has eigenvalues

$$(a^1)_n=16l_\mathrm{P}^4\left(\sqrt{V_{n+1}}\sqrt{V_{n1}}\right)^2$$
(4)
in terms of (3), which have the upper bound (for $`n=2`$)

$$(a^1)_{\mathrm{max}}=\frac{32(2\sqrt{2})}{3l_\mathrm{P}}.$$
(5)
Now we can see that also the second indication we got from the Hydrogen atom is realized: The classical divergence of $`a^1`$ is cut off by quantum effects leading to an upper bound, which diverges in the classical limit $`l_\mathrm{P}0`$ owing to the appearance of the Planck length in the denominator. Another surprising result is that $`(a^1)_0=0`$, i.e. the inverse radius of the universe vanishes at the classical singularity $`n=0`$ where also the radius itself vanishes. This classically counterintuitive but well-understood fact will be of importance later.

Thus, both facets of the Hydrogen atom are also present in our new quantum cosmological model. To finally settle the singularity issue, however, we still have to face the acid test: whether or not we can extend the evolution to something “beyond the singularity”. For this we need the dynamical law, the loop quantization of the Friedmann equation. It turns out to be

$$(V_{n+2}V_n)\psi _{n+1}2(V_{n+1}V_{n1})\psi _n+(V_nV_{n2})\psi _{n1}=\frac{1}{3}8\pi Gl_\mathrm{P}^2\widehat{H}(n)\psi _n$$

where we use the volume eigenvalues (3) and a matter Hamiltonian $`\widehat{H}(n)`$. It looks very different from the Wheeler–DeWitt equation (2), most obviously because it is a difference rather than a differential equation. This is a direct consequence of the discreteness of space and also time, which is now given by the label $`n`$ instead of the continuous $`a`$. Nevertheless, it is straightforward to check, using a Taylor expansion, that the Wheeler–DeWitt equation approximates our discrete equation at large volume $`n1`$. When the volume is small, however, there are large discrepancies between the discrete and the continuous formulation which lead to qualitative changes. This is right where a modified evolution is needed since we have seen that the Wheeler–DeWitt formulation cannot deal with the singularity problem.

To check for a singularity we try to follow the evolution as long as possible, starting with initial values for $`\psi _n`$ at two times $`n_0`$ and $`n_01`$ and evolving backward toward the classical singularity at $`n=0`$. This is possible as long as the lowest coefficient, $`V_nV_{n2}`$ in the difference equation is non-zero. At first one can anticipate a problem because this coefficient is zero if (and only if) $`n=1`$ such that we are not able to compute $`\psi _0`$, the wave function at the classical singularity, in this way. This time, however, we are safe: While we cannot find this value, we do not even need it since it decouples completely from the evolution equation. Let us ignore this value and try to continue the evolution, computing $`\psi _1`$ using (S0.Ex1) with $`n=0`$. Now two terms containing the unknown $`\psi _0`$ appear, but both of them drop out. The first one, is $`2(V_{n+1}V_{n1})\psi _n`$, which is zero for $`n=0`$. We also have $`\frac{1}{3}8\pi Gl_\mathrm{P}^2\widehat{H}(n)\psi _n`$ being zero for $`n=0`$, but more subtly so: each term in the matter Hamiltonian, the kinetic and the potential term, contains either components of the metric or the inverse metric, reducing to $`a`$ or $`a^1`$ in the isotropic context. Classically, one would be zero and the other infinite at the classical singularity, but we have seen that in loop quantum cosmology both have to be zero at the classical singularity. Thus, $`\widehat{H}(0)=0`$ and $`\psi _0`$ completely drops out of the evolution equation; $`\psi _1`$ is completely determined by $`\psi _1`$ which we know in terms of our initial data. In the same way, we can now follow the evolution completely determining all values of the wave function for positive and negative $`n`$. The evolution does not stop at $`n=0`$ which, consequently, does not represent a singularity anymore.

In this analysis the point $`n=0`$ was special because some coefficients of the difference equation vanish. However, it does not represent a singularity or a “beginning” of the universe. Instead, we can determine what happens at the other side, represented by negative $`n`$, by using our evolution equation. Intuitively, there is a collapsing branch of the universe at negative times $`n<0`$ which collapses down to a single point, bounces and enters our expanding branch. Furthermore, one can show that the sign of $`n`$ is the orientation of space such that the universe “turns its inside out” at $`n=0`$.

Without $`n=0`$ representing a beginning, it is not so natural to impose initial conditions there; and it is not even possible because $`\psi _0`$ drops out of the evolution equation. Still, this point plays an important role for the issue of initial conditions , the main interest of this essay. Let us take a closer look at what we discussed before: Starting with initial values at $`n_0`$ and $`n_01`$ we evolved backward until we reached $`n=0`$ and continued beyond the singularity. At $`n=0`$ we noticed that we could not determine $`\psi _0`$, which we just ignored because $`\psi _0`$ decoupled completely. However, the part of the evolution equation which was supposed to give us $`\psi _0`$ — with $`n=1`$ in (S0.Ex1) — still has to be satisfied, resulting in a linear equation for $`\psi _1`$ and $`\psi _2`$. Those two values, in turn, are linear functions of our two initial values $`\psi _{n_0}`$ and $`\psi _{n_01}`$. Therefore, the dynamical law gives us one linear condition for the two initial values, which is just what we need to fix the wave function uniquely up to its norm.

Thus, for the first time we can now see an intimate link between the dynamical law and initial conditions as part of the law. The discrete structure, the solution of the singularity problem and the issue of initial conditions are all related in a way which is very special to the case of gravity and cosmology, for it is the Planck length which allows the discreteness of space and the classical singularity problem which makes the point $`n=0`$ special.

The author is grateful to A. Ashtekar and J. Baez for discussions which helped improve the interpretation of the results described here. This work was supported in part by NSF grant PHY00-90091 and the Eberly research funds of Penn State.


text:
# THE SUPERMASSIVE CENTRE OF OUR GALAXY ET CETERA

## Abstract.

We show that the supermassive celestial body at the centre of the Milky Way and the two supermassive celestial bodies at the centre of the distant galaxy NGC 6240 cannot be black holes.

to be published on *Spacetime & Substance*
Introduction

Sophisticated observations made by a team of astrophysicists of the M.P.I. for Extraterrestrial Physics have allowed to determine the positions of the star denoted with the symbol S2 in its motion around the Milky-Way’s centre . It has come out that the S2 orbit is a Keplerian ellipse with a period of 15.2 years.

We acknowledge the accuracy of the above research, but we are rather sceptical about the conclusion of the authors according to which the centre around which S2 revolves is a black hole. As far as an “explanation” is an explanation, it is necessary that what is explained is a *logical* consequence of the premiss and of what is used for explaining. As a matter of fact, the existence of the observed Keplerian orbit can only explain the presence of a punctual supermassive body at the centre of the Milky Way – and not of a supermassive black hole. This conclusion will be corroborated in a detailed way in the following sections.

1.Theoretical considerations

If $`r,\theta ,\varphi `$ are spherical polar coordinates, the solution of the problem of the Einsteinian gravitational field generated by a point mass $`M`$ at rest is given by the following spacetime interval :

$$\mathrm{d}s^2=[1\frac{2m}{f(r)}]c^2\mathrm{d}t^2[1\frac{2m}{f(r)}]^1[\mathrm{d}f(r)]^2f^2(r)[\mathrm{d}\theta ^2+\mathrm{sin}^2\theta \mathrm{d}\varphi ^2],(1)$$

where: $`mMG/c^2`$; $`G`$ is the gravitational constant and $`c`$ the speed of light *in vacuo*; $`f(r)`$ is *any* regular function of $`r`$.

If one chooses $`f(r)r`$, one obtains the so-called standard form of solution, *erroneously* named “by Schwarzschild”, but in reality due to Hilbert, Droste and Weyl .

One has the *original* form of solution given by Schwarzschild in 1916 if one chooses $`f(r)[r^3+(2m)^3]^{1/3}`$; Schwarzschild’s $`\mathrm{d}s^2`$ holds in the *entire* spacetime, with the only exception of the origin $`r=0`$: it is “maximally extended”. Remark that Schwarzschild’s form of solution is diffeomorphic to the part $`r>2m`$ of the standard form. For $`r<2m`$ this part loses any mathematical and physical meaning - as it was repeateadly emphasized by Einstein and by all the Great Men who developed the general relativity – because the solution becomes non-static, the radial coordinate $`r`$ becomes a time coordinates, and the $`\mathrm{d}s^2`$ loses its physical “appropriateness”. Now, the invention of the senseless notion of black hole was originated by an odd reflection on the region $`r<2m`$. If the treatises had expounded the original form of Schwarzschild in lieu of the standard form, the notion of black hole would not have come forth.

In conclusion, the physical results are those and *only* those that are *independent of the particular choice* of the function $`f(r)`$. But the fictive notion of black hole owes its origin to a misinterpretation of the part $`r<2m`$ of a *particular* form: the *standard* form.

2.Experimental results and conclusions

Some months ago Schödel and other 22 authors published a paper  in which they report “ten years of high-resolution astrometric imaging” that have allowed “to trace two-thirds of the orbit of the star, \[denoted with S2\], currently closest to the compact radio-source Sagittarius A \[SgrA\].” They write: “The observations, which include both pericentre and apocentre passages, show that the star is on a bound, highly elliptical keplerian orbit around SgrA, with an orbital period of 15.2 years and a pericentre distance of only 17 light hours. The orbit with the best fit to the observations requires a central point mass of $`(3.7\pm 1.5)\times 10^6`$ solar masses ($`M_{}`$). The data no longer allow for a central mass composed of a dense cluster of dark stellar objects or a ball of massive, degenerate fermions.”

Schödel *et alii*  interpret their results as an experimental proof of the existence of a supermassive black hole at the centre of our galaxy. Evidently, they are victims of the very diffuse, but erroneous opinion (see sect.1) that the gravitational collapse of a massive celestial body must generate a black hole. On the other hand, the experimentally observed orbit is *Keplerian*, that is described by the (nonrelativistic) Newtonian theory. From the standpoint of *logic and experience*, one can *only* affirm that at the centre of Milky Way there is a punctual object with a huge mass. (It is interesting to remark that the fictitious event horizon for a point mass $`4\times 10^6M_{}`$ would be situated at a distance of $`26`$ light seconds!).

APPENDIX

In a *NASA Press Release*, dated November 20th, 2002, entitled “A Super Galactic Discovery”, we read: “For the first time, scientists have found proof of two supermassive black holes together in the same galaxy. These black holes are orbiting each other and will merge several hundred million years from now. The event will unleash intense radiation and gravitational waves \[….\] and leave behind an even larger black hole than before.

NASA’s Chandra X-ray Observatory spotted the two black holes in the galaxy NGC 6240. The observatory was able to “see” them because the black holes are surrounded by hot swirling vortices af matter called accretion disks. Such disks are strong sources of X-rays.”

This is pure science fiction! Demostration. *In primis*, as we have seen in sect.1, the very notion of black hole is a nonsense. *In secundis*, even if we believed in the existence of the black holes, there would be “no way of asserting through some analogy with Newtonian gravitational theory that a black hole could be a component of a close binary system or that two black holes could collide. An existence theorem could first be needed to show that Einstein’s field equations contained solutions which described such configurations.” . *In tertiis*, the eventual formation of an accretion disk, strong source of X-rays, is *not* linked to a particular choice of the arbitrary function $`f(r)`$ (see sect.1) – in particular to the standard choice $`f(r)r`$.

In conclusion, no black hole has been detected by Chandra X-ray observatory. And never gravitational waves will travel over the world, because they are pure mathematical undulations, completely devoid of any *physical* reality ,,.

*La vérité, l’âpre vérité.”*

*Danton*


text:
# 1 Introduction

## 1 Introduction

Space-like branes  (or S$`p`$-branes) are a class of time-dependent solutions of string/M theory (also of some field theories) which are subject of much interests in recent times. S$`p`$-branes are topological defects localized in $`(p+1)`$ dimensional space-like surfaces and exist at a moment in time. They can be understood to appear as a time-like tachyonic kink solution of unstable D$`(p+1)`$-brane in string theory  and is believed to shed light on dS/CFT correspondence 222In three dimensions the dS/CFT correspondence has been noted earlier in .. As for other time dependent solutions  S-branes333See  for some earlier works. are also interesting from the cosmological point of view . Various aspects of S-branes in M/string theory have been explored in .

Just like in static case M-theory has two kinds of S-branes, namely, SM2 and SM5-branes and are characterized by two parameters. On the other hand, string theory has SNS1, SNS5 and SD$`p`$-branes (as their time-like counterpart) characterized by four parameters. These solutions were obtained in  by solving the equations of motion of the corresponding supergravity actions. Since type IIA string theory can be obtained as S1 reduction of M-theory, the M-theory S-branes SM2 must reduce to SD2 of type IIA string theory under direct dimensional reduction  and to SNS1 under double dimensional reduction  as in the static case. Similarly, SM5-brane should reduce to SNS5-brane of type IIA string theory under direct dimensional reduction and SD4-brane under double dimensional reduction as is known for the static case. However, the reduction procedure can not be the same since the M-theory S-branes are two parameter solution, whereas the string theory solutions are four parameter solutions . The naive dimensional reduction can not produce new parameters in the reduced solutions.

The purpose of this paper is to show how starting from M-theory S-branes one can reproduce the various string theory S-branes under dimensional reductions since all M-theory and string theory S-brane solutions are known explicitly. For the BPS time-like branes, the direct dimensional reduction is performed along a transverse space-like isometric direction, where isometry is produced by placing parallel branes periodically along the to be compactified transverse direction. However, for the space-like branes this procedure is not well-defined, so, instead we use a delocalized SM2 and SM5-brane solutions (as has been obtained in  with a modification) along the to be compactified transverse direction. We will show that the direct dimensional reduction of this solution correctly reproduces the known SD2444This case has also been studied in . and SNS5-brane solution of type IIA string theory. The double dimensional reduction for the time-like branes is much easier to perform since here the compactification is done along one of the space-like directions of the brane which is already an isometric direction. For the space-like branes although the procedure is similar, but we will show that we must start from anisotropic (in the to be compactified longitudinal direction of the brane) SM-brane solutions in order to reproduce both the SNS1 and SD4 solutions of type IIA string theory under double dimensional reductions.

The organization of this paper is as follows. In section 2, we write the localized S$`p`$-brane solutions of the gravity coupled to the dilaton and an $`n`$-form field strength in $`d=p+n+2`$ dimensions. In $`d=11,\mathrm{\hspace{0.17em}10}`$ they represent various S-brane solutions of M/string theory in question. In section 3, we discuss the direct dimensional reductions. The double dimensional reductions are discussed in section 4. We conclude in section 5.

## 2 Localized S$`p`$-brane solutions

In this section, we write the localized S$`p`$-brane solutions obtained in  (by setting $`k=q`$ there) by solving the equations of motion resulting from $`d`$-dimensional gravity coupled to the dilaton and an $`n`$-form field strength. The solution in space-time dimensions $`d=p+n+2`$ has the symmetry ISO$`(p+1)`$ $`\times `$ SO$`(n,1)`$, ISO$`(p+1)`$ $`\times `$ ISO$`(n)`$ or ISO$`(p+1)`$ $`\times `$ SO$`(n+1)`$ depending on whether the internal spaces are hyperbolic, flat or spherical and takes the form,

$`ds_d^2`$ $`=`$ $`e^{2A(t)}dt^2+e^{2B(t)}(dx_1^2+\mathrm{}+dx_{p+1}^2)+e^{2C(t)}d\mathrm{\Sigma }_{n,\sigma }^2`$
$`\varphi `$ $`=`$ $`{\displaystyle \frac{a(d2)}{n1}}B(t)+c_1t+c_2`$
$`F_n`$ $`=`$ $`bϵ(\mathrm{\Sigma }_{n,\sigma })`$ (2.1)
In the above $`A`$, $`B`$ and $`C`$ are functions of time satisfying a gauge condition

$$A+(p+1)B+nC=0$$
(2.2)
In this gauge the equations of motion simplify and the three functions can be expressed in terms of two independent functions as,

$$A=ng(t)\frac{p+1}{n1}f(t),B=f(t),C=g(t)\frac{p+1}{n1}f(t)$$
(2.3)
Also in the above $`d\mathrm{\Sigma }_{n,\sigma }^2`$ is the line element of the hyperbolic ($`\sigma =1`$), flat ($`\sigma =0`$) and spherical ($`\sigma =+1`$) space, $`a`$ is the dilaton coupling to the $`n`$-form field strength, $`b`$ is the field strength parameter and $`ϵ(\mathrm{\Sigma }_{n,\sigma })`$ is the unit volume element of $`\mathrm{\Sigma }_{n,\sigma }`$. By solving the equations of motion the functions $`f(t)`$ and $`g(t)`$ are obtained as,

$`f(t)`$ $`=`$ $`{\displaystyle \frac{2}{\chi }}\mathrm{ln}{\displaystyle \frac{\alpha }{\mathrm{cosh}[\frac{\chi \alpha }{2}(tt_0)]}}+{\displaystyle \frac{1}{\chi }}\mathrm{ln}{\displaystyle \frac{(d2)\chi }{(n1)b^2}}{\displaystyle \frac{a}{\chi }}(c_1t+c_2)`$
$`g(t)`$ $`=`$ $`\{\begin{array}{cc}\frac{1}{(n1)}\mathrm{ln}\frac{\beta }{\mathrm{sinh}[(n1)\beta |t|]},\hfill & \text{for }\sigma =1\hfill \\ \pm \beta t,\hfill & \text{for }\sigma =0\hfill \\ \frac{1}{(n1)}\mathrm{ln}\frac{\beta }{\mathrm{cosh}[(n1)\beta t]},\hfill & \text{for }\sigma =+1\hfill \end{array}`$ (2.4)
where $`\alpha `$, $`\beta `$, $`c_1`$, $`c_2`$, $`t_0`$ are integration constants. $`\chi `$ is defined as,

$$\chi =2(p+1)+\frac{a^2(d2)}{n1}$$
(2.5)
and the constants satisfy the following relation,

$$\frac{p+1}{\chi }c_1^2+\frac{(d2)\chi \alpha ^2}{2(n1)}n(n1)\beta ^2=0$$
(2.6)
This is the complete localized S$`p`$-brane solution in $`d`$ space-time dimensions. For $`d=11`$, $`a=c_1=c_2=0`$, we get localized SM2-brane solution for $`p=2`$ and $`n=7`$ (also $`\chi =6`$) and SM5-brane solution for $`p=5`$ and $`n=4`$ ($`\chi =12`$ in this case). On the other hand, for $`d=10`$ we get localized SD2 solution for $`p=2`$, $`n=6`$, $`a=1/2`$, $`\chi =32/5`$ and SNS5 solution for $`p=5`$, $`n=3`$, $`a=1`$, $`\chi =16`$. We also get SNS1 solution for $`p=1`$, $`n=7`$, $`a=1`$, $`\chi =16/3`$ and SD4 solution for $`p=4`$, $`n=4`$, $`a=1/2`$, $`\chi =32/3`$. Although we will not use the localized SM-brane solutions for dimensional reduction as they will not produce the correct localized string theory S-brane solutions, we will comment on them later for comparison. The localized string theory S-brane solutions as given in (2.1) – (2.6) for various values of $`p`$, $`n`$, $`a`$ and $`\chi `$ will be compared after the dimensional reduction of appropriate M-theory S-branes. We comment that M-theory S-branes are characterized by the parameters $`\alpha `$, $`\beta `$, $`t_0`$ and $`b`$ with a relation between $`\alpha `$ and $`\beta `$ given by (2.6). But $`\beta `$ can be eliminated from the solution by appropriate scaling of $`t`$ and $`x_i`$ coordinates. So, the solution would depend on two parameters. Similarly, the string theory solution can be shown  to depend on four parameters $`c_1`$, $`c_2`$, $`t_0`$, $`b`$. However, in our discussion we will keep the parameters $`\alpha `$ and $`\beta `$ explicitly for both the M-theory and the string theory solutions.

## 3 Direct dimensional reduction

As mentioned in the introduction in order to correctly reproduce the string theory S-branes we must start from a delocalized SM-brane solution and compactify the delocalized direction. So, instead of the form of the metric in (2.1), we start from the metric ansatz (this is exactly the same as in , with $`qk=1`$),

$$ds_d^2=e^{2\stackrel{~}{A}(t)}dt^2+e^{2\stackrel{~}{B}(t)}(dx_1^2+\mathrm{}+dx_{p+1}^2)+e^{2\stackrel{~}{C}(t)}d\mathrm{\Sigma }_{n1,\sigma }^2+e^{2\stackrel{~}{D}(t)}dy^2$$
(3.1)
We take $`\varphi =0`$. The equations of motion for gravity coupled to $`n`$-form field strength can be solved with the gauge condition,

$$\stackrel{~}{A}+(p+1)\stackrel{~}{B}+(n1)\stackrel{~}{C}+\stackrel{~}{D}=0$$
(3.2)
Using equations of motion and the gauge condition (3.2) the four functions $`\stackrel{~}{A}`$, $`\stackrel{~}{B}`$, $`\stackrel{~}{C}`$ and $`\stackrel{~}{D}`$ can be expressed as,

$`\stackrel{~}{A}`$ $`=`$ $`(n1)\stackrel{~}{g}(t){\displaystyle \frac{p+1}{n1}}\stackrel{~}{f}(t)+n(\stackrel{~}{c}_1t+\stackrel{~}{c}_2)`$
$`\stackrel{~}{B}`$ $`=`$ $`\stackrel{~}{f}(t)`$
$`\stackrel{~}{C}`$ $`=`$ $`\stackrel{~}{g}(t){\displaystyle \frac{p+1}{n1}}\stackrel{~}{f}(t)+\stackrel{~}{c}_1t+\stackrel{~}{c}_2`$
$`\stackrel{~}{D}`$ $`=`$ $`{\displaystyle \frac{p+1}{n1}}\stackrel{~}{f}(t)+\stackrel{~}{c}_1t+\stackrel{~}{c}_2`$ (3.3)
Note that the delocalized solution in  does not contain the linear part $`(\stackrel{~}{c}_1t+\stackrel{~}{c}_2)`$ in the above functions and so, will not give the correct string theory solution under direct dimensional reductions. The solution of the equations of motion give the functions $`\stackrel{~}{f}(t)`$ and $`\stackrel{~}{g}(t)`$ in the forms,

$`\stackrel{~}{f}(t)`$ $`=`$ $`{\displaystyle \frac{2}{\chi }}\mathrm{ln}{\displaystyle \frac{\stackrel{~}{\alpha }}{\mathrm{cosh}[\frac{\chi \stackrel{~}{\alpha }}{2}(tt_0)]}}+{\displaystyle \frac{1}{\chi }}\mathrm{ln}{\displaystyle \frac{(d2)\chi }{(n1)b^2}}`$
$`\stackrel{~}{g}(t)`$ $`=`$ $`\{\begin{array}{cc}\frac{1}{(n2)}\mathrm{ln}\frac{\stackrel{~}{\beta }}{\mathrm{sinh}[(n2)\stackrel{~}{\beta }|t|]}\frac{n1}{n2}(\stackrel{~}{c}_1t+\stackrel{~}{c}_2),\hfill & \text{for }\sigma =1\hfill \\ \pm \stackrel{~}{\beta }t\frac{n1}{n2}(\stackrel{~}{c}_1t+\stackrel{~}{c}_2),\hfill & \text{for }\sigma =0\hfill \\ \frac{1}{(n2)}\mathrm{ln}\frac{\stackrel{~}{\beta }}{\mathrm{cosh}[(n2)\stackrel{~}{\beta }t]}\frac{n1}{n2}(\stackrel{~}{c}_1t+\stackrel{~}{c}_2),\hfill & \text{for }\sigma =+1\hfill \end{array}`$ (3.4)
with the parameter relation given as follows,

$$\frac{n1}{n2}\stackrel{~}{c}_1^2+\frac{(p+1)(d2)}{n1}\stackrel{~}{\alpha }^2(n1)(n2)\stackrel{~}{\beta }^2=0$$
(3.5)
Also, the form of the field strength is given as $`F_n=bϵ(\mathrm{\Sigma }_{n1,\sigma })dy`$.

In $`d=11`$, eqs.(3.1) – (3.5) represent delocalized SM2-brane solution for $`p=2`$, $`n=7`$, $`\chi =6`$ and delocalized SM5-brane solution for $`p=5`$, $`n=4`$, $`\chi =12`$. The 11-dimensional solution can be dimensionally reduced to 10-dimensions along $`y`$-direction by the following metric relation,

$`ds_{11}^2`$ $`=`$ $`e^{2\varphi /3}ds_{10,s}^2+e^{4\varphi /3}dy^2`$ (3.6)
$`=`$ $`e^{\varphi /6}ds_{10}^2+e^{4\varphi /3}dy^2`$
Where the metric $`ds_{10,s}^2`$ in the first line is the string frame metric and $`ds_{10}^2=e^{\varphi /2}ds_{10,s}^2`$ is the Einstein frame metric. By comparing (3.6) with (3.1) we obtain the dilaton as,

$$\varphi =\frac{3}{2}\left[\frac{p+1}{n1}\stackrel{~}{f}(t)+\stackrel{~}{c}_1t+\stackrel{~}{c}_2\right]$$
(3.7)
This would be identified with the dilaton for the 10-dimensional solutions, namely, the localized SD2 and SNS5-brane solutions which we discuss separately below.

(a) SM2 $``$ SD2

Note that we have $`p=2`$, $`n=7`$, $`a=0`$ and $`\chi =6`$ for SM2-brane solution and $`p=2`$, $`n=6`$, $`a=1/2`$ and $`\chi =32/5`$ for SD2-brane solution. So, from (3.7) we find,

$$\varphi =\frac{1}{4}\mathrm{ln}\frac{\stackrel{~}{\alpha }}{\mathrm{cosh}[3\stackrel{~}{\alpha }(tt_0)]}\frac{1}{8}\mathrm{ln}\frac{9}{b^2}+\frac{3}{2}(\stackrel{~}{c}_1t+\stackrel{~}{c}_2)$$
(3.8)
for the reduced SM2-brane solution. On the other hand, we find from (2.1)

$$\varphi =\frac{1}{4}\mathrm{ln}\frac{\alpha }{\mathrm{cosh}[\frac{16\alpha }{5}(tt_0)]}\frac{1}{8}\mathrm{ln}\frac{256}{25b^2}+\frac{15}{16}(c_1t+c_2)$$
(3.9)
for the SD2-brane solution. So, identifying (3.8) with (3.9) we get,

$$\stackrel{~}{\alpha }=\frac{16}{15}\alpha ,\stackrel{~}{c}_1=\frac{5}{8}c_1,\stackrel{~}{c}_2=\frac{5}{8}c_2$$
(3.10)
We also find $`\stackrel{~}{\beta }=\beta `$, by examining the function $`\stackrel{~}{g}(t)`$ (given in (3.4)) and $`g(t)`$ (given in (2.4)). With this identification the parameter relation (3.5) becomes,

$$\frac{6}{5}\stackrel{~}{c}_1^2+\frac{9}{2}\stackrel{~}{\alpha }^230\stackrel{~}{\beta }^2=0\frac{15}{32}c_1^2+\frac{128}{25}\alpha ^230\beta ^2=0$$
(3.11)
This is exactly the parameter relation (2.6) for the SD2-brane solution. The form of the 10-dimensional Einstein frame metric can be calculated from (3.6) as,

$$ds_{10}^2=e^{\varphi /6+2\stackrel{~}{A}}dt^2+e^{\varphi /6+2\stackrel{~}{B}}(dx_1^2+dx_2^2+dx_3^2)+e^{\varphi /6+2\stackrel{~}{C}}d\mathrm{\Sigma }_{6,\sigma }^2$$
(3.12)
Now it can be easily checked using (3.8), (3.4) and (3.3) that

$`{\displaystyle \frac{1}{6}}\varphi +2\stackrel{~}{A}`$ $`=`$ $`{\displaystyle \frac{9}{8}}\stackrel{~}{f}+12\stackrel{~}{g}+{\displaystyle \frac{57}{4}}(\stackrel{~}{c}_1t+\stackrel{~}{c}_2)=\mathrm{\hspace{0.17em}\hspace{0.17em}12}g{\displaystyle \frac{6}{5}}f=\mathrm{\hspace{0.17em}\hspace{0.17em}2}A`$
$`{\displaystyle \frac{1}{6}}\varphi +2\stackrel{~}{B}`$ $`=`$ $`{\displaystyle \frac{15}{8}}\stackrel{~}{f}+{\displaystyle \frac{1}{4}}(\stackrel{~}{c}_1t+\stackrel{~}{c}_2)=\mathrm{\hspace{0.17em}\hspace{0.17em}2}f=\mathrm{\hspace{0.17em}\hspace{0.17em}2}B`$
$`{\displaystyle \frac{1}{6}}\varphi +2\stackrel{~}{C}`$ $`=`$ $`{\displaystyle \frac{9}{8}}\stackrel{~}{f}+2\stackrel{~}{g}+{\displaystyle \frac{9}{4}}(\stackrel{~}{c}_1t+\stackrel{~}{c}_2)={\displaystyle \frac{6}{5}}f+2g=\mathrm{\hspace{0.17em}\hspace{0.17em}2}C`$ (3.13)
Where in writing the last two expressions in the above we have used eqs.(3.4), (3.10), (2.4) and (2.3). So, the metric (3.12) takes exactly the same form as SD2-brane metric given in (2.1). The field strength also takes the same form as that of SD2-brane. We have thus shown how to obtain SD2-brane solution of type IIA string theory from a delocalized SM2-brane solution of M-theory under direct dimensional reduction.

(b) SM5 $``$ SNS5

Here we note that for SM5-brane solution $`p=5`$, $`n=4`$, $`a=0`$ and $`\chi =12`$ and for SNS5-brane solution $`p=5`$, $`n=3`$, $`a=1`$ and $`\chi =16`$. So, from (3.7) we find that the dilaton takes the form,

$$\varphi =\frac{1}{2}\mathrm{ln}\frac{\stackrel{~}{\alpha }}{\mathrm{cosh}[6\stackrel{~}{\alpha }(tt_0)]}\frac{1}{4}\mathrm{ln}\frac{36}{b^2}+\frac{3}{2}(\stackrel{~}{c}_1t+\stackrel{~}{c}_2)$$
(3.14)
for the reduced SM5-brane solution. On the other hand, we find from (2.1)

$$\varphi =\frac{1}{2}\mathrm{ln}\frac{\alpha }{\mathrm{cosh}[8\alpha (tt_0)]}\frac{1}{4}\mathrm{ln}\frac{64}{b^2}+\frac{3}{4}(c_1t+c_2)$$
(3.15)
for the SNS5-brane solution. So, identifying (3.14) with (3.15) we get,

$$\stackrel{~}{\alpha }=\frac{4}{3}\alpha ,\stackrel{~}{c}_1=\frac{1}{2}c_1,\stackrel{~}{c}_2=\frac{1}{2}c_2$$
(3.16)
Also, as before we have $`\stackrel{~}{\beta }=\beta `$. With this identification the parameter relation for the delocalized SM5-brane solution (3.5) takes the following form using (3.16),

$$\frac{3}{2}\stackrel{~}{c}_1^2+18\stackrel{~}{\alpha }^26\stackrel{~}{\beta }^2=0\frac{3}{8}c_1^2+32\alpha ^26\beta ^2=0$$
(3.17)
This is exactly the parameter relation of SNS5-brane solution given in (2.6). The 10-dimensional Einstein frame metric can be obtained from (3.6) as,

$$ds_{10}^2=e^{\varphi /6+2\stackrel{~}{A}}dt^2+e^{\varphi /6+2\stackrel{~}{B}}(dx_1^2+\mathrm{}+dx_6^2)+e^{\varphi /6+2\stackrel{~}{C}}d\mathrm{\Sigma }_{3,\sigma }^2$$
(3.18)
It can be checked using (3.14), (3.4) and (3.3) that

$`{\displaystyle \frac{1}{6}}\varphi +2\stackrel{~}{A}`$ $`=`$ $`{\displaystyle \frac{9}{2}}\stackrel{~}{f}+6\stackrel{~}{g}+{\displaystyle \frac{33}{4}}(\stackrel{~}{c}_1t+\stackrel{~}{c}_2)=\mathrm{\hspace{0.17em}\hspace{0.17em}6}g6f=\mathrm{\hspace{0.17em}\hspace{0.17em}2}A`$
$`{\displaystyle \frac{1}{6}}\varphi +2\stackrel{~}{B}`$ $`=`$ $`{\displaystyle \frac{3}{2}}\stackrel{~}{f}+{\displaystyle \frac{1}{4}}(\stackrel{~}{c}_1t+\stackrel{~}{c}_2)=\mathrm{\hspace{0.17em}\hspace{0.17em}2}f=\mathrm{\hspace{0.17em}\hspace{0.17em}2}B`$
$`{\displaystyle \frac{1}{6}}\varphi +2\stackrel{~}{C}`$ $`=`$ $`{\displaystyle \frac{9}{2}}\stackrel{~}{f}+2\stackrel{~}{g}+{\displaystyle \frac{9}{4}}(\stackrel{~}{c}_1t+\stackrel{~}{c}_2)=6f+2g=\mathrm{\hspace{0.17em}\hspace{0.17em}2}C`$ (3.19)
Where in writing the last two expressions in the above we have used eqs.(3.4), (3.16), (2.4) and (2.3). So, the metric (3.18) takes exactly the same form as SNS5-brane metric given in (2.1). The field strength also takes the same form as that of SNS5-brane solution. So, we have obtained SNS5-brane solution of type IIA string theory starting form the delocalized SM5-brane solution of M-theory by direct dimensional reduction.

## 4 Double dimensional reduction

In the case of double dimensional reduction we compactify the M-theory along one of the space-like directions of the brane. But, it is clear that if we start from the isotropic M-brane solution given in (2.1), then the dilaton (3.6) in the reduced theory will not contain the linear time-dependent part (of the form $`c_1t+c_2`$) and we will not get the right form of the dilaton (2.1) of the string theory S-brane. However, we show that if we use the anisotropic (along the to be compactified direction) M-theory S-brane solution555This has also been recognized for $`\sigma =1`$ in different supergravity S-brane solutions discussed in ., then we correctly reproduce the string theory S-brane under double dimensional reduction.

So, instead of (2.1), we take the metric ansatz of the M-theory S-brane solution as,

$$ds_d^2=e^{2\widehat{A}(t)}dt^2+e^{2\widehat{B}(t)}(dx_1^2+\mathrm{}+dx_p^2)+e^{2\widehat{C}(t)}d\mathrm{\Sigma }_{n,\sigma }^2+e^{2\widehat{D}(t)}dy^2$$
(4.1)
where we identify $`x_{p+1}y`$ as the to be compactified direction. Here also, we take $`\varphi =0`$. The equations of motion is the same as in eqs.(3) – (5) of ref. with $`\varphi =a=0`$. However, the non-vanishing components of the Ricci tensor for the above metric takes the form

$`R_{tt}`$ $`=`$ $`p(\ddot{\widehat{B}}+\dot{\widehat{B}}^{\mathrm{\hspace{0.17em}2}}\dot{\widehat{A}}\dot{\widehat{B}})n(\ddot{\widehat{C}}+\dot{\widehat{C}}^2\dot{\widehat{A}}\dot{\widehat{C}})(\ddot{\widehat{D}}+\dot{\widehat{D}}^2\dot{\widehat{A}}\dot{\widehat{D}})`$
$`R_{xx}`$ $`=`$ $`e^{2\widehat{B}2\widehat{A}}\left[\ddot{\widehat{B}}\dot{\widehat{A}}\dot{\widehat{B}}+p\dot{\widehat{B}}^2+n\dot{\widehat{B}}\dot{\widehat{C}}+\dot{\widehat{B}}\dot{\widehat{D}}\right]`$
$`R_{yy}`$ $`=`$ $`e^{2\widehat{D}2\widehat{A}}\left[\ddot{\widehat{D}}\dot{\widehat{A}}\dot{\widehat{D}}+p\dot{\widehat{B}}\dot{\widehat{D}}+n\dot{\widehat{D}}\dot{\widehat{C}}+\dot{\widehat{D}}^2\right]`$
$`R_{ab}`$ $`=`$ $`\left\{e^{2\widehat{C}2\widehat{A}}\left[\ddot{\widehat{C}}\dot{\widehat{A}}\dot{\widehat{C}}+p\dot{\widehat{B}}\dot{\widehat{C}}+n\dot{\widehat{C}}^2+\dot{\widehat{C}}\dot{\widehat{D}}\right]+\sigma (n1)\right\}\overline{g}_{ab}`$ (4.2)
where $`\overline{g}_{ab}`$ is the metric of the hyperspace $`\mathrm{\Sigma }_{n,\sigma }`$ and the Ricci tensor for this space is given by, $`\overline{R}_{ab}=\sigma (n1)\overline{g}_{ab}`$. The equations of motion simplifies under the gauge condition,

$$\widehat{A}+p\widehat{B}+n\widehat{C}+\widehat{D}=0$$
(4.3)
Using this and the equations of motion, the above functions can be expressed as,

$`\widehat{A}`$ $`=`$ $`n\widehat{g}(t){\displaystyle \frac{p+1}{n1}}\widehat{f}(t)+(n+1)(\widehat{c}_1t+\widehat{c}_2)`$
$`\widehat{B}`$ $`=`$ $`\widehat{f}(t)`$
$`\widehat{C}`$ $`=`$ $`\widehat{g}(t){\displaystyle \frac{p+1}{n1}}\widehat{f}(t)+\widehat{c}_1t+\widehat{c}_2`$
$`\widehat{D}`$ $`=`$ $`\widehat{f}(t)+\widehat{c}_1t+\widehat{c}_2`$ (4.4)
By solving the equations of motion we obtain,

$`\widehat{f}(t)`$ $`=`$ $`{\displaystyle \frac{2}{\chi }}\mathrm{ln}{\displaystyle \frac{\widehat{\alpha }}{\mathrm{cosh}[\frac{\chi \widehat{\alpha }}{2}(tt_0)]}}+{\displaystyle \frac{1}{\chi }}\mathrm{ln}{\displaystyle \frac{(d2)\chi }{(n1)b^2}}{\displaystyle \frac{1}{p+1}}(\widehat{c}_1t+\widehat{c}_2)`$
$`\widehat{g}(t)`$ $`=`$ $`\{\begin{array}{cc}\frac{1}{(n1)}\mathrm{ln}\frac{\widehat{\beta }}{\mathrm{sinh}[(n1)\widehat{\beta }|t|]}\frac{n}{n1}(\widehat{c}_1t+\widehat{c}_2),\hfill & \text{for }\sigma =1\hfill \\ \pm \widehat{\beta }t\frac{n}{n1}(\widehat{c}_1t+\widehat{c}_2),\hfill & \text{for }\sigma =0\hfill \\ \frac{1}{(n1)}\mathrm{ln}\frac{\widehat{\beta }}{\mathrm{cosh}[(n1)\widehat{\beta }t]}\frac{n}{n1}(\widehat{c}_1t+\widehat{c}_2),\hfill & \text{for }\sigma =+1\hfill \end{array}`$ (4.5)
where the parameters satisfy,

$$\frac{p}{p+1}\widehat{c}_1^2+\frac{(p+1)(d2)}{n1}\widehat{\alpha }^2n(n1)\widehat{\beta }^2=0$$
(4.6)
The field strength is given as $`F_n=bϵ(\mathrm{\Sigma }_{n,\sigma })`$. In $`d=11`$, eqs.(4.1) – (4.6) represent the anisotropic SM2-brane solution for $`p=2`$, $`n=7`$, $`\chi =6`$ and anisotropic SM5-brane solution for $`p=5`$, $`n=4`$, $`\chi =12`$. The dimensional reduction is performed along the brane direction $`y`$ and the relation between the 11-dimensional metric and the 10-dimensional metric is as given in (3.6). By comparing (3.6) with (4.1) we obtain the dilaton as,

$$\varphi =\frac{3}{2}\widehat{f}+\frac{3}{2}(\widehat{c}_1t+\widehat{c}_2)$$
(4.7)
This would be identified with the dilaton for the 10-dimensional solution i.e. the localized SNS1 and SD4-brane solution and we discuss the two cases separately below.

(a) SM2 $``$ SNS1

In this case we have $`p=2`$, $`n=7`$, $`a=0`$, $`\chi =6`$ for SM2-brane solution and $`p=1`$, $`n=7`$, $`a=1`$, $`\chi =16/3`$ for SNS1-brane solution (given in (2.1)). So, from (4.7) and (4.5) we obtain

$$\varphi =\frac{1}{2}\mathrm{ln}\frac{\widehat{\alpha }}{\mathrm{cosh}[3\widehat{\alpha }(tt_0)]}+\frac{1}{4}\mathrm{ln}\frac{9}{b^2}+(\widehat{c}_1t+\widehat{c}_2)$$
(4.8)
for the dimensionally reduced anisotropic SM2-brane. On the other hand, from (2.1) we find,

$$\varphi =\frac{1}{2}\mathrm{ln}\frac{\alpha }{\mathrm{cosh}[\frac{8\alpha }{3}(tt_0)]}+\frac{1}{4}\mathrm{ln}\frac{64}{9b^2}+\frac{3}{4}(c_1t+c_2)$$
(4.9)
for the SNS1-brane. Identifying (4.8) with (4.9) we find,

$$\widehat{\alpha }=\frac{8}{9}\alpha ,\widehat{c}_1=\frac{3}{4}c_1,\widehat{c}_2=\frac{3}{4}c_2$$
(4.10)
and comparing the function $`\widehat{g}(t)`$ in (4.5) and $`g(t)`$ in (2.1) we get $`\widehat{\beta }=\beta `$. Now using (4.10) the parameter relation (4.6) reduces to,

$$\frac{2}{3}\widehat{c}_1^2+\frac{9}{2}\widehat{\alpha }^242\widehat{\beta }^2=0\frac{3}{8}c_1^2+\frac{32}{9}\alpha ^242\beta ^2=0$$
(4.11)
This is exactly the parameter relation of SNS1-brane solution given in (2.6). The 10-dimensional Einstein frame metric (3.6) takes the form,

$$ds_{10}^2=e^{\varphi /6+2\widehat{A}}dt^2+e^{\varphi /6+2\widehat{B}}(dx_1^2+dx_2^2)+e^{\varphi /6+2\widehat{C}}d\mathrm{\Sigma }_{7,\sigma }^2$$
(4.12)
Now using (4.7) and (4.4) we find,

$`{\displaystyle \frac{1}{6}}\varphi +2\widehat{A}`$ $`=`$ $`{\displaystyle \frac{3}{4}}\widehat{f}+14\widehat{g}+{\displaystyle \frac{65}{4}}(\widehat{c}_1t+\widehat{c}_2)={\displaystyle \frac{2}{3}}f+14g=\mathrm{\hspace{0.17em}\hspace{0.17em}2}A`$
$`{\displaystyle \frac{1}{6}}\varphi +2\widehat{B}`$ $`=`$ $`{\displaystyle \frac{9}{4}}\widehat{f}+{\displaystyle \frac{1}{4}}(\widehat{c}_1t+\widehat{c}_2)=\mathrm{\hspace{0.17em}\hspace{0.17em}2}f=\mathrm{\hspace{0.17em}\hspace{0.17em}2}B`$
$`{\displaystyle \frac{1}{6}}\varphi +2\widehat{C}`$ $`=`$ $`{\displaystyle \frac{3}{4}}\widehat{f}+2\widehat{g}+{\displaystyle \frac{9}{4}}(\widehat{c}_1t+\widehat{c}_2)={\displaystyle \frac{2}{3}}f+2g=\mathrm{\hspace{0.17em}\hspace{0.17em}2}C`$ (4.13)
Where in writing the last two expressions above we have used eqs.(4.5), (4.10), (2.4) and (2.3). We therefore find that the metric in (4.12) matches exactly with that of SNS1-brane solution given in (2.1). The 7-form field strength also matches trivially. This therefore shows that the double dimensional reduction of an anisotropic SM2-brane solution indeed correctly reproduces the SNS1-brane solution of type IIA string theory.

(b) SM5 $``$ SD4

Here also we employ the same procedure as in the previous subsection. In this case $`p=5`$, $`n=4`$, $`a=0`$, $`\chi =12`$ for SM2-brane solution and $`p=4`$, $`n=4`$, $`a=1/2`$, $`\chi =32/3`$ for SD4-brane solution (given in (2.1)). The dilaton for the dimensionally reduced anisotropic SM5-brane can be obtained from (4.7) and (4.5) as,

$$\varphi =\frac{1}{4}\mathrm{ln}\frac{\widehat{\alpha }}{\mathrm{cosh}[6\widehat{\alpha }(tt_0)]}+\frac{1}{8}\mathrm{ln}\frac{36}{b^2}+\frac{5}{4}(\widehat{c}_1t+\widehat{c}_2)$$
(4.14)
The form of the dilaton for the SD4-brane solution can be obtained from (2.1) as,

$$\varphi =\frac{1}{4}\mathrm{ln}\frac{\alpha }{\mathrm{cosh}[\frac{16\alpha }{3}(tt_0)]}+\frac{1}{8}\mathrm{ln}\frac{256}{9b^2}+\frac{15}{16}(c_1t+c_2)$$
(4.15)
Identifying these two we obtain,

$$\widehat{\alpha }=\frac{8}{9}\alpha ,\widehat{c}_1=\frac{3}{4}c_1,\widehat{c}_2=\frac{3}{4}c_2$$
(4.16)
Also as before we get $`\widehat{\beta }=\beta `$. So, using (4.16) the parameter relation for SM5-brane solution (4.6) gives,

$$\frac{5}{6}\widehat{c}_1^2+18\widehat{\alpha }^212\widehat{\beta }^2=0\frac{15}{32}c_1^2+\frac{128}{9}\alpha ^212\beta ^2=0$$
(4.17)
We note that this is precisely the parameter relation for the SD4-brane solution as can be seen from (2.6). Now we can check whether the dilaton as well as the parameter identification correctly reproduces the 10-dimensional SD4-brane metric from (3.6). The Einstein frame metric in (3.6) has the form,

$$ds_{10}^2=e^{\varphi /6+2\widehat{A}}dt^2+e^{\varphi /6+2\widehat{B}}(dx_1^2+\mathrm{}+dx_5^2)+e^{\varphi /6+2\widehat{C}}d\mathrm{\Sigma }_{4,\sigma }^2$$
(4.18)
It can be easily checked using (4.7) and (4.16) that

$`{\displaystyle \frac{1}{6}}\varphi +2\widehat{A}`$ $`=`$ $`{\displaystyle \frac{15}{4}}\widehat{f}+8\widehat{g}+{\displaystyle \frac{41}{4}}(\widehat{c}_1t+\widehat{c}_2)={\displaystyle \frac{10}{3}}f+8g=\mathrm{\hspace{0.17em}\hspace{0.17em}2}A`$
$`{\displaystyle \frac{1}{6}}\varphi +2\widehat{B}`$ $`=`$ $`{\displaystyle \frac{9}{4}}\widehat{f}+{\displaystyle \frac{1}{4}}(\widehat{c}_1t+\widehat{c}_2)=\mathrm{\hspace{0.17em}\hspace{0.17em}2}f=\mathrm{\hspace{0.17em}\hspace{0.17em}2}B`$
$`{\displaystyle \frac{1}{6}}\varphi +2\widehat{C}`$ $`=`$ $`{\displaystyle \frac{15}{4}}\widehat{f}+2\widehat{g}+{\displaystyle \frac{9}{4}}(\widehat{c}_1t+\widehat{c}_2)={\displaystyle \frac{10}{3}}f+2g=\mathrm{\hspace{0.17em}\hspace{0.17em}2}C`$ (4.19)
In the last two expressions above we have used eqs.(4.5), (4.16), (2.4) and (2.3). This shows that we indeed obtain SD4 metric, dilaton, and the 4-form field strength (this matches trivially) starting from the anisotropic SM5-brane solution by double dimensional reduction.

## 5 Conclusion

In this paper we have studied the direct as well as the double dimensional reduction of the M-theory S-branes to string theory S-branes. This procedure is well-known for the usual time-like branes, but we pointed out that the reduction procedure is quite different for the S-branes. The difference can be understood since both M-theory and string theory S-brane solutions are known explicitly and it is also known that M-theory solutions are characterized by two parameters whereas the string theory solutions are characterized by four parameters. Although the physical meaning of these parameters is not well understood, it is clear that new parameters can not be produced by only dimensional reduction. New parameters can be introduced if instead of localized SM-brane solutions given in eq.(2.1), we start from delocalized (in one of the transverse to be compactified space-like directions of the brane) or anisotropic (in one of the longitudinal to be compactified directions of the brane) solutions. Inspection of the equations of motion suggests that the delocalization or the anisotropization (along one direction which is to be compactified) of the SM-branes produces exactly the required number of parameters for the string theory S-branes. This is exactly what we have done and thus we have shown that these solutions i.e. SM2 and SM5 correctly reproduces the string theory S-branes namely, SD2 and SNS5-brane under direct dimensional reduction and SNS1 and SD4-brane under double dimensional reduction. For direct dimensional reduction we have used the delocalized solution and for double dimensional reduction we have used the anisotropic solution.

It should be noted that since the dilaton of the string theory is related to the radius of the compactified eleventh dimension by $`e^{2\varphi /3}R_{11}`$ and it is time dependent, it is quite crucial to see whether the compactification is achieved by looking at whether $`e^\varphi R_{11}^{3/2}1`$. As $`t`$ varies, we notice from (3.7) and (4.7) that it would depend on the parameters $`\alpha `$ and $`c_1`$. It is conceivable that there might exist some range of $`t`$, where $`R_{11}`$ remains large and we will see the full 11-dimensional theory instead of the 10-dimensional one. However, in 11 dimensions the decompactified (or ‘uplifted’) string theory S-branes would not be the localized, isotropic SM-branes, but the delocalized or anisotropic branes.

## Acknowledgements

I would like to thank Somdatta Bhattacharya and Sudipta Mukherji for discussions.


text:
# Self-organized criticality in the Bean state in YBa2Cu3O7-x thin films.

## Abstract

The penetration of magnetic flux into a thin film of YBa2Cu3O7-x is studied when the external field is ramped slowly. In this case the flux penetrates in bursts or avalanches. The size of these avalanches is distributed according to a power law with an exponent of $`\tau `$ = 1.29(2). The additional observation of finite-size scaling of the avalanche distributions, with an avalanche dimension D = 1.89(3), gives strong indications towards self-organized criticality in this system. Furthermore we determine exponents governing the roughening dynamics of the flux surface using some universal scaling relations. These exponents are compared to those obtained from a standard roughening analysis.

preprint: Preprint

The critical state in a type-II superconductor shows a powerful analogy to a granular pile, which was already noted by de Gennes in the 1960s . With the advent of self-organized criticality (SOC) , the avalanche behavior of granular piles was intensely studied . This is because SOC was thought of as a general mechanism to explain the intermittent behavior of slowly driven systems far from thermodynamic equilibrium. The experimental verification of SOC, however, was not straightforward. Power-law distribution of avalanches was not observed in many experiments . One of the hall-marks of critical behavior, finite-size scaling, was only found in a few cases, most notably in experiments on a one dimensional (1d) pile of rice , as well as in a 1d pile of steel balls with a random distribution of balls in the bottom layer . The only study of finite size scaling in a 2d system to date, is to our knowledge a study by some of us on the properties of a 2d pile of rice , which is qualitatively similar to the one presented here.

Given the classical analogy with granular piles , the critical state in superconductors was also quickly proposed as a SOC system . Experimentally, magnetic vortices are well suited to study SOC, since kinetic effects, which can lead to deviations from critical behavior in sand-piles , are naturally suppressed due to their overdamped dynamics . Just as in the case of granular piles, however, the experimental confirmation of this conjecture has been controversial. While power-law behavior in the avalanche distribution has been observed by most authors , finite-size scaling was not observed so far in the case of the critical state in superconductors. This is because most of the studies , were carried out using magnetization measurements, which only give information on the overall behavior of the whole of the sample. This corresponds to only considering off-edge avalanches in a sand-pile, which do not capture the full dynamics and may therefore give a flawed picture . More recent investigations using arrays of miniature Hall-probes , do give insights into internal avalanches and the complete dynamics, but only give information from a few selected points in the sample, which makes testing for finite-size scaling impossible.

In this letter, we study the local changes in the magnetic flux over the whole central area of a sample. This is done via a highly sensitive magneto-optic setup, which can resolve flux densities of 0.2 mT over an area of $``$ 5x5 $`\mu `$m2. This implies that flux changes corresponding to 2.5 $`\mathrm{\Phi }_0`$ can be resolved, where $`\mathrm{\Phi }_0`$ = h/2e, is the magnetic flux quantum (the flux of a single vortex). Furthermore, since we observe a large field of view, different size subsets can be studied leading to the possibility of observing finite-size scaling. Given the finite-size scaling exponents, one can determine the roughening and dynamical exponents of the flux-surface from universal scaling relations. Comparing these results with those determined directly from the surface properties , gives good agreement. Furthermore, the exponents fulfill the scaling relation $`\alpha +z=2`$, valid for the well known driven interface model given by the Kardar-Parisi-Zhang (KPZ) equation  (see below).

The experiments were carried out on a thin film of YBa2Cu3O7-x (YBCO), grown on a NdGaO3 substrate to a thickness of 80 nm using pulsed laser ablation . The pinning sites in the sample are uniformly distributed and consist mostly of screw dislocations acting as point pins . A polarization microscope was placed in an Oxford Instruments cryomagnet capable of a maximum field of 1 T and cooling to a temperature of 1.8 K. The sample was cooled in zero field to 4.2 K, at which point the external field was slowly increased in steps of $`\mu _0\mathrm{\Delta }H`$ = 50 $`\mu `$T, after which the sample was allowed to relax for 10 s before an image was taken. In a magneto-optical experiment, the flux density $`B_z`$(x,y) at the surface of the sample is measured via an indicator layer showing a strong Faraday effect. The polarization of the incoming light is turned in proportion to the flux density in the indicator layer. A cross-polarized analyzer will thus admit light from regions with non-zero magnetic flux density . However, in order to determine the rotation angle (and thus the flux density Bz) directly, including its sign, we employ a recently developed magneto-optic image lock-in amplifier , using a modulation of the incoming polarization vector. The output of the instrument gives directly the Faraday angle for each pixel, independent of spatial inhomogeneities in the illumination.

The data analyzed here come from a series of nine experimental runs, each consisting of $``$ 300 time-steps. Of these steps only the last 140 in each run were used, in order to have a critical state established in the whole region of the sample used for analysis. The size and shape of the avalanches was determined from the difference $`\mathrm{\Delta }B_z`$(x,y) of two consecutive images (see Fig. 1). From this difference, the average increase in the applied magnetic field, due to the step-wise field-sweep, was subtracted in order to solely study the avalanches. The external fields were determined from a region well outside the sample, which was also in the field of view. Once the incremental field difference is determined, the size of an avalanche, corresponding to the displaced amount of flux $`\mathrm{\Delta }\mathrm{\Phi }`$, is obtained from $`\mathrm{\Delta }B`$ via integration over the whole area

$$s=\mathrm{\Delta }\mathrm{\Phi }=\frac{1}{2}|\mathrm{\Delta }B(x,y)|𝑑x𝑑y.$$
(1)
The average increase in the external field is in good agreement with the increase in flux density of 50 $`\mu `$T between images. The resulting time series of the avalanche behavior of all the experiments is shown in Fig. 2. In this figure, $`\mathrm{\Delta }B`$ was integrated over the whole area of 180x180 $`\mu `$m2 in each time step. As can be seen, the evolution of the magnetic flux inside the sample is intermittent with occasional large jumps.

In order to check the data for finite size scaling, we also integrated $`\mathrm{\Delta }B`$ over subsets of the image of a linear size of $`L`$ = 90, 45 and 15 $`\mu `$m respectively. The histograms of the avalanche size distribution for these data-sets are shown unscaled in Fig. 3a. As can be seen, the smallest avalanches correspond to a flux change of 2-3 $`\mathrm{\Phi }_0`$, corresponding to the resolution of the measurement. Taking all of the data together we observe a power-law distribution over more than three decades. The slope of the black line gives the exponent of the distribution, $`\tau `$ = 1.30(5). In Fig. 3b we show the same data, but now the probabilities are scaled with $`s^\tau `$ and the avalanche sizes are scaled with $`L^D`$. As can be seen, there is very good curve collapse indicating the presence of finite size scaling . This means that the avalanche size distribution function is given by

$$P(s,L)=s^\tau f(\frac{s}{L^D}),$$
(2)
where $`f(x)`$ is constant up to a cutoff scale $`s_{co}L^D`$. The values of the exponents used to obtain curve collapse are $`\tau `$ = 1.29(2) and $`D`$ = 1.89(3). Note that here, we have carried out the finite size scaling by way of subdividing the whole image rather than carrying out experiments with different size samples. We have checked by means of simulations of the 2d Oslo-model that such a subdivision into finite-size samples leads to the same scaling exponents as a curve collapse of different simulations of finite size. Furthermore, an independent measurement of $`D`$, directly using a box counting method  in 3d yields $`D=1.92(5)`$, consistent with the value from finite size scaling.

It has already been noted  that the front of penetrating flux shows kinetic roughening. Similarly, the surface $`B_z(x,y)`$ in two dimensions can be shown to be self-affine, with a roughness exponent $`\alpha `$, characterizing the growth of the interface width $`w_{sat}`$ with the system size, $`w_{sat}L^\alpha `$ and a dynamic exponent $`z`$ characterizing the saturation time of the width. In such an analysis of the present data, discussed elsewhere , the roughness exponent was found to be $`\alpha `$ = 0.73(5) and the dynamic exponent was found to be $`z`$ = 1.38(10). Using the universal scaling relations derived by Paczuski et al.  for various SOC models, these exponents characterizing the roughness and growth of the surface can also be determined from the scaling exponents of the avalanche distribution. This indicates the fact that the roughening of the surface originates from the avalanche distribution and its underlying dynamics.

Let us first discuss the roughness exponent. According to the finite size scaling, an avalanche of the cut-off size will scale like $`s_{co}L^D`$. Similarly, the size of such an avalanche will roughly be given by $`s_{co}w_{sat}L^{d_B}`$, where $`d_B`$ is the fractal dimension of the area of an avalanche. Equating the two expressions for $`s_{co}`$, one obtains $`w_{sat}L^{Dd_B}`$ and hence

$$\alpha =Dd_B,$$
(3)
in agreement with Ref. . In order to determine the roughness exponent from the avalanches, we therefore have to measure the fractal dimension, $`d_B`$, of the avalanches area, which was done using a simple box-counting method . To this end, avalanches which were one standard deviations bigger than average were binarized, yielding a distribution of active clusters used in the determination of the fractal dimension. The result for one such cluster can be seen in Fig. 4, where the number of active pixels of the avalanche is shown as a function of the length scale. Averaged over all clusters analyzed, the fractal dimension, given by the slope of the line in Fig. 4, is $`d_B`$ = 1.18(5). From this we determine the roughness exponent as $`\alpha `$ = 0.71(5), in good agreement with that determined from a roughness analysis (via the correlation function and the power-spectrum) of the surface fluctuations .

The dynamic exponent, $`z`$, can be obtained from a similar argument. The scaling of the crossover-time with the system size is described by $`z`$, $`t_\times L^z`$. This crossover-time can be roughly estimated from the time it takes for an avalanche of the cut-off size $`s_{co}`$ to appear. Since flux is added to the system in constant steps, $`\delta \mathrm{\Phi }`$, the number of vortices added until a cut-off avalanche occurs is given by $`\delta \mathrm{\Phi }t_\times `$. On the other hand, the flux added will also be moved in smaller avalanches. The total flux necessary to be introduced in order to obtain an avalanche of size $`s_{co}`$ can be estimated from integrating over all avalanche sizes up to the one of size $`s_{co}`$:

$$t_\times _0^{s_{co}}sP(s)𝑑ss_{co}^{2\tau }.$$
(4)
Using $`s_{co}L^D`$, we obtain $`t_\times L^{D(2\tau )}`$,which immediately leads to the scaling relation

$$z=D(2\tau ).$$
(5)
Again, this is also in agreement with the universal scaling relation derived by Paczuski et al. . Inserting the values determined above, we obtain $`z`$ = 1.34(4), again in good agreement with that determined via roughness analysis .

In conclusion, we have shown that the distribution of the size of flux jumps in an YBCO thin film is not only given by a power-law,but also shows finite size scaling. Due to universal scaling relations valid for a SOC state , the exponents determined via finite-size scaling can also be used to describe other properties of the system. One such example is the roughening of the magnetic flux surface. Here the statistical properties of the self-affine structure are built up by the penetrating flux, such as the roughness and dynamical exponent can be derived from the structure and dynamics of the flux-avalanches using relations (3) and (5). These characteristic exponents can however also be determined directly, via a roughness analysis , the results of which can be compared to those obtained via the avalanche dynamics. As discussed above, we find excellent agreement between the exponents determined in these separate ways. The critical state observed in the YBCO thin films can be seen as a realization of a 2d roughening system, albeit with a self-organized dynamics. In this context, we note that the roughness and dynamic exponents fulfill the general KPZ scaling relation $`\alpha +z=2`$, which is an exact result also in 2d.

In the future, the magnetic flux structures in superconductors, as the ones studied here, may be used as an ideal experimental system with which to study non-equilibrium phenomena, especially those of granular matter. In fact we find strong qualitative correspondence of the behavior of the vortices with that of a pile of rice  in terms of SOC behavior. However, in addition to the granular system, the superconducting system studied here allows for the presence and control of quenched noise due to pinning sites, whose influence on the statistical properties can then be studied experimentally as well. Moreover, the physics of the microscopic behavior of vortices is well studied , such that collective effects can be studied directly.

We would like to thank Jan Rector for the growth of the samples. This work was supported by FOM (Stichting voor Fundamenteel Onderzoek der Materie), which is financially supported by NWO (Nederlandse Organisatie voor Wetenschappelijk Onderzoek).