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# Electrostatically induced undulations of lamellar DNA–lipid complexes

## 1 Introduction

Electrostatic adsorption of polyelectrolytes onto oppositely charged surfaces, such as lipid membranes, has been the subject of intense experimental and theoretical research in the last decade. Of particular interest is the spontaneous complexation of DNA with both cationic and neutral lipids due to their possible application to gene therapy Felgner97 ; Crystal95 . These so-called ”lipoplexes” show a diversity of equilibrium and metastable structures Sternberg94 ; lasic97 ; Raedler97 ; fang97 ; salditt97 ; koltover98 ; Artzner98 ; Zantl98 ; huebner99 ; Koltover99 . For example, it has been shown through X-ray diffraction analysis Raedler97 ; salditt97 ; Koltover99  that DNA molecules and lipids can form lamellar complexes with DNA intercalated in between lipid bilayers. Another complex formed for sufficiently flexible membranes is an inverse hexagonal lipid structure with DNA inside the water regions koltover98 .

Several theoretical studies help to understand many of the phenomena observed for lipoplexes dan96 ; dan97 ; bruinsma98b ; May97 ; dan98 ; bruinsma98 ; golubovic98 ; ohern98b ; Harries98 ; Schiessel98 ; menes98 ; ohern98 ; ohern99 ; may00 ; menes00 , however many more remain to be elucidated. May et al. may00  studied in detail the phase behavior of aqueous mixtures of DNA, cationic lipid and neutral lipid. Their model is based on the two thermodynamically stable structures found experimentally koltover98  and predicts the phase diagram as a function of the DNA/lipid composition and the elastic properties of the lipid bilayers. Another problem that was considered theoretically is the dependence of the interaxial spacing of DNA rods in lamellar complexes on the DNA/lipid composition. Bruinsma bruinsma98  presented an analytical approach that is applicable to lipoplexes with weakly charged bilayers. The numerical study of Harries et al. Harries98  predicts the interaxial spacing also for higher charge densities. According to both studies the isoelectric point of the lipoplex (the point at which the anionic charges of the DNA balance the cationic charges of the lipids) is unstable to further adsorption of DNA or lipids. The formation of say an isoelectric complex is driven by the release of the small counterions that were ”condensed” on the highly charged DNA and on the charged bilayer before complexation. A lipoplex close to the isoelectric point is very susceptible to the uptake of further cationic lipids or DNA – if available – since this will be accompanied by the release of the corresponding counterions into the lipoplex111A similar instability is also expected for the complexation of charged spheres and oppositely charged polyelectrolytes. A single highly charged chain will wrap around a single sphere forming a complex that is beyond the isoelectric point (”overcharging”) and this effect is driven by the release of counterions from the wrapped chainpark99 . On the other hand, a chain in a solution of highly charged spheres will complex more spheres than necessary to be isoelectric, and this effect is driven by the release of counterions of the complexed spheresSchiessel00 .. The theoretical predictions show good agreement with a recent experimental study Koltover99 .

A different approach to the problem of the distance between DNA strands was given by Dan dan96 . In this study the preferred distance was predicted to be the result of two competitve mechanisms, electrostatic repulsion between the strands and their membrane-induced attraction due to the perturbation of the lipid packing in the membrane close to the adsorbed DNA. The model assumes DNA strands adsorbed on a single membrane as it was investigated experimentally by Fang and Yang fang97  using atomic force microscopy experiments. They found that the distance between DNA strands was about 5 nm, a distance that was predicted by Dan within her model dan96 .

In that model it is assumed that the membrane (that is supported by a solid surface) is locally perturbed close to the DNA in such a way that the monolayer thickness is slightly increased dan96 . It should be expected that for lamellar lipoplexes one also has perturbations. Since the membranes are allowed to undergo shape changes freely (no supporting layer) one might expect undulations leading to a compression or sweeling of the whole lamellar stack as depicted in Fig. 2. Such undulations might lead to an intermembrane coupling between DNA rods in different layers – resulting in a 3D ordering of the DNA rods. Lipoplexes with a 3D rectangular ordering of the DNA molecules were indeed observed experimentally Artzner98 .

Most experiments on lamellar lipoplexes indicate that such a type of perturbation of the membranes around the DNA molecules – if present – is smallRaedler97 ; salditt97 . Undulations of the membranes should lead to a lamellar repeat distance that is larger or smaller than the sum of the bilayer thickness and the diameter of the DNA molecule (including a hydration shell). Considering complexes at the isoelectric point and changing the ratio of charged to neutral lipids it was observed that the lamellar repeat distance stays always close to a value that indicates flat membranesRaedler97 ; salditt97 . Thus even though the lipid dilution experiments lead to a considerable increase of the interaxial spacing between DNA rods, the undulations remain too small to be non-ambiguously detected. On the other hand, for more flexible membranes where detectable membrane undulations could be expected the system switches to the inverse hexagonal phase instead koltover98 .

Recently Subramanian et al. Subu00  studied the complexation of the anionic polypeptide poly-glutamic acid with a mixture of cationic (DDAB) and neutral (DLPC) lipids by means of small angle X-ray scattering and neutron scattering. It was observed that the lipid organizes in a multilamellar phase with the polypeptide chains intercalated in between the membranes. Compared to the DNA complexes discussed above, the polypeptides do not show any in-plane ordering even though it is assumed that they are in the $`\alpha `$-helical state. As for the DNA lipoplexes a ”lipid dilution” experiment was performed for isoelectric polypeptide lipoplexes. Contrary to the outcome for the DNA complexes, a considerable increase of the lamellar spacing was found when the cationic lipids were diluted by neutral ones. For high lipid dilution the spacing saturated at a constant value of 60Å which coincides with the equilibrium value of pure DLPC membranes. Subramanian et al. Subu00  suggested that this behavior could be due to a ”pinching mechanism” including membrane undulations similar to the ones depicted in Fig. 2 (case $`h<0`$). The pinching sites are formed due to the electrostatic interaction between the negatively charged poly-glutamic acid and the cationic DDAB lipids. Away from the pinched regions the properties of the lipoplex are dominated by the properties of the pure DLPC membranes. Whether it is possible to have pinches in a lipoplex was studied by one of the authors Schiessel98 . By comparing the gain in electrostatic free energy with the bending energy of forming a pinch, the parameter range was estimated at which pinching can be expected. It was shown that this effect should occur if the line charge density of the rods is sufficiently high and the membranes are sufficiently flexible, a situation that might be fulfilled for the polypeptide lipoplex considered in Ref. Subu00 .

A different approach to the pinching problem is taken in the present study. We start out with a perfectly flat lamellar lipoplex as depicted in Fig. 1. The DNA rods are assumed to be ordered within a 3D rectangular lattice as it was observed by Artzner et al. Artzner98 . Our goal is to calculate how the electrostatic interaction between the negatively charged ”rods” and the positively charged membranes modifies the conformation of the membranes. We show that there are in principle two possibilities, namely a compression of the lamellar stack as depicted in Figure 2 ($`h>0`$) or an expansion as depicted in the same Figure (case $`h<0`$).

In the next section we introduce the model system and calculate its electrostatic and bending free energies for arbitrary but small periodic undulations of the membranes. By minimizing the free energies of the undulation with respect to its Fourier components we show in Sect. 3 that the electrostatic interaction usually favors a compression of the lamellar complex – at least if the underlying assumptions of our model are fulfilled. These assumptions are discussed in Sect. 4 where we also present some conclusions.

## 2 Free energy of model lipoplex

The aim of the following calculation is to determine the electrostatic contribution to the undulations of a lamellar stack of membranes with DNA molecules intercalated in between. Our model system consists of two constituents, the membranes and the DNA molecules. The membranes have a uniform thickness $`t`$ and carry positive charges on both sides. The surface charge density is given by $`\sigma /2`$ on each side of the bilayer and is assumed to be uniform. In our model the membranes are perfectly transparent for the electric field lines, i.e., we have a homogeneous dielectric constant throughout the lipoplex. The bilayers are flexible with a bending rigidity $`k_c`$. The DNA molecules are modelled as infinitely long rigid rods of radius $`r`$. For simplicity, we assume the negative charges of the DNA molecules to be located along their middle axis with the linear charge density $`\rho `$. Following the experimental observation of a lamellar stack with DNA forming smectic arrays we arrange the components of our model in the following way (cf. Fig. 1). All membranes are parallel to the $`XY`$-plane with their midplanes at the positions $`z=0,\pm 2\left(r+t/2\right),\pm 4\left(r+t/2\right)\mathrm{}`$ The DNA rods are aligned in the $`Y`$-direction. The interhelical spacing between neighboring DNA molecules is constant and is denoted by $`d=2\pi /q`$. Excluded volume requires that $`d2r`$. The rods in one layer are located at $`x=0,\pm d,\pm 2d\mathrm{}`$, in the neighboring layers they are displaced by $`d/2`$, i.e., they are at the positions $`x=\pm d/2,\pm 3d/2,\mathrm{}`$ etc. Furthermore, the rods are assumed to be always attached to the two neighboring membranes.

The electrostatic interaction between the charges is calculated within the Debye-Hückel approximation. In this approximation the potential $`\mathrm{\Phi }`$ is determined by $`\mathrm{\Delta }\mathrm{\Phi }=\kappa ^2\mathrm{\Phi }`$ with the appropriate boundary conditions. Here $`\kappa ^1`$ denotes the Debye screening length that is given by $`\kappa ^1=\left(8\pi n_sl_B\right)^{1/2}`$ where $`n_s`$ is the bulk salt concentration and $`l_B=e^2/\epsilon k_BT`$ is the Bjerrum length ($`e`$ is the unit charge, $`k_BT`$ is the thermal energy and $`\epsilon `$ the dielectric constant; $`\epsilon 80`$ in an aqueous solution). The total electrostatic contribution $`F_{el}`$ to the free energy of the system is given by the sum of the (screened) electrostatic interactions and the translational entropy of the counterions Verwey ; Goldstein90 :

$$F_{el}=\frac{1}{2}𝑑S\sigma ^{}\mathrm{\Phi }$$
(1)
The integration extends over all charged surfaces of the system with $`\sigma ^{}`$ being the corresponding charge densities.

We ask the following question: How are the membranes deformed by the electrostatic interaction? In order to answer this question we will calculate the induced undulations of the membrane up to the first order in the deformation amplitude.

Consider the membrane at $`z=0`$. Electrostatics induces a deformation $`z=u\left(x\right)`$ around the flat state, $`z0`$. Due to the symmetry the deformation profile is of the form

$$u\left(x\right)=\widehat{\underset{n}{}}a_n\mathrm{cos}\left(nqx\right)$$
(2)
where the hat denotes summation over odd $`n`$ only. This undulation leads to the following curvature energy $`f_{bend}=\left(k_c/2\right)\left(^2u\right)^2`$ (per area $`A`$):

$$f_{bend}=\frac{k_c}{2}\widehat{}_na_n^2n^4q^4$$
(3)
In order to calculate the electrical free energy, Eq. 1, we compute first the electrical potential $`\mathrm{\Phi }_M^{\left(u\right)}(x,z)`$ induced by the charges on the upper surface of the membrane (note that $`\mathrm{\Phi }_M^{\left(u\right)}`$ is translational invariant in $`Y`$-direction). At that charged surface, i.e., at $`z=t/2+u\left(x\right)`$, we have the boundary condition $`\mathrm{\Phi }_M^{\left(u\right)}/n=2\pi \sigma /\epsilon `$ which is here of the form

$$\frac{\mathrm{\Phi }_M^{\left(u\right)}}{x}\widehat{\underset{n}{}}a_nnq\mathrm{sin}\left(nqx\right)+\frac{\mathrm{\Phi }_M^{\left(u\right)}}{z}=\frac{2\pi \sigma }{\epsilon }$$
(4)
(up to terms of the order $`a_n^2`$). By expanding $`\mathrm{\Phi }_M^{\left(u\right)}`$ up to first order in the amplitudes $`a_n`$ we find the following form of the potential above the membrane ($`z>t/2+u\left(x\right)`$)

$$\mathrm{\Phi }_M^{\left(u\right)}(x,z)=\phi ^{\left(0\right)}(x,z)+\widehat{\underset{n}{}}a_n\phi ^{\left(n\right)}(x,z)$$
(5)
Each $`\phi ^{\left(n\right)}`$ fulfills the Debye-Hückel equation separately. They can be expanded in Fourier series $`\phi ^{\left(n\right)}=_mB_m^{\left(n\right)}\left(z\right)\mathrm{cos}\left(mnqx\right)`$ where $`B_m^{\left(n\right)}\left(z\right)=b_m^{\left(n\right)}\mathrm{exp}\left(\kappa _{nm}z\right)`$ with $`\kappa _{nm}=\sqrt{\kappa ^2+\left(nmq\right)^2}`$. The coefficients $`b_m^{\left(n\right)}`$ follow from the boundary condition at the membrane together with the fact that due to symmetry $`\mathrm{\Phi }_M^{\left(u\right)}\left(x,z<t/2\right)\mathrm{\Phi }_M^{\left(u\right)}(\left(\pi /q\right)x,tz)`$. We find that only the coefficients $`b_1^{\left(n\right)}`$ are non-vanishing and are given by $`b_1^{\left(n\right)}=\pi \sigma \kappa /\epsilon \kappa _n`$. This leads to (for $`z>t/2`$):

$`\mathrm{\Phi }_M^{\left(u\right)}(x,z)`$ $`=`$ $`{\displaystyle \frac{\pi \sigma }{\epsilon \kappa }}[e^{\kappa \left(zt/2\right)}+`$ (6)
$`\widehat{{\displaystyle \underset{n}{}}}a_n{\displaystyle \frac{\kappa ^2}{\kappa _n}}e^{\kappa _n\left(zt/2\right)}\mathrm{cos}\left(nqx\right)]`$
The total potential $`\mathrm{\Phi }_M`$ induced by the membrane at $`z=u\left(x\right)`$ is the sum of the contributions of the upper charged boundary, $`\mathrm{\Phi }_M^{\left(u\right)}`$, cf. Eq. 6, and of the lower one, $`\mathrm{\Phi }_M^{\left(l\right)}`$: $`\mathrm{\Phi }_M=\mathrm{\Phi }_M^{\left(u\right)}+\mathrm{\Phi }_M^{\left(l\right)}`$. Using $`\mathrm{\Phi }_M^{\left(l\right)}(x,z)=\mathrm{\Phi }_M^{\left(u\right)}(x,z+t)`$ we find:

$`\mathrm{\Phi }_M(x,z)`$ $`=`$ $`{\displaystyle \frac{2\pi \sigma }{\epsilon \kappa }}[\mathrm{cosh}\left({\displaystyle \frac{\kappa t}{2}}\right)e^{\kappa z}+`$ (7)
$`\widehat{{\displaystyle \underset{n}{}}}a_n{\displaystyle \frac{\kappa ^2}{\kappa _n}}\mathrm{cosh}\left({\displaystyle \frac{\kappa _nt}{2}}\right)e^{\kappa _nz}\mathrm{cos}\left(nqx\right)]`$
Furthermore, the potential induced by the line charge of the rod has the form

$$\mathrm{\Phi }_R\left(R\right)=\frac{2\rho }{\epsilon }K_0\left(\kappa R\right)$$
(8)
where $`R`$ is the distance from the line and $`K_0`$ is a modified Bessel function with $`K_0\left(x\right)\mathrm{ln}x`$ for $`x1`$ and $`K_0\left(x\right)\left(\pi /2x\right)^{1/2}\mathrm{exp}\left(x\right)`$ for $`x1`$. The total electrical potential $`\mathrm{\Phi }`$ is the sum of the potential $`\mathrm{\Phi }_1`$ that follows from all membranes and the potential $`\mathrm{\Phi }_2`$ that is due to all the rods: $`\mathrm{\Phi }=\mathrm{\Phi }_1+\mathrm{\Phi }_2`$.

We calculate now the total electrostatic contribution to the free energy per unit cell. A unit cell has the width $`d`$ (in $`X`$–direction) and a height that corresponds to the (average) distance between neighboring layers (for the case of a flat membrane – depicted in Fig. 1 – this height equals $`2r+t`$). According to Eq. 1, we obtain the total electrostatic energy (per unit cell) by integrating the total potential over all charged surfaces that lie within this cell. The unit cell in Fig. 1 contains three charged surfaces, $`S_M^{\left(u\right)}`$, $`S_M^{\left(l\right)}`$ and $`S_R`$. $`S_M^{\left(u\right)}`$ is a stripe of the upper surface of one bilayer that is uniformly charged with the density $`\sigma /2`$. $`S_M^{\left(l\right)}`$ is the corresponding lower charged surface. $`S_R`$ is the surface carrying the charges of one rod; we assume this to be the surface of a cylinder with radius $`\delta rr`$ and charge density $`\sigma _R=\rho /2\pi \delta r`$. It follows that the electrostatic energy (per area) has three contributions: The inter-(and intra-) membrane interaction $`f_M`$, the membrane-rod interaction $`f_{MR}`$ and the interaction between the rods $`f_R`$. Thus

$`f_{el}=f_M+f_{MR}+f_R={\displaystyle \frac{\sigma /2}{2A}}{\displaystyle _{S_M}}𝑑S\mathrm{\Phi }_1`$
$`{\displaystyle \frac{\sigma _R}{A}}{\displaystyle _{S_R}}𝑑S\mathrm{\Phi }_1{\displaystyle \frac{\sigma _R}{2A}}{\displaystyle _{S_R}}𝑑S\mathrm{\Phi }_2`$ (9)
Here we made use of the identity $`_{S_R}𝑑S\sigma _R\mathrm{\Phi }_1=_{S_M}𝑑S\frac{\sigma }{2}\mathrm{\Phi }_2`$.

We start by calculating the change of the membrane–membrane interactions $`F_M`$ induced by their undulations (up to first order in $`a_n`$). The position of the midplane of the $`k`$th membrane is given by

$$u_k\left(x\right)=2k\left(r+t/2h\right)+\left(1\right)^k\widehat{}_na_n\mathrm{cos}\left(nqx\right)$$
(10)
with $`k=0,\pm 1,\pm 2,\mathrm{}`$ and $`h=\widehat{}_na_n`$. Fig. 2 shows schematic views of lamellar structures that are compressed – case (a) with $`h>0`$ – and swollen – case (b) with $`h<0`$. Denote the contribution of $`k`$th membrane to the potential by $`\mathrm{\Phi }_M^{\left(k\right)}`$. Then

$`f_M`$ $`={\displaystyle \frac{q\sigma }{4\pi }}{\displaystyle \underset{k=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle _0^{2\pi /q}}𝑑x\mathrm{\Phi }_M^{\left(k\right)}(x,{\displaystyle \frac{t}{2}}+\widehat{{\displaystyle }}_na_n\mathrm{cos}\left(nqx\right))`$ (11)
$``$ $`{\displaystyle \frac{\pi \sigma ^2}{\epsilon \kappa }}{\displaystyle \frac{\mathrm{cosh}\left(\frac{\kappa t}{2}\right)\mathrm{cosh}\left(\kappa r\right)}{\mathrm{sinh}\left(\kappa \left(r+t/2\right)\right)}}+{\displaystyle \frac{\pi \sigma ^2\mathrm{cosh}^2\left(\frac{\kappa t}{2}\right)\widehat{}_na_n}{\epsilon \mathrm{sinh}^2\left(\kappa \left(r+\frac{t}{2}\right)\right)}}`$
Equation 11 shows that a swelling of the system ($`h=\widehat{}_na_n<0`$) decreases the membrane-membrane interaction whereas a compression ($`h>0`$) is unfavorable. Note that we neglected terms of second order in the $`a_n`$. As can be seen from Eq. 3 terms of the form $`a_n^2`$ lead to a renormalization of the bending constant, $`k_c^{}=k_c+\delta k|_{el}`$. It can be shown that $`\delta k|_{el}=3\pi \sigma ^2/8\epsilon \kappa ^3T/\kappa ^3l_B\lambda _{GC}^2`$ ($`\lambda _{GC}=e/2\pi l_B\sigma `$ is the Gouy-Chapman length)Winter88 ; Lekker89 ; Kiometzis89 ; Fogden90 ; Pincus90 ; Higgs90 ; Duplantier90 ; Harden92 ; Andelman95 . For a wide range of parameters one has $`\delta k|_{el}k_c`$. In the following we use the bare bending rigidity $`k_c`$, keeping in mind that it has to be replaced by $`k_c^{}`$ when $`\delta k|_{el}`$ is comparable to $`k_c`$.

We estimate now the contribution of the membrane–rod attraction. Consider the rod at the position $`x=0`$ and $`z=rt/2+h`$. The rod is located within an infinite stack of membranes. This can be accounted for by simply summing twice over the contributions of all the membranes that are located above the rod, i.e. $`f_{MR}=\left(2\rho /d\right)_{k=0}^{\mathrm{}}\mathrm{\Phi }_M^{\left(k\right)}(0,rt/2+h)`$. From Eq. 7 follows that $`\mathrm{\Phi }_M^{\left(k\right)}(0,z)`$ is given by (note that $`z<0`$)

$`\mathrm{\Phi }_M^{\left(k\right)}(0,z)`$ $`{\displaystyle \frac{2\pi \sigma }{\epsilon \kappa }}\mathrm{cosh}\left({\displaystyle \frac{\kappa t}{2}}\right)e^{\kappa \left(z2k\left(r+t/2h\right)\right)}+\left(1\right)^{k+1}`$ (12)
$`{\displaystyle \frac{2\pi \sigma \kappa }{\epsilon }}\widehat{{\displaystyle }}_n{\displaystyle \frac{a_n}{\kappa _n}}\mathrm{cosh}\left({\displaystyle \frac{\kappa _nt}{2}}\right)e^{\kappa _n\left(z2k\left(r+\frac{t}{2}\right)\right)}`$
The contribution of the first term of Eq. 12 to $`F_{MR}`$ is of the form:

$`f_{MR}^{\left(1\right)}`$ $``$ $`{\displaystyle \frac{\sigma \rho q}{\epsilon \kappa }}{\displaystyle \frac{\mathrm{cosh}\left(\kappa t/2\right)}{\mathrm{sinh}\left(\kappa \left(r+t/2\right)\right)}}`$ (13)
$`{\displaystyle \frac{\sigma \rho q}{\epsilon }}{\displaystyle \frac{\mathrm{coth}\left(\kappa \left(r+\frac{t}{2}\right)\right)}{\mathrm{sinh}\left(\kappa \left(r+\frac{t}{2}\right)\right)}}\mathrm{cosh}\left({\displaystyle \frac{\kappa t}{2}}\right)\widehat{{\displaystyle }}_na_n`$
The second term of Eq. 12 leads to the following expression:

$$f_{MR}^{\left(2\right)}=\frac{\sigma \rho q\kappa }{\epsilon }\widehat{}_n\frac{\mathrm{cosh}\left(\kappa _nt/2\right)}{\kappa _n\mathrm{cosh}\left(\kappa _n\left(r+t/2\right)\right)}a_n$$
(14)
The total membrane–DNA contribution $`f_{MR}=f_{MR}^{\left(1\right)}+f_{MR}^{\left(2\right)}`$ favors a compression of the lamellar stack – thus constituting a competing mechanism to the membrane-membrane repulsion.

We are left with the calculation of the interaction energy between the rods. We focus here one two important cases. Case 1: $`\kappa t1`$ and $`\kappa d1`$ (”vertical screening”): In this case the interaction between rods in different layers is negligible compared to the rod-rod interaction within the same layer. Then it is sufficient to sum over the contributions of all rods to the left and to the right of the given rod :

$$f_R=\frac{\rho ^2q}{\pi \epsilon }\underset{k=1}{\overset{\mathrm{}}{}}K_0\left(\kappa dk\right)\frac{\rho ^2q}{\pi \epsilon }_0^{\mathrm{}}𝑑kK_0\left(\kappa dk\right)=\frac{\rho ^2q^2}{4\pi \epsilon \kappa }$$
(15)
Case 2: $`\kappa t1`$ and $`\kappa d1`$ (weak screening): In this case all rods contribute to the interaction energy. After some algebra we arrive at

$$f_R\frac{\rho ^2q^2}{4\pi \epsilon \kappa ^2\left(r+t/2\right)}+\frac{\rho ^2q^2}{4\pi \epsilon \kappa ^2\left(r+t/2\right)^2}\widehat{}_na_n$$
(16)
As expected, in both cases the repulsive rod-rod interaction favors swelling.

## 3 Undulations in isoelectric complexes

We consider first the lamellar complex in equilibrium with a solution of free DNA strands. We ask: What is the interaxial distance $`d`$ between the DNA strands in the lipoplex that minimizes the electrostatic free energy of the complex? As pointed out by Bruinsma bruinsma98  counterion release will control $`d`$; here, however, we determine the equilibrium spacing for the case when there is no counterion release, i.e., we assume the rods being below the Manning threshold. We also neglect entropic changes due to the adsorption of free DNA strands into the lipoplex. We will show that, as a result of the geometry, such a system will equilibrate at the isoelectric point – if the electrostatic interaction is sufficiently long-ranged. In the following we only account for the contributions independent of the $`a_n`$’s and treat the contribution of membrane bending afterwards as a perturbation.

Let us first consider the case of high ionic strength where $`\kappa r1`$ (strong screening). Then the free energy per area is given by

$$f_{tot}\frac{4\pi \sigma \rho e^{\kappa r}}{\epsilon \kappa d}$$
(17)
i.e., by the membrane-rod attraction, Eq. 13; other terms are negligible. It follows that the minimum is at $`d0`$. Excluded volume interaction between the rods will lead to $`d=2r`$. Clearly, in the case of strong screening as a result of the short range of the electrostatic interaction the lipoplex is equilibrated far from the isoelectric point. The resulting complex is ”overcharged” by the DNA rods. (A similar situation occurs for the adsorption of rods on an oppositely charged surface, cf. Ref. Nguyen00 ).

We discuss next the two cases introduced above. Case 1: $`\kappa t1`$ and $`\kappa d1`$ (vertical screening): From Eqs. 13 and 15 we find (up to terms of the order $`\kappa d`$)

$$f_{tot}\frac{2\pi \sigma \rho }{\epsilon \kappa d}+\frac{\pi \rho ^2}{\epsilon \kappa d^2}$$
(18)
$`f_{tot}`$ is minimized for $`d=d_{iso}=\rho /\sigma `$ which corresponds to the isoelectric point of the complex, i.e., the point at which the charges of the cationic lipids and of the DNA are exactly balanced. Case 2: $`\kappa t1`$ and $`\kappa d1`$ (weak screening): From Eqs. 13 and 16 follows

$$f_{tot}\frac{2\pi \sigma \rho }{\epsilon \kappa ^2\left(r+t/2\right)d}+\frac{\pi \rho ^2}{\epsilon \kappa ^2\left(r+t/2\right)d^2}$$
(19)
Again the free energy is minimized at the isoelectric interhelical spacing $`d=d_{iso}=\rho /\sigma `$.

Thus in the limiting case $`\kappa 0`$ (no salt, no screening) the lipoplex is forced to be at the isoelectric point. This is an artefact of our model which does not account for counterions that would be present in lipoplexes with an excess of DNA molecules or cationic lipids. This holds for both cases, for Case 1 corresponding effectively to decoupled two-dimensional layers and for Case 2 which is truly three-dimensional. Therefore our theory is only applicable to isoelectric lipoplexes where all counterions are expected to be released.

We consider now the undulations occuring in lipoplexes in general and then focus again on the isoelectric point. The change of the total electrostatic free energy as a function of the deformation follows from the Eqs. 11, 1316:

$$\mathrm{\Delta }f_{el}\{\begin{array}{cc}\left(\frac{\pi \sigma ^2}{\epsilon }\frac{\sigma \rho q}{\epsilon }\right)\widehat{}_na_n\hfill & \text{for}\kappa t1,\kappa d1\hfill \\ \left(\frac{\pi \sigma ^2}{\epsilon }\frac{\sigma \rho q}{\epsilon }+\frac{\rho ^2q^2}{4\pi \epsilon }\right)\frac{\widehat{{\scriptscriptstyle }}_na_n}{\kappa ^2\left(r+\frac{t}{2}\right)^2}\hfill & \text{for}\kappa t1,\kappa d1\hfill \end{array}$$
(20)
The change of the total free energy due to bending is given by the sum of the electrical contribution $`\mathrm{\Delta }f_{el}`$ and the bending energy $`f_{bend}`$, Eq. 3. Minimizing $`f_{tot}`$ with respect to the amplitudes $`a_n`$ leads to $`a_nA/n^4`$ with

$$A\{\begin{array}{cc}\frac{\sigma \rho q\pi \sigma ^2}{\epsilon k_cq^4}\hfill & \text{for}\kappa t1,\kappa d1\hfill \\ \frac{\sigma \rho q\pi \sigma ^2\rho ^2q^2/4\pi }{\epsilon k_cq^4\kappa ^2\left(r+t/2\right)^2}\hfill & \text{for}\kappa t1,\kappa d1\hfill \end{array}$$
(21)
Thus the deformation modes decrease rapidly with increasing $`n`$. Now we are in the position to calculate the deformation of the membranes. Inserting $`a_n=A/n^4`$ into Eq. 2 we find the following deformation profile

$$u\left(x\right)=A\widehat{}_n\frac{\mathrm{cos}\left(nqx\right)}{n^4}=A\left(\frac{\pi ^4}{90}\frac{\pi ^2x^2}{12}+\frac{\pi x^3}{12}\frac{x^4}{48}\right)$$
(22)
where the polynomial expression is valid for $`0qx\pi `$ (the continuation outside this interval follows from the symmetry of the configuration). A good approximation for all values of $`x`$ (relative error smaller than $`1.5\%`$) is given by $`u\left(x\right)=A\mathrm{cos}\left(qx\right)`$.

The coefficient $`A`$ at the isoelectric point of the complex $`2\pi \sigma /q=\rho `$ is given by

$$A\{\begin{array}{cc}\frac{\pi \sigma ^2}{\epsilon k_cq^4}\hfill & \text{for}\kappa t1,\kappa d1\hfill \\ 0\hfill & \text{for}\kappa t1,\kappa d1\hfill \end{array}$$
(23)
In the case of vertical screening we find a positive (and $`\kappa `$-independent) value of $`A`$ and thus a positive value of $`h`$, $`h=\pi ^4A/90`$, corresponding to a compression of the isoelectric lamellar stack. Interestingly, in the case of weak screening the undulations disappear. In fact, as long as the vertical screening is operative the membrane–membrane repulsion is smaller than the membrane-rod attraction in the isoelectric lipoplex and therefore we find a compression of the lamellar stack. For weak screening, the rod-rod repulsion between different layers cancels this net attraction, cf. Eq. 20. Let us consider typical values for $`\rho `$, $`\sigma `$, $`\epsilon `$ and $`k_c`$, say $`\rho =e/1.7`$Å (DNA), $`\sigma =e/100`$Å2, $`\epsilon =80`$ (water) and $`k_c=20k_BT`$. For these values we find (in the case of vertical screening) $`h1`$Å, i.e., the undulations are rather small.

Finally, we estimate how the undulations of the isoelectric complex disturb the interaxial spacing between the rods and in turn move the complex away from its isoelectric point. We consider the case of vertical screening (Case 1, $`\kappa t1`$, $`\kappa d1`$). In this case the amplitudes of the undulations depend strongly on the interhelical distance, namely $`Ad^4`$, cf. Eq. 23. Inserting $`h=\widehat{}_na_n=\pi ^4A/90`$ into Eq. 20 ($`\kappa t1`$, $`\kappa d1`$) we find two correction terms to Eq. 18, namely $`\pi ^2\sigma ^4d^4/\left(1440\epsilon ^2k_c\right)`$ from the membrane-membrane repulsion and $`\pi ^2\sigma ^3\rho d^3/\left(720\epsilon ^2k_c\right)`$ from the membrane-rod attraction. Evidently, the mem-brane-membrane repulsion favors smaller values of $`d`$ that lead to smaller undulations, whereas the membrane-rod interaction is enhanced for larger undulations, i.e., larger values of $`d`$ are favorable. At the isoelectric point $`d=\rho /\sigma `$ the correction term from the membrane-rod interaction exceeds the other term and as a result the interhelical distance is slightly increased, $`d=d_{iso}+\mathrm{\Delta }d`$, with

$$\mathrm{\Delta }d=\frac{\pi }{720}\frac{\kappa \rho ^5}{\epsilon k_c\sigma ^3}$$
(24)
In that sense the undulations lead to an effective repulsion between the DNA strands proportional to $`d^3`$ (as long as one is close enough to the isoelectric point). Undulations are one of several mechanisms that might be responsible for the increase of the interhelical spacing with increasing salt concentration as it is observed experimentally (cf. Ref. Koltover99  for details).

## 4 Discussion

The main idea of the preceding analysis is to give a simple estimate of the role of the electrostatic interactions in a lamellar lipoplex. In many instances some of the underlying assumptions are not fulfilled. But even in this case our model might give an idea about what the contributions of the electrostatics to the overall conformation might be.

One severe approximation is the assumption of a transparent membrane. The lipid bilayer represents a low dielectric slab that – depending on its thickness – might screen most of the electrical field so that charges (say of phosphate group on a DNA molecule) are not ”seen” on the other side of the membrane. As a rule of thumb, a membrane that is much thinner than the distance $`D`$ of a charge from the membrane might be considered to be transparent for this charge whereas a thicker membrane (of thickness $`t>D`$) is opaque and can be approximated by an infinitely thick slab. In that case the effect of the low dielectric lipid can be accounted for by the use of an appropriate image charge – which is a simple task for a flat membrane but difficult to handle for an undulating one. The two cases $`t<D`$ and $`t>D`$ are elaborated in some detail in Footnote 2 in Ref. Schiessel98 . The typical thickness of a lipid membrane is $`24`$Å which is of the order of the diameter of the DNA rod ($`20`$Å), i.e., one is in the crossover regime between the two cases. In any case, the presence of the low-dielectric lipid will lead to a modification of the simple situation discussed in this paper. It should be expected that the partial confinement of electrical field lines emanating from the DNA rods by the neighboring membranes favors a swelling of the lamellar stack.

Another feature not considered in this study is the demixing of neutral and charged lipids within the bilayers. There might be at least three effects. (i) The electrostatic attraction drives the cationic lipids towards the DNA rods, resulting in a depletion of charged lipids in the membrane parts in between two neighboring rods in the same layer. This reduces the membrane-membrane repulsion between neighboring membranes resulting in an increase of the compression of the lipoplex. This effect should be important if the average mole fraction of cationic lipids in the bilayers is low. (ii) For the opposite limit of highly charged membranes their surface charge density $`\sigma `$ might exceed the surface charge density $`\rho /2\pi r`$ of the rods. In this case an enhancement of neutral lipids close to the DNA is expected that allows for a better matching of the two charge densities. These two effects were indeed observed in the numerical study by Harries et al. Harries98  (cf. Fig. 7 in that paper). (iii) Finally, membrane undulations may also affect the charge densities on each side of the bilayer and vice versa. A depletion of cationic lipids on one side of the membrane will be accompanied by an enhancement on the other side due to the symmetry of the arrangement of DNA rods, cf. Fig. 1. This might lead to a spontaneous curvature of the bilayer of either sign which in turn affects the membrane undulations discussed in our study. It is clear that the competition of these three effects can lead to a rather complex behavior of the charge density profile of the lipids along the $`X`$-direction. In our model we do not account for these effects. We expect that our approach has to be modified especially when a large fraction of the lipids is neutral. In that case the description of local, highly charged pinches Schiessel98  might be more appropriate (cf. the discussion of the polypeptide lipoplex Subu00  given in the Introduction of our paper).

Recently it has been possible to non-ambiguously detect undulations in a lipoplexRaedlerpp . From a careful analysis of the data on the lipoplex presented in Ref. Artzner98  if was possible to construct an electron density map revealing its high resolution structure. The structure shows undulations with an amplitude of a few Angstrom leading to a compression of the lamellar structure as depicted in Fig. 2a. Furthermore, the amplitudes show a sharp increase for larger interhelical spacings. Both observations are in qualitative and semi-quantitative agreement with the results of our model calculation, cf. Eq. 23. It is worth noting that the lipids of these lipoplexes form a lipid-gel phase Artzner98 . In this phase the lipid bilayers show a high compressibility allowing the DNA-induced deformations to cross nearly unperturbed through the bilayer (as implicitely assumed in our model). The induced undulations might be the prevailing mechanism for the interlayer coupling that leads to the rectangular columnar superlattice of the DNA strands observed for this class of lipoplexes.

Acknowledgement: We wish to thank J. O. Rädler for sharing experimental results prior to publication. We would like to acknowledge useful conversations with A. Ben-Shaul and S. May.


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# Power law correlations in the Southern Oscillation Index fluctuations characterizing El Ni𝑛̃o

## I Data

Data for years 1866-2000 were obtained from Ref. and Ref.. They are plotted as function of time (in month units) in Fig. 1. The data consists of $`1612`$ data points and represent monthly averaged normalized difference between the pressure measured at Darwin and the sea level pressure measured at Tahiti. For the years before 1866 daily measurements of the sea level pressure at both stations have been reported to exist and monthly values of the southern oscillation index have been calculated  back to 1841. However, there are gaps of a couple of years in the record whence not suitable for our analysis.

## II Distribution of fluctuations

First, we calculate the fluctuations $`y_{i+1}y_i`$ of the $`SOI`$ signal $`y(t)`$, group them into bins with size equal to the difference between the maximum and the minimum of the fluctuations and divide by one hundred, i.e. $`0.082`$. Then we count the number of entries inside each bin. The result is the histogram shown in the inset of Fig. 2. The distribution of fluctuations of the $`SOI`$ signal is symmetrical and not Gaussian.

Next we focus on the tails as they characterize how likely the extreme events are to occur. We calculate the empirical probability to observe fluctuations with an amplitude larger than some value, $`Prob(X>x)`$, where $`x=|y_{i+1}y_i|`$. The result is plotted in Fig. 2 (dots). The tail of this distribution is consistent with a power law $`Prob(X>x)x^\mu `$, showing the reduction of the probability for increasing intensity of the fluctuations. A linear least-squares fit yields an estimate $`\mu =3.30\pm 0.06`$ when the amplitudes of fluctuations are between 1.5 and 2.8. It is difficult to have good estimate for larger amplitudes of the fluctuations (between 3 and 4) due to insufficient statistics. Note, that the $`\mu `$-value is well outside the range for stable Lévy distributions, $`0<\mu <2`$, and in particular outside the Gaussian distribution ($`\mu =2`$). Therefore, large fluctuations are more likely to occur than the Gaussian distribution would predict.

The cumulative probability distribution provides an estimate for the intensity structure, e.g. the amplitude scaling of the fluctuations of the $`SOI`$ signal. The asymptotic power law behavior of the intensity distribution of the fluctuations appears to be a particularly suitable description of the occurrence of extreme events. In the next section we will focus on the time scaling and correlations of the fluctuations of the $`SOI`$ signal.

## III $`SOI`$ temporal correlations

We apply two methods to study the temporal correlations of fluctuations in the $`SOI`$ signal, spectral and the detrended fluctuation analysis methods.

The spectral analysis involves calculating of the power spectrum as a Fourier transform of the data. To quantify the correlations of the fluctuations in a signal the scaling properties of its power spectrum are tested. Assuming a power-law behavior of the energy spectrum $`S(f)f^\beta `$ the self-affine properties of the signal are characterized by the $`\beta `$-value.

In Fig. 3 results from the spectral analysis of the $`SOI`$ data are plotted. For the frequency range from 1/5 to 1/64 months<sup>-1</sup> the spectrum is consistent with a power-law behavior with a spectral exponent $`\beta =1.32\pm 0.14`$. However such Fourier transform analyses fall short of precisely showing crossover regimes. To better estimate the crossover and to test the correlations using a different approach, we analyze the $`SOI`$ signal applying the $`DFA`$ technique.

The detrended fluctuation function $`F(\tau )`$ is calculated following

$$F^2(\tau )=\frac{1}{\tau }\underset{t=k\tau +1}{\overset{(k+1)\tau }{}}\left[y(t)z(t)\right]^2,k=0,1,2,\mathrm{},(\frac{N}{\tau }1),$$
(1)
where $`z(t)=at+b`$ is a linear least-square fit to the data points in a box containing $`\tau `$ points.

The behavior of the averaged though other forms for $`z(t)`$ can be used  $`F^2(\tau )`$ over the $`N/\tau `$ intervals with length $`\tau `$ is expected to be a power law

$$F^2(\tau )\tau ^{2\alpha }.$$
(2)
An exponent $`\alpha 1/2`$ in a certain range of $`\tau `$ values implies the existence of long-range correlations in that time interval as, for example, in fractional Brownian motion . A value of $`\alpha <0.5`$ indicates antipersistence and $`\alpha >0.5`$ implies persistence of correlations. The classical random walk (Brownian motion) is such that $`\alpha =1/2`$.

In Fig. 4, a log-log plot of the function $`\sqrt{F^2(\tau )}`$ is shown for the $`SOI`$ data in Fig. 1. This function is close to a power law with an exponent $`\alpha _1=0.25\pm 0.01`$ holding for the interval time ranging from about 4 to 70 months. In contrast to the Fourier spectrum analysis the crossover of the fluctuations function $`<F^2(\tau )>`$ is well defined at 70 months. For time scales longer than 70 months, i.e. about 6 years, a crossover to noise-like $`\alpha _2=0.05\pm 0.009`$ is observed. This suggests antipersistence of the correlations in the fluctuations of the sea level pressure for time lags less than 6 years. Antipersistence of the fluctuations implies that a positive fluctuation in the past is more likely to be followed by a negative fluctuation in the future.

Note that $`\alpha =Hu`$, $`Hu`$ being the so called Hurst exponent. The Hurst exponent of a signal was first defined in the “rescaled range (R/S) analysis” (of Hurst ) to estimate the correlations in the Nile floodings and droughts. The relationship

$$\beta =2Hu+1$$
(3)
has been theoretically proven by Flandrin for fractional Brownian walks. The $`\alpha _1`$ value for the $`SOI`$ signal is consistent within the error bars with the spectral exponent satisfying the above equation.

## IV Conclusions

We have studied the amplitude, time scaling and correlations of the fluctuations of the Southern Oscillation Index ($`SOI`$). The tail of the cumulative distribution of the $`SOI`$ fluctuations is found to scale with an exponent $`\mu =3.3`$ for amplitudes of the fluctuations between 1.5 and 2.8, describing the occurrence of extreme events. The energy spectrum of the $`SOI`$ is consistent with power law with exponent $`\beta =1.32`$ for the frequency range between 1/5 and about 1/64 months. Since $`1<\beta <3`$ the $`SOI`$ signal is a self-affine fractal. To estimate more precisely the crossover regime and the type of correlations we have applied the $`DFA`$ method. Using the $`DFA`$ method we find an antipersistent type of correlations for time lags less than 70 months. The $`\alpha `$-exponent that characterizes the scaling is consistent within the error bars with the spectrum scaling. This leads to favor specific physical models for El Ni$`\stackrel{~}{n}`$o description, as that in Ref..

Our analysis shows that long-range correlations exist between the fluctuations of the $`SOI`$, e.g. sea level pressure. This supports one conclusion in Ref.\[\] pertinent to our analysis, i.e. the large-scale low-frequency variations of the global SLP field are responsible for the predictive skill of the sea level pressure forced statistical model. The present work indicates a hint why it might be so: because of the correlations between the fluctuations.

Acknowledgments

We thank T.P. Ackerman, H.N. Shirer and E.E. Clothiaux for stimulating discussions and comments. This investigation was partially supported by grant number Battelle 327421-A-N4. The comments of C. Nicolis are greatly appreciated.


text:
# Wick quantisation of a symplectic manifold

## 1 INTRODUCTION

The progress of the quantum field theory was always related, directly or indirectly, with in-depth study of the quantisation methods. Nowadays we observe an explosive development in the deformation quantisation theory. In particular, for the symplectic manifolds Fedosov has suggested a simple method to construct a manifestly covariant star-product . The Fedosov quantisation can be thought of as a direct generalisation of the Weyl symbols known for the linear symplectic spaces. The Wick symbol is supposed to be more appropriate for the field theory quantisation, being underlaid by the notion of the creation and annihilation operators. Usually, the Fock space construction is known for the free fields only, whereas the nonlinearity is considered as a small perturbation to a linear background. This artificial disintegration of the theory into the “free” (linear) part and the (nonlinear) “interaction” is not always adequate to the problem, because it may break fundamental symmetries of the model. The extended list of examples is provided to this problem by sigma models where the nonlinear metric can’t be naturally represented as a constant “free” part plus “interaction”. From this standpoint, the covariant Wick symbol construction acquires a primary importance for applying the deformation quantisation schemes in the field theory.

In general, the Wick and the Weyl quantisations are not equivalent to each other in the field theory even in the linear approximation because of possible quantum divergencies in the formal transformation from one symbol to another. The nontrivial geometry of the phase space may result in the cohomological obstruction to the equivalence between different symbols (even for the system with finite number degrees of freedom, i.e. without any divergencies). The explicit construction for the Wick symbol seems to be very important to this end as well as an efficient criterion of identifying this symbol among the other ones.

The classification of the star-products on a symplectic manifold has been studied in several works , , . Each equivalence class of the star-products has been shown to correspond to formal power series (in $`\mathrm{}`$) taking values in the second De Rham cohomologies. This result seems to be most transparent in the context of the Fedosov method  , where the space of series in the second De Rham cohomologies naturally appears as a moduli space of the flat Fedosov connections of an auxiliary symbol bundle. Thus the equivalence class of the connection defines the equivalence class of the star-product and vice versa.

In this talk we discuss covariant construction for the Wick-type symbol  and identify its equivalence class as a De Rham class of a certain 2-form. In the Kähler case, the Wick and Weyl symbols turn out to be equivalent to each other iff the manifold is the Calabi-Yau one.

In Sec 2 we briefly describe the Wick type symbol construction  based on the Fedosov approach . In Sec 3 we study the equivalence between Wick and Weyl symbols. Conclusion is devoted to some open questions.

## 2 FEDOSOV STAR-PRODUCT OF THE WICK TYPE

Let $`(M,\{,\})`$ be $`2n`$-dimensional Poisson manifold with Poisson bracket

$$\{a,b\}=\omega ^{ij}_ia_jb,a,bC^{\mathrm{}}(M).$$
(1)
Bellow we suppose that $`\omega ^{ij}`$ is nondegenerate, so that inverse matrix $`\omega _{ij}`$ defines the symplectic 2-form $`\omega =\omega _{ij}dx^idx^j`$, which is closed in virtue of Jacobi identity for (1). The commutative algebra of smooth functions $`C^{\mathrm{}}(M)`$ assigned by the Poisson bracket is called Poisson algebra of classical observables.

The aim of deformation quantisation program is to define a new multiplication operation $``$ (named a star-product) depending on $`\mathrm{}`$, which would be one-parametric associative deformation of the ordinary point-wise function multiplication. More precisely, let $`C^{\mathrm{}}(M)[[\mathrm{}]]`$ be the space of formal series

$$a=a(x,\mathrm{})=\underset{n=0}{\overset{\mathrm{}}{}}\mathrm{}^na_n(x),$$

where $`a_n(x)C^{\mathrm{}}(M)`$. This space is regarded as the space of quantum observables. Then the star-product of two quantum observables is given by

$$ab=\underset{n=0}{\overset{\mathrm{}}{}}\mathrm{}^nD_n(a,b),$$

where the following conditions are assumed to be satisfied:

$`a)`$ $`D_n`$ are bi-differential operators on $`C^{\mathrm{}}(M)`$;

$`b)`$ $`D_0(a,b)=ab`$;

$`c)`$ $`D_1(a,b)D_1(b,a)=i\{a,b\}`$.

The deformation quantisation, being so defined, has a natural “gauge group” acting on the set of all star-products. Two star-products $``$ and $`\stackrel{~}{}`$ are called equivalent if there exists an isomorphism of algebras

$$B:(C^{\mathrm{}}(M)[[\mathrm{}]],)(C^{\mathrm{}}(M)[[\mathrm{}]],\stackrel{~}{})$$
(2)
given by a formal differential operator $`B=1+\mathrm{}B_1+\mathrm{}^2B_2+\mathrm{}`$.

Given a Poisson manifold $`(M.\{,.\})`$, the problem of deformation quantisation is to describe all the star-products satisfying axioms $`a),b),c)`$ up to the equivalence (2).

As we have shown in , the most natural covariant way to define the Wick-type star-product is to introduce a complex-valued metric structure $`g^{ij}`$ subject to certain conditions. To represent these conditions in a compact form, let us combine the Poisson bi-vector and the metric into the tensor field

$$\mathrm{\Pi }^{ij}(x)=\omega ^{ij}(x)+g^{ij}(x).$$
(3)
We also define a form $`\mathrm{\Pi }`$ with the lower indices as $`\mathrm{\Pi }_{ij}=\omega _{in}\omega _{jm}\mathrm{\Pi }^{nm}`$. The aforementioned conditions can be written as

$$\begin{array}{cc}i)\hfill & \mathrm{rank}(\mathrm{\Pi }_{ij})=\frac{1}{2}\mathrm{dim}M=n\hfill \\ ii)\hfill & (\mathrm{\Pi }^{in}_n\mathrm{\Pi }^{jk}\mathrm{\Pi }^{jn}_n\mathrm{\Pi }^{ik})\mathrm{\Pi }_{kn}=0\hfill \end{array}$$
(4)
These conditions guarantee the existence of two transverse Lagrangian polarisations on $`M`$ associated with left and right kernel distributions of the form $`\mathrm{\Pi }`$. The integrability condition ii) for these polarisations is also equivalent to existence of a torsion-free Levi-Civita connection preserving $`\mathrm{\Pi }`$ . In what follows we will refer to $`\mathrm{\Pi }`$ as the Wick tensor.

The most notable examples of the manifolds admitting Wick structure are provided by the Kähler manifolds. In this case $`\mathrm{\Pi }^{}=\mathrm{\Pi }`$, and the left (right) kernel distribution of $`\mathrm{\Pi }`$ generates the holomorphic (anti-holomorphic) polarisation. The case of a real metric $`g`$ satisfying rels. (4) corresponds to the so-called para-Kähler geometry .

The Wick-type deformation quantisation can be defined by replacing the axiom $`c)`$ with a stronger one

$$\begin{array}{cc}c^{})\hfill & \hfill D_1(a,b)=\frac{i}{2}\mathrm{\Pi }^{ij}(x)_ia_jb.\end{array}$$
(5)
In the paper  the modification of the Fedosov method was proposed to produce the $``$-product satisfying the axioms of Wick-type quantisation. In so doing the Kähler and para-Kähler geometries are naturally related with the algebras of genuine Wick- and $`qp`$-symbols respectively.

Let us now outline the main steps of our construction. First, note that Wick tensor $`\mathrm{\Pi }`$ on $`M`$ determines a constant Wick structure on each tangent space $`T_xM`$, which can be used to quantise $`T_xM`$ by means of standard Wick product. More precisely it is expressed by

Definition. The formal algebra $`W_x`$ associated to $`T_xM`$ is an associative algebra with a unit over $`𝐂`$, whose elements are formal power series in the deformation parameter $`\mathrm{}`$ with coefficients being formal polynomials on $`T_xM`$:

$$a(y,\mathrm{})=\underset{n,m0}{}\mathrm{}^na_{ni_1\mathrm{}i_m}y^{i_1}\mathrm{}y^{i_m},$$

where y’s are linear coordinates on $`T_xM`$. The product of elements $`a,bW_x`$ is defined by the Wick rule

$$ab=exp\left(\frac{i\mathrm{}}{2}\mathrm{\Pi }^{ij}\frac{}{y^i}\frac{}{z^j}\right)a(y,\mathrm{})b(z,\mathrm{})|_{z=y}.$$
(6)
Taking a union of algebras $`W_x`$, $`xM`$, we obtain a bundle $`W`$ of formal Wick algebras, whose sections are formal functions

$$a(x,y,\mathrm{})=\underset{n,m0}{}\mathrm{}^na(x)_{ni_1\mathrm{}i_m}y^{i_1}\mathrm{}y^{i_m},$$

where $`a(x)_{ni_1\mathrm{}i_m}`$ are components of symmetric covariant tensors on $`M`$. The $``$-product can naturally be extended to the space $`W\mathrm{\Lambda }`$ of $`W`$-valued differential forms by means of the usual exterior product of the scalar forms from $`\mathrm{\Lambda }`$. The general element from $`W\mathrm{\Lambda }`$ reads

$$\begin{array}{c}a(x,y,dx,\mathrm{})=\underset{2k+p,q0}{}\mathrm{}^ka_{k,i_1\mathrm{}i_pj_1.\mathrm{}j_q}(x)\times \hfill \\ \times y^{i_1}\mathrm{}y^{i_p}dx^{j_1}\mathrm{}dx^{j_q}.\hfill \end{array}$$
(7)
There are two useful gradings $`\mathrm{deg}_1`$ and $`\mathrm{deg}_2`$ defined on the homogeneous elements $`\mathrm{},y,dx`$ as follows: $`\mathrm{deg}_1(y^i)=1`$, $`\mathrm{deg}_1(\mathrm{})=2`$, $`\mathrm{deg}_2(dx^i)=1`$, and all other gradings are vanishing. One may see that $`W\mathrm{\Lambda }`$ is the bi-graded associative algebra with respect to the gradings $`\mathrm{deg}_1`$, $`\mathrm{deg}_2`$. The commutator of two homogeneous forms from $`W\mathrm{\Lambda }`$ is defined as

$$[a,b]=ab(1)^{\mathrm{deg}_2(a)\mathrm{deg}_2(b)}ba.$$

Introduce the Fedosov operators $`\delta `$ and $`\delta ^1`$ on $`W\mathrm{\Lambda }`$, defined as follows. For a homogeneous element $`a`$ with $`\mathrm{deg}_1(a)=p`$ and $`\mathrm{deg}_2(a)=q`$ we put

$$\delta a=dx^k\frac{a}{y^k}=\frac{i}{\mathrm{}}[\omega _{ij}y^idx^j,a],$$
(8)
$$\delta ^1a=\{\begin{array}{cc}\frac{1}{p+q}y^ki(\frac{}{x^k})a,\mathrm{if}p+q0\hfill & \\ & \\ 0,\mathrm{otherwise},\hfill & \end{array}$$
(9)
Note that both the operators are nilpotent, but only $`\delta `$ is the (inner) antiderivation of $``$-product. The properties of these operators are very similar to those for the usual exterior differential and codifferential, in particular they satisfy to an analogue of the Hodge-De Rham decomposition:

$$a=\sigma (a)+\delta \delta ^1a+\delta ^1\delta a,$$
(10)
where $`\sigma (a)=a(x,0,0,\mathrm{})`$ denotes the canonical projection onto $`C^{\mathrm{}}(M)[[\mathrm{}]]`$.

Now let $``$ be a torsion-free connection respecting Wick tensor $`\mathrm{\Pi }^{ij}`$. It induces the covariant derivative on $`W\mathrm{\Lambda }`$:

$$a=dx^i\left(\frac{a}{x^i}y^j\mathrm{\Gamma }_{ij}^k(x)\frac{a}{y^k}\right),$$
(11)
$`\mathrm{\Gamma }_{ij}^k`$ being the Christoffel symbols.

Following Fedosov, consider more general connection of the form:

$$D=\delta +\frac{1}{i\mathrm{}}[r,],$$
(12)
where $`r=r_i(x,y,\mathrm{})dx^iW\mathrm{\Lambda }^1`$ . Clearly, $`D`$ is a derivation of $``$-product, i.e.

$$D(ab)=Dab+(1)^{deg_2(a)}aDb.$$
(13)
A simple calculations show that

$$D^2a=\frac{1}{i\mathrm{}}[\mathrm{\Omega },a],aW\mathrm{\Lambda },$$
(14)
$$\mathrm{\Omega }=\frac{1}{2}\omega +R\delta r+r+\frac{1}{i\mathrm{}}rr.$$
(15)
Here $`R=\frac{1}{4}R_{ijkl}y^iy^jdx^kdx^l`$ and $`R_{ijkl}=\omega _{in}R_{jkl}^n`$ is the curvature tensor of $``$. A connection of the form (12) is called Abelian or flat if $`\mathrm{\Omega }`$ does not depend on $`y^{}s`$. In this case $`D^2=0`$.

Using the “Hodge-De Rham decomposition” (10), the Bianchi identity $`R=0`$ and the symmetry property of the curvature tensor,

$$\omega _{in}R_{jkl}^n=\omega _{jn}R_{ikl}^n,g_{in}R_{jkl}^n=g_{jn}R_{ikl}^n,$$

one may prove the following counterparts of Fedosov’s theorems.

Theorem 1. Let $``$ be any torsion-free connection respecting symplectic form $`\omega =\omega _{ij}dx^idx^j`$. There is a unique Abelian connection $`D`$ of the form (12) for which

$$\delta ^1r=0,\mathrm{\Omega }=\frac{1}{2}\omega $$

and the expansion (7) for $`r`$ involves elements of $`deg_13`$.

Denote by $`W_D`$ the subspace of all parallel sections in $`W`$ with respect to a flat Fedosov connection (12). Due to rel.(13) the space $`W_D`$ is an associative subalgebra. The next theorem establishes isomorphism between $`W_D`$ and $`C^{\mathrm{}}[[\mathrm{}]]`$, which induces a star-product on $`C^{\mathrm{}}[[\mathrm{}]]`$.

Theorem 2. For any formal function $`aC^{\mathrm{}}(M)[[\mathrm{}]]`$ there is a unique section $`\stackrel{~}{a}W_D`$ such that $`\sigma (\stackrel{~}{a})=a`$. The pull-back of the $``$-product via $`\sigma `$ induces the Wick-type star-product on $`M`$:

$$ab=\sigma ((\sigma ^1a)(\sigma ^1b)),a,bC^{\mathrm{}}(M)[[\mathrm{}]].$$

The elements $`rW\mathrm{\Lambda }^1`$ and $`\stackrel{~}{a}W`$ mentioned in the Theorems can be efficiently constructed by iterating a pair of coupled equations

$$\begin{array}{c}r=\delta ^1(R+r+\frac{1}{i\mathrm{}}rr),\hfill \\ \stackrel{~}{a}=a+\delta ^1(\stackrel{~}{a}+\frac{1}{i\mathrm{}}[r,\stackrel{~}{a}])\hfill \end{array}$$
(16)
with respect to the first degree.

As one may see, the rank condition imposed on $`\mathrm{\Pi }^{ij}`$ (4) is not so essential for the construction of an associative $``$-product obeying (5). The only fact we have used here is the existence of a torsion-free connection preserving $`\mathrm{\Pi }`$ and the reversibility of the Poisson bi-vector $`\omega ^{ij}`$. The construction would work, for example, with a degenerate $`g`$, when $`g=0`$ it reduces to the Fedosov quantisation.

## 3 THE QUESTION OF EQUIVALENCE

The rich geometry of symplectic manifolds equipped by the metric structure (3) offers at least two different schemes for their quantisation: the Fedosov quantisation, which exploits only antisymmetric part of the Wick form $`\mathrm{\Pi }`$ (3), and the deformation quantisation involving the entire form $`\mathrm{\Pi }`$ to meet the condition (5). The question is whether these two quantisations are actually different or an equivalence transform may be found to establish a global isomorphism between both algebras of quantum observables. Below we formulate the necessary and sufficient conditions for such an isomorphism to exist. As in the general case, the obstruction for equivalence of two star-products lies in the second De Rham cohomology of symplectic manifold and we identify a certain 2-form as its representative.

In order to distinguish Wick-type star product from the Weyl one, all the constructions related to the former product will be attributed by the additional symbol $`g`$ (pointing on non-zero symmetric part $`g`$ in $`\mathrm{\Pi }`$). In particular, through this section the fibre-wise multiplication (6) will be denoted by $`_g`$, while $``$ will be reserved for the Fedosov $``$product  resulting from (6) if put $`g=0`$.

First we note that fibre-wise $``$ and $`_g`$ products are equivalent in the following sense:

$$a_gb=G^1(GaGb),a,bW$$
(17)
where the formally invertible operator $`G`$ reads as

$$G=\mathrm{exp}\left(\frac{i\mathrm{}}{4}g^{ij}\frac{}{y^i}\frac{}{y^j}\right).$$
(18)
The operator $`G`$ has following properties:

$$G=G,\delta G=G\delta $$
(19)
Using the automorphism $`G`$ we can define a new Abelian connection $`\stackrel{~}{D}=GD_gG^1`$, which in virtue of rels. (19) can be written as

$$\stackrel{~}{D}=\delta +\frac{1}{i\mathrm{}}[\stackrel{~}{r},],\stackrel{~}{r}=Gr_g.$$
(20)
Here the brackets $`[,]`$ stand for $``$-commutator. The elements $`\stackrel{~}{r}`$ and $`r`$ satisfy the equations

$`\stackrel{~}{r}=\delta ^1(GR+\stackrel{~}{r}\delta \stackrel{~}{r}+{\displaystyle \frac{1}{i\mathrm{}}}\stackrel{~}{r}\stackrel{~}{r})`$ (21)
$`r=\delta ^1(R+r\delta r+{\displaystyle \frac{1}{i\mathrm{}}}rr)`$ (22)
Thus we have two star-products $``$ and $`\stackrel{~}{}`$ corresponding to the pair of Abelian connections $`D`$ and $`\stackrel{~}{D}`$. Since $`D\stackrel{~}{D}`$, in general, the action of the fibre-wise isomorphism $`G`$ establishing the equivalence between $``$ and $`_g`$-products (and hence between the star products $`\stackrel{~}{}`$ and $`_g`$) is not automatically followed by the equality $`=\stackrel{~}{}`$ . Indeed, evaluating lowest orders in $`\mathrm{}`$ we get:

$$\begin{array}{c}ab=ab+\frac{i\mathrm{}}{2}\omega ^{ij}_ia_jb\hfill \\ \frac{\mathrm{}^2}{2}\omega ^{ik}\omega ^{jl}_i_ja_k_lb+𝒪(\mathrm{}^3),\hfill \\ a\stackrel{~}{}b=ab+\frac{i\mathrm{}}{2}\stackrel{~}{\omega }^{ij}_ia_jb\hfill \\ \frac{\mathrm{}^2}{2}\omega ^{ik}\omega ^{jl}_i_ja_k_lb+𝒪(\mathrm{}^3),\hfill \end{array}$$
(23)
where

$$\begin{array}{c}\stackrel{~}{\omega }^{ij}=\omega ^{ij}+\mathrm{}\omega _1^{ij},\omega _1^{ij}=\omega ^{ik}\mathrm{\Omega }_{kl}\omega ^{lj},\hfill \\ \mathrm{\Omega }=\frac{i}{\mathrm{}}(GRR)=\frac{1}{8}R_{ijkl}g^{ij}dx^kdx^l\hfill \end{array}$$
(24)
The 2-form $`\mathrm{\Omega }`$ is closed in virtue of the Bianchi identity for the curvature tensor. In fact, rels. (23), (24) show that the second star product $`\stackrel{~}{}`$ is a so-called 1-differentiable deformation  of $``$ . This deformation is known to be trivial iff the 2-form $`\mathrm{\Omega }`$ is exact . Now supposing $`\mathrm{\Omega }=d\psi `$ let us try to establish an equivalence between $``$ and $`\stackrel{~}{}`$ by means of a fibre-wise conjugation automorphism

$$aUaU^1,$$
(25)
where $`U`$ is an invertible element of $`W`$. The element $`U`$ is so chosen that transformation (25) turns $`D`$ to $`\stackrel{~}{D}`$. This is equivalent to

$$D(UaU^1)=U(\stackrel{~}{D}a)U^1,aW$$
(26)
The last condition means that

$$U^1DU=\frac{1}{i\mathrm{}}\mathrm{\Delta }r+\frac{1}{i\mathrm{}}\psi ,$$
(27)
where $`\mathrm{\Delta }r=\stackrel{~}{r}r`$ and $`\psi `$ is a globally defined 1-form on $`M`$. The compatibility condition for equation (27) resulting from the identity $`D^2=0`$ requires that

$$D\mathrm{\Delta }r+\frac{1}{i\mathrm{}}\mathrm{\Delta }r\mathrm{\Delta }r+d\psi =0$$
(28)
The analogous relation is obtained if we subtract (21) from (22)

$$D\mathrm{\Delta }r+\frac{1}{i\mathrm{}}\mathrm{\Delta }r\mathrm{\Delta }r+\mathrm{\Omega }=0$$
(29)
Comparing (28) with (29) we conclude that the compatibility condition holds provided $`\mathrm{\Omega }`$ is exact. Now rewrite (27) in the form

$$\delta U=U+\frac{1}{i\mathrm{}}[r,U]\frac{1}{i\mathrm{}}U(\mathrm{\Delta }r+\psi )$$
(30)
and apply the operator $`\delta ^1`$ to both sides of the equation. Using the Hodge-De Rham decomposition (10) and taking $`\sigma (U)=1,`$ we get

$$U=1+\delta ^1(U+\frac{1}{i\mathrm{}}[r,U]\frac{1}{i\mathrm{}}U(\mathrm{\Delta }r+\psi ))$$
(31)
The iterations of the last equation yield a unique solution for (30) provided the compatibility condition (28) is fulfilled. Starting from 1, this solution defines an invertible element of $`W`$. Then the equivalence transform $`B:(C^{\mathrm{}}(M)[[\mathrm{}]],)(C^{\mathrm{}}(M)[[\mathrm{}]],_g)`$ we are looking for is defined as the sequence of maps

$$Ba(x)=(UG(\sigma _g^1(a))U^1)|_{y=0},$$
(32)
so that

$$a_gb=B^1((Ba)(Bb))$$
(33)
Thus we have prove the following

Theorem 3.The obstruction to equivalence between Weyl and Wick type deformation quantisations lies in the second De Rham cohomology $`H^2(M)`$. The quantisations are equivalent iff the 2-form $`R_{ijkl}g^{ij}dx^kdx^l`$ is exact.

For the anti-Hermitian matrix $`\mathrm{\Pi }`$ the 2-form $`\mathrm{\Omega }`$ is nothing but the Ricci form of the Kähler manifold. In this case the cohomology class of $`\mathrm{\Omega }`$, being proportional to the first Chern class $`c_1(M)`$, is known to depend only on the complex structure of the manifold . Since, for example, $`c_1(𝐂P^n)0`$ and for any Kähler manifold $`M`$ a topological equivalence $`M𝐂P^n`$ implies a bi-holomorphic one , the Weyl and Wick quantisations on $`𝐂P^n`$ are not equivalent for any $`\mathrm{\Pi }`$. More generally, the Kähler manifolds with the vanishing first Chern class are known as the Calabi-Yau ones. These manifolds have been intensively studied by physicists in the context of string compactification problem during the last decades. The above Theorem allows one to characterize these manifolds as those Kähler manifolds on which Weyl and Wick quantisations are equivalent to each other. This observation might be crucial for the consistent string compactification on the Calabi-Yau in the presence of non-constant background B-field , .

## 4 CONCLUDING REMARKS

In this talk we have explained a method to covariantly construct Wick-type symbol for the system whose phase space is equipped with both the symplectic structure and the metric one, interrelated by the conditions (3), (4). We have also described the relationship between Weyl and Wick symbols and the cohomological obstructions to their equivalence. Let us briefly discuss how this construction could be used in quantising field theories. First, the quantisation scheme should be extended to the constrained Hamiltonian systems, as the phase space of strings and gauge fields is subject to constraints. A step has been done in this direction in the paper , where the Weyl deformation quantisation is worked out for the Dirac brackets. Now this should be combined with the Wick structure of the constrained phase space. Second, it should be understood what could be taken as a natural symmetric phase space tensor $`g_{ij}`$ (3),(4) for the constrained systems like strings in curved space-time. A possible way of finding this structure is to induce it from an enveloping linear phase space (where one usually has an obvious Wick structure) to the nonlinear constrained surface. It is not quite obvious, however, that the constrained surface would be equipped in this way by an integrable Wick structure. If the integrability condition (ii) (4) was not automatically satisfied for the induced Wick structure, one may hope to overcome this obstacle by introducing an appropriate torsion. This can probably be done in the way of the recent paper  where our construction of the Wick-type star-product  is generalised to the case of the almost Kähler manifold.

Acknowledgments. We are grateful to I.A. Batalin, A. Borowiec, M. Grigoriev, A. Karabegov, R. Marnelius for valuable discussions related to the topic of this talk. The work is partially supported by the RFBR grant No 00-02-17-956. VAD is supported by grant for Support of Scientific Schools N 00-15-96557, SLL and AAS acknowledge the support from the grant E-00-33-184 from Russian Ministry of Education.


text:
# 1 Introduction

## 1 Introduction

The Hawking-Penrose theorems  prove that singularities are a generic characteristic of Einstein’s equations. These theorems establish an equivalence between geodesic incompleteness and the blow up of some curvature scalars (the singularity) and allow us to determine the region (or regions) where singularities may exist. Nevertheless, these theorems say nothing about the nature of the singularities. This question is of great interest especially in the context of cosmological models, where the initial singularity (the “Big Bang”) characterizes the “beginning” of the evolution of the universe.

The first attempt to understand the nature of the Big Bang was made by Belinsky, Khalatnikov and Lifshitz . They argued that the generic Big Bang is characterized by the mixmaster dynamics of spatially homogeneous Bianchi cosmologies of type VIII and IX. However, there exist counter-examples suggesting that the mixmaster behavior is no longer valid in models with more than three dynamical degrees of freedom . Several alternative behaviors have been suggested , but during the last two decades investigations have concentrated on the so–called asymptotically velocity term dominated (AVTD) behavior according to which, near the singularity, each point in space is characterized by a different spatially homogeneous cosmology . The AVTD behavior of a given cosmological metric is obtained by solving the set of “truncated” Einstein’s equations which are the result of neglecting all terms containing spatial derivatives and considering only the terms with time derivatives.

Spatially compact inhomogeneous spacetimes admitting two commuting spatial Killing vector fields are known as Gowdy cosmological models . Recently, a great deal of attention has been paid to these solutions as favorable models for the study of the asymptotic behavior towards the initial cosmological singularity. Since Gowdy spacetimes provide the simplest inhomogeneous cosmologies, it seems natural to use them to analyze the correctness of the AVTD behavior. In particular, it has been proved that all polarized Gowdy models belong to the class of AVTD solutions and it has been conjectured that the general (unpolarized) models are AVTD too .

In this work, we focus on $`T^3`$ Gowdy cosmological models and present the Ernst representation of the corresponding field equations. We show that this representation can be used to explore different types of solution generating techniques which have been applied very intensively to generate stationary axisymmetric solutions. We use this analogy to apply several known theorems to the case of Gowdy cosmological solutions. In particular, we use these results to show that all polarized $`T^3`$ Gowdy models preserve the AVTD behavior at the initial singularity and that “almost” all unpolarized $`T^3`$ Gowdy models can be generated from a given polarized seed solution by applying the solution generating techniques. We also analyze the possibility of generating a polarized model if we specify a priori any desired value of its Ernst potential at the initial singularity. We also argue that this method could be used to generate a cosmological model starting from its value at the Big Bang.

## 2 Gowdy $`T^3`$ Cosmological Models

Gowdy cosmological models are characterized by the existence of two commuting spatial Killing vector fields, say, $`\eta _I=/\sigma `$ and $`\eta _{II}=/\delta `$ which define a two parameter spacelike isommetry group. Here $`\sigma `$ and $`\delta `$ are spatial coordinates delimited by $`0\sigma ,\delta 2\pi `$ as a consequence of the space topology. In the case of a $`T^3`$-topology, the line element for unpolarized Gowdy models  can be written as

$$ds^2=e^{\lambda /2}e^{\tau /2}(e^{2\tau }d\tau ^2+d\theta ^2)+e^\tau [e^P(d\sigma +Qd\delta )^2+e^Pd\delta ^2],$$
(1)
where the functions $`\lambda `$, $`P`$ and $`Q`$ depend on the coordinates $`\tau `$ and $`\theta `$ only, with $`\tau 0`$ and $`0\theta 2\pi `$. In the special case $`Q=0`$, the Killing vector fields $`\eta _I`$ and $`\eta _{II}`$ become hypersurface orthogonal to each other and the metric (1) describes the polarized $`T^3`$ Gowdy models.

The corresponding Einstein’s vacuum field equations consist of a set of two second order differential equations for $`P`$ and $`Q`$

$$P_{\tau \tau }e^{2\tau }P_{\theta \theta }e^{2P}(Q_\tau ^2e^{2\tau }Q_\theta ^2)=0,$$
(2)
$$Q_{\tau \tau }e^{2\tau }Q_{\theta \theta }+2(P_\tau Q_\tau e^{2\tau }P_\theta Q_\theta )=0,$$
(3)
and two first order differential equations for $`\lambda `$

$$\lambda _\tau =P_\tau ^2+e^{2\tau }P_\theta ^2+e^{2P}(Q_\tau ^2+e^{2\tau }Q_\theta ^2),$$
(4)
$$\lambda _\theta =2(P_\theta P_\tau +e^{2P}Q_\theta Q_\tau ).$$
(5)
The set of equations for $`\lambda `$ can be solved by quadratures once $`P`$ and $`Q`$ are known, because the integrability condition $`\lambda _{\tau \theta }=\lambda _{\theta \tau }`$ turns out to be equivalent to Eqs.(2) and (3).

To apply the solution generating techniques to the $`T^3`$ Gowdy models it is useful to introduce the Ernst representation of the field equations. To this end, let us introduce a new coordinate $`t=e^\tau `$ and a new function $`R=R(t,\theta )`$ by means of the equations $`R_t=te^{2P}Q_\theta ,R_\theta =te^{2P}Q_t`$. Then, the field equations (2) and (3) can be expressed as

$$t^2\left(P_{tt}+\frac{1}{t}P_tP_{\theta \theta }\right)+e^{2P}(R_t^2R_\theta ^2)=0,$$
(6)
$$te^P\left(R_{tt}+\frac{1}{t}R_tR_{\theta \theta }\right)2[(te^P)_tR_t(te^P)_\theta R_\theta ]=0.$$
(7)
Furthermore, this last equation for $`R`$ turns out to be identically satisfied if the integrability condition $`R_{t\theta }=R_{\theta t}`$ is fulfilled. We can now introduce the complex Ernst potential $`ϵ`$ and the complex gradient operator $`D`$ as

$$ϵ=te^P+iR,\mathrm{and}D=(\frac{}{t},i\frac{}{\theta }),$$
(8)
which allow us to write the main field equations in the Ernst-like representation

$$Re(ϵ)\left(D^2ϵ+\frac{1}{t}DtDϵ\right)(Dϵ)^2=0.$$
(9)
It is easy to see that the field equations (6) and (7) can be obtained as the real and imaginary part of the Ernst equation (9), respectively.

The particular importance of the Ernst representation (9) is that it is very appropriate to investigate the symmetries of the field equations. In particular, the symmetries of the Ernst equation for stationary axisymmetric spacetimes have been used to develop the modern solution generating techniques . Similar studies can be carried out for any spacetime possessing two commuting Killing vector fields. Consequently, it is possible to apply the known techniques (with some small changes) to generate new solutions for Gowdy cosmological models. This task will treated in a forthcoming work. Here, we will use the analogies which exist in spacetimes with two commuting Killing vector fields in order to establish some general properties of Gowdy cosmological models.

An interesting feature of Gowdy models is its behavior at the initial singularity which in the coordinates used here corresponds to the limiting case $`\tau \mathrm{}`$. The asymptotically velocity term dominated (AVTD) behavior has been conjectured as a characteristic of spatially inhomogeneous Gowdy models. This behavior implies that, at the singularity, all spatial derivatives in the field equations can be neglected in favor of the time derivatives. For the case under consideration, it can be shown that the AVTD solution can be written as

$$P=\mathrm{ln}[\alpha (e^{\beta \tau }+\zeta ^2e^{\beta \tau })],Q=\frac{\zeta }{\alpha (e^{2\beta \tau }+\zeta ^2)}+\xi ,$$
(10)
where $`\alpha ,\beta ,\zeta `$ and $`\xi `$ are arbitrary functions of $`\theta `$. At the singularity, $`\tau \mathrm{}`$, the AVTD solution behaves as $`P\beta \tau `$ and $`QQ_0=1/(\alpha \zeta )+\xi `$. It has been shown  that that all polarized ($`Q=0`$) $`T^3`$ Gowdy models have the AVTD behavior, while for unpolarized $`(Q0`$) models this has been conjectured. We will see in the following section that these results can be confirmed by using the analogy with stationary axisymmetric spacetimes.

## 3 Analogies and general results

Consider the line element for stationary axisymmetric spacetimes in the Lewis-Papapetrou form

$$ds^2=e^{2\psi }(dt+\omega d\varphi )^2+e^{2\psi }[e^{2\gamma }(d\rho ^2+dz^2)+\rho ^2d\varphi ^2],$$
(11)
where $`\psi ,\omega ,`$ and $`\gamma `$ are functions of the nonignorable coordinates $`\rho `$ and $`z`$. The ignorable coordinates $`t`$ and $`\varphi `$ are associated with two Killing vector fields $`\eta _I=/t`$ and $`\eta _{II}=/\varphi `$. The field equations take the form

$$\psi _{\rho \rho }+\frac{1}{\rho }\psi _\rho +\psi _{zz}+\frac{e^{4\psi }}{2\rho ^2}(\omega _\rho ^2+\omega _z^2)=0,$$
(12)
$$\omega _{\rho \rho }\frac{1}{\rho }\omega _\rho +\omega _{zz}+4(\omega _\rho \psi _\rho +\omega _z\psi _z)=0,$$
(13)
$$\gamma _\rho =\rho (\psi _\rho ^2\psi _z^2)\frac{e^{4\psi }}{4\rho ^2}(\omega _\rho ^2\omega _z^2),$$
(14)
$$\gamma _z=2\rho \psi _\rho \psi _z\frac{1}{2\rho }e^{4\psi }\omega _\rho \omega _z.$$
(15)
Consider now the following coordinate transformation $`(\rho ,t)(\tau ,\sigma )`$ and the complex change of coordinates $`(\varphi ,z)(\delta ,\theta )`$ defined by

$$\rho =e^\tau ,t=\sigma ,z=i\theta ,\varphi =i\delta ,$$
(16)
and introduce the functions $`P`$, $`Q`$ and $`\lambda `$ by means of the relationships

$$\psi =\frac{1}{2}(P\tau ),Q=i\omega ,\gamma =\frac{1}{2}\left(P\frac{\lambda }{2}\frac{\tau }{2}\right).$$
(17)
Introducing Eqs.(16) and (17) into the line element (11), we obtain the Gowdy line element (1), up to an overall minus sign. Notice that this method for obtaining the Gowdy line element from the stationary axisymmetric one involves real as well as complex transformations at the level of coordinates and metric functions. It is, therefore, necessary to demand that the resulting metric functions be real. Indeed, one can verify that the action of the transformations (16) and (17) on the field equations (12)-(15) yields exactly the field equations (2)-(5) for the Gowdy cosmological models. This is an interesting property that allows us to generalize several results known for stationary axisymmetric spacetimes to the case of Gowdy spacetimes.

The counterparts of static axisymmetric solutions ($`\omega =0)`$ are the polarized ($`Q=0)`$ Gowdy models. For instance, the Kantowski-Sachs  cosmological model is the counterpart of the Schwarzschild spacetime, one of the simplest static solutions. Furthermore, it is well known that the field equations for static axisymmetric spacetimes are linear and there exists a general solution which can be generated (by using properties of harmonic functions) from the Schwarzschild one . According to the analogy described above, this implies the following

Lemma 1: All polarized $`T^3`$ Gowdy cosmological models can be generated from the Kantowski-Sachs solution.

The method for generating polarized Gowdy models can be briefly explained in the following way. If we introduce the time coordinate $`t=e^t`$, Eq. (2) becomes $`\mathrm{\Delta }P=0`$ with $`\mathrm{\Delta }=_{tt}+t^1_t_{\theta \theta }`$. It can easily be verified that the operators $`L_1=t^1_t(t_t)`$ and $`L_2=_\theta `$ commute with the operator $`\mathrm{\Delta }`$. Then if a solution $`P_0`$ is known $`(\mathrm{\Delta }P_0=0)`$, the action of the operator $`L_i(i=1,2)`$ on $`P_0`$ generates new solutions $`\stackrel{~}{P}_i`$, i.e., if $`\stackrel{~}{P}_i=L_iP_0`$ then $`\mathrm{\Delta }\stackrel{~}{P}_i=\mathrm{\Delta }L_iP_0=0`$. This procedure can be repeated as many times as desired, generating an infinite number of solutions whose sum with arbitrary constant coefficients represents the general solution. An important property of the action of $`L_i`$ on a given solution $`P_0`$ is that it preserves the behavior of $`P_0`$ for $`\tau \mathrm{}`$. If we choose the Kantowski-Sachs spacetime as the seed solution $`P_0`$, the general solution will be AVTD. Hence, as a consequence of Lemma 1, we obtain

Lemma 2: All polarized $`T^3`$ Gowdy cosmological models are AVTD.

We now turn to the general unpolarized $`(Q0)`$ case. The solution generating techniques have been applied intensively to generate stationary solutions from static ones. In particular, it has been shown that “almost” all stationary axisymmetric solutions can be generated from a given static solution (the Schwarzschild spacetime, for instance) . The term “almost” means that there exist “critical” points where the field equations are not well defined and, therefore, the solution generating techniques can not bee applied. Using the analogy with Gowdy models, we obtain

Lemma 3: “Almost” all unpolarized $`T^3`$ Gowdy cosmological solutions can be generated from a given polarized seed solution.

As in the previous case, it can be shown that the solution generating techniques preserve the asymptotic behavior of the seed solution. If we take the Kantowski-Sachs spacetime as seed solution and apply Lemma 3, we obtain

Lemma 4: “Almost” all $`T^3`$ unpolarized Gowdy models can be generated from the Kantowski-Sachs solution and are AVTD.

It should be mentioned that all the results presented in Lemma 1 - 4 must be treated as “preliminary”. To “prove” them we have used only the analogy between stationary axisymmetric spacetimes and Gowdy cosmological models, based on the transformations (16) and (17). A rigorous proof requires a more detailed investigation and analysis of the symmetries of the equations (2)-(5), especially in their Ernst representation (9).

## 4 The Big Bang

The behavior of the Gowdy $`T^3`$ cosmological models at the initial singularity $`(\tau \mathrm{})`$ is dictated by the AVTD solution (10). Although this is not the only possible case for the Big Bang, there are physical reasons to believe that this is a suitable scenario for the simplest case of inhomogeneous cosmological models. But an inhomogeneous Big Bang has two different aspects. The first one concerns the temporal behavior as the singularity is approached. The second aspect is related to the spatial inhomogeneities which should be present during the Big Bang. If we accept the AVTD behavior, the first aspect of the problem becomes solved by the AVTD solution (10), which determines the time dependence at the Big Bang. However, the spatial dependence remains undetermined as it is given by the arbitrary functions $`\alpha ,\beta ,\zeta `$ and $`\xi `$ which can be specified only once a solution is known. The question arises whether it is possible to have a solution with any desired spatial behavior at the Big Bang. We will see that the answer to this question is affirmative.

Using the solution generating techniques for stationary axisymmetric spacetimes it has been shown that any solution can be generated from its values on the axis of symmetry $`(\rho =0)`$ . Specific procedures have been developed that allow us to construct any solution once the value of the corresponding Ernst potential is given at the axis . On the other hand, the analogy with Gowdy models determined by Eqs.(16) and (17) indicates that the limit $`\rho 0`$ is equivalent to $`\tau \mathrm{}`$. To see that this equivalence is also valid for specific solutions we write the counterpart of the AVTD solution (10) in the coordinates $`\rho `$ and $`z`$, according to the Eqs.(16) and (17). Then, we obtain

$$\psi =\frac{1}{2}\mathrm{ln}[\alpha (\rho ^{1+\beta }+\zeta ^2\rho ^{1\beta })],\omega =\frac{\zeta }{\alpha (\rho ^{2\beta }+\zeta ^2)}+\xi ,$$
(18)
where we have chosen the arbitrary functions $`\zeta `$ and $`\xi `$ such that $`\omega `$ becomes a real function. One can verify that the solution (18) satisfies the corresponding “AVTD equations” (12) and (13) (dropping the derivatives with respect to $`z`$) for the stationary case. Consequently, the behavior of stationary axisymmetric solutions at the axis $`(\rho 0)`$ is equivalent to the behavior at $`T^3`$ Gowdy models at the Big Bang.

Thus, if we consider the asymptotic behavior of the Ernst potential (9) for the AVTD solution (10)

$$ϵ(\tau \mathrm{})ϵ_0=e^{\tau (\beta 1)}[1+Q_0e^{\tau (\beta 1)}],Q_0=\frac{1}{\alpha \zeta }+\xi ,$$
(19)
and specify $`\alpha ,\beta ,\zeta `$ and $`\xi `$ as functions of the spatial coordinate $`\theta `$, it is possible to derive the corresponding unpolarized $`(Q0)`$ solution by using the solution generating techniques. In other words, we can construct a Gowdy model with any desired behavior at the Big Bang. This is an interesting possibility which could be used to analyze physically reasonable scenarios for the Big Bang.

Of course, a more detailed study of the solution generating techniques for Gowdy cosmological models is necessary in order to provide a rigorous proof of these results and to construct realistic models for the Big Bang. Here we have used the analogy between stationary axisymmetric spacetimes and $`T^3`$ Gowdy cosmological models to show that this is a task that in principle can be solved.

## 5 Acknowledgements

It is a pleasure to dedicate this work to Prof. H. Dehnen and Prof. D. Kramer on their 60-th birthday. I would like to thank O. Obregón and M. Ryan for an ongoing collaboration that contributed to this work. Also, support by DLR-CONACyT, and DGAPA-UNAM, grant 121298, is gratefully acknowledged.