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# Generalized Hamiltonian Dynamics of Friedmann Cosmology with Scalar and Spinor Matter Source Fields

## I Introduction

Cosmological models apart from the main task, to investigate the large scale structure of the Universe, are highly attractive objects with the standpoint of analysis of the conceptual problems in the theory of gravitation. By studying cosmological models instead of general spacetime we can to overcome the difficulties due to the infinite number of degrees of freedom and concentrate attention to the problems arising solely from the time reparametrization invariance; such as the construction of observables. ***The problem of observables consist in the determination of the invariant characteristics of gravitational field in terms of measurable quantities  and is closely related to that of time evolution , . In the present article we attempt a contribution to the discussion of some aspects of this problem by considering the simplest cosmological model, the Friedmann-Robertson-Walker (FRW) Universe filled in the scalar massless and massive spinor matter fields. The conventional Hamiltonian description of this model is based on the original Dirac  and the so-called Arnowitt-Deser-Misner (ADM)  formulation of general relativity.  For review of the cosmological models construction with applications of the ADM method see e.g. . The ADM method involves the choice of certain coordinate fixing conditions (gauge), solution of the constraints and construction of the observables such as energy, momentum and angular momentum, using the asymptotically flat boundary condition for gravitational field and assuming that three-dimensional space of constant time is open . However, when the closed Universe is considered to build the ADM observables from initial data for canonical variables it is impossible. Since in this case there is no boundary of the space manifold and no asymptotic region can be used to construct the corresponding integrals of motion. This leads to the conclusion that for such cosmological models neither the natural notion of time evolution nor the corresponding energy definition is possible to find , . To clear up this contradiction between the existence of widely used cosmological quantities and their absence in the corresponding field theoretical formulation the FRW cosmological model will be considered in the framework of the Dirac Generalized Hamiltonian formulation -. The key moment of the canonical treatment is the assumption that general relativity represents “already parametrized” theory due to the principle of general covariance, so that the problem of construction of observables can be solved automatically rewriting the theory in the equivalent “deparametrized” form. To make agreement between the four-dimensional covariance and the possibility to extract from the canonical coordinates hidden variables appropriate for deparametrization theory is difficult task. To solve this problem Kuchar suggested to perform the “second parametrization” of general relativity by extending its phase space by the additional embedding variables . However, careful analysis of correctness of such deparametrized program carried out by Hajicek  shows that even for simple mechanical system with one quadratic Hamiltonian constraint there are topological obstructions to its implementation analogous of the well-known “Gribov ambiguity” in gauge theories. A direct way to clarify the topological structure of such a theory lies in the finding of integral curves of the dynamical equations and the investigation their global properties. Within this motivation the present note is devoted to the realization of local deparametrization of integrable cosmological FRW models considering it as a preparation for the study the global features of reduction procedure. §§§Apart from topological obstruction arising due to the projection onto the constraint shell it is necessary also to investigate the problems connected with the topological structure of spaces of constant curvature. The well elaborated classification of three-dimensional spacelike manifolds  allows to estimate the influence of topological properties on physical quantities. An interesting study of the role played by this global properties is under present consideration (see  and references therein).  We will follow the method of Hamiltonian reduction to construct the observables and the corresponding dynamical equations which is well elaborated for gauge theories. This approach is based on an appropriate choice of canonical coordinates on phase space and deals without explicit introduction of any gauge-fixing functions (see e.g.  and references therein).

The general plan of present article is as follows. In Section II we state the FRW cosmological model with real massless scalar and massive fermion fields as sources with different type of coupling to gravity. In Section III some generic features of the Hamiltonian reduction and the construction of observables in reparametrization invariant mechanical models is disscused. The aim of Section III is to explain the method to obtain the unconstrained system from reparametrized invariant one by considering the simplest example of free relativistic particle motion. Section IV is devoted to the construction of the unconstrained systems equivalent to FRW cosmology when the homogeneous matter is presented in different forms: as massless scalar field interacting with gravity minimally and conformaly, massive spinor field. Finally, in Section V we discuss the correspondence principle fulfillment for observables in quantum theories based either on Wheeler-deWitt equation or on the canonical quantization scheme of the unconstrained classical system. In Appendices we state some notations and technical details of derivations in order to simplify the reading of the main text.

## II Model with spatial homogeneity and isotropy

By definition, the FRW spacetime is a four-dimensional pseudo-Riemannian manifold on which a six-dimensional Lie group $`G_6`$ acts as group of isometries. The group of isometries $`G_6`$ has a three-dimensional isotropy subgroup and three-dimensional subgroup which acts simply transitive on the one parameter (“time $`t`$”) family of spacelike hypersurfaces $`\mathrm{\Sigma }_t`$. The large group of isometries restricts both the dependence and the number of independent components of the metric tensor and leads to the so-called maximally symmetric three-dimensional space. After the choice of standard coordinates  one has the FRW metric

$$ds^2=N^2(t)dtdt+a^2(t)\gamma _{ab}dx^adx^b,$$
(1)
where $`\gamma _{ab}`$ is the time independent metric of three-dimensional space

$$\gamma _{ab}dx^adx^b=\frac{dr^2}{1\frac{kr^2}{r_o^2}}+r^2(d\theta ^2+\mathrm{sin}^2\theta d\phi ^2)$$
(2)
of constant curvature $`{}_{}{}^{(3)}R(\gamma _{ij})=6k/r_o^2,k=0,\pm 1`$. The lapse function $`N(t)`$ and the cosmic scale factor $`a(t)`$ describe the remaining gravitational degrees of freedom whose classical behavior is determined by varying the standard Hilbert action. However, constructed in this way the minisuperspace model is out of interest. Simple counting of the physical degrees of freedom shows that this vacuum FRW model is empty on the classical level; only unphysical degrees of freedom propagate. Thus in order to have some nontrivial observables it is necessary to introduce the source matter fields.

#### 1 Lagrangian for scalar field with minimal coupling to gravity

The introduction of a massless scalar field as a source of gravity results in the simplest cosmological model which has direct correspondence to the classical Friedmann model. Below we will point out the correspondence the conventional Friedmann cosmology based on the Einstein equations supplemented by certain matter equation of state. For a massless scalar field, the two most interesting couplings to gravity extensively considered are the so-called minimal coupling and the conformal one. It is well known that essentially all types of couplings of free scalar field to the scalar curvature and its kinetic term can be reduced to minimal coupling form using rescaling of the metric and scalar field redefinition . In 1974 based on this type of transformations Bekenstein  proposed the method of construction solution for particular case of conformally coupled Einstein-scalar equation from solution of the minimally coupled ones (see also ). The detailed investigation of this type solutions for FRW geometry with spatial homogeneous scalar fields can be found in . Note also the interesting consideration of the evolution of Friedman cosmology driven by scalar fields, given in

The Hilbert action for gravity minimally coupled to massless scalar field

$$W=d^4x\sqrt{g}\left[\frac{{}_{}{}^{4}R}{2\kappa }+\frac{1}{2}g^{\mu \nu }_\mu \mathrm{\Phi }_\nu \mathrm{\Phi }\right]$$
(3)
reduces to the following

$$W=V_{(3)}𝑑t\left[\frac{3}{\kappa }\left(\frac{\dot{a}^2}{N_c}\frac{ka^2}{r_o^2}N_c\right)+\frac{a^2}{2N_c}\dot{\mathrm{\Phi }}^2+\frac{3}{\kappa }\frac{d}{dt}\left(\frac{a\dot{a}}{N_c}\right)\right],$$
(4)
assuming the spatial homogeneity of the scalar field and FRW metric (1). Here $`\kappa =8\pi G`$ and new variable $`N_c=N/a`$ has been introduced. Integration over the spatial hyperplane leads to the appearance of the factor $`V_{(3)}`$ – “volume” of the three-dimensional space of constant curvature. \**\**\**In all formulas this factor will be omitted, in order to simplify the numerical factors.

#### 2 Lagrangian for a scalar field with conformal coupling to gravity

The conformally coupled scalar field is described by action

$$W[g,\mathrm{\Phi }]=d^4x\sqrt{g}\left[\frac{1}{2\kappa }{}_{}{}^{(4)}R+\frac{1}{12}{}_{}{}^{(4)}R\mathrm{\Phi }^2+\frac{1}{2}g^{\mu \nu }_\mu \mathrm{\Phi }_\nu \mathrm{\Phi }\right].$$
(5)
Choosing the metric (1) this leads to the action for the FRW Universe filled in by massless homogeneous scalar field $`\phi (t):=a(t)\mathrm{\Phi }(t)`$

$`W[a,N_c,\phi ]={\displaystyle 𝑑t\left[\frac{3}{\kappa }\left(\frac{\dot{a}^2}{N_c}\frac{ka^2}{r_o^2}N_c\right)+\frac{1}{2}\left(\frac{\dot{\phi }^2}{N_c}\frac{k\phi ^2}{r_o^2}N_c\right)+\frac{3}{\kappa }\frac{d}{dt}\left(\frac{\dot{a}a}{N_c}\right)\right]}.`$ (6)
#### 3 FRW Lagrangian with spinor matter fields

The combined system of Dirac field and FRW metric have been investigated from classical and quantum point of view by many authors. In present article we explore the model closely related to the formulation given in . The starting point is the action for a massive spinor field interacting with gravity is given by

$$W=d^4x\sqrt{g}[\frac{{}_{}{}^{(4)}R(g)}{2\kappa }+\frac{i}{2}(\overline{\mathrm{\Psi }}\gamma ^\mu (x)_\mu \mathrm{\Psi }_\mu \overline{\mathrm{\Psi }}\gamma ^\mu (x)\mathrm{\Psi })m\overline{\mathrm{\Psi }}\mathrm{\Psi }],$$
(7)
where the spinor field $`\mathrm{\Psi }(x)`$ ( $`\overline{\mathrm{\Psi }}`$ Dirac conjugate spinor field) components are treated classically as a collection of Grassmann variables $`\mathrm{\Psi }_i\mathrm{\Psi }_j+\mathrm{\Psi }_j\overline{\mathrm{\Psi }}_i=0`$ and $`_\mu `$ is the covariant derivative (see notation in Appendix A.). Assuming the homogeneity of the fermion fields and after the redefinition $`\psi (t):=a^{3/2}(t)\mathrm{\Psi }(t)`$ Eq.(7) reduces to the action of the finite dimensional system

$$W=𝑑t\left[\frac{3}{\kappa }\left(\frac{\dot{a}^2}{N_c}\frac{ka^2}{r_o^2}N_c\right)+\frac{i}{2}(\overline{\psi }\gamma ^o\dot{\psi }\dot{\overline{\psi }}\gamma ^o\psi )aN_c_D+\frac{3}{\kappa }\frac{d}{dt}\left(\frac{a\dot{a}}{N_c}\right)\right],$$
(8)
with

$$_D=m\overline{\psi }\psi .$$
(9)
## III Reduction and observables in reparametrization invariant mechanical models

It is the purpose of this part to discuss the construction of observables for a system with reparametrization invariance. For our aims we shall state the ideas using a mechanical system, i.e. a system with a finite number of degrees of freedom and restrict ourselves to the case of Abelian constraints.

Let us consider a system with $`2n`$ \- dimensional phase space $`\mathrm{\Gamma }`$ whose dynamics is constrained to a certain submanifold $`\mathrm{\Gamma }_c`$ describing by the functionally independent set of $`m`$ abelian constraints

$$\phi _\alpha (p,q)=0,\{\phi _\alpha (p,q),\phi _\beta (p,q)\}=0.$$
(10)
Due to the presence of constraints the Hamiltonian dynamics is described by the Poincaré-Cartan form

$$\mathrm{\Theta }=\underset{i=1}{\overset{n}{}}p_idq_iH_E(p,q)dt,$$
(11)
with the extended Hamiltonian $`H_E(p,q)`$ differing from the canonical Hamiltonian $`H_C(p,q)`$ by a linear combination of constraints with arbitrary multipliers $`u_\alpha (t)`$

$$H_E(p,q)=H_C(p,q)+u_\alpha (t)\phi _\alpha (p,q).$$
(12)
For the case of first class constraints the functions $`u_\alpha (t)`$ can’t be fixed without using some additional requirements. This observation reflects the existence of the local (gauge) symmetry and the presence of coordinates in the theory whose dynamics is governed in an arbitrary way. However, according to the principle of gauge invariance, these coordinates do not affect physical quantities and thus can be treated as ignorable (gauge degrees of freedom). The question is how to identify these coordinates. If theory contains only Abelian constraints one can find these ignorable coordinates as follows. It is always possible  \-  to define a canonical transformation to a new set of canonical coordinates

$`q_i`$ $``$ $`Q_i=Q_i(q,p),`$ (13)
$`p_i`$ $``$ $`P_i=P_i(q,p),`$ (14)
so that $`m`$ of the new momenta ($`\overline{P}_1,\mathrm{},\overline{P}_m`$) become equal to the Abelian constraints

$$\overline{P}_\alpha =\phi _\alpha (q,p).$$
(15)
In the new coordinates ($`\overline{Q},\overline{P}`$) and ($`Q^{},P^{}`$) we have the following canonical equations

$`\dot{Q}^{}=\{Q^{},H_{Ph}\},`$ $`\dot{\overline{P}}=0,`$ (16)
$`\dot{P}^{}=\{P^{},H_{Ph}\},`$ $`\dot{\overline{Q}}=u(t),`$ (17)
with the physical Hamiltonian

$$H_{Ph}(P^{},Q^{}):=H_C(P,Q)|_{\overline{P}_\alpha =0}.$$
(18)
The physical Hamiltonian $`H_{Ph}`$ depends only on the $`(nm)`$ pairs of new gauge-invariant canonical coordinates $`(Q^{},P^{})`$. Moreover the form of the canonical system (16) expresses the explicit separation of the phase space into physical and unphysical sectors. Arbitrary functions $`u(t)`$ enter only into the part the equation for the ignorable coordinates $`\overline{Q}_\alpha `$, conjugated to the momenta $`\overline{P}_\alpha `$. ††††††This paper deals with Abelian constraints only, but a few remarks on the general non-Abelian case may be in order. A straightforward generalization to this situation is unattainable; identification of momenta with constraints is forbidden due to the non-Abelian character of constraints. However, one can replace the non-Abelian constraints by an equivalent set of constraints forming an Abelian algebra and after this implement the above mentioned Levi-Civita transformation. For proofs of this Abelianization statement see e.g.  and the description of itterative Abelianization conversion in .

Trying to apply this program to any model with reparametrization invariance we as a rule reveal that the physical Hamiltonian defined by (18) is zero and thus we have the dynamics of unconstrained system in the Maupertuis form

$$\mathrm{\Theta }_{Ph}=\underset{i=1}{\overset{nm}{}}P_i^{}dQ_i^{}dV,$$
(19)
where $`dV`$ is a total differential. The problem is now how to deal with the zero Hamiltonian. This situation in some sence opposite to the case known from the Hamilton-Jacobi method of integration of equations of motion. The main idea of this method is to implement on the system with Hamiltonian $`H(t,p,q)`$ the canonical transformation with generating function $`S(t,q,p)`$, which is the solution for the equation

$$\frac{S}{t}+H(t,q,\frac{S}{q})=0.$$
(20)
As a result the new Hamiltonian is zero and the equation of motion in the new coordinates have the simplest form

$$\dot{Q}=0,\dot{P}=0.$$
(21)
After reduction we have just a system in these coordinates and the problem is to reconstruct the nonzero Hamiltonian in any other coordinates for the obtained uncontsrained system. Two remarks to the picture described above may be in order. There is no difference between the local behavior in systems obtained via the reduction of reparametrization invariant theories. The specific properties, which make a difference of systems are hidden in the total differential in the Poincaré-Cartan form.

Before passing to the construction of the reduced phase space for FRW Universe it seems worth to set forth our approach to the same problem of a free relativistic particle.

### A  Digress: Reduced dynamics of free relativistic particle

For the presentation of our procedure to construct the reduced dynamical system from the degenerate system with reparametrization invariance let us start with the simplest case of free motion of a particle in Minkowski space-time writing its action in the form close to the cosmological Friedmann models (4), (6), (8)

$$W[x,e]:=\frac{1}{2}\underset{T_1}{\overset{T_2}{}}𝑑\tau \left(\frac{\dot{x}_\mu ^2}{e}+em^2\right).$$
(22)
The independent configuration variables are particle wordline coordinates $`x_\mu (\tau )`$ and the additional “vielbein” determinant $`e(\tau )`$.

Invariance of the action (22) under the reparametrization of time $`\tau \tau ^{}=f(\tau )`$ spoils the uniqueness of the Cauchy problem for the corresponding equations of motion. Therefore the problem is to fix the part of the variables whose dynamics will be unique and whose initial conditions are free from any constraints. The usual way to deal with this problem consists in choosing of a gauge which tights the parameter of evolution with the configuration variables. For example, the proper time gauge fixing $`x_0(\tau )=\tau `$ leads to the instant form of the dynamics for a relativistic particle. However, let us act in spirit of the previous section and try to reproduce the results of the instant form of particle dynamics without introduction of gauge conditions.

According to the Dirac prescription the generalized Hamiltonian dynamics for the system (22) takes place on the phase space spanned by five canonical pairs ($`e,p_e`$) and ($`x_\mu ,p_\mu `$) restricted by the primary constraint $`p_e=0`$ and the secondary constraint

$$p_\mu p^\mu m^2=0.$$
(23)
To take into account these constraints and to derive equations of motion one can consider the Poincare-Cartan 1-form

$$\mathrm{\Theta }:=p_ede+p_\mu dx^\mu H_Td\tau ,$$
(24)
with the total Hamiltonian

$$H_T:=\frac{1}{2}e(p_x^2m^2)+\lambda (\tau )p_e.$$
(25)
The equation of motion together with both constraints follow from functional

$$W[e,p_e;x,p,;\lambda ]:=\mathrm{\Theta },$$
(26)
using independent variation of the canonical pairs $`(e,p_e),(x,p)`$ and the Lagrange multiplier $`\lambda `$

$`\dot{x}_\mu =ep_\mu ,\dot{p}_\mu =0,`$ (27)
$`\dot{e}=\lambda ,`$ (28)
$`p^2m^2=0,p_e=0.`$ (29)
Let us now convince ourselves that performing certain canonical transformations one can put the equation in such form that the Lagrange multiplier function $`\lambda (\tau )`$ enters only in the equation for one canonical pair. According to the general scenario described in previous section each canonical transformation

$$\left(\begin{array}{cc}e& p_e\\ x^\mu & p_\mu \end{array}\right)\left(\begin{array}{cc}e& p_e\\ X^\mu & \mathrm{\Pi }_\mu \end{array}\right),$$

that identifies one canonical momentum with the energy constraint (29), say $`\mathrm{\Pi }_0`$

$$\mathrm{\Pi }_0=\frac{1}{2}(p_x^2m^2)$$
(30)
leads to this pattern. One possible way to complete the canonical transformations is ‡‡‡‡‡‡Different possibilities to complete the canonical transformations for remaining variables will lead to another forms of dynamics, or to equivalent form but in another frame of reference.

$$\begin{array}{cc}\mathrm{\Pi }_0=\frac{1}{2}(p_x^2m^2),\hfill & X_0=\frac{x_0}{p_0},\hfill \\ \mathrm{\Pi }_i=p_i,\hfill & X_i=x_i\frac{p_i}{p_0}x_0.\hfill \end{array}$$
(31)
and the inverse transformation is

$$\begin{array}{cc}p_0=\sqrt{2\mathrm{\Pi }_o+\stackrel{}{\mathrm{\Pi }}^2+m^2},\hfill & x_0=X_0\sqrt{2\mathrm{\Pi }_o+\stackrel{}{\mathrm{\Pi }}^2+m^2},\hfill \\ p_i=\mathrm{\Pi }_i,\hfill & x_i=X_i+\mathrm{\Pi }_iX_0.\hfill \end{array}$$
(32)
In terms of the new variables the total Hamiltonian is

$$H_T=e\mathrm{\Pi }_o+\lambda p_e.$$
(33)
and the equations of motion separate into two parts; one for the canonical pairs $`(e,p_e)`$ and $`X_0,\mathrm{\Pi }_0`$, with dependence from the Lagrange multiplier $`\lambda (\tau )`$

$`\dot{X}_0=e,`$ $`\dot{e}=\lambda ,`$ (34)
$`\dot{p}_e=\mathrm{\Pi }_0,`$ $`\dot{\mathrm{\Pi }}_0=0,`$ (35)
constrained by $`\mathrm{\Pi }_0=0`$ and the equations of motion for the variables $`(X_i,\mathrm{\Pi }_i)`$

$$\dot{X}_i=0\dot{\mathrm{\Pi }}_i=0,$$
(36)
which have a unique solution with initial values free from any restriction. One can construct the reduced Poincare -Cartan 1-form for physical unconstrained variables $`X_i,\mathrm{\Pi }_i`$ from (24), rewritten in terms of the new canonical variables

$$\mathrm{\Theta }=\mathrm{\Pi }_0dX^0\mathrm{\Pi }_idX_i+p_ede(e\mathrm{\Pi }_o+\lambda p_e)dt+d(X_0(\mathrm{\Pi }_0+m^2)),$$
(37)
by considering the projection onto the constraint shell

$$\mathrm{\Theta }^{}=\mathrm{\Theta }|_{\mathrm{\Pi }_0=0,p_e=0}=\mathrm{\Pi }_idX_i+d(X_o)m^2.$$
(38)
Thus we have convinced ourselves that the variables $`\mathrm{\Pi }_i,X_i`$ – are Jacobi’s coordinates for the obtained unconstrained theory with zero Hamiltonian. Now we shall show how to reconstruct the unconstrained Hamiltonian in terms of initial variables using the generating function to new set of canonical pairs (31) and Hamilton-Jacobi equation. To find the unconstrained system whose Jacobi’s coordinates are $`\mathrm{\Pi }_i,X_i`$ let us write down the generating function $`S(\mathrm{\Pi },x)`$ of the canonical transformation $`(x,p)(X,\mathrm{\Pi })`$ (31)

$$p=\frac{S(\mathrm{\Pi },x)}{x},X=\frac{S(\mathrm{\Pi },x)}{\mathrm{\Pi }}.$$
(39)
One can easily verify from the condition

$$\mathrm{\Pi }dXpdx=d(X_o(\mathrm{\Pi }_o+m^2)),$$
(40)
that the function

$$S(\mathrm{\Pi },x)=x_0\sqrt{2\mathrm{\Pi }_0+\stackrel{}{\mathrm{\Pi }}^2+m^2}x_i\mathrm{\Pi }_i$$
(41)
generates the above canonical transformations (31). Restriction the generating function by the condition $`\mathrm{\Pi }_o=0`$ leads to the function

$$S^{}(\mathrm{\Pi }_i,x_i,x_0)=S(\mathrm{\Pi },x)|_{\mathrm{\Pi }_o=0}=x_0\sqrt{\stackrel{}{\mathrm{\Pi }}^2+m^2}x_i\mathrm{\Pi }_i,$$
(42)
which we shall now treat as generating function defined on the unconstrained phase space $`(x_i,p_i)`$ and depended explicitly on some parameter $`x_0`$, which has the meaning of evolution parameter for the obtained reduced system. To verify this, one can use the generating function $`S^{}(\mathrm{\Pi }_i,x_i,x_0)`$ to write down the inverse transformation for variables in the reduced Poincare -Cartan form directly on the constraint shell

$$\mathrm{\Theta }^{}=\mathrm{\Pi }_idX_i+m^2dX_o|_{\{\begin{array}{c}X_i=\frac{S^{}}{\mathrm{\Pi }_i}=x_i\hfill \\ p_i=\frac{S^{}}{x_i}=\mathrm{\Pi }_i\hfill \end{array}}=p_idx_i+\sqrt{\stackrel{}{p}^2+m^2}dx_o.$$
(43)
From this form it follows that we get the Hamiltonian system for a relativistic particle

$`{\displaystyle \frac{dx_i}{dt}}`$ $`=`$ $`\{x_i,h\}={\displaystyle \frac{2p_i}{\sqrt{\stackrel{}{p}^2+m^2}}}`$ (44)
$`{\displaystyle \frac{dp_i}{dt}}`$ $`=`$ $`\{p_i,h\}=0,`$ (45)
in the instant form of the dynamics with the parameter $`t:=x_0`$ and the Hamiltonian defined from the reduced generating function

$$h=:\frac{S^{}}{x_0}=\sqrt{\stackrel{}{p}^2+m^2}.$$
(46)
## IV Hamiltonian reduction of FRW cosmological models

### A Scalar field with minimal coupling to gravity

After performing the Legendre transformation on the Lagrangian in the action (4) describing the dynamics of a homogeneous scalar field with minimal coupling to FRW space time one finds that the phase space spanned by the canonical pairs $`(a,p_a),(N_c,P_N)`$ and $`(\mathrm{\Phi },P_\mathrm{\Phi })`$ is restricted by the primary constraint

$$P_N=0$$
(47)
and secondary constraint

$$C=\frac{\kappa p_a^2}{12}+\frac{3ka^2}{\kappa r_0^2}\frac{P_\mathrm{\Phi }^2}{2a^2}.$$
(48)
Exploiting the nondegenerate character of the metric $`(a0)`$ the secondary constraint (48) can be rewritten in the equivalent form

$$\stackrel{~}{C}=a^2C=a^2\left(\frac{\kappa p_a^2}{12}+\frac{3ka^2}{\kappa r_0^2}\right)P_\mathrm{\Phi }^2/2,$$
(49)
which shows the separability of the gravitational and the matter source part in constraint. To obtain the reduced Hamiltonian describing the evolution of cosmic scalar factor $`a`$ one can introduce the new canonical coordinates for scalar field

$$\mathrm{\Pi }_\mathrm{\Phi }:=P_\mathrm{\Phi }^2/2,T_\mathrm{\Phi }:=\mathrm{\Phi }/P_\mathrm{\Phi }.$$
(50)
After this redefinition the corresponding Poincare-Cartan form

$$\mathrm{\Theta }=p_ada+\mathrm{\Pi }_\mathrm{\Phi }dT_\mathrm{\Phi }\frac{N}{a^2}\stackrel{~}{C}dt+d\left(\mathrm{\Pi }_\mathrm{\Phi }T_\mathrm{\Phi }\right),$$
(51)
projected onto the constraint shell reduces to

$$\mathrm{\Theta }^{}=p_ada+H(a)dT_\mathrm{\Phi }+d\left(H(a)T_\mathrm{\Phi }\right),$$
(52)
where the reduced Hamiltonian that governs the scale factor $`a`$ evolution in time $`T_\mathrm{\Phi }`$ is

$$H(a):=a^2\left(\frac{\kappa p_a^2}{12}+\frac{3ka^2}{\kappa r_0^2}\right).$$
(53)
Note, that there is another possibility to reduce the theory. The reduced theory can be formulated in terms of a scalar field. To find the dynamics of the scalar field we perform the canonical transformation on the scale factor

$`\mathrm{\Pi }_a:=a^2\left({\displaystyle \frac{\kappa p_a^2}{12}}+{\displaystyle \frac{3ka^2}{\kappa r_0^2}}\right)`$ (54)
$`T_a:={\displaystyle \underset{a_o}{\overset{a}{}}}a^2𝑑a\left({\displaystyle \frac{\kappa }{3}}\mathrm{\Pi }_aka^4r_o^2\right)^{1/2}`$ (55)
and as a result the reduced Poincare-Cartan form in terms of scalar fiel variables is

$$\mathrm{\Theta }^{}=P_\mathrm{\Phi }d\mathrm{\Phi }H(P_\mathrm{\Phi })dT_a+d\left(S(a,\mathrm{\Pi }_a)T_a\mathrm{\Pi }_a\right),$$
(56)
where the reduced Hamiltonian that describes the evolution of scalar field $`\mathrm{\Phi }`$ in time $`T_a`$ is

$$H(P_\mathrm{\Phi }):=\frac{1}{2}P_\mathrm{\Phi }^2,$$
(57)
and the function $`S(a,\mathrm{\Pi }_a)`$ is the generating function of the canonical transformation (54).

### B Scalar field with conformal coupling to gravity

In the case of a homogeneous scalar field conformally coupled to the FRW space time (6) the phase space spanned by the canonical pairs $`(a,p_a),(N_c,P_N)`$ and $`(\phi ,p_\phi )`$ is restricted by the primary constraint

$$P_N=0,$$
(58)
and secondary constraint

$$C:=\mathrm{\Pi }_\phi \mathrm{\Pi }_a,$$
(59)
where

$$\mathrm{\Pi }_a:=\frac{\kappa p_a^2}{12}+\frac{3ka^2}{\kappa r_o^2},\mathrm{\Pi }_\phi :=\frac{p_\phi ^2}{2}+\frac{k\phi ^2}{2r_o^2}.$$
(60)
The total Hamiltonian $`H_T:=N_cC+\lambda (t)P_N`$ contains the arbitrary function $`\lambda (t)`$ and thus the Hamilton-Dirac equations

$$\begin{array}{c}\dot{a}=N_c\kappa p_a/6\hfill \\ \dot{p}_a=N_c6ka/(\kappa r_o^2)\hfill \end{array}\begin{array}{c}\dot{N}_c=\lambda \hfill \\ \dot{P}_N=C\hfill \end{array}\begin{array}{c}\dot{\phi }=N_cp_\phi \hfill \\ \dot{p}_\phi =N_ck\phi /r_o^2\hfill \end{array}$$
(61)
cannot be solved in a unique way. According to the scheme described in the preceding sections to implement the Hamiltonian reduction one can search for a transformation to a new set of canonical variables in terms of which the equations of motion separate into independent parts: the physical (independent of the arbitrary function) and the unphysical one with unpredictable evolution. To achieve this let us perform the canonical transformation from $`(p_a,a)`$ and $`(p_\phi ,\phi )`$ to the new canonical pairs such that matter part of the constraint $`\mathrm{\Pi }_\phi `$ becomes one of the new canonical momenta

$`\mathrm{\Pi }_\phi ={\displaystyle \frac{p_\phi ^2}{2}}+{\displaystyle \frac{k\phi ^2}{2r_o^2}}.`$ (62)
Using the generating function

$$S(\mathrm{\Pi }_\phi ,\phi ):=\underset{a_o}{\overset{a}{}}𝑑a\sqrt{2\mathrm{\Pi }_\phi \frac{k}{2r_o^2}\phi ^2},$$
(63)
the corresponding canonical conjugated coordinate $`T_\phi `$ is

$$T_\phi =\underset{a_o}{\overset{a}{}}\frac{da}{\sqrt{2\mathrm{\Pi }_a\frac{k}{2r_o^2}\phi ^2}}$$
(64)
and the reduced action reads \**\**\** Based on this action one can derive the Hubble parameter $`H^2=\frac{1}{a^4(T_c)}\frac{\kappa }{3}\mathrm{\Pi }_\phi \frac{k}{r_o^2a^2(T_c)}`$ and convince ourselves that it corresponds to the radiation dominated Fridmann model with the constant $`\mathrm{\Pi }_\phi `$.

$`W^{}[a]={\displaystyle p_a𝑑a}+({\displaystyle \frac{\kappa }{12}}p_a^2+{\displaystyle \frac{3k}{\kappa r_o^2}}a^2)dT_\phi +d\left(S(\mathrm{\Pi }_\phi ,\phi )\mathrm{\Pi }_\phi T_\phi \right),`$ (65)
It is worth mentioning that if instead of matter part the gravitational part of constraint $`\mathrm{\Pi }_a`$ will be used for the construction of the new canonical momenta then the reduced action describing the evolution of scalar field is

$`W^{}[\phi ]`$ $`=`$ $`{\displaystyle p_\phi 𝑑\phi }{\displaystyle \frac{1}{2}}(p_\phi ^2+{\displaystyle \frac{k\phi ^2}{r_o^2}})dT_\phi .`$ (66)
### C Spinor field as source field for FRW Universe

The Hamiltonian reduction of this model is achieved along the same lines as in the previous section. However, dealing with fermion fields there are some specific features due to the presence of the second class constraints.

The action (8) for the homogeneous spinor field in FRW Universe is degenerate and the corresponding primary constraints are

$$\begin{array}{ccc}C_N& :=& p_N=0\hfill \\ C_\psi & :=& p_\psi +\frac{i}{2}\overline{\psi }\gamma ^o=0\hfill \\ C_{\overline{\psi }}& :=& p_{\overline{\psi }}+\frac{i}{2}\gamma ^o\psi =0.\hfill \end{array}$$
(67)
They satisfy the algebra

$$\{C_N,C_\psi \}=0,\{C_N,C_{\overline{\psi }}\}=0,\{C_\psi ^{(1)},C_{\overline{\psi }}^{(1)}\}=i\gamma ^o.$$
(68)
According to the Dirac prescription the evolution in time is governed by the total Hamiltonian

$$H_T=H_c+\lambda _NC_N+C_\psi \lambda _\psi +\lambda _{\overline{\psi }}C_{\overline{\psi }},$$
(69)
with the arbitrary functions $`\lambda `$ and the canonical Hamiltonian $`H_c`$

$$H_c=N_c\left[\left(\frac{\kappa p_a^2}{12}+\frac{3ka^2}{\kappa r_o^2}\right)+a_D\right].$$
(70)
The requirement to conserve the constraints during the evolution fixes the functions $`\lambda _\psi `$ and $`\lambda _{\overline{\psi }}`$

$$\lambda _{\overline{\psi }}=iN_cma\overline{\psi }\gamma ^o,\lambda _\psi =iN_cma\gamma ^o\psi .$$
(71)
but leaves the function $`\lambda _N`$ unspecified it and leads to the existence of the secondary constraint

$$C:=\frac{\kappa p_a^2}{12}+\frac{3ka^2}{\kappa r_o^2}a_D=0.$$
(72)
Due to the algebra of constraints (68) and the Poisson brackets of secondary constraint $`C`$ with any other

$$\{C,C_\psi \}=ma\overline{\psi },\{C,C_{\overline{\psi }}\}=ma\psi ,\{C,C_N\}=0,$$
(73)
one can verify that no additional constraints emerge. \*†\*†\*† Secondary constraint $`C`$ is conserved in weak sense
$$\dot{C}=iNmp_a(C_\psi \gamma ^o\psi +\overline{\psi }\gamma ^oC_{\overline{\psi }})0.$$
(74)   The algebra (68) and (73) shows that the constraints represent a mixed system of first and second class constraints. In order to perform the Hamiltonian reduction we will start with rewriting the constraints into an equivalent form such that the first class constraints form the ideal of algebra and the algebra of second class constraints is canonical. This equivalent set of constraints $`\overline{C}_\psi ,\overline{C}_{\overline{\psi }}`$ is given in the Appendix B. The canonical character of the new algebra $`\{\overline{C}_\psi ,\overline{C}_{\overline{\psi }}\}=1`$ allows to perform the canonical transformation that converts the new second class constraints $`\overline{C}_\psi ,\overline{C}_{\overline{\psi }}`$ to the pair of canonical variables

$$\begin{array}{c}\overline{\mathrm{\Pi }}_\psi =\overline{C}_\psi ,\hfill \\ \overline{Q}_\psi =\overline{C}_{\overline{\psi }},\hfill \end{array}\begin{array}{c}\mathrm{\Pi }_\psi =ip_\psi \gamma ^o+\frac{1}{2}\overline{\psi },\hfill \\ Q_\psi =p_{\overline{\psi }}\frac{i}{2}\gamma ^o\psi .\hfill \end{array}$$
(75)
This means that the dynamics of phase space variables $`\overline{Q}_\psi ,\overline{\mathrm{\Pi }}_\psi `$ is completely “frozen” and other canonical pairs change in time independently of them. In other words we can everywhere in the formulas omit this variables without destroying the dynamics of the physically relevant quantities. Turning to the reduction due to the first class constraints let us pass to the new Hamiltonian constraint $`𝒞`$

$$𝒞:=\frac{1}{a}C=\frac{1}{a}\left(\frac{\kappa p_a^2}{12}+\frac{3ka^2}{\kappa r_o^2}\right)im\mathrm{\Pi }_\psi \gamma ^oQ_\psi ,$$
(76)
assuming that the metric is nondegenerate $`a0`$. In order to achieve the reduction for first class constraint we perform the canonical transformation from the $`(p_a,a)`$ to the new variables $`(\mathrm{\Pi }_a,Q_a)`$ such that

$$\mathrm{\Pi }_a=\frac{1}{a}\left(\frac{\kappa p_a^2}{12}+\frac{3ka^2}{\kappa r_o^2}\right).$$
(77)
Using the generating function $`S(a,\mathrm{\Pi }_a)`$

$$S(a,\mathrm{\Pi }_a)=\frac{6}{\kappa }\underset{a_o}{\overset{a}{}}𝑑a\sqrt{\frac{\kappa }{3}a\mathrm{\Pi }_aka^2r_o^2},$$
(78)
one can find the variable canonically conjugated to $`\mathrm{\Pi }_a`$

$$T_a=\underset{a_o}{\overset{a}{}}a𝑑a\left(\frac{\kappa }{3}a\mathrm{\Pi }_aka^2r_o^2\right)^{1/2},$$
(79)
and after projection onto the constraint shell $`𝒞=0,\overline{C}_\psi =0,\overline{\mathrm{\Pi }}_\psi =0,\overline{C}_{\overline{\psi }}=0,\overline{Q}_\psi =0`$ the reduced action is

$$W^{}[Q_\psi ]=𝑑Q_\psi \mathrm{\Pi }_\psi +m\mathrm{\Pi }_\psi \gamma ^oQ_\psi dT_a.$$
(80)
Thus we have derived the standard Dirac Hamiltonian for reduced spinor field and this matter source corresponds to the case of the dust filled Universe; the Hubble constant behaves as

$$H^2=\left(\frac{1}{a}\frac{da}{dT_a}\right)^2=\frac{\kappa }{3}\frac{M_D}{a^3}\frac{k}{a^2r_o^2}$$
(81)
with the constant $`M_D`$.

We shall finish with one remark concerning the simple generalization of the above result to a more complex system. It is interesting to note that if one includes the interaction of massive spinor with the scalar massless one in the action of the following type

$`W[g,\mathrm{\Phi },\mathrm{\Psi }]`$ $`=`$ $`{\displaystyle }d^4x\sqrt{g}[{\displaystyle \frac{1}{16\pi G}}{}_{}{}^{(4)}R+{\displaystyle \frac{1}{12}}{}_{}{}^{(4)}R\mathrm{\Phi }^2+{\displaystyle \frac{1}{2}}g^{\mu \nu }_\mu \mathrm{\Phi }_\nu \mathrm{\Phi }`$ (83)
$`+{\displaystyle \frac{i}{2}}(\overline{\mathrm{\Psi }}\gamma ^\mu (x)_\mu \mathrm{\Psi }_\mu \overline{\mathrm{\Psi }}\gamma ^\mu (x)\mathrm{\Psi })m\overline{\mathrm{\Psi }}\mathrm{\Psi }\mu \mathrm{\Phi }\overline{\mathrm{\Psi }}\mathrm{\Psi }],`$
then the action obtained after supposition of the FRW Universe

$`W[a,N_c,\phi ,\psi ]`$ $`=`$ $`{\displaystyle }dt[{\displaystyle \frac{3}{\kappa }}{\displaystyle \frac{\dot{a}^2}{N_c}}+{\displaystyle \frac{1}{2}}{\displaystyle \frac{\dot{\phi }^2}{N_c}}+{\displaystyle \frac{i}{2}}(\overline{\psi }\gamma ^o\dot{\psi }\dot{\overline{\psi }}\gamma ^o\psi )`$ (85)
$`N_c({\displaystyle \frac{3}{\kappa }}{\displaystyle \frac{ka^2}{r_o^2}}+{\displaystyle \frac{k\phi ^2}{2r_o^2}}+(ma+\mu \phi )\overline{\psi }\psi )],`$
can be connected with the action describing the interaction of fermion field and massless scalar field. Let us consider two possible cases.

a).  $`\kappa m^2<6\mu ^2`$ . One can convince ourself that after introduction of the new scalar field $`\varphi `$ and the scale factor $`\alpha `$

$$ma+\mu \phi =\mu \varphi \sqrt{1\frac{\kappa }{6}\frac{m^2}{\mu ^2}};a+\frac{m}{\mu }\frac{\kappa }{6}\phi =A\sqrt{1\frac{\kappa }{6}\frac{m^2}{\mu ^2}}$$
(86)
we get the action for the massless spinor interacting with the field $`\varphi `$

$`W[A,N_c,\varphi ,\psi ]`$ $`=`$ $`{\displaystyle }dt[{\displaystyle \frac{3}{\kappa }}{\displaystyle \frac{\dot{A}^2}{N_c}}+{\displaystyle \frac{1}{2}}{\displaystyle \frac{\dot{\varphi }^2}{N_c}}+{\displaystyle \frac{i}{2}}(\overline{\psi }\gamma ^o\dot{\psi }\dot{\overline{\psi }}\gamma ^o\psi )`$ (88)
$`N_c({\displaystyle \frac{3}{\kappa }}{\displaystyle \frac{kA^2}{r_o^2}}+{\displaystyle \frac{k\phi ^2}{2r_o^2}}+\stackrel{~}{\mu }\varphi \overline{\psi }\psi )],`$
and the new coupling constant

$$\stackrel{~}{\mu }=\mu \sqrt{1\frac{\kappa }{6}\frac{m^2}{\mu ^2}}.$$
(89)
b).  $`\kappa m^2>6\mu ^2`$. In this case one can use another transformation,

$$\phi =\frac{1}{\sqrt{1\frac{6}{\kappa }\frac{\mu ^2}{m^2}}}\left(\varphi \frac{6}{\kappa }\frac{\mu }{m}A\right);a=\frac{1}{\sqrt{1\frac{6}{\kappa }\frac{\mu ^2}{m^2}}}\left(A\frac{\mu }{m}\varphi \right),$$
(90)
and get the action

$`W[A,N_c,\varphi ,\psi ]`$ $`=`$ $`{\displaystyle }dt[{\displaystyle \frac{3}{\kappa }}{\displaystyle \frac{\dot{A}^2}{N_c}}+{\displaystyle \frac{1}{2}}{\displaystyle \frac{\dot{\varphi }^2}{N_c}}+{\displaystyle \frac{i}{2}}(\overline{\psi }\gamma ^o\dot{\psi }\dot{\overline{\psi }}\gamma ^o\psi )`$ (92)
$`N_c({\displaystyle \frac{3}{\kappa }}{\displaystyle \frac{kA^2}{r_o^2}}+{\displaystyle \frac{k\varphi ^2}{2r_o^2}}+\stackrel{~}{m}A\overline{\psi }\psi )],`$
with the new mass for the fermion field $`\stackrel{~}{m}=m\sqrt{1\frac{6}{\kappa }\frac{\mu ^2}{m^2}}.`$ One can verify that these two actions are related by the field redefinition

$$Ai\frac{\kappa }{6}\varphi ,\varphi i\frac{6}{\kappa }A,$$
(93)
and thus it is enough to reduce one of the actions (88),(92).

For the action (88) the energy constraint

$$C=\frac{\kappa p_a^2}{12}\frac{3ka^2}{\kappa r_o^2}+\frac{p_\varphi ^2}{2}+\frac{k\varphi ^2}{2r_o^2}+\stackrel{~}{\mu }\varphi _D,$$
(94)
again has separable contributions from the gravitational and the matter part. After introduction of the new canonical momentum

$$\mathrm{\Pi }_a:=\frac{\kappa p_a^2}{12}\frac{3ka^2}{\kappa r_o^2}$$
(95)
and the corresponding conjugated coordinate $`T_a`$ in the same manner as for the case of the conformal scalar field the following action for the physical scalar and spinor fields can be derived

$$W^{}[\varphi ,\psi ]=𝑑Q_\psi \mathrm{\Pi }_\psi +p_\varphi d\varphi HdT_a,$$
(96)
with physical Hamiltonian describing the system of interacting spinor and scalar fields

$$H:=\frac{p_\varphi ^2}{2}+\frac{k\varphi ^2}{2r_o^2}+\stackrel{~}{\mu }\varphi _D.$$
(97)
## V Classical and quantum observables for FRW Universe

### A Extended quantization: Wheeler-deWitt equation

According to the Dirac prescription in the extended quantization scheme one considers the classical constraints to be the conditions on the state vector $`\mathrm{\Psi }`$ ,  , \*‡\*‡\*‡The standard procedure of letting $`P_Ni_N,p_ai_a,P_\mathrm{\Phi }i_{P_\mathrm{\Phi }}`$ is assumed.

$`P_N\mathrm{\Psi }=0,`$ (98)
$`H_T\mathrm{\Psi }=0.`$ (99)
Quantum observable in this quantization scheme are constructed with analogy to that of the two-dimensional relativistic spin zero bosonic Klein-Gordon field as expectation value

$$<O>=𝑑\varphi \left(\mathrm{\Psi }^{}O_a(\mathrm{\Psi })_a(\mathrm{\Psi }^{})O\mathrm{\Psi }^{}\right).$$
(100)
However, as it has been analyzed by Kaup and Vitello  this conventional interpretation cannot be used without violating the correspondence principle. More precisely, it has been shown that the expectation values for the scalar fields and the cosmic scale factor do not correspond to the classical values; their evolution describe the expansion phase of Friedmann evolution, but then instead of contraction, the expectation values tunnel through the barrier and continue to expand. Below it will be demonstrated that opposite to this situation the canonical quantization of the unconstrained system obtained in the preceding part of the paper leads directly to the fulfillment of the correspondence principle.

### B Reduced quantization: Heisenberg equation

To analyze the correspondence principle let us consider the case of a conformal scalar field in the closed Friedmann Universe. As it has been shown the evolution of scale factor $`a`$ in conformal time $`t`$ is governed by the harmonic oscillator Hamiltonian which after conventional quantization reads

$$\widehat{H}=\frac{\kappa }{12}\widehat{p}^2+\frac{3}{\kappa r_o^2}\widehat{a}^2.$$
(101)
Assuming the quantum state in the form

$$\mathrm{\Psi }=\frac{1}{(\alpha ^2\pi )^{1/4}}\mathrm{exp}\left[\frac{i}{\mathrm{}}p_oa\frac{(aa_o)^2}{2\alpha ^2}\right]$$
(102)
where $`a_o`$ and $`p_o`$ are the mean values of the coordinate and the momentum respectively (real parameter $`\alpha `$ characterizes the mean square deviation of $`a`$) and using the solution of Heisenberg equations for the operators $`\widehat{a}(t)`$ and $`\widehat{p}(t)`$

$`\widehat{a}(t)=\widehat{a}(0)\mathrm{cos}{\displaystyle \frac{t}{r_o}}{\displaystyle \frac{\kappa r_o}{6}}\widehat{p}(0)\mathrm{sin}{\displaystyle \frac{t}{r_o}},`$ (103)
$`\widehat{p}(t)={\displaystyle \frac{6}{\kappa r_o}}\widehat{a}(0)\mathrm{sin}{\displaystyle \frac{t}{r_o}}+\widehat{p}(0)\mathrm{cos}{\displaystyle \frac{t}{r_o}},`$ (104)
one can find the time dependence of the mean values of $`\widehat{a}(t)`$ and $`\widehat{p}(t)`$,

$`\overline{a(t)}={\displaystyle \underset{\mathrm{}}{\overset{+\mathrm{}}{}}}\mathrm{\Psi }^{}\widehat{a}(t)\mathrm{\Psi }𝑑a=a_o\mathrm{cos}{\displaystyle \frac{t}{r_o}}{\displaystyle \frac{\kappa r_o}{6}}p_o\mathrm{sin}{\displaystyle \frac{t}{r_o}},`$ (105)
$`\overline{p(t)}={\displaystyle \underset{\mathrm{}}{\overset{+\mathrm{}}{}}}\mathrm{\Psi }^{}\widehat{p}(t)\mathrm{\Psi }𝑑a={\displaystyle \frac{6}{\kappa r_o}}a_o\mathrm{sin}{\displaystyle \frac{t}{r_o}}+p_o\mathrm{cos}{\displaystyle \frac{t}{r_o}}.`$ (106)
This means that we have the correspondence with the classical formulae

$`a(t)=r_o\sqrt{{\displaystyle \frac{\kappa }{3}}|H|}\mathrm{sin}\left({\displaystyle \frac{QT_c}{r_o}}\right)`$ (107)
$`p(t)=\sqrt{{\displaystyle \frac{12}{\kappa }}|H|}\mathrm{cos}\left({\displaystyle \frac{QT_c}{r_o}}\right)`$ (108)
when constants are taken as

$$\overline{a(0)}=a_o=r_o\sqrt{\frac{\kappa }{3}|H|}\mathrm{sin}\frac{Q}{r_o},\overline{p(0)}=p_o=\sqrt{\frac{12}{\kappa }|H|}\mathrm{cos}\frac{Q}{r_o}.$$
(109)
At the end we note that there is no wave packet diffusion when the mean square deviation

$$\overline{(\mathrm{}a(t))^2}=\frac{\alpha ^2}{2}\left(\mathrm{cos}^2\frac{t}{r_o}+\left(\frac{\kappa r_o}{6}\right)^2\frac{\mathrm{}^2}{\alpha ^4}\mathrm{sin}^2\frac{t}{r_o}\right)$$
(110)
is time independent. This holds for the special value of $`\alpha `$

$$\alpha ^2=\mathrm{}\frac{\kappa r_o}{6}.$$
(111)
## VI Concluding remarks

In the present paper the method of Hamiltonian reduction for reparametrization invariant mechanical systems have been elaborated. This approach is based on the choice of adapted coordinates using the generating function of the canonical transformation that is a solution of the corresponding Hamilton – Jacobi equation. We have derived the reduced Hamiltonians for the Friedmann cosmological models with homogeneous scalar and spinor field matter sources and find the corresponding observable time. The obtained reduced Hamiltonians have two attractive peculiarities:

i. They are the generators of evolution with respect to observable time;

ii. They are conserved quantities which can be treated as the energy of the reduced systems. The conservation of the conformal matter Hamiltonian with respect to conformal time translations follows from conformal symmetry of the Robertson – Walker space-time.

Furthermore, the representation for the Hubble parameter and the red shift is founded in terms of the Dirac observables in the frame of the generalized Hamiltonian dynamics and correspondence between field Friedmann models and perfect fluid Friedmann models with different equations of state has been established.

The comparison of extended quantization with the Wheeler-deWitt equation and the canonical quantization of unconstrained system shows the conceptual advantage of later. In reduced system with the Schrödinger type equation instead of the to the Wheeler-deWitt equation the wave function is normalizable and has clear standard quantum mechanical interpretation. It is shown that quantum observables treated as expectation values of the Dirac observables properly describe the original classical theory.

It is in order here to make a remark concerning the relation to the conventional gauge-fixing method. Certainly, the results derived in the present note by reduction without introduction of gauge functions can be reproduced by the gauge fixing method. However, from our derivation it is clear that due to the complicated relations between the initial variables and the observable time the gauge functions depend on the initial variables in a complex way which is difficult to guess.

Finally we would like to point out the possibility to exploit the suggested approach. The method elaborated in the present article can be used in the description of the other cosmological models, like Bianchi cosmologies, with different type of global symmetries. But the applicability of obtained results to a general problem of observables meets with the several difficulties. Nevertheless, we hope that in combination with other refined methods our approach will help to extend our understanding of the puzzle of the observables in theory of gravity.

## VII  Acknowledgments

We would like to thank S.Gogilidze, D.Mladenov, H.-P.Pavel and V.Pervushin for helpful and critical discussions. This work was supported in part by the Russian Foundation of Basic Research, Grant No 99-01-00101.

## A Dirac equation in FRW space time

To describe a spinor field on a Rimanian manifold the vierbein fields $`h_a^\mu (x)\mu ,\nu ,a,b=0,1,2,3`$

$$ds^2=g_{\mu \nu }dx^\mu dx^\nu =\eta _{ab}(h_\mu ^adx^\mu )(h_\nu ^bdx^\nu );\eta _{ab}:=(+),$$

and the Dirac $`\gamma `$-matrices with a specific dependence on space time coordinates are introduced

$$\gamma ^\mu (x)=h_a^\mu (x)\gamma ^a.$$

The following relations between the vierbein fields and the metric tensor $`g_{\mu \nu }`$ hold

$$h_a^\mu h_{b\mu }=\eta _{ab};h_\mu ^ah_{a\nu }=g_{\mu \nu };h_\mu ^ah_b^\mu =\delta _b^a;h_\mu ^ah_a^\nu =\delta _\mu ^\nu .;h_{a\mu }=\eta _{ab}h_\mu ^b=g_{\mu \nu }h_a^\nu .$$
(A1)
The Dirac equation for spinors in curved space time reads

$$(i\gamma ^\mu (x)_\mu m)\mathrm{\Psi }(x)=0,$$
(A2)
with the covariant derivative

$$_\mu \mathrm{\Psi }(x)=[_\mu +\frac{1}{4}C_{abc}h_\mu ^c\gamma ^b\gamma ^a]\mathrm{\Psi }(x),$$
(A3)
where Ricci coefficients

$$C_{abc}(_\mu h_a^\nu )h_{b\nu }h_c^\mu ;_\mu h_a^\nu =(\mathrm{\Gamma }_{\mu \lambda }^\nu h_b^\nu _\mu h_\lambda ^b)h_a^\lambda ,$$
(A4)
are introduced. For the specific case of the Robertson – Walker metric,

$$ds^2=a^2(t)\stackrel{~}{d}s^2=a^2(t)\left[(N(t)dt)^2\left(1+\frac{kr^2}{4r_o^2}\right)^2\left(dr^2+r^2(d\xi ^2+\mathrm{sin}^2\xi d\zeta ^2)\right)\right],$$
(A5)
the following vierbein fields

$$\{\begin{array}{cc}h_o^{\underset{¯}{o}}=aN\hfill & h_1^{\underset{¯}{1}}=a\left(1+\frac{kr^2}{4r_o^2}\right)^1\hfill \\ h_2^{\underset{¯}{2}}=ar\left(1+\frac{kr^2}{4r_o^2}\right)^1\hfill & h_3^{\underset{¯}{3}}=ar\mathrm{sin}\zeta \left(1+\frac{kr^2}{4r_o^2}\right)^1\hfill \end{array}$$
(A6)
are used in the main text. Here the vierbein indices are underlined. The Dirac equation then looks

$`{\displaystyle \frac{i}{a}}[\gamma ^o{\displaystyle \frac{1}{N}}{\displaystyle \frac{}{t}}+\gamma ^1(1+{\displaystyle \frac{kr^2}{4r_o^2}}){\displaystyle \frac{}{r}}+\gamma ^2{\displaystyle \frac{1+\frac{kr^2}{4r_o^2}}{r}}{\displaystyle \frac{}{\zeta }}+\gamma ^3{\displaystyle \frac{1+\frac{kr^2}{4r_o^2}}{r\mathrm{sin}\zeta }}{\displaystyle \frac{}{\xi }}`$ (A7)
$`+{\displaystyle \frac{3\dot{a}}{2aN}}\gamma ^o+{\displaystyle \frac{1\frac{kr^2}{4r_o^2}}{r}}\gamma ^1+{\displaystyle \frac{\mathrm{cot}\zeta }{2r}}(1+{\displaystyle \frac{kr^2}{4r_o^2}})\gamma ^2]\mathrm{\Psi }(x)m\mathrm{\Psi }(x)`$ $`=`$ $`0.`$ (A8)
To maintain the space homogeniety of the Friedmann Universe we suppose that the spinor field is only time dependent. In the main text the FRW Universe with the spinor matter source is formulated in terms of the fermion variable $`\psi `$

$$\psi (t)=a^{3/2}(t)\mathrm{\Psi }(t).$$
(A9)
## B  Separation of first and second class constraints in model with spinor field

The set of constraints $`C_A=(C_\psi ,C_{\overline{\psi }},C)`$ represent a mixed system of first and second class constraints; the rank of the Poisson matrix $`=\{C_A,C_B\}`$ is equal to two. The explicit form of the Poisson matrix is

$$=\left(\begin{array}{cc}\mathrm{}& K\\ K^T& 0\end{array}\right),$$

where and $`\mathrm{}`$ and $`K`$ denote

$$\mathrm{}=\left(\begin{array}{cc}0& i\gamma ^o\\ i\gamma ^o& 0\end{array}\right)K=\left(\begin{array}{c}ma\overline{\psi }\\ ma\psi \end{array}\right).$$

In order to perform the reduction procedure it is useful to separate first and second class constraints. One can easily verify that applying the similarity transformation $`T`$

$$T=\left(\begin{array}{cc}1& 0\\ K^T\mathrm{}^1& 1\end{array}\right),\text{Sdet}T0$$

to the constraints $`C_A`$

$$\stackrel{~}{C}=TC=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ ima\gamma ^o\psi & iam\overline{\psi }\gamma ^o& 1\end{array}\right)\left(\begin{array}{c}C_\psi \\ C_{\overline{\psi }}\\ C\end{array}\right)$$

we achieve the separation of the constraints on the surface defined by the second class constraints

$$\{\stackrel{~}{C},\stackrel{~}{C}_\psi \}=ima\stackrel{~}{C}_\psi \gamma ^o\{\stackrel{~}{C},\stackrel{~}{C}_{\overline{\psi }}\}=ima\gamma ^o\stackrel{~}{C}_{\overline{\psi }}.$$

To have this separation on the whole phase space one can pass to the new set of constraints

$`\overline{C}`$ $`=`$ $`\stackrel{~}{C}+ma\stackrel{~}{C}\psi \stackrel{~}{C}_{\overline{\psi }}`$ (B1)
$`=`$ $`\mathrm{\Pi }+ma\left(p_\psi p_{\overline{\psi }}{\displaystyle \frac{i}{2}}[p_\psi \gamma ^o\psi +\overline{\psi }\gamma ^op_{\overline{\psi }}]\right){\displaystyle \frac{1}{4}}a_D,`$ (B2)
$`\overline{C}_\psi `$ $`=`$ $`i\stackrel{~}{C}_\psi \gamma ^o=ip_\psi \gamma ^o+{\displaystyle \frac{1}{2}}\overline{\psi },`$ (B3)
$`\overline{C}_{\overline{\psi }}`$ $`=`$ $`\stackrel{~}{C}_{\overline{\psi }}=p_{\overline{\psi }}+{\displaystyle \frac{i}{2}}\gamma ^o\psi .`$ (B4)
In this new set $`\overline{C}`$ belongs to the ideal of the algebra of constraints

$$\{\overline{C},\overline{C}_\psi \}=\{\overline{C}_N,\overline{C}_{\overline{\psi }}\}=0,$$
(B5)
and second class constraints $`\overline{C}_\psi ,\overline{C}_{\overline{\psi }}`$ obey the canonical algebra

$$\{\overline{C}_\psi ,\overline{C}_{\overline{\psi }}\}=1.$$
(B6)
## C  Reduced Hamiltonian as conserved quantity from conformal symmetry

In this Appendix we discuss the existence of time independent reduced Hamiltonians from the geometrical standpoint. The Friedmann – Robertson – Walker space-time is conformally flat

$$ds_{FRW}^2=A^2(x)ds_{Minkowski}^2.$$
(C1)
In the flat Friedmann Universe the conformal factor $`A(x)`$ is simple scale factor $`a(T_c)`$ and it is easy to verify that the conformal time translation is a conformal symmetry

$$\mathrm{\pounds }_{_{T_c}}g_{\mu \nu }=\mathrm{\pounds }_{_{T_c}}(a^2(T_c)\eta _{\mu \nu })=\eta _{\mu \nu }_{T_c}a^2(T_c)=g_{\mu \nu }2\frac{\dot{a}}{a}.$$
(C2)
It is well-known that if space time possesses the conformal Killing vector and matter energy-momentum tensor is traceless, then one can construct the conserved quantity as follows. Considering the covariant derivative of contraction of the stress tensor and the confomal Killing vector

$`_\mu P^\mu `$ $`=`$ $`_\mu \left(\xi _\nu T^{\mu \nu }\right)=\xi _\nu _\mu T^{\mu \nu }+T^{\mu \nu }{\displaystyle \frac{1}{2}}(_\mu \xi _\nu +_\nu \xi _\mu )`$ (C3)
$`=`$ $`\xi _\nu _\mu T^{\mu \nu }+{\displaystyle \frac{1}{n}}T_\mu ^\mu ^\nu \xi _\nu ,`$ (C4)
and assuming the covariant conservation of the traceless matter energy-momentum tensor

$$_\mu T^{\mu \nu }=0,T_\mu ^\mu =0,$$
(C5)
we have the conservation law for four-vector $`P^\mu `$ in the covariant differential form

$$_\mu P^\mu =0.$$
(C6)
To get the global conserved quantity one can integrate this equality over the whole space-time and use Gauss theorem

$`{\displaystyle \underset{V}{}}d^4x\sqrt{g}_\mu \left(\xi _\nu T^{\mu \nu }\right)={\displaystyle \underset{V}{}}d^4x{\displaystyle \frac{}{x^\mu }}\left(\sqrt{g}\xi _\nu T^{\mu \nu }\right)`$ (C7)
$`={\displaystyle \underset{T_c^{}}{}}(\xi _{T_c})_\nu T^{\mu \nu }\sqrt{g}d^3x{\displaystyle \underset{T_c^{\prime \prime }}{}}(\xi _{T_c})_\nu T^{\mu \nu }\sqrt{g}d^3x,`$ (C8)
where in the last line we specify the Killing vector corresponding to the conformal translation in Robertson – Walker space-time. For the conformal scalar field with Lagrangian

$$=\sqrt{g}\left(\frac{1}{2}g^{\mu \nu }_\mu \mathrm{\Phi }_\nu \mathrm{\Phi }+\frac{1}{12}(4)R\mathrm{\Phi }^2\right),$$
(C9)
the canonical stress tensor

$$T_{\mu \nu }^C=_\mu \mathrm{\Phi }_\nu \mathrm{\Phi }g_{\mu \nu }\frac{1}{\sqrt{g}}$$
(C10)
has nonzero trace $`T_\mu ^{C\mu }0`$. However, according to , one can pass to the improved tensor

$$T_{\mu \nu }=T_{\mu \nu }^C\frac{1}{6}\left[(4)R_{\mu \nu }+_\mu _\nu g_{\mu \nu }^\mu _\mu \right]\mathrm{\Phi }^2,$$
(C11)
which is traceless $`T_\mu ^\mu =0.`$ Thus for a conformal time Killing vector in adapted coordinates $`\xi _{T_c}=(1,0,0,0)`$ and for homogeneous scalar field $`\phi (T_c)=a(T_c)\mathrm{\Phi }(T_c)`$ from eq. (C7) it follows that

$$H=\underset{T_c}{}(\xi _{T_c})_oT^{oo}\sqrt{g}d^3x=V_{(3)}\left(\frac{p_\phi ^2}{2}+\frac{k\phi ^2}{2r_o^2}\right)$$
(C12)
is conserved charge that coincides with the reduced Hamiltonian derived in the main text.


format: text

text:
# References

In  the entire nonperturbative contribution to the holomorphic part of the Wilsonian effective action was computed for $`N=2`$ supersymmetric theories with gauge group $`SU(2)`$, using ansätze dictated by physical intuitions. There are several aspects of the Seiberg-Witten (SW) model  which are related to the theory of moduli spaces of Riemann surfaces. In particular, here, we will consider the recursion relations for nonperturbative (instanton) contributions to the $`N=2`$ Super Yang-Mills (SYM) effective prepotential  and will compare them with the recursion relations for the Weil-Petersson (WP) volumes of punctured Riemann spheres. In the SW model there exists a relation the modulus $`u=\text{Tr}\varphi ^2`$ and the effective prepotential  (see also ). This allowed to prove the SW conjecture by using the reflection symmetry of vacua . On the other hand, it is rather surprising that, while on one side all the instanton coefficients have been computed in , explicit calculations have been performed only in the one and two-instanton background , while the above mentioned relation has been shown to hold to all instanton orders . The problem for instanton number $`k3`$ seems extremely difficult to solve. Indeed, the ADHM constraint equations become nonlinear and have not been explicitly solved up to now. Moreover, neither the structure of the moduli space, nor the volume form are known. The instanton measure for all winding numbers has been written in , but only in an implicit form (i.e. by implementing the bosonic and fermionic ADHM constraints through the use of Dirac delta functions), which in some special cases allows to extract information on the instanton moduli space . However, the mathematical challenging problem of finding the explicit structure of the instanton moduli space for generic winding numbers still remains unsolved. On the other hand, the simple way in which the recursion relations have been derived, strongly suggests that there may be some mechanism which should make the explicit calculations possible. The investigation of such mechanism would provide important information on the structure of the instanton moduli space (of which only the boundary à la Donaldson-Uhlenbeck is known for generic winding number ) and of the associated volume form. In particular, even if the integrals seem impossible to compute, (actually, as we stated before we know neither the structure of the space nor the volume form), the existence of recursion relations and the simple way in which they arise, seem to suggest that these integrals could be easy to compute because of some underlying geometrical recursive structure. It has been claimed for some time, but only recently proven , that the nonperturbative contributions to $`u`$ actually can be written as total derivatives, i.e. as pure boundary terms, on the moduli space. If the boundary is composed by moduli spaces of instantons of lower winding number times zero-size instantons moduli spaces, as it happens in the Donaldson-Uhlenbeck compactification, this would immediately provide, in the case of a suitable volume form, a recursion relation.

We will now see how the similar problem one finds in computing the WP volumes of punctured spheres has been solved thanks to the recursive structure of the Deligne-Knudsen-Mumford (DKM) boundary and to the peculiar nature of the WP 2-form. The main analogy we will display, concerns the volume of moduli space of $`n`$-punctured Riemann spheres $`\mathrm{\Sigma }_{0,n}=\widehat{\text{}}\backslash \{z_1,\mathrm{},z_n\}`$, $`n3`$, where $`\widehat{\text{}}\text{}\{\mathrm{}\}`$. Their moduli space is the space of classes of isomorphic $`\mathrm{\Sigma }_{0,n}`$’s, that is

$$_{0,n}=\{(z_1,\mathrm{},z_n)\widehat{\text{}}^n|z_jz_k\mathrm{for}jk\}/Symm(n)\times PSL(2,\text{}),$$
(1)
where $`Symm(n)`$ acts by permuting $`\{z_1,\mathrm{},z_n\}`$ whereas $`PSL(2,\text{})`$ acts as a linear fractional transformation. Using $`PSL(2,\text{})`$ symmetry we can recover the “standard normalization”: $`z_{n2}=0`$, $`z_{n1}=1`$ and $`z_n=\mathrm{}`$. The classical Liouville tensor or Fuchsian projective connection is

$$T^F(z)=\{J_H^1,z\}=\phi _{clzz}\frac{1}{2}\phi _{clz}^2.$$
(2)
In the case of the punctured Riemann sphere we have

$$T^F(z)=\underset{k=1}{\overset{n1}{}}\left(\frac{1}{2(zz_k)^2}+\frac{c_k}{zz_k}\right),$$
(3)
where the coefficients $`c_1,\mathrm{}c_{n1}`$, called accessory parameters, satisfy the constraints

$$\underset{j=1}{\overset{n1}{}}c_j=0,\underset{j=1}{\overset{n1}{}}z_jc_j=1\frac{n}{2}.$$
(4)
These parameters are defined on the space

$$V^{(n)}=\{(z_1,\mathrm{},z_{n3})\text{}^{n3}|z_j0,1;z_jz_k,\mathrm{for}jk\}.$$
(5)
Note that

$$_{0,n}V^{(n)}/Symm(n),$$
(6)
where the action of $`Symm(n)`$ on $`V^{(n)}`$ is defined by comparing (1) with (6).

Let us now consider the compactification $`\overline{V}^{(n)}`$ à la DKM . The divisor at the boundary

$$D=\overline{V}^{(n)}\backslash V^{(n)},$$
(7)
decomposes in the sum of divisors $`D_1`$,…,$`D_{[n/2]1}`$, which are subvarieties of real dimension $`2n8`$. The locus $`D_k`$ consists of surfaces that split, upon removal of the node, into two Riemann spheres with $`k+2`$ and $`nk`$ punctures. In particular, $`D_k`$ consists of $`C(k)`$ copies of the space $`\overline{V}^{(k+2)}\times \overline{V}^{(nk)}`$ where $`C(k)=\left(\begin{array}{c}n\\ k+1\end{array}\right)`$, for $`k=1,\mathrm{},(n3)/2`$, $`n`$ odd. In the case of even $`n`$ the unique difference is for $`k=n/21`$, for which we have $`C(n/21)=\frac{1}{2}\left(\begin{array}{c}n\\ n/2\end{array}\right)`$. An important property of the divisors $`D_k`$’s is that their image provides a basis in $`H_{2n8}(\overline{}_{0,n},\text{IR})`$. The WP volume is

$$\mathrm{Vol}_{WP}\left(_{0,n}\right)=\frac{1}{(n3)!}_{\overline{}_{0,n}}\omega _{WP}^{(n)}{}_{}{}^{n3}=\frac{1}{(n3)!}\left[\omega _{WP}^{(n)}\right]^{n3}\left[\overline{}_{0,n}\right],$$
(8)
where $``$ is topological cup product. It has been shown that

$$\mathrm{Vol}_{WP}\left(_{0,n}\right)=\frac{1}{n!}\mathrm{Vol}_{WP}\left(V^{(n)}\right)=\frac{\pi ^{2(n3)}V_n}{n!(n3)!},n4,$$
(9)
where $`V_n=\pi ^{2(3n)}\left[\omega _{WP}^{(n)}\right]^{n3}\left[\overline{V}^{(n)}\right]`$ satisfies the recursion relations

$$V_3=1,V_n=\frac{1}{2}\underset{k=1}{\overset{n3}{}}\frac{k(nk2)}{n1}\left(\begin{array}{c}n\\ k+1\end{array}\right)\left(\begin{array}{c}n4\\ k1\end{array}\right)V_{k+2}V_{nk},n4.$$
(10)
These relations are a consequence of two basic properties. The first one is that the boundary of $`\overline{}_{0,n}`$ in the DKM compactification is the union of product of moduli spaces of lower order. The second one is the restriction phenomenon satisfied by the WP 2-form. A property discovered by Wolpert in  (see also the Appendix of ). The basic idea is to start with the natural embedding

$$i:\overline{V}^{(m)}\overline{V}^{(m)}\times \overline{V}^{(m)}\times \overline{V}^{(nm+2)}\overline{V}^{(n)}\overline{V}^{(n)},n>m,$$
(11)
where $``$ is an arbitrary point in $`\overline{V}^{(nm+2)}`$, it follows that

$$\left[\omega _{WP}^{(m)}\right]=i^{}\left[\omega _{WP}^{(n)}\right],n>m.$$
(12)
There is a similarity between the above recursion relations for the WP volumes and the recursion relations satisfied by the instanton coefficients. To see this let us recall that, in the case of the WP volumes, it has been derived in  a nonlinear ODE satisfied by the generating function for the WP volumes

$$g(x)=\underset{k=3}{\overset{\mathrm{}}{}}a_kx^{k1},$$
(13)
where

$$a_k=\frac{V_k}{(k1)((k3)!)^2},k3,$$
(14)
so that (10) assumes the simple form

$$a_3=1/2,a_n=\frac{1}{2}\frac{n(n2)}{(n1)(n3)}\underset{k=1}{\overset{n3}{}}a_{k+2}a_{nk},n4.$$
(15)
These recursion relations have been the starting point to formulate a nonperturbative model of Liouville quantum gravity as Liouville F-model  (see also ). In particular, this formulation has been obtained as a deformation of WP volumes. Furthermore, it has been conjectured that the relevant integrations on the moduli space of higher genus Riemann surfaces reduce to integrations on the moduli space of punctured Riemann spheres (see also ). One can check that Eq.(15) implies that the function $`g`$ satisfies the ODE

$$x(xg)g^{\prime \prime }=xg^{}_{}{}^{}2+(xg)g^{}.$$
(16)
Remarkably, it has been shown in  that this nonlinear ODE is essentially the inverse of a linear one. More precisely, defining $`g=x^2_xx^1h`$, one has that (16) implies

$$xh^{\prime \prime }h^{}=(xh^{}h)h^{\prime \prime }.$$
(17)
Differentiating (17) we get

$$yy^{\prime \prime }=xy^3,$$
(18)
where $`y=h^{}`$. Then, interchanging the rôles of $`x`$ and $`y`$, (18) transforms into the Bessel equation

$$y\frac{d^2x}{dy^2}+x=0.$$
(19)
It has been suggested in  that the appearance of such a linear ODE may be related to the “mirror phenomenon”. The above structure is reminiscent of the above derived in SW theory. In particular, in the case of WP volumes one starts evaluating the recursion relations by means of the DKM compactification and the Wolpert restriction phenomenon , then derives the associated nonlinear ODE  and end to a linear ODE  which is obtained by essentially inverting it. In the SW model, one starts by observing that the $`a^D(u)`$ and $`a(u)`$ moduli satisfy a linear ODE , inverts it to obtain a nonlinear one satisfied by $`u(a)`$ and then finds recursion relations for the coefficients of the expansion of $`u(a)`$ . The final point stems from the observation  that $`u`$ and $``$ are related in a simple way which allows one to consider the derived recursion relation as a relation for the instanton contributions to the prepotential $``$. The above similarity suggests to reconstruct the instanton moduli space and its measure starting from the recursion relations

$$𝒢_{n+1}=\frac{1}{8𝒢_0^2(n+1)^2}\left[(2n1)(4n1)𝒢_n+2𝒢_0\underset{k=0}{\overset{n1}{}}c_{k,n}𝒢_{nk}𝒢_{k+1}2\underset{j=0}{\overset{n1}{}}\underset{k=0}{\overset{j+1}{}}d_{j,k,n}𝒢_{nj}𝒢_{j+1k}𝒢_k\right],$$
(20)
where $`n0`$, $`𝒢_0=1/2`$ and

$$c_{k,n}=2k(nk1)+n1,d_{j,k,n}=[2(nj)1][2n3j1+2k(jk+1)].$$
(21)
It is still possible to rewrite some apparently cubic terms in the third term on the r.h.s. as quadratic ones and absorb them in the second term on the r.h.s. of (20), obtaining thus

$$𝒢_{n+1}=\frac{1}{2(n+1)^2}\left[(2n1)(4n1)𝒢_n+\underset{k=0}{\overset{n1}{}}b_{k,n}𝒢_{nk}𝒢_{k+1}2\underset{j=1}{\overset{n1}{}}\underset{k=1}{\overset{j}{}}d_{j,k,n}𝒢_{nj}𝒢_{j+1k}𝒢_k\right],$$
(22)
where $`b_{k,n}=c_{k,n}2d_{k,0,n}`$ and we have exploited the fact that $`d_{k,0,n}=d_{k,k+1,n}`$. Let us now consider the volume $`𝒢_n`$ of the moduli space of an instanton configuration of winding number $`n`$. We now start showing that $`𝒢_n`$ can be expressed as

$$𝒢_n=_{\overline{V}_I^{(n)}}\underset{k=1}{\overset{X(n)}{}}\omega _I^{(n)}=[\omega _I^{(n)}]^{X(n)}[\overline{V}_I^{(n)}],$$
(23)
where $`\omega _I^{(n)}`$ is a 2-form defined on the $`n`$-instanton moduli space and $`\overline{V}_I^{(n)}`$ is a suitable compactification of $`V_I^{(n)}`$, which, together its complex dimension $`X(n)`$, will be fixed later. Let $`𝒟_\omega ^{(n+1)}`$ be the $`[2X(n+1)2]`$-cycle Poincaré dual to the “instanton” class $`[\omega _I^{(n+1)}]`$. That is, $`[\omega _I^{(n+1)}]=c_1([𝒟_\omega ^{(n+1)}])`$ where, as usual, $`[𝒟]`$ denotes the line bundle associated to a given divisor $`𝒟`$ (see, for example, ) and $`c_1`$ denotes the first Chern class. By Poincaré duality it is possible to recast (23) in the form

$`𝒢_{n+1}`$ $`=`$ $`[\omega _I^{(n+1)}]^{X(n+1)1}([\omega _I^{(n+1)}][\overline{V}_I^{(n+1)}])=[\omega _I^{(n+1)}]^{X(n+1)1}[𝒟_\omega ^{(n+1)}\overline{V}_I^{(n+1)}]`$ (24)
$`=`$ $`[\omega _I^{(n+1)}]^{X(n+1)1}[𝒟_\omega ^{(n+1)}],`$
where $``$ denotes the topological intersection. In order to make contact with the recursion relation for the $`𝒢_n`$’s, we define the following compactification

$$𝒟^{(n+1)}=\overline{V}_I^{(n+1)}/V_I^{(n+1)}=\underset{j=0}{\overset{n1}{}}𝒟_{1,j}+\underset{j=1}{\overset{n1}{}}\underset{k=1}{\overset{j}{}}𝒟_{2,j,k}+𝒟_{3,n},$$
(25)
in the sense of cycles on orbifolds, where

$`𝒟_{1,j}`$ $`=`$ $`c_{n,j}^{(1)}\overline{V}_I^{(nj)}\times \overline{V}_I^{(j+1)},`$
$`𝒟_{2,j,k}`$ $`=`$ $`c_{n,j,k}^{(2)}\overline{V}_I^{(nj)}\times \overline{V}_I^{(j+1k)}\times \overline{V}_I^{(k)}\times \overline{V}_I^{(1)},`$
$`𝒟_{3,n}`$ $`=`$ $`c_n^{(3)}\overline{V}_I^{(n)}\times \overline{V}_I^{(1)}.`$ (26)
Observe that in the above decomposition the products of subvarieties generally appear twice. Furthermore, note that we used $`𝒟_{3,n}`$ to simplify the calculations, however it can be included either in $`𝒟_{1,0}`$ or $`𝒟_{1,n1}`$ by changing the coefficients. Let us now expand $`𝒟_\omega ^{(n+1)}`$ in terms of the divisors at the boundary of the moduli space, namely

$$𝒟_\omega ^{(n+1)}=\underset{j=0}{\overset{n1}{}}d_{n,j}^{(1)}𝒟_{1,j}+\underset{j=1}{\overset{n1}{}}\underset{k=1}{\overset{j}{}}d_{n,j,k}^{(2)}𝒟_{2,j,k}+d_n^{(3)}𝒟_{3,n}.$$
(27)
One can see that a check on the outlined procedure uniquely fixes $`X(n)`$ to be

$$X(n)=2n1.$$
(28)
By (24) we have

$$𝒢_{n+1}=\underset{j=0}{\overset{n1}{}}d_{n,j}^{(1)}[\omega _I^{(n+1)}]^{2n}[𝒟_{1,j}]+\underset{j=1}{\overset{n1}{}}\underset{k=1}{\overset{j}{}}d_{n,j,k}^{(2)}[\omega _I^{(n+1)}]^{2n}[𝒟_{2,j,k}]+d_n^{(3)}[\omega _I^{(n+1)}]^{2n}[𝒟_{3,n}].$$
(29)
Let us consider the following natural embedding

$$i:\overline{V}_I^{(m)}\overline{V}_I^{(m)}\times \overline{V}_I^{(m)}\times \overline{V}_I^{(nm)}\overline{V}_I^{(n)}\overline{V}_I^{(n)},n>m,$$
(30)
where $``$ is an arbitrary point in $`\overline{V}_I^{(nm)}`$. We now impose the following constraint

$$\left[\omega _I^{(m)}\right]=i^{}\left[\omega _I^{(n)}\right],n>m.$$
(31)
Let us elaborate the three terms on the r.h.s. of (29). By (30) and (31) the general contribution in the first term reads

$`[\omega _I^{(n+1)}]^{2n}[\overline{V}_I^{(nj)}\times \overline{V}_I^{(j+1)}]=[\omega _I^{(nj)}+\omega _I^{(j+1)}]^{2n}[\overline{V}_I^{(nj)}\times \overline{V}_I^{(j+1)}]`$
$`=C_{j,n}([\omega _I^{(nj)}]^{2(nj)1}[\overline{V}_I^{(nj)}])([\omega _I^{(j+1)}]^{2j+1}[\overline{V}_I^{(j+1)}])=C_{j,n}𝒢_{nj}𝒢_{j+1},`$ (32)
where $`C_{j,n}=\left(\begin{array}{c}2n\\ 2(nj)1\end{array}\right)`$. The second term has the form

$`[\omega _I^{(n+1)}]^{2n}[\overline{V}_I^{(nj)}\times \overline{V}_I^{(j+1k)}\times \overline{V}_I^{(k)}\times \overline{V}_I^{(1)}]`$
$`=[\omega _I^{(nj)}+\omega _I^{(j+1k)}+\omega _I^{(k)}+\omega _I^{(1)}]^{2n}[\overline{V}_I^{(nj)}\times \overline{V}_I^{(j+1k)}\times \overline{V}_I^{(k)}\times \overline{V}_I^{(1)}]`$
$`=D_{j,n,k}([\omega _I^{(nj)}]^{2(nj)1}[\overline{V}_I^{(nj)}])([\omega _I^{(j+1k)}]^{2(jk)+1}[\overline{V}_I^{(j+1k)}])([\omega _I^{(k)}]^{2k}[\overline{V}_I^{(k)}])([\omega _I^{(1)}][\overline{V}_I^{(1)}])`$
$`={\displaystyle \frac{D_{j,n,k}}{4}}𝒢_{nj}𝒢_{j+1k}𝒢_k,`$ (33)
where $`D_{j,n,k}=2k\left(\begin{array}{c}2n\\ 2k\end{array}\right)\left(\begin{array}{c}2n2k\\ 2(nj)1\end{array}\right)`$ and we used the fact that $`𝒢_1=1/4`$. Finally, the last term is

$$[\omega _I^{(n+1)}]^{2n}[\overline{V}_I^{(n)}\times \overline{V}_I^{(1)}]=\frac{n}{2}𝒢_n.$$
(34)
In this way we can recast the recursion relations as

$`𝒢_{n+1}`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{n1}{}}}\left(\begin{array}{c}2n\\ 2(nk)1\end{array}\right)d_{n,k}^{(1)}c_{n,k}^{(1)}𝒢_{nk}𝒢_{k+1}+{\displaystyle \underset{j=1}{\overset{n1}{}}}{\displaystyle \underset{k=1}{\overset{j}{}}}{\displaystyle \frac{k}{2}}\left(\begin{array}{c}2n\\ 2k\end{array}\right)`$ (35)
$`\left(\begin{array}{c}2(nk)\\ 2(nj)1\end{array}\right)d_{n,j,k}^{(2)}c_{n,j,k}^{(2)}𝒢_{nj}𝒢_{j+1k}𝒢_k+{\displaystyle \frac{n}{2}}d_n^{(3)}c_n^{(3)}𝒢_n,`$
where now $`n1`$ (and $`𝒢_1=1/4`$). Comparing with (22) we have

$`d_{n,k}^{(1)}c_{n,k}^{(1)}\left(\begin{array}{c}2n\\ 2(nk)1\end{array}\right)={\displaystyle \frac{b_{k,n}}{2(n+1)^2}},`$
$`d_{n,j,k}^{(2)}c_{n,j,k}^{(2)}\left(\begin{array}{c}2n\\ 2k\end{array}\right)\left(\begin{array}{c}2(nk)\\ 2(nj)1\end{array}\right)={\displaystyle \frac{2d_{j,k,n}}{k(n+1)^2}},`$
$`d_n^{(3)}c_n^{(3)}={\displaystyle \frac{(2n1)(4n1)}{n(n+1)^2}}.`$ (36)
Acknowledgements. We would like to thank D. Bellisai for many fruitful discussions. Work partly supported by the European Commission TMR programme ERBFMRX–CT96–0045.


text:
# Phase coexistence and finite-size scaling in random combinatorial problems

## I Introduction

The satisfaction of constrained Boolean formulae, the so called Satisfiability (SAT) problem, is a key problem of complexity theory in computer science that can be recast as an energy minimization problem (ground state search) in diluted spin glass models. Many hard computational problems have been shown to be NP-complete  through a polynomial mapping onto the SAT problem, which in turn was the first problem identified as NP-complete by Cook in 1971 .

Recently , the research activity has become more and more focused on the study of the random version of SAT problem defined as follows. Consider $`N`$ Boolean variables $`x_i`$, $`i=1,\mathrm{},N`$. Call clause $`C`$ the logical OR of $`K`$ randomly chosen variables, each of them being negated or left unchanged with equal probabilities. Then repeat this process by drawing independently $`M`$ random clauses $`C_\sigma `$, $`\sigma =1,\mathrm{},M`$. The logical AND of all clauses $``$ is said to be satisfiable if there exists a logical assignment of the $`\{x_i\}`$ evaluating $``$ to true, unsatisfiable otherwise.

Numerical experiments have concentrated upon the study of the probability $`P_N(\gamma ,K)`$ that a given $``$ including $`M=\gamma N`$ clauses be satisfiable. For large sizes, there appears a remarkable behavior : $`P_{\mathrm{}}(\gamma ,K)`$ seems to be unity for $`\gamma <\gamma _c(K)`$ and vanishes for $`\gamma >\gamma _c(K)`$ . Such an abrupt threshold behavior, separating a so-called SAT phase from an UNSAT one, has indeed been rigorously confirmed for 2-SAT, which is in P, with $`\gamma _c(2)=1`$ . For $`K3`$, K-SAT is NP-complete and much less is known. The existence of a sharp transition has not been rigorously proven yet but relatively good estimates of the thresholds have been found: $`\gamma _c(3)4.2÷4.3`$ . Moreover, some rigorous lower and upper bounds to $`\gamma _c(3)`$, have been established .

The interest in random K-SAT arises from the fact that it has been observed numerically that hard random instances are created when the problems are critically constrained, i.e. close to the SAT/UNSAT phase boundary . The study of such hard instances represent a theoretical challenge towards a concrete understanding of complexity and the analysis of algorithms. Moreover, hard random instances are also test-bed for the optimization of heuristic (incomplete) search procedures which are widely used in practice.

The statistical mechanics study of random K-SAT have provided some geometrical understanding of the onset of complexity at the phase transition through the introduction of a functional order parameter which describes the geometrical structure of the space of solutions. The nature of the SAT/UNSAT transition for the different values of $`K`$ appears to be a particularly relevant prediction . The SAT/UNSAT transition is accompanied by a smooth (respectively abrupt) change in the structure of the solutions of the 2-SAT (resp. 3-SAT) problem. More specifically, at the phase boundary a finite fraction of the variables become fully constrained while the entropy density remains finite. Such a fraction of frozen variables (i.e. those variables which take the same value in all solutions) may undergo a continuous (2-SAT) or discontinuous (3-SAT) growth at the critical point. This discrepancy is responsible for the difference of typical complexities of both models recently observed in numerical studies. The typical solving time of search algorithms displays an easy-hard pattern as a function of $`\gamma `$ with a peak of complexity close to the threshold. The peak in search cost seems to scale polynomially with $`N`$ for the 2-SAT problem and exponentially with $`N`$ in the 3-SAT case. From an intuitive point of view, the search for solutions ought to be more time-consuming in presence of a finite fraction of fully quenched variables since the exact determination of the latter requires an almost exhaustive enumeration of their configurations.

To test this conjecture, a mixed $`2+p`$-model has been proposed, including a fraction $`p`$ (resp. $`1p`$) of clauses of length two (resp. three) and thus interpolating between the 2-SAT $`(p=0)`$ and 3-SAT $`(p=1)`$ problems. The statistical mechanics analysis predicts that the SAT/UNSAT transition becomes abrupt when $`p>p_00.4`$ . Precise numerical simulations support the conjecture that the polynomial/exponential crossover occurs at the same critical $`p_0`$. Though the problem is both critical ($`\gamma _c=1/(1p)`$ for $`p<p_0`$) and NP-complete for any $`p>0`$, it is only when the phase transition becomes of the same type of the 3-SAT case that hardness shows up. An additional argument in favor of this conclusion is given by the analysis of the finite-size effects on $`P_N(\gamma ,K)`$ and the emergence of some universality for $`p<p_0`$. A detailed account of these findings may be found in . For $`p<p_0`$ the exponent $`\nu `$, which describes the shrinking of the critical window where the transition takes place, is observed to remain constant and close to the value expected for 2-SAT. The critical behavior is the same of the percolation transition in random graphs (see also ref. ). For $`p>p_0`$ the size of the window shrinks following some $`p`$-dependent exponents toward its statistical lower bound  but numerical data did not allow for any precise estimate.

In this paper, we study an exactly solvable version of the random 2+p SAT model which displays new features and allows us to settle the issue of universality of the critical exponents. The threshold of the model can be computed exactly as a function of the mixing parameter $`p`$ in the whole range $`p[0,1]`$. Rare events are found to be dominant also in the low $`\gamma `$ phase, where a coexistence of satisfiable and unsatisfiable instances is found. A detailed analysis for the $`p=1`$ case can be found in ref. .

The existence of a global – polynomial time – algorithm for determining satisfiability allows us to perform a finite size scaling analysis around the exactly known critical points over huge samples and to show that indeed the exponent controlling the size of the critical window ceases to maintain its constant value $`\nu =3`$ and becomes dependent on $`p`$ as soon as the phase transition becomes discontinuous, i.e. for $`p>p_0=.25`$. Above $`p_0`$ and below $`p_10.5`$, the exponent $`\nu `$ takes intermediate values between $`3`$ and $`2`$. Finally, above $`p_1`$ the critical window is determined by the statistical fluctuations of the quenched disorder  and so $`\nu =2`$.

## II Model definition and outline of some results

The model we study can be viewed as the mixed $`2+p`$ extension of the 3-hyper-SAT (hSAT) model discussed in , as much as the $`2+p`$-SAT  is an extension of the usual K-SAT model. In computer science literature the hSAT model is also named XOR-SAT and its critical behavior is considered an open issue . Given a set of $`N`$ Boolean variables $`\{x_i=0,1\}_{i=1,\mathrm{},N}`$ we can write an instance of our model as follows. Firstly we define the elementary constraints (a mixture of 4 and 2-clauses sets with 50% satisfying assignments):

$`C(ijk|+1)`$ $`=`$ $`(x_ix_jx_k)(x_i\overline{x}_j\overline{x}_k)(\overline{x}_ix_j\overline{x}_k)(\overline{x}_i\overline{x}_jx_k)`$ (1)
$`C(ijk|1)`$ $`=`$ $`(\overline{x}_i\overline{x}_j\overline{x}_k)(\overline{x}_ix_jx_k)(x_i\overline{x}_jx_k)(x_ix_j\overline{x}_k),`$ (2)
for the 3-hSAT part, and

$`C(ij|+1)`$ $`=`$ $`(x_i\overline{x}_j)(\overline{x}_ix_j)`$ (3)
$`C(ij|1)`$ $`=`$ $`(x_ix_j)(\overline{x}_i\overline{x}_j),`$ (4)
for the 2-hSAT part. $``$ and $``$ are the logical AND and OR operations respectively and the over-bar is the logical negation. A more compact definition can be achieved by the use of the exclusive OR operator $``$, e.g. $`C(ijk|+1)=x_ix_jx_k`$. Then, we randomly choose two independent sets $`E_3`$ and $`E_2`$ of $`pM`$ triples $`\{i,j,k\}`$ and $`(1p)M`$ couples $`\{i,j\}`$ among the $`N`$ possible indices and respectively $`pM`$ and $`(1p)M`$ associated unbiased and independent random variables $`T_{ijk}=\pm 1`$ and $`J_{ij}=\pm 1`$, and we construct a Boolean expression in Conjunctive Normal Form (CNF) as

$$F=\underset{\{i,j,k\}E_3}{}C(ijk|T_{ijk})\underset{\{i,j\}E_2}{}C(ij|J_{ij}).$$
(5)
As in , we can build a satisfiable version of the model choosing clauses only of the $`C(ij|+1)`$ and $`C(ijk|+1)`$ type. For $`p<p_0`$ the problem is easily solved by local and global algorithms, whereas interesting behaviors are found for $`p>p_0`$, where the local algorithms fail.

The above combinatorial definition can be recast in a simpler form as a minimization problem of a cost-energy function on a topological structure which is a mixture of a random graph (2-spin links) and hyper-graph (3-spin hyper-links). We end up with a diluted spin model where the Hamiltonian reads

$$H_J[𝐒]=M\underset{\{i,j,k\}E_3}{}T_{ijk}S_iS_jS_k\underset{\{i,j\}E_2}{}J_{ij}S_iS_j,$$
(6)
where the $`S_i`$ are binary spin variables and the the random couplings can be either $`\pm 1`$ at random. The satisfiable version is nothing but the ferromagnetic model: $`T_{ijk}=1`$ and $`J_{ij}=1`$ for any link.

As the average connectivity $`\gamma `$ of the underlying mixed graph grows beyond a critical value $`\gamma _c(p)`$, the frustrated model undergoes a phase transition from a mixed phase in which satisfiable instances and unsatisfiable ones coexist to a phase in which all instances are unsatisfiable. At the same $`\gamma _c(p)`$ the associated spin glass system, undergoes a zero temperature glass transition where frustration becomes effective and the ground state energy is no longer the lowest one (i.e. that with all the interactions satisfied). At the same critical point the unfrustrated, i.e. ferromagnetic, version undergoes a para–ferro transition, because the same topological constraints that drive the glass (mixed SAT/UNSAT to UNSAT) transition in the frustrated model are shown to be the ones responsible for the appearance of a nonzero value of the magnetization in the unfrustrated one . We shall take advantage of such coincidence of critical lines by making the analytical calculation for the simpler ferromagnetic model.

Moreover, the nature of the phase transition changes from second to random first order, when $`p`$ crosses the critical value $`p_0=1/4`$. For $`p>p_0`$ the critical point $`\gamma _c(p)`$ is preceded by a dynamical glass transition at $`\gamma _d(p)`$ where ergodicity breaks down and local algorithms get stuck (local algorithms are procedures which update the system configuration only by changing a finite number of variable at the same time, e.g. all single or multi spin flip dynamics, together with usual computer scientists heuristic algorithms). The dynamical glass transition exist for both versions of the model  and corresponds to the formation of a locally stable ferromagnetic solution in the unfrustrated model  (the local stability is intimately related to the ergodicity breaking).

## III Statistical mechanics analysis

Following the approach of ref. , we compute the free energy of the model with the replica method, exploiting the identity $`\mathrm{log}Z^n=1+n\mathrm{log}Z+O(n^2)`$. The $`n^{th}`$ moment of the partition function is obtained by replicating $`n`$ times the sum over the spin configurations and then averaging over the quenched disorder

$$Z^n=\underset{𝐒^1,𝐒^2,\mathrm{},𝐒^n}{}\mathrm{exp}(\beta \underset{a=1}{\overset{n}{}}H_J[𝐒^a]),$$
(7)
Since each of the M clauses is independent, the probability distributions of the ferromagnetic couplings can be written as

$`P(\{T_{ijk}\})`$ $`=`$ $`{\displaystyle \underset{i<j<k}{}}\left[\left(1{\displaystyle \frac{6\gamma p}{N^2}}\right)\delta (T_{ijk})+{\displaystyle \frac{6\gamma p}{N^2}}\delta (T_{ijk}1)\right]`$ (8)
$`P(\{J_{ij}\})`$ $`=`$ $`{\displaystyle \underset{i<j}{}}\left[\left(1{\displaystyle \frac{2\gamma (1p)}{N}}\right)\delta (J_{ij})+{\displaystyle \frac{2\gamma (1p)}{N}}\delta (J_{ij}1)\right],`$ (9)
giving the following expression for the $`Z^n`$:

$$Z^n=\underset{S_i^1,S_i^2,\mathrm{},S_i^n}{}\mathrm{exp}\{\beta \gamma Nn\gamma N+\frac{p\gamma }{N^2}\underset{ijk}{}e^{\beta _aS_i^aS_j^aS_k^a}+\frac{(1p)\gamma }{N}\underset{ij}{}e^{\beta _aS_i^aS_j^a}+O(1)\}$$
(10)
Introducing the occupation fractions $`c(\stackrel{}{\sigma })`$ (fraction of sites with replica vector $`\stackrel{}{\sigma }`$), one gets

$$\beta F[c]=\gamma (1+\beta n)\underset{\stackrel{}{\sigma }}{}c(\stackrel{}{\sigma })\mathrm{log}c(\stackrel{}{\sigma })+(1p)\gamma \underset{\stackrel{}{\sigma },\stackrel{}{\rho }}{}c(\stackrel{}{\sigma })c(\stackrel{}{\rho })e^{\beta _a\sigma ^a\rho ^a}+p\gamma \underset{\stackrel{}{\sigma },\stackrel{}{\rho },\stackrel{}{\tau }}{}c(\stackrel{}{\sigma })c(\stackrel{}{\rho })c(\stackrel{}{\tau })e^{\beta _a\sigma ^a\rho ^a\tau ^a}.$$
(11)
In the thermodynamic limit we can calculate the free energy via the saddle point equation obtaining

$$c(\stackrel{}{\sigma })=\mathrm{exp}\left\{\mathrm{\Lambda }+2(1p)\gamma \underset{\stackrel{}{\rho }}{}c(\stackrel{}{\rho })\mathrm{exp}(\beta \underset{a}{}\sigma ^a\rho ^a)+3p\gamma \underset{\stackrel{}{\rho },\stackrel{}{\tau }}{}c(\stackrel{}{\rho })c(\stackrel{}{\tau })\mathrm{exp}(\beta \underset{a}{}\sigma ^a\rho ^a\tau ^a)\right\}$$
(12)
The Lagrange multiplier $`\mathrm{\Lambda }=\gamma (2+p)`$ ensures the normalization constraint $`_\stackrel{}{\sigma }c(\stackrel{}{\sigma })=1`$ in the limit $`n0`$. Finding the minimal (zero in the unfrustrated case) value of the cost function amounts to studying the $`\beta \mathrm{}`$ (zero temperature) properties of the model. In the Replica Symmetric (RS) Ansatz, the behavior of the spin magnetization can be described in terms of effective fields $`m=\mathrm{tanh}\beta h`$ whose probability distribution is defined through

$$c(\stackrel{}{\sigma })=_{\mathrm{}}^{\mathrm{}}𝑑hP(h)\frac{e^{\beta h_a\sigma ^a}}{(2\mathrm{cosh}(\beta h))^n}.$$
(13)
In the unfrustrated or ferromagnetic case, the $`P(h)`$ turns out to have the following simple form

$$P(h)=\underset{l0}{}r_l\delta (hl),$$
(14)
where the effective fields only assume integer values. In the satisfiable model the saddle point equations all collapse in one single self-consistency equation for $`r_0`$:

$$r_0=e^{3p\gamma (1r_0)^22(1p)\gamma (1r_0)}=\underset{c_1=0}{\overset{\mathrm{}}{}}\underset{c_2=0}{\overset{\mathrm{}}{}}e^{3p\gamma }e^{2(1p)\gamma }\frac{(3p\gamma )_1^c}{c_1!}\frac{(2(1p)\gamma )_2^c}{c_2!}(1(1r_0)^2)^{c_1}(r_0)^{c_2}.$$
(15)
The equations for the frequency weights $`r_l`$ with $`l>0`$ follow from the one for $`r_0`$ and read

$$r_l=\frac{[3p\gamma (1r_0)^2+2(1p)\gamma (1r_0)]^l}{l!}.$$
(16)
The previous self consistency equations for $`r_0`$ (or for the magnetization $`m=1r_0`$) can easily be derived by the same probabilistic argument used in , due to the fact that the clause independence allows to treat the graph and the hyper-graph part separately. Note that in the simple limit $`p=0`$ we retrieve the equation for the percolation threshold in a random graph of connectivity $`\gamma `$ ,

$$1r_0=e^{2\gamma }\underset{k=0}{\overset{\mathrm{}}{}}\frac{(2\gamma )^k}{k!}(1r_0^k).$$
(17)
Since the ground state energy of the ferromagnetic model is zero, the free energy coincides with the ground state entropy, which can be written as a function of $`p`$, $`r_0`$ and $`\gamma `$:

$$S(\gamma )=\mathrm{log}(2)[r_0(1\mathrm{log}(r_0))\gamma (1p)(1(1r_0)^2)\gamma p(1(1r_0)^3)]$$
(18)
To find the value of the paramagnetic entropy we put ourself in the phase where all sets of 4- and 2-clauses act independently, each therefore dividing the number of allowed variables choice by two: the number of ground states will be $`N_{\mathrm{𝑔𝑠}}=2^{Np\gamma N(1p)\gamma N}=2^{N(1\gamma )}`$. The resulting value of $`S_{para}=(1\gamma )\mathrm{log}(2)`$ coincides with the one found setting $`r_0=1`$ in Eq.(18). This may not be the case in more complicated models, where the ground state entropy is a complicated function of $`\gamma `$ also for $`\gamma <\gamma _c`$, reflecting the fact that the magnetization probability distribution in the paramagnetic phase could be different from a single delta peak in $`m=0`$.

Solving the saddle point equation for $`r_0`$, we find that a paramagnetic solution with $`r_0=1`$ always exists, while at a value of $`\gamma =\gamma _d(p)`$ there appears a ferromagnetic solution in the satisfiable model. For $`p=0`$, the critical value coincides as expected with the percolation threshold $`\gamma _d(0)=1/2`$. As long as the model remains like 2-SAT, up to $`p<p_0=0.25`$, the threshold is the point where the ferromagnetic solution appears and also where its entropy exceeds the paramagnetic one. The critical magnetization is zero and the transition is continuous. For larger values of the control parameter $`p`$ the transition becomes discontinuous. There appears a dynamical transition at $`\gamma =\gamma _d(p)`$ where locally stable solutions appear. At $`\gamma =\gamma _c(p)>\gamma _d(p)`$, the non trivial $`r_01`$ solution acquires an entropy larger than the paramagnetic one and becomes globally stable. The shape of $`\gamma =\gamma _d(p)`$ and $`\gamma =\gamma _c(p)`$ as functions of $`p`$ are shown in Fig. 1. The inset picture shows the magnetization of the model at the points where the dynamical and the static transitions take place.

## IV Numerical simulations

The model can be efficiently solved by a polynomial algorithm based on a representation modulo two (i.e. in Galois field GF). If a formula can be satisfied, then a solution to the following set of $`M`$ equations in $`N`$ variables exists

$$\{\begin{array}{cccc}S_iS_jS_k& =& T_{ijk}\hfill & \{i,j,k\}E_3\hfill \\ S_iS_j& =& J_{ij}\hfill & \{i,j\}E_2\hfill \end{array}$$
(19)
Through the mapping $`S_i=(1)^{\sigma _i}`$, $`J_{ij}=(1)^{\eta _{ij}}`$ and $`T_{ijk}=(1)^{\zeta _{ijk}}`$, with $`\sigma _i,\eta _{ijk},\zeta _{ijk}\{0,1\}`$, Eq.(19) can be rewritten as a set of binary linear equations

$$\{\begin{array}{cccc}(\sigma _i+\sigma _j+\sigma _k)mod2& =& \zeta _{ijk}\hfill & \{i,j,k\}E_3\hfill \\ (\sigma _i+\sigma _j)mod2& =& \eta _{ij}\hfill & \{i,j\}E_2\hfill \end{array}$$
(20)
For any given set of couplings $`\{\eta _{ij},\zeta _{ijk}\}`$, the solutions to these equations can be easily found in polynomial time by e.g. Gaussian substitution. The solution to the $`M`$ linear equations in $`N`$ variables can be summarized as follows: a number $`N_{dep}`$ of variables is completely determined by the values of the coupling $`\{\eta _{ij},\zeta _{ijk}\}`$ and by the values of the $`N_{free}=NN_{dep}`$ independent variables. The number of solutions is $`2^{N_{free}}`$ and the entropy $`S(\gamma )=\mathrm{log}(2)N_{free}/N=\mathrm{log}(2)(1N_{dep}(\gamma )/N)`$. As long as $`N_{dep}=M`$ we have the paramagnetic entropy $`S_{para}=\mathrm{log}(2)(1\gamma )`$. However $`N_{dep}`$ may be less than $`M`$ when the interactions are such that one can generate linear combinations of equations where no $`\sigma `$’s appear, like $`0=f(\{\eta _{ij},\zeta _{ijk}\})`$. This kind of equations correspond to the presence of loops (resp. hyper-loops ) in the underlying graph (resp. hyper-graph). A hyper-loops (generalization of a loop on a hyper-graph) is defined as a set $`𝒮`$ of (hyper-)links such that every spin (i.e. node) is “touched” by an even number of (hyper-)links belonging to $`𝒮`$ (see Fig. 2).

Here we are interested in the fraction of satisfiable instances $`P_{SAT}(\gamma ,p)`$, averaged over the random couplings distribution. One can show that, for any random (hyper-)graph, $`P_{SAT}`$ is given by $`2^{N_{hl}}`$, where $`N_{hl}`$ is the number of independent (hyper-)loops . In Fig. 3 we show the fraction of satisfiable instances as a function of $`\gamma `$ for $`p=0`$ and $`p=0.5`$. The vertical lines report the analytical predictions for the critical points, $`\gamma _c(p=0)=0.5`$ and $`\gamma (p=0.5)=0.810343`$.

In the limit of large $`N`$ and for $`p=0.5`$ the fraction of SAT instances sharply vanishes at the critical point in a discontinuous way, that is $`lim_{\gamma \gamma _c^{}}P_{SAT}(\gamma )>0`$ while $`lim_{\gamma \gamma _c^+}P_{SAT}(\gamma )=0`$. This is the usual behavior already measured in 3-SAT  and 3-hyper-SAT , with the SAT probabilities measured on finite systems crossing at $`\gamma _c`$ and becoming sharper and sharper as $`N`$ increases. On the contrary for $`p=0`$ and large $`N`$ the probability of being SAT becomes zero at $`\gamma _c`$ in a continuous way. The main consequence is that finite size corrections make $`P_{SAT}(\gamma )`$ larger than its thermodynamical limit both before and after the critical point and thus the data crossing is completely missing.

Note also that for $`p<1`$ the fraction of SAT instances for $`\gamma <\gamma _c(p)`$ is finite and less than 1 even in the thermodynamical limit, implying a mixed phase of SAT and UNSAT instances. This is due to the presence in the random hyper-graph of loops made only by 2-spin links (indeed the mixed phase is absent for $`p=1`$ when only 3-spin interactions are allowed ). The expression for the SAT probability in the thermodynamical limit (bold curves in Fig. 3, the lower most for $`p=0`$ and the uppermost for $`p=0.5`$) can be calculated analytically and the final result is

$$P_{SAT}(\gamma ,p)=e^{\frac{1}{2}\gamma (1p)[1+\gamma (1p)]}[12\gamma (1p)]^{1/4}\text{for }\gamma \gamma _c(p).$$
(21)
In order to obtain to above expression we note that the SAT probability is related to the number of (hyper-)loops by

$$P_{SAT}(\gamma ,p)=\underset{m=0}{\overset{\mathrm{}}{}}P(m;\gamma ,p)2^m,$$
(22)
where $`P(m;\gamma ,p)`$ is the probability of having $`m`$ (hyper-)loops in a random (hyper-)graph with parameters $`\gamma `$ and $`p`$, and the factor $`2^m`$ comes from the probability that for all the $`m`$ (hyper-)loops the product of the interactions is 1 (thus giving no contradiction in the formula). In order to estimate $`P(m;\gamma ,p)`$ we may restrict ourselves to consider only simple loops (made of 2-spin links), because hyper-loops which involve at least one 3-spin link are irrelevant in the thermodynamical limit. This can be easily understood with the help of the following counting argument.

The probability that a given 2-spin link is present in a random $`(\gamma ,p)`$ hyper-graph is $`p_2=2\gamma (1p)/N`$ and for a 3-spin hyper-link is $`p_3=6\gamma p/N^2`$. Thus the probability of finding in a random $`(\gamma ,p)`$ hyper-graph a hyper-loop made of $`n_2`$ links and $`n_3`$ hyper-links ($`n_3`$ must be even) is just the number of different ways one can choose the (hyper-)links times $`p_2^{n_2}p_3^{n_3}`$. Because the number of nodes belonging to a hyper-loop of this kind is at most $`n_n=n_2+3n_3/2`$ and the number of different hyper-loops of this kind is order $`N^{n_n}`$, we have that the probability of having a hyper-loop with $`n_2`$ links and $`n_3`$ hyper-links is order $`N^{n_3/2}`$.

Then, for $`\gamma <\gamma _c`$ the number of hyper-loops is still finite (their number becomes infinite only at $`\gamma _c`$ where a transition to a completely UNSAT phase takes place) and the SAT probability, in the large N limit, is completely determined by the number of simple loops ($`n_3=0`$).

The typical number of these loops does not vanish for $`\gamma <\frac{1}{2(1p)}`$, and therefore such “rare” events lead to a coexistence of SAT and UNSAT instances with equal energy density.

The average number of loops of length $`k`$ can be easily calculated and it is given by $`x^k/(2k)`$, where $`x=2\gamma (1p)`$. The average number of loops of any size

$$A(x)=\underset{k=3}{\overset{\mathrm{}}{}}\frac{x^k}{2k}=\frac{1}{2}\mathrm{ln}(1x)\frac{x}{2}\frac{x^2}{4},$$
(23)
indeed diverges for $`x1`$, that is for $`\gamma \frac{1}{2(1p)}`$. The probability of having $`m`$ loops in a random $`(\gamma ,p)`$ hyper-graph is then

$$P(m;\gamma ,p)=e^{A(x)}\frac{A(x)^m}{m!},$$
(24)
and the fraction of SAT instances turns out to be the one in Eq.(21).

We have numerically calculated the SAT probabilities for many $`p`$ and $`N`$ values, finding a transition from a mixed to a completely UNSAT phase at the $`\gamma _c(p)`$ analytically calculated in the previous section. We also find, in agreement with analytical results, that the transition is continuous as long as $`p1/4`$ and then it becomes discontinuous in the SAT probability.

Let us now concentrate on the scaling with $`N`$ of the critical region. We have considered several alternative definitions for the critical region. The one we present here seems to be the simplest and also the most robust, in the sense it can be safely used when the transition is both continuous ($`p0.25`$) and discontinuous ($`p>0.25`$). We assume that the size of the critical region is inversely proportional to the derivative of the SAT probability at the critical point

$$w(N,p)^1=\frac{P_{SAT}(\gamma ,p)}{\gamma }|_{\gamma =\gamma _c}.$$
(25)
For any value of $`p`$ the width $`w(N)`$ goes to zero for large $`N`$ and the scaling exponent $`\nu (p)`$ is defined through

$$w(N,p)N^{1/\nu (p)}.$$
(26)
In Fig. 4 we show, in a log-log scale, $`w(N,p)`$ as a function of $`N`$ for many $`p`$ values, togheter with the fits to the data. The uppermost and lowermost lines have slopes $`1/3`$ and $`1/2`$ respectively. Data for $`p0.5`$ can be perfectly fitted by simple power laws (straight lines in Fig. 4) and the resulting $`\nu (p)`$ exponents have been reported in Fig. 5. We note that as long as $`p0.25`$ the $`\nu `$ exponent turns out to be highly compatible with 3, which is known to be the right value for $`p=0`$. Thus we conclude that for $`p<1/4`$ the exponents are those of the $`p=0`$ fixed point.

For $`0.25<p0.5`$ we find that the $`\nu `$ exponent takes non-trivial values between 2 and 3. Then one of the following two conclusions may hold. Either the transition for $`p>p_0`$ is driven by the $`p=1`$ fixed point and the $`\nu `$ exponent is not universal, or more probably any different $`p`$ value defines a new universality class. This result is very surprising and interesting for the possibility that different universality classes are simply the consequence of the random hyper-graph topology.

More complicated is the fitting procedure for $`p>0.5`$. In a recent paper  Wilson has shown that in SAT problems there are intrinsic statistical fluctuations due to the way one construct the formula. This white noise induces fluctuations of order $`N^{1/2}`$ in the SAT probability. If critical fluctuations decay faster than statistical ones (i.e. $`\nu <2`$), in the limit of large $`N`$ the latter will dominate and the resulting exponent saturates to $`\nu =2`$. Data for $`p=0.75`$ and $`p=1`$ shown in Fig. 4 have a clear upwards bending, which we interpret as a crossover from critical (with $`\nu <2`$) to statistical ($`\nu =2`$) fluctuations. Then we have fitted these two data sets with a sum of two power laws, $`w(N)=AN^{1/\nu }+BN^{1/2}`$. The goodness of the fits (shown with lines in Fig. 4) confirm the dominance of statistical fluctuations for large $`N`$. Moreover we have been able to extract also a very rough estimate of the critical exponent $`\nu `$ from the subleading term. In Fig. 5 we show with filled squares these values, which turn out to be more or less in agreement with a simple extrapolation from $`p0.5`$ results.

## V Conclusions and perspectives

The exact analysis of a solvable model for the generation of random combinatorial problems has allowed us to show that combinatorial phase diagrams can be affected by rare events leading to a mixed SAT/UNSAT phase. The energy difference between such SAT and UNSAT instances is non extensive and therefore non detectable by the usual $`\beta \mathrm{}`$ statistical mechanics studies. However, a simple probabilistic argument is sufficient to recover the correct proportion of instances.

Moreover, through the exact location of phase boundaries together with the use of a polynomial global algorithm for determining the existence of solutions we have been able to give a precise characterization of the critical exponents $`\nu `$ depending on the mixing parameter $`p`$. The $`p`$-dependent behavior conjectured in ref.  for the random $`2+p`$ SAT case finds here a quantitative confirmation. The mixing parameter dependency also shows that the value of the scaling exponents is not completely determined by the nature of the phase transition and that the universality class the transtion belongs to is very probably determined by the topology of the random hyper-graph. The model we study has also a physical interpretation as a diluted spin glass system. It would be interesting to know whether the parameter-dependent behavior of critical exponent plays any role in some physically accessible systems.

A last remark on the generalization of the present model. With the same analytical techniques presented here, one can easily solve a Hamiltonian containing a fraction $`f_k`$ of $`k`$-spin interacting terms for any suitable choice of the parameters $`f_k`$ . The case presented in this paper ($`f_2=1p`$ and $`f_3=p`$) is the simplest one. There are choices which show a phase diagram still more complex with, for example, a continuos phase transition preceded by a dynamical one.