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# Quenching of resonance production in heavy-ion collisions at 1÷2 A GeV *footnote **footnote *Supported by GSI Darmstadt

## I  Introduction

Modifications of hadrons in dense nuclear matter are currently in the center of theoretical studies . In particular, the multiple pion production in heavy-ion collisions offers an interesting possibility to look at the properties of the baryon resonances in nuclear matter . It is well established (c.f. ) that at beam energies of $`1÷2`$ A GeV pions are produced mostly in the two-step process $`NNNR`$, $`RN\pi `$, where $`R`$ stands for the $`\mathrm{\Delta }(1232)`$ or higher baryon resonances. However, there is an overall tendency of transport models explicitly propagating resonances to overpredict the pion multiplicity in heavy-ion collisions at the beam energy $`1`$ A GeV (c.f. ). Furthermore, taking into account in-medium pion dispersion relations even increases the pion yield .

In the present work we study the effect of possible in-medium modifications of the reaction rates

$$NNNR$$
(1)
on pion production. A description of the experimental data on the pion multiplicities requires an in-medium reduction of the rates (1). We propose, therefore, a density-dependent modification of the transition rates (1), which gives a reasonable description of the pion multiplicities in the systems C+C, Ni+Ni and Au+Au at the beam energy of 1$`÷`$2 A GeV. We will show, moreover, that this modification is consistent with other pion observables, i.e. transverse mass and kinetic energy spectra, angular distributions and in-plane collective flow.

The structure of the paper is as follows: In Sect. II we discuss the effect of the resonance production/absorption quenching on the pion production. Sect. III contains the results on the collective pion flows, while in Sect. IV the summary and conclusions are given.

## II  Density dependent transition rates $`NNNR`$

In our numerical calculations we have used the BUU model in the version described in Ref. . The nucleons, $`\mathrm{\Delta }(1232)`$ and higher (up to $`D_{35}(2350)`$) baryon resonances, $`\mathrm{\Lambda }`$ and $`\mathrm{\Sigma }`$ hyperons, mesons $`\pi ,\eta ,\omega ,K,\rho ,\sigma `$ are explicitly propagated in this BUU implementation. The model has been successfully applied to the calculation of nucleon collective flow observables in heavy-ion collisions at energies from $`100`$ AMeV up to $`2`$ A GeV . A good description of "more elementary" $`\gamma `$ and $`e^{}`$ induced reactions has been also reached within the model (see Refs. ).

In this work we concentrate on pion production in nucleus-nucleus collisions continuing the studies initiated in Refs. . All calculations in the present paper are performed using the soft momentum-dependent mean field (SM) with incompressibility $`K=220`$ MeV, which gives the best overall description of the nucleon collective flow variables . The BUU set of parameters, which includes the SM mean field as well as vacuum resonance parameters and vacuum elastic and inelastic cross sections, will be denoted as "standard" below. The modifications of the standard set will be discussed in the text explicitly.

First, we compare the calculated pion multiplicities in central Au+Au collisions at 1 A GeV with the experimental data. In Fig. 1 the dashed line shows the pion number vs time in the case of the standard calculation. The pion multiplicity asymptotically reaches a value of $`60`$ which is almost a factor of 2 larger than the experimental value of $`34`$ (c.f. Ref. ). Pions are produced dominantly by the baryon resonance decays. Therefore, the pion multiplicity is very sensitive to the number of resonances present in the system. The differential production cross section of a resonance $`R`$ with mass $`M`$ in a nucleon-nucleon collision, averaged over the spins of initial particles and summed over the spins of final particles, is given as

$$\frac{d\sigma _{N_1N_2N_3R_4}}{dM^2d\mathrm{\Omega }}=\frac{1}{64\pi ^2}\overline{||^2}\frac{p_{34}}{p_{12}\epsilon ^2}𝒜(M^2)\times 2(2J_R+1),$$
(2)
where $`\overline{||^2}`$ is a spin-averaged matrix element squared, $`p_{12}`$ and $`p_{34}`$ are c.m. momenta of incoming and outgoing particles, $`\epsilon `$ is the total c.m. energy, $`𝒜(M^2)`$ is the spectral function of the resonance, and $`J_R`$ is the spin of the resonance. The inverse reaction cross section is

$$\frac{d\sigma _{N_3R_4N_1N_2}}{d\mathrm{\Omega }}=\frac{1}{64\pi ^2}\overline{||^2}\frac{p_{12}}{p_{34}\epsilon ^2}\times \frac{4}{C_{12}},$$
(3)
where, due to detailed balance, the same matrix element appears as in Eq. (2), $`C_{12}=2`$ if the nucleons $`N_1`$ and $`N_2`$ are identical and $`C_{12}=1`$ otherwise.

The matrix element which appears in Eqs. (2),(3) should be evaluated in nuclear matter. Instead of using any model dependent parametrizations for the in-medium matrix element, we adopt a simple relation

$$\overline{||^2}=\kappa (\rho )\overline{|_{vac}|^2},\kappa (0)=1,$$
(4)
where $`\overline{|_{vac}|^2}`$ is the vacuum matrix element squared and $`\kappa (\rho )`$ is some density-dependent function to be determined by comparison with the experimental data. The in-medium matrix elements for the non-resonant (background) one-pion production/absorption $`N_1N_2N_3N_4\pi `$, double $`\mathrm{\Delta }`$(1232) production/absorption $`N_1N_2\mathrm{\Delta }_3\mathrm{\Delta }_4`$ and resonance scattering on nucleons $`N_1R_2N_3R_4`$ are also related to their vacuum values by Eq. (4) with the same universal function $`\kappa (\rho )`$.

We address now the pion multiplicity in central Au+Au collisions at 1.06 A GeV using various choices of the function $`\kappa (\rho )`$. As a first trial, we simulate an enhancement of resonance production in NN collisions  assuming a linear dependence on density as in Refs. :

$$\kappa (\rho )=1+\beta \frac{\rho }{\rho _0},\beta >0,$$
(5)
where $`\rho _0=0.16`$ fm<sup>-3</sup> is the equilibrium nuclear matter density. We see from Fig. 1 (dotted line), that the amplified matrix element with $`\kappa (\rho )=1+3\rho /\rho _0`$ leads to an about 20% reduction in the final pion multiplicity which, however, is still above the experimental abundance. This decrease originates from the amplified – by detailed balance – absorption of resonances in the expansion stage of the system. A further increase of the parameter $`\beta `$ practically does not reduce the pion number any further (see Fig. 3 for $`\beta >0`$).

An essential reduction of the pion multiplicity can only be reached by a quenching of the resonance production/absorption processes in nuclear matter at high density. To this aim we apply a piece-wise linear function of the form

$$\kappa (\rho )=\mathrm{min}(1,\mathrm{max}(0,1+\beta (\rho /\rho _01))),\beta <0,$$
(6)
which is shown by the solid line in Fig. 2 for the particular case $`\beta =2`$. Within the parametrization (6), the in-medium effects vanish at subnuclear densities ($`\kappa =1`$), but above $`\rho _0`$ the nuclear medium creates the shadowing of binary collisions involving resonances leading, effectively, to a quenching of these collisions for $`\rho (11/\beta )\rho _0`$. In Fig. 3 (see the part of the BUU curve for $`\beta <0`$) we report the number of produced negative pions vs $`\beta `$ in the case of the parametrization (6). The proper pion multiplicity is reproduced for $`\beta =2`$; we will denote this calculation as “quenched” in the following. For this calculation, resonances do not experience any elastic or inelastic scatterings in high density nuclear matter. They can, however, decay or be produced in the processes $`RN\pi `$. In the quenching scenario, the resonance production in NN collisions happens only at relatively low density $`\rho 1.5\rho _0`$, i.e. dominantly in the overlapping tails of the density profiles of colliding nuclei. This reduces the maximum number of $`\mathrm{\Delta }`$-resonances to about $`35\%`$ as compared to a standard calculation (c.f. solid and dashed lines in the lower panel of Fig. 1).

Before discussing other pion-related observables we check, how the resonance quenching influences the underlying nucleon dynamics. Fig. 4 shows the proton rapidity distribution and the transverse momentum of protons in the reaction plane as a function of rapidity. Due to a lower nucleon inelasticity within the quenching scenario, the nuclei show less stopping, i.e. the rapidity distribution becomes somewhat wider and, since also the pressure is decreased, a slightly smaller transverse in-plane flow is generated making the agreement of the standard SM calculation  with the proton flow data worse (see also Fig. 11). This problem, however, can be resolved by either increasing the incompressibility or the stiffness of the momentum-dependent interaction. The latter modifications influence only weakly the pion multiplicity and, therefore, are not studied in this work.

In Fig. 5 we present the pion multiplicity as a function of the participant number $`A_{part}`$ for Au+Au collisions at 1.06 A GeV in comparison with the FOPI and TAPS data collected in Ref. . We have determined the participant number for a given impact parameter using the participant-spectator model with sharp nuclear density profiles. The quenched calculation is in a good agreement with the data for central collisions; in peripheral collisions the medium effects are smaller, the difference between the standard and the quenched calculation vanishes gradually and, thus, the multiplicity is still somewhat overpredicted. This discrepancy in peripheral collisions could arise from different definitions of the participant number $`A_{part}`$ in our calculations and in Ref. , since the impact parameter can not be measured directly in the experiment.

Fig. 6 shows the beam energy dependence of the charged pion multiplicity for central Ni+Ni collisions compared with the FOPI data from Ref. . The quenched calculation describes the data rather well. With increasing beam energy the difference between standard and quenched calculations reduces, since the nonresonant string mechanism for pion production becomes dominant, which is the same in both calculations. We recall that in our transport approach strings are excited in NN collisions for invariant collision energies $`\sqrt{s}2.6`$ GeV corresponding to the beam energy of $`1.73`$ A GeV if the Fermi motion is neglected.

Fig. 7 shows the c.m. kinetic energy spectra of charged pions at $`\mathrm{\Theta }_{c.m.}=130^o`$ for Au+Au at 1.06 A GeV. The quenching improves the agreement with the data somewhat producing a more concave shape of the spectrum for $`E_{kin}^{c.m.}>0.1`$ GeV. However, the calculated cross sections in this region are still too large, while at low kinetic energy the experimental data are underpredicted by the quenched calculation.

A similar tendency is visible in the case of $`p_t`$-spectra at midrapidity shown in Fig. 8: the improvement by the quenching mechanism at high $`p_t`$ is evident, but at low $`p_t`$ too few pions are produced. This leads also to the underprediction of the midrapidity pion yield by the quenched calculation. Therefore, since the total pion multiplicity agrees with the data (or slightly overpredicts for peripheral collisions, see Fig. 5), the quenched calculation will produce some excess of pions at projectile/target rapidities. We will, however, discard here the comparison of our results with the FOPI data on the pion rapidity distribution from Ref. . This comparison would require the treatment of our BUU-events in exactly the same way as the data, which is out of scope of this work.

The reason for the underprediction of the low-$`p_t`$ pion yields by the quenched calculation is, probably, an overdamping of the low mass resonance production in NN collisions at high density by the quenching factor (6). Indeed, a smaller medium effect is expected for higher kinetic energies of the final particles in analogy to Pauli blocking . In this exploratory work we are not aiming at a detailed description of the pion energy spectra, but, rather, want to demonstrate the gross effect of the density modified matrix element on various pion observables. It is straightforward, however, to introduce a $`\sqrt{s}`$ and resonance-mass-dependent modification factor $`\kappa `$ in Eq.(4). Another physical effect is the off-shellness of the pion in the nuclear medium due to large $`\pi N\mathrm{\Delta }`$ cross section, which leads to a broad pion spectral function. Thus a dynamical evolution of the hadron spectral functions in BUU will modify the low momentum spectra sensitively .

In Fig. 9 we present the c.m. polar angle distributions of charged pions. The shape of these spectra is similar to the one for free-space pion production in NN collisions. There is a good overall agreement of the quenched calculation with the data.

For the collisions C+C at 0.8$`÷`$2 A GeV (Fig. 10) the calculated $`m_t`$-spectra of $`\pi ^0`$’s are practically identical in the standard and quenched calculations. This is expected, since the in-medium modifications are smaller in the lighter system.

## III  Collective flow

In earlier studies (c.f. ), the pion antiflow and squeeze-out have been explained by the rescattering of pions on the spectator nucleons, which leads to the shadowing phenomenon.

Fig. 11 shows the proton, $`\pi ^+`$ and $`\pi ^{}`$ in-plane flow ($`:=d<p_x>/dY^{(0)}`$ at $`Y^{(0)}=0`$) for the Au+Au system at 1.15 A GeV as a function of impact parameter in comparison to the data . The best overall agreement with the data is reached within the standard SM calculation. For $`\pi ^\pm `$, the quenched and standard results are almost indistinguishable within statistics. However, the proton flow is underpredicted by the quenched calculation (see discussion in the previous section). The difference in flows for $`\pi ^+`$ and $`\pi ^{}`$ is due to the Coulomb interaction with protons which increases (decreases) the antiflow for $`\pi ^+`$ ($`\pi ^{}`$) for large impact parameter.

In Fig. 12 we show the squeeze-out ratio $`R_N:=(N_{\pi ^+}(90^o)+N_{\pi ^+}(90^o))/(N_{\pi ^+}(0^o)+N_{\pi ^+}(180^o))`$ as a function of the transverse momentum for positive pions at midrapidity in comparison to the data . The squeeze-out ratio grows with $`p_t`$ since faster moving pions in transverse direction reach the spectators earlier and rescatter in analogy to the case of the nucleon squeeze-out . A peculiar feature of the $`R_N(p_t)`$-dependence for positive pions is its saturation at relatively low $`p_t0.3`$ GeV/c, while the nucleon squeeze-out ratios increase monotonically with $`p_t`$ (c.f. ). This behaviour of the pion squeeze-out ratio is related to the resonance nature of $`\pi N`$ scattering . Our calculations, both standard and quenched, underpredict the absolute value of $`R_N`$, but the shape of the function $`R_N(p_t)`$ is in a qualitative agreement with the data. The reason for this discrepancy lies, most probably, in the absence of any momentum dependence in the pion potential.

## IV  Summary and conclusions

Within the transport BUU model  we have studied the influence of the in-medium modifications of the reaction rates (1) on pion production in heavy-ion collisions around 1 A GeV. The pion multiplicity in the system Au+Au at 1 A GeV can be consistently described assuming a quenching of the resonance production/absorption in NN collisions at high nuclear densities. The quenching generally improves the description of standard BUU calculations with experiment on other pion observables: $`p_t`$-, $`m_t`$\- and kinetic energy spectra, in-plane and out-of-plane collective flows.

The physical reason for the in-medium reduction of the resonance production rates, that seems to be needed to describe the pion data, remains open. This is in particular so because there are theoretical predictions that the $`\mathrm{\Delta }`$ excitation cross section should increase with density . A collisional broadening of the $`\mathrm{\Delta }`$-resonance, that was not taken into account in Ref. , could, in principle, provide the obviously needed reduction, but the calculations of Ref. , that were based on reasonable collision rates, have shown that this broadening is too small. All these models have in common that they work with free coupling constants and thus neglect any in-medium vertex corrections. Good calculations of inelastic nucleon-nucleon scattering in nuclear matter would be needed to clarify this problem.

## Figure captions

Pion number (upper panel) and $`\mathrm{\Delta }`$-resonance number (lower panel) vs time for a central collision Au+Au at 1.06 A GeV. Standard calculations are represented by dashed lines. The dash-dotted and dotted lines show the cases of in-medium amplified reaction rates (1) for $`\beta =1`$ and $`\beta =3`$, respectively, while the solid lines correspond to the quenched calculation ($`\beta =2`$). The experimental data from Ref.  are within the dashed band in the upper panel.

Density dependence of the modification factor $`\kappa (\rho )`$ of the matrix element for resonance production/absorption (see Eq.(4)). The notation of lines is the same as in Fig. 1.

Number of negative pions for the central collision Au+Au at 1.06 A GeV as a function of the coefficient $`\beta `$ in the density dependence of the factor $`\kappa `$ (see Eqs.(5),(6)). The part at $`\beta <0`$ corresponds to the parametrization (6), while $`\kappa (\rho )=1+\beta \rho /\rho _0`$ for $`\beta >0`$. The dashed band represents the experimental data from Ref. .

Proton rapidity distribution (upper panel) and rapidity dependence of the proton transverse momentum in the reaction plane (lower panel) for Au+Au collision at 1.06 A GeV and impact parameter b=6 fm. The rapidity is normalized to the projectile rapidity in the center-of-mass system: $`Y^{(0)}(y/y_{proj})_{c.m.}`$.

$`\pi ^{}`$, $`\pi ^0`$ and $`\pi ^+`$ multiplicities (left, central and right panels, respectively) vs participant number $`A_{part}`$ for the system Au+Au at 1.06 A GeV. The experimental data are from Ref. .

$`\pi ^{}`$ and $`\pi ^+`$ multiplicities (left and right panels, respectively) in central collisions of Ni+Ni as a function of the beam energy. The BUU calculations are performed for b=1 fm. The experimental data are from Ref. .

C.m. kinetic energy inclusive spectra of negative and positive pions (upper and lower panels, respectively) at $`\mathrm{\Theta }_{c.m.}=130^o`$ for Au+Au at 1.06 A GeV. The experimental data are from Ref. .

$`\pi ^{}`$, $`\pi ^0`$ and $`\pi ^+`$ transverse momentum inclusive spectra at midrapidity for Au+Au at 1.06 A GeV. The spectra are calculated in the rapidity intervals $`Y^{(0)}=0.2÷0.2`$ for $`\pi ^\pm `$ and $`Y^{(0)}=0.25÷0.21`$ for $`\pi ^0`$, but normalized to a rapidity interval $`dy=1`$ following Refs. . The experimental data are from Refs. .

C.m. polar angle distributions of charged pions in Au+Au collisions at 1.06 A GeV. Left and right panels show, respectively, the $`\pi ^{}`$ and $`\pi ^+`$ distributions for the c.m. kinetic energy $`E_{kin}^{c.m.}>40`$ MeV, while the central panel presents the $`\pi ^{}`$ distribution for $`E_{kin}^{c.m.}>365`$ MeV. The experimental data are from Ref. .

Transverse mass spectra of $`\pi ^0`$’s in selected rapidity intervals near midrapidity (following Ref. ) for C+C collisions at 0.8, 1 and 2 A GeV: $`y_{lab}=0.42÷0.74,0.42÷0.74`$ and $`0.8÷1.08`$, respectively. The thick solid lines show exponential fits to the experimental data from Ref. .

In-plane flow as a function of impact parameter for protons (upper panel), $`\pi ^+`$’s (middle panel) and $`\pi ^{}`$’s (lower panel) in comparison with the experimental data from Ref.  for Au+Au at 1.15 A GeV.

Transverse momentum dependence of the squeeze-out ratio $`R_N`$ for positive pions for semicentral Au+Au collisions at 1 A GeV. The calculated results are impact-parameter-weighted in the range $`b=5÷7`$ fm. The experimental data are from Ref. .


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# 1 Introduction

## 1 Introduction

Families of ‘nonharmonic’ exponentials $`\left\{e^{i\lambda _kt}\right\}`$ appear in various fields of mathematics such as the theory of nonselfadjoint operators (Sz.-Nagy–Foias model), the Regge problem for resonance scattering, the theory of linear initial boundary value problems for partial differential equations, control theory for distributed parameter systems, and signal processing. One of the central problems arising in all of these applications is the question of the Riesz basis property of an exponential family. In the space $`L^2(0,T)`$ this problem was considered for the first time in the classical work of R. Paley and N. Wiener , and since then has motivated a great deal of work by many mathematicians; a number of references are given in ,  and . The problem was ultimately given a complete solution , ,  on the basis of an approach suggested by B. Pavlov.

The main result in this direction can be formulated as follows .

###### Theorem 1

Let $`\mathrm{\Lambda }:=\{\lambda _k|k\text{ZZ}\}`$ be a countable set of the complex plane. The family $`\left\{e^{i\lambda _kt}\right\}`$ forms a Riesz basis in $`L^2(0,T)`$ if and only if the following conditions are satisfied:

(i) $`\mathrm{\Lambda }`$ lies in a strip parallel to the real axis,

$$\underset{k\text{ZZ}}{sup}|\mathrm{}\lambda _k|<\mathrm{},$$

and is uniformly discrete (or separated), i.e.

$$\delta (\mathrm{\Lambda }):=\underset{kn}{inf}|\lambda _k\lambda _n|>0;$$
(1)
(ii) there exists an entire function $`F`$ of exponential type with indicator diagram of width $`T`$ and zero set $`\mathrm{\Lambda }`$ (the generating function of the family $`\left\{e^{i\lambda _kt}\right\}`$ on the interval $`(0,T)`$) such that, for some real $`h`$, the function $`\left|F(x+ih)\right|^2`$ satisfies the Helson–Szegö condition: functions $`u,vL^{\mathrm{}}(\text{IR}),v_{L^{\mathrm{}}(\text{})}<\pi /2`$ may be found such that

$$|F(x+ih)|^2=\mathrm{exp}\{u(x)+\stackrel{~}{v}(x)\}$$
(2)
Here the map $`v\stackrel{~}{v}`$ denotes the Hilbert transform for bounded functions:

$$\stackrel{~}{v}(x)=\frac{1}{\pi }_{\mathrm{}}^{\mathrm{}}v(t)\left\{\frac{1}{xt}\frac{t}{t^2+1}\right\}𝑑t.$$

###### Remark 1

Note that (i) is equivalent to Riesz basis property of $``$ in its span in $`L^2(0,\mathrm{})`$ and (ii) is a criterion that the orthoprojector $`P_T`$ from this span into $`L^2(0,T)`$ is an isomorphism (bounded and boundedly invertible operator).

It is well known that the Helson–Szegö condition is equivalent to the Muckenhoupt condition $`(A_2)`$:

$$\underset{I𝒥}{sup}\left\{\frac{1}{\left|I\right|}_I\left|F(x+ih)\right|^2𝑑x\frac{1}{\left|I\right|}_I\left|F(x+ih)\right|^2𝑑x\right\}<\mathrm{},$$

where $`𝒥`$ is the set of all intervals of the real axis.

The notion of the generating function mentioned above plays a central role in the modern theory of nonharmonic Fourier series . This notion plays also an important role in the theory of exponential bases in Sobolev spaces (see ). It is possible to write the explicit expression for this function

$$F(z)=\underset{R\mathrm{}}{lim}\underset{|\lambda _k|R}{}(1\frac{z_k}{\lambda _k})$$

(we replace the term $`(1\lambda _k^1z)`$ by $`z`$ if $`\lambda _k=0`$).

The theory of nonharmonic Fourier series was successfully applied to control problems for distributed parameter systems and formed the base of the powerful method of moments (). Recent investigations into new classes of distributed systems such as hybrid systems, structurally damped systems have raised a number of new difficult problems in the theory of exponential families (see, e.g. ). One of them is connected with the properties of the family $`=\left\{e^{i\lambda _kt}\right\}`$ in the case when the set $`\mathrm{\Lambda }`$ does not satisfy the separation condition (1), and therefore $``$ does not form a Riesz basis in its span in $`L^2(0,T)`$ for any $`T>0`$.

Properties of such families in $`L^2(0,\mathrm{})`$ have been studied for the first time in the paper of V. Vasyunin  (see also \[25, Lec. IX\]). In the case when $`\mathrm{\Lambda }`$ is a finite union of separated sets, a natural way to represent $`\mathrm{\Lambda }`$ as a set of groups $`\mathrm{\Lambda }^{(p)}`$ of close points was suggested. The subspaces spanned on the corresponding exponentials form a Riesz basis. This means that there exists an isomorphism mapping these subspaces into orthogonal ones. This fact together with Pavlov’s result on the orthoprojector $`P_T`$ (see Remark above) gives a criterion of the Riesz basis property of subspaces of exponentials in $`L^2(0,T)`$: the generating function have to satisfy the Helson–Szegö condition (2). Note that for the particular case when the generating function is a sine type function (see definition in , , ), theorem of such a kind was proved by Levin .

Thus, Vasyunin’s result and Pavlov’s geometrical approach give us description of exponential Riesz bases of subspaces. If we do have a Riesz basis of subspaces, clearly, we can choose an orthonormalized basis in each subspace and obtain a Riesz basis of elements. However, this way is not convenient in applications when we need more explicit formulae. It is important to obtain description of Riesz bases of elements which are ‘simple and natural’ linear combinations of exponentials.

The first result in this direction was obtained by D. Ullrich  who considered sets $`\mathrm{\Lambda }`$ of the form $`\mathrm{\Lambda }=_n\text{}\mathrm{\Lambda }^{(n)}`$, where subsets $`\mathrm{\Lambda }^{(n)}`$ consist of equal number (say, N) real points $`\lambda _1^{(n)},\mathrm{},\lambda _N^{(n)}`$ close to $`n`$, i.e., $`|\lambda _j^{(n)}n|<\epsilon `$ for all $`j`$ and $`n`$. He proved that for sufficiently small $`\epsilon >0`$ (no estimate of $`\epsilon `$ was given) the family of particular linear combinations of exponentials $`e^{i\lambda _kt}`$ — the so–called divided differences constructed by subsets $`\mathrm{\Lambda }^{(n)}`$ (see Definition 1 in subsection 2.2) — forms a Riesz basis in $`L^2(0,2\pi N)`$. Such functions arise in numerical analysis , and the divided difference of $`e^{i\mu t}`$, $`e^{i\lambda t}`$ of the first order is $`(e^{i\mu t}e^{i\lambda t})/(\mu \lambda )`$. In a sense, the Ullrich result may be considered as a perturbation theorem for the basis family $`\{e^{int},te^{int},\mathrm{},t^{N1}e^{int}\},n𝐙`$.

The conditions of this theorem are rather restrictive and it can not be applied to some problems arising in control theory (see, e.g. ).

In the present paper we generalize Ullrich’s result in several directions: the set $`\mathrm{\Lambda }`$ is allowed to be complex, subsets $`\mathrm{\Lambda }^{(n)}`$ are allowed to contain an arbitrary number of points, which are not necessarily ‘very’ close to each other (and, moreover, to some integer).

Actually, we give a full description of Riesz bases of exponential divided differences and generalized divided differences (the last ones appear in the case of multiple points $`\lambda _n`$). To be more specific, we take a sequence $`\mathrm{\Lambda }`$ which is ‘a union’ of a finite number of separated sets. Following Vasyunin we decompose $`\mathrm{\Lambda }`$ into groups $`\mathrm{\Lambda }^{(p)}`$, then choose for each group the family of the generalized divided differences (GDD) and prove that these functions form a Riesz basis in $`L^2(0,T)`$ if the generating function of the exponential family satisfies the Helson–Szegö condition (2). To prove that we show that GDD for points $`\lambda _1,\mathrm{},\lambda _N`$ lying in a fixed ball form ‘a uniform basis’, i.e. the basis constants do not depend on the positions of $`\lambda _j`$ in the ball. Along with that, GDD depend on parameters analytically. Thus, this family is a natural basis for the situation when exponentials $`e^{i\lambda t},\lambda \mathrm{\Lambda }`$ do not form even uniformly minimal family. For the particular case $`\mathrm{\Lambda }=\{n\alpha \}\{n\beta \},n𝐙,`$ appearing in a problem of simultaneous control, this scheme was realized in .

In the case when $`\mathrm{\Lambda }`$ is not a finite union of separated sets, we present a negative result: for some ordering of $`\mathrm{\Lambda }`$, GDDs do not form a uniformly minimal family.

###### Remark 2

After this paper has been written, a result on Riesz bases of exponential DD in their span in $`L^2(0,T)`$ for large enough $`T`$ has been announced in . There, though $`\mathrm{\Lambda }`$ is contained in $`\text{IR}.`$ For more general results in this direction see .

###### Remark 3

In a series of papers , , , , ), the free interpolation problem has been studied and a description of traces of bounded analytic functions on a finite union of Carleson sets has been obtained in terms of divided differences. In view of well known connections between interpolation and basis properties, these results may be partially (, ) rewritten in terms of geometrical properties of exponential DD in $`L^2(0,\mathrm{})`$.

## 2 Main Results

Let $`\mathrm{\Lambda }=\{\lambda _n\}`$ be a sequence in  C ordered in such a way that $`\mathrm{}\lambda _n`$ form a nondecreasing sequence. We connect with $`\mathrm{\Lambda }`$ the exponential family

$$(\mathrm{\Lambda })=\{e^{i\lambda _nt},te^{\lambda _nt},\mathrm{},t^{m_{\lambda _n}1}e^{i\lambda _nt}\},$$

where $`m_{\lambda _n}`$ is the multiplicity of $`\lambda _n\mathrm{\Lambda }`$.

For the sake of simplicity, we confine ourselves to the case $`sup|\mathrm{}\lambda _n|<\mathrm{}`$. The multiplication operator $`f(t)e^{at}f(t)`$ is an isomorphism in $`L^2(0,T)`$ for any $`T`$ and maps exponential functions $`e^{i\lambda _nt}`$ to $`e^{i(\lambda _n+ia)t}`$. Since we are interesting in the Riesz basis property of linear combinations of functions $`t^re^{i\lambda _nt}`$ in $`L^2(0,T)`$, we can suppose without loss of generality that $`\mathrm{\Lambda }`$ lies in a strip $`S:=\{z|\mathrm{\hspace{0.17em}0}<\alpha \mathrm{}\lambda \beta <\mathrm{}\}`$ in the upper half plane.

The sequence $`\mathrm{\Lambda }`$ is called uniformly discrete or separated if condition (1) is fulfilled. Note that in this case all points $`\lambda `$ are simple and we do not need differentiate between a sequence and a set.

We say that $`\mathrm{\Lambda }`$ relatively uniformly discrete if $`\mathrm{\Lambda }`$ can be decomposed into a finite number of uniformly discrete subsequences. Sometimes we shall simply say that such a $`\mathrm{\Lambda }`$ is a finite union of uniformly discrete sets, however we always consider a point $`\lambda _n`$ to be assigned a multiplicity.

### 2.1 Splitting of the spectrum and subspaces of exponentials

Here we introduce notations needed to formulate the main result. For any $`\lambda \text{ }\text{C}`$, denote by $`D_\lambda (r)`$ a disk with center $`\lambda `$ and radius $`r`$. Let $`G^{(p)}(r)`$, $`p=1,2,\mathrm{},`$ be the connected components of the union $`_{\lambda \mathrm{\Lambda }}D_\lambda (r)`$. Write $`\mathrm{\Lambda }^{(p)}(r)`$ for the subsequences of $`\mathrm{\Lambda }`$ lying in $`G^{(p)}`$, $`\mathrm{\Lambda }^{(p)}(r):=\{\lambda _n|\lambda _nG^{(p)}(r)\}`$, and $`^{(p)}(r)`$ for subspaces spanned by corresponding exponentials $`\{t^ne^{i\lambda t}\}`$, $`\lambda \mathrm{\Lambda }^{(p)}(r),n=0,\mathrm{},m_\lambda 1`$.

###### Lemma 1

Let $`\mathrm{\Lambda }`$ be a union of $`N`$ uniformly discrete sets $`\mathrm{\Lambda }_j`$,

$$\delta _j:=\delta (\mathrm{\Lambda }_j):=\underset{\lambda \mu ;\lambda ,\mu \mathrm{\Lambda }_j}{inf}|\lambda \mu |,\delta :=\underset{j}{\mathrm{min}}\delta _j.$$

Then for

$$r<r_0:=\frac{\delta }{2N}$$

the number $`𝒩^{(p)}(r)`$ of elements of $`\mathrm{\Lambda }^{(p)}`$ is at most $`N`$.

Proof: Let points $`\mu _k`$, $`k=1,\mathrm{},N+1`$, belong to the same $`\mathrm{\Lambda }^{(p)}`$. Then the distance between any two of these points is less than $`2rN`$ and so less than $`\delta `$. From the other hand, there at least two among $`N+1`$ points which belong to the same $`\mathrm{\Lambda }_j`$ and, therefore, the distance between them is not less than $`\delta `$. This contradiction proves the lemma.

We call by $``$-basis a family in a Hilbert space which forms a Riesz basis in the closure of its linear span.

The following statement is a small modification of the theorem of Vasyunin .

###### Lemma 2

Let $`\mathrm{\Lambda }`$ be a relatively uniformly discrete sequence. Then for any $`r>0`$ the family of subspaces $`^{(p)}(r)`$ forms an $``$-basis in $`L^2(0,\mathrm{})`$.

This statement is proved in  and \[25, Lect. IX\] for $`r=r_0/16`$ and for disks in so called hyperbolic metrics, however one can easily check that the proof with obvious modifications remains valid for all $`r`$.

In applications we often meet the case of real $`\mathrm{\Lambda }^{}s`$. Then a relatively discrete set can be characterized using another parameter than in Lemma 1. The following statement can be easily proved similar to Lemma 1.

###### Lemma 3

A real sequence $`\mathrm{\Lambda }`$ is a union of $`N`$ uniformly discrete sets $`\mathrm{\Lambda }_j`$ if and only if $`inf_n(\lambda _{n+N}\lambda _n):=\stackrel{~}{\delta }>0`$ for all $`n`$. Along with that, $`\mathrm{min}_j\delta (\mathrm{\Lambda }_j)\stackrel{~}{\delta }`$

### 2.2 Divided differences

Let $`\mu _k`$, $`k=1,\mathrm{},m`$, be arbitrary complex numbers, not necessarily distinct.

###### Definition 1

Generalized divided difference (GDD) of order zero of $`e^{i\mu t}`$ is $`[\mu _1](t):=e^{i\mu _1t}`$. GDD of the order $`n1`$, $`nm`$, of $`e^{i\mu t}`$ is

$$[\mu _1,\mathrm{},\mu _n]:=\{\begin{array}{cc}\frac{[\mu _1,\mathrm{},\mu _{n1}][\mu _2,\mathrm{},\mu _n]}{\mu _1\mu _n},\hfill & \mu _1\mu _n\text{,}\hfill \\ \frac{}{\mu }[\mu ,\mu _2,\mathrm{},\mu _{n1}]|_{\mu =\mu _1},\hfill & \mu _1=\mu _n\text{.}\hfill \end{array}$$

If all $`\mu _k`$ are distinct one can easily derive the explicit formulae for GDD:

$$[\mu _1,\mathrm{},\mu _n]=\underset{k=1}{\overset{n}{}}\frac{e^{i\mu _kt}}{_{jk}(\mu _k\mu _j)}.$$
(3)
For any points $`\{\mu _k\}`$ we can write \[29, p. 228\]

$`[\mu _1,\mathrm{},\mu _n]={\displaystyle _0^1}𝑑\tau _1{\displaystyle _0^{\tau _1}}𝑑\tau _2\mathrm{}{\displaystyle _0^{\tau _{n2}}}𝑑\tau _{n1}(it)^{n1}`$
$`\mathrm{exp}\left(it\left[\mu _1+\tau _1(\mu _2\mu _1)+\mathrm{}+\tau _{n1}(\mu _n\mu _{n1})\right]\right).`$ (4)
###### Theorem 2

The following statements are true.

(i) Functions $`\phi _1:=[\mu _1],\mathrm{},\phi _n:=[\mu _1,\mathrm{},\mu _n]`$, depend on parameters $`\mu _j`$ continuously and symmetrically. If points $`\mu _1,\mathrm{},\mu _n`$ are in a convex domain $`\mathrm{\Omega }\text{ }\text{C},`$ then

$$|\phi _j(t)|c_ne^{\gamma t},\gamma :=\underset{z\mathrm{\Omega }}{inf}\mathrm{}z.$$
(5)
(ii) Functions $`\phi _1,\mathrm{},\phi _n`$, are linearly independent.

(iii) If points $`\mu _1,\mathrm{},\mu _n`$ are distinct, then the family of GDD’s forms a basis in the span of exponentials $`e^{i\mu _1t},\mathrm{},e^{i\mu _nt}`$.

(iv) Translation of the set $`\mu _1,\mathrm{},\mu _n`$ leads to multiplying of GDD’s by an exponential:

$$[\mu _1+\lambda ,\mathrm{},\mu _n+\lambda ]=e^{i\lambda t}[\mu _1,\mathrm{},\mu _n].$$

(v) For any $`\epsilon >0`$ and any $`N\text{IN}`$, there exists $`\delta `$ such that the estimates

$$[\mu _1,\mathrm{},\mu _j](t)e^{i\mu t}t^{j1}/(j1)!_{L^2(0,\mathrm{})}<\epsilon ,j=1,\mathrm{},N,$$

are valid for any $`\mu `$ in the strip $`S`$ and all points $`\mu _1,\mathrm{},\mu _N`$ belonging to the disk $`D_\mu (\delta )`$ of radius $`\delta `$ with the center at $`\mu `$.

### 2.3 Bases of elements

Let $`\mathrm{\Lambda }^{(p)}(r)=\left\{\lambda _{j,p}\right\},j=1,\mathrm{},𝒩^{(p)}(r)`$ be subsequences described in subsection 2.1 Denote by $`\{^{(p)}(\mathrm{\Lambda },r)\}`$ the family of GDD corresponding to the points $`\mathrm{\Lambda }^{(p)}(r)`$:

$$^{(p)}(\mathrm{\Lambda },r)=\{[\lambda _{1,p}],[\lambda _{1,p},\lambda _{2,p}],\mathrm{},[\lambda _{1,p},\mathrm{},\lambda _{𝒩^{(p)},p}]\}.$$

Note that $`^{(p)}(\mathrm{\Lambda },r)`$ depends on enumeration of $`\mathrm{\Lambda }^{(p)}(r)`$, although every GDD depends symmetrically on its parameters, see the assertion (i) of the last theorem.

###### Theorem 3

Let $`\mathrm{\Lambda }`$ be a relatively uniformly discrete sequence and $`r<r_0`$. Then

(i) the family $`\{^{(p)}(\mathrm{\Lambda },r)\}`$ forms a Riesz basis in $`L^2(0,T)`$ if and only if there exists an entire function $`F`$ of exponential type with indicator diagram of width $`T`$ and zeros at points $`\lambda _n`$ multiplicity $`m_{\lambda _n}`$ (the generating function of the family $`(\mathrm{\Lambda })`$ on the interval $`(0,T)`$) such that, for some real $`h`$, the function $`\left|F(x+ih)\right|^2`$ satisfies the Helson–Szegö condition (2);

(ii) for any finite sequence $`\{a_{p,j}\}`$ the inequality

$$\underset{p,j}{}a_{p,j}e^{i\lambda _{j,p}t}_{L^2(0,T)}^2C\underset{p,j}{}|a_{p,j}|^2\delta _p^{2(𝒩^{(p)}(r)1)}$$

is valid with a constant $`C`$ independent of $`\{a_{p,j}\}`$, where

$$\delta _p:=\mathrm{min}\{|\lambda _{j,p}\lambda _{k,p}||kj\}.$$

Suppose now that $`\mathrm{\Lambda }`$ is not a relatively uniformly discrete sequence. Then,

$$\underset{p}{sup}𝒩^{(p)}(r)=\mathrm{}\text{ for any}r>0.$$

It is possible also that there is an infinite set $`\mathrm{\Lambda }^{(p)}`$.

We show that in this case the family of GDDs is not uniformly minimal even in $`L^2(0,\mathrm{})`$ at least, for some enumeration of points.

###### Theorem 4

For any $`r>0`$, there exists numbering of points in the subsequences $`\mathrm{\Lambda }^{(p)}`$ such that family $`\{^{(p)}(\mathrm{\Lambda },r)\}`$ is not uniformly minimal in $`L^2(0,\mathrm{})`$. Moreover, for any $`\epsilon `$, there exists a pair $`\phi _m,\phi _{m+1}`$ of GDD, corresponding to some set $`\mathrm{\Lambda }^{(p)}(r)`$ such that

$$\mathrm{angle}_{L^2(0,\mathrm{})}(\phi _m,\phi _{m+1})<\epsilon .$$

### 2.4 Application to an observation problem

Before starting the proofs of main results, we present an application of Theorem 3 to observability of a coupled 1d system studied in :

$$\{\begin{array}{cc}\frac{^2}{t^2}u_1\frac{^2}{x^2}u_1+Au_1+Bu_2=0\hfill & \text{in }(0,\pi )\times \text{IR}\text{,}\hfill \\ \frac{^2}{t^2}u_2+\frac{^4}{x^4}u_2+Cu_1+Du_2=0\hfill & \text{in }(0,\pi )\times \text{IR}\text{,}\hfill \\ u_1=u_2=\frac{^2}{x^2}u_2=0\hfill & \text{for }x=0,\pi \text{,}\hfill \\ u_1=y_0H_0^1(0,\pi ),\frac{}{t}u_1=y_1L^2(0,\pi ),\hfill & \text{for }t=0,\hfill \\ u_2=\frac{}{t}u_2=0\hfill & \text{for }t=0\hfill \end{array}$$

($`A`$, $`B`$, $`C`$, $`D`$ are constants).

We introduce the initial energy $`E_0`$ of the system, $`E_0:=y_0_{H^1}^2+y_1_{L^2}^2`$.

In the paper of C. Baiocchi, V. Komornik, and P. Loreti  the partial observability, i.e. inequality

$$\frac{}{x}u_1(0,t)_{L^2(0,T)}^2cE_0$$
(6)
with a constant $`c`$ independent of $`y_0`$ and $`y_1`$, has been proved for almost all 4–tuples $`(A,B,C,D)`$ and for $`T>4\pi `$. (It means that we can recover the initial state via the observation $`\frac{}{x}u_1(0,t)_{L^2(0,T)}^2`$ during the time $`T`$ and the operator: observation $``$ initial state  is bounded. The authors conjectured the system is probably partially observed for $`T>2\pi `$. Here we demonstrate this fact using the basis property of exponential DD.

###### Proposition 1

For almost all 4–tuples $`(A,B,C,D)`$ and for $`T>2\pi `$ the estimate (6) is valid.

To prove this proposition we use the representation and properties of the solution given in the paper . To apply the Fourier method we introduce the eigenfrequencies $`\omega _k`$, $`\nu _k`$, $`k\text{IN}`$ of the system, where $`\nu _k^2`$ and $`\omega _k^2`$ are the eigenvalues of the matrix

$$\left(\begin{array}{cc}k^2+A& B\\ C& k^4+D\end{array}\right).$$

It is easy to see that the following asymptotic relations are valid:

$$\nu _k=k+A/2k+O(k^3),\omega _k=k^2+D/2k^2+O(k^6).$$
(7)
We suppose that all $`\omega _k`$ and $`\nu _k`$ are distinct (this is true for almost all 4-tuples). Then the first component of the solution of the system can be written in the form

$$u_1(x,t)=\underset{k𝐊}{}\left[\alpha _ke^{i\omega _kt}+\beta _ke^{i\nu _kt}\right]\mathrm{sin}kx,$$
(8)
where $`𝐊:=\text{ZZ}\backslash \{0\},\omega _k:=\omega _k,\nu _k:=\nu _k,`$

The coefficients $`\alpha _k`$, $`\beta _k`$ entered the last sum can be expressed via the initial data, and the authors of  show that under zero initial condition for $`u_2`$, we have

$$|\alpha _k|^2+|\alpha _k|^2k^8(|\beta _k|^2+|\beta _k|^2)$$
(9)
and

$$E_0\underset{k𝐊}{}k^2|\beta _k|^2.$$
(10)
Relations (9) and (10) mean, correspondingly, one–sided and two–sided inequalities with constants which do not depend on sequences $`\{\alpha _k\}`$ and $`\{\beta _k\}`$.

We now have to study the exponential family

$$=\{e^{i\lambda t}\}_{\lambda \mathrm{\Lambda }},\mathrm{\Lambda }=M\mathrm{\Omega },M=\{\nu _k\},\mathrm{\Omega }=\{\omega _k\},k𝐊.$$

For $`r<1`$ and for large enough $`|\lambda |`$ the family $`\mathrm{\Lambda }^{(p)}(r)`$ consist of one point $`\nu _k`$ if k is not a full square or of two points $`\nu _{\mathrm{sign}kk^2}`$ and $`\omega _k`$. Denote by $`^{(p)}(\mathrm{\Lambda },r)`$ the related family of exponential DD.

Suppose for a moment that there exists an entire function $`F`$ of exponential type with indicator diagram of width $`T>2\pi `$ vanishing at $`\mathrm{\Lambda }`$ ($`F`$ may also have another zeros) such that $`|F(x+ih)|^2`$ satisfies the Helson–Szegö condition (2) for some real $`h`$. Then, by Theorem 3, the family $`^{(p)}(\mathrm{\Lambda },r)`$ forms an $``$-basis in $`L^2(0,T)`$. Expanding exponentials in DD of the zero and first order,

$$\alpha e^{i\lambda t}+\beta e^{i\mu t}=(\alpha +\beta )e^{i\lambda t}\beta (\lambda \mu )[\lambda ,\mu ],$$

for finite sequences $`\{p_k\}`$, $`\{q_k\}`$ we obtain the estimate

$$\begin{array}{cc}\hfill \underset{k𝐊}{}\left[p_ke^{i\omega _kt}+q_ke^{i\nu _kt}\right]_{L^2(0,T)}^2\underset{k𝐊,\sqrt{|k|}𝐍}{}|q_k|^2+& \\ \hfill _{k𝐊}\left[|p_k+q_{\mathrm{sign}kk^2}|^2+|\omega _k\nu _{\mathrm{sign}kk^2}|^2|q_{\mathrm{sign}kk^2}|^2\right].& \end{array}$$
(11)
In the right hand side of this relation the first sum corresponds to one dimensional subspaces $`^{(p)}(r)`$ (this sum is taken for all $`k`$ which are not full squares). The second sum corresponds to two dimensional subspaces. Together with (8), it follows

$`{\displaystyle \frac{}{x}}u_1(0,t)_{L^2(0,T)}^2={\displaystyle \underset{k𝐊}{}}k\left[\alpha _ke^{i\omega _kt}+\beta _ke^{i\nu _kt}\right]_{L^2(0,T)}^2`$
$`{\displaystyle \underset{k𝐊,\sqrt{|k|}𝐍}{}}k^2|\beta _k|^2+{\displaystyle \underset{k}{}}\left[|\omega _k\nu _{\mathrm{sign}kk^2}|^2|k^2\beta _{\mathrm{sign}kk^2}|^2+\left|k\alpha _k+k^2\beta _{\mathrm{sign}kk^2}\right|^2\right].`$
For $`R`$ large enough using (9) we have

$$\underset{|k|>R}{}\left[k\alpha _k+k^2\beta _{\mathrm{sign}kk^2}\right]\underset{|k|>R}{}k^2|\beta _{\mathrm{sign}kk^2}|^2.$$

Thus, we obtain

$$\frac{}{x}u_1(0,t)_{L^2(0,T)}^2\underset{k𝐊}{}k^2|\beta _k|^2E_0.$$

In order to complete the proof of Proposition 1, it remains to construct the function $`F`$. We do that using the following proposition which is interesting in its own right.

###### Proposition 2

Let $`\mathrm{\Lambda }=\{\lambda _n\}`$ be a zero set of a sine type function (see definition in \[2, p. 61\]), with the indicator diagram of with $`2\pi `$, $`\{\delta _n\}`$ a bounded sequence of complex numbers, and $`F`$ an entire function of the Cartwright class (\[2, p. 60\]) with the zero set $`\{\lambda _n+\delta _n\}`$. If

$$\underset{N\mathrm{}}{lim}\underset{n}{sup}\frac{1}{N}\left|\mathrm{}(\delta _{n+1}+\delta _{n+2}+\mathrm{}+\delta _{n+N})\right|=:d<\frac{1}{4},$$

then $`F`$ has the indicator diagram of with $`2\pi `$, and for any $`d_1>d`$, $`h`$, functions $`u,vL^{\mathrm{}}(\text{IR}),v_{L^{\mathrm{}}(\text{})}<2\pi d_1`$ may be found such that

$$|F(x+ih)|^2=\mathrm{exp}\{u(x)+\stackrel{~}{v}(x)\}$$

for any real $`h`$ such that $`|h|>sup|\mathrm{}(\lambda _n+\delta _n)|`$.

For the proof of this assertion, one argues using \[1, Lemma 1\], and in a similar way to the proof of \[1, Lemma 2\] that there exists a sine type function with zeros $`\mu _n`$ such that, for any $`d_1>d,`$

$$d_1\mathrm{}(\mu _{n1}\mu _n)\mathrm{}(\lambda _n+\delta _n\mu _n)d_1\mathrm{}(\mu _{n+1}\mu _n).$$

Then Proposition 2 follows directly from \[4, Lemmas 1, 2\].

We begin to construct $`F`$ putting

$$F_1(z):=z\underset{n𝐍}{}(1\frac{z^2}{\nu _n^2}).$$

In view of the asymptotics (7) of $`\nu _k`$ and Proposition 2, $`F_1(z)`$ may be written in the form

$$|F_1(x+ih)|^2=\mathrm{exp}\{u(x)+\stackrel{~}{v}(x)\}$$
(12)
with $`u,vL^{\mathrm{}}(\text{IR}),v_{L^{\mathrm{}}(\text{})}<\epsilon `$ for any positive $`\epsilon `$.

Further, for any fixed $`\delta >0`$, we take the function $`\mathrm{sin}\pi \delta z/2`$ and for every $`k𝐊`$ find the zero $`2n_k/\delta `$ of this function which is the nearest to $`\omega _k`$. We set

$$F_2(z):=z\underset{n𝐍}{}(1\frac{z^2}{\mu _n^2}),$$

where

$$\mu _n=\{\begin{array}{cc}2n/\delta \hfill & \text{for }\text{ }n\{n_k\}\text{ ,}\hfill \\ \omega _k\hfill & \text{for }\text{ }n=n_k\text{.}\hfill \end{array}$$

Using again Proposition 2 we conclude that for any $`\epsilon >0`$ function $`|F_2(x+ih)|^2`$ has the representation similar to (12) and the width of the indicator diagram of $`F_2`$ is $`2\delta `$.

Taking $`F=F_1F_2`$ we obtain the function with indicator diagram of width $`2(\pi +\delta )`$ vanishing on $`\mathrm{\Lambda }`$ and satisfying (2). Proposition 1 is proved.

## 3 Proofs

### 3.1  Proof of Theorem 2

(i) Continuity on parameters $`\{\mu _k\}`$ and estimate (5) follows immediately from the representation (2.2). From (3) symmetry is clear if all $`\{\mu _k\}`$ are different. Then, by continuity, we obtain symmetry for any points in the sense that if $`\sigma `$ is a permutation of $`\{1,2,\mathrm{},n\}`$, then $`[\mu _1,\mathrm{},\mu _n]=[\mu _{\sigma (1)},\mathrm{},\mu _{\sigma (n)}]`$.

Now we describe the structure of GDD. Let $`z_1,z_2,\mathrm{},z_n`$ be complex numbers, not necessarily different. Let us represent this set as the union of $`q`$ different points, $`\nu _1,\mathrm{},\nu _q`$, with multiplicities $`m_1,\mathrm{},m_q`$; ($`m_1+m_2+\mathrm{}+m_q=n`$).

###### Lemma 4

The GDD $`[z_1,\mathrm{},z_n]`$ of order $`n1`$ is a linear combination of functions

$$t^me^{i\nu _kt},k=1,\mathrm{},q,m=0,1,\mathrm{},m_k1$$

and the coefficients of the leading terms $`t^{m_k1}e^{i\nu _kt}`$ are not equal to zero.

Proof of the lemma. The statement is clear for $`n=1`$. Let us suppose that it is true for GDD of the order $`n2`$.

If $`z_1z_n`$ then, by definition, $`[z_1,\mathrm{},z_n]={\displaystyle \frac{[z_1,\mathrm{},z_{n1}][z_2,\mathrm{},z_n]}{z_1z_n}}`$ and is a linear combination of the GDD’s of order $`n2`$. Multiplicity of the point $`z_n`$ in the set $`\{z_2,\mathrm{},z_n\}`$ is more than in the set $`\{z_1,\mathrm{},z_{n1}\}`$. Let $`k`$ be such a number that $`z_n=\nu _k`$. Then the leading term $`t^{m_k1}e^{i\nu _kt}`$ appears in $`[z_2,\mathrm{},z_n]`$ by the inductive conjecture and does not appear in $`[z_1,\mathrm{},z_{n1}]`$.

Let $`z_1=z_n`$. Then $`[z_1,\mathrm{},z_{n1}]`$ contains the leading term $`t^{m_12}e^{i\nu _1t}`$. After differentiation in $`z_1`$ we get the leading term $`t^{m_11}e^{i\nu _1t}`$ with nonzero coefficient. Using symmetry of GDD relative to points $`z_1,\mathrm{},z_n`$, we complete the proof of the lemma.

We are able now, with knowledge of the structure of GDD, to continue the proof of Theorem 2.

(ii) This assertion is the consequence of the ‘triangle’ structure of GDD: if we add $`n`$-th point, then a GDD of the order $`n1`$, in comparison with a GDD of the order $`n2`$, contains either a new exponential or a term of the form $`t^me^{i\nu _pt}`$ with the same frequency $`\nu _p`$ and larger exponent $`m`$.

(iii) If all points $`\mu _1,\mathrm{},\mu _n`$ are different, then the family of GDD’s contains all exponentials $`e^{i\mu _1t},\mathrm{},e^{i\mu _nt}`$.

(iv) Immediately follows from the definition.

(v) As well known, divided differences approximate the derivatives of the corresponding order. We use the following estimate .

###### Proposition 3

For any $`\epsilon >0`$, $`N\text{IN}`$, there exists $`\delta `$ such that for any set $`\{z_j\}_{j=1}^N`$ belonging to the disk $`D_0(\delta )`$ of a radius $`\delta `$ with center at the origin, the estimates

$$\left|[z_1,\mathrm{},z_j](t)t^{j1}/(j1)!\right|<\epsilon ,j=1,\mathrm{},N,$$
(13)
are valid for $`t[\pi N,\pi N]`$.

To proceed with (v) we choose $`T`$ large enough that

$`[\mu _1,\mathrm{},\mu _j]_{L^2(T,\mathrm{})}<\epsilon /3,e^{i\mu t}t^{j1}/(j1)!_{L^2(T,\mathrm{})}<\epsilon /3,`$
$`j=1,\mathrm{},N,`$ (14)
for all $`\mu ,\mu _1,\mathrm{},\mu _j`$ lying in the strip $`S`$.

Set $`\epsilon _1=\epsilon /3\sqrt{T}`$, and let $`\delta `$ be small enough in order to (13) be fulfilled for such $`\epsilon _1`$, $`t[0,T]`$ and any set $`\{z_j\}_{j=1}^ND_0(\delta )`$. Set $`z_j:=\mu _j\mu `$. In view of (iv), we obtain

$$\left|e^{i\mu t}[\mu _1,\mathrm{},\mu _j](t)t^{j1}/(j1)!\right|<\epsilon _1,j=1,\mathrm{},N,tT,$$

that implies

$$\left|[\mu _1,\mathrm{},\mu _j](t)e^{i\mu t}t^{j1}/(j1)!\right|<\epsilon /3\sqrt{T},j=1,\mathrm{},N,$$

for $`tT`$. Therefore, we have

$$[\mu _1,\mathrm{},\mu _j](t)e^{i\mu t}t^{j1}/(j1)!_{L^2(0,T)}<\epsilon /3,j=1,\mathrm{},N.$$

Taking into account (3.1) we obtain the statement (v).

### 3.2  Proof of the Theorem 3.

(i) From Lemma 2 it follows that the family $`\{^{(p)}\}:=\{^{(p)}(r)\}`$ forms a Riesz basis in the closure of its span (i.e. an $``$-basis) in $`L^2(0,\mathrm{})`$. Introduce the projector $`P_T`$ from this closure into $`L^2(0,T)`$. Clearly, $`\{^{(p)}\}`$ forms a Riesz basis in $`L^2(0,T)`$ if and only if $`P_T`$ is an isomorphism onto $`L^2(0,T)`$. This takes a place if and only if the generating function of the family $`(\mathrm{\Lambda })`$ satisfies the Helson-Szegö condition (2) (see ; , Theorems II.3.14, II.3.17).

The $``$-basis property of the subspaces $`^{(p)}`$ means that for any finite number of functions $`\psi _p^{(p)}`$ we have the estimates:

$$\underset{p}{}a_p\psi _p_{L^2(0,\mathrm{})}^2\underset{p}{}|a_p|^2\psi _p_{L^2(0,\mathrm{})}^2.$$
(15)
This relation means that there exist two positive constants $`c`$ and $`C`$ which do not depend on a sequence $`\{a_p\}`$ such that

$$c\underset{p}{}a_p\psi _p_{L^2(0,\mathrm{})}^2\underset{p}{}|a_p|^2\psi _p_{L^2(0,\mathrm{})}^2C\underset{p}{}a_p\psi _p_{L^2(0,\mathrm{})}^2.$$

In each subspace $`^{(p)}`$ we choose the family of GDD’s corresponding to $`\lambda _{j,p}\mathrm{\Lambda }^{(p)}`$: $`\phi _j^{(p)}:=[\lambda _{1,p},\lambda _{2,p},\mathrm{},\lambda _{j,p}]`$. $`j=1,\mathrm{},𝒩^{(p)}`$. In view of Theorem 2, this family forms a basis in $`^{(p)}`$.

Let us expand $`\psi _p`$ in the basis $`\{\phi _j^{(p)}\}_{j=1}^{j=𝒩^{(p)}}`$. Then statement (i) of the theorem is equivalent to the estimates

$$\underset{p,j}{}a_{p,j}\phi _j^{(p)}_{L^2(0,\mathrm{})}^2\underset{p,j}{}|a_{p,j}|^2.$$
(16)
Taking into account (15), we see that (16) is equivalent to

$$\underset{j}{}a_j\phi _j^{(p)}_{L^2(0,\mathrm{})}^2\underset{j}{}|a_j|^2,\text{uniformly in }p.$$
(17)
We introduce the $`𝒩^{(p)}\times 𝒩^{(p)}`$ Gram matrices $`\mathrm{\Gamma }^{(p)}`$ corresponding to the families $`^{(p)}`$,

$$\mathrm{\Gamma }^{(p)}:=\left\{(\phi _k^{(p)},\phi _j^{(p)})_{L^2(0,\mathrm{})}\right\}_{k,j}.$$

For an $`𝒩^{(p)}`$-dimensional vector $`a`$ we have

$$\underset{j}{}a_j\phi _j^{(p)}_{L^2(0,\mathrm{})}^2=\mathrm{\Gamma }^{(p)}a,a,$$

where $`,`$ is the scalar product in $`\text{IR}^{𝒩^{(p)}}`$.

In terms of the Gram matrices, (17) is true if and only if matrices $`\mathrm{\Gamma }^{(p)}`$ and their inverses are bounded uniformly in $`p`$.

###### Lemma 5

Let different complex points $`\mu _1,\mu _2,\mathrm{},\mu _n`$ lie in a disk $`D_\mu (R)\text{ }\text{C}_+`$ of radius $`R`$ with the center $`\mu `$, $`\mu S`$; $`\phi _1,\phi _2,\mathrm{},\phi _n`$ are corresponding GDD’s, and $`\mathrm{\Gamma }`$ is the Gram matrix of this family in $`L^2(0,\mathrm{})`$. Then the norms $`\mathrm{\Gamma }`$ and $`\mathrm{\Gamma }^{(1)}`$ are estimated from above by constants depending only on $`R`$ and $`n`$.

Proof: By Theorem 2, functions $`\phi _1(t),\phi _2(t),\mathrm{},\phi _n(t)`$ are estimated above by constants depending only on $`R`$, $`n`$. Therefore the entries of $`\mathrm{\Gamma }`$ are estimated by $`const(R,n)`$ and, then, the estimate of $`\mathrm{\Gamma }`$ from above is obtained.

We shall prove the estimate for the inverse matrices by contradiction. Let us fix a disk and assume that for arbitrary $`\epsilon >0`$ there exist different points $`\mu _1^{(\epsilon )},\mu _2^{(\epsilon )},\mathrm{},\mu _n^{(\epsilon )}`$ lying in the disk, and normalized $`n`$-dimensional vectors $`a^{(\epsilon )}`$ such that for the corresponding Gram matrix $`\mathrm{\Gamma }^{(\epsilon )}`$ we have

$$\mathrm{\Gamma }^{(\epsilon )}a^{(\epsilon )},a^{(\epsilon )}\epsilon .$$
(18)
Using compactness arguments we can choose a sequence $`\epsilon _n0`$ such that

$$a^{(\epsilon _n)}a^0,\mu _j^{(\epsilon _n)}\mu _j^0.$$

as $`n\mathrm{}`$. Then the Gram matrix tends to the Gram matrix $`\mathrm{\Gamma }^0`$ for the limit family and from (18) we see that

$$\mathrm{\Gamma }^0a^0,a^0=0.$$

Then $`a_j^0\phi _j^0=0`$ and the limit family of GDD’s is linearly dependent that contradicts to Theorem 2.

Thus, we have proved that the norm of $`\mathrm{\Gamma }^{(1)}`$ is estimated from above by constants depending only on $`R`$, $`n`$, and $`\mu `$. In view of Theorem 2(iv) the constant depends actually not on $`\mu `$, but on $`\mathrm{}\mu `$. Indeed, translation of the disk on a real number, $`\mu \mu +x`$, does not change the Gram matrix. Since $`\alpha \mathrm{}\mu \beta ,`$ the norm of $`\mathrm{\Gamma }^{(1)}`$ is estimated uniformly in $`\mu S`$.

From this lemma it follows that all Gram matrices $`\mathrm{\Gamma }_p`$, $`\mathrm{\Gamma }_p^{(1)}`$ are bounded uniformly in $`p`$. (It was supposed in the lemma that all points $`\mu _1,\mu _2,\mathrm{},\mu _n`$ are distinct. For the case of multiple points we use the continuity of DD on parameters.) The assertion (i) of the Theorem 3 is proved.

(ii) We need to estimate the Gram matrices $`\mathrm{\Gamma }`$ for the exponential family $`\{e^{i\mu _1t},\mathrm{},e^{i\mu _nt}\}`$ in $`L^2(0,T)`$ from below, where $`\{\mu _j\}`$ is a fixed set $`\mathrm{\Lambda }^{(p)}`$ and $`n=𝒩^{(p)}`$. Since the projector $`P_T`$ is an isomorphism (see (i)), we may do it for exponentials on the positive semiaxis, i.e., in $`L^2(0,\mathrm{})`$. Denote by $`e_j(t)`$ the normalized exponentials

$$e_j(t):=\frac{1}{\sqrt{2\mathrm{}\mu _j}}e^{i\mu _jt}.$$

For the Gram matrices $`\mathrm{\Gamma }_0`$, corresponding to the normalized exponentials, we have

$$\mathrm{\Gamma }=\mathrm{diag}[\sqrt{2\mathrm{}\mu _j}]\mathrm{\Gamma }_0\mathrm{diag}[\sqrt{2\mathrm{}\mu _j}],$$

and we can estimate $`\mathrm{\Gamma }_0`$ instead $`\mathrm{\Gamma }`$, since $`|\mathrm{}\mu _j|1`$. It can be easily shown that the inverse matrix is the Gram matrix for the biorthogonal family $`e_j^{}(t)`$ and

$$(\mathrm{\Gamma }_0)_{jj}^{(1)}=e_j^{}^2=\underset{kj}{\Pi }\left|\frac{\mu _k\overline{\mu }_j}{\mu _k\mu _j}\right|^2$$

(see ). Elementary calculations give

$$(\mathrm{\Gamma }_0)_{jj}^{(1)}=e_j^{}(t)^2\delta _p^{2(n1)}$$

Then

$$|(\mathrm{\Gamma }_0)_{jk}^{(1)}|=(e_j^{},e_k^{})e_j^{}e_k^{}\delta _p^{2(n1)}$$

and so,

$$\mathrm{\Gamma }_0^{(1)}\delta _p^{2(n1)}.$$

The theorem is proved.

### 3.3  Proof of Theorem 4.

As well known, the family $`\{t^n\}`$, $`n=0,1,\mathrm{},`$ of powers is not minimal in $`L^2(0,T)`$ for any $`T`$. Moreover, direct calculations for $`\phi _j^0:=e^{i\mu t}t^{j1}/(j1)!`$ give

$$\mathrm{angle}_{L^2(0,\mathrm{})}(\phi _m^0,\phi _{m+1}^0)0,m\mathrm{},$$

uniformly in $`\mu S`$. Since $`\mathrm{\Lambda }`$ is not a relatively uniformly discrete sequence, for any $`\delta >0`$, $`m\text{IN}`$ we are able to find a disk $`D_\mu (\delta )`$ in the strip $`S`$, which contains $`m`$ points of $`\mathrm{\Lambda }`$. In view of Theorem 2(v), GDD corresponding to these points are $`\epsilon `$–close to ‘unperturbed’ functions $`\phi _j^0`$. This proves the assertion of Theorem 4.


text:
# Isotropy and Stability of the Brane

\[

## Abstract

We reexamine Wald’s no-hair theorem for global anisotropy in the brane world scenarios. We derive a set of sufficient conditions which must be satisfied by the brane matter and bulk metric so that a homogeneous and anisotropic brane asymptotically evolves to a de Sitter spacetime in the presence of a positive cosmological constant on the brane. We discuss the violations of these sufficient conditions and we show that a negative nonlocal energy density or the presence of strong anisotropic stress (i.e., a magnetic field) may lead the brane to collapse. We discuss the generality of these conditions.

preprint:

\] It has been proposed that we may live confined to a four dimensional brane in a higher dimensional spacetime ; in this scenario the fundamental high dimensional Planck mass could be of the same magnitude as the electroweak scale, resolving one of the hierarchy problems in the current standard model of high-energy physics.

This brane world scenario generally predicts deviations from standard model processes at high energies, a direct consequence of the possibility that gravitons propagate in the bulk. Nevertheless it remains viable given that there are no constraints on the gravitational force at very high energies (or very small distances); indeed current constraints are only beginning to probe sub-mm scales. One should also expect deviations from four dimensional Einstein gravity at high densities (or correspondingly strong gravitational fields). A first manifestation of this was seen when deriving the evolution equations for the cosmological scale factor, $`a`$, in the early universe: it was shown that $`a`$ is driven by an additional term which is proportional to $`\rho ^2`$, where $`\rho `$ is the energy density of the cosmological fluid on the brane .

The two standard test situations for studying gravity in the strongly nonlinear regime are the formation and stability of black holes and the evolution of globally anisotropic models in the early universe. There have been attempts at constructing black hole solutions on the brane by extending the well-known four dimensional solutions to higher dimensions; however, they have been shown to be unstable . Progress is being made in numerically evolving the modified Einstein’s equations to produce a stable analog of the four dimensional Schwarzchild solution . Some work has also been done on the effect of global shear on the brane, in particular on its effect on the dynamics of the scale factor during inflation  .

One of the only unambiguous predictions of the inflationary cosmology was put forward by Wald in 1983 : it was shown that initially expanding homogeneous cosmological models isotropize in the presence of a positive cosmological constant. This leads to a firm prediction: if we detect any form of global anisotropy, then the universe cannot have undergone a de Sitter stage. As yet there is no detection of global anisotropy, and an upper bound on global shear was derived from the COBE four year data . In this paper we wish to reexamine Wald’s result in the brane world scenario. The conditions we derive are more complicated than for the four dimensional case considered by Wald, but we can still assess their generality within the class of cosmological fluids currently being considered in cosmology.

We will attack this problem locally, i.e., in terms of dynamical quantities on the brane; in doing this we are ignoring possible constraints which we may eventually set on the bulk due to our assumption on the brane (we discuss the consequences of this approach at the end of this paper). Our starting point are the modified Einstein’s equations derived by Shiromizu, Maeda, and Sasaki  under the assumption of $`Z_2`$ symmetry in the extra dimension (for a five dimensional bulk). Following the notation of Maartens , these can be written as

$$G_{\mu \nu }=\mathrm{\Lambda }g_{\mu \nu }+\kappa ^2T_{\mu \nu }+\stackrel{~}{\kappa }^4S_{\mu \nu }_{\mu \nu },$$
(1)
where $`G_{\mu \nu }`$, $`g_{\mu \nu }`$, and $`T_{\mu \nu }`$ are the four dimensional Einstein, metric, and energy-momentum tensors, respectively; $`\mathrm{\Lambda }`$ is the effective cosmological constant on the brane, and $`S_{\mu \nu }`$ is a term quadratic in the energy-momentum tensor, defined by

$$4S_{\mu \nu }=\frac{1}{3}TT_{\mu \nu }T_{\mu \rho }T_\nu ^\rho \frac{1}{2}g_{\mu \nu }\left(\frac{1}{3}T^2T_{\rho \sigma }T^{\rho \sigma }\right).$$
(2)
The quantities $`\kappa ^2/8\pi `$ and $`\stackrel{~}{\kappa }^2/8\pi `$ are the effective Newton constant on the brane and the fundamental Newton constant in the bulk, respectively. The quadratic term $`S_{\mu \nu }`$ represents the matter corrections of the effective four dimensional gravity, and is significantly important at high energy, i.e., when $`|T_{\mu \nu }|\mathrm{}>\lambda =6\kappa ^2/\stackrel{~}{\kappa }^4`$, where $`\lambda `$ is the brane tension. Finally, $`_{\mu \nu }`$, which represents the projection of the five dimensional bulk Weyl tensor on the brane, is symmetric and traceless, and transmits nonlocal gravitational degrees of freedom from the bulk to the brane. We do not make any speculation about the origin of the cosmological constant $`\mathrm{\Lambda }`$ which we assume to be positive.

Let us now consider two components of Eq. (1), the “initial-value” constraint equation,

$`G_{\mu \nu }u^\mu u^\nu `$ $`=`$ $`\mathrm{\Lambda }+\kappa ^2T_{\mu \nu }u^\mu u^\nu `$ (3)
$`+`$ $`\stackrel{~}{\kappa }^4S_{\mu \nu }u^\mu u^\nu _{\mu \nu }u^\mu u^\nu ,`$ (4)
where $`u_\mu `$ is the unit normal to the spatial homogeneous hypersurfaces, and the Raychauduri equation,

$`R_{\mu \nu }u^\mu u^\nu `$ $`=`$ $`\mathrm{\Lambda }+\kappa ^2(T_{\mu \nu }{\displaystyle \frac{1}{2}}g_{\mu \nu }T)u^\mu u^\nu `$ (5)
$`+`$ $`\stackrel{~}{\kappa }^4(S_{\mu \nu }{\displaystyle \frac{1}{2}}g_{\mu \nu }S)u^\mu u^\nu _{\mu \nu }u^\mu u^\nu .`$ (6)
Both $`G_{\mu \nu }u^\mu u^\nu `$ and $`R_{\mu \nu }u^\mu u^\nu `$ can be expressed in terms of the three-geometry of the homogeneous hypersurfaces and the extrinsic curvature $`\mathrm{\Theta }_{\mu \nu }=_\nu u_\mu `$ of these surfaces using the Gauss-Codazzi equations. For convenience we decompose $`\mathrm{\Theta }_{\mu \nu }`$ into its trace $`\mathrm{\Theta }`$ and trace-free part $`\sigma _{\mu \nu }`$,

$$\mathrm{\Theta }_{\mu \nu }=\frac{1}{3}\mathrm{\Theta }h_{\mu \nu }+\sigma _{\mu \nu },$$
(7)
where $`h_{\mu \nu }=g_{\mu \nu }+u_\mu u_\nu `$ projects orthogonal to $`u_\mu `$, and we rewrite Eqs. (4) and (6) as

$`\mathrm{\Theta }^23\mathrm{\Lambda }`$ $`=`$ $`{\displaystyle \frac{3}{2}}\sigma _{\mu \nu }\sigma ^{\mu \nu }{\displaystyle \frac{3}{2}}{}_{}{}^{(3)}R+3\kappa ^2T_{\mu \nu }u^\mu u^\nu `$ (8)
$`+`$ $`3\stackrel{~}{\kappa }^4S_{\mu \nu }u^\mu u^\nu 3_{\mu \nu }u^\mu u^\nu `$ (9)
and

$`\dot{\mathrm{\Theta }}\mathrm{\Lambda }`$ $`+`$ $`{\displaystyle \frac{1}{3}}\mathrm{\Theta }^2=\sigma _{\mu \nu }\sigma ^{\mu \nu }\kappa ^2\left(T_{\mu \nu }{\displaystyle \frac{1}{2}}g_{\mu \nu }T\right)u^\mu u^\nu `$ (10)
$``$ $`\stackrel{~}{\kappa }^4\left(S_{\mu \nu }{\displaystyle \frac{1}{2}}g_{\mu \nu }S\right)u^\mu u^\nu +_{\mu \nu }u^\mu u^\nu ,`$ (11)
where the dot denotes $`u^\mu _\mu `$. Eq. (11) is thus the evolution equation for the expansion rate $`\mathrm{\Theta }`$ and $`\sigma _{\mu \nu }`$ is the shear of the timelike geodesic congruence orthogonal to the homogeneous hypersurfaces. The scalar curvature $`{}_{}{}^{(3)}R`$ is given in terms of the structure-constant tensor of the Lie algebra of the spatial symmetry group (see  for Bianchi models).

We now quickly review Wald’s argument which proceeds using the well known energy conditions on the energy-momentum tensor $`T_{\mu \nu }`$. These state that for any non-spacelike vector $`t^\mu `$ the following inequalities hold:

$$T_{\mu \nu }t^\mu t^\nu 0\text{and}\left(T_{\mu \nu }\frac{1}{2}g_{\mu \nu }T\right)t^\mu t^\nu 0,$$
(12)
known as the weak and strong energy conditions, respectively.

On the other hand, in standard gravity, the local quadratic term and the nonlocal term in Eqs. (9) and (11) are absent, and it is also well known that for all Bianchi models, except Bianchi type-IX, $`{}_{}{}^{(3)}R0`$. Therefore, Eqs. (9) and (11) together with the energy conditions (12), yield the inequalities

$$\dot{\mathrm{\Theta }}\mathrm{\Lambda }\frac{1}{3}\mathrm{\Theta }^20.$$
(13)
The second of these two inequalities tells us that $`\mathrm{\Theta }`$ never passes through zero and if the universe is expanding at some time it will do it forever. Indeed, we have that $`\mathrm{\Theta }(3\mathrm{\Lambda })^{1/2}`$ at all time. Moreover, the first inequality can be integrated and yields

$$\mathrm{\Theta }\frac{(3\mathrm{\Lambda })^{1/2}}{\mathrm{tanh}(t\sqrt{\mathrm{\Lambda }/3})}.$$
(14)
Thus $`\mathrm{\Theta }`$ is “squeezed” between the lower limit $`(3\mathrm{\Lambda })^{1/2}`$ and the upper limit in Eq. (14), which exponentially approaches $`(3\mathrm{\Lambda })^{1/2}`$ on a time scale $`(3/\mathrm{\Lambda })^{1/2}`$. Again using Eq. (9) for standard gravity (without quadratic and nonlocal terms), as a final result one obtains that

$$\sigma _{\mu \nu }\sigma ^{\mu \nu }\frac{2}{3}(\mathrm{\Theta }^23\mathrm{\Lambda })0,$$
(15)
so that the shear of the homogeneous hypersurfaces rapidly approaches zero. One can generalize this result to Bianchi type-IX models provided that $`\mathrm{\Lambda }`$ is sufficiently large compared to spatial-curvature terms .

If one is to extend Wald’s result to the brane world scenario, one must consider two new (additional) constraints that, taken together, can be seen as sufficient conditions for its validity. These new conditions come from the presence of the local quadratic term and the nonlocal term which, in the early universe, when the isotropization is supposed to take place, may play an important role. Indeed, when

$$_{\mu \nu }u^\mu u^\nu 0$$
(16)
and

$$S_{\mu \nu }u^\mu u^\nu 0\text{and}\left(S_{\mu \nu }\frac{1}{2}g_{\mu \nu }S\right)u^\mu u^\nu 0,$$
(17)
the r.h.s. of Eq. (9) is positive and the r.h.s. of Eq. (11) is negative, and Wald’s theorem remains valid.

Let us now separately discuss these two conditions and the consequence of their possible violations. The first sufficient condition imposes a constraint on the projection of the bulk Weyl tensor. Using the symmetry properties of $`_{\mu \nu }`$, we can decompose it irreducibly as

$$_{\mu \nu }=\left(\frac{\stackrel{~}{\kappa }}{\kappa }\right)^4\left[𝒰\left(u_\mu u_\nu +\frac{1}{3}h_{\mu \nu }\right)+𝒫_{\mu \nu }+2𝒬_{(\mu }u_{\nu )}\right],$$
(18)
where $`𝒰`$, $`𝒬_\mu `$, and $`𝒫_{\mu \nu }`$ are the effective nonlocal energy density, flux, and anisotropic stress arising from the free gravitational field in the bulk, respectively. The condition therefore becomes that

$$𝒰0.$$
(19)
Note that this imposes restrictions on the dynamics of the metric off the brane. As pointed out a number of times, there are no local constraints which can fix the sign of $`𝒰`$, and this remains a crucial problem for general issues . However it was recently shown from a global five-dimensional point of view that for all possible homogeneous and isotropic cosmological solutions on the brane, the bulk spacetime is Schwarzchild-AdS with the mass parameter of the black hole proportional to $`𝒰a^4`$. In this setting one has some constraints on $`𝒰`$ (e.g. $`𝒰`$ is positive for closed S-AdS spacetime ). For anisotropic models such constraints do not exist.

We therefore choose to consider the possibility that $`𝒰`$ assumes whatever value and sign and we explore all possible brane solutions as a function of its value. As a first approach we neglect the effect of matter on the brane: as we will show, it is straightforward to generalize and include a cosmological fluid on the brane, but this would obscure the simple analysis we undertake here. We then consider coupled equations for $`\sigma _{\mu \nu }\sigma ^{\mu \nu }`$, $`\mathrm{\Theta }`$, and $`𝒰`$ in order to study the importance of the bulk term. If we restrict ourselves to Bianchi class A models we can perform a relatively general analysis without concerning ourselves with off diagonal terms in the Ricci tensor. For this class of models we thus have $`𝒬_\mu =0`$, which simplifies the set of the equations to solve.

From the nonlocal energy conservation we have

$$\dot{𝒰}+\frac{4}{3}\mathrm{\Theta }𝒰+\sigma ^{\mu \nu }𝒫_{\mu \nu }=0,$$
(20)
and from the Gauss-Codazzi equation we have an evolution equation for the shear,

$$\dot{\sigma }_{\mu \nu }+\mathrm{\Theta }\sigma _{\mu \nu }+{}_{}{}^{(3)}R_{\mu \nu }^{}\frac{1}{3}{}_{}{}^{(3)}Rh_{\mu \nu }=\left(\frac{\stackrel{~}{\kappa }}{\kappa }\right)^4𝒫_{\mu \nu },$$
(21)
where $`{}_{}{}^{(3)}R_{\mu \nu }^{}`$ is the Ricci tensor of the homogeneous hypersurfaces. We first nevertheless restrict ourselves to models with $`{}_{}{}^{(3)}R_{\mu \nu }^{}=0`$, e.g., Bianchi type-I models.

The system of equation obtained by combining Eqs. (9), (11), (20), and (21) is not closed. This is a particular example of a more general result: due to the lack of an evolution equation for the nonlocal anisotropic stress $`𝒫_{\mu \nu }`$, the evolution of physical quantity on the brane cannot be predicted without making further assumptions on the bulk configuration . We therefore choose to set $`\sigma ^{\mu \nu }𝒫_{\mu \nu }=0`$. As already noted in , this condition implies an evolution equation for $`𝒫_{\mu \nu }`$, i.e., $`\dot{𝒫}_{\mu \nu }\sigma ^{\mu \nu }+(\stackrel{~}{\kappa }/\kappa )^4𝒫_{\mu \nu }𝒫^{\mu \nu }=0`$, which can be derived from Eq. (21) and is consistent on the brane, allowing us to close the system. We do not know whether this corresponds to a plausible physical form of the bulk metric, but this assumption is completely consistent from what concerns the brane point of view. Other assumptions under which one can still solve the system are nevertheless possible and we will mention some of them at the end of the paper.

Solving for the nonlocal energy density $`𝒰`$ and the expansion rate $`\mathrm{\Theta }`$, we can perform a stability analysis of the dynamics by defining a new set of dimensionless variables:

$`\tau =t\left({\displaystyle \frac{\mathrm{\Lambda }}{3}}\right)^{1/2},`$ $`X={\displaystyle \frac{\sigma ^{\mu \nu }\sigma _{\mu \nu }}{2\mathrm{\Lambda }}},`$ (22)
$`Y={\displaystyle \frac{\mathrm{\Theta }}{(3\mathrm{\Lambda })^{1/2}}},`$ $`U={\displaystyle \frac{6𝒰}{\kappa ^2\lambda \mathrm{\Lambda }}}.`$ (23)
This yields a second order autonomous system of nonlinear differential equations (with $`{}_{}{}^{}=d/d\tau `$),

$`X^{}`$ $`+`$ $`6XY=0,`$ (24)
$`Y^{}`$ $`+`$ $`Y^2+U1+2X=0,`$ (25)
$`U^{}`$ $`+`$ $`4UY=0,`$ (26)
plus a constraint equation,

$$Y^2XU=1,$$
(27)
which can be solved to find the asymptotic evolution of the $`𝒰`$-term, the shear, and the expansion. Note that, if one considers the constraint equation with $`U=0`$, $`Y^2X1=0`$, one recovers the evolution equations of standard gravity for the shear and expansion rate.

This system of equations is quite simple to analyze, and reveals the novel behavior of the asymptotic evolution of the brane. One can identify three critical points: $`(X,Y,U)=(0,1,0)`$, which is an attractor and is the same fixed asymptotically stable point we find in standard four dimensional cosmology ($`\mathrm{\Theta }(3\mathrm{\Lambda })^{1/2}`$, $`\sigma ^{\mu \nu }\sigma _{\mu \nu }0`$); $`(X,Y,U)=(0,1,0)`$, which is a repeller, an unstable point in the contracting phase; and $`(X,Y,U)=(2,0,3)`$, which is a saddle point, and therefore unstable. The latter is the most interesting point of the system since it corresponds to $`\mathrm{\Theta }=0`$ and around this point the brane “decides” whether to enter the de Sitter phase or to collapse.

The orbits for this system of equations are given by

$`X`$ $`=`$ $`C|U|^{3/2},`$ (28)
$`Y^2`$ $`=`$ $`1+U+C|U|^{3/2},`$ (29)
where $`C`$ is an integration constant which depends on the initial conditions. The direction field is shown in Fig. 1. The thick red line represents the condition $`X=0`$. Our physical phase space resides where the shear is non-negative, i.e., $`Y^21+U`$. The black line passing through the saddle point represents, instead, the separatrix between the region of asymptotic stability (above) and the one corresponding to instability, and is given by

$$Y=\{\begin{array}{cc}(1+U+C_0|U|^{3/2})^{1/2},& U<3\\ (1+U+C_0|U|^{3/2})^{1/2},& U>3,\end{array}$$
(30)
where $`C_0=2/3^{3/2}`$. The dynamics is therefore such that, for any initial condition above this line, the system asymptotically converges to $`(X=0,Y=1,U=0)`$, which corresponds to $`\sigma _{\mu \nu }\sigma ^{\mu \nu }=0`$, $`\mathrm{\Theta }=\sqrt{3\mathrm{\Lambda }}`$, and $`𝒰=0`$; however, for initial conditions below this separatrix, the brane universe collapses and the anisotropy grows to infinity.

Isotropy is reached for any initial condition corresponding to $`𝒰0`$. We therefore recover the sufficient condition for the validity of Wald’s theorem mentioned already above. When $`𝒰<0`$ the brane may not isotropize and can instead collapse. The conventional four dimensional cosmology resides on the subspace (the $`Y`$ axis) given by $`𝒰=0`$. As a side result, we can see that when the brane enters the de Sitter phase, the $`𝒰`$ term approaches zero asymptotically. Furthermore, there is a region of initial conditions corresponding to small $`𝒰`$ where it is possible to start with the brane contracting and still reach the stable point. This reflects the new properties of the modified gravity and the possibility of avoiding the cosmological singularity in the presence of the nonlocal term $`𝒰`$, which was already noted in .

What we have found is not really surprising: the projected bulk Weyl tensor plays a crucial role in the isotropization of the brane. This means that there are additional constraints one must impose in the bulk if one is to find a complete generalisation of Wald’s theorem to the brane; in some sense this defeats the purpose of such a no-hair theorem. However, we have been able to present a local analysis in which we have closed the system by simplifying the effect of the bulk and still obtained nontrivial dynamics. Note that we can obtain trajectories with $`𝒰<0`$; however, this is not the crucial diagnostic for whether the brane isotropizes or not. Of course it is of paramount importance to see what global constraints the bulk imposes on $`𝒰`$ in the same way as has been done for homogeneous and isotropic models.

Let us go back to the second of the sufficient conditions, Eq. (17). We can covariantly decompose the brane energy momentum tensor $`T_{\mu \nu }`$ into its irreducible decomposition,

$$T_{\mu \nu }=\rho u_\mu u_\nu +ph_{\mu \nu }+\pi _{\mu \nu }+2q_{(\mu }u_{\nu )},$$
(31)
where $`\rho `$ and $`p`$ are the energy density and isotropic pressure, $`q_\mu `$ is the energy flux, and $`\pi _{\mu \nu }`$ is the anisotropic stress of the matter on the brane.

The restrictions for the quadratic term therefore becomes

$$2\rho ^23\pi _{\mu \nu }\pi ^{\mu \nu }0\text{and}2\rho ^2+3\rho p3q_\mu q^\mu 0.$$
(32)
These conditions are trivially satisfied for the case of a perfect fluid (which satisfies the energy conditions) and for a free homogeneous scalar field with a velocity flow coincident with $`u^\mu `$. However they may not be satisfied in general.

An unambiguous example of violation of one of the above conditions is given by a cosmological pure magnetic field $`B^\mu `$, such that $`B_\mu u^\mu =0`$ (for an extensive list of anisotropic fluids and sources see ); in this case we have that

$`2\rho _B^23\pi _{\mu \nu }\pi ^{\mu \nu }={\displaystyle \frac{3}{2}}B^4`$ $`<`$ $`0,`$ (33)
$`2\rho _B^2+3\rho _Bp_Bq_\mu q^\mu ={\displaystyle \frac{3}{2}}B^4`$ $`>`$ $`0,`$ (34)
where

$$\rho _B=3p_B=B^2/2$$
(35)
and

$$\pi _{\mu \nu }=B_\mu B_\nu +(1/3)h_{\mu \nu }B^2.$$
(36)
For simplicity we restrict ourselves to the case of Bianchi type-I cosmology, which can naturally accommodate a spatially homogeneous ordered magnetic field, and we neglect any other form of matter. The presence of the magnetic field introduces a preferred direction and we can consider the possibility that the background anisotropy is due to this presence. This corresponds to the typical situation in which the magnetic field is a shear eigenvector,

$$\sigma _{\mu \nu }B^\mu =\sigma _𝐳B_\nu ,$$
(37)
which does not represent the most general case; however it considerably simplifies the equations . We consider the back-reaction from the bulk but, to be able to close the system, we assume $`\sigma ^{\mu \nu }P_{\mu \nu }=0`$ and $`P_{\mu \nu }B^\mu =0`$. In this case, together with the Raychauduri equation, the full set of equations to solve becomes

$$\dot{\rho }_B+\mathrm{\Theta }(\rho _B+p_B)+\sigma ^{\mu \nu }\pi _{\mu \nu }=0$$
(38)
from the local energy conservation,

$`\dot{𝒰}+{\displaystyle \frac{4}{3}}\mathrm{\Theta }𝒰`$ $`=`$ $`{\displaystyle \frac{\kappa ^4}{24}}[6\pi _{\mu \nu }\dot{\pi }^{\mu \nu }+6(\rho _B+p_B)\sigma ^{\mu \nu }\pi _{\mu \nu }`$ (39)
$`+`$ $`2\mathrm{\Theta }\pi ^{\mu \nu }\pi _{\mu \nu }2\sigma ^{\mu \nu }\pi _{\alpha \mu }\pi _\nu ^\alpha ]`$ (40)
from the nonlocal conservation equation, and

$`\sigma _{\mu \nu }\dot{\sigma }^{\mu \nu }+\mathrm{\Theta }\sigma _{\mu \nu }\sigma ^{\mu \nu }=\kappa ^2\pi _{\mu \nu }\sigma ^{\mu \nu }`$ $``$ $`{\displaystyle \frac{\stackrel{~}{\kappa }^4}{12}}[(\rho _B+3p_B)\pi _{\mu \nu }`$ (41)
$``$ $`\pi _{\alpha \mu }\pi _\nu ^\alpha ]\sigma ^{\mu \nu }`$ (42)
from the Gauss-Codazzi equation.

Defining the additional new variables

$$W=\sigma _𝐳\left(\frac{3}{\mathrm{\Lambda }}\right)^{1/2}\text{and}Z=\frac{\rho _B}{\lambda }$$
(43)
we obtain an autonomous nonlinear system,

$`X^{}`$ $`+`$ $`6YX+4\chi W[Z(4/3)Z^2]=0,`$ (44)
$`Y^{}`$ $`+`$ $`Y^21+2X+2\chi [Z+(3/2)Z^2]+U=0,`$ (45)
$`Z^{}`$ $`+`$ $`4ZY2WZ=0,`$ (46)
$`U^{}`$ $`+`$ $`4UY4\chi Z^2[(5/3)W6Y]=0,`$ (47)
$`W^{}`$ $`+`$ $`3YW+8\chi [Z(4/3)Z^2]=0,`$ (48)
together with the constraint equation

$$Y^22\chi [Z(3/2)Z^2]UX=1.$$
(49)
Here $`\chi =\kappa ^2\lambda /2\mathrm{\Lambda }`$.

This system has at least three critical points which correspond to those obtained analyzing the case without magnetic field: $`(X=0,Y=1,Z=0,U=0,W=0)`$ is the de Sitter attractor, $`(X=0,Y=1,Z=0,U=0,W=0)`$ is the repeller, and $`(X=2,Y=0,Z=0,U=3)`$ is a saddle point for any value of $`W`$. They are all at $`Z=0`$ and, indeed, $`\rho _B=0`$ is an invariant submanifold of the system, i.e., if an orbit starts with $`\rho _B=0`$ it will maintain this condition. When the magnetic field is much weaker than the brane tension $`Z1`$, we can neglect all the $`Z^2`$ contributions. In this case we still find a region of initial conditions corresponding to collapse of the brane, but only for $`U<3`$; this means that the negativity of the $`𝒰`$-term is responsible for the collapse and not the magnetic field.

When neglecting the $`Z^2`$ contribution we can eventually set $`U=0`$ and recover standard gravity. Note that this is not possible when the quadratic term is included. Indeed, by analyzing the full system of differential equations one finds that $`U=0`$ is not a consistent solution. By setting $`U`$ and its derivative to zero we have a conservation equation involving quadratic terms of the energy momentum tensor and implying $`W=(18/5)Y`$, which is not consistent with the evolution equations for $`Y`$ and $`W`$. We therefore find an interesting result: in this setup we cannot set the nonlocal energy density to zero unless we neglect quadratic terms. It is conceivable that this is a consequence of discarding the effect of the nonlocal anisotropic stress, and we are aware that without a full analysis of the bulk to completely solve the evolution equations this must remain an open problem in this work. This example, nevertheless, underline the importance of the back-reaction of nonlocal bulk effects in the presence of an anisotropic stress on the brane. (As a perturbation, the effect of anisotropic stresses was considered and discussed in .)

When $`\chi =0`$ the evolutions of $`X`$, $`Y`$, and $`U`$ are decoupled from $`Z`$ and $`W`$, and the phase space is given by the product $`(Z,W)\times (X,Y,U)_{Z=0}`$. The existence of other critical points depends on the value of the parameter $`\chi `$. For

$$0\chi <\frac{16}{27},$$
(50)
there are three more saddle points, one at $`(X=2(27/8)\chi ,Y=0,Z=3/4,U=3+(57/16)\chi ,W=0)`$, and other two at $`Y0`$. These saddle points degenerate to one when $`\chi =16/27`$ at the bifurcation point $`(X=0,Y=0,Z=3/4,U=3+(57/27),W=0)`$. For $`\chi >16/27`$ there is no other saddle point.

The novelty in the behavior of this system is the fact that there are regions of phase space where the brane is unstable even when the $`𝒰`$-term is positive. These regions can be found by numerically integrating system (46) and they typically appear for large value of the magnetic field $`\rho _B\mathrm{}>\lambda `$. Therefore the introduction of the anisotropic stress present in the quadratic term of the projected Einstein’s equations makes the brane unstable even when the $`𝒰0`$ condition is satisfied. We conclude that the violation of the second sufficient condition for the validity of Wald’s theorem is enough to cause an expanding brane to collapse, provided that the source of violation is sufficiently strong.

In order to visualize the five-dimensional phase space and have an idea of the orbits of the system we use the fact that $`W^2=4X`$ is another invariant submanifold. It corresponds to the axial symmetry of the brane universe around the $`𝐳`$ direction and is realized when $`\sigma _{\mu \nu }\pi _{\mu \nu }`$. This condition allows us to get rid of the evolution equation for $`X`$ and use the constraint equation to eliminate $`U`$. We are thus left with a closed system of three differential equations in $`Z`$, $`W`$, and $`Y`$. In Fig. 2 we plot some typical trajectories of this system for $`\chi =1/2`$. As one can see, for large value of the energy density of the magnetic field, $`Z\mathrm{}>1`$, the brane can collapse.

Let us discuss some possible generalizations of our results. In the analysis undertaken so far, we have assumed that the curvature of the homogeneous spatial hypersurfaces is zero. However one can still generalise some of the results obtained for the case $`\rho _B=0`$, by including the curvature term in the system of equations (26). Defining the dimensionless variable

$$R=\frac{{}_{}{}^{(3)}R}{\mathrm{\Lambda }},$$
(51)
the relevant equations become

$`Y^{}`$ $`+`$ $`Y^2+U1+2X=0,`$ (52)
$`U^{}`$ $`+`$ $`4UY=0,`$ (53)
with the constraint

$$Y^2XU1=R/20,$$
(54)
where we have used that $`{}_{}{}^{(3)}R0`$. This, as already stated, is true for all Bianchi models except type-IX.

Let us define with $`Y_{R=0}(U)`$ the “old” orbits of the system obtained by setting the curvature term to zero, and given by Eq. (29). By carefully integrating the evolution equations for $`Y`$ and $`U`$ and using the inequality (54), one obtains the following behavior of the “new” orbits $`Y(U)`$: if at some point of the phase space of Fig. 1 $`Y(U(0))=Y_{R=0}(U(0))`$ (a new orbit crosses an old one at $`\tau =0`$), then

$`Y(U(\tau ))`$ $``$ $`Y_{R=0}(U(\tau )),\tau >0,`$ (55)
$`Y(U(\tau ))`$ $``$ $`Y_{R=0}(U(\tau )),\tau <0.`$ (56)
By again considering Fig. 1 and applying these inequalities, we can easily conclude that the region of asymptotic stability is enlarged by the introduction of the curvature term. Note that the orbits never cross the $`Y`$ axis since there $`U^{}=0`$. Indeed we still find the attractor and the repeller at the usual positions $`(X,Y,U)=(0,\pm 1,0)`$, corresponding to $`R=0`$. However, it is impossible to show the existence of a saddle point at $`Y=0`$ unless one can show that $`R`$ is stationary at this point. This is true for models in which the surfaces of transitivity are isotropic (see ),

$${}_{}{}^{(3)}R_{\mu \nu }^{}=\frac{1}{3}{}_{}{}^{(3)}Rh_{\mu \nu },$$
(57)
but is not generally the case. Looking at Fig. 1, in these models the saddle point is displaced towards the left, at $`U=3+R`$.

According to these inequalities it is still possible that the universe recollapses. Other types of non de Sitter behavior are of course nevertheless possible, in particular, an asymptotic approach to an Einstein static brane. However, even with the introduction of a curvature term, it seems reasonable to conjecture that the only types of stable asymptotic behaviors are an asymptotic approach to de Sitter spacetime and recollapse, as in the case of $`{}_{}{}^{(3)}R_{\mu \nu }^{}=0`$. It is well known that the Kasner (vacuum Bianchi type-I model) collapsing solution is an attractor of Bianchi class A models with ordinary matter content. It would of course be important to understand if this is still the case in the presence of a nonlocal bulk effect. We reserve this study for future work.

The effect of matter and other possible cosmological fluids has been discarded in our analysis, but it can be included quite straightforwardly by adding a perfect fluid moving orthogonally to the homogeneous hypersurfaces with state equation $`p=\omega \rho `$ to our system of equations. The presence of a new variable $`\rho `$ introduces an extra dimension in the phase space and a new parameter $`\omega `$.

When the magnetic field is not taken into account we can integrate the orbits of the system using the dimensionless variable $`Z_F=\rho /\lambda `$. This yields

$`X`$ $`=`$ $`C|U|^{3/2},`$ (58)
$`Z_F`$ $`=`$ $`D|U|^{3(\omega +1)/4},`$ (59)
$`Y^2`$ $`=`$ $`1+U+C|U|^{3/2}`$ (60)
$`+`$ $`\chi (2D|U|^{3(\omega +1)/4}+D^2|U|^{3(\omega +1)/4}),`$ (61)
where $`D`$ is a new integration constant. The attractor and the repeller are at the usual positions $`(X,Y,U)=(0,\pm 1,0)`$ and $`Z_F=0`$. However, now the saddle point at $`Y=0`$ becomes a line which depends on $`Z_F`$:

$$U=3(1\chi (\omega 1)Z_F\chi \omega Z_F^2).$$
(62)
Note, however, that for $`\omega >1/3`$ the allowed values of $`Z_F`$ of this line are limited by the constraint $`X0`$. The separatrix between the region of asymptotic stability and instability is the two dimensional surface which forms the saddle line at the intersection with $`Y=0`$. The region of instability always lies below this separatrix. The general characteristics of the phase space of the system, as illustrated in Fig. 1, remain unchanged: the only two stable asymptotic behaviors are an approach to the de Sitter spacetime and recollapse; recollapse can only occur when $`𝒰`$ is negative. On the $`U=0`$ plane, we recover the results of .

In order to close the system of equations discussed above, we have always chosen to neglect the nonlocal anisotropic stress $`𝒫_{\mu \nu }`$. As already discussed, this always corresponds to a consistent solution in the bulk, provided that the equations are consistent on the brane, although it may not correspond to some plausible physical bulk configuration. For future investigations we mention three other possibilities which allow one to consistently close the system on the brane. If you have some sort of anisotropic stress on the brane a very simple possibility is of course to assume that $`\dot{𝒰}=𝒰=0`$. In this case one obtainss a consistent closed system provided that a nonzero $`𝒫_{\mu \nu }`$ is considered.

A somewhat more nontrivial assumption is the following. Since the nonlocal anisotropic stress $`𝒫_{\mu \nu }`$ is the spatial component of the projected five-dimensional bulk Weyl tensor on the brane, it is physically plausible to have a proportionality between this term and the electric part of the brane Weyl tensor,

$$\alpha \left(\frac{\stackrel{~}{\kappa }}{\kappa }\right)^4𝒫_{\mu \nu }=E_{\mu \nu }=C_{\mu \alpha \nu \beta }u^\alpha u^\beta ,$$
(63)
where $`C_{\mu \alpha \nu \beta }`$ is the Weyl tensor on the brane. With the help of the spatial traceless component of Einstein’s equations \[see , Eq. (A3)\] one can find $`E_{\mu \nu }`$ in terms of the shear and the Ricci tensor of the homogeneous hypersurfaces and have an expression for $`𝒫_{\mu \nu }`$ which depends on a constant parameter $`\alpha `$.

Another possibility to explore is to assume that $`𝒫_{\mu \nu }`$ evolves according to a “free” evolution equation,

$$\dot{𝒫}_{\mu \nu }+\beta \mathrm{\Theta }𝒫_{\mu \nu }=0,$$
(64)
where $`\beta `$ is a constant parameter. In both cases $`𝒫_{\mu \nu }`$ feeds into the propagation equation for the shear and the $`𝒰`$-term, possibly giving rise to interesting dynamics, which can be studied by varying $`\alpha `$ and $`\beta `$.

We briefly summarize the present work. We have derived a set of sufficient conditions to be satisfied by the local brane matter and the nonlocal energy density, so that a homogeneous and anisotropic brane with tension $`\lambda `$, satisfying modified Einstein’s equations with a positive effective cosmological constant, asymptotically evolves to de Sitter spacetime. We have discussed the violation of these conditions, showing that, in the presence of a negative nonlocal energy density $`𝒰<0`$ and/or strong anisotropic stress $`|\pi _{\mu \nu }|\mathrm{}>\lambda `$, a Bianchi type-I brane, even if initially expanding, is unstable and may collapse. This is our main result. We have also given an explicit example of source of anisotropic stress by considering the case of a cosmological magnetic field on the brane, and we have shown that the back-reaction of nonlocal effects cannot be neglected. We have discussed possible generalisations.

Finally, let us reemphasise a key aspect of our analysis. We have studied the asymptotic behavior of the brane from a local point of view. On the one hand, this approach is incomplete and this is evident in what we have found: the bulk back-reaction plays a crucial role in the evolution of the brane. This back-reaction has been discarded in previous local analyses where isotropic fluids were considered \[this is in fact consistent with our analysis, merely corresponding to a choice of integration constant when solving Eqs. (26)\]. Given that we do not have an evolution equation for the nonlocal anisotropic stress $`𝒫_{\mu \nu }`$, we have only considered a subspace of possible solutions such that we could close the system. We should point out, however that the complementary approach, i.e., constructing complete bulk solutions and assessing their effect on the brane, may also be restrictive although the two approaches are clearly necessary for a complete understanding of the asymptotic stability of the brane.

Acknowledgements: We thank C. Van de Bruck, M. Bruni, A. Campos, M. Depken, R. Durrer, K. Kunze, J. Levin, R. Maartens, C. F. Sopuerta, and T. Wiseman for useful discussions. F.V. acknowledges support from the Swiss NSF and MC Training Site Grant and P.G.F. from the Royal Society. M.G.S. was supported by the FCT under program PRAXIS XXI/BD/18305/98.