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# Belief Revision: A Critique Some of this work was done while both authors were at the IBM Almaden Research Center. The first author was also at Stanford while much of the work was done. IBM and Stanford’s support are gratefully acknowledged. This work was also supported in part by NSF under grants IRI-95-03109 and IRI-96-25901, by the Air Force Office of Scientific Research under grant F49620-96-1-0323, and by an IBM Graduate Fellowship to the first author. A preliminary version of this paper appeared in L. C. Aiello, J. Doyle, and S. C. Shapiro (Eds.) Principles of knowledge representation and reasoning : Proc. Fifth International Conference (KR ’96), pp. 421–431, 1996. This version will appear in the Journal of Logic, Language, and Information.

## 1 Introduction

The problem of belief change—how an agent should revise her beliefs upon learning new information—has been an active area of research in both philosophy and artificial intelligence. The problem is a fascinating one in part because it is clearly no unique answer. Nevertheless, there is a strong intuition that one wants to make minimal changes, and all the approaches to belief change in the literature, such as \[Alchourrón, Gärdenfors, and Makinson 1985, Gärdenfors 1988, Katsuno and Mendelzon 1991a\], try to incorporate this principle. However, approaches differ on what constitutes a minimal change. This issue has come to the fore with the spate of recent work on iterated belief revision (see, for example, \[Boutilier 1996, Boutilier and Goldszmidt 1993, Darwiche and Pearl 1994, Freund and Lehmann 1994, Lehmann 1995, Levi 1988, Williams 1994\]).

The approaches to belief change typically start with a collection of postulates, argue that they are reasonable, and prove some consequences of these postulates. Often a semantic model for the postulates is provided and a representation theorem is proved (of the form that every semantic model corresponds to some belief revision process, and that every belief revision process can be captured by some semantic model). Our goal here is not to introduce yet another model of belief change, but to examine carefully the rationale underlying the approaches in the literature. The main message of the paper is that describing postulates and proving a representation theorem is not enough. While it may have been reasonable when research on belief change started in the early 1980s to just consider the implications of a number of seemingly reasonable postulates, it is our view that it should no longer be acceptable just to write down postulates and give short English justifications for them. While postulates do provide insight and guidance, it is also important to describe what, for want of a better word, we call the underlying ontology or scenario for the belief change process. Roughly speaking, this means describing carefully what it means for something to be believed by an agent and what the status is of new information that is received by the agent. This point will hopefully become clearer as we present our critique. We remark that even though the issue of ontology is tacitly acknowledged in a number of papers (for example, in the last paragraph of \[Lehmann 1995\]), it rarely enters into the discussion in a significant way.111A recent manuscript by Hansson \[?\] does raise some issues of ontology in the context of justification of beliefs, but no particular ontology for belief revision is discussed. We hope to show that ontology must play a central role in all discussions of belief revision.

Our focus is on approaches that take as their starting point the postulates for belief revision proposed by Alchourrón, Gärdenfors, and Makinson (AGM from now on) \[?\], but our critique certainly applies to other approaches as well, in particular, Katsuno and Mendelzon’s belief update \[?\]; see Section 5. The AGM approach assumes that an agent’s epistemic state is represented by a belief set, that is, a set $`K`$ of formulas in a logical language $``$.222For example, Gärdenfors \[?, p. 21\] says “A simple way of modeling the epistemic state of an individual is to represent it by a set of sentences.” What the agent learns is assumed to be characterized by some formula $`\phi `$, also in $``$; $`K\phi `$ describes the belief set of an agent that starts with belief set $`K`$ and learns $`\phi `$.333One of the reviewers considered the usage of the terms learns and observes as introducing a bias regarding the nature of the belief revision process. We feel that this comment highlights the need for a more concrete ontology for belief revision. We continue to use these terms, since they are quite standard in the literature, but we admit that they are indeed biased. There may well be ontologies for which they are inappropriate.

There are two assumptions implicit in this notation:

* The functional form of $``$ suggests that all that matters regarding how an agent revises her beliefs is the belief set and what is learnt.
* The notation suggests that the second argument of $``$ can be an arbitrary formula in $``$. But what does it mean to revise by false? In what sense can false be learnt? More generally, is it reasonable to assume that an arbitrary formula can be learnt in a given epistemic state?

The first assumption is particularly problematic when we consider the postulates that AGM require $``$ to satisfy. These essentially state that the agent is consistent in her choices, in the sense that she acts as though she has an ordering on the strength of her beliefs \[Gärdenfors and Makinson 1988, Grove 1988\], or an ordering on possible worlds \[Boutilier 1994, Grove 1988, Katsuno and Mendelzon 1991b\], or some other predetermined manner of choosing among competing beliefs \[Alchourrón, Gärdenfors, and Makinson 1985\]. However, the fact that an agent’s epistemic state is characterized by a collection of formulas means that the epistemic state cannot include information about relative strength of beliefs (as required for the approach of, say, \[Gärdenfors and Makinson 1988\]), unless this information is expressible in the language. Note that if $``$ is propositional logic or first-order logic, such information cannot be expressed. On the other hand, if $``$ contains conditional formulas of the form $`p>q`$, interpreted as “if $`p`$ is learnt, then $`q`$ will be believed”, then constraints on the relative strength of beliefs can be expressed (indirectly, by describing which beliefs will be retained after a revision).

Problems arise when the language is not rich enough to express relative degrees of strength in beliefs. Consider, for example, a situation where $`K=Cl(pq)`$ (the logical closure of $`pq`$; that is, the agent’s beliefs are characterized by the formula $`pq`$ and its logical consequences), and then the agent learns $`\phi =\neg p\neg q`$. We can imagine that an agent whose belief in $`p`$ is stronger than her belief in $`q`$ would have $`K\phi =Cl(p)`$. That is, the agent gives up her belief in $`q`$, but retains a belief in $`p`$. On the other hand, if the agent’s belief in $`q`$ is stronger than her belief in $`p`$, it seems reasonable to expect that $`K\phi =Cl(q)`$. This suggests that it is unreasonable to take $``$ to be a function if the representation language is not rich enough to express what may be significant details of an agent’s epistemic state.

We could, of course, assume that information about the relative strength of beliefs in various propositions is implicit in the choice of the revision operator $``$, even if it is not contained in the language. This is perfectly reasonable, and also makes it more reasonable that $``$ be a function. However, note that we can then no longer assume that we use the same $``$ when doing iterated revision, since there is no reason to believe that the relative strength of beliefs is maintained after we learn a formula. In fact, in a number of recent papers \[Boutilier 1996, Boutilier and Goldszmidt 1993, Friedman and Halpern 1999, Nayak 1994, Spohn 1988, Williams 1994\], $``$ is defined as a function from (epistemic states $`\times `$ formulas) to epistemic states, but the epistemic states are no longer just belief sets; they include information regarding relative strengths of beliefs. The revision function on epistemic states induces a mapping from (belief sets $`\times `$ formulas) to belief sets, but at the level of belief sets, the mapping may not be functional; for a belief set $`K`$ and formula $`\phi `$, the belief set $`K\phi `$ may depend on what epistemic state induced $`K`$. Thus, the effect of $``$ on belief sets may change over time.444Freund and Lehmann \[?\] have called the viewpoint that $``$ may change over time the dynamic point of view. However, this seems somewhat of a misnomer when applied to papers such as \[Boutilier 1996, Boutilier and Goldszmidt 1993, Friedman and Halpern 1999, Williams 1994\], since there $``$ in fact is static, when viewed as a function on epistemic states and formulas.

There is certainly no agreement on what postulates belief change should satisfy. However, the following two postulates are almost universal:

* $`\phi K\phi `$
* if $`K`$ is consistent and $`\phi K`$, then $`K\phi =K`$.

These postulates have been characterized by Rott \[?\] as being “beyond controversy”. Nevertheless, we argue that they are not as innocent as they may at first appear.

The first postulate says that the agent believes the last thing she learns. Making sense of this requires some discussion of the underlying ontology. It certainly makes sense if we take (as Gärdenfors \[?\] does) the belief set $`K`$ to consist of all formulas that are accepted by the agent (where “accepted” means “treated as true”), and the agent revises by $`\phi `$ only if $`\phi `$ has somehow come to be accepted. However, note that deciding when a formula has come to be accepted is nontrivial. In particular, just observing $`\phi `$ will not in general be enough for accepting $`\phi `$. Acceptance has a complex interaction with what is already believed. For example, imagine a scientist who believes that heavy objects drop faster than light ones, climbs the tower of Pisa, drops a 5 kilogram textbook and a 500 milligram novel, and observes they hit the ground at the same time. This scientist will probably not accept that the time for an object to fall to the ground is independent of its weight, on the basis of this one experiment (although perhaps repeated experiments may lead her to accept it).

While the acceptance point of view is certainly not unreasonable, the fact that just observing $`\phi `$ is not necessarily enough for acceptance often seems forgotten. It also seems hard to believe that false would ever be accepted. More generally, it is far from obvious that in a given epistemic state $`K`$ we should allow arbitrary consistent formulas to be accepted. Intuitively, this does not allow for the possibility that some beliefs are held so firmly that their negations could never be accepted. (Later we describe an ontology where observations are taken to be known in which in fact some consistent formulas will not be accepted in some epistemic states.)

While the second postulate is perhaps plausible if we cannot talk about epistemic importance or strength of belief in the language, it is less so once we can talk about such things (or if either epistemic importance or strength of belief is encoded in the epistemic state some other way). For suppose that $`\phi K`$. Why should $`K\phi =K`$? It could well be that being informed of $`\phi `$ raises the importance of $`\phi `$ in the epistemic ordering, or the agent’s strength of belief in $`\phi `$. If strength of belief can be talked about in the language, then a notion of minimal change should still allow strengths of belief to change, even when something expected is observed. Even if we cannot talk about strength of belief in the language, this observation has an impact on iterated revisions. For example, one assumption made by Lehmann \[?\] (his postulate I4) is that if $`p`$ is believed after revising by $`\phi `$, then revising by $`[\phi p\psi ]`$—that is, revising by $`\phi `$ then $`p`$ then $`\psi `$—is equivalent to revising by $`[\phi \psi ]`$. But consider a situation where after revising by $`\phi `$, the agent believes both $`p`$ and $`q`$, but her belief in $`q`$ is stronger than her belief in $`p`$. We can well imagine that after learning $`\neg p\neg q`$ in this situation, she would believe $`\neg p`$ and $`q`$. However, if she first learned $`p`$ and then $`\neg p\neg q`$, she would believe $`p`$ and $`\neg q`$, because, as a result of learning $`p`$, she would give $`p`$ higher epistemic importance than $`q`$. In this case, we would not have $`[\phi p(\neg p\neg q)]=[\phi (\neg p\neg q)]`$. In light of this discussion, it is not surprising that the combination of the second postulate with a language that can talk about epistemic ordering leads to technical problems such as Gärdenfors’ triviality result \[?\].

To give a sense of our concerns here, we discuss two basic ontologies. The first ontology that seems (to us) reasonable assumes that the agent has some knowledge as well as beliefs. We can think of the formulas that the agent knows as having the highest state of epistemic importance. In keeping with the standard interpretation of knowledge, we also assume that the formulas that the agent knows are true in the world. Since agents typically do not have certain knowledge of very many facts, we assume that the knowledge is augmented by beliefs (which can be thought of as defeasible guides to action). Thus, the set of formulas that are known form a subset of the belief set. We assume that the agent observes the world using reliable sensors; thus, if the agent observes $`\phi `$, then the agent is assumed to know $`\phi `$.555In fact, the phrase “reliable sensors” is somewhat too strong. We can deal with unreliable sensors in our framework by explicitly modeling the difference between the sensor reading the agent observes, which we take to be a reliable observation, and the actual state of the external world that the sensor is, unreliably, measuring or reporting. See \[Boutilier, Friedman, and Halpern 1998\] for a more detailed discussion of this point. After observing $`\phi `$, the agent adds $`\phi `$ to his stock of knowledge, and may revise his belief set. Since the agent’s observations are taken to be knowledge, the agent will believe $`\phi `$ after observing $`\phi `$. However, the agent’s epistemic state may change even if she observes a formula that she previously believed to be true. In particular, if the formula observed was believed to be true but not known to be true, after the observation it is known. Note that, in this ontology, the agent never observes false, since false is not true of the world. In fact, the agent never observes anything that contradicts her knowledge. Thus, $`K\phi `$ is defined only for formulas $`\phi `$ that are compatible with the agent’s knowledge. Moving to iterated revision, this means we cannot have a revision by $`\phi `$ followed by a revision by $`\neg \phi `$. This ontology underlies some of our earlier work \[?, ?, ?\]. As we show here, by taking a variant of Darwiche and Pearl’s approach \[?\], we can also capture this ontology. This ontology captures the essence of Bayesian updating in probabilistic reasoning. By taking observations to be known, we are essentially giving observed events probability 1 and conditioning on them.

We can consider a second ontology that has a different flavor. In this ontology, if we observe something, we believe it to be true and perhaps even assign it a strength of belief. But this assignment does not represent the strength of belief of the observation in the resulting epistemic state. Rather, the belief in the observation must “compete” against current beliefs if it is inconsistent with these beliefs. In this ontology, it is not necessarily the case that $`\phi K\phi `$, just as it is not the case that a scientist will necessarily adopt the consequences of his most recent observation into his stock of beliefs (at least, not without doing some additional experimentation). Of course, to flesh out this ontology, we need to describe how to combine a given strength of belief in the observation with the strengths of the beliefs in the original epistemic state. Perhaps the closest parallel in the uncertainty literature is something like the Dempster-Shafer rule of combination \[Shafer 1976\], which gives a rule for combining two separate bodies of belief. We believe that this type of ontology deserves further study. We sketch one particular approach to modeling this ontology in Section 5 and refer the reader to \[Boutilier, Friedman, and Halpern 1998\] for a more thorough treatment of it. A quite different treatment of this problem, more in the spirit of the AGM approach, has been studied by Hansson \[?\], Makinson \[?\], and others; see \[Hansson 1998b\] for an overview of this work.

The rest of the paper is organized as follows. In Section 2, we review the AGM framework, and point out some problems with it. In Section 3, we consider proposals for belief change and iterated belief change from the literature due to Boutilier \[?\], Darwiche and Pearl \[?\], Freund and Lehmann \[?\], and Lehmann \[?\], and try to understand the ontology implicit in the proposal (to the extent that one can be discerned). In Section 4, we consider the first ontology discussed above in more detail. We conclude with some discussion in Section 5.

## 2 AGM Belief Revision

In this section we review the AGM approach to belief revision. As we said earlier, this approach assumes that beliefs and observations are expressed in some language $``$. It is assumed that $``$ is closed under negation and conjunction, and comes equipped with a compact consequence relation $`_{}`$ that contains the propositional calculus and satisfies the deduction theorem. The agent’s epistemic state is represented by a belief set, that is, a set of formulas in $``$ closed under deduction. There is also assumed to be a revision operator $``$ that takes a belief set $`K`$ and a formula $`\phi `$ and returns a new belief set $`K\phi `$, intuitively, the result of revising $`K`$ by $`\phi `$. The following AGM postulates are an attempt to characterize the intuition of “minimal change”:

$`K\phi `$ is a belief set

$`\phi K\phi `$

$`K\phi Cl(K\{\phi \})`$

If $`\neg \phi K`$ then $`Cl(K\{\phi \})K\phi `$

$`K\phi =Cl(\text{false})`$ if and only if $`_{}\neg \phi `$

If $`_{}\phi \psi `$ then $`K\phi =K\psi `$

$`K(\phi \psi )Cl(K\phi \{\psi \})`$

If $`\neg \psi K\phi `$ then $`Cl(K\phi \{\psi \})K(\phi \psi )`$

The essence of these postulates is the following. Revising $`K`$ by $`\phi `$ gives a belief set (Postulate R1) that includes $`\phi `$ (R2). If $`\phi `$ is consistent with $`K`$, then $`K\phi `$ consist precisely of those beliefs implied by the combination of the old beliefs with the new belief (R3 and R4). Note that it follows from R1–R4 that if $`\phi K`$, then $`K=K\phi `$. The next two postulates discuss the coherence of beliefs. R5 states that as long as $`\phi `$ is consistent, then so is $`K\phi `$, and R6 states that the syntactic form of the new belief does not affect the revision process. The last two postulates enforce a certain coherency on the outcome of revisions by related beliefs. Basically they state that if $`\psi `$ is consistent with $`K\phi `$ then $`K(\phi \psi )`$ is the result of adding $`\psi `$ to $`K\phi `$.

The intuitions described by AGM is based on one-step (noniterated) revision. Nevertheless, the AGM postulates do impose some restrictions on iterated revisions. For example, suppose that $`q`$ is consistent with $`Kp`$. Then, according to R2 and R3, $`(Kp)q=\text{Cl}(Kp\{q\})`$. Using R7 and R8 we can conclude that $`(Kp)q=K(pq)`$.

There are several representation theorems for AGM belief revision; perhaps the easiest to understand is due to Grove \[?\]. We discuss a slight modification, due to Boutilier \[?\] and Katsuno and Mendelzon \[?\]: Let an $``$-world be a complete and consistent truth assignment to the formulas in $``$. Let $`𝒲`$ consist of all the $``$-worlds, and let $``$ be a ranking, that is, a total preorder, on the worlds in $`𝒲`$. Let $`\mathrm{min}_{}`$ consist of all the minimal worlds with respect to $``$, that is, all the worlds $`w`$ such that there is no $`w^{}`$ with $`w^{}w`$. With $``$ we can associate a belief set $`\text{Bel}()`$, consisting of all formulas $`\phi `$ that are true in all the worlds in $`\mathrm{min}_{}`$. Moreover, we can define a revision operator $``$, by taking $`\text{Bel}()\phi `$ to consist of all formulas $`\psi `$ that are true in all the minimal $`\phi `$-worlds according to $``$. It can be shown that $``$ satisfies the AGM postulates (when its first argument is $`\text{Bel}()`$). Thus, we can define a revision operator by taking a collection of orderings $`_K`$, one for each belief set $`K`$. To define $`K\phi `$ for a belief set $`K`$, we apply the procedure above, starting with the ranking $`_K`$ corresponding to $`K`$.666In this construction, for each belief set $`K`$ other than the inconsistent belief set, we have $`\text{Bel}(_K)=K`$. The inconsistent belief set gets special treatment here. Furthermore, Grove \[?\], Katsuno and Mendelzon \[?\], and Boutilier \[?\] show that every belief revision operator satisfying the AGM axioms can be characterized in this way.

This elegant representation theorem also brings out some of the problems with the AGM postulates. First, note that a given revision operator $``$ is represented by a family of rankings, one for each belief set. There is no necessary connection between the rankings corresponding to different belief sets. It might seem more reasonable to have a more global setting (perhaps one global ranking) from which each element in the family of rankings arises.

A second important point is that the epistemic state here is a function not only of the belief set, but also of the ranking. The latter, however, is represented only implicitly. Each ranking $``$ is associated with a belief set $`\text{Bel}()`$, but it is the ranking that gives the information required to describe how revision is carried out. The belief set does not suffice to determine the revision; there are many rankings $``$ for which the associated belief set $`\text{Bel}()`$ is $`K`$. Since the revision process only gives us the revised belief set, not the revised ranking, the representation does not support iterated revision.

This suggests that we should consider, not how to revise belief sets, but how to revise rankings. More generally, whatever we take to be our representation of the epistemic state, it seems appropriate to consider how these representations should be revised. We can define an analogue of the AGM postulates for epistemic states in a straightforward way (cf. \[Friedman and Halpern 1994\]): Taking $`E`$ to range over epistemic states and $`\text{Bel}(E)`$ to represent the belief set associated with epistemic state $`E`$, we have

$`E\phi `$ is an epistemic state

$`\phi \text{Bel}(E\phi )`$

$`\text{Bel}(E\phi )Cl(\text{Bel}(E)\{\phi \})`$

and so on, with the obvious syntactic transformation. In fact, as we shall see in the next section, a number of processes for revising epistemic states have been considered in the literature, and in fact they all do satisfy these modified postulates.

Finally, even if we restrict attention to belief sets, we can consider what happens if the underlying language $``$ is rich enough to talk about how revision should be carried out. For example, suppose $``$ includes conditional formulas, and we want to find some ranking $``$ for which the corresponding belief set is $`K`$. Not just any ranking $``$ such that $`\text{Bel}()=K`$ will do here. The beliefs in $`K`$ put some constraints on the ranking. For example, if $`p>q`$ is in $`K`$ and $`pK`$, then the minimal $``$-worlds satisfying $`p`$ must all satisfy $`q`$, since after $`p`$ is learnt, $`q`$ is believed. Once we restrict to rankings $`_K`$ that are consistent with $`K`$ then the AGM postulates are no longer sound. This point has essentially been made before \[Boutilier 1992, Rott 1989\]. However, it is worth stressing the sensitivity of the AGM postulates to the underlying language and, more generally, to the choice of epistemic state.

## 3 Proposals for Iterated Revision

We now briefly review some of the previous proposals for iterated belief change, and point out how the impact of the observations we have been making on the approaches. Most of these approaches start with the AGM postulates, and augment them to get seemingly appropriate restrictions on iterated revision. This is not an exhaustive review of the literature on iterated belief revision by any stretch of the imagination. Rather, we have chosen a few representative approaches that allow us to bring out our methodological concerns.

### 3.1 Boutilier’s Approach

As we said in the previous section, Boutilier takes the agent’s epistemic state to consist of a ranking of possible worlds. Boutilier \[?\] describes a particular revision operator $`_B`$ on epistemic states. This revision operator maps a ranking $``$ of possible worlds and an observation $`\phi `$ to a revised ranking $`_B\phi `$ such that (a) $`_B\phi `$ satisfies the conditions of the representation theorem described above, that is, the minimal worlds in $`_B\phi `$ are precisely the minimal $`\phi `$-worlds in $``$, and (b) in a precise sense, $`_B\phi `$ is the result of making the minimal number of changes to $``$ required to guarantee that all the minimal worlds in $`_B\phi `$ satisfy $`\phi `$. Given a ranking $``$ and a formula $`\phi `$, the ranking $`_B\phi `$ is identical to $``$ except that the minimal $`\phi `$-worlds according to $``$ have the minimal rank in the revised ranking, while the relative ranks of all other worlds remains unchanged.

Boutilier characterizes the properties of his approach as follows. Suppose that, starting in some epistemic state, we revise by $`\phi _1,\mathrm{},\phi _n`$. Further suppose $`\phi _{i+1}`$ is consistent with the beliefs after revising by $`\phi _1,\mathrm{},\phi _i`$. Then the beliefs after revising by $`\phi _1,\mathrm{},\phi _n`$ are precisely the beliefs after observing $`\phi _1\mathrm{}\phi _n`$. (More precisely, given any ranking $``$, the belief set associated with the ranking $`_B\phi _1_B\mathrm{}_B\phi _n`$ is the same as that associated with the ranking $`_B(\phi _1\mathrm{}\phi _n)`$. Note, however, that $`_B\phi _1_B\mathrm{}_B\phi _n_B(\phi \mathrm{}\phi _n)`$ in general.) Thus, as long as the agent’s new observations are not surprising, the agent’s beliefs are exactly the ones she would have had had she observed the conjunction of all the observations. This is an immediate consequence of the AGM postulates, and thus holds for any approach that attempts to extend the AGM postulates to iterated revision.

What happens when the agent observes a formula $`\phi _{n+1}`$ that is inconsistent with her current beliefs? Boutilier shows that in this case the new observation nullifies the impact of the all the observations starting with the most recent one that is inconsistent with $`\phi _{n+1}`$. More precisely, suppose $`\phi _{i+1}`$ is consistent with the belief after observing $`\phi _1,\mathrm{},\phi _i`$ for all $`in`$, but $`\phi _{n+1}`$ is inconsistent with the beliefs after observing $`\phi _1,\mathrm{},\phi _n`$. Let $`k`$ be the maximal index such that $`\phi _{n+1}`$ is consistent with the beliefs after learning $`\phi _1,\mathrm{},\phi _k`$. The agent’s beliefs after observing $`\phi _{n+1}`$ are the same as her beliefs after observing $`\phi _1,\mathrm{},\phi _k,\phi _{n+1}`$. Thus, the agent acts as though she did not observe $`\phi _{k+1},\mathrm{},\phi _n`$.

Boutilier does not provide any argument for the reasonableness of this ontology. In fact, Boutilier’s presentation (like almost all others in the literature) is not in terms of an ontology at all; he presents his approach as an attempt to minimize changes to the ranking. While the intuition of minimizing changes to the ranking seems reasonable at first, it becomes less reasonable when we realize its ontological implications. The following example, due to Darwiche and Pearl \[?\], emphasizes this point. Suppose we encounter a strange new animal and it appears to be a bird, so we believe it is a bird. On closer inspection, we see that it is red, so we believe that it is a red bird. However, an expert then informs us that it is not a bird, but a mammal. Applying Boutilier’s revision operator, we would no longer believe that the animal is red. This does not seem so reasonable.

One more point is worth observing: As described by Boutilier \[?\], his approach does not allow revision by false. While we could, of course, modify the definition to handle false, it is more natural simply to disallow it. This suggests that, whatever ontology is used to justify Boutilier’s approach, in that ontology, revising by false should not make sense.

### 3.2 Freund and Lehmann’s Approach

Freund and Lehmann \[?\] stick close to the original AGM approach. They work with belief sets, not more general epistemic states. However, they are interested in iterated revision. They consider the effect of adding just one more postulate to the basic AGM postulates, namely

If $`\neg \phi K`$, then $`K\phi =K_{}\phi `$,

where $`K_{}`$ is the inconsistent belief set, which consists of all formulas.

Suppose $``$ satisfies R1–R8 and FL. Just as with Boutilier’s approach, if $`\phi _{i+1}`$ is consistent with the beliefs after learning $`\phi _1,\mathrm{},\phi _i`$ for $`in1`$, then $`K\phi _1\mathrm{}\phi _n=K(\phi _1\mathrm{}\phi _n)`$. However, if we then observe $`\phi _{n+1}`$, and it is inconsistent with $`K\phi _1\mathrm{}\phi _n`$, then $`K\phi _1\mathrm{}\phi _{n+1}=K_{}\phi _{n+1}`$. That is, observing something inconsistent causes us to retain none of our previous beliefs, but to start over from scratch. While the ontology here is quite simple to explain, as Freund and Lehmann themselves admit, it is a rather severe form of belief revision. Darwiche and Pearl’s red bird example applies to this approach as well.

### 3.3 Darwiche and Pearl’s Approach

Darwiche and Pearl \[?\] suggest a set of postulates extending the AGM postulates, and claim to provide a semantics that satisfies them. Their intuition is that the revision operator should retain as much as possible certain parts of the ordering among worlds in the ranking. In particular, if $`w`$ and $`w^{}`$ both satisfy $`\phi `$, then a revision by $`\phi `$ should not change the relative rank of $`w`$ and $`w^{}`$. Similarly, if both $`w`$ and $`w^{}`$ satisfy $`\neg \phi `$, then a revision should not change their relative rank. They describe four postulates that are meant to embody these intuitions:

If $`\phi \psi `$, then $`(K\psi )\phi =K\phi `$

If $`\phi \neg \psi `$, then $`(K\psi )\phi =K\phi `$

If $`\psi K\phi `$, then $`\psi (K\psi )\phi `$

If $`\neg \psi K\phi `$, then $`\neg \psi (K\psi )\phi `$

Freund and Lehmann \[?\] point out that C2 is inconsistent with the AGM postulates. This observation seems inconsistent with the fact that Darwiche and Pearl claim to provide an example of a revision method that is consistent with their postulates. What is going on here? It turns out that the issues raised earlier help clarify the situation.

The semantics that Darwiche and Pearl use as an example is based on a special case of Spohn’s ordinal conditional functions (OCFs) \[?\] called $`\kappa `$-rankings \[Goldszmidt and Pearl 1992\]. A $`\kappa `$-ranking associates with each world either a natural number $`n`$ or $`\mathrm{}`$, with the requirement that for at least one world $`w_0`$, we have $`\kappa (w_0)=0`$. We can think of $`\kappa (w)`$ as the rank of $`w`$, or as denoting how surprising it would be to discover that $`w`$ is the actual world. If $`\kappa (w)=0`$, then world $`w`$ is unsurprising; if $`\kappa (w)=1`$, then $`w`$ is somewhat surprising; if $`\kappa (w)=2`$, then $`w`$ is more surprising, and so on. If $`\kappa (w)=\mathrm{}`$, then $`w`$ is impossible.777Spohn allowed ranks to be arbitrary ordinals, not just natural numbers, and did not allow a rank of $`\mathrm{}`$, since, for philosophical reasons, he did not want to allow a world to be considered impossible. As we shall see, there are technical advantages to introducing a rank of $`\mathrm{}`$. OCFs provide a way of ranking worlds that is closely related to, but has a little more structure than the orderings considered by Boutilier (as well as Grove and Katsuno and Mendelzon). The extra structure makes it easier to define a notion of conditioning.

Given a formula $`\phi `$, let $`\kappa (\phi )=\mathrm{min}\{\kappa (w):w\phi \}`$; we define $`\kappa (\text{false})=\mathrm{}`$. We say that $`\phi `$ is believed with firmness $`\alpha 0`$ in OCF $`\kappa `$ if $`\kappa (\phi )=0`$ and $`\kappa (\neg \phi )=\alpha `$. Thus, $`\phi `$ is believed with firmness $`\alpha `$ if $`\phi `$ is unsurprising and the least surprising world satisfying $`\neg \phi `$ has rank $`\alpha `$. We define $`\text{Bel}(\kappa )`$ to consist of all formulas that are believed with firmness at least 1.

Spohn defined a notion of conditioning on OCFs. Given an OCF $`\kappa `$, a formula $`\phi `$ such that $`\kappa (\phi )<\mathrm{}`$, and $`\alpha 0`$, $`\kappa _{\phi ,\alpha }`$ is the unique OCF satisfying the property desired by Darwiche and Pearl—namely, if $`w`$ and $`w^{}`$ both satisfy $`\phi `$ or both satisfy $`\neg \phi `$, then revision by $`\phi `$ should not change the relative rank of $`w`$ and $`w^{}`$, that is, $`\kappa _{\phi ,\alpha }(w)\kappa _{\phi ,\alpha }(w^{})=\kappa (w)\kappa (w^{})`$—such that $`\phi `$ is believed with firmness $`\alpha `$ in $`\kappa _{\phi ,\alpha }`$. It is defined as follows:

$$\kappa _{\phi ,\alpha }(w)=\{\begin{array}{cc}\kappa (w)\kappa (\phi )\hfill & \text{if }w\text{ satisfies }\phi \hfill \\ \kappa (w)\kappa (\neg \phi )+\alpha \hfill & \text{if }w\text{ satisfies }\neg \phi \text{.}\hfill \end{array}$$

Notice that $`\kappa _{\phi ,\alpha }`$ is defined only if $`\kappa (\phi )<\mathrm{}`$, that is, if $`\phi `$ is considered possible.

Darwiche and Pearl defined the following revision function on OCFs:

$$\kappa _{DP}\phi =\{\begin{array}{cc}\kappa \hfill & \text{if }\kappa (\neg \phi )1\text{ }\hfill \\ \kappa _{\phi ,1}\hfill & \text{otherwise.}\hfill \end{array}$$

Thus, if $`\phi `$ is already believed with firmness at least 1 in $`\kappa `$, then $`\kappa `$ is unaffected by a revision by $`\phi `$; otherwise, the effect of revision is to modify $`\kappa `$ by conditioning so that $`\phi `$ ends up being believed with degree of firmness 1. Intuitively, this means that if $`\phi `$ is not believed in $`\kappa `$, in $`\kappa \phi `$ it is believed, but with the minimal degree of firmness.

It is not hard to show that if we take an agent’s epistemic state to be represented by an OCF, then Darwiche and Pearl’s semantics satisfies all the AGM postulates modified to apply to epistemic states (that is, R1–R8 in Section 2), except that revising by false is disallowed, just as in Boutilier’s approach, so that R5 holds vacuously; in addition, this semantics satisfies Darwiche and Pearl’s C1–C4, modified to apply to epistemic states. For example, C2 becomes

If $`\phi \neg \psi `$, then $`\text{Bel}((E\psi )\phi )=\text{Bel}(E\phi )`$.

Indeed, as Darwiche and Pearl observe, Boutilier’s revision operator also satisfies C1–C4; however, it has properties that they view as undesirable. Thus, Darwiche and Pearl’s claim that their postulates are consistent with AGM is correct, if we think at the level of general epistemic states. On the other hand, Freund and Lehmann are quite right that R1–R8 and C1–C4 are incompatible; indeed, as they point out, R1–R4 and C2 are incompatible. The importance of making clear exactly whether we are considering the postulates with respect to the OCF $`\kappa `$ or the belief set $`\text{Bel}(\kappa )`$ is particularly apparent here.888We note that in a recent version of their paper, Darwiche and Pearl \[?\] use a similar technique to deal with the inconsistency of C2.

The fact that Boutilier’s revision operator also satisfies C1–C4 clearly shows that these postulates do not capture all of Darwiche and Pearl’s intuitions. Their semantics embodies further assumptions. Some of them seem ad hoc. Why is it reasonable to believe $`\phi `$ with a minimal degree of firmness after revising by $`\phi `$? Rather than trying to come up with an improved collection of postulates (which Darwiche and Pearl themselves suggest might be a difficult task), it seems to us that a more promising approach is to find an appropriate ontology.

### 3.4 Lehmann’s Revised Approach

Finally, we consider Lehmann’s “revised” approach to belief revision \[?\]. With each sequence $`\sigma `$ of observations, Lehmann associates a belief set that we denote $`\text{Bel}(\sigma )`$. Intuitively, we can think of $`\text{Bel}(\sigma )`$ as describing the agent’s beliefs after making the sequence $`\sigma `$ of observations, starting from her initial epistemic state. Lehmann allows all possible sequences of consistent formulas. Thus, he assumes that the agent does not observe false. We view Lehmann’s approach essentially as taking the agent’s epistemic state to be the sequence of observations made, with the obvious revision operator that concatenate a new observation to the current epistemic state. The properties of belief change depend on the function Bel. Lehmann requires Bel to satisfy the following postulates (where $`\sigma `$ and $`\rho `$ denote sequences of formulas, and $``$ is the concatenation operator):

$`\text{Bel}(\sigma )`$ is a consistent belief set

$`\phi \text{Bel}(\sigma \phi )`$

If $`\psi \text{Bel}(\sigma \phi )`$, then $`\phi \psi \text{Bel}(\sigma )`$

If $`\phi \text{Bel}(\sigma )`$, then $`\text{Bel}(\sigma \phi \rho )=\text{Bel}(\sigma \rho )`$

If $`\psi \phi `$, then $`\text{Bel}(\sigma \phi \psi \rho )=\text{Bel}(\sigma \psi \rho )`$

If $`\neg \psi \text{Bel}(\sigma \phi )`$, then $`\text{Bel}(\sigma \phi \psi \rho )=\text{Bel}(\sigma \phi \phi \psi \rho )`$

$`\text{Bel}(\sigma \neg \phi \phi )\text{Cl}(\text{Bel}(\sigma )\{\phi \})`$

We refer the interested reader to \[Lehmann 1995\] for the motivation for these postulates. As Lehmann argues, the spirit of the original AGM postulates is captured by these postulates. Lehmann views I5 and I7 as two main additions to the basic AGM postulates. He states that “Since postulates I5 and I7 seem secure, i.e., difficult to reject, the postulates I1–I7 may probably be considered as a reasonable formalization of the intuitions of AGM” \[Lehmann 1995, Section 5\]. Our view is that it is impossible to decide whether to accept or reject postulates such as I5 or I7 (or, for that matter, any of the other postulates) without an explicit ontology. There may be ontologies for which I5 and I7 are reasonable, and others for which they are not. “Reasonableness” is not an independently defined notion; it depends on the ontology. The ontology of the next section emphasizes this point.

## 4 Taking Observations to be Knowledge

We now consider an ontology where observations are taken to be knowledge.999We remark that Rott \[?, Section 6\] outlines an approach where obervations are treated as knowledge, but does not provide an underlying ontology. The high-level intuition behind his approach is similar to the one we present here, although the details differ.

As we said in the introduction, in this ontology, the agent has some (closed) set of formulas that he knows to be true, which is included in a larger set of formulas that he believes to be true. The belief set can be viewed as the result of applying some nonmonotonic reasoning system grounded in the observations. We can think of there being an ordering on the strength of his beliefs, with the formulas known to be true—the observations and their consequences—having the greatest strength of belief. Because observations are taken to be knowledge, any formula observed is added to the stock of knowledge (and must be consistent with what was previously known). In this ontology, it is impossible to observe false. In fact, it is impossible to make any inconsistent sequence of observations. That is, if $`\phi _1,\mathrm{},\phi _n`$ is observed, then $`\phi _1\mathrm{}\phi _n`$ must be consistent (although it may not be consistent with the agent’s original beliefs).

In earlier work \[Friedman 1997, Friedman and Halpern 1999\], we presented one way of formalizing this ontology, based on the framework of Halpern and Fagin \[?\] for modeling multi-agent systems (see \[Fagin, Halpern, Moses, and Vardi 1995\] for more details). For modeling belief revision, we use this framework restricted to a single agent. 101010Although the multi-agent aspects of this framework does not play a role in our analysis here, we note that it allows for a natural extension of our results to multi-agent belief revision. This, however, is beyond the scope of this paper. The key assumption in this framework is that we can characterize the system by describing it in terms of a state that changes over time. Formally, we assume that at each point in time, the agent is in some local state. Intuitively, this local state encodes the information the agent has observed thus far. There is also an environment, whose state encodes relevant aspects of the system that are not part of the agent’s local state. A global state is a tuple $`(s_e,s_a)`$ consisting of the environment state $`s_e`$ and the local state $`s_a`$ of the agent. A run of the system is a function from time (which, for ease of exposition, we assume ranges over the natural numbers) to global states. Thus, if $`r`$ is a run, then $`r(0),r(1),\mathrm{}`$ is a sequence of global states that, roughly speaking, is a complete description of what happens over time in one possible execution of the system. We take a system to consist of a set of runs. Intuitively, these runs describe all the possible behaviors of the system, that is, all the possible sequences of events that could occur in the system over time.

Given a system $``$, we refer to a pair $`(r,m)`$ consisting of a run $`r`$ and a time $`m`$ as a point. If $`r(m)=(s_e,s_a)`$, we define $`r_a(m)=s_a`$ and $`r_e(m)=s_e`$. We say two points $`(r,m)`$ and $`(r^{},m^{})`$ are indistinguishable to the agent, and write $`(r,m)_a(r^{},m^{})`$, if $`r_a(m)=r_a^{}(m^{})`$, i.e., if the agent has the same local state at both points. Finally, an interpreted system is a tuple $`(,\pi )`$, consisting of a system $``$ together with a mapping $`\pi `$ that associates with each point a truth assignment to the primitive propositions.

To capture the AGM framework, we consider a special class of interpreted systems: We fix a propositional language $``$. We assume that the agent makes observations, which are characterized by formulas in $``$, and that her local state consists of the sequence of observations that she has made. We assume that the environment’s local state describes which formulas are actually true in the world, so that it is a truth assignment to the formulas in $``$. As observed by Katsuno and Mendelzon \[?\], the AGM postulates assume that the world is static; to capture this, we assume that the environment state does not change over time. Formally, we are interested in the unique interpreted system $`(^{AGM},\pi )`$ that consists of all runs satisfying the following two assumptions for every point $`(r,m)`$:

* The environment’s state $`r_e(m)`$ is a truth assignment to the formulas in $``$ that agrees with $`\pi `$ at $`(r,m)`$ (that is, $`\pi (r,m)=r_e(m)`$), and $`r_e(m)=r_e(0)`$.
* The agent’s state $`r_a(m)`$ is a sequence of the form $`\phi _1,\mathrm{},\phi _m`$, such that $`\phi _1\mathrm{}\phi _m`$ is true according to the truth assignment $`r_e(m)`$ and $`r_a(m1)=\phi _1,\mathrm{},\phi _{m1}`$.

Notice that the form of the agent’s state makes explicit an important implicit assumption: that the agent remembers all her previous observations.

In an interpreted system, we can talk about an agent’s knowledge: the agent knows $`\phi `$ at a point $`(r,m)`$ if $`\phi `$ holds in all points $`(r^{},m^{})`$ such that $`(r,m)_a(r^{},m^{})`$. It is easy to see that, according to this definition, if $`r_a(m)=\phi _1,\mathrm{},\phi _m`$, then the agent knows $`\phi _1\mathrm{}\phi _m`$ at the point $`(r,m)`$: the agent’s observations are known to be true in this approach. We are interested in talking about the agent’s beliefs as well as her knowledge. To allow this, we added a notion of plausibility to interpreted systems in \[Friedman and Halpern 1997\]. We consider a variant of this approach here, using OCFs, since it makes it easier to relate our observations to Darwiche and Pearl’s framework.

We assume that we start with an OCF $`\kappa `$ on runs such that $`\kappa (r)\mathrm{}`$ for any run $`r`$. Intuitively, $`\kappa `$ represents our prior ranking on runs. Initially, no runs is viewed as impossible. We then associate, with each point $`(r,m)`$, an OCF $`\kappa ^{(r,m)}`$ on the runs. We define $`\kappa ^{(r,m)}`$ by induction on $`m`$. We take $`\kappa ^{(r,0)}=\kappa `$, and we take $`\kappa ^{(r,m+1)}=\kappa _{\phi _{m+1},\mathrm{}}^{(r,m)}`$, where $`r_a(m+1)=\phi _1,\mathrm{},\phi _{m+1}`$. Thus, $`\kappa ^{(r,m+1)}`$ is the result of conditioning $`\kappa ^{(r,m)}`$ on the last observation the agent made, giving it degree of firmness $`\mathrm{}`$. Thus, the agent is treating the observations as knowledge in a manner compatible with the semantics for knowledge in interpreted systems. Moreover, since observations are known, they are also believed.

Note that we could have described the same belief change process by considering an OCF on formulas, rather than runs. However, we feel that using runs and systems provides a better model of what is going on, and gives a more explicit ontology. We can then derive an OCF on formulas from the OCF on runs that we consider.

As we show in \[Friedman 1997, Friedman and Halpern 1999\], this framework satisfies the AGM postulates R1–R8, interpreted on epistemic states. (Here we take the agent’s epistemic state at the point $`(r,m)`$ to consist of $`r_a(m)`$ together with $`\kappa ^{(r,m)}`$.) Moreover, we show this framework satisfies an additional postulate, which we call R9:

If $`⊬_{}\neg (\phi \psi )`$ then $`\text{Bel}(E\phi \psi )=\text{Bel}(E\phi \psi )`$.

This postulate captures the intuition that observations are taken to be knowledge, and thus observing $`\phi `$ and then $`\psi `$ is equivalent to observing $`\phi \psi `$. In fact, we show there that R1–R9 characterize, in a precise sense, revision in this framework.

It is easy to verify that the framework also satisfies Darwiche and Pearl’s postulates (appropriately modified to apply to epistemic states), except that the contentious C2 is now vacuous, since it is illegal to revise by $`\psi `$ and then by $`\phi `$ if $`\phi \neg \psi `$.

How does this framework compare to Lehmann’s? Like Lehmann’s, there is an explicit attempt to associate beliefs with a sequence of revisions. However, we have restricted the sequence of revisions, since we are treating observations as knowledge. It is easy to see that I1–I3 and I5–I7 hold in our framework. However, since we have restricted the sequence of observations allowed, some of these postulates are much weaker in our framework than in Lehmann’s. In particular, I7 is satisfied vacuously, since we do not allow a sequence of the form $`\sigma \neg \phi \phi `$. On the other hand, I4 is not satisfied in our framework. Our discussion in the introduction suggests a counterexample. Suppose that initially, $`\kappa (pq)=0`$, $`\kappa (\neg pq)=1`$, $`\kappa (p\neg q)=2`$, and $`\kappa (\neg p\neg q)=3`$. Thus, initially the agent believes both $`p`$ and $`q`$, but believes $`p`$ with firmness 1 and $`q`$ with firmness 2. If the agent then observes $`\neg p\neg q`$, he will then believe $`q`$ but not $`p`$. On the other hand, suppose the agent first observes $`p`$. He still believes both $`p`$ and $`q`$, of course, but now $`p`$ is believed with firmness $`\mathrm{}`$. That means if he then observes $`\neg p\neg q`$, he will believe $`p`$, but not $`q`$, violating I4. However, a weaker variant of I4 does hold in our system: if the agent knows $`\phi `$, then observing $`\phi `$ will not change her future beliefs.

Did we really need all the machinery of runs and systems here? While we could no doubt get away without it, we believe that modeling time and the agent’s state explicitly adds a great deal. In particular, by including time, we capture the belief revision process within the model. By including the agent’s state and the environment, we can capture various assumptions about the agent’s observational capabilities (this is especially relevant once we allow inaccurate observations) and generalize to allow multiple agents. See \[Boutilier, Friedman, and Halpern 1998, Friedman and Halpern 1999, Friedman and Halpern 1997\] for further discussion and demonstration of the advantages of this framework.

## 5 Discussion

The goal of this paper was to highlight what we see as some methodological problems in much of the literature on belief revision. There has been (in our opinion) too much attention paid to postulates, and not enough to the underlying ontology. An ontology must make clear what the agent’s epistemic state is, what types of observations the agent can make, the status of observations, and how the agent goes about revising the epistemic state.

We have (deliberately) not been very precise about what counts as an ontology, and clearly there are different levels of detail that one can provide. Although some papers on belief revision have attempted to provide something in the way of an ontology, the ontology has typically been insufficiently detailed to verify the reasonableness of the postulates. For example, Gärdenfors \[?\]—whose ontology is far better developed than most—takes belief sets to consist of formulas that are accepted, and revision to be by formulas that are accepted. As we have seen, unless belief sets or the revision operator contain additional information (such as epistemic importance or strengths of beliefs) this ontology will violate R1. On the other hand, unless we are careful about how we add such information, we may well violate some other axioms (such as R3 or R5). In any case, it is the job of the ontology to make completely clear such issues as whether observations are believed to be true or known to be true, and if they are believed, what the strength of belief is. This issue is particularly important if we have epistemic states like rankings that are richer than belief sets. If observations are believed, but not necessarily known, to be true, then it is not clear how to go about revising such a richer epistemic state. With what degree of firmness should the new belief be held? No particular answer seems to us that well motivated. It may be appropriate for the user to attach degrees of firmness to observations, as was done in \[Goldszmidt 1992, Williams 1994, Wobcke 1995\] (following the lead of Spohn \[?\]); we can even generalize to allowing uncertain observations \[Dubois and Prade 1992\].

We are currently interested in finding alternative ontologies where observations are not taken to be knowledge. One such ontology, which is motivated by ideas from stochastic processes, is described in \[Boutilier, Friedman, and Halpern 1998\]. This ontology explicitly models how “noisy” observations come about. Roughly speaking, we assign a prior plausibility to observing a formula $`\phi `$ in a world $`w`$. When we observe $`\phi `$ we update our plausibility measure on worlds by considering the plausibility of observing $`\phi `$ in each of these worlds. Of course, we can then consider various assumptions on this prior plausibility. For example, we might say that we believe observations to be true. That is, our prior plausibility of observing $`\phi `$ in worlds where it is true is higher than the plausibility of observing $`\phi `$ in worlds where it false. We note that this assumption does not imply that $`\phi \text{Bel}(K\phi )`$, since we have to combine the plausibility of observing $`\phi `$ with the plausibility of $`\phi `$ before the observation was made. If $`\phi `$ is considered implausible in $`K`$, then the single observation of $`\phi `$ might not suffice to make $`\phi `$ more plausible than $`\neg \phi `$. (For example, the medieval scientist probably would not change her beliefs about the speed of falling objects after a single experiment.)

In this paper we have focused on belief revision. However, the need to clarify the underlying ontology goes far beyond belief revision. Much the same comments can be made for all the work on nonmonotonic logic as well (this point is essentially made in \[Halpern 1993\]). Not surprisingly, our critique applies to other approaches belief change as well, and in particular to Katsuno and Mendelzon’s belief update \[?\]. Although the motivation described by Katsuno and Mendelzon is different than that of revision, the discussion of update is stated in terms of postulates about belief sets. Thus, for example, the distinction between the agent’s belief set and epistemic state arises in update as well: update is defined as function from (belief sets $`\times `$ formulas) to belief sets. However, the agent’s belief set does not uniquely determine the outcome of update. This is demonstrated, for example, by Katsuno and Mendelzon’s semantic characterization that requires the agent to have a ternary relation on possible worlds such that $`w_1<_ww_2`$ holds if the agent considers $`w_1`$ to be “closer” to $`w`$ than $`w_2`$. Other issues we raise here also apply to update for similar reasons.

The ontology we propose in Section 4, where observations are treated as knowledge, can be applied to update as well. Moreover, the assumption that observations are true is less problematic for iterated update: since update does not assume that propositions are static, we can consider runs where $`\phi `$ is true at one time point, and false at the next one. Thus, assuming that observations are known to be true does not rule out sequences of observations of the form $`\phi ,\neg \phi ,\mathrm{}`$. In fact, all sequences of consistent observations are allowed. We refer the reader to \[Friedman 1997, Friedman and Halpern 1999\] for more details.

It seems to us that many of the intuitions that researchers in the area have are motivated by thinking in terms of observations as known, even if this is not always reflected in the postulates considered. We have examined carefully one particular instantiation of this ontology, that of treating observations as knowledge. We have shown that, in this ontology, some postulates that seem reasonable, such as Lehmann’s I4, do not hold. We do not mean to suggest that I4 is “wrong” (whatever that might mean in this context). Rather, it shows that we cannot blithely accept postulates without making the underlying ontology clear. We would encourage the investigation of other ontologies for belief change.

#### Acknowledgments

The authors are grateful to Craig Boutilier, Adnan Darwiche, Adam Grove, Daniel Lehmann, and an anonymous reviewer for comments on the paper and useful discussions relating to this work.


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# The bending of light and the cosmological constant

## I Introduction

The deflection of light is one of the “classical” tests of general relativity . With the continuing interest in the cosmological constant  one would assume that the effect of a cosmological constant on the deflection of light is well known. Certainly the effect of $`\mathrm{\Lambda }`$ on the advance of the perihelion is well known . This appears not to be the case and is the subject of this note.

Gravitational lensing is now a common tool in astrophysics. There are two approaches to gravitational lensing: the thin lens approximation and the exact approach. These differ fundamentally in that in the thin lens approach there is a background / lens split whereas in the exact approach one uses the full null geodesic equations in an exact solution of Einstein’s equations. In a cosmological context, even for strong-lensing calculations, some variant of the thin lens approximation is adequate and used exclusively. For the purposes of the present calculation, however, only the exact approach is appropriate. Recent studies of lensing in the Schwarzschild field are available. Virbhadra and Ellis  have examined a strong-field version of the thin lens approximation and Newman and coworkers  have compared the exact approach with various approximations.

The present note involves exact lensing in Kottler  space, the Schwarzschild vacuum with a cosmological constant ($`\mathrm{\Lambda }`$). In terms of familiar curvature coordinates $`(\text{r},\theta ,\varphi ,t)`$ the line element is given by

$$ds^2=\frac{d\text{r}^2}{f(\text{r})}+\text{r}^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)f(\text{r})dt^2,$$
(1)
where

$$f(\text{r})=1\frac{2m}{\text{r}}\frac{\mathrm{\Lambda }\text{r}^2}{3}.$$
(2)
The associated generalization of the Birkhoff theorem is well known . It is interesting to note that the $`\mathrm{\Lambda }`$ generalization of the black hole uniqueness theorems is not known . Geodesically complete forms of the metric (1) along with Penrose - Carter diagrams are now well know .

## II Null geodesics

The coordinates $`(\text{r},\theta ,\varphi ,t)`$ are adapted to two Killing vectors and so geodesics of the metric (1) have two constants of motion. The orbits are stably planar and we choose the plane to be $`\theta =\pi /2`$. The momentum conjugate to $`\varphi `$ is the orbital angular momentum l, $`\text{r}^2\dot{\varphi }=\text{l}`$, and the momentum conjugate to $`t`$ is the energy $`\gamma `$, $`f(\text{r})\dot{t}=\gamma `$ where $`{}_{}{}^{.}=\frac{d}{d\lambda }`$ and $`\lambda `$ is an affine parameter. Since we are interested here only in null geodesics, it is convenient to reparametrize them with $`\overline{\lambda }l\lambda `$ so that

$$\text{r}^2\dot{\varphi }=1,$$
(3)
and

$$f(\text{r})\dot{t}=\frac{1}{b},$$
(4)
where $`b\frac{l}{\gamma }`$. If $`\mathrm{\Lambda }=0`$ then $`b`$ is the impact parameter. From (1), (3) and (4) it follows that

$$(\frac{d\text{r}}{d\overline{\lambda }})^2=\frac{1}{b^2}\frac{f(\text{r})}{\text{r}^2}$$
(5)
where $`\text{r}_\mathrm{\Sigma }^2b^2f(\text{r}_\mathrm{\Sigma })`$ defines the turning points in r . If (1) is considered derived from a source then $`r_\mathrm{\Sigma }`$ is the boundary of that source (see below). From (3) and (5) we have

$$(\frac{du}{d\varphi })^2=(\frac{m}{b})^2+\frac{\mathrm{\Lambda }m^2}{3}u^2+2u^3$$
(6)
where $`u\frac{m}{\text{r}}`$. Differentiation of (6) with respect to $`\varphi `$ of course eliminates $`\mathrm{\Lambda }`$, but this does not prove that $`\mathrm{\Lambda }`$ has no effect since (6) is the first integral of the motion . In the usual way  (6) yields, in first order, the deflection angle

$$\delta =4\sqrt{(\frac{m}{b})^2+\frac{\mathrm{\Lambda }m^2}{3}}.$$
(7)
Consider the cases $`\mathrm{\Lambda }=0`$ and $`\mathrm{\Lambda }0`$ separately and assume that $`r_\mathrm{\Sigma }`$ and $`m`$ are fixed, assumptions we examine below. With these conditions it is necessary to distinguish two values of $`b`$ and $`\delta `$, say $`(b,\delta )`$ for $`\mathrm{\Lambda }=0`$ and $`(\overline{b},\overline{\delta })`$ for $`\mathrm{\Lambda }0`$. Note that from (7), since $`\delta `$ is measurable, if $`m`$ is known, then $`b`$ is measurable, but $`\overline{b}`$ is not since we do not know $`\mathrm{\Lambda }`$ a priori. From the definitions of $`r_\mathrm{\Sigma }`$, $`b`$ and $`\overline{b}`$ we have

$$\mathrm{\Lambda }=3\frac{b^2\overline{b}^2}{b^2\overline{b}^2},$$
(8)
so that from (7)

$$\delta =\overline{\delta }.$$
(9)
The fact that (9) is an exact relationship follows by rewriting (6) in the form

$$(\frac{du}{d\varphi })^2=u_\mathrm{\Sigma }^22u_\mathrm{\Sigma }^3u^2+2u^3$$
(10)
where $`u_\mathrm{\Sigma }\frac{m}{\text{r}_\mathrm{\Sigma }}`$. Since $`u_\mathrm{\Sigma }`$ is fixed by our assumptions on $`r_\mathrm{\Sigma }`$ and $`m`$ it follows that (9) is exact. Although (10) can be solved exactly (the solution is recorded in the Appendix) what is of interest here is the effect of $`\mathrm{\Lambda }`$. In the case of a black hole, without considerations beyond null geodesics, $`u_\mathrm{\Sigma }`$ has to be considered merely as a parameter $`<\frac{1}{3}`$. However, if one inquires into the source of (1) a rather more detailed analysis is required as then both $`r_\mathrm{\Sigma }`$ and $`m`$ enter as derived quantities.

## III Source

To see how both $`r_\mathrm{\Sigma }`$ and $`m`$ enter as derived quantities, consider the source of the external field (1) to be a non-singular static perfect fluid . The line element in conventional form is (e.g., )

$$ds^2=\frac{dr^2}{1\frac{2M(r)}{r}}+r^2(d\theta ^2+sin(\theta )^2d\varphi ^2)e^{2\mathrm{\Phi }(r)}dt^2$$
(11)
with the coordinates comoving in the sense that the fluid streamlines are given by $`u^a=e^{\mathrm{\Phi }(r)}\delta _t^a`$. Note that we have written (11) without $`\mathrm{\Lambda }`$ motivated by the fact that $`M(r)`$, on a purely geometrical basis, represents the gravitational energy at a primitive level prior to the introduction of Einstein’s equations . This choice is, however, merely notation.

### A Generalized T-OV equation

In terms of the perfect fluid decomposition ($`T_b^a=(\rho (r)+p(r))u^au_b+p(r)\delta _b^a\mathrm{\Lambda }\delta _b^a/(8\pi )`$), solving for $`\mathrm{\Phi }^{}(r)`$ from the $`r`$-component of the conservation equations and Einstein’s equations ($`_aT_r^a=0`$ and $`G_r^r8\pi p(r)+\mathrm{\Lambda }=0`$) we obtain the generalized Tolman  -Oppenheimer-Volkoff  (T-OV) equation

$$\mathrm{\Phi }^{}(r)=\frac{p^{}(r)}{\rho (r)+p(r)}=\frac{M(r)+4\pi p(r)r^3\mathrm{\Lambda }r^3/2}{r(r2M(r))},$$
(12)
where, from the $`t`$ component of the Einstein equations ($`G_t^t=8\pi \rho (r)\mathrm{\Lambda }`$),

$$4\pi \rho (r)+\mathrm{\Lambda }/2=\frac{M^{}(r)}{r^2}.$$
(13)
Despite that fact that the T-OV equation has been known for over sixty years, only recently  has its mathematical structure been fully appreciated, even for $`\mathrm{\Lambda }=0`$.

### B Junction Conditions

The junction of a static perfect fluid onto vacuum in spherical symmetry by way of the Darmois - Israel conditions is well understood . Here we follow Musgrave and Lake . To summarize, the continuity of the first fundamental form (intrinsic metric) associated with the boundary ($`\mathrm{\Sigma }`$) ensures that the continuity of $`\theta `$ and $`\varphi `$ in metrics (1) and (11) is allowed and that the history of the boundary is given by

$$r_\mathrm{\Sigma }=\text{r}_\mathrm{\Sigma }.$$
(14)
In terms of intrinsic coordinates $`(\tau ,\theta ,\varphi )`$, the continuity of the extrinsic curvature component $`K_{\tau \tau }`$ along with the T-OV equation (12) gives

$$p(r_\mathrm{\Sigma })=0.$$
(15)
Equation (15) defines $`r_\mathrm{\Sigma }`$ and clearly $`\mathrm{\Lambda }`$ plays no role in that definition. The continuity of the extrinsic curvature components $`K_{\theta \theta }`$ and $`K_{\varphi \varphi }`$ give

$$\frac{M(r_\mathrm{\Sigma })}{r_\mathrm{\Sigma }}=\frac{m}{\text{r}_\mathrm{\Sigma }}+\mathrm{\Lambda }\text{r}_\mathrm{\Sigma }^2/6.$$
(16)
It follows from equations (13) and (16) that

$$m=_0^{r_\mathrm{\Sigma }}4\pi r^2\rho (r)𝑑r$$
(17)
independent of the value of $`\mathrm{\Lambda }`$.

## IV Discussion

Equations (14) and (15) show that the turning point (at the boundary of the configuration) $`\text{r}_\mathrm{\Sigma }=r_\mathrm{\Sigma }`$ is unaffected by $`\mathrm{\Lambda }`$. With equation (17) then we conclude that if the Kottler-Schwarzschild field is considered generated by a source of specified energy density and isotropic pressure $`(\rho (r),p(r))`$ then $`u_\mathrm{\Sigma }`$ is fixed and by virtue of (10) $`\mathrm{\Lambda }`$ has no effect on the bending of light. Clearly, it is the use of $`m`$ as opposed to $`M(r_\mathrm{\Sigma })`$ that is crucial here. When we say “the mass” it is $`m`$, and not $`M(r_\mathrm{\Sigma })`$, that we refer to. For example, for timelike orbits in the weak field approximation, $`m`$ is “the mass”, not $`M(r_\mathrm{\Sigma })`$. Indeed, $`M(r_\mathrm{\Sigma })`$, though invariantly defined, cannot be given without a priori knowledge of $`\mathrm{\Lambda }`$. With the choice that $`M(r_\mathrm{\Sigma })`$ alone specifies the configuration, it follows from equation (16) that $`\mathrm{\Lambda }`$ would alter the bending of light, but only by way of one’s choice as to how the Kottler-Schwarzschild field was specified. The results of this paper can be understood in a more general context. For an irrotational null geodesic congruence there are two types of “focusing”: Ricci focusing and Weyl focusing . It is well know, and easy to show, that $`\mathrm{\Lambda }`$ has no effect on Ricci focusing. For the case studied here it is easy to see that $`\mathrm{\Lambda }`$ has no effect on the Weyl focusing either since for the metric (1) with (2) $`\mathrm{\Lambda }`$ does not enter the $`C_{\alpha \beta }^{\gamma \delta }`$ components of the Weyl tensor.

### Acknowledgments

The comments of a referee helped to improve the presentation. This work was supported by a grant from the Natural Sciences and Engineering research Council of Canada.

Appendix

The exact solution to (10) is given, up to sign, by

$$\varphi (u)=\sqrt{\frac{k^2(u)\mathrm{\Theta }}{l(u)B}}F(2\sqrt{\frac{u_\mathrm{\Sigma }u}{A}},\sqrt{\frac{A}{B}}),$$
(18)
where,

$$k(u)=4u1+2u_\mathrm{\Sigma },$$
(19)
$$l(u)=2u_\mathrm{\Sigma }^2+u_\mathrm{\Sigma }2u_\mathrm{\Sigma }u+u2u^2,$$
(20)
$$A=6u_\mathrm{\Sigma }1+\sqrt{\mathrm{\Theta }},$$
(21)
$$B=6u_\mathrm{\Sigma }1\sqrt{\mathrm{\Theta }},$$
(22)
$$\mathrm{\Theta }=(12u_\mathrm{\Sigma })(1+6u_\mathrm{\Sigma }),$$
(23)
and $`F`$ is the incomplete elliptic integral of the first kind.


text:
# 1 Introduction

## 1 Introduction

Recently there have been interesting observations in string theory that the objects that are naively point-like become the expanded branes under certain background fluxes. A system of the multiple D0-branes in the electric RR four-form field strength can develop a dipole moment under the corresponding three-form potential . Its lowest energy configuration is described by a noncommutative two-sphere that is regarded as a single spherical D2-brane. This Myers dielectric effect has been demonstrated in the flat spacetime by analyzing the nonabelian Dirac-Born-Infeld (DBI) action with the Wess-Zumino term that is constructed by means of T duality. On the other hand the behaviors of a graviton propagating in the spherical part of product space $`AdS_m\times S^n`$ have been studied . The graviton that is point-like at low angular momentum blows up into the expanded brane state for large angular momentum. The size of giant graviton increases with increasing angular momentum till it becomes the maximal size specified by the radius of the surrounding sphere, which provides the maximal bound of angular momentum.

The magnetic analogue of the Myers dielectric effect has been studied and related with the giant graviton . When a D$`p`$-brane in the near-horizon geometry produced by the multiple D$`(6p)`$-branes is placed in a magnetic RR $`(p+2)`$-form field strength, it expands into a D$`(p+2)`$-brane which behaves like a massless particle with a bounded angular momentum. There have been several studies about the Myers dielectric effect . In the type IIB string theory the polarization of D3-branes placed in the electric seven-form field strength has been investigated from the view point of dual description where the abelian DBI action of a five-brane in the $`AdS_5\times S^5`$ curved spacetime has been analyzed . The extensions to other noncommutative fuzzy manifolds such as $`S^2\times S^2,CP^2`$ have been performed . For a system of multiple D-instantons in the presence of electric RR five-form field strength in the flat spacetime a stable noncommutative solution has been found .

Based on the nonabelian DBI theory in consistent with T duality the noncommutative solutions have been constructed in a system of $`N`$ coincident D-strings in the flat spacetime as well as the D3-brane background . The BPS solutions describe the D-strings expanding out in a funnel-like geometry to become a spherical D3-brane. This expanding behavior is distinct from the Myers dielectric effect since it is observed although the external electric RR flux is absent. It occurs owing to the nonabelian nature of the world-volume theory.

For the well understood abelian DBI theory of a D2-brane with a world-volume electric flux that is placed in the background of the electric RR four-form field strength, the interesting static solultions have been found where the fundamental strings can be viewed as D2-branes whose world-volumes have collapsed to string-like configurations . Further for this system the other type of finite-energy solution has been presented .

Working on the nonabelian DBI theory proposed in Ref.  we will construct a noncommutative solution for a system of multiple D0-branes in the near-horizon geometry of D4-branes, which is placed in the constant electric RR four-form flux. In the dual description based on the abelian DBI theory of a single D2-brane in the same D4-brane background under the electric RR flux the corresponding solution will be analyzed. Through the two approaches we will examine the dielectric effect in the curved spacetime. We will study the same type of nonabelian DBI theory for a system of multiple D-strings in the flat spacetime. When the constant electric RR five-form flux is turned on we will demonstrated how a noncommutative solution appears. This solution will be compared with the BPS funnel-like solution in the abcence of external electric RR flux.

## 2 Dielectric effects in the near-horizon geometries

The nonabelian DBI action describing $`N`$ coincident D$`p`$-branes in consistent with T duality is given by

$$S_{DBI}=T_pd^{p+1}\sigma \mathrm{STr}(e^\phi \sqrt{det(P[E_{ab}+E_{ai}(Q^1\delta )^{ij}E_{jb}]+\lambda F_{ab})det(Q_j^i)})$$
(1)
with $`E_{\mu \nu }=G_{\mu \nu }+B_{\mu \nu }`$ and $`Q_j^i\delta _j^i+i\lambda [\mathrm{\Phi }^i,\mathrm{\Phi }^k]E_{kj}`$ where the symmetrized trace prescription is used and $`T_p`$ is the tension of D$`p`$-branes . The world-volume scalars $`\mathrm{\Phi }^i,i=p+1,\mathrm{},9`$ are $`N\times N`$ matrices in the adjoint representation of the $`U(N)`$ world-volume gauge symmetry. The pull-back of the bulk spacetime tensors to the D$`p`$-brane world-volume is expressed in terms of the covariant derivatives of the nonabelian scalars as

$$P[E_{ab}]=E_{ab}+\lambda E_{ai}D_b\mathrm{\Phi }^i+\lambda E_{ib}D_a\mathrm{\Phi }^i+\lambda ^2E_{ij}D_a\mathrm{\Phi }^iD_b\mathrm{\Phi }^j,$$
(2)
where $`a=0,1,\mathrm{},p`$ and we have chosen a static gauge and the transverse displacements are given by $`X^i=\lambda \mathrm{\Phi }^i`$ with $`\lambda =2\pi l_s^2`$. The Wess-Zumino action is described by

$$S_{WZ}=T_p\mathrm{STr}(P[e^{i\lambda i_\mathrm{\Phi }i_\mathrm{\Phi }}(C^{(n)}e^B)]e^{\lambda F}),$$
(3)
where $`i_\mathrm{\Phi }`$ denotes the interior product by $`\mathrm{\Phi }^i`$ regarded as a vector in the transverse space, acting on the $`n`$-form RR potential $`C^{(n)}`$. The interaction terms in the Wess-Zumino action show that the $`N`$ D$`p`$-branes couple to RR potentials of degree $`p+3`$ and above, besides having the well understood couplings to RR potentials of degree equal to and smaller than dimensions of the world-volume.

We consider the $`N`$ coincident D0-branes sitting in the background of the near-horizon geometry of $`N_4`$ D4-branes in the type IIA string theory. Turning on a constant electric RR four-form field strength associated with D2-brane charge we examine the dielectric effect for the D0-branes. The metric and dilaton for this background are given by

$`ds^2`$ $`=`$ $`H^{1/2}(dt^2+{\displaystyle \underset{n=1}{\overset{4}{}}}(dX^n)^2)+H^{1/2}{\displaystyle \underset{i=5}{\overset{9}{}}}(dX^i)^2,`$
$`e^\phi `$ $`=`$ $`H^{1/4},`$ (4)
where $`H=(L/r)^3`$ and $`L^3=\pi g_sl_s^3N_4`$. Through the parametrization

$`(X^5,X^6)`$ $`=`$ $`r\sqrt{1\rho ^2}(\mathrm{cos}\varphi ,\mathrm{sin}\varphi ),`$
$`(X^7,X^8,X^9)`$ $`=`$ $`r\rho (\mathrm{cos}\theta ,\mathrm{sin}\theta \mathrm{sin}\psi ,\mathrm{sin}\theta \mathrm{cos}\psi )`$ (5)
the metric reduces to

$`ds^2`$ $`=`$ $`H^{1/2}(dt^2+(dX^n)^2)+H^{1/2}(dr^2+{\displaystyle \frac{r^2}{1\rho ^2}}d\rho ^2+r^2(1\rho ^2)d\varphi ^2`$ (6)
$`+`$ $`r^2\rho ^2d\theta ^2+r^2\rho ^2\mathrm{sin}^2\theta d\psi ^2).`$
We take the transverse electric RR four-form field strength to be

$$F_{t,6+i,6+j,6+k}^{(4)}=2fϵ_{ijk},\mathrm{for}i,j,k\{1,2,3\}$$
(7)
with a constant $`f`$ and vanish for otherwise so that the transverse scalars $`\mathrm{\Phi }^{6+i}=X^{6+i}/\lambda ,i=1,2,3`$ are relevant. Though we intend to study the static solution for the D0-branes we leave $`\varphi `$ arbitrary time-dependent to construct the Hamiltonian of this system later. We construct the static solution where $`X^5,X^6`$ are commutative variables and $`X^{6+i}(i=1,2,3)`$ are noncommutative ones so that $`r,\rho ,\varphi `$ are regarded to be proportional to the $`N\times N`$ identity matrix $`I_N`$. Since $`[\mathrm{\Phi }^5,\mathrm{\Phi }^6]=0`$ and $`P[G_{00}+G_{0i}(Q^1\delta )^{ij}G_{j0}]=G_{00}+\lambda ^2_0\mathrm{\Phi }^iG_{ij}(Q^1)^{jk}G_{kl}_0\mathrm{\Phi }^l`$, the DBI action (1) for the D0-branes reads

$$S_{DBI}=T_0𝑑t\mathrm{STr}(e^\phi \sqrt{(H^{1/2}H^{1/2}r^2(1\rho ^2)\dot{\varphi }^2)(1\frac{\lambda ^2H}{2}[\mathrm{\Phi }^i,\mathrm{\Phi }^j]^2)}),$$
(8)
where $`\mathrm{\Phi }^{6+i}`$ have been replaced by $`\mathrm{\Phi }^i`$ for convenience of notation. The Wess-Zumino action (3) produces an interaction $`i(\lambda ^2T_0/3)𝑑t\mathrm{Tr}(\mathrm{\Phi }^i\mathrm{\Phi }^j\mathrm{\Phi }^k)F_{t,6+i,6+j,6+k}^{(4)}`$. The equation of motion for $`\mathrm{\Phi }^i`$ is obtained through

$$\mathrm{STr}\left(\left(H\frac{[\mathrm{\Phi }^j,[\mathrm{\Phi }^j,\mathrm{\Phi }^i]]}{\sqrt{1\frac{\lambda ^2H}{2}[\mathrm{\Phi }^i,\mathrm{\Phi }^j]^2}}+ifϵ_{ijk}[\mathrm{\Phi }^j,\mathrm{\Phi }^k]\right)\delta \mathrm{\Phi }^i\right)=0.$$
(9)
Substitution of the ansatz

$$\mathrm{\Phi }^i=R\alpha ^i$$
(10)
with $`\alpha ^i`$ SU(2) generators in the irreducible $`N\times N`$ representation yields the solutions

$$R_\pm ^2=\frac{H^2\pm \sqrt{H^4\lambda ^2CHf^4}}{2\lambda ^2CHf^2}$$
(11)
with the quadratic Casimir of this representation $`C=N^21`$. Due to the RR external flux the $`N`$ coincident D0-branes expand into the form of a noncommutative two-sphere whose size is measured by the physical radius $`\stackrel{~}{R}`$ which is defined by $`\stackrel{~}{R}^2=\lambda ^2_{i=1}^3\mathrm{Tr}(\mathrm{\Phi }^i)^2/N=\lambda ^2CR^2`$. Combining the solutions (11) with a constraint $`_{i=1}^3(X^i)^2=r^2\rho ^2\mathrm{I}_N`$ we see that $`\rho `$ is specified as

$$\rho _\pm =\frac{\stackrel{~}{R}_\pm }{r}$$
(12)
for the fixed $`r`$.

Alternatively substituting the ansatz (10) directly into the starting DBI action (8) with the Wess-Zumino term and replacing the $`\alpha ^i\alpha ^i`$ by $`C\mathrm{I}_N`$ approximately we have the momentum $`P_\varphi `$ conjugate to $`\varphi `$ and construct the Hamiltonian of this system

$$H_{D0}=H^{1/4}\left(\frac{P_\varphi ^2}{H^{1/2}r^2(1\rho )}+(T_0NH^{1/4})^2(1+(2\lambda R^2)^2HC)\right)^{1/2}\frac{4}{3}T_0\lambda ^2NCR^3f.$$
(13)
We can confirm that extremizing the Hamiltonian with respect to $`R`$ for the static case gives an equation of motion which determines the radius of the puffed two-sphere and reproduces the solutions (11). For the weak external field $`R_{}`$ becomes $`f/2H`$ due to the near-horizon geometry $`H1`$. This $`R_{}`$ solution, when $`H`$ is replaced by 1, agrees with the solution for the flat spacetime in Ref. . Whether the $`R_+`$ solution exists or not will be argued later from the view point of the dual description. The position dependent mass term in (13) for the $`R_{}`$ solution is rewritten as

$$\sqrt{g_{tt}}((NT_0e^\phi )^2+(T_2e^\phi S_A)^2)^{1/2},$$
(14)
where $`\sqrt{g_{tt}}`$ is the redshift factor and $`S_A=H^{1/2}4\pi \stackrel{~}{R}_{}^2`$ is the physical surface area of the puffed two-sphere. This expression implies that the $`R_{}`$ solution gives the nonmarginal bound state consisting of $`N`$ D0-branes and a spherical D2-brane.

On the other hand there is a dual formulation of the same system. It is described by the abelian DBI action of a single D2-brane with $`N`$ units of U(1) magnetic flux that represent $`N`$ D0-branes bound to the D2-brane in the near-horizon D4-brane background. From (7) we make a convenient gauge choice to represent the RR three-form potential as $`C_{t,6+i,6+j}=2fϵ_{ijk}X^{6+k}/3`$. Through the static gauge $`\sigma ^0=t=X^0,\sigma ^1=\theta ,\sigma ^2=\psi `$ this potential together with (5) yields a well understood coupling in the Wess-Zumino action

$$T_2P[C^{(3)}]=T_2𝑑t𝑑\theta 𝑑\psi \frac{2f}{3}(r\rho )^3\mathrm{sin}\theta .$$
(15)
For this system where a D2-brane wraps a two-sphere of radius $`r\rho `$ in the $`X^{7,8,9}`$ directions and moves to the $`\varphi `$ direction, the Hamiltonian is also derived as

$$H_{D2}=H^{1/4}\left(\frac{P_\varphi ^2}{H^{1/2}r^2(1\rho )}+(4\pi T_2H^{1/4})^2((H^{1/2}r^2\rho ^2)^2+\frac{N^2\lambda ^2}{4})\right)^{1/2}\frac{8\pi }{3}T_2(r\rho )^3f.$$
(16)
The two-sphere whose surface area is given by $`𝑑\theta 𝑑\psi \sqrt{detG_{\mathrm{\Omega }_2}}=H^{1/2}4\pi r^2\rho ^2`$, is embedded in the transverse four-sphere in the $`X^i(i=5,\mathrm{},9)`$ directions. The static equilibrium equation with respect to $`\rho `$ is given by

$$\frac{Hr\rho }{\sqrt{H(r\rho )^4+\frac{N^2\lambda ^2}{4}}}=f,$$
(17)
whose solutions are expressed as

$$\rho _\pm ^2=\frac{H^2\pm \sqrt{H^4\lambda ^2N^2Hf^4}}{2r^2Hf^2}.$$
(18)
Up to $`1/N^2`$ corrections through (12) these solutions for the dual abelian description of a D2-brane agree with the previous solutions (11) for the nonabelian description of D0-branes. But the solutions exist only when $`\rho _\pm ^2<1`$ is satisfied. For the weak external field the solutions can be approximately given by $`\rho _+^2H/r^2f^2,\rho _{}^2\lambda ^2N^2f^2/4r^2H^2`$ in the near-horizon geometry $`0<rL`$. Since these expressions can be rewritten as $`\rho _+^2H^{5/3}/L^2f^2,\rho _{}^2(\lambda ^2N^2f^2/4L^2)H^{4/3}`$, the $`\rho _+`$ solution does not appear while the $`\rho _{}`$ solution exists.

## 3 Dielectric D-strings

We consider the $`N`$ coincident D-strings for the type IIB string theory in the flat background, whose nonabelian DBI action is given by

$$S_{DBI}=T_1d^2\sigma \mathrm{STr}\sqrt{det(\eta _{ab}+\lambda ^2_a\mathrm{\Phi }^iQ_{ij}^1_b\mathrm{\Phi }^j)det(Q^{ij})},$$
(19)
where the world-volume gauge field is taken to be zero. Choosing the static gauge $`\tau =t=X^0,\sigma =X^9`$ and expanding this nonabelian action in $`\lambda `$ we have

$$S_\lambda =T_1𝑑t𝑑\sigma (N+\frac{\lambda ^2}{2}\mathrm{Tr}(^a\mathrm{\Phi }^i_a\mathrm{\Phi }^i+\frac{1}{2}[\mathrm{\Phi }^i,\mathrm{\Phi }^j][\mathrm{\Phi }^j,\mathrm{\Phi }^i])+\mathrm{}).$$
(20)
We are concerned with the behavior of $`N`$ D-strings when we turn on a constant electric RR five-form field strength $`F^{(5)}`$ that is associated with D3-brane charge. In this case the Wess-Zumino action (3) yields an interaction term

$$i\frac{\lambda ^2T_1}{3}𝑑t𝑑\sigma \mathrm{Tr}(\mathrm{\Phi }^i\mathrm{\Phi }^j\mathrm{\Phi }^k)F_{t,\sigma ,5+i,5+j,5+k}^{(5)},$$
(21)
where $`F_{t,\sigma ,5+i,5+j,5+k}^{(5)}=2fϵ_{ijk}`$ only for $`i,j,k\{1,2,3\}`$ and $`\mathrm{\Phi }^{5+i}`$ have been again replaced by $`\mathrm{\Phi }^i`$. From the linearized action (20) and (21) the equation of motion for the nonabelian scalars is given by

$$^a_a\mathrm{\Phi }^i=[\mathrm{\Phi }^j,[\mathrm{\Phi }^j,\mathrm{\Phi }^i]]+ifϵ_{ijk}[\mathrm{\Phi }^j,\mathrm{\Phi }^k].$$
(22)
For the static solution we use also the ansatz (10) whose $`R`$ here has a $`\sigma `$ dependence to derive an equation

$$\frac{d^2R}{d\sigma ^2}=8R^34fR^2.$$
(23)
The integration of it gives

$$\frac{dR}{d\sigma }=\pm \sqrt{4(R^4R_0^4)\frac{8}{3}fR^3},$$
(24)
where $`R_0^4`$ is an integration constant. The further integration with an integration constant $`\sigma _{\mathrm{}}`$ yields the general solution

$$\sigma =\sigma _{\mathrm{}}\pm \frac{1}{2}_{\mathrm{}}^R\frac{dR}{\sqrt{R^4R_0^4\frac{2}{3}fR^3}}.$$
(25)
If $`R_0`$ is chosen to be zero, $`R`$ can be obtained explicitly in terms of $`\sigma `$ as

$$R=\frac{1}{2(\sigma \sigma _{\mathrm{}})\frac{2}{3}f(\sigma \sigma _{\mathrm{}})^2}.$$
(26)
When there is no external background field $`f=0`$, this solution reduces to the supersymmetric funnel solution where the D-strings open up into an anti-D3-brane/D3-brane at $`\sigma =\sigma _{\mathrm{}}`$ and the spherical three-brane becomes more and more string-like as $`\sigma \mathrm{}`$ . Our solution (26) with (24) shows that $`dR/d\sigma `$ vanishes at $`\sigma =\sigma _{\mathrm{}}3/2f`$ where $`R`$ takes $`2f/3`$. Due to the non-zero electric external field a three-brane bubble with a noncommutative $`R^1\times S^2`$ structure is produced from a system of $`N`$ D-strings. The spherical anti-D3-brane/D3-brane with the infinite radius at $`\sigma =\sigma _{\mathrm{}}`$ shrinks as one moves along the $`\sigma `$ direction to become the smaller three-brane. Combining the two minus/plus solutions in (26) a wormhole solution can be constructed. Through the plus solution the D3-brane with the infinite radius at $`\sigma =\sigma _{\mathrm{}}`$ shrinks as $`\sigma `$ increases and the radius takes the minimum value $`2f/3`$ at $`\sigma =\sigma _{\mathrm{}}+\mathrm{\Delta }\sigma `$ with $`\mathrm{\Delta }\sigma =3/2f`$. This plus solution is continued to the minus solution which grows into an anti-D3-brane at $`\sigma =\sigma _{\mathrm{}}+2\mathrm{\Delta }\sigma `$.

Here without using the linearized world-volume action we manipulate the full DBI action. The direct substitution of our ansatz into (19) and (21) yields

$$S=T_1𝑑t𝑑\sigma \mathrm{STr}(\sqrt{(1+\lambda ^2\alpha ^i\alpha ^i(R^{})^2)(1+4\lambda ^2\alpha ^j\alpha ^jR^4)}\frac{4}{3}\lambda ^2R^3f\alpha ^i\alpha ^i).$$
(27)
Making an approximation to replace the $`\alpha ^i\alpha ^i`$ by $`C\mathrm{I}_N`$ we get a full equation of motion for $`R`$

$$\frac{d}{d\sigma }\left(\frac{R^{}\sqrt{1+4\lambda ^2CR^4}}{\sqrt{1+\lambda ^2C(R^{})^2}}\right)8R^3\sqrt{\frac{1+\lambda ^2C(R^{})^2}{1+4\lambda ^2CR^4}}+4R^2f=0,$$
(28)
which describes the evolution of radius as one moves along the D-string worldsheet. This equation can be cast into

$$\frac{d}{d\sigma }\left(\sqrt{\frac{1+4\lambda ^2CR^4}{1+\lambda ^2C(R^{})^2}}\frac{4\lambda ^2C}{3}fR^3\right)=0.$$
(29)
Using an integration constant $`A`$ we have a first integral

$$\lambda \sqrt{C}\frac{dR}{d\sigma }=\pm \frac{\sqrt{1+4\lambda ^2CR^4(\frac{4\lambda ^2C}{3}fR^3+A)^2}}{\frac{4\lambda ^2C}{3}fR^3+A}.$$
(30)
We will analyze this equation in the $`A=1`$ case which corresponds to the previous $`R_0=0`$ case, because in this case (30) is compared with (24) in the small $`f`$ limit. From (30) we obtain the solutions implicitly with an integration constant $`\sigma _c`$

$$\sigma =\sigma _c\pm \lambda \sqrt{C}_{R_c}^R𝑑R\frac{R^3+\frac{3}{4\lambda ^2Cf}}{R^{3/2}\sqrt{R^3+\alpha R+\beta }},$$
(31)
where $`\alpha =9/4\lambda ^2Cf^2,\beta =3/2\lambda ^2Cf`$ and $`R`$ takes $`R_c`$ at $`\sigma =\sigma _c`$. When $`f^4<3/4\lambda ^2C`$, the third order equation $`R^3\alpha R\beta =0`$ has the following three real roots

$`R_1`$ $`=`$ $`2\left({\displaystyle \frac{3}{4\lambda ^2Cf^2}}\right)^{1/2}\mathrm{cos}{\displaystyle \frac{\psi }{3}},R_2=\left({\displaystyle \frac{3}{4\lambda ^2Cf^2}}\right)^{1/2}(\mathrm{cos}{\displaystyle \frac{\psi }{3}}\sqrt{3}\mathrm{sin}{\displaystyle \frac{\psi }{3}}),`$
$`R_3`$ $`=`$ $`\left({\displaystyle \frac{3}{4\lambda ^2Cf^2}}\right)^{1/2}(\mathrm{cos}{\displaystyle \frac{\psi }{3}}+\sqrt{3}\mathrm{sin}{\displaystyle \frac{\psi }{3}})`$ (32)
with $`\mathrm{cos}\psi =\sqrt{4\lambda ^2C/3}f^2`$ for $`0<\psi <\pi /2`$, which obey $`R_1<0<R_2<R_3`$ and $`R_1+R_2+R_3=0`$. The three roots can be expanded in a small parameter $`x=2\lambda \sqrt{C}f^2/\sqrt{3}<1`$ as

$`R_1`$ $`=`$ $`{\displaystyle \frac{f}{x}}(\sqrt{3}+{\displaystyle \frac{1}{3}}x{\displaystyle \frac{\sqrt{3}}{18}}x^2+{\displaystyle \frac{4}{81}}x^3+\mathrm{}),`$
$`R_2`$ $`=`$ $`{\displaystyle \frac{f}{x}}({\displaystyle \frac{2}{3}}x+{\displaystyle \frac{8}{81}}x^3+\mathrm{}),`$ (33)
$`R_3`$ $`=`$ $`{\displaystyle \frac{f}{x}}(\sqrt{3}{\displaystyle \frac{1}{3}}x{\displaystyle \frac{\sqrt{3}}{18}}x^2{\displaystyle \frac{4}{81}}x^3+\mathrm{}).`$
In the small $`f`$ limit $`R_2`$ approaches to $`2f/3`$ and $`R_3`$ grows as $`3/2\lambda \sqrt{C}f`$. Therefore if we choose $`R_c=R_3`$, the expression (31) corresponds to (25). The limiting value $`R_2=2f/3`$ agrees with the previous minimum radius in (26). In the weak field region $`f^4<3/4\lambda ^2C`$ the radius takes a range $`R_2<R<R_3`$ due to $`R^3+\alpha R+\beta >0`$. The solution for the minus sign in (31) with $`R_c=R_3,\sigma _c=\sigma _3`$ implies that the D-string with a geometry $`R^1\times S^2`$ opens up into a D3-brane with a finite radius $`R_3`$ at $`\sigma =\sigma _3`$ and shrinks gradually as $`\sigma `$ increases, and stops contracting when $`R=R_2`$ at $`\sigma =\sigma _2`$.

Patching together two solutions in (31) we have again a wormhole solution between a D3-brane and an anti-D3-brane. The distance between the two three-branes is evaluated as $`2\mathrm{\Delta }\sigma `$ with

$$\mathrm{\Delta }\sigma =\sigma _2\sigma _3=\lambda \sqrt{C}\left(I+\frac{3}{4\lambda ^2Cf}J\right)$$
(34)
and

$`I`$ $`=`$ $`\sqrt{R_2(R_2R_1)}B({\displaystyle \frac{1}{2}},{\displaystyle \frac{1}{2}})F_1({\displaystyle \frac{1}{2}},{\displaystyle \frac{1}{2}},{\displaystyle \frac{1}{2}},1,{\displaystyle \frac{R_3R_2}{R_2}},{\displaystyle \frac{R_3R_2}{R_2R_1}})`$ (35)
$`+`$ $`{\displaystyle \frac{2R_1R_2}{\sqrt{R_3(R_2R_1)}}}\mathrm{\Pi }({\displaystyle \frac{\pi }{2}},{\displaystyle \frac{R_3R_2}{R_3}},k),`$
$`J`$ $`=`$ $`{\displaystyle \frac{2}{R_2\sqrt{R_3(R_2R_1)}}}\left(E{\displaystyle \frac{R_2}{R_1}}(EK)\right),`$ (36)
where $`k=\sqrt{(R_3R_2)(R_1)/(R_2R_1)R_3}`$ amd $`F_1,K,E,\mathrm{\Pi }`$ are Appell’s hypergeometric function, the elliptic integral of the first, second, third kind respectively. The expansion of $`E`$ in the first term in (36) with respect to $`k^{}=\sqrt{1k^2}`$ gives the leading term $`\mathrm{\Delta }\sigma 3/2f`$ in the small $`f`$ region, which is the previous value in the linearized prescription. Since the derivative of $`R_3`$ with respect to $`z=f^2`$ is negative for $`0<\psi <\pi /2`$

$`{\displaystyle \frac{dR_3}{dz}}`$ $`=`$ $`\left({\displaystyle \frac{3}{4\lambda ^2C}}\right)^{1/2}{\displaystyle \frac{1}{6z^{3/2}\mathrm{sin}\psi }}(3\mathrm{sin}\psi (\mathrm{cos}{\displaystyle \frac{\psi }{3}}+\sqrt{3}\mathrm{sin}{\displaystyle \frac{\psi }{3}})`$ (37)
$`+`$ $`2\mathrm{cos}\psi (\sqrt{3}\mathrm{cos}{\displaystyle \frac{\psi }{3}}\mathrm{sin}{\displaystyle \frac{\psi }{3}})),`$
the radius $`R_3`$ decreases under the increasing external field. On the other hand the radius $`R_2`$ increases because of

$$\frac{dR_2}{dz}=\left(\frac{3}{4\lambda ^2C}\right)^{1/2}\frac{1}{6z^{3/2}\mathrm{sin}\psi }F$$
(38)
with

$$F=3\mathrm{sin}\psi (\sqrt{3}\mathrm{sin}\frac{\psi }{3}\mathrm{cos}\frac{\psi }{3})+2\mathrm{cos}\psi (\mathrm{sin}\frac{\psi }{3}+\sqrt{3}\mathrm{cos}\frac{\psi }{3}),$$
(39)
whose positivity is shown as follows

$`F`$ $`>`$ $`\mathrm{sin}\psi \left((3\sqrt{3}+2)\mathrm{sin}{\displaystyle \frac{\psi }{3}}+(2\sqrt{3}3)\mathrm{cos}{\displaystyle \frac{\psi }{3}}\right),\mathrm{for}\mathrm{\hspace{0.33em}0}<\psi <{\displaystyle \frac{\pi }{4}},`$
$`F`$ $`>`$ $`\mathrm{cos}\psi \left((3\sqrt{3}+2)\mathrm{sin}{\displaystyle \frac{\psi }{3}}+(2\sqrt{3}3)\mathrm{cos}{\displaystyle \frac{\psi }{3}}\right),\mathrm{for}{\displaystyle \frac{\pi }{4}}\psi <{\displaystyle \frac{\pi }{2}}.`$ (40)
From these behaviors it follows that the radius $`R_3`$ coincides with $`R_2`$, when the external field takes a critical value $`f_c=(3/4\lambda ^2C)^{1/4}`$, and then the funnel or wormhole configuration is broken.

Let us estimate the energy of funnel configuration extending from $`\sigma _3`$ to $`\sigma _2`$. Combining (27) with (29) we can extract it as

$$E=T_1N_{\sigma _3}^{\sigma _2}𝑑\sigma ((1+\lambda ^2C(R^{})^2)(\gamma fR^3+1)\gamma R^3f)$$
(41)
with $`\gamma =4\lambda ^2C/3`$. Through the substitution of the minus expression in the first integral (30) into (41) the energy is given by

$$E=T_1N_{\sigma _3}^{\sigma _2}𝑑\sigma \left(\frac{4\lambda \sqrt{C}f}{3}R^{}\sqrt{R^6+\alpha R^4+\beta R^3}((\frac{d\sigma }{dR})^2+\lambda ^2C)+\frac{4}{3}\lambda ^2CR^3f\right).$$

The first term is rewritten as $`T_1N_{\sigma _3}^{\sigma _2}𝑑\sigma (\gamma fR^3+1)`$ whose first term cancels the third term in (3). Thus we obtain in a suggestive form

$$E=T_1N\lambda \sqrt{C}\gamma _{R_3}^{R_2}𝑑RR^{3/2}\sqrt{(R_3R)(RR_1)(RR_2)}+T_1N_{\sigma _3}^{\sigma _2}𝑑\sigma .$$
(42)
The first term is further expressed as

$`T_1N\lambda \sqrt{C}\gamma (R_3R_2)^2R_2^{3/2}(R_2R_1)^{1/2}B({\displaystyle \frac{3}{2}},{\displaystyle \frac{3}{2}})`$
$`\times F_1({\displaystyle \frac{3}{2}},{\displaystyle \frac{3}{2}},{\displaystyle \frac{1}{2}},3,{\displaystyle \frac{R_3R_2}{R_2}},{\displaystyle \frac{R_3R_2}{R_2R_1}})`$ (43)
and the second term is estimated by using (34). Alternatively we use a relation $`T_1=2\pi \lambda T_3`$ and the physical radius to rewrite the first term in (42) as

$$T_3\frac{N}{\sqrt{C}}_{\stackrel{~}{R}_2}^{\stackrel{~}{R}_3}𝑑\stackrel{~}{R}4\pi \stackrel{~}{R}^2\left(1\frac{4f^2\stackrel{~}{R}^2}{9}\frac{2\lambda \sqrt{C}f}{3\stackrel{~}{R}}\right)^{1/2},$$
(44)
which can be regarded as a bulk energy stored in the spherical D3-brane. The second term is naturally interpreted as the energy of the $`N`$ D-strings with tension $`T_1`$ in the $`X^9`$ direction. In view of the first integral (30) with $`A=1`$ and (32) we note that there is a simply expanded D-string solution with a constant radius $`R_2`$ or $`R_3`$ for all $`\sigma `$ whose energy evaluated from (27) with $`R^{}=0`$ shows that it is a nonmarginal bound state of $`N`$ D-strings and a D3-brane. In the weak external field the total energy of the $`R_2`$ solution is estimated to be lower than that of the $`R_3`$ solution.

## 4 Conclusions

In the framework of the nonabelian DBI theory we have observed that there exists a nonocommutative stable solution describing the expanding of $`N`$ D0-branes into a spherical D2-brane under a constant electric RR flux, even when they sit in the curved near-horizon spacetime produced by the multiple D4-branes. The same configuration appears also in the dual description using the abelian DBI action of a D2-brane with $`N`$ units of U(1) magnetic flux. In Ref.  the leading order terms in the nonabelian DBI action were analyzed for the multiple D0-branes in the flat spacetime, while we have worked on the DBI action itself to see the dielectric effect in a curved spacetime. We have shown that the weak external field produces a stable solution for the near-horizon geometry.

In the behaviors of the noncommutative solution for the muliple D-strings under the electric background flux we have seen that there are some differences between the leading order prescription of the nonabelian DBI action and the full one. The differences occur since the coupling produced by the external flux breaks supersymmetries. In the absence of electric flux the noncommutative BPS funnel solution has a pole where the multiple D-strings expand into a spherical D3-brane with an infinite radius, which is seen in both the leading order prescription and the full DBI theory . When the non-zero external flux is turned on, this pole structure is reproduced in the leading order prescription but disappears in the full DBI theory. In no electric RR flux the expanded D-strings collapse down to zero size far away from the position where the D3-brane opens up, while under non-zero flux they shrink along the D-string worldsheet till having some minimum size. The minimum sizes characterized by the strength of external field emerge in solving the full as well as linearized equations of motion and take the same value in the weak external field limit. Though the expanding of multiple D-strings occurs owing to both the nonabelian nature of the world-volume theory and the effect of external electric flux, the minimum bound of puffing is produced by the latter effect. By solving the full equation of motion we have seen that in the decreasing weak external field the minimum size of spherical D3-brane decreases in proportion to the strength of external field and the finite maximum size increases inversely in proportion to it, whose behaviors are smoothly continued to those of the BPS funnel solution in the zero external field limit. By manipulating the full DBI action we can see the dependence of the dielectric effect for the multiple D-strings on the strong external field. As the external field becomes stronger, the slope of our puffed funnel-like solution is reduced to be more gradual. Specially at some critical strong external field the funnel or wormhole configuration disappears. We guess that it may be related with the annihilation of a pair of D3-brane and anti-D3-brane.

The stable noncommutative expanded configuration of $`N`$ D0-branes is regarded as a nonmarginal true bound state of $`N`$ D0-branes and a spherical D2-brane, whose energy has a resemblance to that of the nonmarginal BPS bound state of D$`p`$-branes and D$`(p+2)`$-branes compactified on a two-torus. The energy of the non-BPS funnel configuration of $`N`$ D-strings has been shown to receive two separated contributions from the $`N`$ D-strings background and a spherical D3-brane. It is desirable to have a deeper understanding why the similar separations emerge both in this non-BPS bound state and in the marginal BPS bound state of Dp-branes and D$`(p+4)`$-branes wrapped around a four-torus. One interesting extension of our work would be to investigate the dielectric effect for the multiple D2-branes under the electric RR flux and show how the expanding behaviors depend on the world-volume coordinates of D2-branes and the strength of flux.