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# Higher order Nielsen numbers.

## 1. Introduction

Suppose $`X,Y`$ are smooth orientable compact manifolds, $`dimX=n+m,`$ $`dimY=n`$, $`m0`$ the codimension, $`f,g:XY`$ are maps, the coincidence set

$$C=Coin(f,g)=\{xX:f(x)=g(x)\}$$

is a compact subset of $`X\backslash X.`$

Consider the Coincidence Problem: “What can be said about the coincidence set $`C`$ of $`(f,g)`$?” One of the main tools is the Lefschetz number $`L(f,g)`$ defined as the alternating sum of traces of a certain endomorphism on the homology group of $`Y`$. The famous Lefschetz coincidence theorem provides a sufficient condition for the existence of coincidences (codimension $`m=0`$): $`L(f,g)0C=Coin(f,g)\mathrm{}`$, see \[1, VI.14\], \[35, Chapter 7\].

Now, what else can be said about the coincidence set? As $`C`$ changes under homotopies of $`f`$ and $`g,`$ a reasonable approach is to try to minimize the “size”of $`C.`$ In case of zero codimension $`C`$ is discrete and we simply minimize the number of points in $`C`$. The result is the Nielsen number. It is defined as follows. Two points $`p`$,$`qC`$ belong to the same Nielsen class if (1) there is a path $`s`$ in $`X`$ between $`p`$ and $`q`$; (2) $`fs`$ and $`gs`$ are homotopic relative to the end-points. A Nielsen class is called essential if it cannot be removed by a homotopy of $`f,g`$ (alternatively, a Nielsen class is algebraically essential if its coincidence index is nonzero ). Then the Nielsen number $`N(f,g)`$ is the number of essential Nielsen classes. It is a lower estimate of the number of points in $`C`$. In case of positive codimension $`N(f,g)`$ still makes sense as a lower estimate of the number of components of $`C`$ . However only for $`m=0`$ the Nielsen number is known to be a sharp estimate, i.e., there are maps $`f^{},g^{}`$ compactly homotopic of $`f,g`$ such that $`C^{}=Coin(f^{},g^{})`$ consists of exactly $`N(f,g)`$ path components (Wecken property). This minimization is achieved by removing inessential classes through homotopies of $`f,g.`$

The Nielsen theory for codimension $`m=0`$ is well developed, for the Fixed Point and the Root Problems , , , and for the Coincidence Problem . However, for $`m>0,`$ the vanishing of the coincidence index does not guarantee that the Nielsen class can be removed. Some progress has been made for codimension $`m=`$ $`1.`$ In this case the secondary obstruction to the removability of a coincidence set was considered by Fuller  for $`Y`$ simply connected. Hatcher and Quinn  showed that the obstruction to a higher dimensional Whitney Lemma lies in a certain framed bordism group. Based on this result, necessary and sufficient conditions of the removability of a Nielsen class were studied by Dimovski and Geoghegan , Dimovski  for parametrized fixed point theory, i.e., when $`f:Y\times IY`$ is the projection. The results of  were generalized by Jezierski  for the coincidence problem $`f,g:XY,`$ where $`X,Y`$ are open subsets of Euclidean spaces or $`Y`$ is parallelizable. Geoghegan and Nicas  developed a parametrized Nielsen theory based on Hochschild homology. For some $`m>1,`$ sufficient conditions of the local removability are provided in . Necessary conditions of the global removability for arbitrary codimension are considered by Gonçalves, Jezierski, and Wong \[17, Section 5\] with $`N`$ a torus and $`M`$ a nilmanifold.

In these papers higher order Nielsen numbers are not explicitly defined (except for , see the comment in the end of the paper). However they all contribute to the problem of finding the lower estimate of the number of components of $`C`$. We extend these results to take into account other topological characteristics of $`C.`$ In the spirit of the classical Nielsen theory, our goal is to find “lower estimates” of the bordism groups $`\mathrm{\Omega }_{}(C).`$

The crucial motivation for our approach is the removability results for codimension 1 due to Dimovski and Geoghegan  and Jezierski . Consider Theorem 5.3 in . Assume that codimension $`m=`$ $`1,`$ $`n4,`$ $`X,Y`$ are open subsets of Euclidean spaces. Suppose $`A`$ is a Nielsen class. Then if $`f,g`$ are transversal, $`A`$ is the union of disjoint circles. Define the Pontriagin-Thom map (PT) as the composition

$$𝐒^{n+1}𝐑^{n+1}\{\}𝐑^{n+1}/(𝐑^{n+1}\backslash \nu )\overline{\nu }/\nu ^{\underset{}{fg}}𝐑^n/(𝐑^n\backslash D)𝐒^n,$$

where $`\nu `$ is a normal bundle of $`A,`$ $`D𝐑^n`$ is a ball centered at $`0`$ satisfying $`(fg)(\nu )𝐑^n\backslash D.`$ It is an element of $`\pi _n(𝐒^{n1})=𝐙_2.`$ Then $`A`$ can be removed if and only if the following conditions are satisfied:

$`\text{(W1) }A=S,\text{ }`$where $`S`$ is an orientable connected surface$`,\text{ }f|_Sg|_S\text{ rel }A`$ (the surface condition);

(W2) the PT map is trivial (the $`𝐙_2`$-condition).

Earlier Dimovski and Geoghegan  considered a similar pair of conditions (not independent though) in their Theorem 1.1 and compared them to the codimension $`0`$ case. They write: “…the role of ‘being in the same fixed point class’ is played by the surface condition (i), while that of the fixed point index is played by the natural orientation. The $`𝐙_2`$-obstruction is a new feature…” One can use the first observation to define the Nielsen equivalence on the set of of $`1`$-submanifolds of $`C`$ (here $`A`$ is Nielsen equivalent to the empty set). However, we will see that the PT map has to serve as the index of the Nielsen class. The index will be defined in the traditional way but with respect to an arbitrary homology theory $`h_{}.`$ Indeed in the above situation it is an element of the stable homotopy group $`\pi _{n+1}^S(𝐒^n)=𝐙_2`$.

More generally, we define the Nielsen equivalence on the set $`M_m(C)`$ of all closed singular $`m`$-manifolds in $`C=Coin(f,g).`$ Two singular $`m`$-manifolds $`p:PC`$ and $`q:QC`$ belong to the same Nielsen class, $`p_Nq,`$ if

1. $`ip`$ and $`iq`$ are bordant, where $`i:CN`$ is the inclusion, i.e. there is a map $`F:WN`$ extending $`ipiq`$ such that $`W`$ is a bordism between $`P`$ and $`Q;`$

2. $`fF`$ and $`gF`$ are homotopic relative to $`fp,fq.`$

Then $`S_m^{}(f,g)=M_m(C)/_N`$ is the group of Nielsen classes. Let $`S_m^a(f,g)`$ be the group of algebraically essential Nielsen classes, i.e., the ones with non-trivial index. Then the (algebraic) Nielsen number of order $`m`$ is the rank of $`S_m^a(f,g)`$ (these numbers are new obstructions to removability of coincidences). In light of this definition Jezierski’s theorem can be thought of as a Wecken type theorem for $`m=1`$.

An area of possible applications of the coincidence theory for positive codimension is discrete dynamical systems (for a related theory of flows see ). A dynamical system on a manifold $`M`$ is determined by a map $`f:MM.`$ Then the next position $`f(x)`$ depends only on the current one, $`xM`$. Suppose now that we have a fiber bundle $`FN^\underset{}{g}M`$ and a map $`f:NM.`$ This is a parametrized dynamical system, where the next position $`f(x,s)`$ depends not only on the current one, $`xM,`$ but also the current “state”, $`sF.`$ The coincidence theory describes the set of all positions and states such that the positions remain fixed, $`f(x,s)=x`$. Alternatively, $`x`$ is the “state” and $`s`$ is the “input” in a control system. A control system \[28, p. 16\] is defined as a commutative diagram

| $`N`$ | $`^\underset{}{h}`$ | $`TM,`$ |
| --- | --- | --- |
| $`^\pi `$ | $`^{\pi _M}`$ |  |
| $`M`$ |  |  |

where $`N`$ is a fiber bundle over $`M.`$ The translation along trajectories of this system creates a parametrized dynamical system.

Instead of the Coincidence Problem, throughout the rest of the paper we apply the approach outlined above to the Nielsen Theory for the so-called Preimage Problem considered by Dobrenko and Kucharski . Suppose $`X,Y,Z`$ are connected CW-complexes, $`YZ,`$ $`f:XZ`$ is a map. The problem studies the set $`C=f^1(Y)`$ and can be easily specialized to the Fixed Point Problem if we put $`Z=X\times X,`$ $`Y=d(X),`$ $`f=(Id,g),`$ to the Root Problem if $`Y`$ is a point, and to the Coincidence Problem if $`Z=Y\times Y,`$ $`Y`$ is the diagonal of $`Z,`$ $`f=(F,G)`$ (see ).

Suppose $`X,Y,Z`$ are smooth manifolds and $`f`$ is transversal to $`Y.`$ Then under the restriction $`dimX+dimY=dimZ,`$ the preimage $`C=f^1(Y)`$ of $`Y`$ under $`f`$ is discrete. The Nielsen number $`N(f,Y)`$ is the sharp lower estimate of the least number of points in $`g^1(Y)`$ for all maps $`g`$ homotopic to $`f`$ \[10, Theorem 3.4\], i.e., $`N(f,Y)\mathrm{\#}g^1(Y)`$ for all $`gf.`$ If we omit the above restriction, $`C`$ is an $`r`$-manifold \[1, Theorem II.15.2, p. 114\], where

$$r=dimX+dimYdimZ.$$

The Setup. $`X,Y,Z`$ are connected CW-complexes, $`YZ,`$

$$dimX=n+m,dimY=n,dimZ=n+k,$$

$`f:XZ`$ is a map, the preimage set $`C=f^1(Y),`$ the codimension of the problem

$$r=n+mk,$$

$`j:CX`$ the inclusion.

The paper is organized as follows. Just as for the coincidence problem we define the Nielsen equivalence of singular $`q`$-manifolds in $`C`$ and the group of Nielsen classes $`S_q^{}(f)=M_q(C)/_N=\mathrm{\Omega }_q(C)/_N,`$ where $`\mathrm{\Omega }_{}`$ is the orientable bordism group (Section 2). Next we identify the part of $`S_q^{}(f)`$ preserved under homotopies of $`f.`$ The result is the Nielsen group $`S_q(f)`$, the group of topologically essential classes (Section 3). As we have described above, the Nielsen group is a subgroup of a quotient group of $`\mathrm{\Omega }_q(C)`$ and, in this sense, its “lower estimate”.

###### Proposition 1.1.

$`S_{}(f)`$ is homotopy invariant.

The Nielsen number of order $`p`$, $`p=0,1,2,\mathrm{},`$ is defined as $`N_p(f,Y)=rankS_p(f,Y).`$ Clearly the classical Nielsen number is equal to $`N_0(f).`$

###### Proposition 1.2.

$`N_p(f)rank\mathrm{\Omega }_p(g^1(Y))`$ if $`fg.`$

In Section 4 we discuss the naturality of the Nielsen group. In particular we obtain the following

###### Proposition 1.3.

Given $`Z,YZ.`$ Then $`S_{}`$ is a functor from the category of preimage problems as pairs $`(X,f),`$ $`f:XZ,`$ with morphisms as maps $`k:XU`$ satisfying $`gk=f,`$ to the category of graded abelian groups.

For the manifold case, there is an alternative approach to essentiality. In Section 5 the “preimage index” is defined simply as $`I_f=f_{}:`$ $`\mathrm{\Omega }_{}(C)\mathrm{\Omega }_{}(Y).`$ It is a homomorphism on $`S_{}^{}(f)`$ and the group of algebraically essential Nielsen classes is defined as $`S_{}^a(f,Y)=S_{}^{}(f,Y)/\mathrm{ker}I_f.`$ We show that every algebraically essential class is topologically essential. In Section 6 we consider the traditional index $`Ind_f(P)`$ of an isolated subset $`P`$ of $`C`$ in terms of a generalized homology $`h_{}.`$ It is defined in the usual way as the composition

$$h_{}(X,X\backslash U)^{\underset{}{}}h_{}(V,V\backslash U)^\underset{}{f_{}}h_{}(Z,Z\backslash Y),$$

where $`V\overline{V}U`$ are neighborhoods of $`P.`$ Then we show how it is related to $`I_f.`$ In Section 7 we consider some examples of computations of these groups, especially in the setting of the Pontriagin-Thom construction.

In Sections 8 and 9 based on Jezierski’s theorem we prove the following Wecken type theorem for codimension $`1.`$

###### Proposition 1.4.

Under conditions of Jezierski’s theorem, $`f,g`$ is homotopic to $`f^{},g^{}`$ such that

$$S_p(f,g)\mathrm{\Omega }_p(Coin(f^{},g^{})),p=0,1.$$

This approach to the study of the homology of the preimage set has a potential application in robust control . The so-called Nyquist map is a map from the “uncertainty space” (i.e., the state input manifold) of the control system to the Riemann sphere. Topological robust control theory tracks the change of the topology of the preimage of the origin under perturbations of this map. In general, robust stability criteria consider “mapping of the uncertainty into a ‘performance evaluation’ space… and checking whether the image is in the correct subset” \[22, p. 20\].

To motivate our definitions, in the beginning of each section be will review the relevant part of Nielsen theory for the Preimage Problem following Dobrenko and Kucharski , and McCord .

All manifolds are assumed to be orientable and compact.

## 2. Nielsen Classes.

In Nielsen theory, two points $`x_0,x_1C=f^1(Y)`$ belong to the same Nielsen class, $`x_0x_1,`$ if

(1) there is a path $`\alpha :IX`$ such that $`\alpha (i)=x_i;`$

(2) there is a path $`\beta :IY`$ such that $`\beta (i)=f(x_i);`$

(3) $`f\alpha `$ and $`\beta `$ are homotopic relative to $`\{0,1\}.`$

This is an equivalence relation partitioning $`C`$ into a finite number of Nielsen classes. However, since we want Nielsen classes to form a group, we should think of $`x_0,x_1`$ as singular $`0`$-manifolds in $`C`$ (a singular $`p`$-manifold in $`M`$ is a map $`s:NM,`$ where $`N`$ is a $`p`$-manifold). Then conditions (1) and (2) express the fact that $`x_0,x_1`$ are bordant in $`X,`$ and $`f(x_0),f(x_1)`$ are bordant in $`Y.`$

Recall ,  that two closed $`p`$-manifolds $`N_0,N_1`$ are called bordant if there is a bordism between them, i.e., a $`(p+1)`$-manifold $`W`$ such that $`W=N_0N_1.`$ Two closed singular manifolds $`s_i:N_iM,`$ $`i=0,1,`$ are bordant, $`s_0_bs_1,`$ if there is a map $`h:WM`$ extending $`s_0s_1,`$ where $`W`$ is a bordism between $`N_0`$ and $`N_1.`$

Let $`M_p(A,B)`$ denote the set of all singular $`p`$-manifolds $`s:(N,N)(A,B)`$.

###### Definition 2.1.

Two singular $`p`$-manifolds $`s_0,s_1M_p(C)`$ in $`C,`$ i.e., maps $`s_i:S_iC,`$ $`i=0,1,`$ are Nielsen equivalent, $`s_0_Ns_1,`$ if

(1) $`js_0,js_1`$ are bordant in $`X`$ via a map $`H:WX`$ extending $`s_0s_1`$ such that $`W`$ is a bordism between $`S_0`$ and $`S_1;`$

(2) $`fs_0,fs_1`$ are bordant in $`Y`$ via a map $`G:WY`$ extending $`fs_0fs_1;`$

(3) $`fH`$ and $`G`$ are homotopic relative to $`S_0S_1.`$

We denote the Nielsen class of $`sM_p(C)`$ by $`[s]_N,`$ or simply $`[s].`$

###### Proposition 2.2.

$`_N`$ is an equivalence relation on $`M_p(C).`$

###### Definition 2.3.

The group of Nielsen classes of order $`p`$, $`S_p^{}(f,Y),`$ or simply $`S_p^{}(f),`$ is defined as

$$S_p^{}(f,Y)=M_p(C)/_N.$$

The group of Nielsen classes for the coincidence problem will be denoted by $`S_p^{}(f,g).`$

In contrast to the classical Nielsen theory, the elements of Nielsen classes are not points but sets of points. Even in the case of $`p=0,`$ one has more to deal with. For example, suppose $`C=\{x,y\}`$ and $`x_Ny.`$ The the elements of $`S_0^{}(f)`$ are $`[\{x,y\}]=[\{x\}],`$ $`[\{x,y\}]=[\{x\}]=[\{x\}],`$ $`[\{x\}\{y\}]=[\mathrm{}],`$ $`[\{x\}\{y\}]=[\{x\}\{x\}]=[2\{x\}]=2[\{x\}],`$ etc.

Another example. Suppose $`X=Z=𝐒^2,`$ $`Y`$ is the equator of $`Z,`$ $`f`$ a map of degree $`2`$ such that $`C=f^1(Y)`$ is the union of two circles $`C_1`$ and $`C_2`$ around the poles. Then $`S_1^{}(f)=𝐙`$ generated by $`C_1C_2.`$ A similar construction applies to $`X=Z=𝐒^n,`$ $`Y=𝐒^{n1},`$ $`n2,`$ then $`S_{n1}^{}(f)=𝐙`$ is generated by the union of two copies of $`𝐒^{n1}`$.

Let $`M_p^h(A,B)`$ denote the semigroup of all homotopy classes, relative to boundary, of maps $`sM_p(A,B).`$ Consider the commutative diagram:

(2.1)
$$\begin{array}{ccccc}M_{p+1}^h(X,C)& ^\underset{}{\delta }& M_p^h(C)& ^\underset{}{j_{}}& M_p^h(X)\\ ^f_{}& & ^f_{}& & ^f_{}\\ M_{p+1}^h(Z,Y)& ^\underset{}{\delta }& M_p^h(Y)& ^\underset{}{k_{}}& M_p^h(Z)\\ ^I_{}& \stackrel{𝛿}{}& & & \\ M_{p+1}^h(Y,Y)& & & & \end{array}$$

where $`\delta `$ is the boundary map, $`I`$ is the inclusion. Then we have an alternative way to define the group of Nielsen classes:

$$S_p^{}(f,Y)=M_p^h(C)/\delta (f_{}^1(\mathrm{Im}I_{})).$$

Let $`\mathrm{\Omega }_p(A,B)`$ denote the group of bordism classes in $`M_p(A,B)`$ with $``$ as addition. Then $`\mathrm{\Omega }_{}`$ is a generalized homology , .

###### Proposition 2.4.

If $`s_0_Ns_1_bs_2`$ then $`s_0_Ns_2.`$ Therefore $`_N`$ is an equivalence relation on $`\mathrm{\Omega }_{}(C).`$

###### Proposition 2.5.

If $`s_0_Ns_1,`$ $`t_0_Nt_1`$ then $`s_0t_0_Ns_1t_1.`$ Therefore $`_N`$ is preserved under the operation of $`\mathrm{\Omega }_{}(C).`$ Thus $`S_{}^{}(f,Y)=\mathrm{\Omega }_{}(C)/_N`$ is a group.

Next we discuss the naturality of this group.

###### Definition 2.6.

Suppose we have another preimage problem $`f^{}:X^{}Z^{}Y^{}`$ connected to the first by maps $`k:XX^{}`$ and $`h:ZZ^{}`$ such that $`f^{}k=hf`$ and $`h(Y)Y^{}`$ (see diagram in Proposition 2.8). Then we define the map induced by $`k`$ and $`h,`$

$$k_{}^{}:S_{}^{}(f,Y)S_{}^{}(f^{},Y^{}),$$

by $`k_{}^{}([s]_N)=[ks]_N.`$

###### Proposition 2.7.

$`k_{}^{}`$ is well defined.

###### Proof.

Let $`C^{}=f^1(Y^{}).`$ If $`xC`$ then $`f(x)=yY.`$ Let $`x^{}=k(x)`$ and $`y^{}=h(y)h(Y)Y^{}.`$ Then by assumption $`g(x^{})=y^{},`$ so $`x^{}C^{}.`$ Therefore the following diagram commutes:

$$\begin{array}{ccc}(X,C)& ^\underset{}{k}& (X^{},C^{})\\ ^f& & ^f^{}\\ (Z,Y)& ^\underset{}{h}& (Z^{},Y^{}).\end{array}$$

The second preimage problem has a diagram analogous to (2.1). Together they provide two opposite faces of a 3-dimensional diagram with other faces supplied by the diagram above. The diagram commutes. Therefore for each $`sM_p(C),`$ $`s_N\mathrm{}ks_N\mathrm{}.`$

###### Proposition 2.8.

Suppose the following diagram for three preimage problems commutes:

$$\begin{array}{ccccc}Y& ^\underset{}{h}& Y^{}& ^\underset{}{l}& Y^{\prime \prime }\\ & & & & \\ Z& ^\underset{}{h}& Z^{}& ^\underset{}{l}& Z^{\prime \prime }\\ ^f& & ^f^{}& & ^{f^{\prime \prime }}\\ X& ^\underset{}{k}& X^{}& ^\underset{}{j}& X^{\prime \prime }\end{array}$$

Then $`j_{}^{}k_{}^{}=(jk)_{}^{}:S_{}^{}(f,Y)S_{}^{}(f^{\prime \prime },Y^{\prime \prime }).`$

###### Proof.

From the definition, $`(jk)_{}^{}([s]_N)=[jks]_N`$ and $`j_{}^{}k_{}^{}([s]_N)=j_{}^{}([ks]_N)=[jks]_N.`$

###### Proposition 2.9.

$`(Id_X)_{}^{}=Id_{S_{}^{}(f,Y)}.`$

###### Corollary 2.10.

If $`𝒫`$ is the category of preimage problems as quadruples $`(X,Z,Y,f),`$ $`YZ,`$ $`f:XZ,`$ with morphisms as pairs of maps $`(k,h)`$ satisfying Definition 2.6, then $`S_{}^{}`$ is a functor from $`𝒫`$ to $`\mathrm{𝐀𝐛}_{},`$ the graded abelian groups.

## 3. Topologically Essential Nielsen Classes.

In the classical theory, a Nielsen class is called essential if it cannot be removed by a homotopy. More precisely, suppose $`F:I\times XZ`$ is a homotopy of $`f,`$ then the $`t`$-section $`N_t=\{xX:(t,x)N\},`$ $`0t1,`$ of the Nielsen class $`N`$ of $`F`$ is a Nielsen class of $`f_t=F(t,)`$ or is empty \[10, Corollary 1.5\]. Next we say that the Nielsen classes $`N_0,N_1`$ of $`f_0,f_1`$ respectively are in the $`F`$-Nielsen relation if there is a Nielsen class $`N`$ of $`F`$ such that $`N_0,N_1`$ are the $`0`$\- and $`1`$-sections of $`N.`$ This establishes an “equivalence” relation between some Nielsen classes of $`f_0`$ and some Nielsen classes of $`f_1.`$ Given a Nielsen class $`N_0`$ of $`f_0,`$ if for any homotopy there is a Nielsen class of $`f_1`$ corresponding to $`N_0`$ then $`N_0`$ is called essential. In our theory the $`F`$-Nielsen relation takes a simple form of two homomorphisms from $`S_{}^{}(f_0),S_{}^{}(f_1)`$ to $`S_{}^{}(F).`$

Suppose $`F:I\times XZ`$ is a homotopy, $`f_t()=F(t,):XZ,`$ and let $`i_t:X\{t\}\times XI\times X`$ be the inclusions. Since $`f_t=Fi_t`$, the homomorphism $`i_t^{}:S_{}^{}(f_t)S_{}^{}(F)`$ is well defined for each $`t[0,1]`$ (Proposition 2.7). The following result is crucial.

###### Theorem 3.1.

Suppose $`F:I\times XZ`$ is a homotopy of $`f,`$ $`F|_{\{0\}\times X}=f.`$ Suppose $`i:X\{0\}\times XI\times X`$ is the inclusion. Then $`i_{}^{}:S_{}^{}(f)`$ $`S_{}^{}(F)`$ is injective.

###### Proof.

(cf. \[10, Lemma 1.4\]) Suppose $`vM_p(f^1(Y)),`$ $`v:Mf^1(Y),`$ where $`M`$ is a $`p`$-manifold. Then $`u=iv=\{0\}\times vM_p(F^1(Y)),`$ so that $`u:MF^1(Y)\{0\}\times f^1(Y).`$ Suppose $`[u]_N=0`$ in $`S_p^{}(F),`$ then there is a $`UM_{p+1}(I\times X,F^1(Y)),`$ $`U:(W,W)(I\times X,F^1(Y)),`$ such that $`M=W,`$ $`U|_M=u,`$ and $`FU:(W,W)(Z,Y)`$ is homotopic relative to $`M=W`$ to a $`GM_{p+1}(Y,Y).`$ Then $`U=(P,V),`$ where $`P:WI,`$ $`P|_M=\{0\},`$ and $`V:WX,`$ $`V|_M=v.`$ Define a homotopy $`H:I\times WZ`$ by

$$H(s,x)=F((1s)P(x),V(x)).$$

Then $`H(0,x)=F(P(x),`$ $`V(x))=FU(x),`$ $`H(1,x)=F(0,V(x))=fV(x).`$ Suppose $`xM.`$ Then first, $`H(s,x)=F((1s)0,v(x))=F(0,v(x))=f(v(x));`$ second, $`FU(x)=Fu(x)=Fiv(x)=fv(x);`$ third, $`fV(x)=fv(x).`$ Thus $`FU`$ and $`fV`$ are homotopic relative to $`M.`$ Therefore $`fV`$ is homotopic to $`G`$ relative to $`M.`$ We have proven that if $`[u]_N=i_{}^{}[v]_N=0`$ in $`S_p^{}(F)`$ then $`[v]_N=0`$ in $`S_p^{}(f).`$ Therefore $`\mathrm{ker}i_{}^{}=\{0\}.`$

Thus the Nielsen classes of a map are included in the Nielsen classes of its homotopy.

This theorem generalizes both the fact that the intersection of a Nielsen class of $`F`$ with $`\{0\}\times X`$ is a Nielsen class of $`f_0`$ \[10, Corollary 1.5\], for codimension 0, and the fact that (W1) is homotopy invariant \[20, Lemma 4.2\], for codimension 1 (see Section 8).

Now the following are monomorphisms

$$S_{}^{}(f_0)^{\underset{}{i_0^{}}}S_{}^{}(F)^{\underset{}{i_1^{}}}S_{}^{}(f_1).$$

Let

$$M_{}^F=\mathrm{Im}i_0^{}\mathrm{Im}i_1^{}.$$

Then $`M_{}^F`$ is isomorphic to some subgroups of $`S_{}^{}(F),`$ $`S_{}^{}(f_0),`$ $`S_{}^{}(f_1)`$ (as a subgroup of $`S_{}^{}(f_0),`$ $`M_{}^F`$ should be understood as the set of Nielsen classes of $`f_0`$ preserved by $`F).`$ Now we say that a class $`s_0S_{}^{}(f_0)`$ of $`f_0`$ is $`F`$-related to a class $`s_1S_{}^{}(f_1)`$ of $`f_1`$ if there is $`sS_{}^{}(F)`$ such that $`i_0^{}(s_0)=s=i_1^{}(s_1).`$ Then $`s_1=i_1^1i_0^{}(s_0)`$ if defined, otherwise we can set $`s_1=0.`$ Thus some classes cannot be reduced to zero by a homotopy and we call them (topologically) essential Nielsen classes. Together (plus zero) they form a group, as follows.

###### Definition 3.2.

The group of (topologically) essential Nielsen classes is defined as

$$S_{}(f,Y)=\{M_{}^F:F\text{ is a homotopy of }f\}S_{}^{}(f,Y).$$

($`S_p(f,Y)`$ can also be called the Nielsen group of order $`p`$, while $`S_p^{}(f,Y)`$ the pre-Nielsen group.)

If $`fg`$ then $`S_{}(f)`$ $`S_{}(g).`$ Therefore,

###### Theorem 3.3.

$`S_{}(f)`$ is homotopy invariant. Moreover for any $`g`$ homotopic to $`f`$ there is a monomorphism $`S_{}(f)`$ $`S_{}^{}(g).`$

Now $`S_{}(f)`$ is a subgroup of, which is $`S_p^{}(f)`$ is a quotient of $`\mathrm{\Omega }_{}(f^1(Y)).`$ In this sense, $`S_{}(f)`$ is a “lower estimate” of $`\mathrm{\Omega }_{}(g^1(Y))`$ for any $`g`$ homotopic to $`f`$.

###### Definition 3.4.

The Nielsen number of order $`p`$, $`p=0,1,2,\mathrm{},`$ is defined as

$$N_p(f,Y)=rankS_p(f,Y).$$

The Nielsen number for the coincidence problem is denoted by $`N_p(f,g).`$

###### Corollary 3.5.

Suppose $`fg.`$ Then

$$N_{}(f)rank\mathrm{\Omega }_{}(g^1(Y)).$$

Clearly $`N_0(f)`$ is equal to the classical Nielsen number and provides a lower estimate of the number of path components of $`f^1(Y).`$

It is easy to verify that this theory is still valid if the oriented bordism $`\mathrm{\Omega }_{}`$ is replaced with the unoriented bordism, or the framed bordism (see examples in Section 7), or bordism with coefficients. In fact, a similar theory for an arbitrary homology theory is valid because every homology theory can be constructed as a bordism theory with respect to manifolds with singularities .

## 4. Naturality of $`S_{}(f).`$

Under conditions of Definition 2.6, the homomorphism $`k_{}:S_{}(f)S_{}(g)`$ can be defined as a restriction of $`k_{}^{}`$ and the analogues of Propositions 2.7 \- 2.9 hold. We simplify the situation in comparison to Section 2 by assuming that $`Z`$ and $`YZ`$ are fixed.

###### Definition 4.1.

Suppose we have another preimage problem $`g:UZ`$ connected to the first by map $`k:XU`$ such that $`gk=f.`$ Then the homomorphism induced by $`k,`$

$$k_{}:S_{}(f)S_{}(g),$$

is defined as the restriction of $`k_{}^{}:S_{}^{}(f)S_{}^{}(g)`$ on $`S_{}(f)S_{}^{}(f).`$

###### Proposition 4.2.

$`k_{}`$ is well defined.

###### Proof.

For convenience let $`f=f_0,g=g_0,k=k_0.`$ Suppose $`G`$ is a homotopy between $`g_0`$ and $`g_1,`$ $`K`$ between $`k_0`$ and $`k_1.`$ Let $`F=GK,`$ then $`F`$ is a homotopy between $`f_0`$ and $`f_1.`$ Let $`L(t,x)=(t,K(t,x)).`$ Then we have a commutative diagram:

$$\begin{array}{ccccc}U& ^{\underset{}{j_1}}& I\times U& ^{\underset{}{j_0}}& U\\ ^{k_1}& & ^L& & ^{k_0}\\ X& ^{\underset{}{i_1}}& I\times X& ^{\underset{}{i_0}}& X,\end{array}$$

where $`i_s:X\{s\}\times XI\times X`$ and $`j_s:U\{s\}\times UI\times U,s=0,1,`$ are the inclusions. Further, if we add a vertex $`Z`$ to this diagram we have a commutative pyramid with the other edges provided by $`f_0,f_1,g_0,g_1,G,F.`$ Then by naturality of the map induced on $`S_{}^{}`$ (Proposition 2.8) we have another commutative diagram:

$$\begin{array}{ccccc}S_{}^{}(g_1)& ^{\underset{}{j_1^{}}}& S_{}^{}(G)& ^{\underset{}{j_0^{}}}& S_{}^{}(g_0)\\ ^{k_1^{}}& & ^L_{}^{}& & ^{k_0^{}}\\ S_{}^{}(f_1)& ^{\underset{}{i_1^{}}}& S_{}^{}(F)& ^{\underset{}{i_0^{}}}& S_{}^{}(f_0).\end{array}$$

Here the horizontal arrows are injective (Proposition 3.1). Therefore the restriction $`k_0^{}=k_1^{}=L_{}^{}:M_{}^FM_{}^G`$ is well defined. This conclusion is true for all $`G,K,`$ so that the restriction $`k_0^{}:_{F=GK}M_{}^F_GM_{}^G`$ is well defined. Since $`S_{}(f)`$ is a subset of the former and the latter is $`S_{}(g)`$, the statement follows. ∎

###### Proposition 4.3.

Suppose the following diagram for three preimage problems commutes:

$$\begin{array}{ccccc}& & Z& & \\ & \stackrel{𝑓}{}& ^f^{}& ^{f^{\prime \prime }}& \\ X& ^\underset{}{k}& X^{}& ^\underset{}{j}& X^{\prime \prime }\end{array}$$

Then $`j_{}k_{}=(jk)_{}:S_{}(f)S_{}(f^{\prime \prime }).`$

###### Proposition 4.4.

$`(Id_X)_{}=Id_{S_{}(f)}.`$

###### Corollary 4.5.

Given $`Z,YZ.`$ If $`𝒫(Z,Y)`$ is the category of preimage problems as pairs $`(X,f),`$ $`f:XZ,`$ with morphisms as maps $`k:XU`$ satisfying $`gk=f,`$ then $`S_{}`$ is a functor from $`𝒫(Z,Y)`$ to $`\mathrm{𝐀𝐛}_{}`$ (cf. \[23, Chapter 3\]).

###### Corollary 4.6.

If $`k`$ is a homotopy invariance, $`gk=f,`$ then $`S_{}(f)=S_{}(g),`$ i.e., the preimage theory $`f:XZY`$ is “homotopy invariant” (cf. ) with respect to $`X.`$

## 5. The Bordism Index as a Homomorphism on $`S_{}^{}(f)`$.

In the classical Nielsen theory, the coincidence index provides an algebraic count of coincidence points. It satisfies the usual properties: (1) Homotopy Invariance: the index is invariant under homotopies of $`f,g`$; (2) Additivity: The index over a union of disjoint sets is equal to the sum of the indices over these sets; (3) Existence of Coincidences: if the index is nonzero then there is a coincidence; (4) Normalization: the index is equal to the Lefschetz number; (5) Removability: if the index is zero then a coincidence can be (locally or globally) removed by a homotopy. From the point of view of our approach the additivity property means that we associate an integer to every $`0`$-class, i.e., we have a homomorphism $`S_0^{}(f)𝐙=\mathrm{\Omega }_0(Y)`$.

###### Definition 5.1.

We define the index of $`[s]_NS_q^{}(f)`$, where $`s\mathrm{\Omega }_q(C),`$ as

$$I_f(s)=f_{}(s),$$

where $`f_{}:\mathrm{\Omega }_q(C)\mathrm{\Omega }_q(Y).`$

###### Proposition 5.2.

The index is well defined as a homomorphism

$$I_f:S_{}^{}(f)\mathrm{\Omega }_{}(Y).$$

###### Proof.

Suppose $`s_N\mathrm{},`$ then by definition, $`s_b\mathrm{}`$ in $`X`$ via some $`H`$ and $`fs_b\mathrm{}`$ in $`Z`$ via some $`G`$ homotopic to $`fH.`$ Therefore $`f_{}(s)=0`$ in $`\mathrm{\Omega }_q(Y),`$ so $`I_f([s]_N)=0.`$

Of course, $`I_f(z)0z0.`$

Suppose $`F:I\times XZ`$ is a homotopy. As before, let $`f_t()=F(t,):XZ,`$ and let $`i_t:X\{t\}\times XI\times X`$ be the inclusions.

###### Theorem 5.3.

Suppose $`z_0S_q^{}(f_0)`$ and $`i_0^{}(z_0)=zS_q^{}(F).`$ Then $`I_{f_0}(z_0)=I_F(z).`$

###### Proof.

Let $`C=F^1(Y),C_0=f_0^1(Y).`$ Now if $`z=[s]_N,s\mathrm{\Omega }_q(C)`$ and $`z_0=[s_0]_N,s_0\mathrm{\Omega }_q(C_0),`$ then $`i_0(s_0)_Ns.`$ Therefore, $`I_F(z)=F_{}(s)=F_{}i_0(s_0)=f_0(s_0)=I_{f_0}(z_0).`$

###### Corollary 5.4.

If $`z_0S_q^{}(f_0),`$ $`z_1S_q^{}(f_1)`$ are $`F`$-related then $`I_{f_0}(z_0)=I_{f_1}(z_1).`$ Thus the index $`I_f`$ is preserved under homotopies.

In the classical theory Nielsen classes are sets and the algebraically essential classes are the ones with nonzero index. Similarly, we call $`zS_q^{}(f)`$ algebraically essential of $`I_f(z)0.`$

###### Corollary 5.5.

Every algebraically essential class is topologically essential, i.e., $`z`$ cannot be reduced by a homotopy to the zero $`p`$-class, and, therefore, $`z`$ cannot be “removed” by a homotopy.

We define the group of algebraically essential Nielsen classes as

$$S_{}^a(f,Y)=S_{}^{}(f,Y)/\mathrm{ker}I_f.$$

Suppose we have another preimage problem $`g:UZ`$ connected to the first by map $`k:XU`$ such that $`gk=f.`$ Then just like in the previous section we define the homomorphism induced by $`k,`$

$$k_{}^a:S_{}^a(f)S_{}^a(g),$$

as a restriction of $`k_{}^{}.`$ Moreover similar properties are satisfied. Thus we have

###### Corollary 5.6.

Given $`Z,YZ.`$ If $`𝒫(Z,Y)`$ is the category of preimage problems as pairs $`(X,f),`$ $`f:XZ,`$ with morphisms as maps $`k:XU`$ satisfying $`gk=f,`$ then $`S_{}^a`$ is a functor from $`𝒫(Z,Y)`$ to $`\mathrm{𝐀𝐛}_{}`$.

## 6. The Index of an Isolated Set of Preimages.

From now on we assume that $`X,Y,Z`$ are smooth manifolds, $`Y`$ is a submanifold of $`Z.`$

Suppose $`PC`$ is an isolated set of preimages. Let $`UV`$ be neighborhoods of $`P`$ in $`X`$ such that $`\overline{U}IntV`$ and $`VC=P.`$ In the classical Nielsen theory, the index $`Ind(f,P)`$ of $`P`$ is defined as the image of the generator $`z`$ of $`H_{n+m}(X)𝐙`$ under the composition

$$H_{n+m}(X)^{\underset{}{}}H_{n+m}(X,X\backslash U)^{\underset{}{}}H_{n+m}(V,V\backslash U)^\underset{}{f_{}}H_{n+m}(Z,Z\backslash Y).$$

Under the restriction $`dimX+dimY=dimZ,`$ we are in the classical situation: each class $`a`$ is an isolated set of preimages $`A`$ and the index $`a`$ is defined as the index of $`A`$.

In case of a nonzero codimension we can have $`H_{n+m}(X)𝐙,`$ therefore it makes sense to replace in the above definition the generator $`z`$ with an arbitrary element of $`H_{}(X)`$. This turns the index into a graded homomorphism $`H_{}(X)H_{}(Z,Z\backslash Y)`$ (which is equal to the Lefschetz homomorphism  for the Coincidence Problem). This generality is justified by a number of examples in ,  that show that in order to detect coincidences in a nonzero codimension one may need to take into account all parts of this homomorphism.

A fixed point index with respect to generalized cohomology was considered by Dold . Another example is  where the coincidence index is computed in term of cobordism. In addition, we will see in Section 9 that for a nonzero codimension the index expressed in terms of singular homology may be inadequate for removability (some algebraically inessential classes are essential). Therefore under the above restrictions the singular homology $`H_{}`$ should be replaced with a generalized homology $`h_{}`$.

###### Definition 6.1.

Suppose $`W`$ is a neighborhood of $`Y`$ in $`Z.`$ The index $`Ind_f(P;h_{}),`$ or simply $`Ind_f(P),`$ of the set $`P`$ with respect to $`h_{}`$ is the following homomorphism

$$h_{}(X,X\backslash U)^{\underset{}{}}h_{}(V,V\backslash U)^\underset{}{f_{}}h_{}(W,W\backslash Y).$$

The index does not depend on the choice of $`U`$, see \[35, p. 189\]. The next theorem is proven similarly to Lemmas 7.1, 7.2, 7.4 in \[35, p. 190-191\] respectively.

###### Theorem 6.2.

I. (Additivity) If $`P=P_1\mathrm{}P_s`$ is a disjoint union of subsets of $`P`$ such that $`P_i=Pf^1(Y)`$ is compact and $`f_i=f|_{P_i}`$ for each $`i=1,\mathrm{},s,`$ then $`Ind_f(P)=_{i=1}^sInd_{f_i}(P_i).`$

II. (Existence of Preimages) If $`Ind_f(P)0`$ then $`P\mathrm{}.`$

III. (Homotopy Invariance) Suppose $`f_t:XZ,0t1,`$ is a homotopy and $`D=_tf_t^1(Y)`$ is a compact subset of $`X.`$ Then

$$Ind_{f_0}(P)=Ind_{f_1}(P).$$

Now we show how the indices $`I_f`$ and $`Ind_f`$ are related to each other.

###### Definition 6.3.

Let $`R_p(f)`$ be the set of all elements of $`M_p(C)`$ represented as sums of finite collections of connected singular manifolds such that the sum of any subcollection is not Nielsen equivalent to the empty set. Then the image of $`zS_p^{}(f)`$ is defined as

$$\mathrm{Im}z=\{\mathrm{Im}s:sR_p(f),sz\}.$$

In particular, if $`P\mathrm{\Omega }_0(M)`$ is a subset of $`C`$ and $`z=[P]_N,`$ then $`\mathrm{Im}z=P.`$

Suppose $`f`$ is transversal to $`Y`$. Then $`C`$ is a $`r`$-submanifold of $`X`$.

###### Proposition 6.4.

$`\mathrm{Im}z`$ is an isolated subset of $`C`$ and therefore an $`r`$-submanifold of $`X.`$

###### Proposition 6.5.

If $`z=0S_{}^{}(f)`$ then $`\mathrm{Im}z=\mathrm{}.`$

Clearly if $`Ind_f(\mathrm{Im}z)0`$ then $`\mathrm{Im}z\mathrm{}.`$ However this does not imply that $`z`$ is essential. The case of $`p=0`$ is an exception. For convenience we restate the following familiar result.

###### Proposition 6.6.

If $`PS_0^{}(f)`$ and $`Ind_f(P;h_{})0,`$ where $`h_{}`$ is an arbitrary homology theory, then $`P`$ is essential.

The relation between the essentiality of the class and its index is more subtle when $`p>0.`$

If $`T`$ is a tubular neighborhood of a submanifold $`M,`$ then $`\phi _M:\mathrm{\Omega }_{q+k}(T,T\backslash M)\mathrm{\Omega }_q(M)`$ is the Thom isomorphism \[34, p. 309\], \[11, p. 321\].

Suppose $`zS_p^{}(f),z=[s],`$ where $`s\mathrm{\Omega }_p(M).`$ Let $`P=\mathrm{Im}z,`$ then it is an $`r`$-submanifold of $`C.`$ Let $`T`$ and $`T^{}`$ be tubular neighborhoods of $`C`$ and $`P`$ respectively such that $`T^{}`$ is an isolated subset of $`T.`$ Then the inclusion $`i:T^{}T`$ is a bundle map. Suppose $`s=i_{}(s^{})`$ for some $`s^{}\mathrm{\Omega }_p(P).`$ From the naturality of the Thom isomorphism we have the commutativity of the following diagram:

| $`\mathrm{\Omega }_p(P)`$ | $`^\underset{}{i_{}}`$ | $`\mathrm{\Omega }_p(C)`$ | $`^\underset{}{f_{}}`$ | $`\mathrm{\Omega }_p(Y)`$ |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |
| $`^{\phi _P}`$ |  | $`^{\phi _C}`$ |  | $`^{\phi _Y}`$ |  |  |  |
| $`\mathrm{\Omega }_{p+k}(T^{},T^{}\backslash P)`$ | $`^\underset{}{i_{}}`$ | $`\mathrm{\Omega }_{p+k}(T,T\backslash C)`$ | $`^\underset{}{f_{}}`$ | $`\mathrm{\Omega }_{p+k}(W,W\backslash Y),`$ |  |  |  |

where $`W`$ is a tubular neighborhood of $`Y.`$ Then $`I_f(z)=f_{}(s)=f_{}i_{}(s^{}).`$ Therefore

$$\phi _Y^1I_f(z)=\phi _Y^1f_{}i_{}(s^{})=f_{}i_{}\phi _P^1(s^{})=Ind_f(P;\mathrm{\Omega }_{})(\phi _P^1(s^{})).$$

Thus we have proven

###### Theorem 6.7.

For each $`zS_p^{}(f)`$, $`I_f(z)=\phi _YInd_f(P;\mathrm{\Omega }_{})\phi _P^1(s^{}),`$ where $`z=[s]`$ and $`s=i_{}(s^{}).`$

The right hand side can be used for an alternative definition of an algebraically essential class.

###### Corollary 6.8.

If $`P\mathrm{\Omega }_r(M),z=[P]`$, then $`Ind_f(P;\mathrm{\Omega }_{})(O_P)=\phi _Y^1I_f(z),`$ where $`O_P\mathrm{\Omega }_{n+m}(T^{},T^{}\backslash P)`$ is the fundamental class of $`P.`$

Moreover if $`Ind_f(P;H_{})0`$ then $`PS_0^{}(f)`$ is essential. Thus for $`r=0`$ we recover the traditional definition of an algebraically essential class.

## 7. Some Examples.

Nielsen numbers are hard to compute. Nielsen groups and higher order Nielsen numbers are no different. Below we consider some special cases when the computation is feasible.

Just as before suppose $`X=Z=𝐒^2,`$ $`Y`$ is the equator of $`Z,`$ $`f`$ a map of degree $`2`$ such that $`C=f^1(Y)`$ is the union of two circles $`C_1`$ and $`C_2`$ around the poles. But there is only one generator of $`S_1^{}(f),`$ $`C=C_1C_2.`$ Also $`Ind_f(C)0`$. Hence $`N_0(f)=1.`$ This is in fact a “sharp” estimate of the number of components of $`C`$ (Wecken Property for codimension $`r=1`$) because $`f`$ is homotopic to the suspension, $`g,`$ of the degree $`2`$ map of the equator, so that $`g^1(Y)`$ is a circle. The same conclusion applies to $`X=Z=𝐒^n,Y=𝐒^{n1},`$ codimension $`r=n1,n2.`$

For more examples of this nature see  and Theorem 1.2 and Section 12 in .

In  we showed that the cohomology coincidence index $`I_{fg}^A`$ is the only obstruction to removability of an isolated subset $`A`$ of the coincidence set if any of the three following conditions is satisfied: (1) $`M`$ is a surface; (2) the fiber of $`g`$ is acyclic; or (2) the fiber of $`g`$ is an $`m`$-sphere for $`m=4,5,12`$ and $`n`$ large. Of course if the homology index $`Ind_{(f,g)}(A;H_{})`$ is trivial then so is $`I_{fg}^A.`$ Therefore under these restrictions an algebraically inessential class can be removed.

###### Proposition 7.1.

Suppose that if two singular $`q`$-manifolds in $`C`$ are bordant in $`X`$ then they are Nielsen equivalent. Then $`S_q^{}(f)j_{}\mathrm{\Omega }_q(C),`$ where $`j:CX`$ is the inclusion.

###### Corollary 7.2.

If under the conditions of the proposition $`\mathrm{\Omega }_q(X)=0,`$ then $`S_q(f)=0.`$

The condition of this proposition is satisfied if we simply assume that $`f`$ is homotopic to $`f^{}`$ with $`f^{}(X)Y.`$ For the Coincidence Problem this result takes the following form.

###### Theorem 7.3.

If $`f,g:XZ`$ are homotopic then $`S_q^{}(f,g)j_{}\mathrm{\Omega }_q(Coin(f,g)).`$ Moreover, $`N_q(f,g)rank\mathrm{\Omega }_q(X).`$

Suppose a parametrized dynamical system $`FN^{\underset{}{f,g}}M,`$ where $`g`$ is the bundle projection, is generated by a control system. Then it is easy to see that $`f`$ is homotopic to $`g`$ and the above theorem can be applied to estimate the “size” of the set of stationary points of the control system.

###### Theorem 7.4.

Suppose $`Y`$ is $`(q1)`$-connected, $`f^{}:H^q(Y;\pi _q(Y))H^q(X;\pi _q(Y))`$ is trivial, and $`Z`$ is $`(q+1)`$-connected. Then $`S_q^{}(f)j_{}\mathrm{\Omega }_q(C).`$ Moreover, $`N_q(f)rank\mathrm{\Omega }_q(X).`$

###### Proof.

Suppose $`s_0,s_1j_{}\mathrm{\Omega }_q(C)`$ are bordant in $`X`$ via $`H:WX,`$ i.e., $`s_i:S_iX,W=S_0S_1,H|_{S_i}=s_i.`$ Since $`Y`$ is $`(q1)`$-connected and

$$\delta ^{}f^{}(s_0s_1)^{}:H^q(Y;\pi _q(Y))H^{q+1}(W,S_0S_1;\pi _q(Y))$$

is trivial, the classical obstruction theory \[1, p. 497\] is applied to prove that the map $`f(s_0s_1):S_0S_1Y`$ can be extended to $`G:WY`$ . Further, since $`Z`$ is $`(q+1)`$-connected, $`[W,Z]_{relS_0S_1}=0.`$ Therefore $`G`$ and $`fH`$ are homotopic relative to $`S_0S_1.`$ Thus, if two singular $`q`$-manifolds in $`C`$ are bordant in $`X,`$ then they are Nielsen equivalent. Now the theorem follows from the above proposition. ∎

The relation between the homotopy class of a map and the preimage of a point is direct in the setting of the Pontriagin-Thom construction \[7, p. 196\]. For the rest of the section we assume that the Nielsen groups $`S_q^{}(f),`$ $`S_q(f)`$ are computed with respect to the framed bordism, i.e., $`S_q^{}(f)`$ is a quotient group of $`\mathrm{\Omega }_q^{fr}(C).`$

Let $`Y=\{p\},pZ=𝐒^k,`$ and $`rk2.`$ Then the conditions of the theorem above are satisfied. Therefore $`S_r^{}(f)j_{}\mathrm{\Omega }_r^{fr}(C).`$ Now, $`f`$ is homotopic to a map $`g`$ if and only if $`C=f^1(p)`$ is framed bordant to $`K_g=g^1(p)`$ in $`X.`$ Let $`j^g:K_gX`$ be the inclusion. Then

$$S_r(f)\underset{gf}{}j_{}^g\mathrm{\Omega }_r^{fr}(K_g)=\underset{K_g_bC}{}j_{}^g\mathrm{\Omega }_r^{fr}(K_g).$$

Thus we have proven the following

###### Theorem 7.5.

Suppose $`Z=𝐒^k`$ and $`r=mkk2.`$ Then

$$S_r(f,\{p\})=\underset{K_bC}{}j_{}^K\mathrm{\Omega }_r^{fr}(K),$$

where $`j^K:KX`$ is the inclusion.

In particular for codimension $`1,`$ $`N_1(f,\{p\})`$ is equal to the number of circles in $`f^1(p)`$ not framed bordant to the empty set.

###### Corollary 7.6.

Suppose $`Z=𝐒^k`$ and $`r=mkk2.`$ Then $`S_r(f,\{p\})=0`$ iff $`f^1(p)_b\mathrm{}.`$

###### Proof.

The right hand side in the above theorem contains $`C`$. ∎

Nielsen groups can be easily computed for the generators of $`[𝐒^k,𝐒^m],`$ see \[7, p. 208\].

## 8. Wecken Property of Order 1, Codimension $`1`$.

We say that the preimage problem $`f:XZY`$ satisfies the Wecken Property of order $`p`$ if $`S_p(f)`$ is “realizable”, i.e., there is some $`h`$ homotopic to $`f`$ such that $`S_p(f)\mathrm{\Omega }_p(h^1(Y)).`$

Recall that a preimage problem is reduced to the coincidence problem $`f,g:XY`$ by putting $`Z=Y\times Y,`$ $`Y`$ the diagonal of $`Z,`$ $`f=(F,G),C=(f,g)^1(Y)=Coin(f,g).`$ Also $`dimZ=2dimY=2n,`$ so $`k=n`$

Then the definition of Wecken Property is in the obvious extension of the one above: the pair $`(f,g)`$ satisfies the Wecken Property of order $`p`$ if $`S_p(f,g)\mathrm{\Omega }_p(Coin(f^{},g^{}))`$ for some $`f^{},g^{}`$ homotopic to $`f,g.`$

Assume that $`f,g`$ are transversal. Then $`C=Coin(f,g)`$ is a $`1`$-submanifold of $`X.`$ Suppose $`A`$ is $`1`$-submanifold of $`C`$. Recall condition $`\text{(W1) }A=S,\text{ }`$where $`S`$ is an orientable connected surface$`,\text{ }f|_Sg|_S\text{ rel }A.`$

###### Proposition 8.1.

(W1) $`A=S,\text{ }`$where $`S`$ is an orientable (not necessarily connected) surface$`,\text{ }f|_Sg|_S\text{ rel }A`$ $`A_N\mathrm{},`$ i.e., $`A`$ belongs to the zero $`1`$-class.

###### Proof.

Since $`A`$ is the boundary of $`S,`$ we have $`A_b\mathrm{}`$ via $`S.`$ Secondly, $`f|_Sg|_S`$ rel $`A,`$ hence $`(f,g)|_Sh`$ rel $`A`$ such that $`\mathrm{Im}h`$ lies in the diagonal of $`Z=Y\times Y.`$ Thus $`A_N\mathrm{}.`$

Consider the following result due to Jezierski \[20, Theorem 3.1\]. Its proof is based on his $`1`$-parameter Whitney Lemma.

###### Proposition 8.2 (Jezierski).

Suppose $`n4`$ and $`f`$ is smooth. Then $`g`$ is homotopic to $`g^{}`$ such that the pair $`(f,g^{})`$ is transversal and each Nielsen class (or even an isolated subset of a Nielsen class ) of $`(f,g)`$ is a circle.

We use this result to prove the following Wecken-type result for codimension $`1.`$

###### Theorem 8.3.

Suppose $`n4`$ and $`f`$ is smooth. Then the coincidence problem $`f,g:XY`$ satisfies the Wecken Property of order $`1`$; specifically, $`g`$ is homotopic to $`g^{}`$ such that

$$S_1(f,g)\mathrm{\Omega }_1(Coin(f,g^{})).$$

Moreover, $`N_1(f,g)=rank\mathrm{\Omega }_1(Coin(f,g^{}))`$ is equal to the number of circles in $`Coin(f,g^{})`$ not satisfying (W1).

###### Proof.

Suppose, according to the above proposition, that all $`0`$-classes are circles, $`A_1,\mathrm{},A_s.`$ Suppose also that $`A_1,\mathrm{},A_t`$ satisfy condition (W1) and the rest do not. Let’s view $`A_1,\mathrm{},A_t`$ as singular $`1`$-manifolds. Then, first, $`A_i_N\mathrm{}`$ for $`i=1,\mathrm{},t`$ according to Proposition 8.1. Hence for these $`i,`$ $`A_i0S_1^{}(f,g^{}),`$ so they don’t concern us. Now, suppose $`A_i_NA_j`$ for some $`i>j>t`$ via some surface $`H.`$ If $`A_i`$ and $`A_j`$ were subsets of different components of $`H`$ then each would satisfy condition (W1). Therefore $`H`$ can be assumed connected. But then $`A_iA_j`$ satisfies condition (W1) and, moreover, every pair of points $`xA_i,yA_j`$ is Nielsen equivalent. Therefore by Proposition 8.2 $`A_iA_j`$ can be further reduced to a single circle. Hence we can assume that each $`A_i,i=t+1,\mathrm{},s,`$ belongs to a different nonzero $`1`$-class. Thus the generators of $`S_1^{}(f,g^{})`$ are $`[A_i]_N,i=t+1,\mathrm{},s.`$ Now the fact that each of these classes is essential follows from the homotopy invariance of (W1) \[20, Lemma 4.2\]. ∎

A similar result for the Root Problem is easy to prove.

###### Theorem 8.4.

Suppose $`Z=𝐒^k`$ and $`1=mkk2.`$ Then the root problem $`f:XZp`$ satisfies the Wecken Property of order $`1`$ (with respect to framed bordism).

###### Proof.

Just as above assume that $`C=f^1(p)`$ is the disjoint union of circles such that $`A_1,\mathrm{},A_t`$ are framed bordant to the empty set and $`A_{t+1},\mathrm{},A_s`$ are not. Then $`C`$ is framed bordant to $`K=A_{t+1}\mathrm{}A_s.`$ Finally $`S_1(f,\{p\})=\mathrm{\Omega }_1^{fr}(K)`$ by Theorem 7.5. ∎

## 9. Wecken Property of Order $`0,`$ Codimension $`1.`$

Suppose $`A`$ is a $`1`$-submanifold of $`C`$. Recall condition (W2) the PT map is trivial. The proposition below explains why the PT map should be understood as the coincidence index.

###### Proposition 9.1.

(W2) $`Ind_{(f,g)}(A;\pi _{}^S)=0`$ (i.e., $`A`$ is algebraically inessential with respect to $`\pi _{}^S).`$

###### Proof.

Let $`UT`$ be tubular neighborhoods $`A.`$ We state (W2) as follows:

$$PT:𝐒^{n+1}T/T^{\underset{}{fg}}𝐑^n/(𝐑^n\backslash 0)𝐒^n\text{ is trivial.}$$

Since $`n4,`$ this is equivalent to the following:

$$PT_{}:\pi _{}^S(𝐒^{n+1})^{\underset{}{}}\pi _{}^S(𝐒^n)\text{ is trivial.}$$

Consider the commutative diagram:

$$\begin{array}{ccccccc}& & & & T/T& ^{\underset{}{fg}}& (𝐑^n,𝐑^n\backslash 0)\\ 𝐒^{n+1}& & 𝐒^{n+1}/(𝐒^{n+1}\backslash U)& & ^{}& & {}_{}{}^{}_{}^{d}\\ & & & & (T,T\backslash U)& ^{\underset{}{(f,g)}}& (𝐑^n\times 𝐑^n,𝐑^n\times 𝐑^n\backslash \mathrm{\Delta }),\end{array}$$

where $`\mathrm{\Delta }`$ is the diagonal and $`d(x,y)=xy.`$ Now if we apply the stable homotopy functor $`\pi _{}^S`$ to the diagram, we have $`PT_{}`$ in the upper path and the index of $`A`$ with respect to $`h_{}=\pi _{}^S`$ in the lower. But $`d`$ is a homotopy equivalence \[11, Lemma VII.4.13, p. 200\], and the statement follows. ∎

Observe that the stable homotopy index $`Ind_{(f,g)}(A;\pi _{}^S)`$ is better at detecting essential classes than the traditional index with respect to singular homology. In fact, the latter would not work in the above argument as $`\pi _{n+1}^S(𝐒^n)=𝐙_2`$ cannot be replaced with $`H_{n+1}(𝐒^n)=0`$. Secondly, all the Nielsen numbers of higher order in Section 7 would be zero if computed with respect to singular homology.

Recall Jezierski’s Wecken type theorem \[20, Theorem 5.3\].

###### Proposition 9.2 (Jezierski).

Let $`f,g:XY`$ be an admissible map between open subsets of $`𝐑^{n+1},`$ $`𝐑^n`$ respectively, $`n4.`$ Then there are maps $`f^{},g^{}`$ compactly homotopic to $`f,g`$ respectively such that the Nielsen classes satisfying (W1) and (W2) disappear and the remaining ones become circles.

Suppose we are left with the circles $`A_1,A_2,\mathrm{},A_t`$ each satisfying condition (W1) but not (W2), and $`A_{t+1},A_{t+2},\mathrm{},A_s`$ satisfying (W2) but not (W1). Then each $`A_1,A_2,\mathrm{},A_t`$ is an (algebraically) essential $`0`$-class (Theorem 6.6). Also each $`A_{t+1},A_{t+2},\mathrm{},A_s`$ is an essential $`1`$-class (Theorem 8.3), therefore an essential $`0`$-class as well. Thus we have proven the following

###### Theorem 9.3.

Suppose $`X,Y`$ are open subsets of $`𝐑^{n+1},`$ $`𝐑^n`$ respectively, $`n4.`$ Then there are maps $`f^{},g^{}`$ compactly homotopic to $`f,g`$ respectively such that $`Coin(f^{},g^{})`$ has exactly $`N_0(f,g)`$ path components, i.e., the coincidence problem $`f,g:XY`$ satisfies the Wecken Property of order $`0.`$

A result of this type is proven by Gonçalves and Wong \[18, Theorem 4 (iii)\] for the Root Theory and an arbitrary codimension. In the terminology of the present paper their theorem reads as follows: If $`X,Z`$ are nilmanifolds, $`pZ,`$ then there is $`g`$ homotopic to $`f`$ such that $`g^1(p)`$ has exactly $`N_0(f,\{p\})`$ components.

Another codimension $`1`$ Wecken type theorem is given by Dimovski  for the parametrized fixed point problem: $`F:I\times YY.`$ He defines two independent indices of a Nielsen class $`V,`$ $`ind_1(F,V)`$ and $`ind_2(F,V),`$ corresponding to conditions (W1), (W2), and then defines a Nielsen number $`N(F)`$ as the number of Nielsen classes with either $`ind_1(F,V)0`$ or $`ind_2(F,V)0.`$ His Theorem 4.4 (4) reads: If $`F`$ is homotopic to $`H`$ such that $`H`$ has only isolated circles of fixed points and isolated fixed points then the number of fixed points classes of $`H`$ is bigger than or equal to $`N(F).`$ However this does not mean that $`N(F)`$ is a lower bound of the number of components of the fixed point set because an examination of the proof of this theorem (Theorems 4.1, 4.2) reveals that only local homotopies, i.e., ones constant outside a neighborhood of the given class, are allowed. This is the reason why there is a direct correspondence between Nielsen classes of two homotopic maps and there is no need for such a construction as the one in Section 3 of the present paper. Also $`N(F)`$ can be larger than the estimate provided in the above theorem - Jezierski \[20, Example 6.4\] gives an example of a Nielsen class that can be removed by a global homotopy but not by a local one.


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# Lattice Approach to Excited TBA Boundary Flows: Tricritical Ising Model

## 1 Introduction

A problem of much current interest in Quantum Field Theory (QFT) is the renormalization group (RG) flow between different boundary fixed points of a Conformal Field Theory (CFT) that remains conformal in the bulk. Many boundary flows have been studied including  Lee-Yang, minimal models and $`c=1`$ CFTs. In addition, approximate numerical scaling energies can be explored by use of the Truncated Conformal Space Approach (TCSA) .

In this letter, for boundary flows, we show how one can derive exact TBA equations  for all excitations from a lattice approach . This has not been possible in a field theory approach. We illustrate our approach in the context of a prototypical boundary flow of the Tricritical Ising Model (TIM)  with central charge $`c=7/10`$. This is an interesting but relatively simple CFT with many applications in statistical mechanics. Following Cardy , the conformal boundary conditions $`B_{(r,s)}`$ of the TIM are in one-to-one correspondence with the six primary fields $`\phi _{(r,s)}\phi _{(4r,5s)}`$ labelled by the Kac labels $`(r,s)`$ with $`r=1,2,3`$ and $`s=1,2,3,4`$. The Kac table of conformal weights $`\mathrm{\Delta }_{r,s}`$ is shown in Figure 1. Of the many possible flows on a cylinder between boundary conditions $`B_{(r,s)|(r^{},s^{})}`$ (that is $`B_{(r,s)}`$ on the left and $`B_{(r^{},s^{})}`$ on the right) we only consider here flows involving a non-trivial boundary $`B_{(r,s)}`$ on the left with a fixed trivial boundary $`B_{(1,1)}`$ on the right. For these conformal boundary conditions on the cylinder we use the special notation

$$_{(r,s)}=B_{(r,s)|(1,1)}.$$

In Figure 1 the possible integrable flows  between these conformal boundary conditions are shown schematically.

In this letter we will focus on the prototypical flow obtained by perturbing the $`_{(1,2)}`$ boundary TIM by the relevant boundary operator $`\phi _{(1,3)}`$

$$UV=_{(1,2)}_{(2,1)}=IR,\chi _{1,2}(q)\chi _{2,1}(q)$$
(1.1)
This flow induces a map between Virasoro characters $`\chi _{r,s}(q)`$ of the theory where $`q`$ is the modular parameter. The physical direction of the flow from the ultraviolet (UV) to the infrared (IR) is given by the relevant perturbations and is consistent with the $`g`$-theorem  which asserts that the boundary entropy is reduced under the flow $`g_{IR}<g_{UV}`$. The boundary entropies are

$$g_{(r,s)}=\left(\frac{2}{5}\right)^{1/4}\frac{\mathrm{sin}\frac{\pi r}{4}\mathrm{sin}\frac{\pi s}{5}}{\sqrt{\mathrm{sin}\frac{\pi }{4}\mathrm{sin}\frac{\pi }{5}}},g_{(1,1)}:g_{(2,1)}:g_{(1,2)};g_{(2,2)}=1:\sqrt{2}:g:\sqrt{2}g$$
(1.2)
with $`g=(1+\sqrt{5})/2`$ the golden mean.

A more complete account of the full set of six integrable flows of the TIM, including the second flow emanating from the $`_{(1,2)}`$ boundary condition, will be given in a subsequent paper . The approach outlined here, however, is quite general and should apply, for example, to all integrable boundary flows of minimal models .

## 2 Scaling of Critical $`A_4`$ Model with Boundary Fields

It is well known that the TIM is obtained as the continuum scaling limit of the generalized hard square model of Baxter  on the Regime III/IV critical line. This integrable lattice model is the $`A_4`$ RSOS lattice model of Andrews-Baxter-Forrester . Specifically, in the presence of integrable boundaries, the scaling energies of the TIM are obtained  from the scaling limit of the eigenvalues of the commuting double-row transfer matrices $`𝑫(u)`$  of the $`A_4`$ lattice model with $`N`$ faces in a row. It has been shown by Behrend and Pearce  that at criticality there exist integrable boundary conditions associated with each conformal boundary condition $`(r,s)`$ carrying 0,1 or 2 arbitrary boundary fields $`\xi ,\eta `$. In the present case the boundaries $`(1,1)`$ and $`(3,1)`$ admit no fields, $`(2,1)`$ and $`(1,2)`$ admit a single field $`\xi `$ and $`(2,2)`$ admits two boundary fields $`\xi `$ and $`\eta `$. These boundary fields induce the $`\phi _{(1,3)}`$ and $`\phi _{(1,2)}`$ RG flows respectively so we identify the thermal and magnetic boundary fields accordingly

$$\xi \phi _{(1,3)},\eta \phi _{(1,2)}.$$
(2.1)
To consider boundary flows we must fix the bulk at its critical point and vary the boundary fields $`\xi ,\eta `$. But paradoxically, it has been shown  that the fields $`\xi ,\eta `$ are irrelevant in the sense that they do not change the scaling energies if $`\xi `$ and $`\eta `$ are real and restricted to appropriate intervals. Explicitly, the cylinder partition functions obtained  from $`(r,s)`$ integrable boundaries with $`\xi ,\eta `$ real are independent of $`\xi ,\eta `$ and given by single Virasoro characters

$$_{(r,s)}=B_{(r,s)|(1,1)}:Z_{(r,s)|(1,1)}(q)=\chi _{r,s}(q).$$
(2.2)
The reason for this is that in the lattice model the fields $`\xi `$ and $`\eta `$ control the location of zeros on the real axis in the complex plane of the spectral parameter $`u`$ whereas only the zeros in the scaling regime, a distance $`i\mathrm{log}N`$ out from the real axis, contribute in the scaling limit $`N\mathrm{}`$. The solution is to scale the imaginary part of $`\xi ,\eta `$ as $`\mathrm{log}N`$. This is allowed because $`\xi ,\eta `$ are arbitrary complex fields.

For our prototypical flow (1.1), following , we consider a cylindrical lattice with the $`(1,1)`$ boundary on the right (with no boundary field) and the $`(2,1)`$ boundary on the left with boundary field $`\xi _L`$. Explicitly, we now scale $`\xi _L`$ as

$$\text{Re}(\xi _L)=\frac{\lambda }{2}=\frac{\pi }{5},\text{Im}(\xi _L)=\frac{\xi +\mathrm{log}N}{5}$$
(2.3)
where $`\xi `$ is real. In terms of boundary weights, the $`(1,2)`$ conformal boundary is reproduced in the limit $`\text{Im}(\xi _L)\pm \mathrm{}`$ whereas the $`(2,1)`$ conformal boundary is reproduced in the limit $`\text{Im}(\xi _L)0`$.

The scaling behaviour of the $`A_4`$ lattice model at the boundary fixed points is described by the TBA equations of O’Brien, Pearce and Warnaar  (OPW). In this letter, we generalize their analysis to include the scaling boundary field (2.3). This parameter appears in the TBA equations only through the boundary contribution $`g(u)`$ in (6.3) of OPW. For the flow (1.1), the scaling limit of this function in the first analyticity strip $`\frac{\lambda }{2}\text{Re}(u)\frac{3\lambda }{2}`$ now becomes

$$\widehat{g}_1(x,\xi )=\mathrm{coth}\frac{x+\xi }{2}$$
(2.4)
with $`\xi \mathrm{}`$ and $`\xi +\mathrm{}`$ corresponding to $`_{(1,2)}`$ and $`_{(2,1)}`$ respectively.

## 3 Classification and Flow of Excited States $`_{(1,2)}_{(2,1)}`$

As in OPW, the scaling energies are classified by the patterns of zeros of the eigenvalues of the double row transfer matrix $`𝑫(u)`$. In the complex $`u`$ plane, they are organized in two analyticity strips $`\frac{\lambda }{2}\text{Re}(u)\frac{3\lambda }{2}`$ and $`2\lambda \text{Re}(u)4\lambda `$. For $`N`$ sufficiently large, there can be only simple zeros in the middle of each strip (1-strings) or pairs of zeros located on the two borders of each strip, having the same imaginary part (2-strings). Because of crossing symmetry, all the zeros appear in complex conjugate pairs so the upper and lower half planes are related by reflection in the real axis and this remains true for general values of $`\text{Im}(\xi _L)`$.

The patterns of zeros are classified  by string content and ordering. Let $`m_{1,2}0`$ be the number of 1-strings in the upper half plane in strips 1 and 2 and similarly $`n_{1,2}0`$ the number of 2-strings. Then for the boundary fixed points $`_{(1,2)}`$ and $`_{(2,1)}`$, the string contents are classified by the $`(𝒎,𝒏)`$ systems

$`UV=_{(1,2)}(m_1\text{ odd, }m_2\text{ even}):`$ $`n_1={\displaystyle \frac{N+m_2+\sigma }{2}}m_1,n_2={\displaystyle \frac{m_1\sigma }{2}}m_2`$ (3.1)
$`IR=_{(2,1)}(m_1\text{ odd, }m_2\text{ odd}):`$ $`n_1={\displaystyle \frac{N+m_2}{2}}m_1,n_2={\displaystyle \frac{m_1+1}{2}}m_2`$ (3.2)
where $`N`$ is odd. In the UV there are two distinct $`(𝒎,𝒏)`$ systems labelled by $`\sigma =\pm 1`$. In the scaling limit $`N\mathrm{}`$, we have $`n_1N/2`$ with $`m_1,m_2,n_2=O(1)`$. For given string content, the relative ordering of 1- and 2- strings is given by the quantum numbers $`I_k^{(i)}`$ where, for the 1-string $`y_k^{(i)}`$, $`I_k^{(i)}`$ is the number of two-strings whose location $`z_l^{(i)}`$ is larger (further from the real axis) than $`y_k^{(i)}`$. Labelling the strings so that $`y_{k+1}^{(i)}>y_k^{(i)}`$, the quantum numbers must satisfy

$$n_iI_1^{(i)}I_2^{(i)}\mathrm{}I_{m_i}^{(i)}0.$$
(3.3)
In $`_{(1,2)}`$ with $`\sigma =1`$ there is a frozen 1-string, that is, the 1-string furthest from the real axis in strip 1 is restricted to have no two-strings above it so that $`I_{m_1}^{(1)}=0`$. With these quantum numbers, the states are uniquely labelled as

$`UV=_{(1,2)}:`$ $`I=(I_1^{(1)}I_2^{(1)}\mathrm{}I_{m_1}^{(1)}|I_1^{(2)}I_2^{(2)}\mathrm{}I_{m_2}^{(2)})_\sigma `$ (3.4)
$`IR=_{(2,1)}:`$ $`I=(I_1^{(1)}I_2^{(1)}\mathrm{}I_{m_1}^{(1)}|I_1^{(2)}I_2^{(2)}\mathrm{}I_{m_2}^{(2)})`$ (3.5)
In the scaling limit, $`n_1`$ is infinite so in this limit the corresponding strip 1 quantum numbers are unbounded.

Given the pattern of zeros, that is, the string content and quantum numbers at the boundary fixed points, the conformal dimensions or scaling energies of these states are uniquely determined  by

$`UV=_{(1,2)}:E=\mathrm{\Delta }_{(1,2)}+n^{UV}`$ $`=`$ $`{\displaystyle \frac{1}{10}}+{\displaystyle \frac{1}{4}}𝒎C𝒎{\displaystyle \frac{m_1m_2}{2}}\sigma +{\displaystyle \underset{i=1,2}{}}{\displaystyle \underset{k=1,..,m_i}{}}I_k^{(i)}`$ (3.6)
$`IR=_{(2,1)}:E=\mathrm{\Delta }_{(2,1)}+n^{IR}`$ $`=`$ $`{\displaystyle \frac{7}{16}}{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{4}}𝒎C𝒎+{\displaystyle \underset{i=1,2}{}}{\displaystyle \underset{k=1,..,m_i}{}}I_k^{(i)}`$ (3.7)
where $`𝒎=(m_1,m_2)`$ and the Cartan matrix is

$$C=\left(\begin{array}{cc}2& 1\\ 1& 2\end{array}\right)$$
(3.8)
From , we know that the above counting of states reproduces exactly the expected UV and IR characters at the boundary fixed points but there must be some mechanisms to change these classifications during the flow.

### 3.1 Three mechanisms for changing string content

For convenience, in this section only, we consider the flow $`IR=_{(2,1)}_{(1,2)}=UV`$ which is the reverse of the physical flow (1.1). By simple counting arguments, the eigenvalues of the double row transfer matrix have $`2N+4`$ zeros in the periodicity strip for $`_{(2,1)}`$ but only $`2N+2`$ zeros for $`_{(1,2)}`$. Thus precisely two zeros, one in the upper half plane and one in the lower half plane, must “flow off to infinity” during the flow. Indeed, from empirical observations based on direct numerical diagonalization of small double row transfer matrices we find just three mechanisms for changing the string content during the flow. These all involve the farthest zeros (1 or 2 strings) from the real axis in the upper half plane and are well supported by numerical analysis of the TBA equations in Section 5.

The mechanisms for the flow $`IR=_{(2,1)}_{(1,2)}=UV`$, as shown in Figure 2, are:

* The top 1-string in strip 2 flows to $`+\mathrm{}`$, decoupling from the system while $`m_1`$, $`n_1`$ and $`n_2`$ remain unchanged. This mechanism applies in the IR when $`I_{m_1}^{(1)}=I_{m_2}^{(2)}=0`$ and produces frozen states in the UV with $`\sigma =1`$ and $`I_{m_1}^{(1)}=0`$.
* The top 2-string in strip 1 and the top 1-string in strip 2 flow to $`+\mathrm{}`$ and a 2-string comes in from $`+\mathrm{}`$ in strip 2 becoming the top 2-string. Consequently, each $`I_j^{(1)}`$ decreases by $`1`$ and each $`I_k^{(2)}`$ increases by $`1`$. This mechanism applies in the IR when $`I_{m_1}^{(1)}>0`$ and $`I_{m_2}^{(2)}=0`$ and produces states in the UV with $`\sigma =1`$ and either $`m_2=0`$ or $`I_{m_2}^{(2)}>0`$.
* The top 2-string in strip 2 flows to $`+\mathrm{}`$ and a 1-string in strip 2 comes in from $`+\mathrm{}`$. Consequently, each $`I_k^{(2)}`$ decreases by $`1`$. This mechanism applies in the IR when $`I_{m_2}^{(2)}>0`$ and produces states in the UV with $`\sigma =1`$ and $`I_{m_2}^{(2)}=0`$.

Observe that these mappings are in fact one-to-one, that the 1-strings in strip 1 are never involved in these mechanisms and that the change in parity of $`m_2`$ is consistent with (3.1) and (3.2)

$$A,B:m_2^{UV}=m_2^{IR}1,C:m_2^{UV}=m_2^{IR}+1$$
(3.9)
The explicit mapping of the first 18 states is shown in Table 1. The consistency and completeness of these three mechanisms is demonstrated by the explicit mapping between the finitized characters associated with the UV and IR fixed points. The situation here is very similar to the massless thermal $`\phi _{1,3}`$ flow  from the TIM to the critical Ising model and is best described in terms of finitized Virasoro characters .

### 3.2 RG mapping between finitized characters

Finitized characters are the generating functions for the scaling energies of the $`A_4`$ model for finite $`M\times N`$ lattices:

$$\chi _{r,s}^{(N)}(q)=q^{c/24}\underset{E}{}q^E=q^{c/24}\text{Tr}\left(\frac{𝑫^{(N)}(u)}{D_0^{(N)}(u)}\right)^{M/2}$$
(3.10)
where the modular parameter is $`q=\mathrm{exp}(\pi \mathrm{sin}(5u)M/N)`$ and $`D_0^{(N)}(u)`$ is the largest eigenvalue of the double-row transfer matrix $`𝐃^{(N)}(u)`$ with $`(r,s)`$ boundary conditions. The finitized characters involve Gaussian polynomials which satisfy a recursion used repeatedly below

$$\left[\genfrac{}{}{0pt}{}{m+n}{m}\right]=\underset{I_1=0}{\overset{n}{}}\underset{I_2=0}{\overset{I_1}{}}\mathrm{}\underset{I_m=0}{\overset{I_{m1}}{}}q^{I_1+\mathrm{}+I_m},\left[\genfrac{}{}{0pt}{}{n}{m}\right]=\left[\genfrac{}{}{0pt}{}{n1}{m1}\right]+q^m\left[\genfrac{}{}{0pt}{}{n1}{m}\right]$$
(3.11)
Let us return to the map induced by the physical flow $`UV=_{(1,2)}_{(2,1)}=IR`$. We can write the UV finitized character as

$`\chi _{(1,2)}^{(N)}(q)`$ $`=`$ $`q^{\frac{c}{24}+\frac{1}{10}}{\displaystyle \underset{\sigma ,m_1,m_2^{UV}}{}}q^{\frac{1}{4}𝒎^{UV}C𝒎^{UV}}q^{\frac{\sigma }{2}(m_1m_2^{UV})}\left[\genfrac{}{}{0pt}{}{m_1+n_1^{UV}\delta _{\sigma ,1}}{m_1\delta _{\sigma ,1}\text{}}\right]\left[\genfrac{}{}{0pt}{}{m_2^{UV}+n_2^{UV}}{m_2^{UV}\text{}}\right]`$
$`=`$ $`q^{\frac{c}{24}+\frac{1}{10}}{\displaystyle \underset{m_1,m_2^{UV}}{}}q^{\frac{1}{4}𝒎^{UV}C𝒎^{UV}}\{q^{\frac{1}{2}(m_1m_2^{UV})}\left[\genfrac{}{}{0pt}{}{\frac{N+m_2^{UV}1}{2}}{m_11}\right]\left[\genfrac{}{}{0pt}{}{\frac{m_11}{2}}{m_2^{UV}\text{}}\right]`$
$`+q^{\frac{1}{2}(m_1m_2^{UV})}\left[\genfrac{}{}{0pt}{}{\frac{N+m_2^{UV}1}{2}}{m_1^{}}\right](q^{m_2^{UV}}\left[\genfrac{}{}{0pt}{}{\frac{m_11}{2}}{m_2^{UV}\text{}}\right]+\left[\genfrac{}{}{0pt}{}{\frac{m_11}{2}}{m_2^{UV}1\text{}}\right])\}`$
where the three terms correspond to the three mechanisms A, B, C respectively. This is confirmed by simple counting in the limit $`q1`$ when the Gaussian polynomials reduce to binomials. Here $`m_1=m_1^{UV}=m_1^{IR}`$ does not change under the flow. Assuming (3.6), (3.7) and mechanisms A, B, C hold for all $`N`$ we can uniquely map, $`q^{E^{UV}}q^{E^{IR}}`$, energy level by energy level. In effect, this means we replace $`m_2^{UV}`$ with $`m_2^{IR}`$ using (3.9) and the energies at the base of each Gaussian tower change according to

A: $`q^{\frac{1}{4}𝒎^{UV}C𝒎^{UV}\frac{1}{2}(m_1m_2^{UV})}q^{\frac{1}{4}𝒎^{IR}C𝒎^{IR}\frac{1}{2}}`$ (3.13)
B: $`q^{\frac{1}{4}𝒎^{UV}C𝒎^{UV}+\frac{1}{2}(m_1+m_2^{UV})}q^{\frac{1}{4}𝒎^{IR}C𝒎^{IR}\frac{1}{2}}q^{m_1}`$ (3.14)
C: $`q^{\frac{1}{4}𝒎^{UV}C𝒎^{UV}+\frac{1}{2}(m_1m_2^{UV})}q^{\frac{1}{4}𝒎^{IR}C𝒎^{IR}\frac{1}{2}}q^{m_2^{IR}}`$ (3.15)
Putting all this together we obtain the desired mapping between finitized characters

$`\chi _{(1,2)}^{(N)}(q)`$ $``$ $`q^{\frac{c}{24}+\frac{7}{16}\frac{1}{2}}{\displaystyle \underset{m_1,m_2^{IR}}{}}q^{\frac{1}{4}𝒎^{IR}C𝒎^{IR}}\{\left[\genfrac{}{}{0pt}{}{\frac{N+m_2^{IR}2}{2}}{m_11\text{}}\right]\left[\genfrac{}{}{0pt}{}{\frac{m_11}{2}}{m_2^{IR}1\text{}}\right]`$
$`+q^{m_1}\left[\genfrac{}{}{0pt}{}{\frac{N+m_2^{IR}2}{2}}{m_1\text{}}\right]\left[\genfrac{}{}{0pt}{}{\frac{m_11}{2}}{m_2^{IR}1\text{}}\right]+q^{m_2^{IR}}\left[\genfrac{}{}{0pt}{}{\frac{N+m_2^{IR}}{2}}{m_1\text{}}\right]\left[\genfrac{}{}{0pt}{}{\frac{m_11}{2}}{m_2^{IR}\text{}}\right]\}`$
$`=`$ $`q^{\frac{c}{24}+\frac{7}{16}\frac{1}{2}}{\displaystyle \underset{m_1,m_2^{IR}}{}}q^{\frac{1}{4}𝒎^{IR}C𝒎^{IR}}\left[\genfrac{}{}{0pt}{}{\frac{N+m_2^{IR}}{2}}{m_1\text{}}\right]\left(\left[\genfrac{}{}{0pt}{}{\frac{m_11}{2}}{m_2^{IR}1\text{}}\right]+q^{m_2^{IR}}\left[\genfrac{}{}{0pt}{}{\frac{m_11}{2}}{m_2^{IR}\text{}}\right]\right)`$
$`=`$ $`q^{\frac{c}{24}+\frac{7}{16}\frac{1}{2}}{\displaystyle \underset{m_1,m_2^{IR}}{}}q^{\frac{1}{4}𝒎^{IR}C𝒎^{IR}}\left[\genfrac{}{}{0pt}{}{\frac{N+m_2^{IR}}{2}}{m_1\text{}}\right]\left[\genfrac{}{}{0pt}{}{\frac{m_1+1}{2}}{m_2^{IR}\text{}}\right]=\chi _{(2,1)}^{(N)}(q)`$
## 4 Boundary TBA Equations $`_{(1,2)}_{(2,1)}`$

The derivation of TBA equations is a straightforward extension of OPW to include the $`\xi `$-dependent boundary term (2.4). The TBA equations are

$`ϵ_1(x)`$ $`=`$ $`\mathrm{log}\widehat{g}_1(x,\xi ){\displaystyle \underset{j=1}{\overset{m_1}{}}}\mathrm{log}\mathrm{tanh}({\displaystyle \frac{y_j^{(1)}x}{2}})K\mathrm{log}(1e^{ϵ_2(x)})`$ (4.1)
$`ϵ_2(x)`$ $`=`$ $`4e^x{\displaystyle \underset{k=1}{\overset{m_2}{}}}\mathrm{log}\mathrm{tanh}({\displaystyle \frac{y_k^{(2)}x}{2}})K\mathrm{log}(1e^{ϵ_1(x)})`$ (4.2)
where $``$ denotes convolution, the kernel is $`K(x)=1/(2\pi \mathrm{cosh}x)`$ and the auxiliary variables $`y_k^{(i)}`$ denote the scaled location of the 1-strings in strip $`i`$. Similarly, the scaling energies $`E(\xi )`$ are

$$E(\xi )\frac{c}{24}=\frac{1}{\pi }\underset{R0}{lim}RE(R)=\frac{1}{\pi }\left[\underset{j=1}{\overset{m_1}{}}2e^{y_j^{(1)}}_{\mathrm{}}^{\mathrm{}}\frac{dx}{\pi }e^x\mathrm{log}(1e^{ϵ_2(x)})\right]$$
(4.3)
where the limit $`R0`$ means that all these computations are performed at the critical temperature of the TIM. For the lowest level $`E(\xi )`$ interpolates between the conformal weights $`\mathrm{\Delta }=1/10`$ and $`7/16`$ at the boundary fixed points.

As in OPW the auxiliary variables $`y_k^{(i)}`$ are determined by a set of auxiliary equations determining the locations of the 1-strings

$`ϵ_2(y_j^{(1)}i{\displaystyle \frac{\pi }{2}})`$ $`=`$ $`n_j^{(1)}i\pi ,\text{1-strings in strip 1}`$ (4.4)
$`ϵ_1(y_k^{(2)}i{\displaystyle \frac{\pi }{2}})`$ $`=`$ $`n_k^{(2)}i\pi ,\text{1-strings in strip 2}`$ (4.5)
where $`n_k^{(i)}`$ are given in the IR by the *quantization conditions*

$`n_j^{(1)}`$ $`=`$ $`2(m_1j+I_j^{(1)})+1m_2,j=1,2,\mathrm{},m_1`$ (4.6)
$`n_k^{(2)}`$ $`=`$ $`2(m_2k+I_k^{(2)})+1m_1,k=1,2,\mathrm{},m_2`$ (4.7)
The integers $`n_k^{(i)}`$ can change during the flow due to winding of phases. The appropriate form in the UV is given in OPW. Observe that the boundary field $`\xi `$ appears explicitly only in the function $`\widehat{g}_1`$.

The 2-strings do not appear in the TBA equations. However, they are involved in mechanisms B and C. To follow the movement of 2-strings along the flow we note that their locations $`z_k^{(i)}`$ satisfy the same equations (4.4), (4.5) with the substitution $`y_k^{(i)}z_k^{(i)}`$ and the appropriate choice of the quantum numbers. We note that in general, and in particular for the TIM, it remains an open problem in this approach to obtain the $`g`$-function flow  that interpolates between the boundary entropies (1.2) at the fixed points.

## 5 Numerical Analysis of the RG Flow $`_{(1,2)}_{(2,1)}`$

The TBA equations of the previous section can be solved numerically by an iterative procedure but there are some subtleties. The process starts with an inital guess, for the pseudoenergies $`ϵ_i(x)`$ and 1-string locations, close to the UV or IR fixed points. The flow is followed by progressively incrementing or decrementing the boundary field $`\xi `$. At each value of $`\xi `$, the TBA equations are used to update the pseudoenergies $`ϵ_i(x)`$ and then these are used in the auxiliary equations to update the locations of the 1-strings, and so on, until a stable solution is reached. In our preliminary numerical study we have considered all the states with $`\mathrm{\Delta }<7`$ as shown in Figure 3. The corresponding mappings of UV and IR quantum numbers and the mechanisms responsible are listed in Table 1. These flows, and in particular the behaviour of the 1- and 2-strings, confirm the mechanisms A, B, C.

The most important new feature of the numerics is the existence, due to the term (2.4), of a pole at $`x=\xi `$ which marches through the center of the analyticity strip 1 as $`\xi `$ is varied. This leads to some inherent numerical instabilities as the pole successively encounters the 1-string locations in strip 1. A second numerical problem is related to the determination of the location of the 1-strings in strip 2. This problem was previously encountered in  and arises because $`y_k^{(2)}`$ cannot be obtained by direct iteration of the auxiliary equation. It is partially solved here using two different schemes

1. Inverting certain phases containing $`y_j^{(1)}y_k^{(2)}`$.
2. Inverting the boundary term that contains $`y_k^{(2)}\xi `$.

The first method, used with success in , can be sensitive to errors in the location of $`y_j^{(1)}`$. The second method ties $`y_k^{(2)}`$ to $`\xi `$ so it is generally less sensitive to errors in $`y_j^{(1)}`$. Usually both schemes converge to the same results but in some regions we find one scheme converges where the other fails.

## Acknowledgements

This work is supported by the ARC and INFN. Part of this work was done during visits of FR to Melbourne and GF and PAP to Bologna and IPAM, UCLA. We thank these institutes for their support. We thank P. Dorey, G. Mussardo, V. Rittenberg and R. Tateo for reading the manuscript.