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# 1. Introduction

## 1. Introduction

Let $`\varphi `$ be an endomorphism of a free group. Following  we call $`\varphi `$ a primitivity preserving endomorphism if $`\varphi `$ takes every primitive element to another primitive.

Let $`F_n`$ be the free group of a finite rank $`n`$ on the set $`𝔛=\{x_1,\mathrm{},x_n\}`$. In , Shpilrain asked whether every primitivity preserving endomorphism $`\varphi `$ of $`F_n`$ is actually an automorphism, and this problem was solved in the affirmative for $`n=2`$ by Ivanov  and Shpilrain . Ivanov  also proved that the answer is positive for an arbitrary rank $`n3`$ under the additional assumption that $`\varphi (F_n)`$ contains a primitive pair (i.e., a pair $`\psi (x_1)`$, $`\psi (x_2)`$ for some $`\psi \text{Aut}F_n`$). The purpose of this paper is to present a positive solution to this problem for rank $`n3`$ without Ivanov’s extra assumption:

###### Theorem

Let $`F_n`$ be the free group of rank $`n3`$ on the set $`𝔛=\{x_1,\mathrm{},x_n\}`$ and $`\varphi `$ a primitivity preserving endomorphism of $`F_n`$. Then $`\varphi `$ is an automorphism of $`F_n`$.

The proof of the Theorem is developed in a series of several steps. In Steps A–C, the following result of McCool  (also see ) plays a crucial role:

###### Lemma {\rm}

Let $`F_n`$ be a free group of a finite rank $`n`$ and $`\psi \text{Aut}F_n`$, and let $`UF_n`$ be such that $`\psi (U)<U`$. Then there exist Whitehead automorphisms $`\alpha _1,\mathrm{},\alpha _r`$ of $`F_n`$ such that $`\psi =\alpha _r\mathrm{}\alpha _1`$ with $`\alpha _i\mathrm{}\alpha _1(U)<U`$ for $`1ir`$.

Here, by $`X`$ we mean the length of a reduced word equal in $`F_n`$ to $`X`$ which is denoted by $`\overline{X}`$, whereas $`|X|`$ denotes the length of $`X`$ (e.g., $`x_1x_1^1=0`$ and $`|x_1x_1^1|=2`$). Recall that a Whitehead automorphism $`\omega `$ of $`F_n`$ is an automorphism of one of the following two types (see ):

If $`\omega `$ is of type (W2), then we write $`\omega =\omega (𝒮,a)`$. It is obvious that $`\alpha _1`$ in the statement of the lemma above is of type (W2).

Combining the conclusions of Steps A–C enables us to immediately obtain the conclusion of Step D.

In Steps E–F, we use, as our main tool, the Whitehead graphs $`\mathrm{\Phi }(Y)`$ and $`\mathrm{\Phi }_{x_i}(Y)`$ of a reduced non-cyclic word $`YF_n`$. The standard Whitehead graph $`\mathrm{\Phi }(Y)`$ is constructed as follows: Take the vertex set as $`𝔜^{\pm 1}=\{\text{letters occurring in}Y\}^{\pm 1}`$, and connect two vertices $`a,b𝔜^{\pm 1}`$ by a non-oriented edge if there is a subword $`ab^1`$ or $`ba^1`$ of (non-cyclic) $`Y`$. We let $`C(a,Y)`$ denote the connected component of $`\mathrm{\Phi }(Y)`$ containing a vertex $`a\mathrm{\Phi }(Y)`$.

In a similar way, we construct the graph $`\mathrm{\Phi }_{x_i}(Y)`$, introduced by Ivanov , paying special attention to powers of $`x_i`$ in $`Y`$ as follows: Take the vertex set as $`𝔜^{\pm 1}\{x_i^{\pm 1}\}`$, and connect two distinct vertices $`a,b𝔜^{\pm 1}\{x_i^{\pm 1}\}`$ by a non-oriented edge if (non-cyclic) $`Y`$ contains a subword of the form $`ax_i^{\mathrm{}}b^1`$ or $`bx_i^{\mathrm{}}a^1`$ for some $`\mathrm{}`$. We will refer to this graph as the generalized Whitehead graph of $`(Y,x_i)`$. By $`C_{x_i}(a,Y)`$ we denote the connected component of $`\mathrm{\Phi }_{x_i}(Y)`$ containing a vertex $`a\mathrm{\Phi }_{x_i}(Y)`$.

The idea and the techniques used in  are developed further in the present paper.

## 2. Proof of the Theorem

Thanks to Ivanov’s result, it suffices to show that $`\varphi (x_1),\varphi (x_2)`$ is a free factor of rank 2 of $`F_n`$. Since $`\varphi (x_1)`$ is primitive in $`F_n`$, we can assume $`\varphi (x_1)=x_1`$. Consider the elements $`\varphi (x_2),\varphi (x_3)`$. Let us define $`W`$ as a word in $`F_n`$ that has the minimum length over all words of the form $`P_1\alpha (\varphi (x_2))P_2`$, where $`P_1,P_2x_1`$, $`\alpha \text{Aut}F_n`$ and $`\alpha (x_1)=x_1`$. We may assume that $`\varphi (x_3)`$ has the minimum length over all words of the form

$$Q_1\beta (\varphi (x_3))Q_2,$$
$`1`$
where $`Q_1,Q_2x_1`$, $`\beta \text{Aut}F_n`$, $`\beta (x_1)=x_1`$, and, for some $`S_1,S_2x_1`$, $`S_1\beta (W)S_2=|W|`$.

Let $`\gamma \text{Aut}F_n`$ be used in assuming $`\varphi (x_3)`$ in $`(1)`$. For such $`\gamma `$, there exist $`T_1,T_2x_1`$ such that $`T_1\gamma (W)T_2=|W|`$. By writing $`XY`$ we mean the graphical equality (letter-by-letter) of words $`X,YF_n`$ (whereas $`X=Y`$ means the equality of $`X,Y`$ in $`F_n`$). We then may assume that $`\varphi (x_2)\overline{T_1\gamma (W)T_2}`$. Now put

$$U\varphi (x_2)\text{and}V\varphi (x_3).$$

If $`|U|=1`$, then the assertion is obvious. Supposing $`|U|>1`$, we shall derive a contradiction. If $`|V|=1`$, then a contradiction follows immediately; for if $`|V|=1`$ then $`V=\varphi (x_3),x_1=\varphi (x_1)`$ would be a free factor of rank 2 of $`F_n`$, hence by Ivanov’s result, $`\varphi `$ would be an automorphism, but then $`|U|`$ would have to be 1. So let $`|V|>1`$.

Similar arguments to those in \[2, Lemmas 1–3\] show the existence of the Whitehead automorphisms $`\gamma _1=\gamma _1(_1,x_1^1),\gamma _2=\gamma _2(_2,x_1^1)`$ such that

$$\gamma _1(U)=Ux_1^1\text{and}\gamma _2(U)=x_1U.$$
$`2`$
This, in particular, implies that $`U`$ is a cyclically reduced word; for otherwise the last letter of $`\gamma _1(U)`$ being $`x_1^1`$ would force the first letter of $`\gamma _1(U)`$ to be $`x_1`$, contrary to $`\gamma _1(U)=Ux_1^1`$. So the word

$$W_1(Ux_1^r)^sU^3x_1^rVx_1^rU^3(x_1^rU)^s$$

which we consider in Step A is reduced.

For $`y𝔛^{\pm 1}`$, $`\tau _y`$ denotes the inner automorphism of $`F_n`$ induced by $`y`$, i.e., $`\tau _y(x)=yxy^1`$ for all $`x𝔛`$, while $`\pi _y`$ denotes an endomorphism of $`F_n`$ such that $`\pi _y(y)=1`$ and $`\pi _y(x)=x`$ for all $`x𝔛^{\pm 1}\{y^{\pm 1}\}`$.

### Step A

Consider the word

$$W_1(Ux_1^r)^sU^3x_1^rVx_1^rU^3(x_1^rU)^s,$$

where $`r,s`$ are integers with $`s>|V|+6|U|+10,r>|V|+(2s+6)|U|+4s+8`$. Since $`\varphi `$ is primitivity preserving, the word $`W_1`$ is primitive in $`F_n`$. Then by the Lemma stated in the Introduction, there is a Whitehead automorphism $`\omega _1`$ of $`F_n`$ such that

$$\omega _1(W_1)<|W_1|.$$
$`3`$
Clearly $`\omega _1`$ has form $`(W2)`$ , so let $`\omega _1=\omega _1(𝒮_1,a)`$.

###### Claim 1

$`\omega _1(x_1)=x_1`$.

###### Demonstration Proof of Claim 1

If $`\omega _1(x_1)=x_1a`$ or $`a^1x_1`$, then there are $`r`$ new occurrences of $`a`$ in $`x_1^r`$, hence we have (for details of the following computation, see \[2, p. 95\]):

$$\begin{array}{cc}\hfill \omega _1(W_1)& s|U|+s(|x_1^r|+r)+3|U|+(|x_1^r|+r)+|V|+(|x_1^r|+r)+3|U|\hfill \\ & +s(|x_1^r|+r)+s|U|\{2|V|+2(2s+6)|U|+2(4s+8)\}\hfill \\ & >|W_1|,\hfill \end{array}$$
$`4`$
by the choice of $`r`$, contradicting $`(3)`$.

Now let $`\omega _1(x_1)=a^1x_1a`$. Then

$$\omega _1(W_1)=(\omega _1(U)a^1x_1^ra)^s\omega _1(U)^3a^1x_1^ra\omega _1(V)a^1x_1^ra\omega _1(U)^3(a^1x_1^ra\omega _1(U))^s.$$

Case (i): $`\overline{\omega _1(U)}`$ neither begins with $`a^1`$ nor ends with $`a`$. By the choice of $`U`$, we have $`\omega _1(U)|U|1`$; for if $`\omega _1(U)<|U|2`$, then the automorphism $`\tau _a\omega _1`$ of $`F_n`$ fixes $`x_1`$ and $`\tau _a\omega _1(U)<|U|`$, contradicting the choice of $`U`$; besides, if $`\omega _1(U)=|U|2`$, then since $`|a\overline{\omega _1(U)}a^1|=|U|`$, the word $`a\overline{\omega _1(U)}a^1`$ also has Whitehead automorphisms of $`F_n`$ with property $`(2)`$, but this contradicts the fact that the word $`a\overline{\omega _1(U)}a^1`$ is not cyclically reduced. Hence we have

$$(\omega _1(U)a^1x_1^ra)^s|(Ux_1^r)^s|+s\text{and}(a^1x_1^ra\omega _1(U))^s|(x_1^rU)^s|+s;$$

thus

$$\begin{array}{cc}\hfill \omega _1(W_1)& \{|(Ux_1^r)^s|+s\}+3|U|+|x_1^r|+|V|+|x_1^r|+3|U|+\{|(x_1^rU)^s|+s\}\hfill \\ & \{2|V|+12|U|+20\}\hfill \\ & >|W_1|,\hfill \end{array}$$
$`5`$
by the choice of $`s`$, contradicting $`(3)`$.

Case (ii): $`\overline{\omega _1(U)}`$ begins with $`a^1`$ but does not end with $`a`$, say, $`\overline{\omega _1(U)}a^1U^{}`$ (note that $`U^{}`$ cannot begin with $`x_1^{\pm 1}`$). By the choice of $`U`$, $`|U^{}||U|1`$; for if $`|U^{}|<|U|1`$ then the automorphism $`\tau _a\omega _1`$ fixes $`x_1`$ and $`\tau _a\omega _1(U)=|U^{}a^1|<|U|`$, contrary to the choice of $`U`$. Moreover, if $`|U^{}|>|U|1`$, then $`(\omega _1(U)a^1x_1^ra)^s|(Ux_1^r)^s|+s`$ and $`(a^1x_1^ra\omega _1(U))^s|(x_1^rU)^s|+s`$; hence as in $`(5)`$, we will get a contradiction to $`(3)`$. So let $`|U^{}|=|U|1`$. Then the automorphism $`\tau _a\omega _1`$ of $`F_n`$ fixes $`x_1`$ and $`\tau _a\omega _1(U)=|U|`$. Hence by the choice of $`V`$, $`\tau _a\omega _1(V)|V|`$, i.e., $`a\omega _1(V)a^1|V|`$. But then, from the following observation

$$\begin{array}{cc}\hfill \omega _1(W_1)& =\omega _1((Ux_1^r)^sU^3x_1^r)+a\omega _1(V)a^1+\omega _1(x_1^rU^3(x_1^rU)^s)2\hfill \\ & \omega _1((Ux_1^r)^sU^3x_1^r)+|V|+\omega _1(x_1^rU^3(x_1^rU)^s)2,\hfill \end{array}$$
$`6`$
we have $`\omega _1(W_1)|W_1|`$, contrary to $`(3)`$, because

$$\begin{array}{cc}\hfill \omega _1((Ux_1^r)^sU^3x_1^r)& =(a^1U^{}a^1x_1^ra)^s(a^1U^{})^3a^1x_1^ra\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|+(2s+2)\{2(s1)+2\}\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|+2,\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _1(x_1^rU^3(x_1^rU)^s)& =a^1x_1^ra(U_{}^{}{}_{}{}^{1}a)^3(a^1x_1^raa^1U^{})^s\hfill \\ & =|x_1^rU^3(x_1^rU)^s|+(2+2s)(2+2s)\hfill \\ & =|x_1^rU^3(x_1^rU)^s|.\hfill \end{array}$$

Case (iii): $`\overline{\omega _1(U)}`$ ends with $`a`$ but does not begin with $`a^1`$, say, $`\overline{\omega _1(U)}U^{}a`$ (note that $`U^{}`$ cannot end with $`x_1^{\pm 1}`$). The same reason as above enables us to assume $`|U^{}|=|U|1`$. We then have:

$$\begin{array}{cc}\hfill \omega _1((Ux_1^r)^sU^3x_1^r)& =(U^{}aa^1x_1^ra)^s(U^{}a)^3a^1x_1^ra\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|+(2s+2)(2s+2)\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|;\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _1(x_1^rU^3(x_1^rU)^s)& =a^1x_1^ra(a^1U_{}^{}{}_{}{}^{1})^3(a^1x_1^raU^{}a)^s\hfill \\ & =|x_1^rU^3(x_1^rU)^s|+(2+2s)\{2+2(s1)\}\hfill \\ & =|x_1^rU^3(x_1^rU)^s|+2.\hfill \end{array}$$

Then reasoning as above, we reach a contradiction to $`(3)`$.

Case (iv): $`\overline{\omega _1(U)}`$ both begins with $`a^1`$ and ends with $`a`$, say, $`\overline{\omega _1(U)}a^1U^{}a`$ (note that $`U^{}`$ is cyclically reduced and can neither begin nor end with $`x_1^{\pm 1}`$). By the choice of $`U`$, $`|U^{}||U|`$. However, if $`|U^{}|>|U|`$ then $`(\omega _1(U)a^1x_1^ra)^s|(Ux_1^r)^s|+s`$ and $`(a^1x_1^ra\omega _1(U))^s|(x_1^rU)^s|+s`$, so as in $`(5)`$, we will arrive at a contradiction to $`(3)`$. So let $`|U^{}|=|U|`$. Then we have:

$$\begin{array}{cc}\hfill \omega _1((Ux_1^r)^sU^3x_1^r)& =|a^1(U^{}x_1^r)^sU_{}^{}{}_{}{}^{3}x_1^ra|\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|+2;\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _1(x_1^rU^3(x_1^rU)^s)& =|a^1x_1^rU_{}^{}{}_{}{}^{3}(x_1^rU^{})^sa|\hfill \\ & =|x_1^rU^3(x_1^rU)^s|+2.\hfill \end{array}$$

Moreover, by the choice of $`V`$, $`a\omega _1(V)a^1|V|`$. It then follows from $`(6)`$ that $`\omega _1(W_1)|W_1|`$, contradicting $`(3)`$. This completes the proof of Claim 1. $`\mathrm{}`$

By Claim 1 together with the choice of $`U`$, we have $`\omega _1(U)|U|`$.

###### Claim 2

$`\omega _1(U)=|U|`$.

###### Demonstration Proof of Claim 2

By way of contradiction, suppose that $`\omega _1(U)>|U|`$. If $`(\omega _1(U)x_1^r)^s+(x_1^r\omega _1(U))^s>|(Ux_1^r)^s|+|(x_1^rU)^s|+2s`$, then as in $`(5)`$, we will have a contradiction to $`(3)`$. In order to avoid this contradiction, $`\overline{\omega _1(U)}`$ must have one of the forms $`U^{}x_1^{\pm 1}`$, $`x_1^{\pm 1}U^{}`$ or $`x_1^{\pm 1}U^{}x_1^1`$, where $`|U^{}|=|U|`$ and $`U^{}`$ neither begins nor ends with $`x_1^{\pm 1}`$; in any case, $`x_1\omega _1(V)x_1|V|+1`$ by the choice of $`V`$ together with the fact that there can be at most one cancellation in $`x_1\overline{\omega _1(V)}x_1`$. Now observe:

$$\begin{array}{cc}\hfill \omega _1(W_1)& =\omega _1((Ux_1^r)^sU^3x_1^r)+x_1\omega _1(V)x_1+\omega _1(x_1^rU^3(x_1^rU)^s)2\hfill \\ & \omega _1((Ux_1^r)^sU^3x_1^r)+|V|+\omega _1(x_1^rU^3(x_1^rU)^s)1.\hfill \end{array}$$
$`7`$
Case (i): $`\overline{\omega _1(U)}U^{}x_1`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _1((Ux_1^r)^sU^3x_1^r)& =(U^{}x_1x_1^r)^s(U^{}x_1)^3x_1^r\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|+(s+3),\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _1(x_1^rU^3(x_1^rU)^s)& =x_1^r(x_1^1U_{}^{}{}_{}{}^{1})^3(x_1^rU^{}x_1)^s\hfill \\ & =|x_1^rU^3(x_1^rU)^s|+(3+s)\{2+2(s1)\}\hfill \\ & =|x_1^rU^3(x_1^rU)^s|(s3),\hfill \end{array}$$

which yields by $`(7)`$ that $`\omega _1(W_1)|W_1|`$, contradicting $`(3)`$.

Case (ii): $`\overline{\omega _1(U)}U^{}x_1^1`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _1((Ux_1^r)^sU^3x_1^r)& =(U^{}x_1^1x_1^r)^s(U^{}x_1^1)^3x_1^r\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|+(s+3)(2s+2)\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|(s1),\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _1(x_1^rU^3(x_1^rU)^s)& =x_1^r(x_1U_{}^{}{}_{}{}^{1})^3(x_1^rU^{}x_1^1)^s\hfill \\ & =|x_1^rU^3(x_1^rU)^s|+(3+s);\hfill \end{array}$$

thus $`\omega _1(W_1)|W_1|`$ by $`(7)`$, contradicting $`(3)`$ as well.

Case (iii): $`\overline{\omega _1(U)}x_1U^{}`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _1((Ux_1^r)^sU^3x_1^r)& =(x_1U^{}x_1^r)^s(x_1U^{})^3x_1^r\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|+(s+3),\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _1(x_1^rU^3(x_1^rU)^s)& =x_1^r(U_{}^{}{}_{}{}^{1}x_1^1)^3(x_1^rx_1U^{})^s\hfill \\ & =|x_1^rU^3(x_1^rU)^s|+(3+s)2s\hfill \\ & =|x_1^rU^3(x_1^rU)^s|(s3);\hfill \end{array}$$

hence $`\omega _1(W_1)|W_1|`$ again by $`(7)`$, contradicting $`(3)`$.

Case (iv): $`\overline{\omega _1(U)}x_1^1U^{}`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _1((Ux_1^r)^sU^3x_1^r)& =(x_1^1U^{}x_1^r)^s(x_1^1U^{})^3x_1^r\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|+(s+3)\{2(s1)+2\}\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|(s3),\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _1(x_1^rU^3(x_1^rU)^s)& =x_1^r(U_{}^{}{}_{}{}^{1}x_1)^3(x_1^rx_1^1U^{})^s\hfill \\ & =|x_1^rU^3(x_1^rU)^s|+(3+s)2\hfill \\ & =|x_1^rU^3(x_1^rU)^s|+(s+1);\hfill \end{array}$$

thus $`\omega _1(W_1)|W_1|`$ by $`(7)`$, contrary to $`(3)`$.

Case (v): $`\overline{\omega _1(U)}x_1U^{}x_1^1`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _1((Ux_1^r)^sU^3x_1^r)& =(x_1U^{}x_1^1x_1^r)^s(x_1U^{}x_1^1)^3x_1^r\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|+(2s+6)(2s+4+2)\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|,\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _1(x_1^rU^3(x_1^rU)^s)& =x_1^r(x_1U_{}^{}{}_{}{}^{1}x_1^1)^3(x_1^rx_1U^{}x_1^1)^s\hfill \\ & =|x_1^rU^3(x_1^rU)^s|+(6+2s)(4+2s)\hfill \\ & =|x_1^rU^3(x_1^rU)^s|+2;\hfill \end{array}$$

hence $`\omega _1(W_1)|W_1|`$ by $`(7)`$, contradicting $`(3)`$.

Case (vi): $`\overline{\omega _1(U)}x_1^1U^{}x_1`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _1((Ux_1^r)^sU^3x_1^r)& =(x_1^1U^{}x_1x_1^r)^s(x_1^1U^{}x_1)^3x_1^r\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|+(2s+6)\{2(s1)+2+4\}\hfill \\ & =|(Ux_1^r)^sU^3x_1^r|+2,\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _1(x_1^rU^3(x_1^rU)^s)& =x_1^r(x_1^1U_{}^{}{}_{}{}^{1}x_1)^3(x_1^rx_1^1U^{}x_1)^s\hfill \\ & =|x_1^rU^3(x_1^rU)^s|+(6+2s)\{2+4+2+2(s1)\}\hfill \\ & =|x_1^rU^3(x_1^rU)^s|;\hfill \end{array}$$

thus $`(7)`$ implies that $`\omega _1(W_1)|W_1|`$, contrary to $`(3)`$.

The proof of Claim 2 is complete. $`\mathrm{}`$

Then by the choice of $`U`$, $`\overline{\omega _1(U)}`$ neither begins nor ends with $`x_1^{\pm 1}`$; besides, $`\overline{\omega _1(U)}`$ has Whitehead automorphisms with property $`(2)`$, implying that $`\overline{\omega _1(U)}`$ is cyclically reduced. Also, by the choice of $`V`$, $`\omega _1(V)|V|`$. In particular, if $`\overline{\omega _1(V)}`$ either begins or ends with $`x_1^{\pm 1}`$, then $`\omega _1(V)|V|+1`$; if $`\overline{\omega _1(V)}`$ both begins and ends with $`x_1^{\pm 1}`$, then $`\omega _1(V)|V|+2`$.

Now, since $`\omega _1(W_1)<|W_1|`$, there must be cancellations in the product $`x_1\overline{\omega _1(V)}x_1`$ in order that $`x_1\overline{\omega _1(V)}x_1<|x_1Vx_1|`$. This is possible only when either $`\overline{\omega _1(V)}V_1x_1^1`$ or $`\overline{\omega _1(V)}x_1^1V_1`$, where $`|V_1|=|V|`$. Hence, as our conclusion of Step A, we have the following two possibilities:

$`\text{(A1)}\omega _1(x_1)`$ $`=x_1,`$ $`\overline{\omega _1(U)}`$ $`U_1,`$ $`\overline{\omega _1(V)}`$ $`V_1x_1^1;`$
$`\text{(A2)}\omega _1(x_1)`$ $`=x_1,`$ $`\overline{\omega _1(U)}`$ $`U_1,`$ $`\overline{\omega _1(V)}`$ $`x_1^1V_1,`$
where $`|U_1|=|U|`$ and $`|V_1|=|V|`$.

If (A1) occurs, then the word $`VU`$ is reduced; for otherwise the last letter of $`\overline{\omega _1(V)}`$ being $`x_1^1`$ would force the first letter of $`\overline{\omega _1(U)}`$ to be $`x_1`$. Then in the next step, consider the reduced word

$$W_2(U^1x_1^r)^sU^3x_1^rVU^3x_1^r(Ux_1^r)^s,$$

where $`r,s`$ are integers with $`s>|V|+6|U|+10,r>|V|+(2s+6)|U|+4s+8`$.

On the other hand, if (A2) occurs, then the word $`UV`$ is reduced; then in the next step, consider the reduced word

$$W_2^{}(x_1^rU)^sx_1^rU^3Vx_1^rU^3(x_1^rU^1)^s,$$

where $`r,s`$ are integers with $`s>|V|+6|U|+10,r>|V|+(2s+6)|U|+4s+8`$.

### Step B

Suppose that (A1) occurs. We consider the word

$$W_2(U^1x_1^r)^sU^3x_1^rVU^3x_1^r(Ux_1^r)^s,$$

where $`r,s`$ are integers with $`s>|V|+6|U|+10,r>|V|+(2s+6)|U|+4s+8`$. Since $`\varphi `$ is primitivity preserving, the word $`W_2`$ is primitive in $`F_n`$; so by the Lemma, there is a Whitehead automorphism $`\omega _2=\omega _2(𝒮_2,b)`$ of $`F_n`$ such that

$$\omega _2(W_2)<|W_2|.$$
$`7`$
###### Claim 3

$`\omega _2(x_1)=x_1`$.

###### Demonstration Proof of Claim 3

For the same reason as in $`(4)`$, $`\omega _2(x_1)`$ cannot be of the form $`x_1b`$ or $`b^1x_1`$. So let $`\omega _2(x_1)=b^1x_1b`$. We have

$$\omega _2(W_2)=(\omega _2(U)^1b^1x_1^rb)^s\omega _2(U)^3b^1x_1^rb\omega _2(V)\omega _2(U)^3b^1x_1^rb(\omega _2(U)b^1x_1^rb)^s.$$

Case (i): $`\overline{\omega _2(U)}`$ neither begins with $`b^1`$ nor ends with $`b`$. Then by the same argument as with $`W_1`$ of this case, we arrive at a contradiction to $`(7)`$.

Case (ii): $`\overline{\omega _2(U)}`$ begins with $`b^1`$ but does not end with $`b`$, say, $`\overline{\omega _2(U)}b^1U^{}`$ ($`U^{}`$ cannot begin with $`x_1^{\pm 1}`$). Reasoning in the same way as with $`W_1`$ of this case enables us to assume $`|U^{}|=|U|1`$. Then $`b\omega _2(V)b^1=\tau _b\omega _2(V)|V|`$ by the choice of $`V`$; moreover

$$\begin{array}{cc}\hfill \omega _2((U^1x_1^r)^sU^3x_1^r)& =(U_{}^{}{}_{}{}^{1}bb^1x_1^rb)^s(U_{}^{}{}_{}{}^{1}b)^3b^1x_1^rb\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|+(2s+2)(2s+2)\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|,\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _2(U^3x_1^r(Ux_1^r)^s)& =(b^1U^{})^3b^1x_1^rb(b^1U^{}b^1x_1^rb)^s\hfill \\ & =|U^3x_1^r(Ux_1^r)^s|+(2+2s)\{2+2(s1)\}\hfill \\ & =|U^3x_1^r(Ux_1^r)^s|+2.\hfill \end{array}$$

It then follows from an observation similar to $`(6)`$ that $`\omega _2(W_2)|W_2|`$, contradicting $`(7)`$.

Case (iii): $`\overline{\omega _2(U)}`$ ends with $`b`$ but does not begin with $`b^1`$, say, $`\overline{\omega _2(U)}U^{}b`$ ($`U^{}`$ cannot end with $`x_1^{\pm 1}`$). In this case as well, we may assume $`|U^{}|=|U|1`$. Then by the choice of $`V`$, $`\omega _2(V)|V|2`$. In particular, if $`\overline{\omega _2(V)}`$ begins with $`b^1`$, then $`\omega _2(V)\tau _b\omega _2(V)|V|`$. So $`b\omega _2(V)|V|1`$. Since all cancellations in $`\omega _2(W_2)`$ have the form $`b^{\pm 1}b^11`$, there can be no cancellation in $`\overline{\omega _2(V)}U^{}b`$. In addition, we have

$$\begin{array}{cc}\hfill \omega _2((U^1x_1^r)^sU^3x_1^r)& =(b^1U_{}^{}{}_{}{}^{1}b^1x_1^rb)^s(b^1U_{}^{}{}_{}{}^{1})^3b^1x_1^rb\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|+(2s+2)\{2(s1)+2\}\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|+2,\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _2(U^3x_1^r(Ux_1^r)^s)& =(U^{}b)^3b^1x_1^rb(U^{}bb^1x_1^rb)^s\hfill \\ & =|U^3x_1^r(Ux_1^r)^s|+(2+2s)(2+2s)\hfill \\ & =|U^3x_1^r(Ux_1^r)^s|.\hfill \end{array}$$

Therefore,

$$\begin{array}{cc}\hfill \omega _2(W_2)& =\omega _2((U^1x_1^r)^sU^3x_1^r)+b\omega _2(V)+\omega _2(U^3x_1^r(Ux_1^r)^s)1\hfill \\ & \omega _2((U^1x_1^r)^sU^3x_1^r)+|V|+\omega _2(U^3x_1^r(Ux_1^r)^s)2\hfill \\ & |W_2|,\hfill \end{array}$$

contradicting $`(7)`$.

Case (iv): $`\overline{\omega _2(U)}`$ both begins with $`b^1`$ and ends with $`b`$, say, $`\overline{\omega _2(U)}b^1U^{}b`$ ($`U^{}`$ is cyclically reduced and can neither begin nor end with $`x_1^{\pm 1}`$). As with $`W_1`$ of this case, we arrive at a contradiction to $`(7)`$. This completes the proof of Claim 3. $`\mathrm{}`$

Now, Claim 3 together with the choice of $`U`$ implies $`\omega _2(U)|U|`$.

###### Claim 4

$`\omega _2(U)=|U|`$.

###### Demonstration Proof of Claim 4

By way of contradiction, suppose that $`\omega _2(U)>|U|`$. Reasoning in the same way as with $`W_1`$, $`\overline{\omega _2(U)}`$ must have one of the forms $`U^{}x_1^{\pm 1}`$, $`x_1^{\pm 1}U^{}`$ or $`x_1^{\pm 1}U^{}x_1^1`$, where $`|U^{}|=|U|`$ and $`U^{}`$ neither begins nor ends with $`x_1^{\pm 1}`$; in any case, we see from the choice of $`V`$ that

$$\omega _2(W_2)\omega _2((U^1x_1^r)^sU^3x_1^r)+|V|+\omega _2(U^3x_1^r(Ux_1^r)^s)2.$$
$`8`$
Case (i): $`\overline{\omega _2(U)}U^{}x_1`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _2((U^1x_1^r)^sU^3x_1^r)& =(x_1^1U_{}^{}{}_{}{}^{1}x_1^r)^s(x_1^1U_{}^{}{}_{}{}^{1})^3x_1^r\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|+(s+3),\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _2(U^3x_1^r(Ux_1^r)^s)& =(U^{}x_1)^3x_1^r(U^{}x_1x_1^r)^s\hfill \\ & =|U^3x_1^r(Ux_1^r)^s|+(3+s)(2+2s)\hfill \\ & =|U^3x_1^r(Ux_1^r)^s|(s1).\hfill \end{array}$$

This yields by $`(8)`$ that $`\omega _2(W_2)|W_2|`$, contradicting $`(7)`$.

Case (ii): $`\overline{\omega _2(U)}U^{}x_1^1`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _2((U^1x_1^r)^sU^3x_1^r)& =(x_1U_{}^{}{}_{}{}^{1}x_1^r)^s(x_1U_{}^{}{}_{}{}^{1})^3x_1^r\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|+(s+3)\{2(s1)+2\}\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|(s3),\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _2(U^3x_1^r(Ux_1^r)^s)& =(U^{}x_1^1)^3x_1^r(U^{}x_1^1x_1^r)^s\hfill \\ & =|U^3x_1^r(Ux_1^r)^s|+(3+s).\hfill \end{array}$$

Again by $`(8)`$ $`\omega _2(W_2)|W_2|`$, contradicting $`(7)`$.

Case (iii): $`\overline{\omega _2(U)}x_1U^{}`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _2((U^1x_1^r)^sU^3x_1^r)& =(U_{}^{}{}_{}{}^{1}x_1^1x_1^r)^s(U_{}^{}{}_{}{}^{1}x_1^1)^3x_1^r\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|+(s+3)2\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|+(s+1),\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _2(U^3x_1^r(Ux_1^r)^s)& =(x_1U^{})^3x_1^r(x_1U^{}x_1^r)^s\hfill \\ & =|U^3x_1^r(Ux_1^r)^s|+(3+s)\{2+2(s1)\}\hfill \\ & =|U^3x_1^r(Ux_1^r)^s|(s3),\hfill \end{array}$$

which yields by $`(8)`$ that $`\omega _2(W_2)|W_2|`$, contrary to $`(7)`$.

Case (iv): $`\overline{\omega _2(U)}x_1^1U^{}`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _2((U^1x_1^r)^sU^3x_1^r)& =(U_{}^{}{}_{}{}^{1}x_1x_1^r)^s(U_{}^{}{}_{}{}^{1}x_1)^3x_1^r\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|+(s+3)2s,\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|(s3),\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _2(U^3x_1^r(Ux_1^r)^s)& =(x_1^1U^{})^3x_1^r(x_1^1U^{}x_1^r)^s\hfill \\ & =|U^3x_1^r(Ux_1^r)^s|+(3+s);\hfill \end{array}$$

thus by $`(8)`$ $`\omega _2(W_2)|W_2|`$, contrary to $`(7)`$.

Case (v): $`\overline{\omega _2(U)}x_1U^{}x_1^1`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _2((U^1x_1^r)^sU^3x_1^r)& =(x_1U_{}^{}{}_{}{}^{1}x_1^1x_1^r)^s(x_1U_{}^{}{}_{}{}^{1}x_1^1)^3x_1^r\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|+(2s+6)\{2(s1)+2+4+2\}\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|,\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _2(U^3x_1^r(Ux_1^r)^s)& =(x_1U^{}x_1^1)^3x_1^r(x_1U^{}x_1^1x_1^r)^s\hfill \\ & =|U^3x_1^r(Ux_1^r)^s|+(6+2s)\{4+2+2(s1)\}\hfill \\ & =|U^3x_1^r(Ux_1^r)^s|+2;\hfill \end{array}$$

hence $`(8)`$ implies that $`\omega _2(W_2)|W_2|`$, contrary to $`(7)`$.

Case (vi): $`\overline{\omega _2(U)}x_1^1U^{}x_1`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _2((U^1x_1^r)^sU^3x_1^r)& =(x_1^1U_{}^{}{}_{}{}^{1}x_1x_1^r)^s(x_1^1U_{}^{}{}_{}{}^{1}x_1)^3x_1^r\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|+(2s+6)(2s+4)\hfill \\ & =|(U^1x_1^r)^sU^3x_1^r|+2,\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _2(U^3x_1^r(Ux_1^r)^s)& =(x_1^1U^{}x_1)^3x_1^r(x_1^1U^{}x_1x_1^r)^s\hfill \\ & =|U^3x_1^r(Ux_1^r)^s|+(6+2s)(4+2+2s)\hfill \\ & =|U^3x_1^r(Ux_1^r)^s|;\hfill \end{array}$$

thus $`\omega _2(W_2)|W_2|`$ by $`(8)`$, contradicting $`(7)`$.

The proof of Claim 4 is complete. $`\mathrm{}`$

Then $`\overline{\omega _2(U)}`$ is cyclically reduced and neither begins nor ends with $`x_1^{\pm 1}`$. Since $`\omega _2(W_2)<|W_2|`$, there must be cancellations in the product $`x_1\overline{\omega _2(V)}\overline{\omega _2(U)}`$ in order that $`x_1\overline{\omega _2(V)}\overline{\omega _2(U)}<|x_1VU|`$. Here, since $`\overline{\omega _2(U)}`$ does not begin with $`x_1^1`$, there is precisely one cancellation in the product $`x_1\overline{\omega _2(V)}\overline{\omega _2(U)}`$. If the cancellation occurs in the product $`x_1\overline{\omega _2(V)}`$, then the only possibility is $`\overline{\omega _2(V)}x_1^1V_2`$, where $`|V_2|=|V|`$; on the other hand, if the cancellation occurs in the product $`\overline{\omega _2(V)}\overline{\omega _2(U)}`$, then the only possibility is that $`\overline{\omega _2(V)}V_3a`$ and $`\overline{\omega _2(U)}a^1U_3`$, where $`|V|1|V_3||V|`$, $`|U_3|=|U|1`$ and $`ax_1^{\pm 1}`$.

Similarly repeating Step B for $`W_2^{}`$ if (A2) occurs, we conclude that either $`\overline{\omega _2^{}(V)}V_2^{}x_1^1`$ or $`\overline{\omega _2^{}(V)}b^1V_3^{}`$, where $`\omega _2^{}(W_2^{})<|W_2^{}|`$, $`|V_2^{}|=|V|`$, $`|V|1|V_3^{}||V|`$ and $`b`$ is the last letter of $`\overline{\omega _2^{}(U)}`$. Consequently Step B gives us the following four possibilities:

$`\text{(B1)}\text{(A1)},\omega _2(x_1)`$ $`=x_1,`$ $`\overline{\omega _2(U)}`$ $`U_2,`$ $`\overline{\omega _2(V)}`$ $`x_1^1V_2;`$
$`\text{(B2)}\text{(A1)},\omega _2(x_1)`$ $`=x_1,`$ $`\overline{\omega _2(U)}`$ $`a^1U_3,`$ $`\overline{\omega _2(V)}`$ $`V_3a;`$
$`\text{(B3)}\text{(A2)},\omega _2^{}(x_1)`$ $`=x_1,`$ $`\overline{\omega _2^{}(U)}`$ $`U_2^{},`$ $`\overline{\omega _2^{}(V)}`$ $`V_2^{}x_1^1;`$
$`\text{(B4)}\text{(A2)},\omega _2^{}(x_1)`$ $`=x_1,`$ $`\overline{\omega _2^{}(U)}`$ $`U_3^{}b,`$ $`\overline{\omega _2^{}(V)}`$ $`b^1V_3^{},`$
where $`|U_2|=|U_2^{}|=|U|`$, $`|V_2|=|V_2^{}|=|V|`$, $`|U_3|=|U_3^{}|=|U|1`$, $`|V|1|V_3|,|V_3^{}||V|`$ and $`a,bx_1^{\pm 1}`$.

If (B1) occurs, then the word $`UV`$ is reduced; so the word $`UVU`$ is reduced, since the word $`VU`$ is already reduced by (A1). Also, if (B3) occurs, then the word $`VU`$ is reduced; so the word $`UVU`$ is reduced by (A2). Hence if (B1) or (B3) occurs, then in the next step, consider the reduced word

$$W_3(x_1^rU)^sx_1^rU^3VU^3x_1^r(U^1x_1^r)^s,$$

where $`r,s`$ are integers with $`s>|V|+6|U|+10,r>|V|+(2s+6)|U|+4s+8`$.

### Step C

Suppose that either (B1) or (B3) occurs. We consider the word

$$W_3(x_1^rU)^sx_1^rU^3VU^3x_1^r(U^1x_1^r)^s,$$

where $`r,s`$ are integers with $`s>|V|+6|U|+10,r>|V|+(2s+6)|U|+4s+8`$. The word $`W_3`$ is primitive in $`F_n`$; so by the Lemma, there is a Whitehead automorphism $`\omega _3=\omega _3(𝒮_3,c)`$ of $`F_n`$ such that

$$\omega _3(W_3)<|W_3|.$$
$`9`$
###### Claim 5

$`\omega _3(x_1)=x_1`$.

###### Demonstration Proof of Claim 5

For the same reason as in $`(4)`$, $`\omega _3(x_1)`$ cannot be of the form $`x_1c`$ or $`c^1x_1`$. Then let $`\omega _3(x_1)=c^1x_1c`$. We have

$$\omega _3(W_3)=(c^1x_1^rc\omega _3(U))^sc^1x_1^rc\omega _3(U)^3\omega _3(V)\omega _3(U)^3c^1x_1^rc(\omega _3(U)^1c^1x_1^rc)^s.$$

Case (i): $`\overline{\omega _3(U)}`$ neither begins with $`c^1`$ nor ends with $`c`$; then by the same argument as with $`W_1`$ of this case, we get a contradiction to $`(9)`$.

Case (ii): $`\overline{\omega _3(U)}`$ begins with $`c^1`$ but does not end with $`c`$, say, $`\overline{\omega _3(U)}c^1U^{}`$ ($`U^{}`$ cannot begin with $`x_1^{\pm 1}`$). Reasoning in the same way as with $`W_1`$ of this case, we may assume $`|U^{}|=|U|1`$. Then by the choice of $`V`$, $`\omega _3(V)|V|2`$. In particular, if $`\overline{\omega _3(V)}`$ ends with $`c`$, then $`\omega _3(V)\tau _c\omega _3(V)|V|`$. So $`\omega _3(V)c^1|V|1`$. Since there can be no cancellation in $`c^1U^{}\overline{\omega _3(V)}`$, we have:

$$\begin{array}{cc}\hfill \omega _3(W_3)& =\omega _3((x_1^rU)^sx_1^rU^3)+\omega _3(V)c^1+\omega _3(U^3x_1^r(U^1x_1^r)^s)1\hfill \\ & \omega _3((x_1^rU)^sx_1^rU^3)+|V|+\omega _3(U^3x_1^r(U^1x_1^r)^s)2.\hfill \end{array}$$
$`10`$
Here, we see:

$$\begin{array}{cc}\hfill \omega _3((x_1^rU)^sx_1^rU^3)& =(c^1x_1^rcc^1U^{})^sc^1x_1^rc(c^1U^{})^3\hfill \\ & =|(x_1^rU)^sx_1^rU^3|+(2s+2)(2s+2)\hfill \\ & =|(x_1^rU)^sx_1^rU^3|,\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _3(U^3x_1^r(U^1x_1^r)^s)& =(c^1U^{})^3c^1x_1^rc(U_{}^{}{}_{}{}^{1}cc^1x_1^rc)^s\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|+(2+2s)2s\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|+2,\hfill \end{array}$$

yielding $`\omega _3(W_3)|W_3|`$ by $`(10)`$, contrary to $`(9)`$.

Case (iii): $`\overline{\omega _3(U)}`$ ends with $`c`$ but does not begin with $`c^1`$, say, $`\overline{\omega _3(U)}U^{}c`$ ($`U^{}`$ cannot end with $`x_1^{\pm 1}`$). In this case as well, we may assume $`|U^{}|=|U|1`$. As above, $`c\omega _3(V)|V|1`$ and there can be no cancellation in $`\omega _3(V)U^{}c`$. Moreover, we have:

$$\begin{array}{cc}\hfill \omega _3((x_1^rU)^sx_1^rU^3)& =(c^1x_1^rcU^{}c)^sc^1x_1^rc(U^{}c)^3\hfill \\ & =|(x_1^rU)^sx_1^rU^3|+(2s+2)\{2(s1)+2\}\hfill \\ & =|(x_1^rU)^sx_1^rU^3|+2,\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _3(U^3x_1^r(U^1x_1^r)^s)& =(U^{}c)^3c^1x_1^rc(c^1U_{}^{}{}_{}{}^{1}c^1x_1^rc)^s\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|+(2+2s)\{2+2+2(s1)\}\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|;\hfill \end{array}$$

so that $`\omega _3(W_3)|W_3|`$ by an observation similar to $`(10)`$, contradicting $`(9)`$.

Case (iv): $`\overline{\omega _3(U)}`$ both begins with $`c^1`$ and ends with $`c`$, say, $`\overline{\omega _3(U)}c^1U^{}c`$ ($`U^{}`$ is cyclically reduced and can neither begin nor end with $`x_1^{\pm 1}`$). Then as with $`W_1`$ of this case, we reach a contradiction to $`(9)`$. This completes the proof of Claim 5. $`\mathrm{}`$

Claim 5 implies by the choice of $`U`$ that $`\omega _3(U)|U|`$.

###### Claim 6

$`\omega _3(U)=|U|`$.

###### Demonstration Proof of Claim 6

Suppose on the contrary that $`\omega _3(U)>|U|`$. Reasoning as with $`W_1`$, $`\overline{\omega _3(U)}`$ must have one of the forms $`U^{}x_1^{\pm 1}`$, $`x_1^{\pm 1}U^{}`$ or $`x_1^{\pm 1}U^{}x_1^1`$, where $`|U^{}|=|U|`$ and $`U^{}`$ neither begins nor ends with $`x_1^{\pm 1}`$; in any case, it follows from the choice of $`V`$ that

$$\omega _3(W_3)\omega _3((x_1^rU)^sx_1^rU^3)+|V|+\omega _3(U^3x_1^r(U^1x_1^r)^s)2.$$
$`11`$
Case (i): $`\overline{\omega _3(U)}U^{}x_1`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _3((x_1^rU)^sx_1^rU^3)& =(x_1^rU^{}x_1)^sx_1^r(U^{}x_1)^3\hfill \\ & =|(x_1^rU)^sx_1^rU^3|+(s+3),\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _3(U^3x_1^r(U^1x_1^r)^s)& =(U^{}x_1)^3x_1^r(x_1^1U_{}^{}{}_{}{}^{1}x_1^r)^s\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|+(3+s)\{2+2(s1)\}\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|(s3).\hfill \end{array}$$

This yields by $`(11)`$ that $`\omega _3(W_3)|W_3|`$, contradicting $`(9)`$.

Case (ii): $`\overline{\omega _3(U)}U^{}x_1^1`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _3((x_1^rU)^sx_1^rU^3)& =(x_1^rU^{}x_1^1)^sx_1^r(U^{}x_1^1)^3\hfill \\ & =|(x_1^rU)^sx_1^rU^3|+(s+3)\{2(s1)+2\}\hfill \\ & =|(x_1^rU)^sx_1^rU^3|(s3),\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _3(U^3x_1^r(U^1x_1^r)^s)& =(U^{}x_1^1)^3x_1^r(x_1U_{}^{}{}_{}{}^{1}x_1^r)^s\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|+(3+s)2\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|+(s+1);\hfill \end{array}$$

hence $`\omega _3(W_3)|W_3|`$ by $`(11)`$, contradicting $`(9)`$ as well.

Case (iii): $`\overline{\omega _3(U)}x_1U^{}`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _3((x_1^rU)^sx_1^rU^3)& =(x_1^rx_1U^{})^sx_1^r(x_1U^{})^3\hfill \\ & =|(x_1^rU)^sx_1^rU^3|+(s+3),\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _3(U^3x_1^r(U^1x_1^r)^s)& =(x_1U^{})^3x_1^r(U_{}^{}{}_{}{}^{1}x_1^1x_1^r)^s\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|+(3+s)2s\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|(s3),\hfill \end{array}$$

which implies by $`(11)`$ that $`\omega _3(W_3)|W_3|`$, contrary to $`(9)`$.

Case (iv): $`\overline{\omega _3(U)}x_1^1U^{}`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _3((x_1^rU)^sx_1^rU^3)& =(x_1^rx_1^1U^{})^sx_1^r(x_1^1U^{})^3\hfill \\ & =|(x_1^rU)^sx_1^rU^3|+(s+3)(2s+2)\hfill \\ & =|(x_1^rU)^sx_1^rU^3|(s1),\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _3(U^3x_1^r(U^1x_1^r)^s)& =(x_1^1U^{})^3x_1^r(U_{}^{}{}_{}{}^{1}x_1x_1^r)^s\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|+(3+s);\hfill \end{array}$$

thus by $`(11)`$ $`\omega _3(W_3)|W_3|`$, contrary to $`(9)`$.

Case (v): $`\overline{\omega _3(U)}x_1U^{}x_1^1`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _3((x_1^rU)^sx_1^rU^3)& =(x_1^rx_1U^{}x_1^1)^sx_1^r(x_1U^{}x_1^1)^3\hfill \\ & =|(x_1^rU)^sx_1^rU^3|+(2s+6)\{2(s1)+2+4\}\hfill \\ & =|(x_1^rU)^sx_1^rU^3|+2,\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _3(U^3x_1^r(U^1x_1^r)^s)& =(x_1U^{}x_1^1)^3x_1^r(x_1U_{}^{}{}_{}{}^{1}x_1^1x_1^r)^s\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|+(6+2s)(4+2+2s)\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|;\hfill \end{array}$$

hence by $`(11)`$ $`\omega _3(W_3)|W_3|`$, contrary to $`(9)`$.

Case (vi): $`\overline{\omega _3(U)}x_1^1U^{}x_1`$ with $`|U^{}|=|U|`$; then

$$\begin{array}{cc}\hfill \omega _3((x_1^rU)^sx_1^rU^3)& =(x_1^rx_1^1U^{}x_1)^sx_1^r(x_1^1U^{}x_1)^3\hfill \\ & =|(x_1^rU)^sx_1^rU^3|+(2s+6)(2s+2+4)\hfill \\ & =|(x_1^rU)^sx_1^rU^3|,\hfill \end{array}$$

$$\begin{array}{cc}\hfill \omega _3(U^3x_1^r(U^1x_1^r)^s)& =(x_1^1U^{}x_1)^3x_1^r(x_1^1U_{}^{}{}_{}{}^{1}x_1x_1^r)^s\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|+(6+2s)\{4+2+2(s1)\}\hfill \\ & =|U^3x_1^r(U^1x_1^r)^s|+2;\hfill \end{array}$$

thus $`(11)`$ implies that $`\omega _3(W_3)|W_3|`$, contradicting $`(9)`$.

The proof of Claim 6 is complete. $`\mathrm{}`$

Then $`\overline{\omega _3(U)}`$ is cyclically reduced and neither begins nor ends with $`x_1^{\pm 1}`$. Since $`\omega _3(W_3)<|W_3|`$, there must be cancellations in the product $`\overline{\omega _3(U)}\overline{\omega _3(V)}\overline{\omega _3(U)}`$ so that $`\overline{\omega _3(U)}\overline{\omega _3(V)}\overline{\omega _3(U)}<|UVU|`$. Here, since $`\overline{\omega _3(U)}`$ is cyclically reduced, there is exactly one cancellation in the product $`\overline{\omega _3(U)}\overline{\omega _3(V)}\overline{\omega _3(U)}`$. If the cancellation occurs in the product $`\overline{\omega _3(U)}\overline{\omega _3(V)}`$, then the only possibility is that $`\overline{\omega _3(U)}U_4c`$ and $`\overline{\omega _3(V)}c^1V_4`$, where $`|U_4|=|U|1`$, $`|V|1|V_4||V|`$ and $`cx_1^{\pm 1}`$; while if the cancellation occurs in the product $`\overline{\omega _3(V)}\overline{\omega _3(U)}`$, then the only possibility is that $`\overline{\omega _3(U)}d^1U_4^{}`$ and $`\overline{\omega _3(V)}V_4^{}d`$, where $`|U_4^{}|=|U|1`$, $`|V|1|V_4^{}||V|`$ and $`dx_1^{\pm 1}`$. Consequently, Step C provides us with the following four possibilities:

$`\text{(C1)}\text{(B1)},\omega _3(x_1)`$ $`=x_1,`$ $`\overline{\omega _3(U)}`$ $`U_4c,`$ $`\overline{\omega _3(V)}`$ $`c^1V_4;`$
$`\text{(C2)}\text{(B1)},\omega _3(x_1)`$ $`=x_1,`$ $`\overline{\omega _3(U)}`$ $`d^1U_4^{},`$ $`\overline{\omega _3(V)}`$ $`V_4^{}d;`$
$`\text{(C3)}\text{(B3)},\omega _3(x_1)`$ $`=x_1,`$ $`\overline{\omega _3(U)}`$ $`U_4c,`$ $`\overline{\omega _3(V)}`$ $`c^1V_4;`$
$`\text{(C4)}\text{(B3)},\omega _3(x_1)`$ $`=x_1,`$ $`\overline{\omega _3(U)}`$ $`d^1U_4^{},`$ $`\overline{\omega _3(V)}`$ $`V_4^{}d,`$
where $`|U_4|=|U_4^{}|=|U|1`$, $`|V|1|V_4|,|V_4^{}||V|`$ and $`c,dx_1^{\pm 1}`$.

### Step D

Combining the results of Steps A, B and C proves the existence of a pair $`(\alpha =\alpha (𝒫,x_1^1),\beta =\beta (𝒬,e))`$ or $`(\alpha ^{}=\alpha ^{}(𝒫^{},x_1),\beta ^{}=\beta ^{}(𝒬^{},e^{}))`$ of Whitehead automorphisms of $`F_n`$ such that

(D1) $`\alpha (x_1)=x_1,`$ $`\overline{\alpha (U)}`$ $`U_5,`$ $`\overline{\alpha (V)}`$ $`V_5x_1^1,`$
$`\beta (x_1)=x_1,`$ $`\overline{\beta (U)}`$ $`e^1U_6,`$ $`\overline{\beta (V)}`$ $`V_6e;`$
(D2) $`\alpha ^{}(x_1)=x_1,`$ $`\overline{\alpha ^{}(U)}`$ $`U_5^{},`$ $`\overline{\alpha ^{}(V)}`$ $`x_1^1V_5^{},`$
$`\beta ^{}(x_1)=x_1,`$ $`\overline{\beta ^{}(U)}`$ $`U_6^{}e^{},`$ $`\overline{\beta ^{}(V)}`$ $`e_{}^{}{}_{}{}^{1}V_6^{},`$
where $`|U_5|=|U_5^{}|=|U|`$, $`|V_5|=|V_5^{}|=|V|`$, $`|U_6|=|U_6^{}|=|U|1`$, $`|V|1|V_6|,|V_6^{}||V|`$ and $`e,e^{}x_1^{\pm 1}`$.

### Step E

Let us write indices as follows: $`U_7U`$, $`V_7V`$, $`\alpha _7=\alpha `$, $`\alpha _7^{}=\alpha ^{}`$, and

$$\begin{array}{cc}& U_8\alpha _7(U_7)\text{and}V_8\overline{\alpha _7(V_7)x_1}\text{provided (D1) occurs for}U,V;\hfill \\ & U_8\alpha _7^{}(U_7)\text{and}V_8\overline{x_1\alpha _7^{}(V_7)}\text{provided (D2) occurs for}U,V.\hfill \end{array}$$

It is easy to see that the words $`U_8`$ and $`V_8`$ have the same properties as $`U`$ and $`V`$ do, respectively; hence there exists a pair $`(\alpha _8,\beta _8)`$ or $`(\alpha _8^{},\beta _8^{})`$ of Whitehead automorphisms of $`F_n`$ that correspond to (D1) or (D2), respectively, relative to the words $`U_8`$ and $`V_8`$. Then let us put

$$\begin{array}{cc}& U_9\alpha _8(U_8)\text{and}V_9\overline{\alpha _8(V_8)x_1}\text{provided (D1) occurs for}U_8,V_8;\hfill \\ & U_9\alpha _8^{}(U_8)\text{and}V_9\overline{x_1\alpha _8^{}(V_8)}\text{provided (D2) occurs for}U_8,V_8.\hfill \end{array}$$

Continue this process until we get the sequences

$$\stackrel{~}{\alpha }_7,\stackrel{~}{\alpha }_8,\mathrm{},\stackrel{~}{\alpha }_l\text{and}(U_7,V_7),(U_8,V_8),\mathrm{},(U_l,V_l),$$

where $`\stackrel{~}{\alpha }_j=\alpha _j`$ or $`\alpha _j^{}`$ and $`l>6+(2n)^{|U|+|V|}`$. We then notice that there is a repetition in the second sequence, say,

$$(U_{k_1},V_{k_1})=(U_{k_2},V_{k_2})$$

with $`k_1<k_2`$.

Put $`\stackrel{~}{\alpha }(k_2,k_1)=\stackrel{~}{\alpha }_{k_21}\stackrel{~}{\alpha }_{k_22}\mathrm{}\stackrel{~}{\alpha }_{k_1}`$; then

$$\stackrel{~}{\alpha }(k_2,k_1)(x_1)=x_1,\stackrel{~}{\alpha }(k_2,k_1)(U_{k_1})=U_{k_1}\text{and}\stackrel{~}{\alpha }(k_2,k_1)(V_{k_1})=x_1^{m_1}V_{k_1}x_1^{m_2},$$
$`12`$
where $`m_1,m_20`$ and $`m_1+m_2=k_2k_1`$. If $`m_1=0`$, then $`(12)`$ implies that there is a Whitehead automorphism $`\delta _1=\delta _1(𝒫_1,x_1^1)`$ such that $`\delta _1(U_{k_1})=U_{k_1}`$ and $`\delta _1(V_{k_1})=V_{k_1}x_1^1`$; if $`m_2=0`$, then again by $`(12)`$, there is a Whitehead automorphism $`\delta _2=\delta _2(𝒫_2,x_1)`$ such that $`\delta _2(U_{k_1})=U_{k_1}`$ and $`\delta _2(V_{k_1})=x_1^1V_{k_1}.`$ Now let both $`m_1,m_20`$. In view of $`(12)`$, there exist two Whitehead automorphisms $`\delta _1^{}=\delta _1^{}(𝒫_1^{},x_1^1)`$ and $`\delta _2^{}=\delta _2^{}(𝒫_2^{},x_1)`$ such that $`\delta _2^{}\delta _1^{}(U_{k_1})=U_{k_1}`$ and $`\delta _2^{}\delta _1^{}(V_{k_1})=x_1^1V_{k_1}x_1^1`$. Here, we may assume $`𝒫_1^{}𝒫_2^{}=\mathrm{}`$. It then follows that $`\delta _1^{}(U_{k_1})=U_{k_1}`$, $`\delta _2^{}(U_{k_1})=U_{k_1}`$, $`\delta _1^{}(V_{k_1})=V_{k_1}x_1^1`$ and $`\delta _2^{}(V_{k_1})=x_1^1V_{k_1}`$. Hence, if the words $`U_{k_1}`$ and $`V_{k_1}`$ have a pair $`(\alpha _{k_1},\beta _{k_1})`$ of Whitehead automorphisms of type (D1), then we may assume that $`\alpha _{k_1}`$ is such that

$$\alpha _{k_1}(x_1)=x_1,\alpha _{k_1}(U_{k_1})=U_{k_1}\text{and}\alpha _{k_1}(V_{k_1})=V_{k_1}x_1^1;$$

if the words $`U_{k_1}`$ and $`V_{k_1}`$ have a pair $`(\alpha _{k_1}^{},\beta _{k_1}^{})`$ of Whitehead automorphisms of type (D2), then we may assume that $`\alpha _{k_1}^{}`$ is such that

$$\alpha _{k_1}^{}(x_1)=x_1,\alpha _{k_1}^{}(U_{k_1})=U_{k_1}\text{and}\alpha _{k_1}^{}(V_{k_1})=x_1^1V_{k_1}.$$

Since $`\mathrm{\Phi }_{x_1}(U)=\mathrm{\Phi }_{x_1}(U_{k_1})`$ and $`\mathrm{\Phi }_{x_1}(V)=\mathrm{\Phi }_{x_1}(V_{k_1})`$, where $`\mathrm{\Phi }_{x_1}(Y)`$ is the generalized Whitehead graph of $`(Y,x_1)`$, we can finally assume that in (D1),

$$\alpha (x_1)=x_1,\alpha (U)=U\text{and}\alpha (V)=Vx_1^1,$$

and that in (D2),

$$\alpha ^{}(x_1)=x_1,\alpha ^{}(U)=U\text{and}\alpha ^{}(V)=x_1^1V.$$

Consequently, Step E enables us to refine upon the result of Step D as follows: There exists a pair $`(\alpha =\alpha (𝒫,x_1^1),\beta =\beta (𝒬,e))`$ or $`(\alpha ^{}=\alpha ^{}(𝒫^{},x_1),\beta ^{}=\beta ^{}(𝒬^{},e^{}))`$ of Whitehead automorphisms of $`F_n`$ such that

(E1) $`\alpha (x_1)=x_1,`$ $`\overline{\alpha (U)}`$ $`U,`$ $`\overline{\alpha (V)}`$ $`Vx_1^1,`$
$`\beta (x_1)=x_1,`$ $`\overline{\beta (U)}`$ $`e^1U_6,`$ $`\overline{\beta (V)}`$ $`V_6e;`$
(E2) $`\alpha ^{}(x_1)=x_1,`$ $`\overline{\alpha ^{}(U)}`$ $`U,`$ $`\overline{\alpha ^{}(V)}`$ $`x_1^1V,`$
$`\beta ^{}(x_1)=x_1,`$ $`\overline{\beta ^{}(U)}`$ $`U_6^{}e^{},`$ $`\overline{\beta ^{}(V)}`$ $`e_{}^{}{}_{}{}^{1}V_6^{},`$
where $`|U_6|=|U_6^{}|=|U|1`$, $`|V|1|V_6|,|V_6^{}||V|`$ and $`e,e^{}x_1^{\pm 1}`$.

### Step F

Suppose that the words $`U`$ and $`V`$ have a pair $`(\alpha ,\beta )`$ of Whitehead automorphisms of type (E1) (the case (E2) is similar). Let $`y`$ and $`z`$ be the first and the last letter of the word $`U`$, respectively. Recall that $`\beta =\beta (𝒬,e)`$ with $`ex_1^{\pm 1}`$. Obviously both $`x_1`$, $`x_1^1𝒬`$, because $`\beta (x_1)=x_1`$. Then let us define

$$\begin{array}{cc}\hfill 𝒯_1=\{b𝒬\mathrm{\Phi }(U)|& \text{there exists a path}p_b=by^1\text{of length}0\text{in}\mathrm{\Phi }(U)\hfill \\ & \text{that connects}b\text{with}y^1\text{and does not pass through}x_1^{\pm 1}\};\hfill \\ \hfill 𝒯_2=[𝒬\mathrm{\Phi }(U)]𝒯_1,\end{array}$$

where $`\mathrm{\Phi }(U)`$ is the standard Whitehead graph of $`U`$.

Consider the Whitehead automorphisms

$$\eta _1=\eta _1(𝒯_1\{e\},e)\text{and}\eta _2=\eta _2(𝒯_2\{e\},e).$$

If $`e𝒯_1`$, then it is not hard to see that $`\eta _1(U)>|U|`$. It then follows from the observation

$$|U|=\beta (U)=\eta _1(U)+\eta _2(U)|U|$$
$`13`$
that $`\eta _2(U)<|U|`$, contrary to the choice of $`U`$ (note $`\eta _2(x_1)=x_1`$ because $`x_1^{\pm 1}𝒯_2𝒬`$). So the vertex $`e`$ has to be inside $`𝒯_1`$, i.e.,

$$e𝒯_1.$$

###### Claim 7

$`𝒯_2=\mathrm{}`$.

###### Demonstration Proof of Claim 7

Suppose on the contrary that $`𝒯_2\mathrm{}`$. Then since $`e𝒯_1`$, i.e., $`e𝒯_2`$, $`\eta _2(U)|U|`$. Here, if $`\eta _2(U)>|U|`$, then $`\eta _1(U)<|U|`$ by $`(13)`$. This contradicts the choice of $`U`$. Hence $`\eta _2(U)=|U|`$; this can happen only when

$$𝒯_2=\underset{f𝒯_2}{}C_e(f,U)\text{and}z𝒯_2,$$

where $`C_e(f,U)`$ is the connected component of $`\mathrm{\Phi }_e(U)`$ containing $`f`$.

Here, assume that $`C_e(f,U)C(f,U)`$ for some $`f𝒯_2`$, where $`C(f,U)`$ is the connected component of $`\mathrm{\Phi }(U)`$ containing $`f`$. This is possible only when $`e`$ or $`e^1C(f,U)`$. If $`eC(f,U)`$, then there exists a path $`r_f=fe`$ of length $`0`$ in $`\mathrm{\Phi }(U)`$ which connects $`f`$ with $`e`$. Since $`x_1^{\pm 1}C_e(f,U)𝒯_2𝒬`$, the path $`r_f`$ does not pass through $`x_1^{\pm 1}`$. But then, since $`e𝒯_1`$, such a vertex $`f`$ must belong to $`𝒯_1`$, contrary to $`f𝒯_2`$. Hence we must have $`eC(f,U)`$ and $`e^1C(f,U)`$. This implies that $`C_e(f,U)`$ contains at least one of the adjacent vertices of $`e`$ in $`\mathrm{\Phi }(U)`$, say, $`g`$. Of course $`gx_1^{\pm 1}`$, because $`x_1^{\pm 1}C_e(f,U)𝒯_2𝒬`$. But then, by the definition of $`𝒯_1`$, we have $`g𝒯_1`$, which contradicts $`gC_e(f,U)𝒯_2`$. So it is proved that

$$C_e(f,U)=C(f,U)\text{for all}f𝒯_2.$$

Now choose an arbitrary $`C(f,U)=C_e(f,U)`$ which is contained in $`𝒯_2`$. Assume that there is a vertex, say, $`b`$, in $`C(f,U)`$ such that $`bC(f,U)`$ but $`b^1C(f,U)`$. Then for the Whitehead automorphism

$$\epsilon =\epsilon (C(f,U),b),$$

we have $`\epsilon (x_1)=x_1`$, because $`x_1^{\pm 1}C(f,U)𝒯_2𝒬`$. Furthermore, we see from $`y^1,zC(f,U)𝒯_2`$ that $`\epsilon (U)=\pi _b(U)<|U|`$ (recall that $`\pi _b`$ removes all $`b^{\pm 1}`$’s). This contradicts the choice of $`U`$. Thus if $`bC(f,U)`$, then $`b^1`$ also has to occur in $`C(f,U)`$, which forces us to have $`C(f,U)=\mathrm{\Phi }(U)`$, so that $`eC(f,U)`$, contrary to $`eC_e(f,U)=C(f,U)`$. This completes the proof of Claim 7. $`\mathrm{}`$

Now, let $`v`$ be the last letter of the word $`V`$. We consider two cases.

###### Case I

$`v^{\pm 1}`$ occurs only once (at the end) in the word $`V`$.

Put $`VV^{}tv`$. If $`v^{\pm 1}\mathrm{\Phi }(U)`$, then the Whitehead automorphism

$$\zeta =\zeta (\{v^1,t\},t)$$

fixes $`x_1`$ and $`U`$, but $`\zeta (V)=|V^{}v|=|V|1`$. This contradicts the choice of $`V`$. So $`v^{\pm 1}`$ must occur in $`\mathrm{\Phi }(U)`$. Besides, it follows from $`\overline{\beta (V)}V_6e`$ that $`v𝒬`$; hence $`v𝒬\mathrm{\Phi }(U)`$. Since $`𝒯_2=\mathrm{}`$, $`v𝒯_1`$. This implies that $`y^1C_{x_1}(v,U)`$, contrary to the existence of a Whitehead automorphism $`\alpha `$ having the properties in (E1). Case I is complete.

###### Case II

$`v^{\pm 1}`$ occurs more than once in the word $`V`$.

Let us define

$$\begin{array}{cc}\hfill _1=\{d𝒬\mathrm{\Phi }(V)|& \text{there exists a path}q_d=dv\text{of length}0\text{in}\mathrm{\Phi }(V)\hfill \\ & \text{that connects}d\text{with}v\text{and does not pass through}x_1^{\pm 1}\};\hfill \\ \hfill _2=[𝒬\mathrm{\Phi }(V)]_1.\end{array}$$

If $`e_1`$, then clearly $`eC_{x_1}(v,V)`$. Also, it follows from $`e𝒯_1`$ that $`y^1C_{x_1}(e,U)`$. Combining these facts gives us a contradiction to the existence of a Whitehead automorphism $`\alpha `$ with the properties in (E1); this contradiction enables us to have

$$e_1.$$

Recall that $`\overline{\beta (V)}V_6e`$. We treat two subcases separately.

###### Case II.1

$`V_6V`$.

Consider the Whitehead automorphisms

$$\rho _1=\rho _1(_1\{e\},e)\text{and}\rho _2=\rho _2(_2\{e\},e).$$

Since $`e_1`$ and $`V_6V`$, we see that $`\rho _1(V)|V|+2`$. It then follows from the observation

$$|V|+1\beta (V)=\rho _1(V)+\rho _2(V)|V|$$

that $`\rho _2(V)<|V|`$. Here, assume that $`_1\mathrm{\Phi }(U)=\mathrm{}`$, and consider the Whitehead automorphism

$$\sigma =\sigma (𝒯_1_2,e).$$

Since $`_1\mathrm{\Phi }(U)=\mathrm{}`$, $`_1(𝒯_1_2)=\mathrm{}`$. Also since $`𝒯_2=\mathrm{}`$, $`𝒬\mathrm{\Phi }(U)=𝒯_1𝒯_1_2`$. Thus we have $`\sigma (U)=\beta (U)`$ and $`\sigma (V)=\rho _2(V)`$, so that $`\sigma (U)=|U|`$ and $`\sigma (V)<|V|`$, contrary to the choice of $`V`$ (note $`\sigma (x_1)=x_1`$ because $`x_1^{\pm 1}𝒯_1_2𝒬`$). So we must have $`_1\mathrm{\Phi }(U)\mathrm{}`$, say, $`h_1\mathrm{\Phi }(U)=_1𝒯_1`$. But then we have $`hC_{x_1}(v,V)`$ and $`y^1C_{x_1}(h,U)`$, contradicting the existence of a Whitehead automorphism $`\alpha `$ having the properties in (E1). Case II.1 is complete.

###### Case II.2

$`V_6=V`$.

This can happen only when

$$𝒬\mathrm{\Phi }(V)=\underset{k𝒬\mathrm{\Phi }(V)}{}C_e(k,V).$$
$`14`$
It then follows that $`C_e(v,V)𝒬\mathrm{\Phi }(V)`$, because $`v𝒬\mathrm{\Phi }(V)`$.

###### Case II.2.1

$`C_e(v,V)\mathrm{\Phi }(U)\mathrm{}`$ .

In this case, we have from $`𝒬\mathrm{\Phi }(U)=𝒯_1`$ that $`C_e(v,V)𝒯_1\mathrm{}`$. If $`C_e(v,V)=C(v,V)`$, then since $`x_1^{\pm 1}C_e(v,V)𝒬`$, we have $`C_e(v,V)=C(v,V)=C_{x_1}(v,V)`$, so that $`C_{x_1}(v,V)𝒯_1\mathrm{}`$. But this yields a contradiction to the existence of a Whitehead automorphism $`\alpha `$ with the properties in (E1). Thus,

$$C_e(v,V)C(v,V).$$

It then follows that $`e`$ or $`e^1C(v,V)`$. If $`eC(v,V)`$, then there exists a path $`q_e=ev`$ of length $`0`$ in $`\mathrm{\Phi }(V)`$ which connects $`e`$ with $`v`$. Since $`x_1^{\pm 1}C_e(v,V)𝒬`$, the path $`q_e`$ does not pass through $`x_1^{\pm 1}`$. But then, by the definition of $`_1`$, $`e_1`$, contrary to $`e_1`$. Hence, we must have

$$eC(v,V)\text{and}e^1C(v,V).$$
$`15`$
Define

$$𝒦_1=C_e(v,V)_1\text{and}𝒦_2=C_e(v,V)_2.$$

In order to avoid a contradiction to the properties of $`\alpha `$ in (E1), we must have $`𝒦_1𝒯_1_1𝒯_1=\mathrm{}`$. Here, consider the Whitehead automorphisms

$$\mu _1=\mu _1(𝒦_1\{e\},e),\mu _2=\mu _2(𝒦_2\{e\},e)\text{and}\mu _3=\mu _3((_1_2𝒯_1)𝒦_1,e).$$

In view of $`(15)`$ and the definition of $`𝒦_1`$, we see that $`\mu _1(V)|V|+2`$; hence it follows from the observation

$$|V|+1=|Ve|=\mu _1(V)+\mu _2(V)|V|$$
$`16`$
that $`\mu _2(V)<|V|`$. Since $`𝒦_1𝒯_1=\mathrm{}`$, we have $`𝒬\mathrm{\Phi }(U)=𝒯_1[(_1_2𝒯_1)𝒦_1]𝒬`$; thus $`\mu _3(U)=\beta (U)`$. Also, in view of $`(14)`$ and the definitions of $`𝒦_1`$ and $`𝒦_2`$, we can observe that $`\mu _3(V)=\mu _2(V)`$, contrary to the choice of $`V`$ (note $`\mu _3(x_1)=x_1`$ because $`x_1^{\pm 1}[(_1_2𝒯_1)𝒦_1]𝒬`$). Case II.2.1 is complete.

###### Case II.2.2

$`C_e(v,V)\mathrm{\Phi }(U)=\mathrm{}\text{and}C_e(v,V)=C(v,V)`$.

Let $`u`$ be the first letter of the word $`V`$. Then

$$u^1C(v,V)=C_e(v,V);$$

for if $`u^1C(v,V)`$ then it would follow from $`x_1^{\pm 1}C(v,V)=C_e(v,V)𝒬`$ that $`u^1C(v,V)=C_{x_1}(v,V)`$, contradicting $`\alpha (V)=Vx_1^1`$ in (E1).

If $`C(v,V)`$ has a vertex of degree 1 that is different from $`v`$, say, $`w`$, then the Whitehead automorphism

$$\nu _1=\nu _1(\{w,c\},c),$$

where $`c`$ is the adjacent vertex of $`w`$ in $`\mathrm{\Phi }(V)`$ (here $`c`$ cannot be $`w^1`$), fixes $`x_1`$ and $`U`$ (because $`w\mathrm{\Phi }(U)`$ by the hypothesis of this case). But $`\nu _1(V)|V|1<|V|`$. This contradicts the choice of $`V`$, so every vertex in $`C(v,V)`$ different from $`v`$ must have degree at least 2. This means that if $`kC(v,V)`$ then the sum of occurrences of $`k`$ and $`k^1`$ in $`V`$ must be at least two.

Now assume that there is a vertex, say, $`d`$, in $`C(v,V)`$ such that $`dC(v,V)`$ but $`d^1C(v,V)`$. Then since $`x_1^{\pm 1}C(v,V)=C_e(v,V)𝒬`$, for the Whitehead automorphism

$$\nu _2=\nu _2(C(v,V),d),$$

we have $`\nu _2(x_1)=x_1`$. Also since $`C(v,V)\mathrm{\Phi }(U)=C_e(v,V)\mathrm{\Phi }(U)=\mathrm{}`$ by the hypothesis of this case, $`\nu _2(U)=U`$. Furthermore, we see that if $`dv`$ then $`\nu _2(V)=\pi _d(V)d`$ (recall that $`u^1C(v,V)`$); whereas if $`d=v`$ then $`\nu _2(V)=\pi _d(V)`$. Since $`d^{\pm 1}`$ occurs at least twice in $`V`$, $`\pi _d(V)|V|2`$; hence $`\nu _2(V)<|V|`$. This contradicts the choice of $`V`$. Thus if $`dC(v,V)`$, then $`d^1`$ also has to occur in $`C(v,V)`$. This yields that $`C(v,V)=\mathrm{\Phi }(V)`$, contradicting $`u^1C(v,V)`$. This completes Case II.2.2.

###### Case II.2.3

$`C_e(v,V)\mathrm{\Phi }(U)=\mathrm{}\text{and}C_e(v,V)C(v,V)`$.

Since $`C_e(v,V)C(v,V)`$, we have, for the same reason as in obtaining $`(15)`$, that

$$eC(v,V)\text{and}e^1C(v,V).$$
$`17`$
Define

$$_1=C_e(v,V)_1\text{and}_2=C_e(v,V)_2,$$

and consider the Whitehead automorphisms

$$\xi _1=\xi _1(_1\{e\},e)\text{and}\xi _2=\xi _2(_2\{e\},e).$$

By $`(17)`$ and the definition of $`_1`$, we see that $`\xi _1(V)|V|+2`$. Then it follows from an observation similar to $`(16)`$ that $`\xi _2(V)<|V|`$. Also, since $`x_1^{\pm 1}_2C_e(v,V)𝒬`$ and $`_2\mathrm{\Phi }(U)C_e(v,V)\mathrm{\Phi }(U)=\mathrm{}`$ by the hypothesis of this case, we have $`\xi _2(x_1)=x_1`$ and $`\xi _2(U)=U`$. A contradiction to the choice of $`V`$ completes Case II.2.3.

The proof of the Theorem is now completed. $`\mathrm{}`$

## Acknowledgements

The author is greatly indebted to Professor S. V. Ivanov at the University of Illinois at Urbana-Champaign for his valuable advice and kind encouragement. She also thanks the referee for many helpful comments and suggestions.

## References


text:
# Derivative expansions of the non-equilibrium effective action

## I introduction

Many situations of interest in Particle Physics and Cosmology are close to thermal equilibrium with fields which have slowly varying ensemble averages. Two examples in the early universe are where the time evolution is due to the expansion of the universe or the slow change of an inflaton field. In is important in such situations to understand both how dissipation affects the dynamics and how the how the dynamics, in turn, reacts back on the thermal ensemble.

In quantum field theory, the behaviour of ensemble averages can be usefully encoded in an effective action. For systems in thermal equilibrium an imaginary time formulation is usually used , but this is only appropriate for slowly varying spatial fields . For systems that are not in thermal equilibrium, the effective action can be introduced within the closed time path formalism invented by Schwinger which allows ensemble averages to evolve in time . The relativistic formulation  allows a full account of the dynamics of nonlinear quantum fields and thermal fluctuations.

The case of slowly varying ensemble averages lends itself to a derivative expansion of the effective action. Terms that are linear in time derivatives are responsible for dissipative effects, where the short wavelength modes behave as a thermal bath damping the long wavelength average. Early work was done on this problem by Hosoya et al. , who were studying the problem of reheating in the inflationary universe. The first derivative terms in the closed time path formalism have been studied for a self-interacting scalar field by Gleiser et al . Higher order derivative terms have been obtained by Das and Hot , although they restricted themselves to terms quadratic in the fields. Berera et al.  have further examined the first derivative terms and done some preliminary work on higher derivative terms. Their work has been largely stimulated by the warm inflationary scenario, where the evolution of the inflaton field is damped by thermal interactions .

The first problem in a derivative expansion is that free field theory is not a good place to begin. This is because a non-interacting system has no way to re-establish thermal equilibrium after an external disturbance, and so successive disturbances will drive the system further and further from equilibrium. This problem could be avoided by considering only a small time interval , but the prefered method is to begin with an equilibrium theory with a dressed propagator which damps down the effects of the external forces . A new justification of this approach based on the effective action will be given in appendix A.

We shall see that the propagator has a simple representation in terms of a proper time kernel. Unlike the zero temperature case, the kernel is nonvanishing in both forwards and backwards proper time directions. The use of the proper time kernel simplifies the derivative expansion of the effective action.

Application of the derivative expansion to a scalar field coupled to a heat bath confirms that the derivative expansion is an expansion in powers of $`\gamma ^1_t`$, where $`\gamma `$ characterises the damping effects of the particles in the heat bath. Resummation of the derivative expansion is possible in the case that the second and higher derivatives of the averaged field vanish. The results indicate that the resummation introduces logarithmic terms in the high temperature limit.

In an attempt to understand the necessity for including damping terms in the derivative expansion the formalism is applied to Quantum Electrodynamics in section V. Dissipative effects at non-zero temperatures are well known physical phenomena. Constant electric fields, for example, drive currents through the plasma. These can be calculated from the nonequilibrium effective action. The current can also be estimated by elementary Drude theory and demonstrates how the damping is related to collisions between accellerated electrons and thermal electrons or photons.

The quantum field theory conventions used are those of Weinberg , in which $`\mathrm{}=c=1`$, the metric signature is $`+++`$ and the Feynman propagator is $`(k^2+m^2iϵ)^1`$.

## II Closed time paths

The closed time path formalism provides a definition of Green functions and the effective action of a nonequilibrium quantum system. The path integral version used here follows Calzetta and Hu .

At the initial time $`t_i`$ the probability distribution of the quantum field is given by a density matrix $`\rho [\varphi _1,\varphi _2]`$. The generating functional is then defined by a path integral over the two fields $`\varphi _1`$ and $`\varphi _2`$ which are given the same values at the final time $`t_f`$,

$$Z[J_1,J_2]=𝑑\mu [\varphi _1]𝑑\mu [\varphi _2]\rho [\varphi _1,\varphi _2]e^{iS[\varphi _1]+i{\scriptscriptstyle J_1\varphi _1}iS^{}[\varphi _2]i{\scriptscriptstyle J_2\varphi _2}}$$
(1)
where $`S[\varphi ]`$ is the classical action and two sources $`J_1`$ and $`J_2`$ have been introduced. The generating functional has an important symmetry,

$$Z[J_1,J_2]=Z[J_2,J_1]^{}$$
(2)
and, with suitable normalisation, $`Z[J,J]=1`$.

The generating functional is practically the same as any generating functional for two scalar fields except for the special boundary conditions. This similarity can be made more explicit by introducing a metric $`c_{ab}=\text{diag}(1,1)`$, then $`J^2=J_2`$. The effective action is therefore

$$\mathrm{\Gamma }[\varphi ]=i\mathrm{log}ZJ^a\varphi _a$$
(3)
where contracted indices $`a`$ indicate an integral over $`x`$  and $`J^a`$ is the solution to

$$\varphi _a=\frac{\delta Z}{\delta J^a}.$$
(4)
As usual,

$$\frac{\delta \mathrm{\Gamma }}{\delta \varphi _a}=J^a$$
(5)
The ensemble average $`\varphi _c`$ is defined by $`\varphi _c=\varphi _1=\varphi _2`$, which occurs when $`J_1=J_2`$.

The effective action can be approximated in various ways. A modified version of the one loop approximation will be used here, where $`\mathrm{\Gamma }S+W`$ and

$$W=\frac{1}{/}2\mathrm{log}det\left(1+\mathrm{\Sigma }G_D\right).$$
(6)
$`\mathrm{\Sigma }`$ contains $`\varphi `$ dependent mass insertions and $`G_D`$ is the equilibrium ($`J_a=0`$) propagator. Specifically,

$$\mathrm{\Sigma }^{ab}=\frac{\delta ^2S_I}{\delta \varphi _a\delta \varphi _b}$$
(7)
where $`S_I`$ contains the interaction terms in the action and (in momentum space)

$$(G_D^1)^a{}_{b}{}^{}=(k^2+m_0^2)\delta ^a{}_{b}{}^{}+\mathrm{\Sigma }_0{}_{}{}^{a}_b$$
(8)
where $`\mathrm{\Sigma }_0`$ is the sum of equilibrium self-energy corrections to the propagator.

Using dressed propagators avoids divergent terms arising in the derivative expansion . In particular, it is the dissipation introduced by the mass correction $`\mathrm{\Sigma }_0`$ which balances the effect of the external sources. A derivation of the corrected one loop approximation (6) is given in appendix A.

Some general statements can be made about the form of the equilibrium propagator $`G`$. It will be useful to review these properties of $`G`$ in order to introduce some matrix notation which will be used in subsequent sections.

The propagator can be obtained from the generating functional by

$$G_{ab}(x,x^{})=i\frac{\delta ^2Z}{\delta J^a(x)\delta J^b(x^{})}|_{J_a=0}.$$
(9)
The symmetry (2) of the generating functional implies (for bosons)

$`G_{11}(x,x^{})=G_{11}(x^{},x)=G_{22}(x,x^{})^{}=G_{22}(x^{},x)^{}`$ (10)
$`G_{12}(x,x^{})=G_{21}(x^{},x)=G_{12}(x^{},x)^{}.`$ (11)
Furthermore, there are two physical conditions. Causality implies (see ),

$$G_{11}+G_{22}+G_{12}+G_{21}=0$$
(12)
Thermal equilibrium imposes periodicity in the imaginary time direction,

$$G_{21}(𝐱,t,𝐱^{},t^{})=G_{12}(𝐱,t+i\beta ,𝐱^{},t^{})$$
(13)
Fermion propagators are antiperiodic.

The symmetry and the causality conditions reduce the number of independent functions needed to describe the propagator. For example, it is possible to write the propagator in terms of functions $`G^>(x,x^{})`$ and $`G^<(x,x^{})`$ ,

$`G_{11}(x,x^{})`$ $`=`$ $`+\theta (tt^{})G^>(x,x^{})+\theta (t^{}t)G^<(x,x^{})`$ (14)
$`G_{12}(x,x^{})`$ $`=`$ $`\theta (tt^{})G^>(x,x^{})^{}+\theta (t^{}t)G^<(x,x^{})`$ (15)
$`G_{21}(x,x^{})`$ $`=`$ $`+\theta (tt^{})G^>(x,x^{})\theta (t^{}t)G^<(x,x^{})^{}`$ (16)
$`G_{22}(x,x^{})`$ $`=`$ $`\theta (tt^{})G^>(x,x^{})^{}\theta (t^{}t)G^<(x,x^{})^{}`$ (17)
where $`G^>(x,x^{})=G^<(x^{},x)`$.

In thermal equilibrium, the propagator can also be expressed in terms of the spectral function

$$\rho =iG_{21}iG_{12}.$$
(18)
In momentum space, the symmetries of the propagator imply that it takes the form

$$G^a{}_{b}{}^{}=\frac{1}{/}2\sigma \delta ^a{}_{b}{}^{}+\frac{i}{/}2N^a{}_{b}{}^{}ϵ\rho $$
(19)
where $`\sigma =G_{11}G_{22}`$ and $`ϵ(\omega )`$ is the sign function. The periodicity in imaginary time gives

$$N^a{}_{b}{}^{}=\left(\begin{array}{cc}1\pm 2f& 2f\\ 2(1\pm f)& (1\pm 2f)\end{array}\right)ϵ,f(\omega )=\frac{1}{e^{\beta \omega }1}$$
(20)
with the upper signs for bosons and the lower signs for fermions. Two important properties of the matrix $`N`$ are $`N^2=1`$ and $`N^a{}_{b}{}^{}(\omega )=N_b{}_{}{}^{a}(\omega )`$.

The general form of the propagator can now be compared with the dressed propagator (8). We see immediately that the self energy must have the matrix form

$$\mathrm{\Sigma }_0{}_{}{}^{a}{}_{b}{}^{}=\delta m^2(k)\delta ^a{}_{b}{}^{}i\gamma (k)N^a_b$$
(21)
where $`\delta m^2`$ and $`\gamma `$ are real functions. If we set $`m^2=m_0^2+\delta m^2`$, then

$$(G_D^1)^a{}_{b}{}^{}=(k^2+m^2)\delta ^a{}_{b}{}^{}i\gamma N^a_b$$
(22)
Imposing $`G_D^1G_D=1`$ enables us to deduce that

$`\rho `$ $`=`$ $`i(k^2+m^2+iϵ\gamma )^1i(k^2+m^2iϵ\gamma )^1`$ (23)
$`\sigma `$ $`=`$ $`(k^2+m^2i\gamma )^1+(k^2+m^2+i\gamma )^1`$ (24)
The poles of the spectral function $`\rho `$ occur when $`\omega =\pm \omega _k\pm i\mathrm{\Gamma }`$, where $`\omega _k=(|𝐤|^2+m^2)^{1/2}`$ and

$$\gamma (k)=2\omega ϵ(\omega )\mathrm{\Gamma }(k)$$
(25)
The function $`\mathrm{\Gamma }(k)`$ can be interpreted as a decay width.

The propagator is often written in a hybrid form which depends on spatial momentum and time . The inverse transform can be evaluated by using equations (19), (20) and (23), then for $`t>0`$,

$$G^>(𝐤,t)=\frac{i}{2\omega _k}\left(f(\omega _k+i\mathrm{\Gamma })e^{i(\omega _k+i\mathrm{\Gamma })t}+(1+f(\omega _ki\mathrm{\Gamma }))e^{i(\omega _ki\mathrm{\Gamma })t}\right)$$
(26)
This is a very unwieldy expression to integrate, especially when there two or more propagators involved in a perturbative diagram. An alternative method for evaluating integrals of propagators is given in the next section.

## III The proper time kernel

A new idea will now be introduced to simplify manipulations involving the propagator. This is the introduction of a proper time kernel, related to the kernel which was introduced into zero temperature field theory by Schwinger . It is also related to the use Feymann parameters for the evaluation of Feynman diagrams.

The proper time kernel $`K_{ab}(x,x^{},\tau )`$ is a $`2\times 2`$ matrix, although the matrix indices will not be written out explicitly. For convenience in switching between configuration and momentum space the bra and ket notation will be used and the kernel regarded as an operator $`K(\tau )`$. It satisfies a Schrödinger equation,

$$i_\tau K=\mathrm{\Delta }K+i\delta (\tau )$$
(27)
where $`\mathrm{\Delta }G=1`$. The proper time kernel generates the propagator by

$$G(x,x^{})=i_{\mathrm{}}^{\mathrm{}}𝑑\tau x^{}|K(\tau )|x$$
(28)
Unlike at zero temperature, the proper time integral covers past and future values.

For the dressed propagator $`G_D`$, the momentum space version of $`\mathrm{\Delta }=\mathrm{\Delta }_D`$ is given by equation (22). There is a unique kernel which satisfies (27) and for which the integral (28) converges,

$$K_D=\frac{1}{/}2\left(N+ϵ(\tau )\right)e^{i\mathrm{\Delta }_D\tau }$$
(29)
In momentum space,

$$K_D(k,\tau )=Ae^{i(k^2+m^2)\tau }$$
(30)
where,

$$A=\frac{1}{/}2\left(N+ϵ(\tau )\right)e^{\gamma |\tau |}$$
(31)
The matrix $`N`$ was given by equation (20) in terms of the distribution function $`f`$.

It is instructive to examine the behaviour of the kernel at the inverse temperature $`\beta \mathrm{}`$. One finds

$$A\left(\begin{array}{cc}\theta (\tau )e^{\gamma \tau }& 0\\ 0& \theta (\tau )e^{\gamma \tau }\end{array}\right).$$
(32)
where $`\theta (\tau )`$ is a step fuction. When substituted into (28) one recovers the Feynman and Dyson propagators at zero temperature, with a $`i\gamma `$ in the places where you would normally place the $`iϵ`$.

The non-eqilibrium proper time kernel for the operator $`\mathrm{\Delta }=\mathrm{\Delta }_D+\mathrm{\Sigma }`$ can be obtained by perturbation theory. The usual expressions involving time ordered products cannot be used because of the acausal nature of the propagator. Instead, it is helpful to define the convolution product for functions of $`\tau `$,

$$fg=_{\mathrm{}}^{\mathrm{}}𝑑\tau ^{}f(\tau \tau ^{})g(\tau ^{}).$$
(33)
The kernel satisfies an integral equation

$$K=K_DiK_D\mathrm{\Sigma }K.$$
(34)
The solution to the integral equation is

$$K=K_D(1+i\mathrm{\Sigma }K_D)^1$$
(35)
where repeated use of the convolution product is used in the expansion of the inverse. The nonequilibrium propagator can be recovered from (28), which allows us to write the corrected one loop effective action (6) as

$$W=\frac{i}{2}_{\mathrm{}}^{\mathrm{}}𝑑\tau \mathrm{tr}\mathrm{log}\left(1+i\mathrm{\Sigma }K_D\right).$$
(36)
If the logarithm is expanded it is possible to use the composition property $`K_DK_D=\tau K_D`$ and the cyclic symmetries of convolutions to write this in a form resembling Schwinger’s zero temperature result,

$$W=\frac{i}{2}_{\mathrm{}}^{\mathrm{}}𝑑\tau \tau ^1\mathrm{tr}K+\text{constant}.$$
(37)
The one loop divergences show up at small values of $`\tau `$, but the proper time approach is especially well suited to trouble-free analytic regularisation schemes .

To derive the derivative expansion of the effective action we suppose that $`x^{}|\mathrm{\Sigma }|x=\mathrm{\Sigma }(x)\delta (xx^{})`$. The full expression for a term $`(\mathrm{\Sigma }K_D)^n`$ in a momentum space basis is

$$k^{}|(\mathrm{\Sigma }K_D)^n|k=(i)^n\mathrm{\Sigma }(i_k)K_D\mathrm{}\mathrm{\Sigma }(i_k)K_D\delta (kk^{})$$
(38)
where $`K_DK_D(k,\tau )`$ on the right hand side. In configuration space,

$$x|(\mathrm{\Sigma }K_D)^n|x=(i)^n\frac{d^4k}{(2\pi )^4}\mathrm{\Sigma }(x+i_k)K_D\mathrm{}\mathrm{\Sigma }(x+i_k)K_D$$
(39)
The derivative expansion is obtained from a Taylor expasion about $`\mathrm{\Sigma }(x)`$. However, we first introduce the expression (30) for $`K_D`$. If we take $`m^2`$ to be independent of $`k`$ it is possible to move the exponential factors around to leave,

$$x|(\mathrm{\Sigma }K_D)^n|x=(i)^n\frac{d^4k}{(2\pi )^4}e^{im^2\tau ik^2\tau /2}\left(\mathrm{\Sigma }(x+\delta )A\mathrm{}\mathrm{\Sigma }(x+\delta )A\right)e^{ik^2\tau /2}$$
(40)
where the $`\delta `$ in the $`j`$’th position along the convolution product is the operator

$$\delta (\tau _j)=i_k+2k\tau _jk\tau $$
(41)
It is convenient to adopt the notation

$$\mathrm{}=\frac{d^4k}{(2\pi )^4}\mathrm{tr}e^{ik^2\tau /2}\mathrm{}e^{ik^2\tau /2},$$
(42)
then the one loop action can be written in a compact form

$$W=\frac{i}{2}d^4x_{\mathrm{}}^{\mathrm{}}𝑑\tau e^{im^2\tau }\mathrm{log}\left(1+i\mathrm{\Sigma }(x+\delta )A\right)$$
(43)
where the terms expand to the full expressions (40).

A useful property of the one loop action is that the mass can be shifted by an arbirary function $`X(x)`$,

$$W=\frac{i}{2}d^4x_{\mathrm{}}^{\mathrm{}}𝑑\tau e^{i(m^2+X)\tau }\mathrm{log}\left(1+i(\mathrm{\Sigma }(x+\delta )X)A\right).$$
(44)
This follows from the properties of the proper time kernel.

The effective field equations are obtained by differentiating the effective action. The one loop contribution is therefore

$$\frac{\delta W}{\delta \varphi _a}=\frac{1}{2}_{\mathrm{}}^{\mathrm{}}𝑑\tau e^{im^2\tau }\frac{\mathrm{\Sigma }}{\varphi _a}A\left(1+i\mathrm{\Sigma }(x+\delta )A\right)^1$$
(45)
With the physical condition $`\varphi =\varphi _1=\varphi _2`$, the function $`\mathrm{\Sigma }`$ is related to the interaction Lagrangian $`_I(\varphi )`$,

$$\mathrm{\Sigma }^a{}_{b}{}^{}=\frac{\delta ^2S_I}{\delta \varphi _a\delta \varphi ^b}=X\delta ^a{}_{b}{}^{},X=\frac{^2_I}{\varphi ^2}$$
(46)
and we use the shifting property (31) to get the main result of this section

$$\frac{\delta W}{\delta \varphi _1}=\frac{1}{2}\frac{^3_I}{\varphi ^3}_{\mathrm{}}^{\mathrm{}}𝑑\tau e^{iM^2\tau }\frac{1}{/}2\sigma _3A\left(1+i\left(M^2(x+\delta )M^2(x)\right)A\right)^1$$
(47)
where $`M^2=m^2+X`$ and $`\sigma _3=\text{diag}(1,1)`$.

The derivative expansion of the effective field equations is obtained by expanding $`M^2`$ in powers of $`\delta `$ about $`x`$ and evaluating the resulting matrix elements. The matrix $`A`$ was given in equation (31).

## IV Scalar Field Theory

Now we turn to an explicit calculation based on a semiclassical scalar field interacting with a heat bath of weakly interacting scalar particles. The semiclassical field will be regarded as varying slowly in time so as not to upset the thermal equilibrium of the heat bath. This is an idealisation of the situation encountered in the critically damped evolution of an inflaton field.

The choice of interaction Lagrangian for the semiclassical field $`\varphi `$ and the heat bath fields $`\eta `$ will be

$$_I=\frac{1}{/}2g^2\mathrm{\Phi }(\varphi )\eta ^2$$
(48)
The self-interaction terms of both $`\varphi `$ and $`\eta `$ will be assumed to be of order $`g^4`$, which means that the one loop effective action comes predominantly from the $`\eta `$ particles.

The dressed propagator in models of this type has been studied by Berera et al. . A reasonable approximation can be made by evaluating the self energy at zero momentum. In the high temperature limit $`Tm`$, for example,

$`m^2`$ $``$ $`m_0^2+{\displaystyle \frac{g^2T^2}{12}},`$ (49)
$`\gamma `$ $``$ $`{\displaystyle \frac{g^4T^2}{64\pi }}`$ (50)
for the theory with $`\mathrm{\Phi }=\varphi ^2`$.

The one loop contribution to the effective field equations reads

$$\frac{\delta W}{\delta \varphi _1}=\frac{1}{2}g^2\mathrm{\Phi }^{}_{\mathrm{}}^{\mathrm{}}𝑑\tau e^{iM^2\tau }\frac{1}{/}2\sigma _3A\left(1+ig^2\left(\mathrm{\Phi }(x+\delta )\mathrm{\Phi }(x)\right)A\right)^1.$$
(51)
The shifting property of the effective action allows us to replace $`m^2`$ by $`M^2(\varphi )=m^2+g^2\mathrm{\Phi }(\varphi )`$.

We shall try to recover all of the terms invoving $`\dot{\mathrm{\Phi }}=_t\mathrm{\Phi }`$ and neglect $`_t^2\mathrm{\Phi }`$ and higher derivatives. Thus, since $`\mathrm{\Phi }_{,\mu }\delta ^\mu =\dot{\mathrm{\Phi }}\delta _\omega `$,

$$\left(\frac{\delta W}{\delta \varphi }\right)_1=\frac{1}{2}g^2\mathrm{\Phi }^{}\underset{n=1}{\overset{\mathrm{}}{}}c_n(g^2\dot{\mathrm{\Phi }})^n$$
(52)
where,

$$c_n=_{\mathrm{}}^{\mathrm{}}𝑑\tau e^{iM^2\tau }i^n\frac{1}{/}2\sigma _3A(\delta _\omega A)^n$$
(53)
The evaluation of the matrix element and proper time integral are described in appendix B. To leading order in $`\gamma `$,

$$c_n=(1)^n\frac{d^3k}{(2\pi )^3}\frac{1}{2\omega _k}\frac{_\omega ^nf}{(2\gamma )^n}$$
(54)
where $`\omega _k^2=|𝐤|^2+M^2`$. The term with coeficient $`c_1`$ agrees with the results of Berera et al .

The behaviour of the sum can be understood a little better when it is expressed as an integral. To begin with, let $`\dot{\mathrm{\Phi }}`$ be negative. Set

$$n(\mu )=\frac{1}{4\pi ^2}_0^{\mathrm{}}\frac{dk}{e^{\beta (\omega \mu )}1}.$$
(55)
The one loop term becomes

$$\left(\frac{\delta W}{\delta \varphi }\right)_1=g^2\mathrm{\Phi }^{}_{\mathrm{}}^0n(\mu )e^{2\gamma \mu /(g^2\dot{\mathrm{\Phi }})}𝑑\mu $$
(56)
Analytic continuation can be used for large positive $`\mathrm{\Phi }`$, with a pole at $`\dot{\mathrm{\Phi }}=2\gamma T/g^2`$.

The integral can be further simplified in the high temperature limit $`TM`$. Using standard techniques for high temperature expansions gives

$$n(\mu )\frac{1}{8\pi ^2\beta }\mathrm{log}\left(1e^{\beta \mu }\right)$$
(57)
for negative $`\mu `$. Inserting this into (56) gives

$$\left(\frac{\delta W}{\delta \varphi }\right)_1=\frac{g^2\mathrm{\Phi }^{}T^2}{8\pi ^2}\frac{g^2\dot{\mathrm{\Phi }}}{2\gamma T}\left(\psi \left(1\frac{2\gamma T}{g^2\dot{\mathrm{\Phi }}}\right)\psi (1)\right)$$
(58)
where $`\psi `$ is the digamma function. For small $`\dot{\mathrm{\Phi }}`$, the result gives

$$\left(\frac{\delta W}{\delta \varphi }\right)_1=\frac{g^2\mathrm{\Phi }^{}T^2}{16\pi ^2}\frac{g^2\dot{\mathrm{\Phi }}}{2\gamma T}\mathrm{log}\left(\frac{g^2\dot{\mathrm{\Phi }}}{2\gamma T}\right)^2.$$
(59)
For comparison, the first term in the series expansion (52) gives a similar result but contains no logarithm of $`\dot{\mathrm{\Phi }}`$. Beyond the one loop approximation, the two-particle irreducible diagrams are of order $`g^4`$, but the presence of a leading logarithm indicates that resummation of the one loop approximation gives the largest contribution to the effective action can be used consistently.

Higher derivative terms can be obtained by similar means. The simplest term with two derivatives would be

$$\left(\frac{\delta W}{\delta \varphi }\right)_2=\frac{1}{2}g^2\mathrm{\Phi }^{}_{\mathrm{}}^{\mathrm{}}𝑑\tau e^{im^2\tau }\frac{i}{/}2\frac{1}{/}2\sigma _3A\delta ^\mu \delta ^\nu AX_{,\mu \nu }$$
(60)
Using the methods described in appendix B, this reduces to

$$\left(\frac{\delta W}{\delta \varphi }\right)_2=\frac{g^4Z_1(T)}{4\gamma ^2}\mathrm{\Phi }^{}\ddot{\mathrm{\Phi }}+\frac{g^4Z_2(T)}{24}\mathrm{\Phi }^{}\mathrm{\Phi }^\mu _\mu $$
(61)
where $`Z_1=I_1[2\omega f]`$ and $`Z_2=I_3[2f+1]`$ in terms of the integrals defined in appendix B. The second term agrees with earlier results for spatial derivatives in reference , whilst for small $`\gamma `$,

$$Z_1=4\beta \frac{d^3k}{(2\pi )^3}f(1+f).$$
(62)
with $`ff(\omega _k)`$. The first term is the dominant time-derivative term for small $`\gamma `$. There are additional contributions from two-particle irreducible diagrams at order $`g^4`$ according to the number of vertices, but these diagrams give fewer inverse powers of $`\gamma `$ and do not affect the leading term.

Berera et al.  have claimed that the leading term is absent if the homogeneous limit ($`𝐤0`$) is taken after letting $`\mathrm{\Gamma }0`$, as suggested by Gross at al. . However, they also find that the first derivative terms diverge when the calculation is done in that order. In the method used here, all of the terms are recovered even when the fields are not homogeneous. In the next section, the situation in quantum electromagnatism is investigated to help understand first derivative terms.

## V Quantum Electromagnetism

The effective action for the electromagnetic field at zero temperature contains corrections from vacuum polarization. The proper time kernel for a constant field can be obtained exactly , the first correction to the effective action being the Euler Heisenberg term.

Dissipative effects prevent such a simple treatment of the nonzero temperature problem. The leading term is due to the current induced by the electric field, which will be calculated here from the derivative expansion. The result will be compared to the electrical conductivity calculated by elementary transport theory .

The proper time kernel for electrons in a background elecromagnetic field $`F^{\mu \nu }`$ satisfies a Schrödinger equation with the operator

$$\mathrm{\Delta }=(+ieA)^2+m^2\frac{1}{/}2e\sigma _{\mu \nu }F^{\mu \nu }$$
(63)
where $`\sigma _{\mu \nu }=\frac{1}{/}2i[\gamma _\mu ,\gamma _\nu ]`$. Comparison with the free theory shows that

$$\mathrm{\Sigma }=2eA_\mu k^\mu +e^2A_\mu A^\mu \frac{1}{/}2e\sigma _{\mu \nu }F^{\mu \nu }$$
(64)
In thermal equilibrium, the electron propagator contains mass corrections of order $`e^2`$, but the first disipative terms arise at order $`e^4`$. These have been discussed in detail by Le Bellac .

The corrected one loop contribution to the effective field equation is obtained from (45),

$$\frac{\delta W}{\delta A^\mu }=\frac{1}{2}_{\mathrm{}}^{\mathrm{}}𝑑\tau e^{im^2\tau }\frac{1}{/}2\sigma _3\left(2ek_\mu +ie\sigma _{\mu \nu }k^\nu \right)A\left(1+i\mathrm{\Sigma }(x+\delta )A\right)^1$$
(65)
In this case, since

$$\frac{\delta \mathrm{\Gamma }}{\delta A^\mu }=J_\mu ,$$
(66)
the one loop term can be viewed as an induced electric current.

The calculations can be simplified by using Schwinger  gauge in which

$$A_{\mu _1,\mu _2\mathrm{}\mu _n}=\frac{1}{n+1}F_{\mu _2\mu _1,\mu _3\mathrm{}\mu _n}$$
(67)
To leading order,

$$\mathrm{\Sigma }=eF_{\mu \nu }\delta ^\mu k^\nu \frac{1}{/}2\sigma _{\mu \nu }F^{\mu \nu }$$
(68)
The leading term can be evaluated using the formula given in appendix B. The result is

$$\frac{\delta W}{\delta A^\mu }=\sigma E_\mu $$
(69)
where the electric field is $`E=F_\mu ^0`$ and, for small constant damping $`\gamma `$, the conductivity

$$\sigma =\frac{e^2}{\gamma }\frac{d^3k}{(2\pi )^3}\frac{1}{e^{\beta \omega _k}+1}$$
(70)
with $`\omega _k^2=|𝐤|^2+m^2`$.

The result for $`\sigma `$ is of order $`e^2`$. This can be understood in terms of elementary Drude theory. In a plasma of density $`n`$, if an electron accellerates for a time $`\tau `$ between collisions due to the applied electric field and then moves off in a random direction, the Drude conductivity will be

$$\sigma ne^2\tau /m.$$
(71)
The relaxation time $`\tau `$ can be infered from the location of the poles of the dressed propagator $`\omega _k+i\mathrm{\Gamma }`$. According to equation (25), $`\tau =\mathrm{\Gamma }^1=2m/\gamma `$, which gives a result in agreement with (70). In terms of the collision cross section $`\sigma _T`$, the relaxation time is roughly $`1/(nv\sigma _T)`$. Since the cross section is of order $`e^4`$, the value of $`\sigma `$ is of order $`e^2`$.

## VI Conclusion

We have seen how the derivative expansion of the nonequilibrium effective action can be used to approximate the dynamics of a quantum field interacting with thermal radiation. The importance of damping in the thermal medium is very apparent and we have seen that the reason for this can be understood in terms of scattering theory.

When the damping is small, the dominant time derivative terms at order $`n`$ are always associated with $`n`$ inverse factors of the damping coefficient $`\gamma `$. This implies that successive terms in the derivative expansion will be decreasing in size if the $`n`$’th derivatives are of order $`\gamma ^n`$ or less. Exceptions can occur at phase transitions where infra-red problems affect the momentum integrals. Furthermore, resummations of the expansion series can lead to logarithmic terms, as we saw for the power series in $`\gamma ^1\dot{\mathrm{\Phi }}`$ in the high temperature limit.

The derivative expansion for external electromagnetic fields in Quantum Electrodynamics which was discussed in section V can easily be extended to quadratic order where the results can be compared to zero temperature results obtained from the Euler-Heisenberg Lagrangian. The derivative expansion will give non-linear corrections to the conductivity in this case. It should also include the Hall effect.

The proper time kernel was useful in helping simplify the derivative expansions but it can also be applied in other contexts. It provides a natural way to extend the Feynman parameterisation of the propagator to non-equilibrium Feynman diagrams which could then be used to evaluate multi-loop diagrams. It would also be valuable to have the exact proper time kernel in the presence of a constant background electromagnetic field, since it is known at zero temperature . Unfortunatly, this appears to be a highly non-trivial problem.

###### Acknowledgements.

I am indebted to Ian Laurie and Maria Asprouli for discussions on non-equilibrium field theory.

## A The one loop effective action

The one loop effective action can be derived from the generalised effective action of Calzetta and Hu  (also developed in refs. ). This form of the action uses a source $`J_{ab}`$ quadratically coupled to the field $`\varphi _a`$ to generate the propagator $`G_{ab}`$. The effective action $`\mathrm{\Gamma }[\varphi _a,G_{bc}]`$ has the perturbative expansion

$$\mathrm{\Gamma }[\varphi _a,G_{bc}]=S[\varphi _a]\frac{1}{/}2\mathrm{log}det(G_{ab})+\frac{1}{/}2\mathrm{\Delta }^{ab}G_{ab}+\mathrm{\Gamma }_2$$
(A1)
where $`\mathrm{\Gamma }_2`$ is the sum of two-particle irreducible diagrams (i.e. they cannot be disconnected by removing two lines) in a theory with ‘shifted’ vertices and

$$\mathrm{\Delta }^{ab}[\varphi ]=\frac{\delta ^2S[\varphi ]}{\delta \varphi _a\delta \varphi _b}.$$
(A2)
The effective action $`\mathrm{\Gamma }[\varphi _a]`$ can be obtained by replacing the propagator with $`G_{bc}G_{bc}[\varphi _a]`$, obtained by solving

$$\frac{\delta \mathrm{\Gamma }}{\delta G_{ab}}=0$$
(A3)
which implies

$$(G^1)^{ab}=\mathrm{\Delta }^{ab}+\frac{\delta \mathrm{\Gamma }_2}{\delta G_{ab}}.$$
(A4)
Hence

$$\mathrm{\Gamma }[\varphi _a]=S[\varphi _a]\frac{1}{/}2\mathrm{log}det(G_{ab})+E$$
(A5)
where $`G_{ab}G_{ab}[\varphi _a]`$ and $`E`$ is a two-particle irreducible remainder term.

The dressed equilibrium propagator $`G_D`$ is defined to be the value of $`G_{ab}`$ when $`\varphi =0`$, hence

$$(G^1)^{ab}=(G_D^1)^{ab}+\mathrm{\Sigma }^{ab}+E^{ab}$$
(A6)
where $`\mathrm{\Sigma }=\mathrm{\Delta }[\varphi ]\mathrm{\Delta }[0]`$ and $`E^{}`$ is another remainder term consisting of one-particle irreducible diagrams which vanish when $`\varphi =0`$. The corrected one loop approximation consists of dropping $`E`$ and $`E^{}`$,

$$\mathrm{\Gamma }[\varphi _a]S[\varphi ]+\mathrm{log}det(1+\mathrm{\Sigma }G_D)$$
(A7)
The error terms have at least two shifted vertices. In $`\lambda \varphi ^4`$ theory, they would be of order $`\lambda ^2\varphi ^2`$ at most, whereas the corrected one loop term is still valid for $`\lambda \varphi ^2`$ large. Some examples of graphs contributing and not contributing to the one loop approximation are shown in figure 1.

## B Useful formulae

The derivative expansion produces matrix elements containing products of convolutions, derivatives and matrices. These can be evaluated with the methods described below. To begin with, consider the proper time convolutions. The convolution product is both associative and cyclic. We can usefully define operators $`d`$ and $`d^{}`$ acting on functions of proper time

$$df(\tau _i)=\tau _if(\tau _i),fd^{}g=(df)g.$$
(B1)
The operator $`d`$ satisfies $`d(fg)=(df)g+fdg`$.

Derivatives with respect to momentum appear in the operators $`\delta `$ (41). These operators can be expressed in terms of $`d`$ and $`d^{}`$ by

$$\delta =\frac{i}{\tau }\left(d^{}DD^{}d\right)$$
(B2)
where

$$D=_k+ik\tau ,D^{}=_k+ik\tau .$$
(B3)
Note also that $`k=\frac{1}{/}2i(D+D^{})/\tau `$. The operators $`D`$ and $`D^{}`$ behave like anihilation and creation operators inside the matrix elements (42), and satisfy

$$[D^\mu ,D^\nu ]=2i\tau \eta ^{\mu \nu }$$
(B4)
The strategy for evaluating the matrix elements involves moving the $`D`$ operators to the right and the $`D^{}`$ operators to the left.

The proper time kernel depended on a matrix $`A`$ defined in equation (31). Convolutions of $`A`$ can all be obtained from the formula

$$d^mAd^nA=\frac{n!m!}{(n+m+1)!}d^{n+m+1}A$$
(B5)
As a simplification we shall take the damping function $`\gamma `$ to be constant. This can be justified as long as we are interested in only the leading term in the limit $`\gamma 0`$. (Derivatives of $`\gamma `$ can be retained if required.) Derivatives of $`A`$ can be then be dealt with by using the formula,

$$A^m(_\omega ^pA)A^n=\left(\frac{N^m(_\omega ^pN)N^{n+1}}{2(2\gamma )^{n+m}}S_{nm}(Nd)AS_{mn}(Nd)A\frac{N^m(_\omega ^pN)N^{n+1}}{2(2\gamma )^{n+m}}\right)$$
(B6)
where

$$S_{nm}(x)=\underset{r=0}{\overset{n}{}}\left(\begin{array}{c}n\\ r\end{array}\right)\frac{(n+mr)!}{n!m!}(2\gamma x)^r$$
(B7)
These formulae reduce the matrix products to expressions of the form $`_\omega ^mNd^nA`$ and $`d^nA_\omega ^mN`$. The symmetry under $`\omega \omega `$ implies

$$\sigma _3(_\omega ^pN)N^{p+1}S(Nd)A=\sigma _3S(Nd)A(_\omega ^pN)N^{p+1}$$
(B8)
where $`S(x)`$ is any polynomial. After substituting for the matrices $`A`$ and $`N`$,

$$\sigma _3(_\omega ^pN)N^{p+1}S(Nd)A=2(1)^p(_\omega ^pf)ϵ^{p+1}S(_\gamma )\theta _+$$
(B9)
where $`\theta _+(\tau )=e^{\gamma |\tau |}`$.

Now consider the proper time integrals contained, for example, in equation (47). These produce integrals of the form

$$_{\mathrm{}}^{\mathrm{}}𝑑\tau (i\tau )^{s1}e^{im^2\tau }\frac{1}{/}2\sigma _3(_\omega ^nN)N^{n+1}S(Nd)A=(1)^nS(_\gamma )I_s[_\omega ^nf]$$
(B10)
where

$$I_s[h]=_{\mathrm{}}^{\mathrm{}}𝑑\tau (i\tau )^{s1}\frac{d^4k}{(2\pi )^4}e^{i(k^2+m^2)\tau }\theta _+(\tau )h(\omega ).$$
(B11)
The integral $`I_s`$ can be evaluated by noticing that

$$_{\mathrm{}}^{\mathrm{}}𝑑\tau e^{i(k^2+m^2)\tau }\theta _+(\tau )=ϵ(\omega )\rho (k)$$
(B12)
where $`\rho `$ is the spectral function (23). For $`s>2`$, $`I_s`$ can be obtained by differentiation with respect to $`m^2`$. For $`s2`$, analytic continuation must be used to obtain,

$$I_s[h]=\frac{\pi ^{3/2}}{\mathrm{\Gamma }(\frac{5}{/}2s)}\frac{1}{2\pi }\frac{d^4k}{(2\pi )^4}|𝐤|^{2(1s)}ϵ(\omega )\rho (k)h(\omega )$$
(B13)
This result is valid for arbitrary $`\gamma `$. A useful property of the result is that $`I_s[_\omega h]=I_{s+1}[2\omega h]`$.

In the limit $`\gamma 0`$, the spectral function reduces to a delta function and

$$I_s[h]=\frac{\pi ^{1/2}}{\mathrm{\Gamma }(\frac{5}{/}2s)}\frac{d^3k}{(2\pi )^3}|𝐤|^{2(1s)}\frac{h(\omega _k)}{2\omega _k}$$
(B14)
with $`\omega _k^2=|𝐤|^2+m^2`$.

As an example, consider the evaluation of

$$M_n=\frac{1}{/}2\sigma _3A(\delta _\omega A)^n$$
(B15)
The $`\delta `$ can be expressed in terms of $`D`$ using equation (B2). When moving the $`D`$’s to the right, they can contract with other $`D`$’s or act on the $`A`$ matrices. For small $`\gamma `$, the leading contribution comes when all of the $`D`$’s act on a single $`A`$ matrix. After using equation (B5),

$$M_n=\underset{j=0}{\overset{n}{}}(1)^{nj}\left(\frac{i}{2\tau }\right)^n\frac{(2j)!(2n2j)!}{j!(nj)!}\frac{1}{/}2\sigma _3A^{2j}(_\omega ^nA)A^{2(nj)}$$
(B16)
Now equation (B6) can be used. The following summation is needed,

$$\underset{j=0}{\overset{n}{}}(1)^j\frac{(2j)!(2n2j)!}{j!(nj)!}S_{2(nj)\mathrm{\hspace{0.17em}2}j}(x)=(4\gamma x)^nS_n(x)$$
(B17)
where

$$S_n(x)=\underset{r=0}{\overset{n}{}}\frac{1}{r!}(\gamma x)^r$$
(B18)
Hence,

$$M_n=(2i\gamma )^n\frac{1}{/}2\sigma _3(_\omega ^nN)N^{n+1}S_n(Nd)A$$
(B19)
The proper time integral of $`M_n`$ used to define the coefficients $`c_n`$ (53) can be read off from equation (B10), which reduces to $`c_n=(1)^nI_1[_\omega ^nf]`$ in the limit $`\gamma 0`$.