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# KEK-TH/810 Duality, Monodromy and Integrability of Two Dimensional String Effective Action

## I Introduction

The field theories in two space-time dimensions have attracted considerable attention over the past few decades. They possess a variety of interesting features. Some of these field theories, capture several salient characteristics of four dimensional theories and, therefore, such two dimensional models are used as theoretical laboratories. Moreover, the nonperturbative properties of field theories are much simpler to study in two dimensional models. There are classes of two dimensional theories which are endowed with a rich symmetry structure: integrable models  and conformal field theories  belong to this special category among others. Under special circumstances, in the presence of isometries, a four dimensional theory may also be described by an effective two dimensional theory.

The string theories are abundantly rich in their symmetry content. The tree level string effective action, dimensionally reduced to lower dimensions, is known to possess enlarged symmetries . Let us consider, toroidal compactification of heterotic string on a $`d`$-dimensional torus, from $`10`$-dimensional space-time to $`10d`$ dimensions. The reduced theory is known to be invariant under the non-compact T-duality group, $`O(d,d+16)`$. For the case $`d=6`$, namely, in the case of reduction to four space-time dimensions, the field strength of the two form anti-symmetric tensor can be traded for the pseudoscalar axion. Furthermore, the dilaton and axion can be combined to parameterize the coset $`\frac{SL(2,R)}{U(1)}`$. Thus, the four dimensional theory possesses the T-duality as well as the S-duality group of symmetries. When the string effective action is reduced to two space-time dimensions we encounter an enhancement in symmetry as has been studied by several authors . The string effective action describes supergravity theories and the integrability properties of such theories have been investigated in the recent past . It is worth while to mention that higher dimensional Einstein theory, dimensionally reduced to effective two dimensional theories, has been studied in the past . One of the approaches is to derive the monodromy matrix which encodes some of the essential features of integrable field theories. An effective two dimensional action naturally appears when one considers some aspects of black hole physics, colliding plane waves as well as special types of cosmological models. Recently, we have shown that the two dimensional string effective action has connection with integrable systems from a new perspective in the sense that one can construct the monodromy matrix for such theories with well defined prescriptions . It was shown, while investigating the collision of plane fronted stringy waves, that the monodromy matrix can be constructed explicitly for a given set of background configurations . Subsequently, we were able to give the procedures for deriving the monodromy matrix under general settings. It is worth while to mention that some of the interesting aspects of black hole physics can be described by an effective two dimensional theory . Moreover, there is an intimate relation between colliding plane waves and the description of four dimensional space-time with two commuting Killing vectors.

Chandrasekhar and Xanthopoulos , in their seminal work, have shown that a violently time dependent space-time with a pair of Killing vectors provides a description of plane colliding gravitational waves. Furthermore, Ferrari, Ibanez and Bruni  have demonstrated that the colliding plane wave metric can be identified, locally, to be isometric to the interior of a Schwarzschild metric. In another important step, Yurtsever  constructed the transformation which provides a connection between a metric describing colliding waves and one corresponding to the Schwarzschild black hole. As is well known, from the study of colliding plane gravitational waves  corresponding to massless states of strings, there is a curvature singularity in the future. Recently, the appearance of the future singularity, has found an alternative description in the context of Pre-Big Bang (PBB) scenario . The incoming plane waves are to be identified as the initial stringy vacuua of the Universe, which collide and lead to the creation of the Universe. Indeed, the solutions correspond to Kasner type metric and the exponents fulfill the requirements of PBB conditions. A very important fact, in this context, is that one starts from a four dimensional effective action; however, the physical process is effectively described by a two dimensional theory.

When we focus our attention to address these problems in the frame work of string theory, it is essential to keep in mind the special symmetries, such as dualities, which are an integral part of the stringy symmetries. We have investigated  the behavior of the monodromy matrix under T-duality transformation of the backgrounds under a general setting when the two dimensional action is derived from a $`D`$-dimensional string effective action through compactification on a $`d`$-dimensional torus, $`T^d`$. It was shown that the monodromy matrix transforms non-trivially under the duality group $`O(d,d)`$. Therefore, it opens up the possibility of studying integrable systems which might appear in the context of string theories. As an example, we considered the Nappi-Witten  model, which is a solution to an exact conformal field theory described by a WZW model. We first obtained the monodromy matrix for the case when the 2-form anti-symmetric tensor is set to zero. It is also well known that an anti-symmetric tensor background can be generated through an $`O(2,2)`$ transformation from the initial backgrounds . We can construct the monodromy matrix for the new set of backgrounds using our prescriptions. On the other hand, the new monodromy matrix can be constructed directly by utilizing the transformation rules discovered by us. Indeed, we explicitly, demonstrated that the monodromy matrices obtained via the two different routes are identical. It is obvious from the preceding discussions that the symmetries of the effective action play an important role in the construction of the monodromy matrix and its transformation properties under those symmetry transformations. Therefore, it is natural to expect intimate connections between the integrability properties of the two dimensional theory and the full stringy symmetry groups of T and S dualities.

The purpose of this article is to present details of our investigations in the directions alluded to above. We provide prescriptions for the construction of the monodromy matrix, $`\widehat{}`$, for the string theoretic two dimensional effective action. We present the pole structure of the monodromy matrix from general arguments. The duality transformation properties of $`\widehat{}`$ follow from the definition and construction of this matrix. For example, if the action respects T-duality, then one can derive how $`\widehat{}`$ transforms under the group, whereas, if the underlying symmetry corresponds to S-duality an appropriate transformation rule for monodromy matrix can also be derived. Our paper is organized as follows: In Section II, we recapitulate the form of the two dimensional action obtained by toroidal compactification from higher dimensions. Then, we present the equations of motion. A key ingredient, in the derivation of the monodromy matrix, is the coset space reformulation of the reduced action. We devote Section III to the construction of the monodromy matrix for the problem under consideration. The transformation rules for $`\widehat{}`$, under a T-duality transformation, are derived once the matrix is constructed. An interesting observation is that the expression for $`\widehat{}`$ already captures the stringy symmetry in an elegant manner. In this section, we also present explicit forms of $`\widehat{}`$ for simple background configurations which still preserve some of the general features. We present some illustrative examples in Section IV. The structure of Nappi-Witten model in the present context is analyzed in detail. Furthermore, we choose an example from the black hole physics to construct the monodromy matrix. In this case, the black hole solution can be thought of as a solution to type IIB string effective action and the theory is endowed with S-duality symmetry. Thus we are able to provide an example how the monodromy matrix transforms under the S-duality group, $`SL(2,R)`$. We present a brief conclusion in Section V and some of the useful relations are collected in the appendix.

## II Two dimensional effective action

In this section, we will briefly recapitulate the form of the string effective action in two dimensions, which will form the basis for all our subsequent discussions. Let us consider, for simplicity, the tree level string effective action in $`D`$-dimensions consisting of the graviton, the dilaton and the anti-symmetric tensor field,

$$\widehat{S}=d^Dx\sqrt{\widehat{G}}e^{\widehat{\varphi }}\left(R_{\widehat{G}}+\left(\widehat{}\widehat{\varphi }\right)^2\frac{1}{12}\widehat{H}_{\widehat{\mu }\widehat{\nu }\widehat{\rho }}\widehat{H}^{\widehat{\mu }\widehat{\nu }\widehat{\rho }}\right),$$
(1)
Here, $`\widehat{G}_{\widehat{\mu }\widehat{\nu }}`$ is the $`D`$-dimensional metric in the string frame with signature $`(,+,\mathrm{},+)`$, and $`\widehat{G}=det\widehat{G}_{\widehat{\mu }\widehat{\nu }}`$. $`\widehat{R}_{\widehat{G}}`$ is the scalar curvature, $`\widehat{\varphi }`$ is the dilaton and $`\widehat{H}_{\widehat{\mu }\widehat{\nu }\widehat{\rho }}=_{\widehat{\mu }}\widehat{B}_{\widehat{\nu }\widehat{\rho }}+_{\widehat{\rho }}\widehat{B}_{\widehat{\mu }\widehat{\nu }}+_{\widehat{\nu }}\widehat{B}_{\widehat{\rho }\widehat{\mu }}`$ is the field strength for the second-rank anti-symmetric tensor field, $`\widehat{B}_{\widehat{\mu }\widehat{\nu }}.`$

If we compactify this action on a $`d`$-dimensional torus, $`T^d`$, where $`d=D2`$, then, the resulting dimensionally reduced action would describe the two dimensional string effective action, which has the form ,

$$S=𝑑x^0𝑑x^1\sqrt{g}e^{\overline{\varphi }}\left(R+\left(\overline{\varphi }\right)^2+\frac{1}{8}\mathrm{Tr}\left(_\alpha M^1^\alpha M\right)\right)$$
(2)
Here $`\alpha ,\beta =0,1`$ are the two-dimensional space-time indices, $`g_{\alpha \beta }`$ is the two-dimensional space-time metric with $`g=detg_{\alpha \beta }`$. $`R`$ is the corresponding two dimensional scalar curvature, while the shifted dilaton is defined as

$$\overline{\varphi }=\varphi \frac{1}{2}\mathrm{log}detG_{ij}$$
(3)
where $`G_{ij}`$ is the metric in the internal space, corresponding to the toroidally compactified coordinates $`x^i`$, $`i,j=2,3,\mathrm{},D1`$ $`(d=D2)`$. Finally, $`M`$ is a $`2d\times 2d`$ symmetric matrix of the form

$$M=\left(\begin{array}{cc}G^1& G^1B\\ BG^1& GBG^1B\end{array}\right)$$
(4)
where $`B`$ represents the moduli coming from the dimensional reduction of the $`\widehat{B}`$-field in $`D`$-dimensions. In general, there will be additional terms in (2) associated with $`d`$ Abelian gauge fields arising from the metric, $`\widehat{G}_{\widehat{\mu }\widehat{\nu }}`$, and another set of $`d`$ Abelian gauge fields coming from the anti-symmetric tensor, $`\widehat{B}_{\widehat{\mu }\widehat{\nu }}`$, as a result of dimensional reduction  . Furthermore, there would also have been terms involving the field strength of the two dimensional tensor field, $`B_{\alpha \beta }`$. Since we are in two space-time dimensions, we have dropped the gauge field terms and, in the same spirit, have not kept the field strength of $`B_{\alpha \beta }`$, which can always be removed, if it depends only on the coordinates $`x^0`$ and $`x^1`$. Later, we will comment on the gauge fields, which assume a significant role, when Abelian gauge fields are present in the original string effective action (1).

The matrix $`M`$ corresponds to a symmetric representation of the group $`O(d,d)`$ and the dimensionally reduced action in (2) is invariant under the global $`O(d,d)`$ transformations

$`g_{\alpha \beta }`$ $``$ $`g_{\alpha \beta },\overline{\varphi }\overline{\varphi }`$ (5)
$`M`$ $``$ $`\mathrm{\Omega }^TM\mathrm{\Omega }`$ (7)
where $`\mathrm{\Omega }O(d,d)`$ is the global transformation matrix, which preserves the $`O(d,d)`$ metric

$$\eta =\left(\begin{array}{cc}0& \mathrm{𝟏}_d\\ \mathrm{𝟏}_d& 0\end{array}\right)$$
(8)
with $`\mathrm{𝟏}_d`$ representing the identity matrix in $`d`$ dimensions. Namely, $`\mathrm{\Omega }`$ satisfies $`\mathrm{\Omega }^T\eta \mathrm{\Omega }=\eta `$.

The equations of motion for the different fields follow from the dimensionally reduced effective action (2). For example, varying the effective action (2) with respect to the shifted dilaton, $`\overline{\varphi }`$, and the metric, $`g_{\alpha \beta }`$, leads respectively to

$`R+2g^{\alpha \beta }D_\alpha D_\beta \overline{\varphi }g^{\alpha \beta }_\alpha \overline{\varphi }_\beta \overline{\varphi }+{\displaystyle \frac{1}{8}}g^{\alpha \beta }Tr\left(_\alpha M^1_\beta M\right)`$ $`=`$ $`0`$ (9)
$`R_{\alpha \beta }+D_\alpha D_\beta \overline{\varphi }+{\displaystyle \frac{1}{8}}Tr\left(_\alpha M^1_\beta M\right)`$ $`=`$ $`0`$ (11)
It follows from these that

$$D_\alpha D^\alpha e^{\overline{\varphi }}=0$$
(12)
The variation of the effective action with respect to $`M`$ needs some care since $`M`$ is a symmetric $`O(d,d)`$ matrix satisfying $`M\eta M=\eta `$. A simple method, for example, would involve adding the constraint to the effective action through a Lagrange multiplier. In any case, since there is no potential term in the effective action involving the matrix $`M`$, the Euler-Lagrange equation of motion following from the variation of the action with respect to $`M`$ has the form of a conservation law

$$_\alpha \left(e^{\overline{\varphi }}\sqrt{g}g^{\alpha \beta }M^1_\beta M\right)=0$$
(13)
We can further simplify these equations by working in the light-cone coordinates

$$x^+=\frac{1}{\sqrt{2}}(x^0+x^1),x^{}=\frac{1}{\sqrt{2}}(x^0x^1)$$
(14)
and choosing the conformal gauge for the two dimensional metric, namely,

$$g_{\alpha \beta }=e^{F(x^+,x^{})}\eta _{\alpha \beta }$$
(15)
In this case, eqs. (12) and (13) take respectively the forms

$`_+_{}e^{\overline{\varphi }}`$ $`=`$ $`0`$ (16)
$`_+\left(e^{\overline{\varphi }}M^1_{}M\right)+_{}\left(e^{\overline{\varphi }}M^1_+M\right)`$ $`=`$ $`0`$ (17)
while eqs. (9) and (11) can be written explicitly as

$`_+^2\overline{\varphi }_+F_+\overline{\varphi }+{\displaystyle \frac{1}{8}}\mathrm{Tr}\left(_+M^1_+M\right)`$ $`=`$ $`0`$ (18)
$`_+_{}\overline{\varphi }_+_{}F+{\displaystyle \frac{1}{8}}\mathrm{Tr}\left(_+M^1_{}M\right)`$ $`=`$ $`0`$ (19)
$`_{}^2\overline{\varphi }_{}F_{}\overline{\varphi }+{\displaystyle \frac{1}{8}}\mathrm{Tr}\left(_{}M^1_{}M\right)`$ $`=`$ $`0`$ (20)
It is well known  that the moduli appearing in the definition of the $`M`$ matrix (see eq. (4)) parameterize the coset $`\frac{O(d,d)}{O(d)\times O(d)}`$. Correspondingly, it is convenient to introduce a triangular matrix $`V\frac{O(d,d)}{O(d)\times O(d)}`$, of the form

$$V=\left(\begin{array}{cc}E^1& 0\\ BE^1& E^T\end{array}\right)$$
(21)
such that $`M=VV^T`$. Here, $`E`$ is the vielbein in the internal space so that $`(E^TE)_{ij}=G_{ij}`$. Under a combined global $`O(d,d)`$ and a local $`O(d)\times O(d)`$ transformation

$$V\mathrm{\Omega }^TVh(x)$$
(22)
where $`\mathrm{\Omega }O(d,d)`$ and $`h(x)O(d)\times O(d)`$,

$$M=VV^T\mathrm{\Omega }^TM\mathrm{\Omega }$$
(23)
Namely, the $`M`$ matrix is sensitive only to a global $`O(d,d)`$ rotation.

From the matrix $`V`$, we can construct the current $`V^1_\alpha V`$ , which belongs to the Lie algebra of $`O(d,d)`$ and can be decomposed as

$$V^1_\alpha V=P_\alpha +Q_\alpha $$
(24)
Here, $`Q_\alpha `$ belongs to the Lie algebra of the maximally compact subgroup $`O(d)\times O(d)`$ and $`P_\alpha `$ belongs to the complement. Furthermore, it follows from the symmetric space automorphism property of the coset $`\frac{O(d,d)}{O(d)\times O(d)}`$ that $`P_\alpha ^T=P_\alpha ,Q_\alpha ^T=Q_\alpha `$ so that we can identify

$`P_\alpha `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(V^1_\alpha V+(V^1_\alpha V)^T\right)`$ (25)
$`Q_\alpha `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(V^1_\alpha V(V^1_\alpha V)^T\right)`$ (26)
It is now straightforward to check that

$$\mathrm{Tr}\left(_\alpha M^1_\beta M\right)=4\mathrm{T}\mathrm{r}\left(P_\alpha P_\beta \right)$$
(27)
Furthermore, under a global $`O(d,d)`$ rotation, the currents in (26) are invariant, while under a local $`O(d)\times O(d)`$ transformation, $`VVh(x)`$,

$$P_\alpha h^1(x)P_\alpha h(x),Q_\alpha h^1(x)Q_\alpha h(x)+h^1(x)_\alpha h(x)$$
(28)
Namely, under a local $`O(d)\times O(d)`$ transformation, $`Q_\alpha `$ transforms like a gauge field, while $`P_\alpha `$ transforms as belonging to the adjoint representation. It is clear, therefore, that (27) is invariant under the global $`O(d,d)`$ as well as the local $`O(d)\times O(d)`$ transformations. Consequently, the action in (2) is also invariant under the local $`O(d)\times O(d)`$ transformations.

This brings out, naturally, the connection between the system under study and two dimensional integrable systems. First, let us note that, in the absence of gravity and the dilaton (namely, if $`g_{\alpha \beta }=\eta _{\alpha \beta },\overline{\varphi }=0`$), the action in (2) simply corresponds to a flat space sigma model defined over the coset $`\frac{O(d,d)}{O(d)\times O(d)}`$, which can be analyzed through a zero curvature condition with a constant spectral parameter (to be discussed in more detail in the next section). In the presence of gravity as well as the dilaton, we can eliminate the dilaton from the action (2) by choosing the particular conformal gauge $`g_{\alpha \beta }=e^{\overline{\varphi }}\eta _{\alpha \beta }`$. In this case, the action will describe a sigma model, defined over the coset $`\frac{O(d,d)}{O(d)\times O(d)}`$, coupled to gravity. As we will show in the next section, this system can also be analyzed through a zero curvature condition much like the flat space case, although consistency requires the spectral parameter, in this case, to be space-time dependent.

So far, we have only discussed the two dimensional string effective action starting from the $`D`$-dimensional action in (1) involving the graviton, the dilaton and the anti-symmetric tensor field. However, the action in (1) can be generalized by adding $`n`$ Abelian gauge fields, with the additional action of the form (such terms naturally arise in heterotic string theory)

$$\widehat{S}_{\widehat{A}}=\frac{1}{4}d^Dx\sqrt{\widehat{G}}e^{\widehat{\varphi }}\left(\widehat{g}^{\widehat{\mu }\widehat{\rho }}\widehat{g}^{\widehat{\nu }\widehat{\lambda }}\delta _{IJ}\widehat{F}_{\widehat{\mu }\widehat{\nu }}^I\widehat{F}_{\widehat{\rho }\widehat{\lambda }}^J\right)$$
(29)
where $`I,J=1,2,\mathrm{},n`$ and

$$\widehat{F}_{\widehat{\mu }\widehat{\nu }}^I=_{\widehat{\mu }}\widehat{A}_{\widehat{\nu }}^I_{\widehat{\nu }}\widehat{A}_{\widehat{\mu }}^I$$
(30)
This action can also be dimensionally reduced  to two dimensions and the resulting effective action takes the form

$$S_A=\frac{1}{4}𝑑x^0𝑑x^1\sqrt{g}e^{\overline{\varphi }}\left(F_{\alpha \beta }^IF^{I\alpha \beta }+2F_{\alpha j}^IF^{I\alpha j}\right)$$
(31)
where we have defined

$`a_i^I`$ $`=`$ $`\widehat{A}_i^I`$ (32)
$`A_\alpha ^{(1)I}`$ $`=`$ $`\widehat{G}_\alpha ^I`$ (33)
$`A_\alpha ^{(3)I}`$ $`=`$ $`\widehat{A}_\alpha ^Ia_j^IA_\alpha ^{(1)j}`$ (34)
$`F_{\alpha \beta }^{(1)i}`$ $`=`$ $`_\alpha A_\beta ^{(1)i}_\beta A_\alpha ^{(1)i}`$ (35)
$`F_{\alpha \beta }^{(3)I}`$ $`=`$ $`_\alpha A_\beta ^{(3)I}_\beta A_\alpha ^{(3)I}`$ (36)
$`F_{\alpha \beta }^I`$ $`=`$ $`F_{\alpha \beta }^{(3)I}+F_{\alpha \beta }^{(1)i}a_i^I`$ (37)
$`F_{\alpha i}^I`$ $`=`$ $`_\alpha a_i^I`$ (38)
In the presence of the Abelian gauge fields, the field strength, $`H`$, associated with the second rank anti-symmetric tensor field, $`B`$, needs to be redefined for gauge invariance as

$`H_{\alpha ij}`$ $`=`$ $`_\alpha B_{ij}+{\displaystyle \frac{1}{2}}\left(a_i^I_\alpha a_j^Ia_j^I_\alpha a_i^I\right)`$ (39)
$`H_{\alpha \beta i}`$ $`=`$ $`C_{ij}F_{\alpha \beta }^{(1)j}+F_{\alpha \beta i}^{(2)}a_i^IF_{\alpha \beta }^{(3)I}`$ (41)
$`H_{\alpha \beta \gamma }`$ $`=`$ $`_\alpha B_{\beta \gamma }{\displaystyle \frac{1}{2}}𝒜_\alpha ^r\eta _{rs}_{\beta \gamma }^s+\mathrm{cyc}.\mathrm{perms}.`$ (43)
where $`𝒜_\alpha ^r=(A_\alpha ^{(1)i},A_{\alpha i}^{(2)},A_\alpha ^{(3)I})`$, $`_{\alpha \beta }^r=_\alpha 𝒜_\beta ^r_\beta 𝒜_\alpha ^r`$ and

$`A_{\alpha i}^{(2)}`$ $`=`$ $`\widehat{B}_{\alpha i}+B_{ij}A_\alpha ^{(1)j}+{\displaystyle \frac{1}{2}}a_i^IA_\alpha ^{(3)I}`$ (44)
$`F_{\alpha \beta i}^{(2)}`$ $`=`$ $`_\alpha A_{\beta i}^{(2)}_\beta A_{\alpha i}^{(2)}`$ (45)
$`C_{ij}`$ $`=`$ $`{\displaystyle \frac{1}{2}}a_i^Ia_j^I+B_{ij}`$ (46)
Once again, it is easy to see that, in two space-time dimensions, the field strength $`H_{\alpha \beta \gamma }`$ can be set to zero. Furthermore, keeping all other terms, the complete two dimensional string effective action can be shown to have the same form as in (2) with

$$M=\left(\begin{array}{ccc}G^1& G^1C& G^1a^T\\ CG^1& G+C^TG^1C& C^TG^1a^T+a^T\\ aG^1& aG^1C+a& 1+aG^1a^T\end{array}\right)$$
(47)
In this case, $`M`$ is a symmetric $`d\times (d+n)`$ matrix ($`d=D2`$) belonging to $`O(d,d+n)`$. Under a $`O(d,d+n)`$ transformation

$$M\mathrm{\Omega }^TM\mathrm{\Omega }$$
(48)
where the parameter of transformation $`\mathrm{\Omega }O(d,d+n)`$ satisfying $`\mathrm{\Omega }^T\eta \mathrm{\Omega }=\eta `$, where

$$\eta =\left(\begin{array}{ccc}0& \mathrm{𝟏}_d& 0\\ \mathrm{𝟏}_d& 0& 0\\ 0& 0& \mathrm{𝟏}_n\end{array}\right)$$
(49)
represents the metric for $`O(d,d+n)`$. As in the earlier case, it is more convenient to introduce a matrix $`V\frac{O(d,d+n)}{O(d)\times O(d+n)}`$ of the form

$$V=\left(\begin{array}{ccc}E^{1T}& 0& 0\\ C^TE^{1T}& E^T& a^T\\ aE^{1T}& 0& 1\end{array}\right)$$
(50)
such that $`M=VV^T`$. As before, under a combined global $`O(d,d+n)`$ and a local $`O(d)\times O(d+n)`$ transformation

$$V\mathrm{\Omega }^TVh(x)$$
(51)
where $`\mathrm{\Omega }O(d,d+n)`$ and $`h(x)O(d)\times O(d+n)`$. However, the matrix $`M`$ is not sensitive to the local $`O(d)\times O(d+n)`$ transformations. We can now define the current $`V^1_\alpha V`$ which belongs to the Lie algebra of $`O(d,d+n)`$ and which can be decomposed as

$$V^1_\alpha V=P_\alpha +Q_\alpha $$
(52)
In the present case, $`Q_\alpha `$ belongs to the Lie algebra of the maximal compact subgroup $`O(d)\times O(d+n)`$, while $`P_\alpha `$ belongs to the complement. Under a global $`O(d,d+n)`$ transformation, $`P_\alpha `$ and $`Q_\alpha `$ are invariant, while under a local $`O(d)\times O(d+n)`$ transformation, $`VVh(x)`$,

$$P_\alpha h^1(x)P_\alpha h(x),Q_\alpha h^1(x)Q_\alpha h(x)+h^1(x)_\alpha h(x)$$
(53)
and all the discussion for the earlier case can again be carried through.

## III Monodromy Matrix

In the last section, we saw that the two dimensional string effective action, dimensionally reduced from $`D`$-dimensions, has a natural description of a sigma model defined on a coset, coupled to gravity. In the case when there are no Abelian gauge fields present in the starting string action, the sigma model is defined on the coset $`\frac{O(d,d)}{O(d)\times O(d)}`$ where $`d=D2`$. On the other hand, if $`n`$ Abelian gauge fields are present in the starting string action, the coset can be identified with $`\frac{O(d,d+n)}{O(d)\times O(d+n)}`$. In this section, we will further analyze the integrability properties of such a system and construct the monodromy matrix associated with the system.

Let us consider a general sigma model in flat space-time, defined on the coset $`G/H`$. The two cases of interest for us are when $`G=O(d,d),H=O(d)\times O(d)`$ and $`G=O(d,d+n),H=O(d)\times O(d+n)`$. Let $`VG/H`$ and $`M=VV^T`$. Then, as we have noted in the last section, we can decompose the current $`V^1_\alpha V`$ belonging to the Lie algebra of $`G`$ as

$$V^1_\alpha V=P_\alpha +Q_\alpha $$
(54)
where $`Q_\alpha `$ belongs to the Lie algebra of $`H`$, while $`P_\alpha `$ belongs to the complement. The integrability condition, following from this, corresponds to the zero curvature condition

$$_\alpha (V^1_\beta V)_\beta (V^1_\alpha V)+[(V^1_\alpha V),(V^1_\beta V)]=0$$
(55)
Explicitly, this equation gives

$`_\alpha Q_\beta _\beta Q_\alpha +[Q_\alpha ,Q_\beta ]+[P_\alpha ,P_\beta ]`$ $`=`$ $`0`$ (56)
$`D_\alpha P_\beta D_\beta P_\alpha `$ $`=`$ $`0`$ (57)
where we have defined

$$D_\alpha P_\beta =_\alpha P_\beta +[Q_\alpha ,P_\beta ]$$
(58)
The equations of motion for the flat space sigma model (see eq. (13))

$$\eta ^{\alpha \beta }_\alpha (M^1_\beta M)=0$$
(59)
can be rewritten in the form

$$\eta ^{\alpha \beta }D_\alpha P_\beta =0$$
(60)
Let us next introduce a one parameter family of matrices $`\widehat{V}(x,t)`$ where $`t`$ is a constant parameter (and not time), also known as the spectral parameter, such that $`\widehat{V}(x,t=0)=V(x)`$ and

$$\widehat{V}^1_\alpha \widehat{V}=Q_\alpha +\frac{1+t^2}{1t^2}P_\alpha +\frac{2t}{1t^2}ϵ_{\alpha \beta }P^\beta $$
(61)
Then, it is straightforward to check that the integrability condition

$$_\alpha (\widehat{V}^1_\beta \widehat{V})_\beta (\widehat{V}^1_\alpha \widehat{V})+[(\widehat{V}^1_\alpha \widehat{V}),(\widehat{V}^1_\beta \widehat{V})]=0$$
(62)
leads naturally to eqs. (57),(60). Namely, the integrability condition (57) as well as the equation of motion for the flat space sigma model are obtained from the zero curvature condition associated with a potential which depends on a constant spectral parameter.

In the presence of gravity, however, the equation for the sigma model modifies . In the conformal gauge $`g_{\alpha \beta }=e^{\overline{\varphi }}\eta _{\alpha \beta }`$, eq. (13) takes the form

$`\eta ^{\alpha \beta }_\alpha (e^{\overline{\varphi }}M^1_\beta M)`$ $`=`$ $`0`$ (63)
$`\mathrm{or},\eta ^{\alpha \beta }D_\alpha (e^{\overline{\varphi }}P_\beta )=D_\alpha (e^{\overline{\varphi }}P^\alpha )`$ $`=`$ $`0`$ (64)
As before, we can introduce a one parameter family of potentials depending on a spectral parameter and with a decomposition of the form (61). However, in this case, it is easy to check that the zero curvature condition in (62) leads to the correct dynamical equation as well as the integrability condition provided the spectral parameter is space-time dependent and satisfies

$$_\alpha t=\frac{1}{2}ϵ_{\alpha \beta }^\beta \left(e^{\overline{\varphi }}(t+\frac{1}{t})\right)$$
(65)
In the conformal gauge, as we have seen earlier in (16), the shifted dilaton satisfies a simple equation. Therefore, defining

$$\rho (x)=e^{\overline{\varphi }}$$
(66)
we note that the solution following from the equation for the shifted dilaton can be written as

$$\rho (x)=\rho _+(x^+)+\rho _{}(x^{})$$
(67)
With this, the solution to eq. (65) can be written as

$$t(x)=\frac{\sqrt{\omega +\rho _+}\sqrt{\omega \rho _{}}}{\sqrt{\omega +\rho _+}+\sqrt{\omega \rho _{}}}$$
(68)
where $`\omega `$ is the constant of integration, which can be thought of as a global spectral parameter. It is clear that the solutions in eq. (68) are double valued in nature.

There are several things to note from our discussion so far. First of all, the one parameter family of connections (currents) does not determine the potential $`\widehat{V}(x,t)`$ uniquely, namely, $`\widehat{V}`$ and $`S(\omega )\widehat{V}`$ , where $`S(\omega )`$ is a constant matrix, yield the same one parameter family of connections. Second, in the presence of the spectral parameter, the symmetric space automorphism can be generalized as

$$\eta ^{\mathrm{}}(\widehat{V}(x,t))=\eta (\widehat{V}(x,\frac{1}{t}))=\left(\widehat{V}^1(x,\frac{1}{t})\right)^T$$
(69)
It can be shown, following from this, that

$$\left(\widehat{V}^1(x,\frac{1}{t})_\alpha \widehat{V}(x,\frac{1}{t})\right)^T=\widehat{V}^1(x,t)_\alpha \widehat{V}(x,t)$$
(70)
Given these, let us define

$$=\widehat{V}(x,t)\widehat{V}^T(x,\frac{1}{t})$$
(71)
It follows now, from eq. (70), that

$$_\alpha =0$$
(72)
Namely, $`=(\omega )`$ and is independent of space-time coordinates. $`(\omega )`$ is known as the monodromy matrix for the system under study and encodes properties of integrability such as the conserved quantities associated with the system.

Let us next describe how the monodromy matrix is constructed for such systems. For simplicity, we will consider the action in (2), which describes a sigma model defined on the coset $`\frac{O(d,d)}{O(d)\times O(d)}`$. The other case can be studied in a completely analogous manner. To start with, let us set the anti-symmetric tensor field to zero, namely, $`B=0`$. In this case, we can write

$$M^{(B=0)}=\left(\begin{array}{cc}G^1& 0\\ 0& G\end{array}\right),V^{(B=0)}=\left(\begin{array}{cc}E^1& 0\\ 0& E\end{array}\right)$$
(73)
Let us further assume that the matrix $`E`$ and, therefore, $`G`$ are diagonal, as is relevant in the study of colliding plane waves. Namely, let us parameterize

$`E`$ $`=`$ $`\mathrm{diag}.(e^{\frac{1}{2}(\lambda +\psi _1)},e^{\frac{1}{2}(\lambda +\psi _2)},\mathrm{},e^{\frac{1}{2}(\lambda +\psi _d)})`$ (74)
$`G`$ $`=`$ $`\mathrm{diag}.(e^{\lambda +\psi _1},e^{\lambda +\psi _2},\mathrm{},e^{\lambda +\psi _d})`$ (75)
with $`_i\psi _i=0`$ so that $`\lambda =\frac{1}{d}\mathrm{log}detG`$, as adopted in .

In this case, it follows that (see (26))

$`P_\alpha `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left((V^{(B=0)})^1_\alpha V^{(B=0)}+((V^{(B=0)})^1_\alpha V^{(B=0)})^T\right)=\left(\begin{array}{cc}E^1_\alpha E& 0\\ 0& E^1_\alpha E\end{array}\right)`$ (78)
$`Q_\alpha `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left((V^{(B=0)})^1_\alpha V^{(B=0)}((V^{(B=0)})^1_\alpha V^{(B=0)})^T\right)=0`$ (79)
so that we have

$$(\widehat{V}^{(B=0)})^1_+\widehat{V}^{(B=0)}=\frac{1t}{1+t}P_+,(\widehat{V}^{(B=0)})^1_{}\widehat{V}^{(B=0)}=\frac{1+t}{1t}P_{}$$
(80)
Since $`P_\pm `$ are diagonal matrices and $`\widehat{V}^{(B=0)}(x,t=0)=V^{(B=0)}(x)`$ is diagonal, it follows that we can write

$$\widehat{V}^{(B=0)}(x,t)=\left(\begin{array}{cc}\overline{V}^{(B=0)}(x,t)& 0\\ 0& (\overline{V}^{(B=0)})^1(x,t)\end{array}\right)$$
(81)
with $`\overline{V}^{(B=0)}(x,t)`$ a diagonal matrix of the form $`(\overline{V}_1,\overline{V}_2,\mathrm{},\overline{V}_d)`$. Let us assume that

$$\overline{V}_i=\frac{t_{d+i}}{t_i}\frac{tt_i}{tt_{d+i}}E_i^1,i=1,2,\mathrm{},d$$
(82)
where $`t_i`$ is the spectral parameter corresponding to the constant $`\omega _i`$. Clearly, for $`t=0`$, this leads to the diagonal elements of $`V^{(B=0)}`$. Furthermore, noting the form of $`P_\pm `$ in (79) and recalling that the spectral parameters satisfy

$$_\pm t=\frac{1t}{1\pm t}_\pm \mathrm{ln}\rho ,_\pm t_i=\frac{1t_i}{1\pm t_i}_\pm \mathrm{ln}\rho $$
(83)
it is easy to verify that

$$\overline{V}_i^1_\pm \overline{V}_i=_\pm \mathrm{ln}E_i^1\frac{t}{1\pm t}_\pm \mathrm{ln}\left(\frac{t_i}{t_{d+i}}\right)=\frac{1t}{1\pm t}_\pm \mathrm{ln}E_i^1$$
(84)
provided we identify ($`t_i`$ and $`t_{d+i}`$ have opposite signatures following from the double valued nature of the solutions in (68))

$$\frac{t_i}{t_{d+i}}=E_i^2$$
(85)
In that case, we can write

$$\left(\widehat{V}^{(B=0)}\right)^1_\pm \widehat{V}^{(B=0)}=\frac{1t}{1\pm t}\left(\begin{array}{cc}E^1_\pm E& 0\\ 0& E^1_\pm E\end{array}\right)=\frac{1t}{1\pm t}P_\pm $$
(86)
Thus, we see that, in the present case,

$$\overline{V}_i=\frac{t_{d+i}}{t_i}\frac{tt_i}{tt_{d+i}}E_i^1=\sqrt{\frac{t_{d+i}}{t_i}}\frac{tt_i}{tt_{d+i}}$$
(87)
and the matrix $`\widehat{V}^{(B=0)}(x,t)`$ has $`2d`$ simple poles - one pair for every diagonal element $`E_i`$. Furthermore, it is simple to check from eq. ( 68) that the spectral parameters satisfy

$$\frac{\omega \omega _i}{\omega \omega _{d+i}}=\frac{t_{d+i}}{t_i}\frac{tt_i}{tt_{d+i}}\frac{\frac{1}{t}t_i}{\frac{1}{t}t_{d+i}}$$
(88)
so that we can determine the monodromy matrix to be of the form

$$\widehat{}^{(B=0)}=\widehat{V}^{(B=0)}(x,t)(\widehat{V}^{B=0)})^T(x,\frac{1}{t})=\left(\begin{array}{cc}(\omega )& 0\\ 0& ^1(\omega )\end{array}\right)$$
(89)
where $`(\omega )`$ is diagonal with

$$_i(\omega )=\overline{V}_i(x,t)\overline{V}_i(x,\frac{1}{t})=\frac{\omega \omega _i}{\omega \omega _{d+i}}$$
(90)
We note that the double valued relation between the global and the local spectral parameters allows us to choose $`\omega _{d+i}=\omega _i`$, in which case, we have

$$_i(\omega )=\frac{\omega _i\omega }{\omega _i+\omega }$$
(91)
This determines the monodromy matrix for the case when $`B=0`$.

Let us note next that we are dealing with a sigma model, obtained through dimensional reduction of a higher dimensional tree level string effective action. Therefore, the symmetries present in the string theory, such as $`T`$ \- duality, should be encoded in the monodromy matrix as well. For example, it is known that one can generate new backgrounds (of the string theory) starting from given ones through $`T`$-duality transformations. In particular, starting from a background where $`B=0`$, it is possible, in some models (such as the Nappi-Witten model), to generate backgrounds with $`B0`$ through a $`T`$-duality rotation. It is natural, therefore, to examine how the monodromy matrix transforms under such transformations, for, then, we can determine the monodromy matrix for more complicated backgrounds starting from simpler ones.

Let us note that the $`T`$-duality transformation, within the context of string theory (without Abelian gauge fields), corresponds to a global $`O(d,d)`$ rotation. Since the one parameter family of matrices $`\widehat{V}(x,t)\frac{O(d,d)}{O(d)\times O(d)}`$ much like $`V(x)=\widehat{V}(x,t=0)`$, it follows that under a global $`O(d,d)`$ rotation

$`\widehat{V}(x,t)`$ $``$ $`\mathrm{\Omega }^T\widehat{V}(x,t)`$ (92)
$`\widehat{}(\omega )=\widehat{V}(x,t)\widehat{V}^T(x,{\displaystyle \frac{1}{t}})`$ $``$ $`\mathrm{\Omega }^T\widehat{V}(x,t)\widehat{V}^T(x,{\displaystyle \frac{1}{t}})\mathrm{\Omega }=\mathrm{\Omega }^T\widehat{}(\omega )\mathrm{\Omega }`$ (93)
Let us also recall that, under a local $`O(d)\times O(d)`$ transformation, $`\widehat{V}(x,t)\widehat{V}(x,t)h(x)`$. Therefore, the only local transformations which will preserve the global nature of the monodromy matrix are the ones that do not depend on the local spectral parameter explicitly. We have already seen that the matrix $`M=VV^T`$ is only sensitive to the global $`O(d,d)`$ transformations even though $`V(x)`$ transforms non-trivially under a combined global $`O(d,d)`$ and a local $`O(d)\times O(d)`$ transformation. In a similar manner, $`\widehat{}(\omega )`$ is only sensitive to the global $`O(d,d)`$ rotation. We will check this explicitly in the case of the Nappi-Witten model in the next section. For the moment, let us note that this brings out an interesting connection between the integrability properties of the two dimensional string effective action and its $`T`$-duality properties, which can be used as a powerful tool in determining solutions.

For completeness, we record here the transformation properties of $`\widehat{}`$ under an infinitesimal $`O(d,d)`$ transformation. Let us denote

$$\widehat{}=\left(\begin{array}{cc}\widehat{}_{11}& \widehat{}_{12}\\ \widehat{}_{21}& \widehat{}_{22}\end{array}\right)$$
(94)
where each element represents a $`d\times d`$ matrix. Infinitesimally, we can write

$$\mathrm{\Omega }=\left(\begin{array}{cc}1+X& Y\\ Z& 1+W\end{array}\right)$$
(95)
where the infinitesimal parameters of the transformation satisfy $`Y^T=Y,Z^T=Z`$ and $`W=X^T`$. Under such an infinitesimal transformation, it follows from (95) that

$`\delta \widehat{}_{11}`$ $`=`$ $`\widehat{}_{11}X+X^T\widehat{}_{11}Z\widehat{}_{12}+\widehat{}_{12}Z`$ (96)
$`\delta \widehat{}_{12}`$ $`=`$ $`\widehat{}_{11}Y+X^T\widehat{}_{12}Z\widehat{}_{22}\widehat{}_{12}X^T`$ (97)
$`\delta \widehat{}_{21}`$ $`=`$ $`Y\widehat{}_{11}X\widehat{}_{21}+\widehat{}_{21}X+\widehat{}_{22}Z`$ (98)
$`\delta \widehat{}_{22}`$ $`=`$ $`\widehat{}_{21}YY\widehat{}_{12}X\widehat{}_{22}\widehat{}_{22}X^T`$ (99)
## IV Applications

The ideas presented in the earlier section can be applied to various physical systems. For example, if we are considering collision of plane-fronted waves, which correspond to massless states of closed strings, because of the isometries in the problem, this can be described effectively by a two dimensional theory and all our earlier discussions can be carried over . In this section, we will discuss two other classes of physical phenomena where our results can be explicitly verified and prove quite useful.

### A The Nappi-Witten Model

The Nappi-Witten model  is an example of a cosmological solution following from the string theory. Let us note that, to leading order in $`\alpha ^{}`$, the string tension, there are several solutions to the string equations following from (1) that constitute exact CFT backgrounds. One of these solutions, studied by Nappi and Witten, corresponds to a gauged $`\frac{SL(2,R)}{SO(1,1)}\times \frac{SU(2)}{U(1)}`$ Wess-Zumino-Witten model and describes a closed expanding universe in $`3+1`$ dimensions. The backgrounds consist of the metric, the dilaton and the anti-symmetric tensor fields of the forms (Here, we identify $`x^0=\tau `$.)

$`ds^2`$ $`=`$ $`d\tau ^2+dx^2+{\displaystyle \frac{1}{1\mathrm{cos}2\tau \mathrm{cos}2x}}(4\mathrm{cos}^2\tau \mathrm{cos}^2xdy^2+4\mathrm{sin}^2\tau \mathrm{sin}^2xdz^2)`$ (100)
$`\varphi `$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{log}(1\mathrm{cos}2\tau \mathrm{cos}2x)`$ (101)
$`B_{12}`$ $`=`$ $`B_{21}=b={\displaystyle \frac{(\mathrm{cos}2\tau \mathrm{cos}2x)}{(1\mathrm{cos}2\tau \mathrm{cos}2x)}}`$ (102)
Here, we have set an arbitrary constant parameter appearing in the Nappi-Witten solution to zero for simplicity.

Note that the backgrounds do not depend on two of the coordinates, namely, $`(y,z)`$ and, consequently, following from our earlier discussions, the system has an $`O(2,2)`$ symmetry. It is known that these backgrounds can be obtained from a much simpler background, with a vanishing $`B`$ field, of the form

$`ds^2`$ $`=`$ $`d\tau ^2+dx^2+{\displaystyle \frac{1}{\mathrm{tan}^2\tau }}dy^2+\mathrm{tan}^2xdz^2`$ (103)
$`\overline{\varphi }`$ $`=`$ $`\mathrm{log}(\mathrm{sin}2\tau \mathrm{sin}2x).`$ (104)
through an $`O(2,2)`$ rotation. In the language of our earlier discussion, we note that we can write

$$G^{B=0}=\left(\begin{array}{cc}e^{\lambda ^{(0)}+\psi ^{(0)}}& 0\\ 0& e^{\lambda ^{(0)}\psi ^{(0)}}\end{array}\right)=\left(\begin{array}{cc}\xi _1& 0\\ 0& \xi _2\end{array}\right)$$
(105)
with

$$\xi _1=\mathrm{exp}(\lambda ^0+\psi ^0)=\frac{1}{\mathrm{tan}^2\tau },\xi _2=\mathrm{exp}(\lambda ^0\psi ^0)=\frac{1}{\mathrm{tan}^2x}$$
(106)
where the superscript “$`0`$” denotes the vanishing $`B`$ field. In this case, therefore, we have

$$M^{(B=0)}=\left(\begin{array}{cc}(G^{(B=0)})^1& 0\\ 0& G^{(B=0)}\end{array}\right)$$
(107)
On the other hand, it is easy to check that we can write

$`G^{(B)}`$ $`=`$ $`\left(\begin{array}{cc}\frac{2\xi }{1+\xi _1\xi _2}& 0\\ 0& \frac{2\xi _2}{1+\xi _1\xi _2}\end{array}\right)`$ (110)
$`B`$ $`=`$ $`{\displaystyle \frac{1\xi _1\xi _2}{1+\xi _1\xi _2}}ϵ=bϵ`$ (111)
where $`ϵ`$ is the $`2\times 2`$ anti-symmetric matrix

$$ϵ=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)$$
(112)
so that

$$M^{(B)}=\left(\begin{array}{cc}(G^{(B)})^1& (G^{(B)})^1B\\ B(G^{(B)})^1& G^{(B)}B(G^{(B)})^1B\end{array}\right)$$
(113)
It is now a simple matter to check that

$$M^{(B)}=\mathrm{\Omega }^TM^{(B=0)}\mathrm{\Omega }$$
(114)
where

$$\mathrm{\Omega }=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}I& ϵ\\ ϵ& I\end{array}\right)$$
(115)
belongs to $`O(2,2)`$. Here, $`I`$ represents the $`2\times 2`$ identity matrix while $`ϵ`$ is the $`2\times 2`$ anti-symmetric matrix defined in (112). This shows that the backgrounds with a nontrivial anti-symmetric tensor field can be generated from a much simpler background with a vanishing $`B`$ field through a global $`O(2,2)`$ rotation.

It follows from eq. (105) that we can write

$$E^{(B=0)}=\left(\begin{array}{cc}\sqrt{\xi _1}& 0\\ 0& \sqrt{\xi _2}\end{array}\right)$$
(116)
so that we have

$$V^{(B=0)}=\left(\begin{array}{cc}(E^{(B=0)})^1& 0\\ 0& E^{(B=0)}\end{array}\right)$$
(117)
and it follows that (see eq. (79))

$`P_\pm ^{(B=0)}`$ $`=`$ $`\left(\begin{array}{cc}(E^{(B=0)})^1_\pm E^{(B=0)}& 0\\ 0& (E^{(B=0)})^1_\pm E^{(B=0)}\end{array}\right)=\left(\begin{array}{cccc}\frac{(_\pm \xi _1)}{\xi _1}& 0& 0& 0\\ 0& \frac{(_\pm \xi _2)}{\xi _2}& 0& 0\\ 0& 0& \frac{(_\pm \xi _1)}{\xi _1}& 0\\ 0& 0& 0& \frac{(_\pm \xi _2)}{\xi _2}\end{array}\right)`$ (124)
$`Q_\pm ^{(B=0)}`$ $`=`$ $`0`$ (125)
In this case, therefore, the one parameter family of potentials, $`\widehat{V}^{(B=0)}(x,t)`$, have to satisfy (since $`Q_\pm ^{(B=0)}=0`$)

$$(\widehat{V}^{(B=0)})^1(x,t)_\pm \widehat{V}^{(B=0)}(x,t)=\frac{1t}{1\pm t}P_\pm ^{(B=0)}$$
(126)
where $`t`$ is the space-time dependent spectral parameter.

Following our earlier construction (see (87)), we can determine

$$\widehat{V}^{(B=0)}(x,t)=\mathrm{diag}.(\overline{V}_1,\mathrm{},\overline{V}_4)=\mathrm{diag}.(\sqrt{{\scriptscriptstyle \frac{t_3}{t_1}}}{\scriptscriptstyle \frac{tt_1}{tt_3}},\sqrt{{\scriptscriptstyle \frac{t_4}{t_2}}}{\scriptscriptstyle \frac{tt_2}{tt_4}},\sqrt{{\scriptscriptstyle \frac{t_1}{t_3}}}{\scriptscriptstyle \frac{tt_3}{tt_1}},\sqrt{{\scriptscriptstyle \frac{t_2}{t_4}}}{\scriptscriptstyle \frac{tt_4}{tt_2}})$$
(127)
where

$$\frac{t_1}{t_3}=(E_1^{(B=0)})^2=\frac{1}{\xi _1},\frac{t_2}{t_4}=(E_2^{(B=0)})^2=\frac{1}{\xi _2}$$
(128)
It can be checked explicitly, using the equation satisfied by the spectral parameter, (83), that $`\widehat{V}^{(B=0)}(x,t)`$ in (127) does indeed satisfy (126). The monodromy matrix, in this case, follows to be

$`\widehat{}^{(B=0)}`$ $`=`$ $`\left(\begin{array}{cc}(\omega )& 0\\ 0& ^1(\omega )\end{array}\right)=\left(\begin{array}{cccc}\frac{\omega \omega _1}{\omega \omega _3}& 0& 0& 0\\ 0& \frac{\omega \omega _2}{\omega \omega _4}& 0& 0\\ 0& 0& \frac{\omega \omega _3}{\omega \omega _1}& 0\\ 0& 0& 0& \frac{\omega \omega _4}{\omega \omega _2}\end{array}\right)`$ (135)
$`=`$ $`\left(\begin{array}{cccc}\frac{\omega _1\omega }{\omega _1+\omega }& 0& 0& 0\\ 0& \frac{\omega _2\omega }{\omega _2+\omega }& 0& 0\\ 0& 0& \frac{\omega _1+\omega }{\omega _1\omega }& 0\\ 0& 0& 0& \frac{\omega _2+\omega }{\omega _2\omega }\end{array}\right)`$ (140)
where we have identified $`\omega _3=\omega _1,\omega _4=\omega _2`$.

When $`B0`$, we can similarly obtain

$`E^{(B)}`$ $`=`$ $`\left(\begin{array}{cc}\sqrt{\frac{2\xi _1}{1+\xi _1\xi _2}}& 0\\ 0& \sqrt{\frac{2\xi _2}{1+\xi _1\xi _2}}\end{array}\right)`$ (143)
$`V^{(B)}`$ $`=`$ $`\left(\begin{array}{cc}(E^{(B)})^1& 0\\ B(E^{(B)})^1& E^{(B)}\end{array}\right)`$ (146)
It follows now that

$`P_\pm ^{(B)}`$ $`=`$ $`\left(\begin{array}{cc}(E^{(B)})^1_\pm E^{(B)}& \frac{1}{2}(E^{(B)})^1(_\pm B)(E^{(B)})^1\\ \frac{1}{2}(E^{(B)})^1(_\pm B)(E^{(B)})^1& (E^{(B)})^1_\pm E^{(B)}\end{array}\right)`$ (149)
$`Q_\pm `$ $`=`$ $`\left(\begin{array}{cc}0& \frac{1}{2}(E^{(B)})^1(_\pm B)(E^{(B)})^1\\ \frac{1}{2}(E^{(B)})^1(_\pm B)(E^{(B)})^1& 0\end{array}\right)`$ (152)
In this case, therefore, $`Q_\pm 0`$ and the one parameter family of potentials has to satisfy

$$(\widehat{V}^{(B)})^1(x,t)_\pm \widehat{V}^{(B)}(x,t)=Q_\pm ^{(B)}+\frac{1t}{1\pm t}P_\pm ^{(B)}$$
(153)
It is straightforward to check that

$$V^{(B)}(x)=\mathrm{\Omega }^TV^{(B=0)}(x)h(x)$$
(154)
where $`\mathrm{\Omega }`$ is the $`O(2,2)`$ matrix defined in (115) and $`h(x)O(2)\times O(2)`$ and is of the form

$$h(x)=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}\sqrt{1b}I& \sqrt{1+b}ϵ\\ \sqrt{1+b}ϵ& \sqrt{1b}I\end{array}\right)$$
(155)
It can also be checked that

$$\widehat{V}^{(B)}(x,t)=\mathrm{\Omega }^T\widehat{V}^{(B=0)}(x,t)h(x)$$
(156)
$$=\frac{1}{2}\left(\begin{array}{cccc}\sqrt{1b}\overline{V}_1+\sqrt{1+b}\overline{V}_4& 0& 0& \sqrt{1+b}\overline{V}_1\sqrt{1b}\overline{V}_4\\ 0& \sqrt{1b}\overline{V}_2+\sqrt{1+b}\overline{V}_3& \sqrt{1+b}\overline{V}_2+\sqrt{1b}\overline{V}_3& 0\\ 0& \sqrt{1b}\overline{V}_2+\sqrt{1+b}\overline{V}_3& \sqrt{1+b}\overline{V}_2+\sqrt{1b}\overline{V}_3& 0\\ \sqrt{1b}\overline{V}_1\sqrt{1+b}\overline{V}_4& 0& 0& \sqrt{1+b}\overline{V}_1+\sqrt{1b}\overline{V}_4\end{array}\right)$$
(157)
satisfies the defining relation in (153). We note here that, when $`B0`$, while $`V^{(B)}(x)`$ is triangular, $`\widehat{V}^{(B)}(x,t)`$ is not in general and that both $`V^{(B)}`$ and $`\widehat{V}^{(B)}`$ are related to their counterparts with $`B=0`$ through a combined global $`O(2,2)`$ and a local $`O(2)\times O(2)`$ transformation. Furthermore, as was pointed out earlier, the local transformation does not depend explicitly on the spectral parameter. This is quite crucial, for it immediately leads to

$`\widehat{}^{(B)}`$ $`=`$ $`\widehat{V}^{(B)}(x,t)(\widehat{V}^{(B)})^T(x,{\displaystyle \frac{1}{t}})=\mathrm{\Omega }^T\widehat{V}^{(B=0)}(x,t)h(x)h^T(x)(\widehat{V}^{(B=0)})^T(x,{\displaystyle \frac{1}{t}})\mathrm{\Omega }=\mathrm{\Omega }^T\widehat{}^{(B=0)}\mathrm{\Omega }`$ (158)
$`=`$ $`{\displaystyle \frac{1}{2}}\left(\begin{array}{cccc}_1+_2^1& 0& 0& _1_2^1\\ 0& _2+_1^1& _2+_1^1& 0\\ 0& _2+_1^1& _2+_1^1& 0\\ _1_2^1& 0& 0& _1+_2^1\end{array}\right)`$ (163)
where $`_1=\frac{\omega _1\omega }{\omega _1+\omega }`$ and $`_2=\frac{\omega _2\omega }{\omega _2+\omega }`$ are the two diagonal elements of $`(\omega )`$ in (140). This shows explicitly that, for backgrounds related by a duality transformation (in the present example, an $`O(2,2)`$ rotation), the corresponding monodromy matrices are also related in a simple manner, as was pointed out in the last section.

### B Black Holes

As a second application, we will discuss the black hole solutions  in string theory within the context of our analysis. We are interested in studying systems with charged black hole solutions (electric and magnetic). In this case, in heterotic string theory, one starts from the $`10`$ -dimensional string effective action (the bosonic sector)

$$\widehat{S}=d^{10}x\sqrt{\widehat{G}}e^{\widehat{\varphi }}\left[R_{\widehat{G}}+(\widehat{}\widehat{\varphi })^2\frac{1}{12}\widehat{H}_{\widehat{\mu }\widehat{\nu }\widehat{\lambda }}\widehat{H}^{\widehat{\mu }\widehat{\nu }\widehat{\lambda }}\frac{1}{4}\delta ^{IJ}\widehat{F}_{\widehat{\mu }\widehat{\nu }}^I\widehat{F}^{\widehat{\mu }\widehat{\nu }I}\right]$$
(164)
where $`\widehat{F}_{\widehat{\mu }\widehat{\nu }}^I`$ represents Abelian field strengths (see eqs. (30)-(35)) with $`I=1,2,\mathrm{},16`$ for the heterotic string. Commonly, the black hole solutions, in four dimensions, are described in terms of the Einstein metric. The reduction of (164) to four dimensions, in the Einstein frame, is carried out by identifying

$$\widehat{G}_{\widehat{\mu }\widehat{\nu }}=\left(\begin{array}{cc}e^{2\varphi }g_{\mu \nu }+G_{ij}A_\mu ^{(1)i}A_\nu ^{(1)j}& A_\mu ^{(1)i}G_{ij}\\ A_\nu ^{(1)j}G_{ij}& G_{ij}\end{array}\right)$$
(165)
where $`\mu =\tau ,r,\theta ,\varphi `$ and $`i,j=4,5,\mathrm{},10`$. This leads to the four dimensional action of the form

$$S_4=𝑑\tau d^3x\sqrt{g}\left(R_g\frac{1}{2}(\varphi )^2\frac{1}{12}e^{2\varphi }H_{\mu \nu \lambda }H^{\mu \nu \lambda }e^\varphi F_{\mu \nu }^iM^1F^{\mu \nu i}+\frac{1}{8}\mathrm{Tr}(_\mu M^1^\mu M)\right)$$
(166)
where $`M`$ is defined in section 2 (eq. (47)) along with other relevant parameters. In this case, $`MO(6,22)`$ and the moduli parameterize the coset $`\frac{O(6,22)}{O(6)\times O(22)}`$.

We are interested in charged, non-rotating, spherically symmetric black hole solutions which are described by a general metric of the form

$$ds^2=g_{\mu \nu }dx^\mu dx^\nu =\lambda (r)d\tau ^2+\lambda ^1(r)dr^2+R^2(r)(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)$$
(167)
Furthermore, the Maxwell equation, together with the Bianchi identity, determines that the only non-zero components of the field strengths have the forms (as $`28`$-dimensional column matrices)

$$F_{\tau r}=\frac{\lambda (r)}{r^2}e^\varphi M\alpha ,F_{\theta \varphi }=\mathrm{sin}\theta \eta \beta $$
(168)
where $`\alpha ,\beta `$ are $`28`$ component column vectors representing the electric and the magnetic charges and $`\eta `$ is the metric of $`O(6,22)`$. (The $`28`$ gauge fields correspond to the sum of the original $`16`$ gauge fields and six each coming from the dimensional reduction of the metric and the anti-symmetric tensor field.)

As is clear from this, in the case of the black holes, there are two Abelian isometries since the variables are independent of time as well as the azimuthal angle. Therefore, the proper way to analyze this problem would be to dimensionally reduce the effective action to two dimensions, as has been done in the earlier sections. This, however, leads to some technical issues and, therefore, to keep our discussion simple, we will dimensionally reduce the effective action to three dimensions first. Since the black hole solutions are independent of time, we dimensionally reduce time as well as six spatial dimensions and keeping in mind the Einstein frame, we parameterize the metric as

$$\widehat{G}_{\widehat{\mu }\widehat{\nu }}=\left(\begin{array}{cc}e^{2\overline{\varphi }}h_{\alpha \beta }+G_{mn}A_\alpha ^{(1)m}A_\beta ^{(1)n}& A_\alpha ^{(1)m}G_{mn}\\ A_\beta ^{(1)n}G_{mn}& G_{mn}\end{array}\right)$$
(169)
where $`\alpha ,\beta =1,2,3`$ and $`m,n=0,4,5,\mathrm{},10`$. Here $`\overline{\varphi }=\widehat{\varphi }\frac{1}{2}\mathrm{log}detG_{mn}`$ is the shifted dilaton and the metric, $`h_{\alpha \beta }`$, is in the Einstein frame (since the dilaton term has been factored out explicitly) with Euclidean signature. The dimensionally reduced effective action can be determined following the discussion in section 2 and has the form

$$S_3=d^3x\sqrt{h}\left[R_h(\overline{\varphi })^2\frac{1}{12}e^{4\overline{\varphi }}H_{\alpha \beta \gamma }H^{\alpha \beta \gamma }e^{2\overline{\varphi }}F_{\alpha \beta }^T(\eta M\eta )F^{\alpha \beta }+\frac{1}{8}\mathrm{Tr}(_\alpha M^1^\alpha M)\right]$$
(170)
where $`\eta `$ is the metric of $`O(7,23)`$

$$\eta =\left(\begin{array}{ccc}0& 1_7& 0\\ 1_7& 0& 0\\ 0& 0& 1_{16}\end{array}\right)$$
(171)
and the matrix, $`MO(7,23)`$, has the form given in eq. (47). We can set the field strength $`H_{\alpha \beta \gamma }`$ to zero since, in three dimensions, $`B_{\alpha \beta }`$ carries no physical degree of freedom. Furthermore, now we have $`30`$ gauge fields - $`16`$ from the starting action and seven each coming from the dimensional reduction of the metric and the anti-symmetric tensor field. $`F_{\alpha \beta }`$ correspondingly represents a $`30`$ component column matrix.

The equations of motion for the gauge fields, following from the action in (170), are (in matrix notation)

$$_\alpha \left(e^{2\overline{\varphi }}\sqrt{h}(\eta M\eta )F^{\alpha \beta }\right)=0$$
(172)
In three dimensions, the solution of this can be represented through a duality relation as

$$e^{2\overline{\varphi }}\sqrt{h}(\eta M\eta )F^{\alpha \beta }=\frac{1}{2}ϵ^{\alpha \beta \gamma }_\gamma \chi $$
(173)
where $`\chi `$ represents $`30`$ scalar fields (in a column matrix representation). Furthermore, the Bianchi identity

$$ϵ^{\alpha \beta \gamma }_\alpha F_{\beta \gamma }=0$$
(174)
can now be written in terms of the $`30`$ scalar fields as

$$D_\alpha \left(e^{2\overline{\varphi }}(\eta M\eta )^\alpha \chi \right)=0$$
(175)
where $`D_\alpha `$ represents the gravitational covariant derivative. The important point of this analysis is that, in $`3`$-dimensions, the gauge fields can be traded in for scalars, which can, in principle, enlarge the coset parameterized by the moduli.

In fact, let us define a $`32\times 32`$ matrix as

$$\overline{M}=\left(\begin{array}{ccc}Me^{2\overline{\varphi }}\chi \chi ^T& e^{2\overline{\varphi }}\chi & M\eta \chi \frac{1}{2}e^{2\overline{\varphi }}(\chi ^T\eta \chi )\chi \\ e^{2\overline{\varphi }}\chi ^T& e^{2\overline{\varphi }}& \frac{1}{2}e^{2\overline{\varphi }}\chi ^T\eta \chi \\ \chi ^T\eta M\frac{1}{2}e^{2\overline{\varphi }}(\chi ^T\eta \chi )\chi ^T& \frac{1}{2}e^{2\overline{\varphi }}\chi ^T\eta \chi & e^{2\overline{\varphi }}+\chi ^T(\eta M\eta )\chi \frac{1}{4}e^{2\overline{\varphi }}(\chi ^T\eta \chi )^2\end{array}\right)$$
(176)
This is manifestly symmetric and satisfies

$$\overline{M}\overline{\eta }\overline{M}=\overline{\eta }$$
(177)
where

$$\overline{\eta }=\left(\begin{array}{ccc}\eta & 0& 0\\ 0& 0& 1\\ 0& 1& 0\end{array}\right)$$
(178)
corresponds to the metric for $`O(8,24)`$. Therefore, the symmetric matrix $`\overline{M}O(8,24)`$. It is straightforward to verify that the action in (170) can be rewritten as

$$S=d^3x\sqrt{h}\left(R_h+\frac{1}{8}\mathrm{Tr}(_\alpha M^1^\alpha M)\right)$$
(179)
and is invariant under the $`O(8,24)`$ transformations

$$h_{\alpha \beta }h_{\alpha \beta },\overline{M}\mathrm{\Omega }^T\overline{M}\mathrm{\Omega }$$
(180)
where $`\mathrm{\Omega }`$ is a global $`O(8,24)`$ matrix satisfying $`\mathrm{\Omega }^T\overline{\eta }\mathrm{\Omega }=\overline{\eta }`$. Thus, we note that, in three dimensions, the action is a sum of the Einstein Hilbert action and a nonlinear sigma model coupled to gravity defined over $`\frac{O(8,24)}{O(8)\times O(24)}`$. We note here that this is, in fact, the symmetry content we would have obtained, had we dimensionally reduced to two dimensions directly.

The three dimensional metric corresponding to the black hole solution of eq. (167) has the form

$$ds^2=h_{\alpha \beta }dx^\alpha dx^\beta =dr^2+\stackrel{~}{R}^2(r)(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)$$
(181)
where $`\stackrel{~}{R}(r)=\lambda (r)R(r)`$. Furthermore, the relations between the $`3`$-dimensional fields and the $`4`$-dimensional ones are given by $`T`$-duality relations  which we give in the appendix. For the present, let us note that there is no dependence on the azimuthal angle in any of the variables. Consequently, we can integrate out $`\varphi `$ in (179) to obtain

$$S=d^2\xi \sqrt{\gamma ^{(2)}}\left(R_\gamma +\frac{1}{8}\gamma ^{ab}\mathrm{Tr}(_aM^1_bM)\right)$$
(182)
where $`\xi ^1,\xi ^2`$ denote respectively $`r,\theta `$ and the two dimensional metric has the form

$$\gamma _{ab}=\left(\begin{array}{cc}\stackrel{~}{R}(r)& 0\\ 0& \stackrel{~}{R}(r)\mathrm{sin}\theta \end{array}\right)$$
(183)
This gives the effective two dimensional action in the context of black hole solutions and our general analysis of section 3 can now be applied.

In the preceding discussions, we have considered a four dimensional action (166) with the metric and matter fields such as the shifted dilaton, the two form NS-NS potential, the gauge fields and the moduli matrix $`M`$. We have also considered a three dimensional reduced effective action (170) with corresponding fields and an $`\overline{M}`$ matrix which parametrizes the coset $`\frac{O(8,24)}{O(8)\times (24)}`$. The field configurations such as the gauge potentials, shifted dilatons and the moduli appearing in the two action are related by T-duality and these relations are given in the appendix. The charged black hole solutions of heterotic string theory are described by the moduli and the gauge field configurations, which are also presented in the appendix. One demands that the $`M`$ matrix or $`\overline{M}`$ matrix tend to constant as $`r\mathrm{}`$ and similarly the gauge potentials have appropriate asymptotic behavior in order to define the associated charges. As is well known, the charged black hole solutions can be obtained by applying the solution generating techniques  (see  for generating black hole solutions in type IIB theory). The starting point is the spherically symmetric Schwarzschild black hole solution that appears as a solution of the hetrotic string effective action. Subsequently, a series of T-duality transformations, often called ’boosts’, are implemented in order to obtain charged black hole solutions with 28 charges (we are thinking of electrically charged black holes; there will be another 28 magnetic charges too). Next, one can obtain the extremal black hole solution by tuning an appropriate parameter to zero.

We have derived the transformation properties of the monodromy matrix under the non-compact T-duality group in Section III. Therefore, it will suffice to construct the monodromy matrix for the Schwarzschild black hole solution in the hetrotic string theory. One can derive the monodromy matrix for the general charged black hole from the monodromy matrix associated with the Schwarzschild black hole solution, since the T-duality transformations are well known (see , for example).

In what follows, we focus our attentions on explicit construction of the the monodromy matrix, for the simplest of black holes, namely, the Schwarzschild black hole, following from our general analysis. In this case, $`B=0`$ and we can write, inside the trapped region,

$`V(x)`$ $`=`$ $`\mathrm{diag}.(\lambda _1^1,\lambda _2^1,\mathrm{},\lambda _{32}^1)`$ (184)
$`=`$ $`(\sqrt{{\scriptscriptstyle \frac{r}{rm}}},1,\mathrm{},1,\sqrt{{\scriptscriptstyle \frac{rm}{r}}},1,\mathrm{},1,\sqrt{{\scriptscriptstyle \frac{r}{rm}}},\sqrt{{\scriptscriptstyle \frac{rm}{r}}})`$ (185)
where $`r`$ denotes the radial coordinate and $`\lambda _1=\lambda _{31},\lambda _8=\lambda _{32}`$. Correspondingly, the $`M`$ matrix has the form

$$\overline{M}=VV^T=\mathrm{diag}.({\scriptscriptstyle \frac{r}{rm}},1,\mathrm{},1,{\scriptscriptstyle \frac{rm}{r}},1,\mathrm{},1,{\scriptscriptstyle \frac{r}{rm}},{\scriptscriptstyle \frac{rm}{r}})$$
(186)
Here we follow the notation of  and choose the moduli such that it goes over to the $`O(8,24)`$ metric in the asymptotic limit. Note that usually, in the Schwarzschild metric the term appears as $`r2M`$; here we have $`rm`$. This is just for notational convenience. In this case, we can obtain, in a straightforward manner

$`Q_\alpha `$ $`=`$ $`0`$ (187)
$`P_\alpha `$ $`=`$ $`\mathrm{diag}.(\lambda _1^1_\alpha \lambda _1,0,\mathrm{},0,\lambda _8^1_\alpha \lambda _8,0,\mathrm{},0,\lambda _{31}^1_\alpha \lambda _{31},\lambda _{32}_\alpha \lambda _{32})`$ (188)
The one parameter family of potentials, in this case, satisfy

$$\widehat{V}^1(x,t)_\pm \widehat{V}(x,t)=\frac{1t}{1\pm t}P_\pm $$
(189)
and can be determined to have the form

$$\widehat{V}(x,t)=\mathrm{diag}.(\overline{V}_1,1,\mathrm{},1,\overline{V}_8,1,\mathrm{},1,\overline{V}_{31},\overline{V}_{32})$$
(190)
where ($`i=1,8,31,32`$)

$$\overline{V}_i=\frac{t_{d+i}}{t_i}\frac{tt_i}{tt_{d+i}}\lambda _i=\sqrt{\frac{t_{d+i}}{t_i}}\frac{tt_i}{tt_{d+i}}$$
(191)
Here, we have made the identification, following our discussion in Section III,

$$\frac{t_i}{t_{d+i}}=\lambda _i^2$$
(192)
The monodromy matrix, in this case, follows to be

$$\widehat{}(\omega )=\mathrm{diag}.(_1(\omega ),1,\mathrm{},1,_8(\omega ),1,\mathrm{},1,_{31}(\omega ),_{32}(\omega ))$$
(193)
with ($`i=1,8,31,32`$)

$$_i(\omega )=\frac{\omega _i\omega }{\omega _i+\omega }$$
(194)
Since other black hole solutions can be obtained from the Schwarzschild one by T-duality transformations, the corresponding monodromy matrices can also be obtained from the one constructed above following the procedure described in Section III.

## V Summary and Discussion

We have described the prescriptions for the construction of the monodromy matrix for two dimensional string effective action. We adopted the procedure commonly followed in the construction of the monodromy matrix for a class of two dimensional $`\sigma `$-models in curved space. As mentioned earlier, in most of the cases, the $`\sigma `$-model arises from the dimensional reduction of higher dimensional Einstein-Hilbert action to two dimensional space-time due to the presence of isometries. In the context of string theory, a similar approach was adopted in the past to construct the monodromy matrix as was the case with dimensionally reduced models in gravity.

One of our principal objective was to take into account the symmetries associated with the string effective action and construct the monodromy matrix which contains information about these symmetries. We have succeeded in introducing a procedure for the construction of the monodromy matrix under general grounds with some mild requirements such as factorizability and presence of isolated poles. Furthermore, we have demonstrated that the monodromy matrix transforms non-trivially under the non-compact T-duality group when the two dimensional string effective action respects that symmetry. We feel, this is an interesting and important result. The procedure, adopted by us, allows us to construct the monodromy matrix, once a set of string background configurations are known. As a result, if we know monodromy matrix for a given set of simple string vacuum backgrounds, we can directly obtain the corresponding monodromy matrix for another set of more complicated backgrounds, if the latter can be derived by duality transformations from the simpler backgrounds.

We have discussed two illustrative examples in Section IV as applications of our methods. First, we considered the Nappi-Witten model which is exactly solvable for both vanishing and non-vanishing two form potential $`B`$. This is a good testing ground for duality transformation properties of the monodromy matrix. We have constructed this matrix for the case $`B=0`$. Subsequently, we have also constructed it for the case $`B0`$. Then, as a consistency check, we have derived the $`\widehat{}^B`$ from $`\widehat{}^{B=0}`$ following our rules of the transformations of $`\widehat{}`$ under duality. Indeed, it is found that the monodromy matrix computed using the two different ways, mentioned above, coincide. Our second example is that of black hole solutions in heterotic string theory. After recapitulating the charged black hole solutions, we construct monodromy matrix for the ‘seed’ Schwarzschild black hole in heterotic string theory. One can construct the monodromy matrix for charged black hole solutions since the T-duality transformations which generate charged black hole solutions are already known. For sake of completeness, we have given the corresponding metric for plane waves in the trapped region for the charged black holes . The isometries are quite transparent and the monodromy matrix for the colliding wave case can be constructed by the techniques used by us .

It is worth while to mention that all our results are derived for the case of classical two dimensional effective theory as is the case for effective two dimensional theories derived from higher dimensional Einstein-Hilbert action. It might be interesting to explore systematically the construction of the monodromy matrix and its properties in quantum theory. We hope the work presented here will find applications in diverse directions where one encounters effective two dimensional models in the context of string theory.

Acknowledgment: One of us (JM) would like to thank Professor Y. Kitazawa for discussions on the relevance of monodromy matrix in black hole physics. He acknowledges very warm hospitality of Professor Y. Kitazawa and KEK. This work is supported in part by US DOE Grant No. DE-FG 02-91ER40685.

## A Some useful relations

In this appendix, we collect some relations that are useful understanding the details of various issues, but are not essential to the logic presented in the text. As is mentioned in the section on black holes, the fields in three and four dimensions are related by duality transformations of the form (tilde quantities are three dimensional while the ones without tilde are four dimensional)

$`G_{ij}`$ $`=`$ $`\stackrel{~}{G}_{1+i,1+j},B_{ij}=\stackrel{~}{B}_{1+i,1+j},a_j^I=\stackrel{~}{a}_{1+j}^I`$ (A1)
$`\varphi `$ $`=`$ $`\stackrel{~}{\varphi }+{\displaystyle \frac{1}{2}}\left[\mathrm{log}det\stackrel{~}{G}_{mn}\mathrm{log}detG_{ij}\right]`$ (A2)
$`\lambda `$ $`=`$ $`e^\varphi \left[{\displaystyle \frac{det\stackrel{~}{G}_{mn}}{detG_{ij}}}\right]^{\frac{1}{2}},R={\displaystyle \frac{\stackrel{~}{R}}{\lambda }}`$ (A3)
$`A_t^{(1)i}`$ $`=`$ $`G^{ij}\stackrel{~}{G}_{1,1+j},A_\varphi ^{(1)i}=G^{ij}\stackrel{~}{A}_\varphi ^m\stackrel{~}{G}_{m,1+j}`$ (A4)
$`A_t^{(3)I}`$ $`=`$ $`\stackrel{~}{a}_t^Ia_j^IA_t^{(1)j}`$ (A5)
$`A_\varphi ^{(3)I}`$ $`=`$ $`\stackrel{~}{A}_\varphi ^{14+I}+a_m^I\stackrel{~}{A}_\varphi ^n`$ (A6)
$`A_{ti}^{(2)}`$ $`=`$ $`\stackrel{~}{B}_{1,1+i}+B_{ij}A_t^{(1)j}+{\displaystyle \frac{1}{2}}a_i^IA_t^{(3)I}`$ (A7)
$`A_{\varphi i}^{(2)}`$ $`=`$ $`\stackrel{~}{A}_\varphi ^{8+i}\stackrel{~}{B}_{1+i,n}\stackrel{~}{A}_\varphi ^{14+I}+B_{ij}A_\varphi ^{(1)j}+{\displaystyle \frac{1}{2}}a_i^IA_\varphi ^{(3)I}`$ (A8)
We will now give the explicit forms of some of the black hole solutions as well as discuss briefly the connection between the black holes and the colliding waves. We know that in four dimensions, inside the Schwarzschild horizon, $`r2M`$, the black hole (BH) metric has the following form:

$$ds^2=\left(\frac{2Mr}{r}\right)dt^2\left(\frac{r}{2Mr}\right)dr^2+r^2\left(d\theta ^2+\mathrm{sin}^2\theta d\phi ^2\right)$$
(A9)
On the other hand, for the colliding plane waves, the metric, in general, can be represented as:

$$ds^2=e^{M(u,v)}dudv+e^{U(u,v)}\left(e^{V(u,v)}dx^2+e^{V(u,v)}dy^2\right)$$
(A10)
where $`u,v`$ are light-cone coordinates. Let us consider the region $`u0,v0,u+v\frac{\pi }{2}`$. In this region, if we make the transformations,

$`r`$ $``$ $`M(1\mathrm{sin}(u+v)),`$ (A11)
$`\theta `$ $``$ $`{\displaystyle \frac{\pi }{2}}+(vu),`$ (A12)
$`t`$ $``$ $`x,\phi 1+{\displaystyle \frac{y}{M}}`$ (A13)
and analytically continue $`y`$ beyond the cyclic boundary condition on angle $`\phi `$, then, the metric for the black hole becomes:

$`ds^2`$ $`=`$ $`4M^2(1\mathrm{sin}(u+v))^2dudv+{\displaystyle \frac{\mathrm{cos}^2(u+v)}{(1\mathrm{sin}(u+v))^2}}`$ (A16)
$`\mathrm{cos}^2(uv)(1\mathrm{sin}(u+v))^2dy^2`$
which has the form of that for colliding waves.

A Reissner-Nordsrom BH will have the form of the four dimensional metric, given by:

$$ds^2=\lambda (r)dt^2\lambda ^1(s)dr^2+R^2(r)(d\theta ^2+\mathrm{sin}^2\theta d\phi ^2)$$
(A17)
$`\lambda `$ $`=`$ $`{\displaystyle \frac{(r+\beta )(r\beta )}{\left(XYZ^2\right)^{1/2}}}`$ (A18)
$`R`$ $`=`$ $`\left(XYZ^2\right)^{1/2}`$ (A20)
$`e^{2\varphi }`$ $`=`$ $`{\displaystyle \frac{W^2}{XYZ^2}}`$ (A21)
$`X`$ $`=`$ $`r^2+\overline{Q}_2\mathrm{cos}^2h\delta _1+\overline{Q}_1\mathrm{sin}^2h\delta _1`$ (A22)
$`Y`$ $`=`$ $`r^2+\overline{Q}_1r`$ (A24)
$`Z`$ $`=`$ $`Q_1\mathrm{sin}h\delta _1r`$ (A26)
$`W`$ $`=`$ $`r^2`$ (A28)
$`\overline{Q}_2`$ $`=`$ $`\pm \sqrt{Q_2+\beta ^2}`$ (A29)
$`\overline{Q}_1`$ $`=`$ $`\pm \sqrt{Q_1+\beta ^2}`$ (A31)
Here $`\beta `$ is the non-extremality parameter, where the extremal limit corresponds to $`\beta 0`$ .

The non-extremal BH metric has the generic form:

$`ds^2`$ $`=`$ $`{\displaystyle \frac{(r_+r)(rr_{})}{(r^2R_0^2)}}dt^2{\displaystyle \frac{\left(r^2R_0^2\right)}{(r_+r)(rr_{})}}dr^2`$ (A34)
$`+(r^2R_0^2)(d\theta ^2+\mathrm{sin}^2\theta d\phi ^2)`$
where $`R_0^2`$ is expressed in terms of charges and boost parameters of $`O(d,d)`$ transformation, $`r_\pm =M\pm r_0`$ , again $`r_0`$ is expressed in terms of charges as well as the $`O(d,d)`$ boost parameters.

We can go from this black hole metric to that of colliding waves through the transformation :

$`r`$ $``$ $`M\pm r_0({\displaystyle \frac{u}{a}}+{\displaystyle \frac{v}{b}}),`$ (A35)
$`\theta `$ $``$ $`{\displaystyle \frac{\pi }{2}}\pm ({\displaystyle \frac{u}{a}}{\displaystyle \frac{v}{b}}),`$ (A37)
$`t`$ $``$ $`{\displaystyle \frac{xr_0}{(M^2R_0^2)^{1/2}}},`$ (A39)
$`\phi `$ $``$ $`1+{\displaystyle \frac{y}{(M^2R_0^2)^{1/2}}}`$ (A41)
Therefore, we see again that the trapped region of the BH is locally isometric to the interaction region of the colliding plane waves. The periodic coordinate $`\phi `$ goes to $`y`$ (which is non-periodic) to represent a plane wave in the $`xy`$ plane, so that, in the trapped region,

$`g_{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{2\left[\left(M\pm r_0\mathrm{sin}(\frac{u}{a}+\frac{v}{b})\right)^2R_0^2\right]}{ab}}`$ (A42)
$`g_{xx}`$ $`=`$ $`{\displaystyle \frac{(M^2R_0^2)\mathrm{cos}(\frac{u}{a}+\frac{v}{b})^2}{\left[\left(M\pm r_0\mathrm{sin}(\frac{u}{a}+\frac{v}{b})\right)^2R_0^2\right]}}`$ (A44)
$`g_{yy}`$ $`=`$ $`\mathrm{cos}^2({\displaystyle \frac{u}{a}}{\displaystyle \frac{v}{b}}){\displaystyle \frac{\left[\left(M\pm r_0\mathrm{sin}(\frac{u}{a}+\frac{v}{b})\right)^2R_0^2\right]}{(M^2R_0^2)}}`$ (A46)
In the asymptotic limit, the Einstein metric $`g_{\mu \nu }=\eta _{\mu \nu }`$ for $`u=v=0`$. The incoming parameters $`a`$ and $`b`$ are required to satisfy the following relations:

$$ab=(M^2R_0^2)=\frac{4S_{ext}}{\pi }$$
(A47)
where $`S_{ext}`$ is the entropy of the extremal BH.