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# Dualised 𝜎-models at the two-loop order

## 1 Introduction

The subject of classical versus quantum equivalence of T-dualised $`\sigma `$-models has been strongly studied in recent years, and extensive reviews covering abelian, non-abelian dualities and their applications to string theory and statistical physics are available . More recent developements on the geometrical aspects of duality can be found in .

The interpretation of T-duality as a canonical transformation, for constant backgrounds, was first given by . Its more general formulation  was applied to the non-abelian case in .

After the settling of the classical equivalence, the most interesting problem was its study at the quantum level. This was done mostly for dualisations of Lie groups, with emphasis put on $`SU(2).`$ For this model the one-loop equivalence was established in . This one-loop quantum equivalence was recently settled for the general class of models built on $`G_L\times G_R/G_D,`$ with an arbitrary breaking of $`G_R`$ . An interesting intermediary result is an expression for the Ricci tensor of the dualised geometry (with torsion) exhibiting its dependence with respect to the geometrical quantities of the original model. In the same work, the two-loop renormalisability problem was tackled and the need for extra (non-minimal) one-loop order finite counter-terms was emphasized. Some years ago, it was noted that in the minimal dimensional scheme, two-loop renormalisability does not hold for the SU(2) T-dualised model  .

The aim of the present work is a more precise analysis of this two-loop (in)equivalence for the non-abelian T-duality111For abelian T-duality, similar works were achieved in ., still on the simple example of the original SU(2) T-dualised model.

The main remark is that, part of the isometries being somehow lost, the T-dualised models are not - as they should be if one wants to give an all-order analysis - defined by a sufficent system of Ward identities. For example, in our simple case there is, a priori  only a linear SU(2) \[or O(3)\] invariance, and any O(3) invariant action is allowed ( let us remind the reader that in higher-loop corrections to a classical action, all the terms which are not prohibited by some reason such as power counting, isometries or conservation laws…, would appear). To our present knowledge, the extra constraints coming from the origin of the model (dualisation of an $`(SU(2)_L\times SU(2)_R)/SU(2)_D`$ chiral model) are not understood 222In  the quantisation of a U(1)-invariant non-linear $`\sigma `$ model, the so-called Complex SineGordon model, was performed by imposing as extra constraints its classical property of factorisation and non-production ; there it was shown that definite extra finite one-loop counter-terms are needed to enforce this property to one-loop order and then they also restore the two-loop renormalisability. . As it is highly probable that they are linked with the space-time dimension, it is not surprising that a minimal dimensional renormalisation scheme fails : as is well known, when the regularization method does not respect all the properties that define the theory, extra finite counter-terms are needed .

The content of this article is the following : in Section 2 we recall the expression of the classical action of the dualised theory and set the notations. In Section 3, we start from the corresponding a priori quantum bare action and obtain through $`\mathrm{}`$ expansion the possible counter-terms that may be added to the classical action in order to reabsorb the divergences. Then in Section 4 we give the 2-loop divergences and in Section 5 we discuss how they match with the candidates in Section 3. Our result is that coupling constant and field renormalisations (infinite and finite ones ) are not sufficient to ensure the two-loop existence of the T-dualised theory but the metric itself has to be deformed (in a finite way). Some concluding remarks are offered in Section 6.

## 2  The classical action

At the classical level and in light-cone co-ordinates, the dual action can be writen  :

$$S=\frac{1}{\lambda }G_{ij}_+\varphi ^i_{}\varphi ^j,$$

where $`g_{ij}=G_{(ij)}`$ is the target space metric and $`h_{ij}=G_{[ij]}`$ is the torsion potential. The torsion $`T_{ijk}`$ is defined by $`T_{ijk}=\frac{3}{2}_{[i}h_{jk]}`$. The connections with torsion $`\mathrm{\Gamma }_{jk}^i`$ and without torsion $`\gamma _{jk}^i`$ respectively write :

$$\mathrm{\Gamma }_{jk}^i=\frac{1}{2}g^{is}(_jG_{ks}+_kG_{sj}_sG_{kj})=\gamma _{jk}^i+T_{jk}^i,\gamma _{jk}^i=\frac{1}{2}g^{is}(_jg_{sk}+_kg_{sj}_sg_{jk}),$$

and the coresponding covariant derivatives are :

$$D_ik_j=_ik_j\mathrm{\Gamma }_{ij}^sk_s=_ik_jT_{ij}^sv_s,D_ik^j=_ik^j+\mathrm{\Gamma }_{is}^jk^s=_ik^j+T_{is}^jv^s.$$

The Riemann tensor without torsion will be noted $`R_{ij,kl}`$ whereas we will denote the one with torsion as $`\overline{R}_{ij,kl}.`$

The expression of the dualised target space metric $`G_{ij}`$ as a function of the original one is well known and in  the various geometrical quantities (Ricci tensor,..) were also related. In the special case considered here, where the original model is the $`\frac{SU(2)\times SU(2)}{SU(2)}`$ non-linear $`\sigma `$ model, the metric writes :

$$G_{ij}[\stackrel{}{\varphi }]=\frac{1}{1+\stackrel{}{\varphi }^2}\left[\delta _{ij}+\varphi ^i\varphi ^j+ϵ_{ijk}\varphi ^k\right],$$
(1)
where $`\stackrel{}{\varphi }`$ is a SU(2) (real) vector representation and the $`\varphi ^i,i=1,\mathrm{\hspace{0.17em}2},\mathrm{\hspace{0.17em}3},`$ are the co-ordinates on the dualised manifold. Then $`\stackrel{}{\varphi }^2`$ is a $`SO(3)`$ invariant and the symmetry is linearly realised. Torsion breaks parity, but the model is invariant under the simultaneous change $`\varphi \varphi `$ and $`ϵ_{ijk}ϵ_{ijk}.`$ Let us emphasize that no other local symmetry exists for that model.

## 3  The two-loop order bare action

In order to analyse the two-loop renormalisability of the dualised $`SU2\sigma `$-model, we first examine all the possible ways to reabsorb the divergences through local counter-terms. As usual, we allow for finite and infinite renormalisations of both fields and coupling. But, as we shall see later on, this appears as insufficient to reabsorb the various divergences. Thus, we also allow for a finite deformation of the classical metric and torsion potential $`g_{ij}+h_{ij}=G_{ij}`$ to describe its quantum extension : of course, this à la Friedan  extension of the notion of renormalisability involves a priori an infinite number of new parameters. Let us emphasize that we shall consider only finite deformations.

Even if by doing so we obviously introduce too many parameters, we first let them all independent in order to show the announced need for such intrinsic metric deformation.

Let us first write the bare action :

$$S^o=\frac{1}{\lambda ^o}G_{ij}^o_+\varphi ^{oi}_{}\varphi ^{oj}$$
(2)
where :

$$\{\begin{array}{c}\frac{1}{\lambda ^o}=\frac{1}{\lambda }\left[1+\frac{\mathrm{}\lambda }{2\pi }\left(\frac{\mathrm{\Lambda }_1}{\epsilon }+b\right)+\left(\frac{\mathrm{}\lambda }{2\pi }\right)^2\left(\frac{c}{\epsilon ^2}+\frac{\mathrm{\Lambda }_2}{\epsilon }+d\right)+\mathrm{}\right],\hfill \\ \stackrel{}{\varphi }^o=\stackrel{}{\varphi }+\frac{\mathrm{}\lambda }{2\pi }\left(\frac{\stackrel{}{v}_1(\stackrel{}{\varphi })}{\epsilon }+\stackrel{}{w}_1(\stackrel{}{\varphi })\right)+\left(\frac{\mathrm{}\lambda }{2\pi }\right)^2\left(\frac{\stackrel{}{v}_2(\stackrel{}{\varphi })}{\epsilon ^2}+\frac{\stackrel{}{w}_2(\stackrel{}{\varphi })}{\epsilon }+\stackrel{}{x}(\stackrel{}{\varphi })\right)+\mathrm{},\hfill \\ G_{ij}^o=G_{ij}+\frac{\mathrm{}\lambda }{2\pi }\stackrel{~}{G}_{ij}+\left(\frac{\mathrm{}\lambda }{2\pi }\right)^2\widehat{G}_{ij}+\mathrm{}\hfill \end{array}$$
(3)
To express (2) we shall need the Lie derivative $`\underset{\stackrel{}{k}}{}`$ and a “second order” Lie derivative $`_{}^{(2)}{}_{\stackrel{}{k}}{}^{}.`$ Indeed, for any tensor $`S_{ij}`$ defined on a manifold with co-ordinates $`\varphi ^j,`$ in a change of co-ordinates :

$$S_{ij}^0(\stackrel{}{\varphi ^0})_+\varphi ^{oi}_{}\varphi ^{oj}=S_{ij}(\stackrel{}{\varphi })_+\varphi ^i_{}\varphi ^j,$$

and if $`\stackrel{}{\varphi ^0}=\stackrel{}{\varphi }+\eta \stackrel{}{k}`$ (note that $`\stackrel{}{k}`$ is not a vector field on the manifold) :

$$S_{ij}(\stackrel{}{\varphi })=S_{ij}^0(\stackrel{}{\varphi })\eta \underset{\stackrel{}{k}}{}(S_{ij}^0(\stackrel{}{\varphi }))+\frac{1}{2}\eta ^2_{}^{(2)}{}_{\stackrel{}{k}}{}^{}(S_{ij}^0(\stackrel{}{\varphi }))+𝒪(\eta ^3).$$
(4)
We remind the reader that

$$\underset{\stackrel{}{k}}{}(S_{ij})=k^s_sS_{ij}+S_{sj}_ik^s+S_{is}_jk^s.$$
(5)
One can show that :

$$_{}^{(2)}{}_{\stackrel{}{k}}{}^{}(S_{ij})=\underset{\stackrel{}{k}}{}\left(\underset{\stackrel{}{k}}{}(S_{ij})\right)\underset{k^s_s\stackrel{}{k}}{}(S_{ij}).$$
(6)
With $`_ig_{jk}=0,`$ we rewrite the equations (5,6) for $`S_{ij}G_{ij}`$ as :

$$\{\begin{array}{c}\underset{\stackrel{}{k}}{}(G_{ij})=2D_jk_i+_{[i}\zeta _{j]},\zeta _i=2k^lG_{li}\hfill \\ _{}^{(2)}{}_{\stackrel{}{k}}{}^{}(G_{ij})=2k^sk^u\overline{R}_{si,ju}+2D_ik^sD_jk_s4T_{ius}k^uD_jk^s+\underset{(k^sk^u\stackrel{}{\gamma }_{su})}{}(G_{ij})+_{[i}\widehat{\zeta }_{j]}.\hfill \end{array}$$
(7)
$`\widehat{\zeta }_i`$ is some quantity whose computation is useless as, in the same manner as $`\zeta _i,`$ it gives a vanishing contribution to the action or, the torsion potential being always defined up to a gauge transformation, such term can always be put into $`h_{ij}`$ (moreover, in our particular situation, the $`O(3)`$ symmetry implies that such $`_{[i}\zeta _{j]}`$ terms vanish). Then, we shall not write them anymore.

Then, expending (2) with the help of (3,4), one gets the possible counter-terms at lowest orders :

* 0 order in $`{\displaystyle \frac{\mathrm{}\lambda }{2\pi }}`$ :

$$\frac{1}{\lambda }G_{ij}_+\varphi ^i_{}\varphi ^j$$
* first order in $`{\displaystyle \frac{\mathrm{}\lambda }{2\pi }}`$ :

$$\frac{1}{\lambda }\left[\left(\frac{\mathrm{\Lambda }_1}{\epsilon }+b\right)G_{ij}+\underset{\frac{\stackrel{}{v}_1}{\epsilon }+\stackrel{}{w}_1}{}(G_{ij})+\stackrel{~}{G}_{ij}\right]_+\varphi ^i_{}\varphi ^j$$
(8)
* at second order in $`{\displaystyle \frac{\mathrm{}\lambda }{2\pi }}`$ :

$$\begin{array}{c}\frac{1}{\lambda }[\frac{1}{\epsilon ^2}\left(\mathrm{}\right)\hfill \\ +\left(\frac{\mathrm{\Lambda }_1}{\epsilon }\stackrel{~}{G}_{ij}+\underset{\frac{\stackrel{}{v}_1}{\epsilon }}{}(\stackrel{~}{G}_{ij})+\frac{\mathrm{\Lambda }_1}{\epsilon }\underset{\stackrel{}{w}_1}{}(G_{ij})+b\underset{\frac{\stackrel{}{v}_1}{\epsilon }}{}(G_{ij})+\frac{\mathrm{\Lambda }_2}{\epsilon }G_{ij}+\underset{\frac{\stackrel{}{w}_2}{\epsilon }}{}(G_{ij})+\frac{1}{2}_{}^{(2)}{}_{\frac{\stackrel{}{v}_1}{\epsilon }+\stackrel{}{w}_1}{}^{}(G_{ij})|_{\frac{1}{\epsilon }}\right)\hfill \\ +\left(\mathrm{}\right)]_+\varphi ^i_{}\varphi ^j\hfill \end{array}$$
(9)
where $`\underset{}{\overset{}{𝑄}}|_{\frac{1}{\epsilon }}`$ means that we only take the term in $`\frac{1}{\epsilon }`$ in the expression $`Q`$.

As we don’t consider the 3-loop order, in expression (9) we only need the coefficient of $`\frac{1}{\epsilon }`$ (the double poles $`\frac{\mathrm{}^2}{\epsilon ^2}`$ are not new quantities as they are directly related to first order simple poles and it has already been proved that the dualised $`SU2\sigma `$-model is one-loop renormalisable ).

Using the following identity between Lie derivatives :

$$\underset{\stackrel{}{X}}{}\underset{\stackrel{}{Y}}{}\underset{\stackrel{}{Y}}{}\underset{\stackrel{}{X}}{}=\underset{\stackrel{}{Z}}{}\mathrm{with}Z^i=X^j_jY^iY^j_jX^i,$$

the term with the “second order” Lie derivative may be re-expressed :

$$\epsilon \left[_{}^{(2)}{}_{\frac{\stackrel{}{v}_1}{\epsilon }+\stackrel{}{w}_1}{}^{}(G_{ij})|_{\frac{1}{\epsilon }}\right]=\underset{\stackrel{}{v}_1}{}\underset{\stackrel{}{w}_1}{}(G_{ij})+\underset{\stackrel{}{w}_1}{}\underset{\stackrel{}{v}_1}{}(G_{ij})\underset{(v_1^k_k\stackrel{}{w}_1+w_1^k_k\stackrel{}{v}_1)}{}(G_{ij})=2\left[\underset{\stackrel{}{v}_1}{}\underset{\stackrel{}{w}_1}{}(G_{ij})\underset{v_1^k_k\stackrel{}{w}_1}{}(G_{ij})\right].$$

So, the $`𝒪(\mathrm{})`$ term (8) may be rewriten as :

$$\frac{1}{\lambda }\left[\frac{1}{\epsilon }\left(\mathrm{\Lambda }_1G_{ij}+\underset{\stackrel{}{v}_1}{}(G_{ij})\right)+\left(\underset{\stackrel{}{w}_1}{}(G_{ij})+bG_{ij}+\stackrel{~}{G}_{ij}\right)\right]_+\varphi ^i_{}\varphi ^j,$$

and the $`𝒪(\mathrm{})^2`$ term (9) as :

$$\frac{1}{\lambda \epsilon }\left[\mathrm{\Lambda }_1\left(\underset{\stackrel{}{w}_1}{}(G_{ij})+bG_{ij}+\stackrel{~}{G}_{ij}\right)+(\mathrm{\Lambda }_2b\mathrm{\Lambda }_1)G_{ij}+\underset{\stackrel{}{v}_1}{}\left(\underset{\stackrel{}{w}_1}{}(G_{ij})+bG_{ij}+\stackrel{~}{G}_{ij}\right)+\underset{(\stackrel{}{w}_2v_1^k_k\stackrel{}{w}_1)}{}(G_{ij})\right].$$

As a consequence, as expected, any term $`\underset{\stackrel{}{w}_1}{}(G_{ij})+bG_{ij}`$ may be reabsorbed into the finite deformation $`\stackrel{~}{G}_{ij}`$ (and vice-versa) to the expense of a change in the $`𝒪(\mathrm{})^2`$ parameters :

$$\stackrel{~}{G}_{ij}+\underset{\stackrel{}{w}_1}{}(G_{ij})+bG_{ij}\overline{G}_{ij}\left\{\mathrm{\Lambda }_2\mathrm{\Lambda }_2b\mathrm{\Lambda }_1,\stackrel{}{w_2}\stackrel{}{w_2}v_1^k_k\stackrel{}{w_1}\right\}.$$
(10)
Finally, for the term in $`\frac{1}{\epsilon }\left(\frac{\mathrm{}\lambda }{2\pi }\right)^2`$ in the bare action, one has the following expression :

$$\frac{1}{\lambda }\left(\mathrm{\Lambda }_1\stackrel{~}{G}_{ij}+\underset{\stackrel{}{v}_1}{}(\stackrel{~}{G}_{ij})+\mathrm{\Lambda }_2G_{ij}+\underset{\stackrel{}{W}_2}{}(G_{ij})+_{ij}(v_1,w_1)\right),$$
(11)
where

$$\{\begin{array}{c}\stackrel{}{W}_2=\stackrel{}{w}_2+b\stackrel{}{v}_1+\mathrm{\Lambda }_1\stackrel{}{w}_1+v_1^sw_1^u\stackrel{}{\gamma }_{su}\hfill \\ _{ij}(v_1,w_1)=v_1^sw_1^u\overline{R}_{is,uj}+D_iv_1^sD_jw_{1s}2T_{ius}v_1^uD_jw_1^s+(\stackrel{}{v}_1\stackrel{}{w}_1).\hfill \end{array}$$
(12)
## 4 The two-loop order divergences

We use the expression of the covariant divergences given by Hull and Townsend  333 We checked for our example that the two other calculations in  give the same result.  , in the background field method and in the minimal dimensional scheme, up to the two-loop order :

$$\{\begin{array}{c}Div_{ij}^1=\frac{\mathrm{}}{2\pi \epsilon }Ric_{ij}\hfill \\ Div_{ij}^2=\frac{\mathrm{}^2\lambda }{8\pi ^2\epsilon }\left(\overline{R}_i^{klm}(\overline{R}_{klmj}\frac{1}{2}\overline{R}_{lmkj})+2T_{mn}^kT^{lmn}\overline{R}_{kijl}\right)\hfill \end{array}$$
(13)
In order to ensure the renormalizability of the theory, these divergences should match with the candidate counter-terms given by (8) and (11) :

$$\{\begin{array}{c}CT_{ij}^1=\frac{\mathrm{}}{2\pi \epsilon }\left(\mathrm{\Lambda }_1G_{ij}+\underset{\stackrel{}{v}_1}{}(G_{ij})\right)\hfill \\ CT_{ij}^2=\frac{\mathrm{}^2\lambda }{4\pi ^2\epsilon }\left(\mathrm{\Lambda }_1\stackrel{~}{G}_{ij}+\underset{\stackrel{}{v}_1}{}(\stackrel{~}{G}_{ij})+\mathrm{\Lambda }_2G_{ij}+\underset{\stackrel{}{W}_2}{}(G_{ij})+_{ij}(v_1,w_1)\right)\hfill \end{array}$$
(14)
It has been previously proven  that the dualised metric is quasi-Einstein as soon as the original metric is Einstein. In our special case, we get :

$$Ric_{ij}=\mathrm{\Lambda }G_{ij}+2D_jv_i,\mathrm{\Lambda }=\mathrm{\Lambda }_1=\frac{1}{2},\stackrel{}{v}=\stackrel{}{v}_1=\frac{1}{2}\left(\frac{1\varphi ^2}{1+\varphi ^2}\right)\stackrel{}{\varphi }$$
(15)
The addition to the effective action of a $`\mathrm{}`$ finite deformation of the metric and of some finite renormalisations for the coupling and fields (non-minimal scheme) modifies the $`\mathrm{}^2`$ divergences. The additional term is easily obtained as

$$\frac{\mathrm{}}{2\pi \epsilon }\left\{Ric_{ij}\left(G_{kl}+\frac{\mathrm{}\lambda }{2\pi }(\underset{\stackrel{}{w}_1}{}(G_{kl})+bG_{kl}+\stackrel{~}{G}_{kl})\right)Ric_{ij}(G_{kl})\right\}\frac{\mathrm{}^2\lambda }{4\pi ^2\epsilon }\mathrm{\Delta }_{ij}+𝒪(\mathrm{}^3).$$

Here also, only the combination $`\stackrel{~}{G}_{ij}+\underset{\stackrel{}{w}_1}{}(G_{ij})+bG_{ij}`$ appears. Then, we could decide to reabsorb $`bG_{ij}`$ and $`\underset{\stackrel{}{w}_1}{}(G_{ij})`$ into $`\stackrel{~}{G}_{ij},`$ but, as announced at the beginning of Section 3, in order to see if they would be sufficient by themselves, we keep them apart in a first step.

Finally, the dualised $`SU2`$ $`\sigma `$-model will be renormalisable at two loops if and only if we can find $`\{\stackrel{~}{G}_{ij}[\stackrel{}{\varphi }],b,\stackrel{}{w}_1[\stackrel{}{\varphi }];\mathrm{\Lambda }_2,\stackrel{}{W}_2[\stackrel{}{\varphi }]\}`$ such that :

$$Div_{ij}^2\frac{\mathrm{}^2\lambda }{4\pi ^2\epsilon }\mathrm{\Delta }_{ij}+\frac{\mathrm{}^2\lambda }{4\pi ^2\epsilon }\left(\mathrm{\Lambda }_1\stackrel{~}{G}_{ij}+\underset{\stackrel{}{v}_1}{}(\stackrel{~}{G}_{ij})+\mathrm{\Lambda }_2G_{ij}+\underset{\stackrel{}{W}_2}{}(G_{ij})+_{ij}(v_1,w_1)\right)=0$$
(16)
## 5 Results

According to the linearly realised symmetry of the T-dualised $`SU2\sigma `$-model, the finite deformation of the metric $`\stackrel{~}{G}_{ij}`$ and the vectors $`\stackrel{}{w}_1(\varphi )`$ and $`\stackrel{}{W}_2(\varphi )`$ respectively write :

$$\stackrel{~}{G}_{ij}=\alpha (\tau )\delta _{ij}+\beta (\tau )\varphi ^i\varphi ^j+ϵ_{ijk}\gamma (\tau )\varphi ^k,\stackrel{}{w}_1=w_1(\tau )\stackrel{}{\varphi },\stackrel{}{W}_2=W_2(\tau )\stackrel{}{\varphi }$$

where $`\tau =\stackrel{}{\varphi }^2`$. Moreover, the symmetry also implies that terms of the form $`_{[i}k_{j]}`$ or of the form $`k^sK^u\gamma _{su}^t`$ are equal to zero. It is then possible to re-express (16) as a set of three linear differential equations :

$`W_2(\tau )`$ $`+`$ $`{\displaystyle \frac{(1+\tau )\mathrm{\Lambda }_2}{2}}+{\displaystyle \frac{45+68\tau 18\tau ^212\tau ^33\tau ^4}{16(1+\tau )^3}}{\displaystyle \frac{1\tau }{(1+\tau )^2}}w_1(\tau )`$
$`=`$ $`{\displaystyle \frac{3+10\tau +5\tau ^2+2\tau ^3}{4(1+\tau )}}\alpha (\tau )+{\displaystyle \frac{4+5\tau +6\tau ^2+\tau ^3}{4(1+\tau )}}\beta (\tau ){\displaystyle \frac{3(1+\tau )(3+\tau )}{2}}\gamma (\tau )`$
$``$ $`{\displaystyle \frac{4+11\tau +5\tau ^2\tau ^3}{2}}\alpha ^{}(\tau )+{\displaystyle \frac{\tau }{2}}\beta ^{}(\tau )\tau (1+\tau )(3+\tau )\gamma ^{}(\tau )\tau (1+\tau )^2\alpha ^{\prime \prime }(\tau )`$
$`3\mathrm{\Lambda }_2{\displaystyle \frac{3(5+60\tau +10\tau ^2+12\tau ^3+3\tau ^4)}{8(1+\tau )^4}}`$ $`=`$ $`{\displaystyle \frac{(7+10\tau )}{2}}\alpha (\tau )+{\displaystyle \frac{(12+5\tau )}{2}}\beta (\tau )3(11+5\tau )\gamma (\tau )`$
$`+(1722\tau +9\tau ^2)\alpha ^{}(\tau )`$ $`+`$ $`(5+4\tau +\tau ^2)\beta ^{}(\tau )2(5+2\tau )(3+5\tau )\gamma ^{}(\tau )`$ (18)
$`+2(519\tau 12\tau ^2+\tau ^3)\alpha ^{\prime \prime }(\tau )+2\tau \beta ^{\prime \prime }(\tau )`$ $``$ $`4\tau (1+\tau )(3+\tau )\gamma ^{\prime \prime }(\tau )4\tau (1+\tau )^2\alpha ^{(3)}(\tau )`$
$`\mathrm{\Lambda }_2+{\displaystyle \frac{3(1\tau )(13+6\tau +\tau ^2)}{8(1+\tau )^3}}`$ $`=`$ $`{\displaystyle \frac{(5+2\tau )}{2}}\alpha (\tau )+{\displaystyle \frac{(6+\tau )}{2}}\beta (\tau )(17+3\tau )\gamma (\tau )`$
$`+(7+\tau )(3+\tau )\alpha ^{}(\tau )2(5+6\tau +\tau ^2)\gamma ^{}(\tau )`$ $``$ $`2\tau (3+\tau )\alpha ^{\prime \prime }(\tau )+4\tau \gamma ^{\prime \prime }(\tau )`$ (19)
The need for a true deformation $`\stackrel{~}{G}_{ij}`$ immediatly appears : setting both $`\alpha (\tau )`$, $`\beta (\tau )`$ and $`\gamma (\tau )`$ to zero, equations (5) and (5) cannot be satisfied, even if 444 One notices also that the parameters $`b`$ and $`\stackrel{}{w}_1`$ do not appear in (5) and (5). So, the existence of some solution to this set of differential equations is independent of the finite renormalisations of both coupling and fields, as is usual in perturbation theory. This freedom corresponds to a change of renormalisation scheme. This absence is only true if we take the very vector $`\stackrel{}{v}_1`$ (15) that reabsorbs the divergences at the one-loop order : otherwhise, $`\stackrel{}{w}_1(\stackrel{}{\varphi })`$ would appear in (5) and (5). This is a check of a correct renormalisation at the one-loop order. we allowed for some finite renormalisations of the coupling ($`b`$) and field ($`\stackrel{}{w}_1(\stackrel{}{\varphi })`$), both hidden into the vector $`\stackrel{}{W}_2(\stackrel{}{\varphi })`$ (see equation (12)). Then, as first proven in , we have checked that :
In a purely dimensional scheme (even with non minimal subtractions),
the dualised $`\mathrm{𝐒𝐔}(\mathrm{𝟐})\sigma `$ model is not renormalisable at the two-loop order.

So, from the discussion in the previous Sections, and without restricting the generality of our analysis, one can take $`b`$ and $`\stackrel{}{w}_1(\stackrel{}{\varphi })`$ as vanishing quantities.

Remarks :

* As $`\mathrm{\Lambda }_2`$ is not a function, but a constant, differentiating equations (5) and (5) will relate $`\alpha (\tau )`$, $`\beta (\tau )`$ and $`\gamma (\tau )`$. Then, as soon as $`\stackrel{~}{G}_{ij},`$ the finite one loop renormalisation, has been definitely set, equation (5) will give the infinite two-loop renormalisations $`\stackrel{}{W}_2(\stackrel{}{\varphi })`$ and $`\mathrm{\Lambda }_2.`$
* From the previous discussions, we know that $`\stackrel{~}{G}_{ij}`$ will be fixed up to some $`\stackrel{ˇ}{b}G_{ij}+\underset{\stackrel{}{\stackrel{ˇ}{W}}(\stackrel{}{\varphi })}{}(G_{ij})`$; it is then natural to use this freedom, for example to reabsorb $`\alpha (\tau ),`$ and to redefine $`\stackrel{~}{G}_{ij}`$ such that :

$`\stackrel{~}{G}_{ij}=\stackrel{ˇ}{b}G_{ij}+\underset{\stackrel{}{\stackrel{ˇ}{W}}}{}(\stackrel{}{\varphi })(G_{ij})+\stackrel{ˇ}{G}_{ij}`$ , $`\stackrel{}{\stackrel{ˇ}{W}}(\stackrel{}{\varphi })=\stackrel{ˇ}{W}(\tau )\stackrel{}{\varphi }`$
$`\mathrm{with}\stackrel{ˇ}{W}(\tau )={\displaystyle \frac{(1+\tau )^2}{2}}\alpha (\tau ){\displaystyle \frac{\stackrel{ˇ}{b}(1+\tau )}{2}}`$ $``$ $`\stackrel{ˇ}{G}_{ij}=\stackrel{ˇ}{\beta }(\tau )\varphi ^i\varphi ^j+ϵ_{ijk}\stackrel{ˇ}{\gamma }(\tau )\varphi ^k`$
$`\mathrm{with}\stackrel{ˇ}{\beta }=\beta {\displaystyle \frac{\stackrel{ˇ}{b}}{1+\tau }}{\displaystyle \frac{2(2+\tau )\stackrel{ˇ}{W}}{(1+\tau )^2}}4\stackrel{ˇ}{W}^{}`$ $`\mathrm{and}`$ $`\stackrel{ˇ}{\gamma }=\gamma {\displaystyle \frac{\stackrel{ˇ}{b}}{1+\tau }}{\displaystyle \frac{(3+\tau )\stackrel{ˇ}{W}}{(1+\tau )^2}}.`$ (20)
We know that, when expressed as functions of $`\stackrel{ˇ}{\beta }(\tau )`$ and $`\stackrel{ˇ}{\gamma }(\tau ),`$ equations (5,5,5) remain unchanged, up to the substitutions discussed in Section 3 \[equation (10)\] :

$`\mathrm{\Lambda }_2\stackrel{ˇ}{\mathrm{\Lambda }}_2`$ $`=`$ $`\mathrm{\Lambda }_2+{\displaystyle \frac{\stackrel{ˇ}{b}}{2}},`$
$`W_2(\stackrel{}{\varphi })\stackrel{ˇ}{W}_2(\tau )`$ $`=`$ $`W_2(\tau )+\stackrel{ˇ}{b}{\displaystyle \frac{1\tau }{2(1+\tau )}}+{\displaystyle \frac{1}{2}}\stackrel{ˇ}{W}(\tau )+{\displaystyle \frac{1\tau }{2(1+\tau )}}[\stackrel{ˇ}{W}(\tau )+2\tau \stackrel{ˇ}{W}^{}(\tau )].`$ (21)

Equations (5) and (5) give $`\stackrel{ˇ}{\beta }(\tau )`$ as a function of $`\stackrel{ˇ}{\gamma }(\tau )`$ which itself satisfies a non-homogeneous linear fourth order differential equation :

$`(a)`$ $`\stackrel{ˇ}{\beta }(\tau )`$ $`{\displaystyle \frac{\stackrel{ˇ}{b}+2\mathrm{\Lambda }_2}{6+\tau }}={\displaystyle \frac{3(1\tau )(13+6\tau +\tau ^2)}{4(6+\tau )(1+\tau )^3}}+{\displaystyle \frac{2(17+3\tau )}{6+\tau }}\stackrel{ˇ}{\gamma }(\tau ){\displaystyle \frac{4(56\tau \tau ^2)}{6+\tau }}\stackrel{ˇ}{\gamma }^{}(\tau )`$
$``$ $`{\displaystyle \frac{8\tau }{6+\tau }}\stackrel{ˇ}{\gamma }^{\prime \prime }(\tau )`$
$`(b)`$ $`\stackrel{ˇ}{\gamma }^{(4)}(\tau )`$ $`+{\displaystyle \frac{(6\tau )(7+\tau )}{\tau (6+\tau )}}\stackrel{ˇ}{\gamma }^{(3)}(\tau )+{\displaystyle \frac{1260276\tau 91\tau ^2+3\tau ^3+\tau ^4}{4\tau ^2(6+\tau )^2}}\stackrel{ˇ}{\gamma }^{\prime \prime }(\tau )+`$ (22)
$`+`$ $`{\displaystyle \frac{120+254\tau +57\tau ^2+3\tau ^3}{8\tau ^2(6+\tau )^2}}\stackrel{ˇ}{\gamma }^{}(\tau ){\displaystyle \frac{138+25\tau +\tau ^2}{8\tau ^2(6+\tau )^2}}[\stackrel{ˇ}{\gamma }(\tau ){\displaystyle \frac{\stackrel{ˇ}{b}+2\mathrm{\Lambda }_2}{2}}]=`$
$`=`$ $`{\displaystyle \frac{3(64028681\tau 5856\tau ^222\tau ^3+390\tau ^4+39\tau ^5)}{64\tau ^2(1+\tau )^5(6+\tau )^2}}.`$
Note that under the change

$$\mathrm{\Gamma }(\tau )=[\stackrel{ˇ}{\gamma }(\tau )\frac{\stackrel{ˇ}{b}+2\mathrm{\Lambda }_2}{2}],B(\tau )=[\stackrel{ˇ}{\beta }(\tau )3(\stackrel{ˇ}{b}+2\mathrm{\Lambda }_2)],$$
(23)
the parameter $`\stackrel{ˇ}{b}`$ and the constant $`\mathrm{\Lambda }_2`$ disappear from the set (22). Then, $`\mathrm{\Lambda }_2`$ being an unknown constant, the general solution of the differential equation (22-b) will be

$$\stackrel{ˇ}{\gamma }(\tau )=\mathrm{\Gamma }(\tau )+c,\mathrm{where}\mathrm{c}\mathrm{is}\mathrm{an}\mathrm{arbitrary}\mathrm{constant},$$

and the two-loop coupling constant renormalisation $`\mathrm{\Lambda }_2`$ will be :

$$\mathrm{\Lambda }_2=c\frac{\stackrel{ˇ}{b}}{2}.$$

The model will be renormalisable up to two loops iff equation (22-b) , where $`\stackrel{ˇ}{\gamma }(\tau )`$ has been replaced by $`\mathrm{\Gamma }(\tau )`$ according to (23), has a solution which is analytic near $`\tau =0`$. In order to reach such a conclusion, we use the method of Frobenius for linear differential equations . $`\tau =0`$ is a regular singularity (notice that we are only interested in $`\tau 0`$). The indicial equation of the linear differential equation (22-b) around the singular point $`0`$ has four different solutions : $`\nu =\frac{3}{2},\frac{1}{2},0,1.`$ For each one, we can find convergent series $`\tau ^\nu {\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}c_n\tau ^n`$ that are independent solutions of the homogeneous equation associated to (22-b). We give here the first terms of such series (it happens that for $`\nu =\frac{3}{2}`$ we have an exact solution ) :

$$\begin{array}{cccccccc}\stackrel{ˇ}{\gamma }_{\frac{3}{2}}(\tau )\hfill & =\hfill & \frac{1}{\tau ^{\frac{3}{2}}}+\frac{1}{20\sqrt{\tau }}\frac{\sqrt{\tau }}{20}\hfill & ,\hfill & \stackrel{ˇ}{\gamma }_{\frac{1}{2}}(\tau )\hfill & =\hfill & \frac{1}{\sqrt{\tau }}\left(1\frac{11}{6}\tau +\frac{35}{108}\tau ^2+\mathrm{}\right)\hfill & \\ \stackrel{ˇ}{\gamma }_0(\tau )\hfill & =\hfill & 1+\frac{23}{840}\tau ^2+\mathrm{}\hfill & ,\hfill & \stackrel{ˇ}{\gamma }_1(\tau )\hfill & =\hfill & \tau \left(1+\frac{1}{42}\tau \frac{1}{324}\tau ^2+\mathrm{}\right)\hfill & \end{array}$$
(24)
Then, we use the method of variation of parameters to find $`\lambda _{\frac{3}{2}}(\tau ),\lambda _{\frac{1}{2}}(\tau ),\lambda _0(\tau )`$ and $`\lambda _1(\tau )`$ such that

$$\mathrm{\Gamma }(\tau )=\lambda _{\frac{3}{2}}(\tau )\stackrel{ˇ}{\gamma }_{\frac{3}{2}}(\tau )+\lambda _{\frac{1}{2}}(\tau )\stackrel{ˇ}{\gamma }_{\frac{1}{2}}(\tau )+\lambda _0(\tau )\stackrel{ˇ}{\gamma }_0(\tau )+\lambda _1(\tau )\stackrel{ˇ}{\gamma }_1(\tau )$$

is the general solution of the inhomogeneous equation (22-b) where $`\stackrel{ˇ}{\gamma }(\tau )`$ has been replaced by $`\mathrm{\Gamma }(\tau )`$ according to (23).

The first terms in the expansion of these functions are :

$$\begin{array}{cc}\lambda _{\frac{3}{2}}(\tau )=\lambda _{\frac{3}{2}}^o+\tau ^{\frac{7}{2}}\left(\frac{1067}{1680}\frac{13691}{3780}\tau +\mathrm{}\right)\hfill & ,\lambda _{\frac{1}{2}}(\tau )=\lambda _{\frac{1}{2}}^o+\tau ^{\frac{5}{2}}(\frac{1067}{240}+\frac{2543509}{100800}\tau +\mathrm{})\hfill \\ \lambda _0(\tau )=\lambda _0^o+\frac{1067}{192}\tau ^2\frac{9805}{288}\tau ^3+\mathrm{}\hfill & ,\lambda _1(\tau )=\lambda _1^o\frac{1067}{480}\tau +\frac{27887}{5760}\tau ^2+\mathrm{}\hfill \end{array}$$

The analyticity requirement near $`\tau =0`$ enforces the choice $`\lambda _{\frac{3}{2}}^o=\lambda _{\frac{1}{2}}^o=0;`$ $`\stackrel{ˇ}{\gamma }(\tau )`$ is then expressed as a convergent series in $`\tau ,`$ and the same will be true for $`\stackrel{ˇ}{\beta }(\tau ).`$ The final expression for the deformation $`\stackrel{~}{G}_{ij}`$ depends on 3 constants \[ $`c,\lambda _0^o`$ and $`\lambda _1^o`$\] and an arbitrary function \[$`\stackrel{ˇ}{W}(\tau )`$\] and is given by the three functions :

$`\alpha (\tau )`$ $`={\displaystyle \frac{\stackrel{ˇ}{b}}{1+\tau }}+{\displaystyle \frac{2\stackrel{ˇ}{W}}{(1+\tau )^2}},`$ (25)
$`\beta (\tau )`$ $`=6c+{\displaystyle \frac{\stackrel{ˇ}{b}}{1+\tau }}+{\displaystyle \frac{2(2+\tau )\stackrel{ˇ}{W}}{(1+\tau )^2}}+4\stackrel{ˇ}{W}^{}+{\displaystyle \frac{3(1\tau )(13+6\tau +\tau ^2)}{4(6+\tau )(1+\tau )^3}}+{\displaystyle \frac{2(17+3\tau )}{6+\tau }}\mathrm{\Gamma }(\tau )`$
$``$ $`{\displaystyle \frac{4(56\tau \tau ^2)}{6+\tau }}\mathrm{\Gamma }^{}(\tau ){\displaystyle \frac{8\tau }{6+\tau }}\mathrm{\Gamma }^{\prime \prime }(\tau )`$
$`\gamma (\tau )`$ $`=c+{\displaystyle \frac{\stackrel{ˇ}{b}}{1+\tau }}+{\displaystyle \frac{(3+\tau )\stackrel{ˇ}{W}}{(1+\tau )^2}}+\mathrm{\Gamma }(\tau ).`$
We now use the up to now free parameter $`\stackrel{ˇ}{b}`$ to reabsorb the parameter $`c.`$ Let us define

$$\overline{b}=\stackrel{ˇ}{b}2c,\overline{W}(\tau )=\stackrel{ˇ}{W}(\tau )+c(1+\tau ),$$

we get

$$\stackrel{~}{G}_{ij}=\overline{G}_{ij}+\overline{b}G_{ij}+\underset{\stackrel{}{\overline{W}}}{}G_{ij}$$

with $`\stackrel{}{\overline{W}}=\overline{W}(\tau )\stackrel{}{\varphi }`$ and

$$\overline{G}_{ij}=\stackrel{~}{G}_{ij}_{equ.(\text{25})\mathrm{for}c=\stackrel{ˇ}{b}=\stackrel{ˇ}{W}(\tau )0}.$$

The dualised $`\mathrm{𝐒𝐔}(\mathrm{𝟐})\sigma `$-model is therefore renormalisable at the two-loop order if and only if we add a finite $`\mathrm{}`$ deformation of the classical metric, depending on two new parameters $`\lambda _\mathrm{𝟎}^𝐨`$ and $`\lambda _\mathrm{𝟏}^𝐨`$ .

## 6 Concluding remarks

We have been able to exhibit some set of counter-terms that ensures the two-loop renormalisability of the T-dualised chiral non-linear $`\sigma `$ model. The one-loop effective metric is defined up to two constants ($`\lambda _0^o`$ and $`\lambda _1^o`$), and some finite arbitrary field and coupling renormalisations. As is well known (e.g. in ), the two-loop Callan-Symanzik $`\beta `$ function (related to $`\mathrm{\Lambda }_2`$ 555 The two loops quantities $`\mathrm{\Lambda }_2`$ and $`\stackrel{}{W}_2`$ are fixed as :
$$\mathrm{\Lambda }_2=\frac{\overline{b}}{2},\stackrel{}{W}_2\mathrm{obtained}\mathrm{through}(\text{5}).$$
Notice that the normalisation condition $`\overline{b}=0`$ (no $`\mathrm{}`$ extra finite coupling constant renormalisation) enforces $`\mathrm{\Lambda }_2=0.`$) depends on these finite counterterms.

We emphasize that, contrarily to D. Friedan’s approach to $`\sigma `$ models quantisation, where the classical metric receives infinite perturbative deformations, our candidate for the deformation of the classical metric is a finite one, depending on only two parameters (plus the usual infinite, and finite, renormalisations of the fields and of the coupling constant) : our ansatz is that a proper understanding of the dualisation process will precisely offer the extra constraints that uniquely define the quantum extension of the classical theory, order by order in perturbation theory, in the same spirit as Ward identities determine what otherwise would appear as new parameters (see also footnote 2).

Acknowledgments : It is a pleasure to thank Galliano Valent whose interest in that subject was really stimulating for us.


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# Untitled Document

Symbolic Evaluation of Coefficients in

Airy-type Asymptotic Expansions

Raimundas Vidunas$`{}_{}{}^{1,}^2`$ and Nico M. Temme2

1 Korteweg de Vries Instituut voor Wiskunde, University of Amsterdam,

Plantage Muidegracht 24, 1018 TV Amsterdam, The Netherlands

2 CWI, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands

e-mail: vidunas@wins.uva.nl, vidunas@cwi.nl, nicot@cwi.nl

ABSTRACT

Computer algebra algorithms are developed for evaluating the coefficients in Airy-type asymptotic expansions that are obtained from integrals with a large parameter. The coefficients are defined from recursive schemes obtained from integration by parts. An application is given for the Weber parabolic cylinder function.

1991 Mathematics Subject Classification: 41A60, 33C10, 33C15, 33F05, 65D20.

Keywords & Phrases: Airy-type asymptotic expansions, Maple algorithms, parabolic cylinder functions.

Note: Supported by NWO, project number 613-06-565.

1. Introduction

When constructing uniform asymptotic expansions of solutions of differential equations or of functions defined by integrals, usually a difficulty arises when the coefficients of the expansion are constructed. As shown in Olver (1974) for the Airy-type expansions of Bessel functions, recursion relations for the coefficients can be obtained for the case that the expansion is obtained by using a linear second order differential equation.

In many publications this method has been used, for example in Olver (1959) and Dunster (1989), and for expansions involving Bessel functions or parabolic cylinder functions similar results are available. Having such a recursion relation for the coefficients does not always give the possibility to obtain analytic expressions of a number of coefficients, because the recursion involves integrals of previous coefficients together with a function that is not easy to handle. Sometimes the coefficients can be explicitly expressed in terms of coefficients of simpler expansions because different types of expansions may be valid in overlapping domains. See for the Bessel functions the relations in Olver (1974), page 425, Exercise 10.3 or Abramowitz & Stegun (1964), page 368, formula 9.3.40.

For special functions usually the same type of uniform expansions can be obtained by using integral representations of the functions. Sometimes, in a particular problem, the integral is the only tool available for constructing uniform expansions. By using transformations of variables in the integrals, these representations can be transformed into standard forms for which an integration by parts procedure can be used to obtain expansions in terms of, for example, Airy functions.

Although it is usually not possible to derive recursion relations for the coefficients obtained in this way, in all cases for special functions known so far, it is possible to construct a number of coefficients, and only because of the complexity of the problem, which implies limitations with respect to available computer memory when doing symbolic computations, there is an upper bound for this number. An advantage of the differential equation approach is the possibility to construct realistic and sharp error bounds for the remainders in the expansions; similar bounds cannot be obtained in the approach based on integral representations.

In this paper we use integral representations and give Maple algorithms for constructing the coefficients in uniform asymptotic expansions involving Airy functions. First we describe how to obtain the coefficients for a general case. For an application we obtain the coefficients for the case of a special function called parabolic cylinder function. Straightforward computations are often complicated by appearance of algebraic roots in the output or intermediate expressions. These algebraic roots can be avoided by replacing some parameters with algeraic expressions in suitable new variables. In the example of parabolic cylinder function we avoid computations with algebraic roots by using variable $`u`$ (instead of $`t`$), and at the end we simplify the output by introducing variable $`\xi `$. In the last section we give the Maple code used for this example.

2. Airy-type asymptotic expansions

We consider integrals of the form

$$F_\eta \left(z\right)=\frac{1}{2\pi i}_𝒞e^{z\left(\frac{1}{3}t^3\eta t\right)}f\left(t\right)𝑑t,$$
$`\left(1\right)`$
where the contour is starts at infinity with $`\mathrm{ph}t=\pi /3`$ and returns to infinity with $`\mathrm{ph}t=\pi /3`$. We assume that the function $`f(t)`$ is analytic in the neighbourhood of the contour. The parameter $`z`$ is large positive number, and $`\eta `$ is also assumed to be real. Extension to complex values of the parameters is possible, but this will not be discussed in this paper.

In the case $`f(t)=1`$ we obtain the Airy function (Temme (1996), page 101)

$$\frac{1}{2\pi i}_𝒞e^{z\left(\frac{1}{3}t^3\eta t\right)}𝑑t=z^{\frac{1}{3}}\mathrm{Ai}\left(\eta z^{\frac{2}{3}}\right).$$
$`\left(2\right)`$
For more general functions $`f`$ the asymptotic expansion of $`F_\eta (z)`$ can be given in terms of this Airy function. The asymptotic feature of this type of integral is that the phase function $`\varphi (t)=\frac{1}{3}t^3\eta t`$ has two saddle points at $`\pm \sqrt{\eta }`$ that coalesce when $`\eta 0`$, and it is not possible to describe the asymptotic behaviour of $`F_\eta (z)`$ in terms of simple functions when $`\eta `$ is small. When the parameter $`\eta `$ is positive and bounded away from 0, one can perform a saddle point analysis on (1) and use a conformal mapping $`\varphi (t)\varphi (\sqrt{\eta })=\frac{1}{2}u^2`$ with the condition $`u(\sqrt{\eta })=0`$. We obtain

$$F_\eta \left(z\right)=\frac{1}{2\pi i}_i\mathrm{}^i\mathrm{}e^{\frac{1}{2}zu^2}g\left(u\right)𝑑u,$$

where $`g(u)=f(t)dt/du`$, with $`dt/du=u/(t^2\eta )`$, which is regular at the positive saddle point, but not at the negative saddle point. It follows that, when $`\eta `$ becomes small, a singularity due to $`dt/du`$ in the $`u`$plane approaches the origin, and an expansion of $`dt/du`$ at $`u=0`$ will have coefficients that become infinite as $`\eta 0`$. Hence, by using the standard saddle point method we obtain an expansion that is not uniformly valid as $`\eta 0`$.

A modification of the saddle point method is possible by taking into account both saddle points. We give an integration by parts procedure that is a variant of Bleistein’s method introduced in Bleistein (1966) (for a different class of integrals), and that gives the requested uniform expansion.

We assume that $`f`$ is an analytic function in a certain domain $`G`$ and write

$$f\left(t\right)=\alpha _0+\beta _0t+\left(t^2\eta \right)g\left(t\right),$$
$`\left(3\right)`$
where

$$\alpha _0=\frac{1}{2}\left[f\left(\sqrt{\eta }\right)+f\left(\sqrt{\eta }\right)\right],\beta _0=\frac{1}{2\sqrt{\eta }}\left[f\left(\sqrt{\eta }\right)f\left(\sqrt{\eta }\right)\right].$$
$`\left(4\right)`$
Clearly $`\alpha _0f(0),\beta _0f^{}(0)`$ as $`\eta 0`$ and the following Cauchy integral representations hold

$$\begin{array}{cc}\hfill f\left(t\right)& =\frac{1}{2\pi i}_𝒞\frac{f\left(s\right)}{st}𝑑s,g\left(t\right)=\frac{1}{2\pi i}_𝒞\frac{f\left(s\right)}{\left(st\right)\left(s^2\eta \right)}𝑑s,\hfill \\ \hfill \alpha _0& =\frac{1}{2\pi i}_𝒞\frac{sf\left(s\right)}{s^2\eta }𝑑s,\beta _0=\frac{1}{2\pi i}_𝒞\frac{f\left(s\right)}{s^2\eta }𝑑s,\hfill \end{array}$$

where the contours of integration $`𝒞`$ encircle the points $`t`$ and/or $`\pm \sqrt{\eta }`$. Upon substituting (3) in (1), we obtain

$$F_\eta \left(z\right)=z^{\frac{1}{3}}\mathrm{Ai}\left(\eta z^{\frac{2}{3}}\right)\alpha _0z^{\frac{2}{3}}\mathrm{Ai}^{}\left(\eta z^{\frac{2}{3}}\right)\beta _0+\frac{1}{2\pi i}_𝒞e^{z\left(\frac{1}{3}t^3\eta t\right)}\left(t^2\eta \right)g\left(t\right)𝑑t.$$

An integration by parts gives

$$F_\eta \left(z\right)=z^{\frac{1}{3}}\mathrm{Ai}\left(\eta z^{\frac{2}{3}}\right)\alpha _0z^{\frac{2}{3}}\mathrm{Ai}^{}\left(\eta z^{\frac{2}{3}}\right)\beta _0\frac{1}{2\pi i}_𝒞e^{z\left(\frac{1}{3}t^3\eta t\right)}f_1\left(t\right)𝑑t,$$

where $`f_1(t)=g^{}(t)`$. Repeating this procedure we obtain the compound expansion

$$F_\eta \left(z\right)z^{\frac{1}{3}}\mathrm{Ai}\left(\eta z^{\frac{2}{3}}\right)\underset{n=0}{\overset{\mathrm{}}{}}\left(1\right)^n\frac{\alpha _n}{z^n}z^{\frac{2}{3}}\mathrm{Ai}^{}\left(\eta z^{\frac{2}{3}}\right)\underset{n=0}{\overset{\mathrm{}}{}}\left(1\right)^n\frac{\beta _n}{z^n},$$
$`\left(5\right)`$
where the coefficients $`\alpha _n,\beta _n`$ are defined as in (4) with the function $`f`$ replaced with $`f_n`$, which in turn is defined by the scheme

$$f_{n+1}\left(t\right)=g_n^{}\left(t\right),f_n\left(t\right)=\alpha _n+\beta _nt+\left(t^2\eta \right)g_n\left(t\right),$$
$`\left(6\right)`$
with $`n=0,1,2,\mathrm{}`$ and $`f_0(t)=f(t)`$. The expansion in (5) is valid for large values of $`z`$ and holds uniformly with respect to $`\eta `$ in a neighbourhood of the origin. A more precise formulation can be given, but more information can be found in the literature; see Olver (1974) and Wong (1989).

The functions $`f_n(t)`$ defined in (6) can be represented in the form of Cauchy-type integrals. We have the following theorem.

Theorem 1.Let the rational functions $`R_n(s,t,\eta )`$ be defined by

$$R_0(s,t,\eta )=\frac{1}{st},R_{n+1}(s,t,\eta )=\frac{1}{s^2\eta }\frac{d}{ds}R_n(s,t,\eta ),n=0,1,2,\mathrm{},$$
$`\left(7\right)`$
where $`s,t,\eta \text{ }\text{ }\mathrm{C},st,s^2\eta `$. Let $`f_n(t)`$ be defined by the recursive scheme (6), where $`f_0`$ is a given analytic function in a domain $`G`$. Then we have

$$f_n\left(t\right)=\frac{1}{2\pi i}_𝒞R_n(s,t,\eta )f_0\left(s\right)𝑑s,$$

where $`𝒞`$ is a simple closed contour in $`G`$ that encircles the points $`t`$ and $`\pm \sqrt{\eta }`$.

Proof. The proof starts with

$$f_n\left(t\right)=\frac{1}{2\pi i}_𝒞R_0(s,t,\eta )f_n\left(s\right)𝑑s,$$

and in this representation the recursion relation (6) for the functions $`f_n`$ is used. More details can be found in Olde Daalhuis & Temme (1994).

For the coefficients $`\alpha _n,\beta _n`$ we have a similar representation:

$$\alpha _n=\frac{1}{2\pi i}_𝒞A_n(s,\eta )f_0\left(s\right)𝑑s,\beta _n=\frac{1}{2\pi i}_𝒞B_n(s,\eta )f_0\left(s\right)𝑑s,$$
$`\left(8\right)`$
where $`𝒞`$ is a simple closed contour in $`G`$ that encircles the points $`\pm \sqrt{\eta }`$ and where $`A_n(s,t)`$ and $`B_n(s,t)`$ follow the same recursion (7) as the rational functions $`R_n(s,t,\eta )`$, with initial values

$$A_0(s,\eta )=\frac{s}{s^2\eta },B_0(s,\eta )=\frac{1}{s^2\eta }.$$

We see that the coefficients $`\alpha _n,\beta _n`$ that play a role in the expansion (5) are well defined from an analytical point of view. However, from a computational point of view it may be quite difficult to evaluate the coefficients. For a simple rational function like $`f_0(t)=1/(t+1)`$ the computations are rather straightforward, and we can even use residue calculus to evaluate the integrals in (8):

$$\alpha _n=A_n(1,\eta ),\beta _n=B_n(1,\eta ).$$

The first few values are in this case

$$\begin{array}{cc}\hfill \alpha _0=\frac{1}{\eta 1},& \beta _0=\frac{1}{\eta 1},\hfill \\ \hfill \alpha _1=\frac{\eta +1}{\left(\eta 1\right)^3},& \beta _1=\frac{2}{\left(\eta 1\right)^3},\hfill \\ \hfill \alpha _2=4\frac{2\eta +1}{\left(\eta 1\right)^5},& \beta _2=2\frac{\eta +5}{\left(\eta 1\right)^5},\hfill \\ \hfill \alpha _3=4\frac{2\eta ^2+21\eta +7}{\left(\eta 1\right)^7},& \beta _3=40\frac{\eta +2}{\left(\eta 1\right)^7},\hfill \\ \hfill \alpha _4=280\frac{\eta ^2+4\eta +1}{\left(\eta 1\right)^9},& \beta _4=40\frac{\eta ^2+19\eta +22}{\left(\eta 1\right)^9},\hfill \\ \hfill \alpha _5=280\frac{\eta ^3+29\eta ^2+65\eta +13}{\left(\eta 1\right)^{11}},& \beta _5=1120\frac{2\eta ^2+14\eta +11}{\left(\eta 1\right)^{11}}.\hfill \end{array}$$

For a more complicated or general function $`f_0(t)`$ even computer algebra manipulations give complicated expressions which are very difficult to evaluate. In the next section we develop an algorithm for computing the coefficients $`\alpha _n,\beta _n`$ when the values of the derivatives of $`f_0(t)`$ at $`t=\pm \sqrt{\eta }`$ are available.

3. How to compute the coefficients $`\alpha _n,\beta _n`$

We explain how the coefficients $`\alpha _n,\beta _n`$ of (5) can be computed. To avoid the square roots in the formulas we replace $`\eta `$ with $`b^2`$, and we write (6) in the form

$$f_0\left(t\right)=f\left(t\right),f_{n+1}\left(t\right)=g_n^{}\left(t\right),f_n\left(t\right)=\alpha _n+\beta _nt+\left(t^2b^2\right)g_n\left(t\right),$$

for $`n=0,1,2,\mathrm{}`$. We assume that the function $`f`$ is analytic in a domain $`G`$, that the series expansions used in this section are convergent in $`G`$, and that the points $`\pm b`$ are inside $`G`$. Furthermore, we assume the coefficients $`p_k^{(1)},p_k^{(2)}`$ of the expansions

$$f\left(t\right)=\underset{k=0}{\overset{\mathrm{}}{}}p_k^{\left(1\right)}\left(tb\right)^k,f\left(t\right)=\underset{k=0}{\overset{\mathrm{}}{}}p_k^{\left(2\right)}\left(tb\right)^k$$
$`\left(9\right)`$
are available.

Theorem 2.Algorithm.  Let coefficients $`f_k^e,f_k^o`$ be defined by

$$f_k^e=\frac{1}{2}\left[p_k^{\left(1\right)}+p_k^{\left(2\right)}\right],f_k^o=\frac{1}{2}\left[p_k^{\left(1\right)}p_k^{\left(2\right)}\right],k=0,1,2\mathrm{}$$

and coefficents $`f_k^{o,e}`$ by the recursion

$$bf_k^{o,e}=f_k^of_{k1}^{o,e},k0,$$

with $`f_1^{o,e}=0`$. Next, define coefficients $`\gamma _k,\delta _k`$ by

$$\gamma _0=f_0^e,\delta _0=f_0^{o,e},$$

and for $`k1`$:

$$\begin{array}{cc}\hfill \gamma _k& =\underset{j=1}{\overset{k}{}}\frac{\left(1\right)^{kj}j\left(2kj1\right)!}{\left(2b\right)^{2kj}k!\left(kj\right)!}f_j^e,\hfill \\ \hfill \delta _k& =\underset{j=1}{\overset{k}{}}\frac{\left(1\right)^{kj}j\left(2kj1\right)!}{\left(2b\right)^{2kj}k!\left(kj\right)!}f_j^{o,e}.\hfill \end{array}$$
$`\left(10\right)`$
Finally, let for $`n0`$ coefficients $`\gamma _k^{(n)},\delta _k^{(n)}`$ be defined by the recursion

$$\begin{array}{cc}\hfill \gamma _k^{\left(n+1\right)}& =\left(2k+1\right)\delta _{k+1}^{\left(n\right)}+2b^2\left(k+1\right)\delta _{k+2}^{\left(n\right)},\hfill \\ \hfill \delta _k^{\left(n+1\right)}& =2\left(k+1\right)\gamma _{k+2}^{\left(n\right)},k=0,1,2,\mathrm{},\hfill \end{array}$$
$`\left(11\right)`$
with $`\gamma _k^{(0)}=\gamma _k,\delta _k^{(0)}=\delta _k`$. Then the coefficients $`\alpha _n,\beta _n`$ of expansion (5) are given by

$$\alpha _n=\gamma _0^{\left(n\right)},\beta _n=\delta _0^{\left(n\right)},n0.$$

Proof. The coefficients $`f_k^e,f_k^o`$ occur in the expansions

$$f_e\left(t\right)=\underset{k=0}{\overset{\mathrm{}}{}}f_k^e\left(tb\right)^kf_o\left(t\right)=\underset{k=0}{\overset{\mathrm{}}{}}f_k^o\left(tb\right)^k,$$

where $`f_e(t),f_o(t)`$ are the even and odd parts of $`f`$:

$$f_e\left(t\right)=\frac{1}{2}\left[f\left(t\right)+f\left(t\right)\right],f_o=\frac{1}{2}\left[f\left(t\right)f\left(t\right)\right],$$

and the coefficients $`f_k^{o,e}`$ occur in the expansion

$$\frac{1}{t}f_o\left(t\right)=\underset{k=0}{\overset{\mathrm{}}{}}f_k^{o,e}\left(tb\right)^k,$$

The coefficients $`\gamma _k,\delta _k`$ occur in the expansion

$$f\left(t\right)=\underset{k=0}{\overset{\mathrm{}}{}}\gamma _k\left(t^2b^2\right)^k+t\underset{k=0}{\overset{\mathrm{}}{}}\delta _k\left(t^2b^2\right)^k.$$
$`\left(12\right)`$
Observe that

$$f_e\left(t\right)=\underset{k=0}{\overset{\mathrm{}}{}}\gamma _k\left(t^2b^2\right)^k,f_o\left(t\right)=t\underset{k=0}{\overset{\mathrm{}}{}}\delta _k\left(t^2b^2\right)^k,$$

and we will verify the first relation of (10). We write

$$\gamma _k=\frac{1}{2\pi i}f_e\left(\sqrt{z+b^2}\right)\frac{dz}{z^{k+1}},$$

where the contour is a small circle around the origin. Also,

$$\gamma _k=\frac{1}{2\pi i}f_e\left(t\right)\frac{2tdt}{\left(t+b\right)^{k+1}\left(tb\right)^{k+1}},$$

where the contour is a small circle around $`t=b`$.

Substitute the expansion $`f_e(t)=_{j=0}^{\mathrm{}}f_j^e(tb)^j`$. Then,

$$\gamma _k=\underset{j=0}{\overset{k}{}}f_j^e\frac{1}{2\pi i}\frac{2tdt}{\left(t+b\right)^{k+1}\left(tb\right)^{k+1j}}.$$
$`\left(13\right)`$
Expand

$$\frac{2t}{\left(t+b\right)^{k+1}}=\underset{m=0}{\overset{\mathrm{}}{}}q_m\left(tb\right)^m.$$
$`\left(14\right)`$
We find, by using (Temme (1996), p. 108)

$$\left(1z\right)^a=\underset{n=0}{\overset{\mathrm{}}{}}\frac{\left(a\right)_m}{m!}z^m=\underset{n=0}{\overset{\mathrm{}}{}}\left(\genfrac{}{}{0pt}{}{a}{m}\right)\left(z\right)^m,$$

$$q_m=\left(1\right)^m\frac{\left(km\right)\left(k+m1\right)!}{\left(2b\right)^{k+m}m!k!}.$$

When we use (14) in (13), we only need $`q_m`$ with $`m=kj`$. This gives the first result of (10). The proof for $`\delta _k`$ is the same, because $`(1/t)f_o(t)`$ is again even.

The coefficients $`\gamma _k^{(n)},\delta _k^{(n)}`$ are used in

$$f_n\left(t\right)=\underset{k=0}{\overset{\mathrm{}}{}}\gamma _k^{\left(n\right)}\left(t^2b^2\right)^k+t\underset{k=0}{\overset{\mathrm{}}{}}\delta _k^{\left(n\right)}\left(t^2b^2\right)^k,$$

and the recursions in (11) are easily verified, as is the final relation

$$\alpha _n=\gamma _0^{\left(n\right)},\beta _n=\gamma _0^{\left(n\right)},n0.$$

The first few values are of the coefficients $`\gamma _k,\delta _k`$ of the expansion in (12) are

$$\begin{array}{cc}\hfill \gamma _0=f_0^e,& \delta _0=\frac{1}{b}f_0^o,\hfill \\ \hfill \gamma _1=\frac{1}{2b}f_1^e,& \delta _1=\frac{1}{2b^3}\left(bf_1^of_0^o\right),\hfill \\ \hfill \gamma _2=\frac{1}{2b^3}\left(2bf_2^ef_1^e\right),& \delta _2=\frac{1}{8b^5}\left(2b^2f_2^o3bf_1^o+3f_0^o\right),\hfill \end{array}$$

and we observe, as in (10), negative powers of $`b`$. From a computational point of view, this may cause numerical instabilities, because the coefficients are analytic functions of $`b`$ at $`b=0`$. For example, taking $`f(t)=1/(t+1)`$ again, we obtain

$$\gamma _k=\frac{1}{\left(1b^2\right)^{k+1}},\delta _k=\frac{1}{\left(1b^2\right)^{k+1}},k=0,1,2,\mathrm{},$$

which follows from

$$\frac{1}{t+1}=\frac{1t}{1t^2}=\frac{1t}{\left(1b^2\right)\left(t^2b^2\right)}=\underset{k=0}{\overset{\mathrm{}}{}}\frac{\left(t^2b^2\right)^k}{\left(1b^2\right)^{k+1}}t\underset{k=0}{\overset{\mathrm{}}{}}\frac{\left(t^2b^2\right)^k}{\left(1b^2\right)^{k+1}}.$$

From the representations in, for example, (10), we conclude that if we apply the algorithm for computing the coefficients $`\alpha _n,\beta _n`$ of expansion (5), starting with numerical values of the coefficients $`p_k^{(1)},p_k^{(2)}`$ of (9), we may encounter numerical instabilities when $`b`$ is small. For this reason, it is important to use exact values of $`p_k^{(1)},p_k^{(2)}`$, and computer algebra is of great help here. In the next section we consider a non-trivial case in which obtaining the exact values of the coefficients $`p_k^{(1)},p_k^{(2)}`$ of (9) also needs special care.

Remark 1. In order to compute the coefficients $`\alpha _n,\beta _n`$ for $`n=0,1,\mathrm{},N`$ from the relation

$$\alpha _n=\gamma _0^{\left(n\right)},\beta _n=\delta _0^{\left(n\right)},n0$$

and the recursion in (11), we need the starting values for this recursion $`\gamma _k,\delta _k`$ for $`k=0,1,\mathrm{},2N`$. Hence, as follows from (10), we also need $`p_k^{(1)},p_k^{(2)},k=0,1,\mathrm{},2N`$ in the expansions in (9).

4. Application to parabolic cylinder functions

Weber parabolic cylinder functions are solutions of the differential equation

$$\frac{d^2y}{dx^2}\left(\frac{1}{4}x^2+a\right)y=0.$$
$`\left(15\right)`$
Airy-type expansions for the solutions of this equation can be found in Olver (1959), and are obtained by using the differential equation. In this section we show how to obtain an integral representation like (1), and how to apply the algorithm of the previous section for deriving an Airy-type asymptotic expansion.

A standard solution of (15) is the integral (see formula (19.5.4), page 688 in A&S)

$$U(a,x)=\frac{e^{\frac{1}{4}x^2}}{i\sqrt{2\pi }}_𝒞e^{xs+\frac{1}{2}s^2}s^{a\frac{1}{2}}𝑑s,$$
$`\left(16\right)`$
where the contour $`𝒞`$ is a vertical line in the complex plane with $`\mathrm{}s>0`$.

We consider large negative values of $`a`$, and use Olver’s notation

$$a=\frac{1}{2}\mu ^2,x=\mu t\sqrt{2}.$$

Changing the variable of integration by writing $`s\mu s/\sqrt{2}`$, we obtain

$$U(\frac{1}{2}\mu ^2,\mu t\sqrt{2})=\frac{e^{\frac{1}{2}\mu ^2t^2}}{i\sqrt{2\pi }}\left(\frac{\mu }{2}\right)^{\frac{1}{2}\mu ^2+\frac{1}{2}}_𝒞e^{z\varphi \left(s\right)}s^{1/2}𝑑s,$$

where

$$\varphi \left(s\right)=\frac{1}{2}s^22st+\mathrm{ln}s,z=\frac{1}{2}\mu ^2.$$

The saddle points are obtained from the equation $`\varphi ^{}(s)=0`$, that is, from

$$\frac{s^22st+1}{s}=0,$$

which gives two solutions

$$s_\pm =t\pm \sqrt{t^21}.$$

The saddle points coalesce when $`t\pm 1`$. Observe that in the new variables the differential equation (15) transforms into

$$\frac{d^2y}{dt^2}\mu ^4\left(t^21\right)y=0,$$

which has turning points at $`t=\pm 1`$.

A transformation into the standard form (1) can be obtained by writing

$$\varphi \left(s\right)=\frac{1}{3}w^3\eta w+A,$$
$`\left(17\right)`$
where $`\eta `$ and $`A`$ have to be determined and do not depend on $`t`$. A transformation into the cubic polynomial is first considered in Chester et al. (1957). For further details on the theory of this method we refer to Olver (1974), Wong (1989), and Olde D. & T (1994).

The parameters $`\eta `$ and $`A`$ are obtained by assuming that the saddle points $`s_\pm `$ in the $`s`$variable should correspond with the saddle points $`w_\pm =\pm \sqrt{\eta }`$ in the $`w`$variable. We write

$$t=\mathrm{cosh}\theta ,\mathrm{which}\mathrm{gives}s_\pm =e^{\pm \theta },$$
$`\left(18\right)`$
assuming for the time being that $`\theta 0`$. We obtain the equations

$$\begin{array}{cc}\hfill \frac{1}{2}e^{+2\theta }2e^{+\theta }\mathrm{cosh}\theta +\theta & =\frac{2}{3}\eta ^{3/2}+A,\hfill \\ \hfill \frac{1}{2}e^{2\theta }2e^\theta \mathrm{cosh}\theta \theta & =+\frac{2}{3}\eta ^{3/2}+A,\hfill \end{array}$$

from which we derive

$$\frac{4}{3}\eta ^{3/2}=\mathrm{sinh}2\theta 2\theta ,A=\frac{1}{2}\mathrm{cosh}^2\theta =\frac{1}{2}t^2.$$
$`\left(19\right)`$
By using these values of $`\eta `$ and $`A`$ the $`w`$solutiuon of the equation in (17) is uniquely defined. Namely we use that branch (of the three solutions) that is real for all positive values of $`s`$, and $`s>0`$ correponds with $`w\mathrm{I}\mathrm{R}`$.

After these preparation we obtain the standard form (cf. (1))

$$U(\frac{1}{2}\mu ^2,\mu t\sqrt{2})e^{zA}=\sqrt{2\pi }e^{\frac{1}{2}\mu ^2t^2}\left(\frac{\mu }{2}\right)^{\frac{1}{2}\mu ^2+\frac{1}{2}}F_\eta \left(z\right),$$
$`\left(20\right)`$
where

$$F_\eta \left(z\right)=\frac{1}{2\pi i}_𝒞e^{z\left(\frac{1}{3}w^3\eta w\right)}f\left(w\right)𝑑w,f\left(w\right)=\frac{1}{\sqrt{s}}\frac{ds}{dw}.$$

Taking into account the mapping in (17), we have

$$\frac{ds}{dw}=s\frac{w^2b^2}{s^22ts+1},f\left(w\right)=\sqrt{s}\frac{w^2b^2}{s^22ts+1},\eta =b^2.$$
$`\left(21\right)`$
As explained in the previous section, for the computation of the coefficients $`\alpha _n,\beta _n`$, we need the coefficients $`p_k^{(1)},p_k^{(2)}`$ of the expansions (cf. (9))

$$f\left(w\right)=\underset{k=0}{\overset{\mathrm{}}{}}p_k^{\left(1\right)}\left(wb\right)^k,f\left(w\right)=\underset{k=0}{\overset{\mathrm{}}{}}p_k^{\left(2\right)}\left(wb\right)^k.$$
$`\left(22\right)`$
It turns out that $`p_0^{(1)}=p_0^{(2)}`$. Indeed, consider the expansions:

$$s=s_++\underset{k=1}{\overset{\mathrm{}}{}}s_k^+\left(wb\right)^k,s=s_{}+\underset{k=1}{\overset{\mathrm{}}{}}s_k^{}\left(w+b\right)^k.$$
$`\left(23\right)`$
Using the expression of $`ds/dw`$ in (21) and l’Hospital rule we obtain

$$s_1^+=s_+\frac{2b}{2\left(s_+t\right)s_1^+},\mathrm{so}\mathrm{that}s_1^+=\frac{\sqrt{bs_+}}{\left(t^21\right)^{\frac{1}{4}}}=\sqrt{\frac{bs_+}{\mathrm{sinh}\theta }}.$$

The square root has the plus sign because $`ds/dw`$ is positive if $`w\mathrm{I}\mathrm{R}`$, as follows from the first relation in (21) and the properties of the mapping. From the expression (24) for $`f(w)`$ we obtain:

$$p_0^{\left(1\right)}=f\left(b\right)=\frac{s_1^+}{\sqrt{s_+}}=\sqrt{\frac{b}{\mathrm{sinh}\theta }}.$$

Analogously,

$$s_1^{}=\sqrt{\frac{bs_{}}{\mathrm{sinh}\theta }}\mathrm{and}p_0^{\left(2\right)}=f\left(b\right)=\sqrt{\frac{b}{\mathrm{sinh}\theta }}=p_0^{\left(1\right)}.$$
$`\left(25\right)`$
In order to avoid expressions with algebraic roots in the computations, it is convenient to consider expansions like (22) for the function $`\stackrel{~}{f}(w)=f(w)/f(b)`$. The corresponding coefficients we denote by $`\stackrel{~}{p}_k^{(1)}`$ and $`\stackrel{~}{p}_k^{(2)}`$. Besides, to avoid algebraic roots in the expansions of (23) we replace $`t`$ by a new variable

$$u=\sqrt{2b}\left(\frac{t1}{t+1}\right)^{\frac{1}{4}},\mathrm{so}\mathrm{that}t=\frac{4b^2+u^4}{4b^2u^4}.$$

Then

$$s_+=\frac{2b+u^2}{2bu^2},s_1^+=\frac{2b+u^2}{2u}.$$

Other coefficients $`s_k^+`$ can be obtained by deriving a reccurence relation for them from the differential equation in (21). They are rational functions in $`u`$ and $`b`$. The coefficients $`s_k^{}`$ can be obtained from the corresonding $`s_k^+`$ by changing the sign of both $`u`$ and $`b`$. In particular,

$$s_{}=\frac{2bu^2}{2b+u^2},s_1^{}=\frac{2bu^2}{2u}.$$

Further, the coefficients $`\stackrel{~}{p}_k^{(1)}`$ and $`\stackrel{~}{p}_k^{(2)}`$ can be computed using

$$f\left(w\right)=\frac{1}{\sqrt{s}}\frac{ds}{dw}=2\frac{d\sqrt{s}}{dw}.$$

Recall that $`\sqrt{s}`$ satisfies the differential equation $`2sdS/dw=Sds/dw`$. It is convenient to compute the power series (in $`wb`$) solution $`S_+`$ of this equation with $`S_+(b)=4u/(2bu^2)`$. Then $`\stackrel{~}{f}(w)=dS_+/dw`$ and the coefficients $`\stackrel{~}{p}_k^{(1)}`$ are obtained easily. The coefficients $`\stackrel{~}{p}_k^{(2)}`$ can be obtained by changing the sign of both $`b`$ and $`u`$ in the expression for $`(1)^k\stackrel{~}{p}_k^{(1)}`$.

Application of the algorithm of the previous section gives the coefficients $`\alpha _j`$, $`\beta _j`$ for the expansion of $`\stackrel{~}{f}(w)`$, and these coefficients are rational functions in $`b`$ and $`u`$. We write them in a more compact form as rational functions in $`\eta =b^2`$ and

$$\xi =\frac{u^4+4b^2}{4u^2}=\frac{bt}{\sqrt{t^21}}.$$

Then first few coefficients in the expansion (5) are:

$$\begin{array}{cc}\hfill \alpha _0=1,& \beta _0=0,\hfill \\ \hfill \alpha _1=\frac{1}{48},& \beta _1=\frac{5\xi ^36\eta \xi 5}{48\eta ^2},\hfill \end{array}$$

$$\begin{array}{cc}\hfill \alpha _2=\frac{385\xi ^6924\eta \xi ^4+684\eta ^2\xi ^2143\eta ^3+70\xi ^384\eta \xi 455}{4608\eta ^3},& \\ \hfill \beta _2=\frac{\beta _1}{48},\alpha _3=\frac{\alpha _2}{48}\frac{2021}{34560}\alpha _1,& \\ \hfill \beta _3=\frac{425425\xi ^91531530\eta \xi ^8+2040012\eta ^2\xi ^528875\xi ^61189005\eta ^3\xi ^3+69300\eta \xi ^4}{3317760\eta ^5}& \\ \hfill +\frac{259110\eta ^4\xi 51300\eta ^2\xi ^2+28875\xi ^3+10725\eta ^334650\eta \xi 425425}{3317760\eta ^5},& \\ \hfill \beta _4=\frac{\beta _3}{48}\frac{2021}{34560}\beta _2.& \end{array}$$

The linear relations between the coefficients follow from expansion (8.11) in Olver(1959), where both power series factors of $`\mathrm{Ai}`$ and $`\mathrm{Ai}^{}`$ contain only even powers of our $`z`$ (in Olver’s notation, $`z=\frac{1}{2}\mu ^2`$), but the whole expansion is multiplied by function $`g(z)`$ with known asymptotics. Olver also notes that coefficients in the asymptotic expansion of $`U(a,x)`$ in terms of Airy functions can be lineraly determined from the asymptotic expansion (of the same function) in terms of elementary functions; see formulas (8.12), (8.13) in Olver(1959).

The coefficients $`\alpha _n,\beta _n`$ are analytic functions at $`\eta =0`$ and we can expand them in Maclaurin series. The first few coefficients are expanded as follows:

$$\begin{array}{cc}\hfill \beta _1=\frac{9}{560}+\frac{7}{1800}\eta \frac{1359}{1078000}\eta ^2+\frac{7}{16250}\eta ^3\frac{152723}{1018710000}\eta ^4+\frac{3997}{75968750}\eta ^5+\mathrm{},& \\ \hfill \alpha _2=\frac{199}{115200}+\frac{6849}{4928000}\eta \frac{737}{1040000}\eta ^2+\frac{46711}{142560000}\eta ^3\frac{975823}{6806800000}\eta ^4+\mathrm{}.& \end{array}$$

The radius of convergence equals $`(3\pi /2)^{2/3}=2.81\mathrm{}`$. This number follows from the singularity of the mapping given in (19), with $`\theta `$ defined in (18). The mapping is singular at $`t=1`$.

5. Maple code

General case. For an input one has to (re)define functions AiryPw and AiryPm specifying the coefficients in (9). Output is given by functions AiryAlpha and AiryBeta, which return the coefficients in (5). For convenience, one may rename the global variable AiryB using alias.

AiryAlpha:= proc( n ) normal(AiryGamma(n,0)) end:

AiryBeta:= proc(n) normal(AiryDelta(n,0)) end:

AiryGamma:= proc( n, k )

if n=0 then AiryC(k)

else factor( (2\*k+1)\*AiryDelta(n–1,k+1)+2\*AiryB^2\*(k+1)\*AiryDelta(n–1,k+2) )

fi

end:

AiryDelta:= proc(n, k )

if n=0 then AiryD(k)

else 2\*(k+1)\*AiryGamma(n–1,k+2)

fi

end:

AiryC:= proc( k ) local j;

if k=0 then AiryFe(0)

else factor(

sum( ’(–1)^(k–j)\*j/(2\*k–j)\*binomial(2\*k–j,k)/(2\*AiryB)^(2\*k–j)\*AiryFe(j)’, ’j’=1..k ) )

fi

end:

AiryD:= proc( k ) local j;

if k=0 then AiryFoe(0)

else factor(

sum( ’(–1)^(k–j)\*j/(2\*k–j)\*binomial(2\*k–j,k)/(2\*AiryB)^(2\*k–j)\*AiryFoe(j)’, ’j’=1..k ) )

fi

end:

AiryFoe:= proc( k )

if k$`<`$0 then 0

else expand( (AiryFo(k)–AiryFoe(k–1))/AiryB );

fi

end:

AiryFe:= proc(k) (AiryPw(k)+AiryPm(k))/2 end:

AiryFo:= proc(k) (AiryPw(k)–AiryPm(k))/2 end:

To find the coefficients of the expansion of parabolic cylinder function $`U(a,x)`$ (up to the multiple in (25)) one has to assign

AiryPw:= ParCyPw; AiryPm:= ParCyPm;

The global variables are AiryB, ParCyU, ParCyXi, they correspond to variables $`b,u,\xi `$ in the text. The coefficients in $`b`$ and $`u`$ would be returned by AiryAlpha and AiryBeta, and coefficients in $`b`$ and $`\xi `$ — by ParCyAlpha and ParCyBeta.

alias( ParCyUa=RootOf( z^4–4\*ParCyXi\*z^2+4\*AiryB^2, z)):

\# Algebraic relation between ParCyU and ParCyXi

ParCyAlpha:= proc(k) factor( evala(subs(ParCyU=ParCyUa,AiryAlpha(k))) ) end:

ParCyBeta:= proc(k) factor( evala(subs(ParCyU=ParCyUa,AiryBeta(k))) ) end:

ParCySw:= proc( k ) option remember; local T, s, a, w;

if k=0 then (2\*AiryB+ParCyU^2)/(2\*AiryB–ParCyU^2)

elif k=1 then (2\*AiryB+ParCyU^2)/2/ParCyU

else s:= sum(’a\[i\]\*w^i’, ’i’=0..k);

T:= coeff( expand( (s^2+2\*(ParCyU^4+4\*AiryB^2)/(ParCyU^4–4\*AiryB^2)\*s+1)

\*diff(s,w)–w\*(w+2\*AiryB)\*s ), w, k);

sort( factor( solve( subs( seq(a\[i\]=ParCySw(i),i=0..k–1), T), a\[k\])), ParCyU)

fi

end:

ParCySm:= proc(k) subs( ParCyU=–ParCyU, AiryB=–AiryB, ParCySw(k) ) end:

ParCySqrtS:= proc( k ) option remember; local j;

if k=0 then 4\*ParCyU/(2\*AiryB–ParCyU^2)

else factor( sum(’(3/2\*j–k)\*ParCySw(j)\*ParCySqrtS(k–j)’,’j’=1..k) /ParCySw(0)/k )

fi

end:

ParCyPw:= proc(k) (k+1)\*ParCySqrtS(k+1) end:

ParCyPm:= proc(k) (–1)^k\*subs(AiryB=–AiryB, ParCyU=–ParCyU, ParCyPw(k)) end:

6. References

\[ 1\] M. Abramowitz and I.A. Stegun (1964), Handbook of mathematical functions with formulas, graphs and mathematical tables, Nat. Bur. Standards Appl. Series, 55, U.S. Government Printing Office, Washington, D.C. (paperback edition published by Dover, New York).

\[ 2\] Bleistein, N. (1966), Uniform asymptotic expansions of integrals with stationary points and algebraic singularity, Comm. Pure Appl. Math., 19, 353–370.

\[ 3\] Chester, C., Friedman, B. & Ursell, F. (1957), An extension of the method of steepest descent, Proc. Cambridge Philos. Soc., 53 599–611.

\[ 4\] Dunster, T.M. (1989), Uniform asymptotic expansions for Whittaker’s confluent hypergeometric functions, SIAM J. Math. Anal., 20, 744–760.

\[ 5\] Olde Daalhuis, A.B. & Temme, N.M. (1994), Uniform Airy type expansions of integrals, SIAM J. Math. Anal., 25, 304–321.

\[ 6\] Olver, F.W.J. (1959), Uniform asymptotic expansions for Weber parabolic cylinder functions of large orders, J. Research NBS, 63B, 131–169.

\[ 7\] Olver, F.W.J. (1974), Asymptotics and Special Functions, Academic Press, New York. Reprinted in 1997 by A.K. Peters.

\[ 8\] Temme, N.M. (1996). Special functions: An introduction to the classical functions of mathematical physics. Wiley, New York.

\[ 9\] Temme, N.M. (2000). Numerical and asymptotic aspects of parabolic cylinder functions, J. Comp. Appl. Math., 121, 221–246.

\[ 10\] Wong, R. (1989), Asymptotic approximations of integrals, Academic Press, New York.


text:
# Universe Generation from Black Hole Interiors

## I Introduction

In this note we consider the properties of a daughter universe spawned from the interior of a black hole resting in a mother universe. We show that such a daughter universe will take on certain properties of the mother universe. Possible solutions to the horizon, flatness, structure formation and black hole information loss problems are suggested. Many cosmological scenarios in which our universe emerges from the interior of a black hole have been proposed (see e.g.  \- ). Here we provide motivation for studying such scenarios by briefly reviewing some of the relevant work.

In  and , it was postulated without any constructive realization (but based on the limiting curvature conjecture) that in the high Weyl curvature region near the Schwarzschild singularity a matching between the Schwarzschild and the de Sitter metrics as depicted in Figure 1 takes place. A constructive implementation of the limiting curvature hypothesis was discovered in . In this construction, the gravitational action involves higher derivative terms parameterized by means of a non-dynamical scalar field $`\varphi `$ with a potential $`V(\varphi )`$. The higher derivative terms are found using the “Limiting Curvature Construction”, demanding that at high curvatures the metric become locally de Sitter . Based on this principle, it was possible to construct a nonsingular black hole in $`1+1`$ dimensions . This scenario closely resembles the one we have in mind in this paper.***We are currently extending the construction of  to discuss the four-dimensional Schwarzschild black hole.

In the scenario of , a study of non-critical string cosmology in two spatial dimensions reveals a non-singular black hole. An observer crossing the black hole’s horizon enters into a new universe. A related phenomenon occurs in the Pre-Big-Bang (PBB) model which is based on the low energy effective action of string theory. In this scenario the universe starts out in the string perturbative vacuum state, in a sea of dilaton and gravitational waves. Quantum fluctuations lead to the formation of black holes in the Einstein frame which correspond to dilaton driven inflationary phases in the string frame. At late times, the universe resulting from this construction evolves in accordance with the Standard Big-Bang model.

In  the authors analyze cosmology within the framework of the AdS/CFT correspondence. They consider the motion of a charged domain wall that separates an external Reissner-Nordstrom region of spacetime from an interior de Sitter region. In this context, solutions exist such that a black hole forms with an interior resembling a toy cosmological model.

Finally, in  a model is constructed where a black hole forms within the scope of a classical field theory with false vacuum interior and true vacuum exterior. Although the metric on the outside of the black hole is Schwarzschild, the interior metric is de Sitter. The action is the Einstein-Hilbert action modified by the inclusion of a scalar field and a potential for that scalar field.

Similar ideas were also put forward by Smolin . He postulates that the universe may have been born out of the interior of a black hole which in turn is embedded in a parent universe. Characteristics of the parent universe are passed on to the daughter universe. This is a cosmological analogy to Darwin’s “survival of the fittest” theory of natural selection because only universes with conditions suitable to form black holes are capable of reproducing. Although Smolin provides no quantitative realization of his model, the arguments of  are nonetheless intriguing and address many of the problems of the SBB.

Due to the extensive work in this area it is clear that the idea that our universe might be generated from the inside of a black hole is of great interest, and that several scenarios have been formulated which produce this exact result. In this paper we will discuss a number of features that all such scenarios have in common. Note that the conclusions described in this paper are independent of the specific models.

The basic set up we have in mind is represented in the Penrose diagrams of Fig. (1). As is evident from this diagram, when an observer crosses over the event horizon, $`r`$ and $`t`$ switch roles (the Schwarzschild metric components $`g_{tt}`$ and $`g_{rr}`$ change sign). In (a), the Schwarzschild black hole has a singularity at $`r=0`$. In (b), the singularity is replaced by an initial time surface of the de Sitter universe. In other words, the location $`r=0`$ from the viewpoint of an observer in the mother universe becomes the initial time surface $`t=0`$ for an observer in the baby de Sitter universe. Hence all of the matter that will fall into the black hole, eventually reaching the same place ($`r=0`$) but at different times will enter into the baby universe at the same time ($`t=0`$) but in different places.

## II Solving Problems of SBB Cosmology

Many of the problems of the SBB For a recent review on the problems of the SBB and inflationary models see . can be solved if the universe is created inside a black hole which is resting in a parent universe. In this section we will suggest how the horizon, flatness and structure formation problems might be solved without requiring a long period of inflation. It is interesting to note however, that all of the scenarios in  \-  do involve a de Sitter bounce (which is presumably of too short duration to solve the problems of standard cosmology).

One of the major problems of the SBB model which is solved by inflation is the horizon problem. The horizon problem is essentially a problem of causality. The region over which the CMB is observed to be homogeneous to better than one part in $`10^4`$ is much larger than the comoving forward light cone of an observer at the time of recombination, which is the maximal distance over which micro-physical forces could have caused the homogeneity.

Inflationary models solve this problem. During inflation the forward light cone expands exponentially. If inflation lasts for a sufficient number of e-foldings, the forward light cone will be larger than the past light cone at the time of last scattering.

Inflation is not without its own problems. In particular, inflation is not able to address the fluctuation problem, super-Planck-scale physics problem, initial singularity problem and the cosmological constant problem as described in . It is therefore desirable to search for possible alternative solutions to the problems of the SBB model.

### A The Horizon Problem

Now we will describe how the causality aspect of the horizon problem is solved naturally within the context of models which are of the type depicted in Fig.(1). First of all, note that the forward light cone of a point on the horizon at $`t=0`$ (where $`t`$ is the Schwarzschild time coordinate) encompasses all points along the radial direction in the de Sitter universe. All that needs to be shown therefore is that causal contact is possible along the angular directions. Thus, if it can be shown that a particle travels sufficiently far (about $`180^{}`$) around the black hole, then it follows that there can be causal contact between all points of the new universe at the time of the bounce. It is then probable that particles which fall into the black hole will interact frequently before reaching $`r=0`$, establish thermal equilibrium and thus homogenize. Hence, when matter enters the new universe it will already be isotropic.

Here we will examine the geodesic equations for Schwarzschild geometry in order to follow the trajectory of a particle in orbit around a black hole. We will then search for orbits which exhibit the desired behavior.

The Schwarzschild metric is

$$ds^2=\left(1\frac{2m}{r}\right)dt^2+\frac{dr^2}{(1\frac{2m}{r})}+r^2d\mathrm{\Omega }^2,$$
(1)
where $`d\mathrm{\Omega }^2`$ is the metric on the unit sphere. The equations of motion are

$`\ddot{t}+{\displaystyle \frac{2m}{r^2}}{\displaystyle \frac{1}{(1\frac{2m}{r})}}\dot{t}\dot{r}`$ $`=`$ $`0`$ (2)
$`\ddot{r}+{\displaystyle \frac{m}{r^2}}\left(1{\displaystyle \frac{2m}{r}}\right)\dot{t}^2r\mathrm{sin}^2\theta \left(1{\displaystyle \frac{2m}{r}}\right)\dot{\varphi }^2`$ (3)
$`r\left(1{\displaystyle \frac{2m}{r}}\right)\dot{\theta }^2{\displaystyle \frac{m}{r^2}}{\displaystyle \frac{1}{(1\frac{2m}{r})}}\dot{r}^2`$ $`=`$ $`0`$ (4)
$`\ddot{\theta }\mathrm{cos}\theta \mathrm{sin}\theta \dot{\varphi }^2+{\displaystyle \frac{2}{r}}\dot{\theta }\dot{r}`$ $`=`$ $`0`$ (5)
$`\ddot{\varphi }+2\mathrm{cot}\theta \dot{\varphi }\dot{\theta }+{\displaystyle \frac{2}{r}}\dot{\varphi }\dot{r}`$ $`=`$ $`0`$ (6)
where the dot indicates differentiation with respect to proper time $`\tau `$.

It is now possible to derive the equation for the orbit of a particle moving in a Schwarzschild background, $`\varphi (r)`$. For simplicity we will take the particle’s trajectory to lie in the equatorial plane, $`\theta =\pi /2`$, $`\dot{\theta }=\ddot{\theta }=0`$. The EOM (2)-(6) simplify and are easily solved to give

$$\varphi (r)=\frac{Ldr}{r^2\sqrt{E^2\left(1\frac{2m}{r}\right)\left(\frac{L^2}{r^2}+\kappa \right)}},$$
(7)
where $`\kappa =1`$ for matter and $`\kappa =0`$ for photons. Here we have defined constants for the energy $`E=(12m/r)\dot{t}`$ and angular momentum $`L=r^2\dot{\varphi }`$.The $`E`$ and $`L`$ are constants since the Lagrangian associated with the metric (1) is not explicitly dependent on $`t`$ and $`\varphi `$. Upon making the substitution $`u=1/r`$ equation (7) becomes

$$\varphi (u)=\frac{du}{\sqrt{2mu^3u^2+\frac{2m\kappa }{L^2}u\frac{\kappa }{L^2}+\frac{E^2}{L^2}}}.$$
(8)
For a rigorous treatment of the above integral see . The geometries of the geodesics are determined by the roots of the function beneath the square root. For our purposes it is sufficient to make a few approximations. We will break down the analysis by studying three relevant regions around the black hole. First we will consider the behavior of orbits at large $`r`$. Next, we consider orbits of particles with initial position barely inside the event horizon (i.e. with $`r2m`$ and $`r<2m`$). Finally we will consider orbits deep inside the horizon close to the singularity.

#### 1 Small $`u`$ approximation

In the small $`u`$ (large $`r`$) regime the initial particle position is far from the black hole and the $`u^3`$ term in (8) can be ignored. Upon integration the equation of the orbit becomes

$$\varphi (u)=\mathrm{arcsin}\frac{2(\frac{m\kappa }{L^2}u)}{\sqrt{\mathrm{\Delta }}},$$
(9)
where $`\mathrm{\Delta }=4(E^2\kappa +\frac{\kappa ^2m^2}{L^2})/L^2`$. For simplicity we will consider photon trajectories and take $`\kappa =0`$. Hence,

$$\varphi (u)=\mathrm{arcsin}\left(\frac{Lu}{E}\right).$$
(10)
This equation will admit orbits of the desired type. We could have guessed this behavior since in the large $`r`$ regime the orbits are appropriately described by Newtonian gravity. Bound orbits which circle the black hole numerous times before falling into the singularity will have ample time to interact with near horizon matter and reach thermal equilibrium before plunging to $`r=0`$.

#### 2 Near-horizon approximation

Consider orbits of photons starting just inside the event horizon. The least significant term in this regime is the $`u^2`$ term. The integral (8), with $`\kappa =0`$ reduces to

$$\varphi (u)=\frac{du}{\sqrt{2mu^3+\frac{E^2}{L^2}}}.$$
(11)
We start the photon at a distance of $`r_i1.9m`$ and let it fall all the way to the singularity, $`r_f=0`$. We use the same values for $`E`$, $`m`$ and $`L`$ as .§§§Note that varying these values does not seem to change the results significantly. The results are that the photon travels through an angle of $`114^{}`$ before falling into the singularity. Hence, some photons will be able to reach thermal equilibrium. Probably not enough, however, to solve the horizon problem. As one would expect, the result turns out to be even less promising when we start near the singularity.

#### 3 Large $`u`$ approximation

For very small values of $`r`$, far inside the horizon the dominant term in (8) is the $`u^3`$ term. Keeping only this term and integrating we find

$$\varphi (\mathrm{\Delta }r)=\frac{2}{\sqrt{2m}}(\mathrm{\Delta }r)^{1/2},$$
(12)
where $`\mathrm{\Delta }r=r_fr_i`$. Here $`r_i`$ is the initial radial value of the particle (with $`r<2m`$) and $`r_f`$ is the final radius which we take to be extremely close to the singularity.

From (12), we deduce that orbits of this type are unable to “bend” enough to traverse an angle $`\varphi `$ anywhere near the desired $`180^{}`$. For example, if we take $`r_i=m`$ (near the largest $`r`$ where our approximation is still valid) and let this particle fall to the singularity at $`r_f=0`$ we find a maximum angle of $`\varphi 80^{}`$. It appears that in order for the black hole mechanism described above to solve the horizon problem we will need to rely on matter reaching equilibrium before it crosses the horizon. Such geodesics are discussed in section II A 1.

Hence we have successfully addressed the horizon problem. Firstly, the causality aspect of the horizon problem disappears because there is causal contact between all points in space at the beginning of the de Sitter phase. In addition, matter contained in a homogeneous parent universe will necessarily produce a homogeneous daughter universe via the black hole mechanism discussed above. Even if the parent universe is not homogeneous, the matter falling into the black hole may have ample time to reach equilibrium by following geodesics of the type described in section II A 1. Matter which has not come into causal contact by the time it has reached the horizon is less likely to achieve equilibrium before entering the de Sitter region (see II A 3 and II A 2). Thus, it appears that one cannot solve the horizon problem by considering interactions which occur solely inside the horizon.

### B The Flatness Problem

Another problem of the SBB is the flatness problem. Observations indicate that a sizeable fraction of the critical matter density is contained in galaxy clusters and therefore $`\mathrm{\Omega }`$, the parameter defined to be the ratio of the density of matter in the universe measured today $`\rho _0`$ to the critical density $`\rho _c`$ needed to give a spatially flat universe, is of the order of $`\mathrm{\Omega }=1`$. Assuming an initial spectrum of adiabatic scale-invariant density fluctuations, the recent observations of the cosmic microwave background (CMB) anisotropies  indicate that $`\mathrm{\Omega }`$ is very close to 1, a value which in standard cosmology is an unstable fixed point in an expanding universe.

If the universe were not nearly flat, it is very likely that we would not exist. If $`\mathrm{\Omega }`$ is larger than $`1`$ the universe would have collapsed long ago, perhaps even on the order of the Planck time, $`10^{43}`$ seconds. If $`\mathrm{\Omega }`$ is less than $`1`$ the universe would have expanded too fast to allow for structures such as galaxies to form. As flatness is an unusual condition among the class of standard models one might expect cosmology to reveal a mechanism which requires flatness (such as inflation).

It is possible to reformulate the flatness problem in terms of the parameter $`k`$ in the Friedmann-Robertson-Walker line element of relativistic cosmology,

$$ds^2=dt^2+R^2(t)\left(\frac{dr^2}{1kr^2}+r^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)\right).$$
(13)
Here $`k`$ gives the geometry of 3-spaces of constant curvature and can be $`1,\mathrm{\hspace{0.17em}0},\mathrm{\hspace{0.17em}1}`$. $`R(t)`$ is the scale factor. If $`k=1`$ or $`0`$, the universe is open and if $`k=1`$ the universe is closed and will collapse. It is possible to calculate the energy density of the universe at the present instant $`\rho _0`$ in terms of $`k`$ by using the Einstein equations and the metric (13),

$$\rho _0=\frac{3}{8\pi G}\left(\frac{k}{R_0^2}+H_0^2\right).$$
(14)
The flatness problem now translates into explaining why $`k=0`$, since $`\rho _c=\frac{3H_0^2}{8\pi G}`$.

The argument we use to solve the flatness problem (i.e. explain why $`k=0`$) is very simple. In order to smoothly connect the black hole exterior to the de Sitter interior the spatial topology of both regions must be the same. Therefore, if the parent black hole has one topology, so must the daughter universe, generated from the mechanism discussed above. In our model we are cutting out the innermost region of a black hole manifold and matching it to half of de Sitter space. Whereas the space-time topology of de Sitter space is fixed, the topology of the spatial sections depends on the space-time slicing selected by the physics (see e.g. the textbook  for a detailed discussion of this issue). We will now argue that in our construction we must match the inside of a black hole manifold to the flat spatial sections of de Sitter space (given by the coordinates $`\widehat{t},\widehat{x},\widehat{y},\widehat{z}`$ in ).

The full space-time diagram of the model is sketched in Fig. (2).

In this scenario, the spatial size of the daughter universe is given by the length of the dotted line. If the daughter universe is infinite in spatial extent the parameter $`k`$ must be either $`1`$ or $`0`$. This length is easily calculated using the Schwarzschild metric. Note, that as one crosses the event horizon space and time change roles. With the same inevitability that an observer outside of the black hole must move forward in time, grow old and die an observer inside the horizon can only move forward in “space” eventually reaching the center of the black hole. It is therefore sensical to make the variable substitution $`rt`$ in the Schwarzschild metric, and the interior metric (with $`\theta =0`$ and $`\varphi =const`$) becomes

$$ds^2=\left(1+\frac{2m}{t}\right)dr^2\frac{dt^2}{\left(1+\frac{2m}{t}\right)}.$$
(15)
Note that the horizon is now located at $`t=2m`$. To calculate the size of the universe we may integrate along a line of constant $`t`$ near $`t=0`$ over all space (see Fig. (2)):

$$s=_{\mathrm{}}^{\mathrm{}}\sqrt{\left(1+\frac{2m}{t}\right)}𝑑r,$$
(16)
which is clearly infinite.

It is possible to match the above result with a calculation performed from the de Sitter perspective. For a locally de Sitter universe, the scale factor for the metric $`(\text{13})`$ grows like,

$`\mathrm{sinh}H\tau (k=1)`$ (17)
$`R`$ $``$ $`\mathrm{cosh}H\tau (k=1)`$ (19)
$`\mathrm{exp}H\tau (k=0)`$
Here we have introduced the variable $`\tau `$ to represent the time coordinate of the de Sitter Universe. Thus, the size of the spatial sections of the de Sitter universe is given by integrating $`ds`$ along a surface of constant $`\tau `$ (see Fig. (2)):

$$s=_{\mathrm{}}^{\mathrm{}}\frac{R(\tau )dr}{\sqrt{1kr^2}}.$$
(20)
Note that the integral (16) tends to infinity linearly. The only value for $`k`$ in (20) which causes the integral to linearly approach infinity is the $`k=0`$, flat solution. Therefore, in order to match the spatial topology of the de Sitter universe to that of the black hole we must be matching to the spatially flat slices of de Sitter space, i.e. have $`k=0`$.

### C The Structure Formation Problem

It is generally assumed that structures in the universe were formed by gravitational instabilities from some initial perturbations. Explaining the origin of these perturbations is one of the main challenges for modern cosmology, a challenge which inflationary cosmology quite successfully meets: quantum fluctuations produced during the de Sitter phase on sub-Hubble scales are the seeds for the observed perturbations (see e.g.  for a comprehensive review).

In the scenario discussed above in which our universe emerges as the inside of a black hole via a short de Sitter bounce, a quantitative theory of the origin and evolution of fluctuations remains to be worked out. Here, we mention some ideas.

First, it is possible that cosmic string defects generated during a matter phase transition in the new universe provide the seeds for structure (see e.g.  for comprehensive reviews). At the moment, it appears that such a mechanism has problems explaining the observed  narrow first “Doppler” peak in the spectrum of CMB anisotropies.

It may be possible that Hawking radiation of the parent black hole could provide a solution to the structure formation problem in the new universe. The radiation appears as quantum fluctuations in the de Sitter space. If the wavelength of a fluctuation becomes greater than the particle horizon of the de Sitter space $`(\lambda >>c/H)`$ causality forces the fluctuation to become frozen as a classical amplitude that can seed structure formation.

### D The Black Hole Information Loss Problem

Yet another problem which is naturally solved in this scenario is the black hole information loss problem. Consider a large star of mass $`M`$ which is initially described by a pure quantum state $`|\psi `$ having zero entropy. Now imagine this star undergoes gravitational collapse and forms a black hole. Before the collapse the density matrix of the star is given by $`\rho =|\psi \psi |`$. After collapse, the black hole begins to decay via thermal Hawking radiation and is described by a mixed state, with corresponding density matrix

$$\rho =\underset{n}{}p_n|\psi _n\psi _n|.$$
(21)
Here the $`p_n`$ are the probabilities of having different initial states. Since the entropy of the Hawking radiation is of order $`M^2/m_{pl}^2`$ where $`m_{pl}`$ is the Planck mass, the final state is missing information as compared to the initial state. If the black hole decays via radiation until it completely disappears it will take any information about the matter which has fallen into it with it. This leads to a fundamental contradiction with the laws of quantum mechanics which state that a pure state cannot evolve into a mixed state. In the scenario depicted above all pure states which fall into the black hole emerge in the new universe as pure states and the information loss problem is avoided.

## III Discussion and Conclusions

In this paper we have studied consequences of cosmological scenarios in which our universe is born from a black hole resting in a parent universe  \- . We have discussed the ways in which some of the problems of the SBB model may be solved given such a model. In particular, we have provided a solution to the horizon problem by examining geodesics of matter falling into a black hole and showing that it is possible to bring this matter into causal contact before it emerges in the new universe.

A possible solution to the flatness problem was discussed. The size of the daughter universe was calculated from both the Schwarzschild and the de Sitter perspectives. The Schwarzschild calculation predicts the universe to be infinite. The integral representing the length approaches infinity linearly. In order to recover the same result in the de Sitter frame, we must be matching the interior of the black hole to the spatially flat sections of de Sitter space. This is the only way to make the length approach infinity linearly. Hence, it appears that our model singles out the observed, flat FRW universe via a topological argument.

We showed that this scenario does not suffer from the black hole information loss problem since pure states evolve to pure states and information is transferred from the parent universe to the black hole interior universe. Finally, a relation between structure formation and Hawking radiation was suggested.

There are a number of interesting problems which will be left for future research. One is to construct a higher derivative theory of gravity which will provide a realization of the above mentioned model. The new gravitational action should admit a solution which resembles the Schwarzschild black hole at large distances but with the singularity replaced by a de Sitter universe. The construction will be similar to that in . It will be interesting to consider applications of the AdS/CFT correspondence to such models. We would also like to compare thermodynamical quantities of the exterior black hole to those of the de Sitter universe inside. The effects of black hole evaporation on the universe may prove interesting.

Acknowledgments

DE is grateful to A. Gosh, L. Smolin and G. Veneziano for useful discussions. DE was supported in part by the U.S. Department of Education under the GAANN program. RB was supported in part by the U.S. Department of Energy under Contract DE-FG02-91ER40688, TASK A.