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# Invariant dynamics of scalar perturbations of inflanton and gravitational fields.

## 1 Introduction.

The present paper proposes a new approach to the two main problems of the theory of scalar perturbations in the system of inflanton and gravitational fields. These problems have been extensively discussed in the literature.

The first problem is about the dynamics of the perturbations the length of which is comparable with the Universe size at the beginning of inflation. Two aspects of the problem are: (i) the stability of the inflationary process; (ii) the back reaction of the long-length perturbations on the expansion of the Universe in the past and in the present epoch. (The latter is one of the approaches to the problem of dark energy.)

The second problem is how the Harrison–Zel’dovich spectrum was formed from the inflanton field vacuum fluctuations, the length of which is much less than the Universe size at the beginning of the inflation. As it is known, the solution of this problem is the basis for the modern theory of the large scale structure formation in the Universe.

The conventional approach to solving the problems mentioned above is based on the investigation of the scalar perturbations in the longitudial gauge. The theory is formulated in terms of the relativistic scalar potential $`\mathrm{\Phi }(\stackrel{}{x},t)=\delta g_{00}(\stackrel{}{x},t)`$; all other observable values are expressed via $`\mathrm{\Phi }(\stackrel{}{x},t)`$. The subject of the discussion, which constantly appears in the literature, is if the predictions of the physical consequences of the theory are invariant. Two point of view clashed at this point. Some people suppose, that the longitudial gauge is physically preferred because its main object, $`\mathrm{\Phi }(\stackrel{}{x},t)`$, is invariant itself . The opposite claim is that $`\mathrm{\Phi }(\stackrel{}{x},t)`$ describes effects in the fixed frame of reference ; in other frames of reference the observed phenomena may look in another way.

The question under discussion is of principal value now, because in the coming years experimental researches of the relic density perturbations spectrum will be performed with the help of the space apparatus. In fact, the question is if the theory in the longitudial gauge can be used to reconstruct the past of the Universe on the basis of the observations that will be performed. The Fourier-image of $`\mathrm{\Phi }_𝐤(t)`$ is the functional $`\mathrm{\Phi }_𝐤\{H(t)\}`$, and the Hubble function $`H(t)`$ contains information about the inflanton field and the inflationary process itself. The theoretical reconstruction of the past is possible only in the case of $`\mathrm{\Phi }_𝐤\{H(t)\}`$ is an invariant functional. On the other hand, in the case of the information contained in $`\mathrm{\Phi }_𝐤\{H(t)\}`$ essentially depends on the properties of the frame of reference that is prescribed by the longitudial gauge, the theory of relativistic scalar potential can not be used to interpret the results of the experiment.

Our claim — that the theory in the longitudial gauge is noninvariant — is made on the basis of the proposed invariant dynamics of the scalar perturbations.

The main result of our investigation is the strict proof of the following statement. The invariant information about the dynamics of the scalar perturbations is selected from the equations of the linear gravitational instability theory by the identical mathematical transformations without making use of any gauge condition at any stage of the calculations. Our theory is formulated as a closed system of equations for the invariant $`J_𝐤`$ of metric perturbations, invariant function $`\chi _{𝐤\mathrm{inv}}`$ of the perturbations of the inflanton field, its derivative $`\dot{\chi }_{𝐤\mathrm{inv}}`$ and energy density perturbations $`\delta \epsilon _{\mathrm{inv}}`$ (see Eqs. (3), (4), (5)). The theory is such that the invariance of the physical values follows from their mathematical definitions, and the invariance of the equations does from the way to obtain them without any gauge.

For one of the simplest model of inflanton field we perform the numerical analysis of the evolution of the invariant physical values and compare the results with those obtained in the longitudial gauge theory. The general qualitative properties — the power-law instability of long–length perturbations and the formation of the Harrison–Zel’dovich spectrum — are the same in the two approaches, but the numerical values are different, the perturbations in the longitudial gauge theory being several times greater. We find out that the reason of the quantitative differences is the strong perturbations of the proper time in frame of reference specified by the longitudial gauge.

Our point of view is that the perturbations of the proper time can not lead to the large scale structure formation and thus the invariant theory must be used to interpret the space experiments. Among the theories formulated in the fixed gauges, the synchronous gauge theory proposed by Lifshitz  is an adequate one, because it this gauge the evolution of the background and perturbations is analyzed in one and the same time. This physical requirement was formulated in our papers  devoted to the description of the back reaction of the perturbations on the background.

## 2 The equations and the numerical results.

As it was mentioned in the Introduction the object of our theory is invariant $`J_k`$ constructed from the components of the perturbed metric

$$h_i^k(𝐤)=\left(\begin{array}{cc}\mathrm{\Phi }_𝐤& ik_\alpha a\sigma _𝐤\\ ik^\beta \frac{\sigma _𝐤}{a}& \frac{1}{3}(\mu _𝐤+\lambda _𝐤)\delta _\alpha ^\beta \frac{k_\alpha k^\beta }{k^2}\lambda _𝐤\end{array}\right),J_𝐤=\left(\frac{\mu _𝐤+\lambda _𝐤}{H}\right)^\dot{}3\mathrm{\Phi }_𝐤,$$
(1)
and the invariant functions for the perturbation of the inflanton field and energy density

$$\begin{array}{c}\chi _{𝐤\mathrm{inv}}=\delta \varphi _𝐤\dot{\varphi }\delta \tau _𝐤(t),\dot{\chi }_{𝐤\mathrm{inv}}=\delta \dot{\varphi }_𝐤\ddot{\varphi }\delta \tau _𝐤(t)\frac{1}{2}\dot{\varphi }\mathrm{\Phi }_𝐤,\\ \delta \epsilon _{\mathrm{inv}}=\delta \epsilon \dot{\epsilon }\delta \tau _𝐤(t).\end{array}$$
(2)
In (2)

$$\delta \tau _𝐤(t)=\delta \sqrt{g_{00}}𝑑t=const+\frac{1}{2}\underset{0}{\overset{t}{}}\mathrm{\Phi }_𝐤𝑑t$$

is the perturbations of the proper time. In the expressions for the observed values the function $`\delta \tau _𝐤(t)`$ describes the effects that are related to the noninertial motion of the frame of reference with respect to the background. So, these effects are due to the influence of the scalar perturbations on the clock run in the frame of reference which the scalar perturbations are studied in.

The identical transformations of the equations of the gravitational instability theory without making use of any gauge lead to the following equation for the invariant metric function

$$\begin{array}{c}\ddot{J}_𝐤+\left(3H+2\frac{\dot{H}}{H}\frac{\ddot{H}}{\dot{H}}\right)\dot{J}_𝐤\hfill \\ +\left(\frac{k^2}{a^2}+6\dot{H}+2\frac{\ddot{H}}{H}2\frac{\dot{H}^2}{H^2}\frac{\stackrel{\mathrm{}}{H}}{\dot{H}}+\frac{\ddot{H}^2}{\dot{H}^2}3\frac{H\ddot{H}}{\dot{H}}\right)J_𝐤=0\hfill \end{array}$$
(3)
This equation is valid for any potential $`U(\phi )`$; a fixed potential makes function $`H(t)`$ and its derivatives also fixed. The relations which connect the invariant characteristics of the gravitational and inflanton field perturbations are

$$\begin{array}{c}\chi _{𝐤\mathrm{inv}}=\frac{1}{3\dot{\phi }}\left(HJ_𝐤+\dot{H}\underset{0}{\overset{t}{}}J_𝐤𝑑t\right),\\ \dot{\chi }_{𝐤\mathrm{inv}}=\frac{H}{3\dot{\phi }}\left[\dot{J}_𝐤+\left(2\frac{\dot{H}}{H}\frac{1}{2}\frac{\ddot{H}}{\dot{H}}\right)J_𝐤+\frac{\ddot{H}}{2H}\underset{0}{\overset{t}{}}J_𝐤𝑑t\right].\end{array}$$
(4)
In particular, these equations are used to specify the initial conditions for invariant and its derivative via those for the perturbations of inflanton field and its derivative.

For the physical and cosmological applications of the theory the relative energy density perturbations are of particular interest

$$\frac{\delta \epsilon _{𝐤\mathrm{inv}}}{\epsilon }=\frac{1}{9H}\left[\dot{J}_𝐤+\left(2\frac{\dot{H}}{H}3H\frac{\ddot{H}}{\dot{H}}\right)J_𝐤\right]+\frac{\dot{H}}{3H}\underset{0}{\overset{t}{}}J_𝐤𝑑t.$$
(5)
We will compare our results with those in the longitudial gauge. The relativistic scalar potential satisfies the equation

$$\ddot{\mathrm{\Phi }}_𝐤+\left(H\frac{\ddot{H}}{\dot{H}}\right)\dot{\mathrm{\Phi }}_𝐤+\left(\frac{k^2}{a^2}+2\dot{H}\frac{H\ddot{H}}{\dot{H}}\right)\mathrm{\Phi }_𝐤=0$$
(6)
The perturbations of the inflanton field and energy density are related to $`\mathrm{\Phi }_𝐤`$ as

$$\chi _𝐤=\frac{1}{\dot{\phi }}\left(\dot{\mathrm{\Phi }}_𝐤+H\mathrm{\Phi }_𝐤\right)\frac{\delta \epsilon _𝐤}{\epsilon }=\left(\frac{k^2}{3H^2a^2}\mathrm{\Phi }_𝐤+1\right)\mathrm{\Phi }_𝐤\frac{\dot{\mathrm{\Phi }}_𝐤}{H}$$
(7)
The comparison of (3), (4), (5) and (6), (7) shows that the mathematical structure of invariant theory and that of the theory in the longitudial gauge are essentially different. This is not surprisingly, because the invariant theory by definition exclude the effects coming from the perturbations of the proper time. Contrary, in the frame of reference specified by the longitudial gauge, the observed phenomena strongly depend on the properties of the frame of reference itself, because the scalar relativistic potential $`\mathrm{\Phi }_𝐤`$ describes not only the physical perturbations but also the perturbations of the proper time.

We perform a formal mathematical analysis and show that (i) the invariant formulation of the theory is compatible with any gauge; the set of the gauge only fixes the expressions for $`\chi _𝐤\chi _{𝐤\mathrm{inv}}`$, $`\dot{\chi }_𝐤\dot{\chi }_{𝐤\mathrm{inv}}`$, $`\delta \epsilon \delta \epsilon _{\mathrm{inv}}`$; (ii) the invariant effect can be separated from the results obtained in the longitudial gauge theory. In this gauge both invariant and noninvariant parts of energy density perturbations are expressed via $`\mathrm{\Phi }_𝐤`$. The invariant part exactly coincide with (5), the function $`J_𝐤`$, which satisfies equation (3), being now defined as $`J_𝐤{}_{(\mathrm{l}.\mathrm{g}.)}{}^{}=((\mathrm{\Phi }_𝐤/H)^\dot{})+\mathrm{\Phi }_𝐤)/3`$. The noninvariant part, which is absent, for example, in synchronous frame of reference, is the longitudial gauge is

$$\delta \epsilon _𝐤{}_{\mathrm{noninv}}{}^{}=\dot{\epsilon }\delta \tau _𝐤=H\dot{H}(const+\frac{1}{a}\underset{0}{\overset{t}{}}J_𝐤{}_{(\mathrm{l}.\mathrm{g}.)}{}^{}adt\underset{0}{\overset{t}{}}J_𝐤{}_{(\mathrm{l}.\mathrm{g}.)}{}^{}dt)$$

Unfortunately, such separation of effects can not be performed in the longitudial gauge theory as it is; it is necessary to know beforehand, what effects are invariant. We think, that is the reason why the physical effects were not separated from the coordinate ones in previous works and so the total effect were taken into account in physical and cosmological applications of the theory.

We perform the numerical comparison of the invariant effects with the total effects obtained in the longitudial gauge. The comparison is made in the framework of the simplest model of inflation with the inflanton potential $`U(\phi )=m^2\phi ^2/2`$, where $`m=0.15`$ in the system of units $`\mathrm{}=c=8\pi G=1`$. In the model under consideration the slow-rolling regime holds form $`t=0`$ till $`t_{\mathrm{inf}}=125`$, e-folding parameter being equal to 70.

On Figs.1,2 the relative values of inflanton field perturbations and energy density perturbations are shown in the long–length–wave limit $`ka_0H_0`$. The normalization is made with respect to the corresponding values in the initial moment of time. The effect of the power-low instability holds both in the invariant theory and in the longitudial gauge theory. One can see from Figs. 1a, 2a, the differences in the grows of the perturbations take place from the very beginning of the inflation. By the end of the inflation, as one can see form Figs. 1b, 2b, the differences in the predictions of the theories achieve 4-5 times, the instability being stronger in the longitudial gauge theory. The physical reason of such differences is that the measurements of the background and the perturbations are nonsynchronized in the frame of reference specified by the longitudial gauge. The background physical parameters are measured in some later moment of time, when their values have decreased during the inflation. The result that the longitudial gauge theory yields the overestimated values for the long-length–wave perturbations was also obtained in  in the framework of the theory in the synchronous gauge.

The results of the invariant theory answer the question about the stability of inflation in the slow-rolling regime. For the simplest model discussed here, Figs. 1b, 2b show that the relative perturbation of the inflanton field increases by the end of inflation in 25 times, the relative perturbation of the energy density does in 15 times. It is known, the end of the inflation is the most important epoch for the formation of the observed properties of the Universe, so we need to discuss the influence of the perturbations on this regime. The initial long–length–wave perturbations of the inflanton field $`\chi (0)/\phi (0)`$, generally speaking, is a random value the nature of which must be clarified in quantum geometrodynamics; the value $`\chi (0)/\phi (0)0.1`$ seems to be physically reasonable. In this case the long–length–wave perturbations generate the additional stochastic effects comparable with the effects taken into account in the background solution. In particular, the evolution of the system in the end of the inflation must be strongly influenced by the back reaction of the perturbations on the background. The invariant theory of the back reaction of the scalar perturbations on the background is the subject of another paper . We would like to emphasize, such back reaction plays an important role in forming the intermediate stage, when the inflationary epoch changes to the Friedman one. It is this intermediate stage that the final properties of the Universe which are the subject of coming cosmic experiments are formed.

The next problem is the theory of quantum fluctuations of the inflanton field, which are short–length–wave ones in the beginning of the inflation. As it is known, the theory of these fluctuations is, in fact, the theory of relic density perturbations, the evolution of which have lead to the formation of the large scale structure of the Universe. It is necessary to differ three stages of relic perturbations formation: (i) the stage of quantum oscillations, on which $`kaH`$; (ii) the state of aperiodic increase from the moment of the oscillation termination till the end of inflation; (iii) the stage of spectrum reconstruction (metric preheating ) on which the final formation of the relic perturbation spectrum takes place. The quantum theory of fluctuations is able to describe the evolution of fluctuations on all the three stages. On the first and the second stages the analysis can be performed on the given background, which correspond to the slow-rolling regime. On the third stage, as it was mentioned above, the back reaction of the perturbations must be taken into account.

Below we’ll describe the results of investigation on the first and the second stages. Generally speaking, there exists a method of numerical estimations of relic perturbation level and spectrum at the end of inflation, which do not use the gravitational instability theory . Notice at once, the results of the proposed invariant theory of quantum fluctuation are in quantitative agreement with this estimations. However, the invariant perturbation theory is more regular method, because it allow to describe successively all the three stages of spectrum formation.

Now let us pass to the quantum perturbation theory as it is. First of all, notice, there is a formal problem in the theory: what function is the object of quantization. The pose of this problem is induced by our understanding that the coordinate effects that can be eliminated by the appropriate choice of a classical frame of reference must not to be subject to quantization. In the longitudial gauge theory the discussion of this problem is again reduced to the question whether the description in terms of the relativistic potential is invariant or not. One of the achievements of our invariant theory is that this question is uniquely solved. Only the invariant metric function which is uniquely connected with the invariant characteristics of the inflanton field is the subject of quantization. For the short–length–wave fluctuations $`k/a_0H_01`$ the normalization of quantum operator is easy to find:

$$\widehat{J}_𝐤\frac{3\dot{\phi }}{H}\widehat{\mathrm{\Psi }}_𝐤,\widehat{\mathrm{\Psi }}_𝐤\frac{1}{\sqrt{2k}a}\left[\widehat{c}_𝐤\mathrm{exp}\underset{0}{\overset{t}{}}\frac{kdt}{a}+\widehat{c}_𝐤^+\mathrm{exp}\left(\underset{0}{\overset{t}{}}\frac{kdt}{a}\right)\right],\frac{ka}{H}1$$
(8)
where $`\widehat{c}_𝐤`$ and $`\widehat{c}_𝐤^+`$ are annihilation and creation operators in quantum field theory. Notice, expressions (8) are used only to specify the initial conditions; the quantum dynamics itself is described by the exact operator equation (3). The subject of calculations is the value of energy density fluctuations averaged over the Heisenberg vacuum specified in the beginning of the inflation.

$$\left|\frac{\delta \epsilon _{𝐤\mathrm{inv}}}{\epsilon }\right|\sqrt{0|\left(\frac{\delta \epsilon _{𝐤\mathrm{inv}}}{\epsilon }\right)^2|0}$$
(9)
In order to calculate the value (9) one can solve equation (3) under $`|c_𝐤|=|c_𝐤^+|=1/2`$. The averaging over the phases of the complex numbers $`c_𝐤`$, $`c_𝐤`$ and taking the absolute value corresponds to the procedure of quantum averaging.

In the longitudial gauge theory we can set the subject of quantization only by the formal agreement without strict proof. The quantum relativistic potential is

$$\dot{\mathrm{\Phi }}_𝐤\dot{\phi }\widehat{\mathrm{\Psi }}_𝐤\frac{i\dot{\phi }}{\sqrt{2}k^{3/2}}\left[\widehat{c}_𝐤\mathrm{exp}\underset{0}{\overset{t}{}}\frac{kdt}{a}\widehat{c}_𝐤^+\mathrm{exp}\left(\underset{0}{\overset{t}{}}\frac{kdt}{a}\right)\right]$$
(10)
We’ll pass to the comparison of the results. For quantum fluctuations of the energy density there is a region of oscillations, which is the more wide, the less the initial length of the wave is. In the model under consideration, $`k10^6`$ corresponds to the large scale structure of the modern Universe. In order to demonstrate the physical and mathematical contents of the theory, we use $`k=50`$, for which the detailed computer calculations are easy to done. The evolution of quantum fluctuations on the region of oscillations is shown on Fig. 3a for the invariant theory and Fig. 3b for the longitudial gauge theory. One can see, there is no difference in the predictions of the two theories in this region. This conclusion is physically clear, because the effect of clocks nonsynchronization in the longitudial gauge theory is very small in comparison with quick change of the amplitude of quantum fluctuations, which are dictated by the proper dynamics of this fluctuations. However, the quantum fluctuations inevitable goes to the aperiodic evolution stage, which is shown on Fig. 3c. Here the strong quantitative difference between the two theories is evinced.

The theoretical predictions for the parameter of the Harrison–Zel’dovich spectrum are of the most interest. This parameter is defined as follows

$$\mathrm{\Delta }=\left(0|\left(\frac{\delta \epsilon _{𝐤\mathrm{inv}}}{\epsilon }\right)^2|0\frac{k^3}{2\pi ^2}\right)^{1/2}.$$
(11)
The results of calculation of $`\mathrm{\Delta }`$ without the averaging over the initial phases of quantum fluctuations are shown on Fig. 4. As it was expected, in the both theories we have a flat spectrum. However, the numerical values in the longitudial gauge theory are strongly high than those in the invariant theory. As it was noticed earlier, the difference is generated by the effect of the clock unsynchronization on the stage of the aperiodic evolution.

So, before the interpretation of the results of the cosmic experiments, we must clarify, what information is in the results of the measurements. If we are sure that we are able to separate the invariant information, then the invariant theory is needed for its theoretical interpretation.

## Appendix.

In this appendix we’ll show how the invariant equation (3) can be obtained.

The perturbed metric (1) is substituted to the perturbed Einstein equations $`\delta R_i^k\frac{1}{2}\delta _i^kR=\delta T_i^k`$, where $`\delta T_i^k`$ is energy–momentum tensor of inflanton field, the potential being arbitrary. From $`({}_{0}{}^{0})`$ and $`({}_{\alpha }{}^{0})`$ Einstein’s equations the perturbations of inflanton field are expressed via perturbations of metric, this allows to write the $`({}_{\alpha }{}^{\beta })`$ Einstein equation down in the form of the two following equations for three variables

$$\ddot{N}_𝐤+3H\dot{N}_𝐤\frac{k^2}{3a^2}(N_𝐤+3\mathrm{\Phi }_𝐤)\dot{L}_𝐤3HL_𝐤=0$$
(12)
$$L_𝐤=\frac{1}{3H}\left[\ddot{N}_𝐤\left(3H+\frac{\ddot{H}}{\dot{H}}\right)\dot{N}_𝐤+\frac{k^2}{a^2}N_𝐤3H\dot{\mathrm{\Phi }}_𝐤3\left(2\dot{H}\frac{H\ddot{H}}{\dot{H}}\right)\mathrm{\Phi }_𝐤\right]=0$$
(13)
Here

$$N_𝐤=\mu _𝐤+\lambda _𝐤,L_𝐤=\dot{\mu }_𝐤+2ik\sigma _𝐤.$$

Equations (12), (13) show that all gauges are to be presented in the form of the additional constraints for $`N_𝐤`$, $`L_𝐤`$, $`\mathrm{\Phi }_𝐤`$. In particular, the synchronous gauge is $`\mathrm{\Phi }_𝐤=0`$, the longitudial gauge is $`L_𝐤=\dot{N}_𝐤`$. It is of principal importance, however, equations (12), (13) allows to separate the invariant information without making use of any gauge. Substituting (13) to (12) lead to the equation in which the variables $`N_𝐤`$, $`\mathrm{\Phi }_𝐤`$ are present only in the invariant combination $`J_𝐤=(N_𝐤/H)^\dot{}3\mathrm{\Phi }_𝐤`$, which is a linear superposition of two Bardeen’s invariant. The equation obtained is the desired equation of invariant dynamics (3) that was written in Section 2.


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# Equilibration in an Interacting Field Theory

## Abstract

We use a combination of perturbation theory and numerical techniques to study the equilibration of two interacting fields which are initially at thermal equilibrium at different temperatures. Using standard rules of quantum field theory, we examine the master equations that describe the time evolution of the distribution functions for the two coupled systems. By making a few reasonable assumptions we reduce the resulting coupled integral/differential equations to a pair of differential equations that can be solved numerically. Our results show with good accuracy how these coupled systems approach a common equilibrium temperature.

Non-equilibrium physics is a topic of increasing interest in physics today. Such effects are expected to play an important role in many contexts, such as the formation of the quark gluon plasma hvi  and electroweak baryogenesis bg . Compared to the equilibrium case, the details of non–equilibrium processes are difficult to analyze, and a variety of different approaches have been used: analysis of the equations of motion devega , renormalization group techniques boyanovsky , kinetic kinetic  and transport transport  theory, and thermo field dynamics tfd . In this article we develop a new approach, and apply it to a simple interacting model of two fields initially each in thermal equilibrium but at different temperatures. We find we can reliably track the path towards equilibration of this system using perturbation theory applied to the master equation describing the distribution functions of these fields. The analysis allows us to obtain quantitative information about this non-equilibrium process directly from the microscopic field theoretic description of the physical system. The method can readily be generalized to more complicated, and physically relevant, systems.

The partition function describing the system we are considering is given by,

$$Z=𝑑\varphi \mathrm{exp}\{i𝑑x[\frac{1}{2}(_\mu \varphi _a)^2m^2\varphi _a^2+\frac{1}{2}(_\mu \varphi _b)^2m^2\varphi _b^2\frac{g}{4}|\varphi _a\varphi _b|^2]\}$$
(1)
where $`a`$ and $`b`$ are the two field types. We will use the Keldysh representation of the closed time path formulation of finite temperature field theory ctp , so that indices $`\{1,2\}`$ indicate the top/bottom branch of the time contour.

The Schwinger-Dyson equation for the two-point function for field $`a`$ has the form yaffe ,

$`[()_x()_y]S_{12}^a(x,y)={\displaystyle 𝑑z}`$ $`[S_{11}^a(x,z)\mathrm{\Sigma }_{12}^a(z,y)S_{12}^a(x,z)\mathrm{\Sigma }_{22}^a(z,y)`$ (2)
$`\mathrm{\Sigma }_{11}^a(x,z)S_{12}^a(z,y)+\mathrm{\Sigma }_{12}^a(x,z)S_{22}^a(z,y)]`$
and similarly for system $`b`$. Writing all functions in terms of an average $`X=\frac{1}{2}(x+y)`$ and a relative $`s=xy;s^{}=xz`$ coordinate, and dropping terms $`(ss^{})`$ and $`s^{}`$ relative to $`X`$, taking the transform $`𝑑se^{iks}`$ of (2) yields

$$2ik_\mu \frac{}{X_\mu }S_{12}^a(X,k)=S_{21}^a(X,k)\mathrm{\Sigma }_{12}^a(X,k)\mathrm{\Sigma }_{21}^a(X,k)S_{12}^a(X,k)$$
(3)
We now make the ansatz for the propagators,

$`S_{12}^a(X,k)={\displaystyle \frac{i\pi }{\omega _k^a}}[\delta (k_0\omega _k^a)n^a(k_0,X)+\delta (k_0+\omega _k^a)(1+n^a(k_0,X))]`$
$`S_{21}^a(X,k)={\displaystyle \frac{i\pi }{\omega _k^a}}[\delta (k_0\omega _k^a)(1+n^a(k_0,X))+\delta (k_0+\omega _k^a)n^a(k_0,X)]`$
where $`\omega _a(k)=\sqrt{k^2+m_a^2}`$. Assuming now spatial homogeneity, equating the positive frequency parts in (3) gives

$$\frac{dn_a(\omega _k^a,t)}{dt}=n_a(\omega _k^a,t)\mathrm{\Gamma }_d(\omega _k^a)+[1+n_a(\omega _k^a,t)]\mathrm{\Gamma }_i(\omega _k^a)$$
(4)
where $`n^a(\omega _k^a,X)n_k^a`$ and

$$\mathrm{\Gamma }_i(\omega _k^a)=\frac{i}{2\omega _k^a}\mathrm{\Sigma }_{12}^a;\mathrm{\Gamma }_d(\omega _k^a)=\frac{i}{2\omega _k^a}\mathrm{\Sigma }_{21}^a$$
(5)
are, respectively, rates associated with processes which increase/decrease the number of particles present of that species. These rates are complicated functionals of the distribution functions, and so (4) is very difficult to solve in general. However, matters become simpler in the case that each distribution function is, at a given time, close to a thermal equilibrium distribution, as we will now describe.

We assume that the two fields start out in (different) thermal equilibrium states with initial conditions

$$n_x(k_0,0)=\frac{1}{e^{k_0\beta _x}1};x=a,b$$
(6)
We further assume that the interactions are described by the two-loop sunset self-energy. For given thermal equilibrium distribution functions, a detailed calculation reveals that:

$`\mathrm{\Sigma }_{21}^a(k_0,k)={\displaystyle \frac{i}{16\pi ^2}}`$ $`{\displaystyle _0^{\mathrm{}}}𝑑p{\displaystyle \frac{p^2}{\omega _p^a}}{\displaystyle _1^1}𝑑x`$ (7)
$`[(1+n(\omega _p^a\beta _a))^b(k_0,\stackrel{}{k},\omega _p^a,\stackrel{}{p})+n(\omega _p^a\beta _a)^b(k_0,\stackrel{}{k},\omega _p^a,\stackrel{}{p})]`$
$`\mathrm{\Sigma }_{12}^a(k_0,k)={\displaystyle \frac{i}{16\pi ^2}}`$ $`{\displaystyle _0^{\mathrm{}}}𝑑p{\displaystyle \frac{p^2}{\omega _p^a}}{\displaystyle _1^1}𝑑x`$ (8)
$`[n(\omega _p^a\beta _a)^b(\omega _p^a,\stackrel{}{p},k_0,\stackrel{}{k})+(1+n(\omega _p^a\beta _a))^b(\omega _p^a,\stackrel{}{p},k_0,\stackrel{}{k})]`$
where $`\omega _x(k)=\sqrt{k^2+m_x^2}`$ and the function $`^b(K,P)`$ is given by,

$`^b(K,P)`$ $`=`$ $`{\displaystyle \frac{g^2[1+n^b\{(k^0p^0)\beta _b\}]}{8\pi |\stackrel{}{k}\stackrel{}{p}|\beta _b}}\times \left\{\theta ((KP)^2)\mathrm{ln}\right|{\displaystyle \frac{1\mathrm{exp}(r_+\beta _b)}{1\mathrm{exp}(r_{}\beta _b)}}|`$
$`+\theta ((KP)^24m_b^2)\mathrm{ln}\left|{\displaystyle \frac{\mathrm{sinh}(r_+\beta _b/2)}{\mathrm{sinh}(r_{}\beta _b/2)}}\right|\},`$ (9)
where

$`r_\pm `$ $``$ $`{\displaystyle \frac{1}{2}}\left(|\stackrel{}{k}\stackrel{}{p}|\sqrt{14m_b^2/(KP)^2}\pm (k^0p^0)\right),`$
$`|\stackrel{}{k}\stackrel{}{p}|`$ $`=`$ $`\sqrt{k^2+p^22kpx},P^2=p_0^2p^2.`$ (10)
It is important to note that for the initial conditions (6), the KMS condition

$`\mathrm{\Gamma }_d=e^{\omega _k^a\beta _a}\mathrm{\Gamma }_i,`$ (11)
is satisfied if and only if $`\beta _a=\beta _b`$; i.e. the combined system is in thermal equilibrium.

We take the following approach to solving (4). We begin with initial conditions (6) which describe the two fields at two different (inverse) temperatures $`\beta _a`$ and $`\beta _b`$. We assume that the equilibration time for each separate system is very small compared to the time scale of equilibration for the coupled system, so that the distribution function for each system remains close to a thermal one as the systems evolve. Now, near $`t=0`$, the distribution functions which appear within the rates in (5) can be replaced by their thermal values, and (4) has the solution

$$n_a(\omega _k^a,t)=\frac{\mathrm{\Gamma }_i}{\mathrm{\Gamma }_d\mathrm{\Gamma }_i}+C(\omega _k^a)\mathrm{exp}([\mathrm{\Gamma }_d\mathrm{\Gamma }_i]t)$$
(12)
with $`C(\omega _k^a)`$ determined from the initial condition. Note that if $`\beta _a=\beta _b`$, the KMS condition (11) is satisfied, and substituting into (12) we find $`C(\omega _k^a)=0`$, so that $`n_a(\omega _k^a,t)=n_a(\omega _k^a,0)`$; this simply means that the combined system stays at equilibrium, as expected. Thus, for a suitably short time interval $`\delta t1/[\mathrm{\Gamma }_d\mathrm{\Gamma }_i]`$, (12) gives the approximate time evolution of each distribution function. To integrate (4) to finite time intervals, we first let the systems evolve according to (12) for a time $`\delta t`$, and the subsystems are assumed to come separately to thermal equilibrium. We then fit the distribution functions resulting from (12) to equilibrium distribution functions of the form:

$`n_x(k_0,|\stackrel{}{k}|)={\displaystyle \frac{1}{e^{\beta _x\sqrt{k^2+m_x^2}}1}}`$ (13)
by adjusting both the parameters characterizing the inverse temperature $`\beta _x`$ and a (temperature dependent) mass $`m_x`$ for each subsystem. The thermal distributions resulting from this best–fit procedure are then used as the initial conditions for the next time iteration. This results in a second evolved set of distribution functions which again are fit to thermal distributions. This process is continued until (hopefully) the best fit temperatures and masses, and hence the new distribution functions, change little from one time step to the next.

We present some results of this procedure for initial temperatures of 0.7 and 0.75 and initial masses of 0.6 and 0.65 for, respectively, the $`a`$ and $`b`$ fields. The resulting evolution, for time steps of 50 units, for the inverse temperature and masses appears Fig. (1) – note that in both cases a common equilibrium is reached.

Using these distributions we can follow, for each species, the evolution of the particle number $`N(t)`$ and energy $`E(t)`$:

$`N(t)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}k^2𝑑kn(k,\beta ,m)`$
$`E(t)`$ $`=`$ $`{\displaystyle \frac{1}{N(t)}}{\displaystyle _0^{\mathrm{}}}k^2𝑑k\sqrt{k^2+m^2}n(k,\beta ,m)`$ (14)
Again for time steps of 50 units, these results appear in Fig. (2) – to a good approximation the total particle number and the total energy remains constant, although small numerical deviations are observed.

The preceding results were obtained using a basic time step of 50 units. We can check the consistency of the results by following the evolution of the system for different basic time steps and then comparing the results at common times. Results are shown in the following table for the evolution of $`\beta `$ for field $`a`$ using basic time steps of 50, 100, 200, 400, and 800 units.

We see that the results amongst the different time steps agree to a good approximation at the corresponding times. However, as is expected, for larger time steps some disagreement starts to emerge.

In conclusion, we have shown that equilibrium is achieved in the simple model we have considered. Starting from two separate systems at temperatures that are close enough together so that the combined system is never very far from equilibrium, we fit to a series of equilibrium distributions using time steps that are small compared with the equilibration time. The result is that the combined system reaches equilibrium at a temperature between the temperatures of the two original systems. In addition, we have shown that both particle number and energy are conserved. It would be interesting to try to relax the assumption that the initial temperatures of the two initial systems are close together. Allowing for a larger difference in initial temperatures would create a more highly non-equilibrium state in the early stages of the evolution. Such a situation might be handled by using a more complex ansatz for the distribution functions of the evolving system.


text:
# Bounce behaviour in Kantowski-Sachs and Bianchi Cosmologies

## 1 Introduction

Already in the 1930’s, Tolman  proposed that closed ($`k=+1`$) Friedmann - Robertson - Walker (FRW) universe models might re - expand after collapsing towards a high density state in the future; it was already known then that this was not possible for $`k=0`$ and $`k=1`$ models. This idea of a “phoenix universe” has remained popular (see Dicke and Peebles  for a discussion), and has re - appeared recently in new forms, for example specifically in Smolin’s idea of collapse to a black hole state resulting in re - expansion into a new expanding universe region  and more recently Easson and Brandenberger  have discussed the general features all such scenarios have in common. Thus it is interesting to investigate under what conditions such a bounce might take place within the context of General Relativity and other theories of gravity (see for example ).

Essentially because of the Raychaudhuri equation , such bounces are not possible in FRW models if the active gravitational mass is positive: that is, if $`\rho +3p>0`$. On the other hand quantum fields and indeed classical scalar fields can violate this condition . Hence such fields can in principle allow bounce behaviour in FRW models. However there are still other conditions that must be satisfied by such fields, for example the reality condition (RC) $`\dot{\varphi }^20`$ which is equivalent to requiring that the inertial mass density $`\rho +p0`$ (if this is not true, very anomalous physical behaviour can occur). Thus it is interesting to see when bounces can occur without violating such conditions.

It is not only FRW models that are of interest. The geometry of the universe at a bounce might be very different than the completely isotropic and spatially homogeneous FRW spacetimes; indeed because some spatially homogeneous modes are unstable , some more general geometry might be expected. Thus it is interesting to examine also what happens in models such as Bianchi models which are anisotropic and spatially homogeneous, in order to start exploring the full phase - space of possibilities. Additionally, in the scenario of black hole collapse and subsequent re - expansion, we might expect the geometry at the bounce to be that of a Kantowski - Sachs $`k=+1`$ model , because this model has the same symmetries as the spatially homogeneous interior region of the extended (vacuum) Kruskal solution that represents the late stage of evolution of an isotropic black hole when the matter can be neglected. We may indeed expect that at late stages of collapse such a vacuum approximation will be valid, because in many Bianchi universes anisotropy dynamically dominates over matter at early and late times .

For these reasons we are interested in the bounce behaviour not only of FRW models but also of Bianchi and Kantowski - Sachs universes. In this paper, we prove a number of relevant results. Specifically, bounce behaviour in LRS Bianchi types I (BI) and III (BIII) or Kantowski - Sachs (KS) models with scalar fields violate the reality condition $`\dot{\varphi }^2=\rho +p0`$ (we assume that the energy flux and anisotropic pressure vanish: $`\pi _{\mu \nu }=0=q_\mu `$ which follows for fields observed relative to the normal congruence of curves). For scalar field models with arbitrary self - interaction we prove a no - bounce theorem to this effect, viz. bounce behaviour in LRS BI, BIII or KS models violates the reality condition 111It has been known for some time that flat and open FRW scalar field models do not admit bounce solutions ..

We then present additional results that restrict bounce behaviour in other spatially homogeneous models to closed FRW and Bianchi type IX. Open FRW and all (un-tilted) spatially homogeneous models all violate the weak energy condition (WEC) $`\rho 0`$ and $`\rho +p0`$ at the time of a bounce. The strong energy condition (SEC) is violated in all such models, including flat FRW models. The RC and the null energy condition are violated in all spatially homogeneous models with the exception of Bianchi type IX and closed FRW models.

Finally we turn our attention to the braneworld scenario of Randall and Sundrum . For a Kantowski-Sachs, BI or BIII metric confined to a single three-brane embedded in a five-dimensional bulk, a non - local anisotropic pressure and negative non - local energy density (e.g. dark radiation) projected from the bulk onto the brane via the bulk Weyl tensor modifies the Einstein field equations sufficiently for bounce behaviour to be consistent with the RC.

We should also mention efforts to solve the standard cosmological puzzles such as the flatness, homogeneity and monopole problems via ekpyrotic models  in the braneworld context as potential alternatives to inflation despite being plagued with their own difficulties. In particular there has been considerable discussion in the literature on the evolution of cosmological perturbations through a bounce in the ekpyrotic scenario (see  for a representative sample). This issue although extremely interesting, does not directly related to main the aims of this paper.

## 2 The Key Equations

In this section we set up the equations needed to investigate whether or not the dynamics of LRS BI, BIII and KS models admit bounce behaviour in the presence of a classical minimally coupled scalar field $`\varphi `$ with a self - interaction potential $`V(\varphi )`$. The metric tensor for these models can be written in the following form:

$$ds^2=dt^2+X(t)^2dr^2+Y(t)^2(d\theta ^2+S^2(\theta )d\varphi ^2),$$
(1)
where

$`S(\theta )=\{\begin{array}{c}\mathrm{sin}\theta fork=+1,\\ \theta fork=0,\\ \mathrm{sinh}\theta fork=1,\end{array}`$ (5)
$`X(t)`$ and $`Y(t)`$ are the expansion scale factors and we have chosen standard units where $`8\pi G=c=1`$.

Relative to a normal congruence of curves with tangent vector $`u^\mu `$, the energy - momentum tensor $`T_{\mu \nu }`$ for a scalar field takes the form of a perfect fluid (See  page 17 for details):

$$T_{\mu \nu }=\rho u_\mu u_\nu +ph_{\mu \nu },$$
(6)
with

$$\rho =\frac{1}{2}\dot{\varphi }^2+V(\varphi )$$
(7)
and

$$p=\frac{1}{2}\dot{\varphi }^2V(\varphi ).$$
(8)
It is easy to show that for the above metric and choice of $`u^\mu `$, the Einstein field equations can be written in terms of propagation equations for the usual expansion $`\mathrm{\Theta }`$, shear $`\sigma ^2=\frac{1}{2}\sigma ^{\mu \nu }\sigma _{\mu \nu }`$ and 3 - curvature $`{}_{}{}^{(3)}R`$ scalars:

$`\dot{\mathrm{\Theta }}+\frac{1}{3}\mathrm{\Theta }^2+2\sigma ^2+\dot{\varphi }^2V(\varphi )=0,`$ (9)
$`\dot{\sigma }+\mathrm{\Theta }\sigma \frac{1}{2\sqrt{3}}{}_{}{}^{(3)}R=0,`$ (10)
$`{}_{}{}^{(3)}\dot{R}+\frac{2}{3}\mathrm{\Theta }{}_{}{}^{(3)}R\frac{2}{\sqrt{3}}{}_{}{}^{(3)}R\sigma =0,`$ (11)
and the Gauss - Codazzi constraint

$${}_{}{}^{(3)}R=\dot{\varphi }^2+2V(\varphi )+2\sigma ^2\frac{2}{3}\mathrm{\Theta }^2,$$
(12)
where

$$\mathrm{\Theta }=\frac{\dot{X}}{X}+\frac{2\dot{Y}}{Y},\sigma =\frac{1}{\sqrt{3}}\left(\frac{\dot{X}}{X}\frac{\dot{Y}}{Y}\right),{}_{}{}^{(3)}R=\frac{2k}{Y^2},$$
(13)
and $`k`$ is a constant taking the values $`k=0,1,+1`$ for BI, BIII and KS models respectively. The above set of equations together with the Klein - Gordon equation

$$\ddot{\varphi }+\mathrm{\Theta }\dot{\varphi }+\frac{V}{\varphi }=0$$
(14)
give a complete description of the dynamics of these universe models and solutions may be obtained once $`V(\varphi )`$ has been specified. The expansion may also be expressed in terms of a volume scale factor $`a(t)`$, viz. $`\mathrm{\Theta }=\frac{3\dot{a}}{a}`$.

It is worth mentioning that there is an alternate route to finding solutions by noticing that equations (9) and (12) can be combined to give expressions for the potential and momentum density of the scalar field:

$`V(\varphi )`$ $`=`$ $`\frac{1}{3}(\dot{\mathrm{\Theta }}+\mathrm{\Theta }^2+{}_{}{}^{(3)}R),`$ (15)
$`\dot{\varphi }^2`$ $`=`$ $`\frac{2}{3}\dot{\mathrm{\Theta }}2\sigma ^2+\frac{1}{3}{}_{}{}^{(3)}R,`$ (16)
so that in principle $`V(\varphi )`$ can be determined by first specifying the scale factor dependence $`X(t)`$ and $`Y(t)`$ and then running the field equations backwards to determine the potential. This method has been used to generate exact FRW inflationary solutions .

The aim here is not to attempt to find exact solutions but examine whether it is possible to find solutions that exhibit bounce behaviour subject to the RC: $`\dot{\varphi }^20`$. Hence we need a precise definition of what a bounce is, together with a careful examination of equation (16). This is discussed in the next section.

## 3 The No - bounce theorem in BI, BIII and KS models

### 3.1 Definition of a Bounce

Defining the expansion parameters

$$x=\dot{X}/X,y=\dot{Y}/Y,$$
(17)
a bounce in $`X`$ occurs at time $`t=t_0`$ iff $`x(t_0)=0`$ and $`\dot{x}(t_0)>0`$ while a bounce in $`Y`$ occurs at time $`t=t_1`$ iff $`y(t_1)=0`$ and $`\dot{y}(t_1)>0`$. It is clear that although it may be possible to have a bounce in one of the scale factors but not the other, this does not lead to a new expanding universe region. We therefore require that a bounce occurs both in $`X`$ and $`Y`$ scale - factors, even though they may in general occur at different times.

### 3.2 The reality condition at a bounce

Let us now determine whether the RC for the scalar field is satisfied at a bounce. In order to do this we need to write equation (16) in terms of $`x`$ and $`y`$ and their derivatives. This is most easily done by first substituting for the spatial curvature $`{}_{}{}^{(3)}R`$ using equation (10):

$$\dot{\varphi }^2=\frac{2}{3}\dot{\mathrm{\Theta }}2\sigma ^2+\frac{2}{\sqrt{3}}\dot{\sigma }+\frac{2}{\sqrt{3}}\mathrm{\Theta }\sigma .$$
(18)
Now using

$$\sigma =\frac{1}{\sqrt{3}}(xy),\mathrm{\Theta }=x+2y,$$
(19)
we obtain

$$\dot{\varphi }^2=2(\dot{y}+y^2xy).$$
(20)
We can now state and prove the main result of this section 222It has been brought to our attention that Toporensky and Ustiansky  has given an almost identical proof in the appendix to their paper. However, much more clarity has been achieved by using the covariant equations (6-9) to derive this result..
Theorem: Bounce behaviour in LRS Bianchi type I, III and Kantowski - Sachs models dominated by a minimally coupled scalar field is not permitted unless the RC $`\dot{\varphi }^20`$ is violated.
Proof: The proof follows immediately from equation (20) when evaluated for a bounce in the $`Y`$ direction at time $`t=t_1`$. In this case $`y(t_1)=0`$ and $`\dot{y}(t_1)>0`$ so (20) simplifies to give $`\dot{\varphi }(t_1)^2=2\dot{y}(t_1)<0`$, so that even if a bounce occurs in the $`X`$ direction it is only possible in the $`Y`$ direction if the RC is violated.

## 4 No bounce behaviour in other Bianchi models

We now examine the extent to which energy conditions preclude bounce behaviour in isotropic, spatially homogeneous Bianchi models of class A and B. We refer the reader to Wainwright and Ellis  for an interesting review and classification of Bianchi type universes. Wald’s no-hair theorem for global anisotropy can be found in .

Not all Bianchi type models isotropize at large times. Specifically, those types which do not admit FRW solutions become highly anisotropic . Models that do admit FRW solutions; Bianchi I and $`VII_0`$ admits k=0 solutions, Bianchi V and $`VII_h`$ admits $`k=1`$ solutions, and Bianchi IX admits $`k=+1`$ solutions. Type $`VII_h`$ will in general not approach isotropy, while the type IX models will recollapse after a finite time.

From the outset it is clear that bounce behaviour in the volume scale factor $`a(t)`$ violates the SEC. This can be seen from the Raychaudhuri equation for spatially homogeneous cosmologies

$$\dot{\mathrm{\Theta }}+\frac{1}{3}\mathrm{\Theta }^2+2\sigma ^2=\frac{1}{2}(\rho +3p),$$
(21)
which simplifies to

$$\frac{1}{2}(\rho +3p)=\dot{\mathrm{\Theta }}(t_0)+2\sigma ^2(t_0)>0,$$
(22)
since $`\mathrm{\Theta }=0`$ at the bounce in the volume scale factor, and positivity results from $`\sigma ^2`$ being non-negative, together with the requirement that $`\dot{\mathrm{\Theta }}>0`$ at the bounce. Hence $`\rho +3p<0`$, violating the SEC at the bounce.

In addition to this, bounce behaviour in spatially homogeneous models with negative spatial curvature $`{}_{}{}^{(3)}R`$ violates the WEC $`\rho 0`$ and $`\rho +p0`$. To show this we use the Friedmann constraint for spatially homogeneous cosmologies 333See Wainwright and Ellis .

$$\rho +\sigma ^2=\frac{1}{3}\mathrm{\Theta }^2+\frac{1}{2}{}_{}{}^{(3)}R,$$
(23)
which simplifies to $`\rho +\sigma ^2=\frac{1}{2}{}_{}{}^{(3)}R<0`$ at the bounce, implying that $`\rho <0`$, since $`\sigma ^2`$ is non-negative. This violates the WEC in class A types II, $`VI_0`$, $`VII_0`$ (except for a very special case) and VIII. Bounce behaviour can be obtained in type IX models, which can have positive curvature. In class B, the spatial curvature is negative for all models, hence the WEC is violated in all class B models.

Finally, spatially homogeneous cosmologies satisfy the RC provided that

$$\dot{\varphi }^2=\frac{1}{3}{}_{}{}^{(3)}R\frac{2}{3}\dot{\mathrm{\Theta }}2\sigma ^20.$$
(24)
This constraint (c.f equation 13) is obtained by subtracting equations (21) and (23), and then rearranging terms. Bounce behaviour implies that $`\frac{2}{3}\dot{\mathrm{\Theta }}+2\sigma ^2>0`$, since the shear $`\sigma ^2`$ is non-negative. Hence we can write condition (24) in a somewhat weaker from, viz. Models satisfying the RC necessarily have $`{}_{}{}^{(3)}R>0`$. Therefore, spatially homogeneous cosmologies with $`{}_{}{}^{(3)}R0`$ violate the RC. This does not mean models with positive spatial curvature necessarily satisfy the RC, since they have to meet the stronger condition (24), in cases where the shear is non-vanishing at the time of the bounce. However, for isotropic models, it is necessary and sufficient that the spatial curvature is positive.

Bianchi class A types II, $`VI_0`$ and VIII all have negative spatial curvature, and for type I it is zero. Type $`VII_0`$ is negative or zero. Hence all these cases violate the RC, by virtue of the above argument. Type IX violates the RC for cases in which the spatial curvature is negative or zero.

In class B, since types IV, V, $`VI_h`$ and $`VII_h`$ have negative spatial curvature. Bianchi III is the special case of $`h=1`$ in Bianchi $`VI_h`$, and the exceptional case Bianchi $`VI_{1/9}^{}`$ has $`h=1/9`$. They all violate the RC.

## 5 Bounce behaviour on a Kantowski-Sachs brane

Recent ideas in string and M -theory  have led to the notion that gravity could be a higher dimensional theory, that becomes 4-dimensional at low energies. In the Randall-Sundrum scenario  gravity can be localised on a 3-brane while a fifth dimension may remain non-compact. Observers are bound to a brane, which may have a more general metric than the induced Minkowski metric that Randall and Sundrum  assumed. A covariant geometric approach was first given by Shiromizu, Maeda and Sasaki  and also by Maartens . We shall assume that a scalar field $`\varphi `$ is bound to the brane, and that and higher-dimensional modifications of the standard Einstein field equations are imprinted via (i) local quadratic energy-momentum corrections that arise from the extrinsic curvature, and (ii) non - local effects from the free gravitational field in the bulk, transmitted via a projection of the bulk Weyl tensor onto the brane .

In five dimensions, the field equations  are Einstein’s equations, with a (negative) bulk cosmological constant $`\stackrel{~}{\mathrm{\Lambda }}`$ and the brane energy - momentum providing the source:

$$\stackrel{~}{G}_{AB}=\stackrel{~}{\kappa }^2\left[\stackrel{~}{\mathrm{\Lambda }}\stackrel{~}{g}_{AB}+\delta (\chi )\left\{\lambda g_{AB}+T_{AB}\right\}\right].$$
(25)
The tildes denote the bulk (5 - dimensional) generalisation of standard general relativity quantities, and $`\stackrel{~}{\kappa }^2=8\pi /\stackrel{~}{M}_\mathrm{p}^3`$, where $`\stackrel{~}{M}_\mathrm{p}`$ is the fundamental 5 - dimensional Planck mass, which is typically much less than the effective Planck mass on the brane, $`M_\mathrm{p}=1.2\times 10^{19}`$ GeV. The brane is given by $`\chi =0`$, so that a natural choice of coordinates is $`x^A=(x^\mu ,\chi )`$, where $`x^\mu =(t,x^i)`$ are spacetime coordinates on the brane. The brane tension is $`\lambda `$, and $`g_{AB}=\stackrel{~}{g}_{AB}n_An_B`$ is the induced metric on the brane, with $`n_A`$ the spacelike unit normal to the brane. Matter fields confined to the brane make up the brane energy - momentum tensor $`T_{AB}`$ (with $`T_{AB}n^B=0`$).

The modification to the standard Einstein equations , with the new terms carrying bulk effects onto the brane are 444Note that we set $`\kappa ^2=8\pi G=c=1`$

$$G_{\mu \nu }=\mathrm{\Lambda }g_{\mu \nu }+T_{\mu \nu }+\stackrel{~}{\kappa }^4S_{\mu \nu }_{\mu \nu }.$$
(26)
If $`\lambda =\frac{6}{\stackrel{~}{\kappa }^4}`$, then the energy scales are related as follow:

$$\mathrm{\Lambda }=\frac{1}{2}\stackrel{~}{\kappa }^2\left(\stackrel{~}{\mathrm{\Lambda }}+\frac{1}{6}\stackrel{~}{\kappa }^2\lambda ^2\right).$$
(27)
The tensor $`S_{\mu \nu }`$ represents local quadratic energy - momentum corrections of the matter fields, and the $`_{\mu \nu }`$ is the projected bulk Weyl tensor transmitting non - local gravitational degrees of freedom from the bulk to the brane. All the bulk corrections may be consolidated into effective total energy density $`\rho ^{tot}`$, pressure $`p^{tot}`$, anisotropic stress $`\pi _{\mu \nu }^{tot}`$ and energy flux $`q_\mu ^{tot}`$. The modified Einstein equations take the standard Einstein form with a redefined energy - momentum tensor:

$$G_{\mu \nu }=\mathrm{\Lambda }g_{\mu \nu }+T_{\mu \nu }^{\mathrm{tot}},$$
(28)
where

$$T_{\mu \nu }^{\mathrm{tot}}=T_{\mu \nu }+\stackrel{~}{\kappa }^4S_{\mu \nu }_{\mu \nu }.$$
(29)
### 5.1 Matter description on the Kantowski-Sachs brane

A homogeneous scalar field $`\varphi (t)`$ on the brane has an energy - momentum tensor given by equations (6)-(8), and in the absence of local anisotropic pressure and energy flux $`\pi _{\mu \nu }=0=q_\mu `$, effective total energy - momentum tensor has

$`\rho ^{\mathrm{tot}}`$ $`=`$ $`\rho +{\displaystyle \frac{\rho ^2}{2\lambda }}+\rho _{},`$ (30)
$`p^{\mathrm{tot}}`$ $`=`$ $`p+\rho (p+{\displaystyle \frac{\rho }{2\lambda }})+\frac{1}{3}\rho _{}`$ (31)
with a non - local energy density $`\rho _{}=_{\mu \nu }u^\mu u^\nu `$. A thorough analysis of the dynamics of FRW, Bianchi I and V models obeying a barotropic equation of state on the brane was done by Campos and Sopuerta  and for a scalar field by Goheer and Dunsby . A Kantowski-Sachs brane is characterised by vanishing acceleration, vorticity and non - local energy flux (similar to that for a Bianchi I brane, but with positive 3-curvature; see for instance ):

$$A^\mu =\omega ^\mu =q_{}^\mu =0,$$
(32)
hence the total energy flux vanishes

$$q_{\mathrm{tot}}^\mu =0.$$
(33)
However, the anisotropic stress does not necessarily vanish:

$$\pi _{\mu \nu }^{\mathrm{tot}}=\pi _{\mu \nu }^{}.$$

Here $`\pi _{\mu \nu }^{}=(h_\mu ^\alpha h_\nu ^\beta \frac{1}{3}h^{\alpha \beta }h_{\mu \nu })_{\alpha \beta }`$. There is no evolution equation for $`\pi _{\mu \nu }^{}`$ on the brane, since the non - local anisotropic stress carry bulk degrees of freedom that cannot be determined by brane observers. In general, the projection of the five-dimensional field equations onto the brane, together with the $`Z_2`$ symmetry, does not lead to a closed system. The standard conservation equation of general relativity holds on the brane, together with a simplified propagation equation for the non - local energy density $`\rho _{}`$ :

$`\dot{\rho }+\mathrm{\Theta }(\rho +p)=0,`$ (34)
$`\dot{\rho }_{}+\frac{4}{3}\mathrm{\Theta }\rho _{}+\sigma _{\mu \nu }\pi _{}^{\mu \nu }=0,`$ (35)
where $`\mathrm{\Theta }`$ is the expansion parameter. Both $`\rho _{}`$ and $`\pi _{\mu \nu }^{}`$ are homogeneous on the brane.

### 5.2 Gravitational Equations

The Einstein Field equations (9)-(12) of section 2 are modified:

$`\dot{\mathrm{\Theta }}+\frac{1}{3}\mathrm{\Theta }^2+2\sigma ^2+\frac{1}{2}(\rho +3p)=\mathrm{\Lambda }\frac{1}{2}(2\rho +3p)\frac{\rho }{\lambda }\rho _{},`$ (36)
$`\dot{\sigma }+\mathrm{\Theta }\sigma \frac{1}{2\sqrt{3}}{}_{}{}^{(3)}R=\frac{1}{2}\frac{\sigma _{\mu \nu }\pi _{}^{\mu \nu }}{\sigma },`$ (37)
$`{}_{}{}^{(3)}\dot{R}+\frac{2}{3}\mathrm{\Theta }{}_{}{}^{(3)}R\frac{2}{\sqrt{3}}{}_{}{}^{(3)}R\sigma =0,`$ (38)
$`\frac{2}{3}\mathrm{\Theta }^2+{}_{}{}^{(3)}R2\sigma ^2=2\mathrm{\Lambda }+2\rho \left(1+\frac{\rho }{2\lambda }\right)+2\rho _{}.`$ (39)
The effects of embedding the free gravitational field in the five - dimensional bulk are represented by the correction terms to the energy - momentum tensor $`T_{\mu \nu }`$, as expressed in equations (36), (37) and (39).

### 5.3 Feasible Bounce Behaviour

If we subtract equation (39) from $`2`$ $`\times `$ equation (36):

$$(1+\frac{\rho }{\lambda })(\rho +p)=\frac{1}{3}{}_{}{}^{(3)}R\frac{2}{3}\dot{\mathrm{\Theta }}2\sigma ^2\frac{4}{3}\rho _{}$$
(40)
and then substitute $`{}_{}{}^{(3)}R`$ using equation (37), together with new variables $`x`$ and $`y`$ given by equations (19), we obtain

$$(1+\frac{\rho }{\lambda })(\rho +p)=2(\dot{y}+y^2xy)\frac{4}{3}\rho _{}\frac{1}{\sqrt{3}}\frac{\sigma _{\mu \nu }\pi _{}^{\mu \nu }}{\sigma }.$$
(41)
The quantity $`\frac{1}{\sqrt{3}}\sigma _{\mu \nu }\pi _{}^{\mu \nu }/\sigma `$ is generally non-zero. We then assume the induced metric for the brane is given by equations (1) and (5), which apply to Kantowski-Sachs, Bianchi I or III models. (The bulk metric for a Kantowski-Sachs or Bianchi braneworld is not known ). It is evident that a bounce in $`Y`$ (see the definition in Section (3.1)) becomes feasible by virtue of (i) the anisotropic pressure contracted with shear term, or (ii) in the absence of this contraction 555In that case the non - local energy propagates as dark radiation $`\rho _{}=\rho __0(a/a_0)^4<0`$., provided the energy density is sufficiently negative.

In order to examine what the conditions or a bounce to occur in $`X`$, we first substitute for $`{}_{}{}^{(3)}R`$ in equation (34) and then using (16) to replace the expansion and shear in terms of $`x`$ and $`y`$, we obtain

$`\dot{x}=(x+2y)x+\frac{1}{2}(\rho p\frac{\rho p}{\lambda })+\mathrm{\Lambda }+\frac{1}{3}\rho _{}+\frac{1}{\sqrt{3}}\frac{\sigma _{\mu \nu }\pi _{}^{\mu \nu }}{\sigma },`$ (42)
which when evaluated at a bounce leads to the condition

$`\frac{1}{2}(\rho p\frac{\rho p}{\lambda })+\mathrm{\Lambda }+\frac{1}{3}\rho _{}+\frac{1}{\sqrt{3}}\frac{\sigma _{\mu \nu }\pi _{}^{\mu \nu }}{\sigma }>0.`$ (43)
### 5.4 Illustration

In the case of a pure cosmological constant $`\mathrm{\Lambda }>0`$ with $`\sigma _{\mu \nu }\pi _{}^{\mu \nu }=0`$666In situations where $`\pi _{\mu \nu }^{}\sigma ^{\mu \nu }0`$, the conditions for a bounce in both $`X`$ and $`Y`$ may not be simultaneously satisfied, however a bounce in the volume expansion ($`\dot{\mathrm{\Theta }}>0`$) is still possible provided $`\rho _{}<0`$., the reality condition is marginally satisfied, since, in this case equation (41) becomes

$$\dot{y}+y^2xy=\frac{2}{3}\rho _{}.$$
(44)
If a bounce in scale factor $`Y`$ occurs at $`y=0,\dot{y}>0`$, then equation (44) implies that $`\rho _{}<0`$.

Equation (43) gives

$$\dot{x}+x^2+2xy=\mathrm{\Lambda }+\frac{1}{3}\rho _{}$$
(45)
and since a bounce in $`X`$ occurs at $`x=0,\dot{x}>0`$, we have

$$\mathrm{\Lambda }<\frac{1}{3}\rho _{}<0.$$
(46)
This corresponds with the result of Santos et al , where it is shown that Bianchi branes are stable in this regime, but unstable if $`\rho _{}<3\mathrm{\Lambda }`$. However, a bouncing Kantowski Sachs brane requires a stronger constraint. This is seen by casting equation (39) as

$$\frac{1}{2}{}_{}{}^{(3)}R=(2x+y)y+\mathrm{\Lambda }+\rho _{}.$$
(47)
Hence a bounce in $`Y`$ also means that $`\frac{1}{2}{}_{}{}^{(3)}R=\mathrm{\Lambda }+\rho _{}`$, and since the 3-curvature is positive, $`\rho _{}>\mathrm{\Lambda }`$. The KS brane bounce therefore constrains the non - local energy density to satisfy

$$\mathrm{\Lambda }<\rho _{}<0.$$
(48)
### 5.5 Phase Portrait

In the Friedmann equation (39), we define the non-negative quantity

$$D^2=\frac{1}{9}\mathrm{\Theta }^2+\frac{1}{6}{}_{}{}^{(3)}R\frac{1}{3}\rho _{}=\frac{1}{3}\sigma ^2+\frac{1}{3}\mathrm{\Lambda }$$
(49)
and use this to define the dynamical variables:

$$Q^2=\frac{\mathrm{\Theta }^2}{9D^2},\mathrm{\Sigma }^2=\frac{\sigma ^2}{3D^2},\tau =Dt.$$
(50)
Clearly $`Q,\mathrm{\Sigma }[1,1]`$. There are three non-negative density parameters

$$\mathrm{\Omega }_\rho _{}:=\frac{\rho _{}}{3D^2},\mathrm{\Omega }_\mathrm{\Lambda }=:\frac{\mathrm{\Lambda }}{3D^2},\mathrm{\Omega }_k=\frac{{}_{}{}^{(3)}R}{6D^2}$$
(51)
with the property that $`\mathrm{\Omega }_\rho _{},\mathrm{\Omega }_\mathrm{\Lambda },\mathrm{\Omega }_k[0,1]`$. The Friedmann constraint (49) separates into two equations

$$\mathrm{\Sigma }^2+\mathrm{\Omega }_\mathrm{\Lambda }=1,Q^2+\mathrm{\Omega }_u+\mathrm{\Omega }_k=1,$$
(52)
hence the state space is compact. If we use the deceleration parameter

$$q:=\frac{3}{\mathrm{\Theta }^2}(\dot{\mathrm{\Theta }}+\frac{1}{3}\mathrm{\Theta }^2)$$
(53)
then the Raychaudhuri equation (36) becomes

$$qQ^2=2\mathrm{\Sigma }^2\mathrm{\Omega }_u\mathrm{\Omega }_\mathrm{\Lambda }.$$
(54)
The non - local energy density equation (35), the shear and curvature evolution equations (37) and (38), together with (52) and (53) yield a closed system of ode’s

$`D^{}`$ $`=`$ $`(\mathrm{\Omega }_k3Q\mathrm{\Sigma })\mathrm{\Sigma }D`$ (55)
$`Q^{}`$ $`=`$ $`(1+q)Q^2(\mathrm{\Omega }_k3Q\mathrm{\Sigma })\mathrm{\Sigma }Q`$ (56)
$`\mathrm{\Sigma }^{}`$ $`=`$ $`(1\mathrm{\Sigma }^2)(\mathrm{\Omega }_k3Q\mathrm{\Sigma })`$ (57)
$`\mathrm{\Omega }_\rho _{}^{}`$ $`=`$ $`2\left[2Q+(\mathrm{\Omega }_k3Q\mathrm{\Sigma })\mathrm{\Sigma }\right]\mathrm{\Omega }_\rho _{}`$ (58)
$`\mathrm{\Omega }_\mathrm{\Lambda }^{}`$ $`=`$ $`2(1\mathrm{\Sigma }^2)(\mathrm{\Omega }_k3Q\mathrm{\Sigma })\mathrm{\Sigma }`$ (59)
$`\mathrm{\Omega }_k^{}`$ $`=`$ $`2\left[Q\mathrm{\Sigma }+(\mathrm{\Omega }_k3Q\mathrm{\Sigma })\mathrm{\Sigma }\right]\mathrm{\Omega }_k,`$ (60)
where is prime denotes differentiation w.r.t. $`\tau `$.

Since $`D`$ does not appear in equations (56)-(60) we shall omit equation (55) from the rest of the discussion. The state space is now 5-dimensional. After replacing $`q`$, $`\mathrm{\Omega }_k`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ from equations (52) and (54), the state space is reduced to three dimensions $`(Q,\mathrm{\Sigma },\mathrm{\Omega }_\rho _{})`$.

$`Q^{}`$ $`=`$ $`(1Q^2)(1Q\mathrm{\Sigma }3\mathrm{\Sigma }^2)+(1+Q\mathrm{\Sigma })\mathrm{\Omega }_\rho _{}`$ (61)
$`\mathrm{\Sigma }^{}`$ $`=`$ $`(1\mathrm{\Sigma }^2)(1Q^23Q\mathrm{\Sigma }\mathrm{\Omega }_\rho _{})`$ (62)
$`\mathrm{\Omega }_\rho _{}^{}`$ $`=`$ $`2[2Q+(1Q^23Q\mathrm{\Sigma }\mathrm{\Omega }_\rho _{})\mathrm{\Sigma })]\mathrm{\Omega }_\rho _{}.`$ (63)
The boundaries $`Q=\pm 1`$ represent BI models with a cosmological constant, while the boundaries $`\mathrm{\Sigma }=\pm 1`$ correspond to (vacuum) Kasner models in the invariant submanifold

$$=\{(Q,\mathrm{\Sigma },\mathrm{\Omega }_\rho _{}):|Q|1,|\mathrm{\Sigma }|1,\mathrm{\Omega }_\rho _{}=0\}$$

that represents general relativity. Table 1 contains a list of all critical points, their characterisation and eigenvalues. The points $`K_{\pm \pm }`$ and $`K_\pm `$ are Kasner solutions that form the vertices of $``$. The critical points $`K_{++}`$ and $`K_+`$ are repellers, while $`K_{}`$ and $`K_+`$ are attractors. de Sitter spacetime $`dS_+`$ is an attractor and $`dS_{}`$ (anti-de Sitter) is a repeller located on the respective boundaries $`Q=1`$ and $`Q=1`$ of the submanifold $``$. There are two saddle points $`F_\pm `$ located on the separatrix $`y=Q\mathrm{\Sigma }=0`$ inside $``$. The saddle points $`F_\pm `$ have $`\{{}_{}{}^{(3)}R=2\mathrm{\Lambda },\mathrm{\Theta }=\sqrt{3}\sigma =\pm \sqrt{\mathrm{\Lambda }},\rho _{}=0\}`$. From Figure 1 it is clear that no trajectory emerging from $`dS_{}`$ inside $``$ can to reach $`dS_+`$ due to the separatrix $`y=Q\mathrm{\Sigma }=0`$. In Figure 2 we demonstrate how the presence of non-local density parameter $`\mathrm{\Omega }_\rho _{}`$ alters the picture. The saddle points $`M_\pm `$ represent static braneworld models with $`\{{}_{}{}^{(3)}R=0,Theta=0,\sigma =\pm \sqrt{2\mathrm{\Lambda }},\rho _{}=3\mathrm{\Lambda }\}`$. Since $`\mathrm{\Omega }_\rho _{}=1`$ these models are located inside the greater state space

$$=\{(Q,\mathrm{\Sigma },\mathrm{\Omega }_\rho _{}):|Q|1,|\mathrm{\Sigma }|1,0\mathrm{\Omega }_\rho _{}1\}$$

but outside $``$. A trajectory emerging from $`dS_{}`$ may now exit $``$ and cross the plane $`y=Q\mathrm{\Sigma }=0`$ (which is no longer a separatrix for $`\mathrm{\Omega }_\rho _{}>0`$) as it evolves toward, and eventually away from the static models $`M_\pm `$, and enters $`dS_+`$. Such a trajectory passes through $`Q=0`$ and close to $`M_\pm `$, indicative of bounce behaviour in the volume scale factor $`a`$, since $`Q^{}`$ remains positive.

| Model | Coordinates | Eigenvalues |
| --- | --- | --- |
| $`dS_\pm `$ | $`(\pm 1,0,0)`$ | $`(2,3,4)`$ |
| $`K_{\pm \pm }`$ | $`(\pm 1,\pm 1,0)`$ | $`(\pm 2,\pm 6,\pm 6)`$ |
| $`K_\pm `$ | $`(\pm 1,1,0)`$ | $`(\pm 2,\pm 2,\pm 6)`$ |
| $`F_\pm `$ | $`(\pm \frac{1}{2},\pm \frac{1}{2},0)`$ | $`(\pm \frac{3}{2},2,3)`$ |
| $`M_\pm `$ | $`(0,\pm \sqrt{\frac{2}{3}},1)`$ | $`(\pm 2\sqrt{\frac{2}{3}},2,2)`$ |

Starting at $`dS_{}`$ a trajectory passes through the plane $`y=Q\mathrm{\Sigma }=0`$, with $`y`$ changing sign from negative to $`0`$ to positive, and through the plane $`x=Q+2\mathrm{\Sigma }=0`$ with $`x`$ changing sign from negative to $`0`$ to positive. It terminates at the attractor $`dS_+`$. Note that the bounce definition (3.1) requires the trajectory to cut both the $`x`$\- and $`y`$-planes (the order may be reversed, depending on the path chosen), entering from the negative side of each plane, and exiting the positive side. If it passes through $`(0,0,\mathrm{\Omega }_\rho _{})`$ then the bounce in $`X`$ and $`Y`$ is synchronous, i.e. the shear $`\sigma `$ and the expansion $`\mathrm{\Theta }`$ both vanish there.

## 6 Conclusion

We have shown that in General Relativity, LRS Bianchi type I, III and Kantowski - Sachs scalar field models that exhibit bounce behaviour violate the reality condition for the momentum density $`\dot{\varphi }^20`$.

Thus Smolin’s idea of collapse to a black hole state resulting in re - expansion into a new expanding universe region is not viable if the end - state of the universe after collapse into a black hole is described by a Kantowski - Sachs model, even in situations where the matter is dominated by a scalar field.

None of the LRS Bianchi models besides closed FRW and Bianchi IX can support bounce behaviour without significant energy violations. We also analysed this phenomenon in the Randall-Sundrum type braneworld scenario. In this case there are non - local effects transmitted via the bulk Weyl tensor from the gravitational field in the bulk, onto the brane, that makes Kantowski-Sachs brane exhibit bounce behaviour, assuming that the required non - local effects do indeed lead to a physical higher-dimensional bulk (an issue that still remains unresolved ). Specifically, a Kantowksi-Sachs brane bounce requires negative non - local energy density if $`\sigma _{\mu \nu }\pi _{}^{\mu \nu }=0`$, as demonstrated in section 5.

## References


text:
# ∂̄-approach to the dispersionless KP hierarchy L. Martinez Alonso is partially supported by CICYT proyecto PB98–0821

## 1 Introduction

Dispersionless or quasiclassical limits of integrable systems have atracted a considerable interest during the last years (see e.g. - and references therein). Such type of equations and hierarchies arise as a result of processes of averaging over fast variables or as a formal quasiclassical limit $`\mathrm{}`$(or $`ϵ`$) $`0`$. Study of dispersionless hierarchies is of great relevance since they play an important role in the analysis of various problems in different fields of physics and mathematics as, for example, the quantum theory of topological fields and strings -, some models of optical communications  or the theory of conformal maps in the complex plane .

Dispersionless hierarchies have been described and analysed by different methods. In particular, the quasiclassical versions of the inverse scattering transform and Riemann-Hilbert problem method have been applied to the study of some $`1+1`$-dimensional integrable equations . In contrast, similar study of the $`2+1`$-dimensional integrable equations and hierarchies is missing. Our goal is to fill this gap.

In the present paper we shall approach the dispersionless hierarchies from the $`\overline{}`$-dressing method. This method, based on the linear nonlocal $`\overline{}`$-problem, is a very efficient tool for constructing and solving usual integrable hierarchies (see e.g. . We shall demonstrate that this approach provides us with a new and promissing viewpoint of the dispersionless hierarchies. First we shall derive the dispersionless (or quasiclassical) version of the $`\overline{}`$-problem for the dKP hierarchy. It turns to be given by nonlinear first-order equations of the type

$$\frac{S}{\overline{z}}=W(z,\overline{z},\frac{S}{z}).$$
(1)
It turns out that this type of equations are well-known in the theory of complex analysis, in connection with quasi-conformal mappings.

We shall formulate the quasi-classical version of the $`\overline{}`$-dressing method and derive the dKP hierarchy using these equations. Moreover, we shall show that symmetries of the quasiclassical $`\overline{}`$-problem are determined by a linear Beltrami equation and that they form an infinite-dimensional ring structure which constitutes nothing but the dKP hierarchy. In a more general setting this ring of symmetries coincides with the universal Whitham hierarchy introduced in .

## 2 Dispersionless KP and universal Whitham hierarchies

For the sake of convenience we remind here some relevant formulas for the standard and dispersionless KP hierarchies. The standard KP hierarchy written in Lax form (see e.g. )

$$\frac{L}{t_n}=[(L^n)_+,L],n=1,2,\mathrm{},$$
(2)
arises as the compatibility conditions for the system

$$\begin{array}{c}L\psi =z\psi ,\\ \frac{\psi }{t_n}=(L^n)_+\psi ,n=1,2,\mathrm{},\end{array}$$
(3)
where $`L`$ is a pseudo-differential operator

$$L=+u_1(𝒕)^1+u_2(𝒕)^2+\mathrm{},$$

with

$$:=\frac{}{x},𝒕:=(t_1:=x,t_2,\mathrm{}),$$

$`(L^n)_+`$ denotes the pure differential part of $`L^n`$ and $`\psi =\psi (z,𝒕)`$ is a KP wave function.

The dKP hierarchy is given in Lax form by

$$\frac{}{T_n}=\{(^n)_+,\},n=1,2,\mathrm{},$$
(4)
where $`=(p,𝑻)`$ denotes a function which admits an expansion

$$=p+\frac{U_1(𝑻)}{p}+\frac{U_2(𝑻)}{p^2}+\mathrm{},p\mathrm{},𝑻:=(T_1:=X,T_2,\mathrm{}),$$
(5)
$`(^n)_+`$ is the polynomial part of $`^n`$ as a function of $`p`$, and $`\{,\}`$ stands for the Poisson bracket

$$\{f,g\}:=\frac{f}{p}\frac{g}{x}\frac{f}{x}\frac{g}{p}.$$

This system of equations can be derived as a formal $`ϵ0`$ limit of (2) under the change of variables $`T_n=ϵt_n,n1`$ -. In particular, the KP wave function is assumed to behave as

$$\psi (z,\frac{𝑻}{ϵ})\mathrm{exp}\left(\frac{S(z,𝑻)}{ϵ}+O(ϵ^0)\right),$$

where $`S`$ can be expanded as

$$S(z,𝑻)=\underset{n1}{}z^nT_n+\underset{n1}{}\frac{S_n(𝑻)}{z^n},z\mathrm{},.$$
(6)
Under these assumptions it is easy to see that (3) reduces to (5) and

$$\frac{S}{T_n}=\mathrm{\Omega }_n(p,𝑻),$$
(7)
where

$$p:=\frac{S}{X},$$
(8)
and $`\mathrm{\Omega }(p,𝑻):=(^n)_+`$, with $`(p,𝑻):=z(p,𝑻)`$ being the function provided by solving for $`z`$ in (8).

The system (7) represents a family of Hamilton-Jacobi equations for $`S`$. Moreover, it can be shown  that given a function $`S`$ of the form (6) which satisfies (7), then the corresponding function $``$ is a solution of the dKP hierarchy (4). The compatibility conditions for (7) are given by

$$\frac{\mathrm{\Omega }_m}{T_m}\frac{\mathrm{\Omega }_n}{T_n}+\{\mathrm{\Omega }_n,\mathrm{\Omega }_m\}=0,$$
(9)
and represent the Zakharov-Shabat formulation of the dKP hierarchy.

A general scheme for generating dispersionless hierarchies is the universal Whitham hierarchy . Its starting point is a Zakharov-Shabat system

$$\frac{\mathrm{\Omega }_A}{T_B}\frac{\mathrm{\Omega }_B}{T_A}+\{\mathrm{\Omega }_A,\mathrm{\Omega }_B\}=0,$$
(10)
with $`\mathrm{\Omega }_A=\mathrm{\Omega }_A(p,𝑻)`$ being given meromorphic functions of $`p`$ depending on a set of parameters $`𝑻`$. This hierarchy includes as particular cases the dKP, Benney and the dispersionless version of the $`2`$-dimensional Toda lattice.

## 3 Quasi-classical $`\overline{}`$-problems

The standard KP hierarchy is associated with the following scalar non-local linear $`\overline{}`$ equation (see e.g. -) for the KP wave function

$$\frac{\chi (z,\overline{z},𝒕)}{\overline{z}}=_G\mathrm{d}z^{}\mathrm{d}\overline{z}^{}\chi (z^{},\overline{z}^{},𝒕)\psi _0(z^{},𝒕)R_0(z^{},\overline{z}^{},z,\overline{z})\psi _0^1(z,𝒕),$$
(11)
where $`G`$ is a given bounded domain of $``$, $`\psi _0(z,𝒕)=\mathrm{exp}(_{n1}z^nt_n)`$ and $`R_0=R_0(z^{},\overline{z}^{},z,\overline{z})`$ an appropriate function ($`\overline{}`$-data). It is assumed that the function $`\chi `$ has a canonical normalization

$$\chi (z,\overline{z},𝒕)=1+\frac{\chi _1(𝒕)}{z}+\frac{\chi _2(𝒕)}{z^2}+\mathrm{},z\mathrm{}.$$

The corresponding wave function of the standard KP hierarchy is then given by $`\psi =\psi _0\chi `$.

From (11) it follows that in order to get a non singular dispersionless limit of the corresponding solution of the KP hierarchy, the function

$$\begin{array}{c}u(\frac{𝑻}{ϵ}):=ϵ\frac{}{T_1}_G\mathrm{d}z\mathrm{d}\overline{z}_G\mathrm{d}z^{}\mathrm{d}\overline{z}^{}R_0(z^{},\overline{z^{}},z,\overline{z})\\ \times \mathrm{exp}\left(\frac{1}{ϵ}(S_0(z^{},𝑻)S_0(z,𝑻))\right),S_0(z,𝑻):=\underset{n1}{}z^nT_n,\end{array}$$
(12)
should have a finite $`ϵ0`$ limit. This holds, in particular, for $`\overline{}`$-data of the form

$$R_0(z^{},\overline{z^{}},z,\overline{z})=\underset{k0}{}(1)^kr_k(z,\overline{z}^{})ϵ^{k1}\delta ^{(k)}(z^{}zϵ\alpha _k(z,\overline{z})),$$
(13)
where $`r_k`$ and $`\alpha _k`$ are arbitrary functions and

$$\delta ^{(k)}(z,\overline{z}):=\frac{^k\delta (z,\overline{z})}{z^k}.$$

If we now rewrite (11) as

$$\frac{\mathrm{ln}\chi (z,\overline{z},\frac{𝑻}{ϵ})}{\overline{z}}=_G\mathrm{d}z^{}\mathrm{d}\overline{z}^{}\psi (z^{},\overline{z^{}},\frac{𝑻}{ϵ})R_0(z^{},\overline{z^{}},z,\overline{z})\psi (z,\overline{z},\frac{𝑻}{ϵ})^1,$$
(14)
and insert a kernel of the form (14), the limit $`ϵ0`$ leads to

$$\frac{S}{\overline{z}}=W(z,\overline{z},\frac{S}{z}),$$
(15)
where

$$W(z,\overline{z},\frac{S}{z}):=\underset{k0}{}r_k(z,\overline{z})\mathrm{exp}\left(\alpha _k(z,\overline{z})\frac{S}{z}\right)\left(\frac{S}{z}\right)^k.$$
(16)
The above discussion suggests to take equation (15), for appropriate functions $`W`$, as the quasi-classical version of the linear $`\overline{}`$-problem (11). The function $`S`$ is widely used in the discussions of the dispersionless limit of the integrable hierarchies -. Within the $`\overline{}`$-approach it is a non-holomorphic function of the spectral parameter and obeys the nonlinear $`\overline{}`$-equation (15).

The nonlinear Beltrami type equation (15) is well-known in complex analysis. Under certain conditions on $`W`$ it belongs to the class of nonlinear elliptic systems on the plane in the sense of Lavrent’ev . On the other hand, solutions of equations of this type determine quasi-conformal maps of their domains of definition on the complex plane ( see e.g. ). The connection between dispersionless hierarchies and the theory of quasiconformal maps is an interesting problem which will be considered elsewhere.

## 4 Quasi-classical $`\overline{}`$-dressing method

Now we will use the $`\overline{}`$-problem (15) to formulate the dKP hierarchy. In what follows we will have in mind expressions for $`W`$ in which the dependence on $`z`$ and $`\overline{z}`$ are provided for compact supported functions so as to allow for solutions of (15) with asymptotic form (6).

Suppose given a solution $`S=S(z,\overline{z},𝑻)`$ of (15) which as $`z\mathrm{}`$ is of the form (5). Then

$$\frac{}{\overline{z}}\left(\frac{S}{T_n}\right)=W^{}(z,\overline{z},\frac{S}{z})\frac{}{z}\left(\frac{S}{T_n}\right),n1,$$
(17)
where

$$W^{}(z,\overline{z},\lambda ):=\frac{W(z,\overline{z},\lambda )}{\lambda }.$$
(18)
This means that all time derivatives of $`S`$ satisfy the same family (dependent on the infinite set of parameters $`𝑻`$) of linear Beltrami equations

$$\frac{\mathrm{\Phi }}{\overline{z}}=Q(z,\overline{z},𝑻)\frac{\mathrm{\Phi }}{z},$$
(19)
where

$$Q(z,\overline{z},𝑻):=W^{}(z,\overline{z},\frac{S}{z}).$$

Together with $`\frac{S}{T_n}`$, any combination

$$\underset{k}{}U_{n_k}(𝑻)\left(\frac{S}{T_{n_k}}\right)^{m_k},$$

obeys (17) as well. On the other hand, under mild conditions , a solution of the linear Beltrami equation bounded on the whole plane $``$ and vanishing at $`z\mathrm{}`$ vanishes identically. These properties are fundamental for our formulation of the dKP hierarchy. Indeed, given a solution of (15) of the form (5) then it follows that

$$\frac{S}{T_n}=z^n+\underset{m1}{}\frac{S_m(𝑻)}{z^m},z\mathrm{},$$
(20)
and, in particular, the function $`p:=\frac{S}{X}`$ can be expanded as

$$p=z+\underset{n1}{}\frac{_XS_n}{z^n},z\mathrm{}.$$
(21)
In this way, if we denote by $`(p,𝑻)`$ the expansion for $`z`$ obtained by inverting (21), it is clear from (28) and (21) that

$$\frac{S}{T_n}(^n)_+=O(\frac{1}{z}),z\mathrm{}.$$

Hence, as

$$\frac{S}{T_n}(^n)_+$$

is also a solution of (19) we conclude that $`S`$ satisfies (7), so that $`(p,𝑻)`$ is a solution of the dKP hierarchy. Therefore, we see that the quasi-classical $`\overline{}`$-problem (15) leads to a straightforward formulation of the dKP hierarchy along the standard logic of the $`\overline{}`$-dressing method.

## 5 Ring of symmetries of the quasi-classical $`\overline{}`$-problem and the universal Whitham hierarchy

In section 3 we have derived the $`\overline{}`$-problem (15) by starting with the $`\overline{}`$-problem (11) for the KP hierarchy. One can show that the quasi-classical cs of the form (15) arise also as the dispersionless limit of other scalar integrable hierarchies, like the $`2`$-dimensional Toda lattice and the modified KP hierarchy. The only difference consists in the different behaviours assumed for $`S`$ at infinity.

Thus the problem (15), taken on some bounded domain $`G`$ of $``$, can be regarded as the starting point of a whole approach to scalar dispersionless hierarchies without any reference to the linear $`\overline{}`$-problems of the original *dispersionfull* hierarchies. The main feature of this approach is that the symmetries (first order variations $`\delta S`$) of (15) are determined by the Beltrami equation

$$\frac{}{\overline{z}}(\delta S)=W^{}(z,\overline{z},\frac{S}{z})\frac{}{z}(\delta S).$$
(22)
As a consequence, if $`\delta S`$ is a solution of (22) and $`\mathrm{\Phi }(\xi )`$ is a differentiable function, then $`\mathrm{\Phi }(\delta S)`$ is a solution too. Reciprocally, given two solutions $`\delta _iS`$ $`(i=1,2)`$ there exists a function $`\mathrm{\Phi }(\xi )`$ such that $`\delta _1S=\mathrm{\Phi }(\delta _2S)`$. Moreover, the product of two symmetries $`\delta _1S\delta _2S`$ also satisfies (22).

Therefore, symmetries of the quasi-classical $`\overline{}`$-problem (15) form an infinite-dimensional ring.

Let us denote by $`T_A`$ the times associated to the corresponding symmetry flows, so that the infinitesimal symmetries are $`\frac{S}{T_A}`$. If we mark one of such symmetries $`\frac{S}{T_{A_0}}`$ and denote it by $`p`$, then for any symmetry we can write

$$\frac{S}{T_A}=\mathrm{\Omega }_A(p,𝑻),$$
(23)
for a certain function $`\mathrm{\Omega }_A`$. Thus, by varying $`\mathrm{\Omega }_A`$ one can generate all the symmetries of the $`\overline{}`$-problem (15) out of one of them $`p`$ (basically arbitrary). The compatibility conditions for (23) are

$$\frac{\mathrm{\Omega }_A}{T_B}\frac{\mathrm{\Omega }_B}{T_A}+\{\mathrm{\Omega }_A,\mathrm{\Omega }_B\}=0,$$
(24)
where

$$\{f,g\}:=\frac{f}{p}\frac{g}{A_0}\frac{f}{A_0}\frac{g}{p}.$$

The infinite system (24) is exactly the Universal Whitham hierarchy. Hence, this hierachy describes the infinite-dimensional ring of symmetries of the scalar quasi-classical $`\overline{}`$-problem (15). As it was shown in  the Universal Whitham hierarchy contains several relevant dispersionless hierarchies as particular reductions. This means that the quasi-classical $`\overline{}`$-problem (15) has also a universal character.

## 6 Solutions of dispersionless hierarchies

Quasi-classical $`\overline{}`$-dressing methods based on (15) provide us also with a tool for solving dispersionless hierarchies. The point is that we can apply the method of characteristics to solve (15) and then to find solutions $`S`$ satisfying the appropriate behaviour at $`\mathrm{}`$.

To illustrate this process let us consider the dKP hierarchy and a $`\overline{}`$-problem of the form

$$\frac{S}{\overline{z}}=\theta (1z\overline{z})W_0\left(\frac{S}{z}\right),$$
(25)
where $`\theta (\xi )`$ is the usual Heaviside function and $`W_0(m)`$ is an arbitrary differentiable function. Observe that (25) implies

$$\frac{m}{\overline{z}}=W_0^{}(m)\frac{m}{z},m:=\frac{S}{z},|z|<1,$$

where $`W_0^{}=\frac{\mathrm{d}W_0}{\mathrm{d}m}`$. This equation can be solved at once by applying the methods of characteristics, so that the general solution $`S_{in}`$ of (25) inside the unit circle $`|z|<1`$ is implicitly characterized by

$$\begin{array}{c}S_{in}=W_0(m)\overline{z}+mzf(m),\\ \\ W_0^{}(m)\overline{z}+z=f^{}(m),\end{array}$$
(26)
where $`f=f(m)`$ is an arbitrary differentiable function. The solution $`S_{out}`$ of (25) outside the unit circle is any arbitrary analytic function ($`\overline{z}`$-independent). However, in order to obtain a global solution of (25) in the class of locally integrable generalized functions we impose the continuity of $`S`$ at the unit circle, so that

$$S_{out}(z)=S_{in}(z,\frac{1}{z}),|z|=1.$$
(27)
Moreover, as we are dealing with the dKP hierarchy, we require $`S_{out}`$ to be of the form

$$S_{out}=\underset{n1}{}z^nT_n+\underset{n1}{}\frac{s_n(𝑻)}{z^n}.$$
(28)
On the other hand, from (26) it follows that the coefficients of $`S_{out}`$ are determined by the identity

$$\frac{S_{out}}{z}=m_0\frac{W(m_0)}{z^2},m_0(z):=m(z,\frac{1}{z}),$$
(29)
where $`m_0`$ is related to the arbitrary function $`f`$ in (26) as

$$\frac{W^{}(m_0)}{z}+z=f^{}(m_0).$$
(30)
In this way we have a solution method for the dKP hierarchy based on solving the $`\overline{}`$-equation (25). In principle the process is the following. We first take a certain function $`f=f(m,𝒂)`$ depending on $`m`$ and a certain set of undetermined parameters $`𝒂=(a_1,\mathrm{},a_n)`$, and solve for $`m=m(z,\overline{z},𝒂)`$ in the second equation of (26). Then the functions $`S_{in}(z,\overline{z},𝒂)`$ and $`S_{out}(z,𝒂)`$ are determined by means of the first equation of (26) and (27), respectively. Finally, we impose $`S_{out}`$ to admit an asymptotic expansion (28) and get the parameters $`𝒂`$ as functions of the dKP times $`𝒕`$. However, as this method of solution is based on solving implicit equations, there is no general guarantee that the resulting expression for $`S`$ be a global generalized solution of (25), so that a further analysis of the regularity of $`S`$ is required. Furthermore, in case we were able to guarantee the appropriate regularity of $`S`$ there would be an easier way to determine $`S`$. Indeed, we may start with a function $`m_0=m_0(z,𝒂)`$ and find the coefficients of the expansion (28) of $`S_{out}`$ by imposing (28) and (30). According to (30), the corresponding function $`f=f(m,𝒂)`$ in (26) is then given by

$$f^{}(m_0,𝒂)=\frac{W^{}(m_0)}{h(m_0,𝒂)}+h(m_0,𝒂),$$

where $`h(m_0,𝒂)`$ is the inverse function $`z=h(m_0,𝒂)`$ of the function $`m_0=m_0(z,𝒂)`$.

As an example, let us consider the case

$$W_0(m)=m^2,m_0:=az^2+bz+c+\frac{d}{z}.$$

From (30) we get a function $`S_{out}`$ of the form

$$S_{out}=\underset{n=1}{\overset{3}{}}z^nT_n+\underset{n=1}{\overset{3}{}}\frac{S_n(𝑻)}{z^n},$$

where

$$\begin{array}{c}aa^2=3T_3,(12a)b=2T_2,\\ \\ (12a)cb^2=X,(12a)d2bc=0,\\ \\ S_1=c^2+2bd,S_2=cd,S_3=\frac{d^2}{3}.\end{array}$$

We notice that the function

$$U:=\frac{S_1}{X}=\frac{2X+24T_2^224T_3X}{(112T_3)^2},$$

verifies the first equation of the dKP hierarchy

$$\frac{3}{2}\frac{^2U}{T_2^2}=\frac{}{X}\left(\frac{U}{T_3}6U\frac{U}{X}\right).$$

A general discussion of the $`\overline{}`$-method of solution for dispersionless hierarchies will be presented elsewhere.