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# 1 Introduction

## 1 Introduction

The slow dynamics of non-equilibrium systems displays several characteristic features which are absent for systems in thermodynamic equilibrium, see  for reviews. Most notable among these are the break-down of the fluctuation-dissipation theorem and the aging of the system as conveniently displayed in the two-time autocorrelations and auto-response functions. While these features were first observed in glassy systems, they also occur in simple ferromagnetic spin systems without disorder. The present paper studies such relatively simple non-equilibrium systems.

Usually, the system is prepared in some initial state (a completely disordered initial state of effective infinite temperature is common) and then brought out of equilibrium even at very long times by a rapid quench to some final temperature $`T`$ which may be below or equal to the critical temperature $`T_c`$. The subsequent evolution then takes place at that fixed temperature $`T`$. Main observables include the two-time autocorrelation function $`C(t,s)`$ and the auto-response function $`R(t,s)`$ where $`s`$ is the waiting time and $`t`$ the observation time. A convenient way to characterize the distance of the system from equilibrium is through the fluctuation-dissipation ratio

$$X(t,s)=TR(t,s)\left(\frac{C(t,s)}{s}\right)^1$$
(1.1)
At equilibrium, both $`C`$ and $`R`$ only depend on the time difference $`\tau =ts`$ and $`X=X(\tau )=1`$. Physically, this is realized if the initial quench was made to some temperature $`T>T_c`$. Then for time scales large compared to the (finite) characteristic time scale $`\tau _{\mathrm{eq}}`$ the system relaxes exponentially fast towards equilibrium.

On the other hand, if either $`T<T_c`$ or $`T=T_c`$, an infinite spin system does not reach equilibrium on some finite time scale but instead undergoes either phase ordering kinetics or non-equilibrium critical dynamics. In both cases, two-time observables such as $`C=C(t,s)`$ and $`R=R(t,s)`$ depend on both the waiting time $`s`$ and the observation time $`t`$ and not merely on their difference $`\tau =ts`$. This breaking222This is associated with a breaking of the fluctuation-dissipation theorem. The time scale on which this breaking occurs has been studied very thouroughly in . of time translation invariance is usally referred to as aging and will be used in this sense from now on. Consequently, the fluctuation-dissipation ratio $`X=X(t,s)1`$ also becomes a non-trivial function of both $`s`$ and $`t`$. Empirically, it is well-established  that the aging process is associated with dynamical scaling, that is in the scaling regime with times $`1s,\tau `$ long enough after the initial quench one finds

$$C(t,s)s^bf_C(t/s),R(t,s)s^{1a}f_R(t/s)$$
(1.2)
where $`a,b`$ are non-equilibrium critical exponents and $`f_C`$ and $`f_R`$ are scaling functions. Here and in the sequel we always have $`t>s`$. For large arguments $`x=t/s1`$, these scaling functions typically behave as

$$f_C(x)x^{\lambda _C/z},f_R(x)x^{\lambda _R/z}$$
(1.3)
where $`z`$ is the dynamical exponent and $`\lambda _C,\lambda _R`$ are the autocorrelation  and autoresponse exponents.333The values of the exponents $`\lambda _C,\lambda _R`$ (and also $`a,b`$) depend on whether $`T<T_c`$ or $`T=T_c`$, but we shall use the same notation in both cases. Throughout this paper, we are only interested in this late-time regime where scaling occurs.

Usually, the long-time behaviour after a quench from a completely disordered state is studied. In this case, the available evidence as reviewed in , and based on results notably from the Glauber-Ising model  and the spherical model with a non-conserved order parameter  is consistent with the autocorrelation and autoreponse exponents being equal, $`\lambda _C=\lambda _R`$, and, for a quench exactly onto criticality $`T=T_c`$, with the additional relation $`a=b`$. However, exceptions to this rule exist. Consider the $`2D`$ XY model with a fully ordered zero-temperature initial state and quenched ‘upwards’ to some temperature $`T<T_{\mathrm{KT}}`$, where $`T_{\mathrm{KT}}`$ is the Kosterlitz-Thouless transition temperature. A recent calculation by Berthier, Holdsworth and Sellitto  based on the spin-wave approximation has produced analytical results for both the autocorrelation and autoresponse scaling functions $`f_C(x)`$ and $`f_R(x)`$ and found the scaling “in complete agreement with the results obtained by Godrèche and Luck  for the spherical model at the critical point” \[14, p. 1809\]. Indeed one has $`a=b=\eta /2`$, where $`\eta =\eta (T)`$ is the usual static (and temperature-dependent) critical exponent, but the autocorrelation exponent $`\lambda _C/z=\eta /4`$ and the autoresponse exponent $`\lambda _R/z=1+\eta /4`$  are different from each other. We therefore ask ourselves what may generically become of the relation between $`\lambda _C`$ and $`\lambda _R`$ for more general initial states than fully disordered or fully ordered ones. Beyond a case study in a given model, this allows a test of the generic scaling and universality properties as reviewed abvoe and should provide useful insight. The rôle of the initial conditions on aging in spin-glasses has been and continues to be actively studied, see  and references therein.

Questions of this sort are best addressed first in some non-trivial exactly solvable model before being studied further through simulations. We shall therefore examine for the kinetic spherical model described by a non-conserved Langevin equation (see section 2 for precise definitions) the rôle of long-range correlations in the initial state which are characterized by a power law for the Fourier transformation $`\stackrel{~}{C}(𝒒)`$ of the spin-spin correlator, in the low-momentum limit $`|𝒒|0`$

$$\stackrel{~}{C}(𝒒)|𝒒|^\alpha $$
(1.4)
and we shall study how the above scaling forms are affected, if at all, by varying $`\alpha `$. We can therefore interpolate between a disordered initial state with $`\alpha =0`$ and a fully ordered state ($`\alpha =d`$) as considered in . While much is already known for $`T<T_c`$ , we shall see that for $`T=T_c`$ there occur several new regimes for the long-time aging behaviour which depend on the value of $`\alpha `$. Our calculations suggest the new scaling relation $`\lambda _C=\lambda _R+\alpha _{\mathrm{eff}}`$ where $`\alpha _{\mathrm{eff}}=\alpha _{\mathrm{eff}}(\alpha )`$ is the effective value of $`\alpha `$ which actually describes the long-time behaviour. We shall show that this also explains the results obtained in the $`2D`$ XY model  and referred to above.

Furthermore, introducing a new parameter into the kinetics permits an instructive test of the assertion by Godrèche and Luck  that the limit fluctuation-dissipation ratio

$$X_{\mathrm{}}=\underset{s\mathrm{}}{lim}\underset{t\mathrm{}}{lim}X(t,s)$$
(1.5)
is a universal number and we shall indeed confirm this universality (see section 3).

Finally, we recall that recently the precise form of the autoresponse function $`R(t,s)`$ was derived from conformal invariance , for $`t,s1`$ being inside the scaling regime

$$R(t,s)=r_0\left(\frac{t}{s}\right)^{1+a\lambda _R/z}\left(ts\right)^{1a}$$
(1.6)
where $`r_0`$ is a normalization constant. As we shall see in section 4, this functional form is indeed recovered, but the exponents $`a`$ and $`\lambda _R`$ will be functions of $`\alpha `$.

The structure of this paper is as follows. In the next section, to give a self-contained presentation, we recall the main steps of the general formalism for the exact calculation of correlation and response functions. In section 3, we analyse these in the scaling limit where aging occurs and find the scaling functions $`f_C(x)`$ and $`f_R(x)`$ as functions of the initial conditions characterized by the parameter $`\alpha `$. In section 4, the physical conclusions from these calculations are drawn. In the appendix, we shall briefly present some results on initial conditions in the $`1D`$ Glauber-Ising model such that the mean magnetization is non-vanishing.

## 2 Formalism

We now describe the calculation of the two-time autocorrelation and autoresponse functions in the exactly solvable spherical model in $`d`$ spatial dimensions, for arbitrary initial conditions. Our calculation follows closely the standard lines established several times in the past, see  for continuum field theories and  for lattice models. The effects of specific initial conditions on the long-time behaviour and aging will be analysed in the next section.

The spherical model is defined in terms of real spin variables $`S_𝒓`$ attached to the sites of a $`d`$-dimensional hypercubic lattice and subject to the constraint

$$\underset{𝒓}{}S_𝒓^2=𝒩$$
(2.1)
where $`𝒩`$ is the total number of sites, and the usual spin Hamiltonian $`=_{(𝒓,𝒓^{})}S_𝒓S_𝒓^{}`$ where the sum extends over nearest neighbour pairs only. The (non-conserved) dynamics is given by the stochastic Langevin equation

$$\frac{\mathrm{d}S_𝒓}{\mathrm{d}t}=\underset{𝒔(𝒓)}{}S_𝒔(2d+𝔷(t))S_𝒓+\eta _𝒓(t)$$
(2.2)
where $`𝒔(𝒓)`$ are the nearest neighbour sites of the site $`𝒓`$, the Gaussian white noise $`\eta _𝒓(t)`$ has the correlation

$$\eta _𝒓(t)\eta _𝒓^{}(t^{})=2T\delta _{𝒓,𝒓^{}}\delta (tt^{})$$
(2.3)
and $`𝔷(t)`$ is determined by satisfying the spherical constraint (2.1) in the mean. By a Fourier transformation

$$\stackrel{~}{f}(𝒒)=\underset{𝒓}{}f_𝒓e^{\mathrm{i}𝒒𝒓},f_𝒓=(2\pi )^d_{}d𝒒\stackrel{~}{f}(𝒒)e^{\mathrm{i}𝒒𝒓}$$
(2.4)
where the integral is over the first Brillouin zone $``$, eq. (2.2) is transformed into

$$\frac{\stackrel{~}{S}(𝒒,t)}{t}=\left[\omega (𝒒)+𝔷(t)\right]\stackrel{~}{S}(𝒒,t)+\stackrel{~}{\eta }(𝒒,t)$$
(2.5)
where in addition, together with the $`|𝒒|0`$ limit

$$\omega (𝒒)=2\underset{i=1}{\overset{d}{}}\left(1\mathrm{cos}q_i\right)q^2;\stackrel{~}{\eta }(𝒒,t)\stackrel{~}{\eta }(𝒒^{},t^{})=2T(2\pi )^d\delta ^d(𝒒+𝒒^{})\delta (tt^{})$$
(2.6)
The formal solution is

$$\stackrel{~}{S}(𝒒,t)=\frac{\mathrm{exp}(\omega (𝒒)t)}{\sqrt{g(T,t)}}\left[\stackrel{~}{S}(𝒒,0)+_0^tdt^{}e^{\omega (𝒒)t^{}}\sqrt{g(T,t^{})}\stackrel{~}{\eta }(𝒒,t^{})\right];g(T,t)=\mathrm{exp}\left(2_0^tdt^{}𝔷(t^{})\right)$$
(2.7)
which forms the basis for all subsequent calculations.

The Lagrange multiplier $`g(T,t)`$ is determined from the spherical constraint and the initial conditions. To see this, consider the equal-time spin-spin correlation function

$$C_{𝒓𝒓^{}}(t)=S_𝒓(t)S_𝒓^{}(t)$$
(2.8)
where spatial translation invariance is already taken into account. Here and in the sequel, the brackets denote the average over the ensemble of the initial conditions and over the thermal histories, i.e. the realizations of the noise $`\eta _𝒓(t)`$. The spherical constraint (2.1) implies that

$$C_\mathrm{𝟎}(t)=S_𝒓(t)S_𝒓(t)=1$$
(2.9)
In Fourier space the equal-time correlator $`\stackrel{~}{C}(𝒒,t)`$ is obtained from

$$\stackrel{~}{S}(𝒒,t)\stackrel{~}{S}(𝒒^{},t)=(2\pi )^d\delta ^d(𝒒+𝒒^{})\stackrel{~}{C}(𝒒,t)$$
(2.10)
and is given by

$$\stackrel{~}{C}(𝒒,t)=\frac{\mathrm{exp}(2\omega (𝒒)t)}{g(T,t)}\left[\stackrel{~}{C}(𝒒,0)+2T_0^tdt^{}e^{2\omega (𝒒)t^{}}g(T,t^{})\right]$$
(2.11)
From the spherical constraint (2.9) we have in Fourier space that $`d𝒒(2\pi )^d\stackrel{~}{C}(𝒒,t)=1`$ and this leads to the following Volterra integral equation for $`g(T,t)`$, see

$$g(T,t)=A(t)+2T_0^tdt^{}f(tt^{})g(T,t^{})$$
(2.12)
where the two auxiliary functions $`f(t)`$ and $`A(t)`$ are defined as follows

$$f(t)=\frac{1}{(2\pi )^d}d𝒒e^{2\omega (𝒒)t}=\left(e^{4t}I_0(4t)\right)^d,A(t)=\frac{1}{(2\pi )^d}d𝒒e^{2\omega (𝒒)t}\stackrel{~}{C}(𝒒,0)$$
(2.13)
and where $`I_0`$ is a modified Bessel function . The solution of equation (2.12) is found from a Laplace transformation

$$\overline{f}(p)=_0^{\mathrm{}}dtf(t)e^{pt}$$
(2.14)
and is given by

$$\overline{g}(T,p)=\frac{\overline{A}(p)}{12T\overline{f}(p)}$$
(2.15)
Therefore the entire evolution of the system, starting from a freely chosen initial condition, can be described in terms of the properties of the functions $`f(t)`$ and $`A(t)`$. In particular, the initial state is characterized exclusively by the initial correlator $`\stackrel{~}{C}(𝒒,0)`$ and these data enter explicitly only into the function $`A(t)`$. The simplest case may be considered to be an initial state without any correlations. Then $`C_𝒓(0)=\delta _{𝒓,\mathrm{𝟎}}`$, therefore $`\stackrel{~}{C}(𝒒,0)=1`$ and thus $`A(t)=f(t)`$. This case has been analysed in great detail, see  and in particular .

We postpone the analysis of the effects of initial conditions given by $`\stackrel{~}{C}(𝒒,0)`$ to the next section and now give the general expressions for the two-time correlators and the two-time response functions. The two-time correlation function is defined as

$$C_{𝒓𝒓^{}}(t,s)=S_𝒓(t)S_𝒓^{}(s)$$
(2.16)
where $`s`$ is the waiting time, $`t`$ the observation time and $`ts0`$ always. In Fourier space, it is easy to see that

$$\stackrel{~}{C}(𝒒,t,s)=\stackrel{~}{C}(𝒒,s)e^{\omega (𝒒)(ts)}\sqrt{\frac{g(T,s)}{g(T,t)}}$$
(2.17)
and where the expression (2.11) for the single-time correlator has been used. Below, we shall be mainly be interested in the two-time autocorrelation

$`C(t,s)`$ $`=`$ $`C_\mathrm{𝟎}(t,s)=(2\pi )^d{\displaystyle d𝒒\stackrel{~}{C}(𝒒,t,s)}`$ (2.18)
$`=`$ $`{\displaystyle \frac{1}{\sqrt{g(T,t)g(T,s)}}}\left[A\left({\displaystyle \frac{t+s}{2}}\right)+2T{\displaystyle _0^s}ds^{}f\left({\displaystyle \frac{t+s}{2}}s^{}\right)g(T,s^{})\right]`$
which we shall analyse in the next section. The response function is obtained in the usual way  by adding a small magnetic field term $`\delta =_𝒓h_𝒓(t)S_𝒓(t)`$ to the Hamiltonian. This leads to an extra term $`h_𝒓(t)`$ on the right-hand side of the Langevin equation (2.2). Provided that causality and spatial translation invariance hold, we have to first order

$$S_𝒓(t)=_0^tds\underset{𝒓^{}}{}R_{𝒓𝒓^{}}(t,s)h_𝒓^{}(s)+\mathrm{}$$
(2.19)
which defines the (linear) response function $`R_𝒓(t,s)`$. The calculation is completely standard  and we merely quote the result

$$\stackrel{~}{R}(𝒒,t,s)=\frac{\delta \stackrel{~}{S}(𝒒,t)}{\delta \stackrel{~}{h}(𝒒,s)}|_{h_𝒓=0}=e^{\omega (𝒒)(ts)}\sqrt{\frac{g(T,s)}{g(T,t)}}$$
(2.20)
Again, we shall be mainly concerned with the autoresponse function

$$R(t,s)=R_\mathrm{𝟎}(t,s)=(2\pi )^dd𝒒\stackrel{~}{R}(𝒒,t,s)=f\left(\frac{ts}{2}\right)\sqrt{\frac{g(T,s)}{g(T,t)}}$$
(2.21)
Eqs. (2.11,2.18,2.21) give the single-time correlation function and the two-time autocorrelation and autoresponse functions, respectively, for yet arbitrary initial conditions. Together with the spherical constraint (2.12), which fixes the function $`g(T,t)`$ in terms of the auxiliary functions $`f(t)`$ and $`A(t)`$, these are the main results of this section.

## 3 Analysis

It is our aim to consider the effects of long-range correlations in the initial state on the long-time and aging behaviour of the model. For the long-time behaviour, only the low-momentum regime should be relevant, which we take to be of the form

$$\stackrel{~}{C}(𝒒,0)=c_0+c_\alpha |𝒒|^\alpha $$
(3.1)
where $`\alpha `$ is a free parameter and $`c_0,c_\alpha `$ are normalization constants. For $`\alpha >0`$, the long-time behaviour depends to leading order only on the first term while for $`\alpha <0`$, we have effetively $`c_0=0`$, to leading order. For the purposes of this paper, namely the study of the rôle of long-range correlations in the initial conditions as parametrized by $`\alpha `$, it is sufficient to study the case $`c_0=0`$, which we shall assume from now on. For $`\alpha <0`$, this corresponds to initial correlations of the form $`C_𝒓(0)r^{d\alpha }`$ for large distances $`r=|𝒓|`$. This initial condition should lead to the following $`t\mathrm{}`$ asymptotics of the auxiliary function

$$A(t)a_\alpha t^{(d+\alpha )/2},a_\alpha =c_\alpha (2\pi )^dd𝒖e^{2𝒖^2}u^\alpha $$
(3.2)
The case without initial correlations considered previously  corresponds to $`\stackrel{~}{C}(𝒒,0)=1`$ and is recovered if we formally set $`\alpha =0`$. Any differences between the scaling behaviour coming from the initial conditions (3.1) and for those analysed previously must related to a different long-time behaviour of the functions $`A(t)`$ and $`f(t)`$ (it is well known that for $`t`$ large, one has $`f(t)(8\pi t)^{d/2}`$). It is the purpose of this section to carry through the technical analysis and especially to obtain the explicit scaling functions for the autocorrelation, autoresponse and the fluctuation-dissipation ratio. The physical discussion of the results will be presented in section 4.

The single-time correlator $`C_𝒓(t)`$ has been analysed in great detail by Coniglio, Ruggiero and Zanetti  in the context of coarse-grained field theory.

We now analyse the long-time behaviour of the two-time correlators and response functions. For the questions we are interested in, namely the breaking of the fluctuation-dissipation theorem and/or aging effects, it is enough to restrict to temperatures at or below criticality. Indeed, for $`T>T_c`$, the system will simply relax to equilibrium within a finite time scale $`\tau _{\mathrm{eq}}(TT_c)^{2\nu }`$, where $`\nu `$ is the known equilibrium correlation length exponent, see  and references therein. For the same reason, we restrict to $`d>2`$ throughout such that there is always a phase transition at a non-vanishing critical temperature $`T_c>0`$. In addition, the early stages of the evolution of the system (notably the evolution of the fluctuation-dissipation ratio) will depend on whether the system was initially prepared in an equilibrium state or not but this information requires more knowledge on the initial state than merely its low-momentum behaviour eq. (3.1). Rather, the behaviour we are interested in is described by the scaling or aging limit which is reached when both the waiting time $`s`$ and the observation time $`t`$ become simultaneously large, that is $`1sts`$. As we shall be interested in the scaling properties of $`C(t,s)`$ and $`R(t,s)`$, it is useful to work with the dimensionless scaling variable

$$x=\frac{t}{s}>1$$
(3.3)
Taking the scaling limit $`t,s\mathrm{}`$ with $`x`$ fixed, it is convenient to rewrite the results (2.18,2.21) of the previous section as follows

$`C(t,s)`$ $``$ $`{\displaystyle \frac{s^{d/2+1}}{\sqrt{g(T,s)g(T,t)}}}\left[a_\alpha s^{\alpha /21}\left({\displaystyle \frac{x+1}{2}}\right)^{\frac{1}{2}(d+\alpha )}+{\displaystyle \frac{2T}{(4\pi )^{d/2}}}{\displaystyle _0^1}d\theta g(T,s\theta )\left(x+12\theta \right)^{d/2}\right]`$
$`R(t,s)`$ $``$ $`(4\pi )^{d/2}s^{d/2}\left(x1\right)^{d/2}\sqrt{{\displaystyle \frac{g(T,s)}{g(T,t)}}}`$ (3.4)
where we have neglected correction terms to the leading scaling behaviour. Next, we need the leading behaviour of $`g(T,t)`$ for $`t`$ large.

### 3.1 Non-equilibrium critical dynamics

We first consider the case when $`T=T_c`$, the equilibrium critical temperature. In general, we expect the leading asymptotics of $`g(T,t)`$ to be of the form

$$g(T,t)g_0(\alpha ,d)t^{\psi (\alpha ,d)};t1$$
(3.5)
where the dependence of $`\psi =\psi (\alpha ,d)`$ must be calculated and $`g_0`$ is a constant. We determine $`\psi `$ by finding first from eq. (2.15) the low-$`p`$ behaviour of $`\overline{g}(T,p)`$, which in turn is given by the small-$`p`$ behaviours of $`\overline{f}(p)`$ and $`\overline{A}(p)`$. These may be found from the integral representations (2.14) using well-established techniques . At the critical point, the results are as follows:

$`\overline{f}(p)`$ $``$ $`A_1+{\displaystyle \frac{\mathrm{\Gamma }(1d/2)}{(8\pi )^{d/2}}}p^{d/21}+\mathrm{};\mathrm{\hspace{0.33em}\hspace{0.33em}2}<d<4`$
$`\overline{f}(p)`$ $``$ $`A_1A_2p+\mathrm{};d>4`$ (3.6)
where $`T_c=1/(2A_1)`$ is the equilibrium critical temperature and $`A_k=(2\pi )^dd𝒒(2\omega (𝒒))^k`$, $`k=1,2,\mathrm{}`$ which exist for $`d>2k`$. Similarly, we find

$`\overline{A}(p)`$ $``$ $`a_\alpha \mathrm{\Gamma }\left(1{\displaystyle \frac{1}{2}}(d+\alpha )\right)p^{1+(d+\alpha )/2};\mathrm{\hspace{0.33em}\hspace{0.33em}0}<d+\alpha <2`$
$`\overline{A}(p)`$ $``$ $`B_1+O(p,p^{1+(d+\alpha )/2});d+\alpha >2`$ (3.7)
where $`a_\alpha `$ is given in eq. (3.2) and $`B_1=(2\pi )^dd𝒒\stackrel{~}{C}(𝒒,0)(2\omega (𝒒))^1`$ which exists for $`d+\alpha >2`$ (if either $`d=2,4`$ or $`d+\alpha =0,2`$ additional logarithmic factors will be present, which we shall discard throughout). From this, $`\overline{g}(T,p)`$ follows and transforming back to $`g(T,t)`$, the exponent $`\psi (\alpha ,d)`$ describing the leading behaviour for $`t`$ large is found. We collect the results in table 1 and identify five regimes where the behaviour of $`g(T,t)`$ is different. It is convenient to characterize these regimes in terms of an effective dimension

$$D=d+\alpha +2$$
(3.8)
the meaning of which we shall discuss in section 4.

From these results, we find the following scaling forms

$`C(t,s)`$ $`=`$ $`(4\pi )^{d/2}s^{d/2+1}\left[s^\phi M_0(x)+K_0(x)\right]`$
$`R(t,s)`$ $`=`$ $`(4\pi )^{d/2}s^{d/2}(x1)^{d/2}x^{\psi /2}`$ (3.9)
where the values of the exponent $`\phi =1+\psi +\alpha /2`$ are also listed in table 1 and

$`M_0(x)`$ $`=`$ $`{\displaystyle \frac{a_\alpha (4\pi )^{d/2}}{g_0}}x^{\psi /2}\left({\displaystyle \frac{x+1}{2}}\right)^{(d+\alpha )/2}`$
$`K_0(x)`$ $`=`$ $`2Tx^{\psi /2}{\displaystyle _0^1}dww^\psi (x+12w)^{d/2}`$ (3.10)
Furthermore, the scaling of the fluctuation-dissipation ratio can be written in the form

$$X(t,s)=T\frac{(x1)^{d/2}x^{\psi /2}}{s^\phi M(x)+K(x)}$$
(3.11)
where the functions $`M(x)`$ and $`K(x)`$ are defined by

$`M(x)`$ $`=`$ $`\left({\displaystyle \frac{d+\alpha }{2}}+\psi \right)M_0(x)x{\displaystyle \frac{\mathrm{d}M_0(x)}{\mathrm{d}x}}`$
$`K(x)`$ $`=`$ $`\left(1{\displaystyle \frac{d}{2}}\right)K_0(x)x{\displaystyle \frac{\mathrm{d}K_0(x)}{\mathrm{d}x}}`$ (3.12)
and we see that the scaling of $`C(t,s)`$ and consequently of $`X(t,s)`$ depends on the sign of $`\phi `$. For that reason, the regimes IV and V have to be distinguished.

We can now list the scaling functions for both the autocorrelation and autoresponse functions

$$C(t,s)=(4\pi )^{d/2}T_cs^bf_C(x),R(t,s)=(4\pi )^{d/2}s^{1a}f_R(x)$$
(3.13)
together with the fluctuation-dissipation ratio. The results for the exponents $`a`$ and $`b`$ are given in table 2 below. For the response function, the scaling function simply is in all five regimes

$$f_R(x)=(x1)^{d/2}x^{\psi /2}$$
(3.14)
and the values of $`\psi `$ can be read off from table 1. We shall return to this result in section 4.

The functions $`f_C(x)`$ and $`X(t,s)`$ are listed below: for regime I, we find

$`f_C(x)`$ $`=`$ $`\left[2^{1+\alpha /2}\left|{\displaystyle \frac{\mathrm{\Gamma }(1d/2)\mathrm{\Gamma }(\alpha /2)}{\mathrm{\Gamma }(1(d+\alpha )/2)}}\right|x^{(d+\alpha /21)/2}+2x^{1/2+\alpha /4}{\displaystyle _0^1}dyy^{1\alpha /2}(x+12y)^{d/2}\right]`$ (3.15)
$``$ $`2^{1+\alpha /2}\left|{\displaystyle \frac{\mathrm{\Gamma }(1d/2)\mathrm{\Gamma }(\alpha /2)}{\mathrm{\Gamma }(1(d+\alpha )/2)}}\right|x^{d/2\alpha /4+1/2},x\mathrm{}`$
The fluctuation dissipation ratio becomes in the scaling limit a function of $`x`$ only, which reads for $`\alpha 2`$

$`X=X(x)`$ $`=`$ $`(x1)^{d/2}[|{\displaystyle \frac{\mathrm{\Gamma }(1d/2)\mathrm{\Gamma }(\alpha /2)}{\mathrm{\Gamma }(1(d+\alpha )/2)}}|2^{\alpha /2}({\displaystyle \frac{d+\alpha }{x+1}}{\displaystyle \frac{\alpha }{2}}1)x^{(d+\alpha )/2}`$ (3.16)
$`+2{\displaystyle _0^1}\mathrm{d}yy^{1\alpha /2}(x+12y)^{d/2}({\displaystyle \frac{1}{2}}{\displaystyle \frac{\alpha }{4}}+{\displaystyle \frac{d}{2}}{\displaystyle \frac{2y1}{x+12y}})]^1`$
$``$ $`\left|{\displaystyle \frac{\mathrm{\Gamma }(1d/2)\mathrm{\Gamma }(\alpha /2)}{\mathrm{\Gamma }(1(d+\alpha )/2)}}\right|{\displaystyle \frac{2}{2+\alpha }}(2x)^{\alpha /2},x\mathrm{}`$
together with the leading behaviour for infinitely separated timescales $`x\mathrm{}`$. For $`\alpha =2`$, we find

$$X=X(x)=\left[1+\left(\frac{x1}{x+1}\right)^{d/2}\left(1\left(\frac{x}{x+1}\right)^{1d/2}\right)\right]^11,x\mathrm{}$$
(3.17)
Therefore, if $`\alpha 2`$, the limit fluctuation-dissipation ratio has the universal value $`X_{\mathrm{}}=0`$ but the approach towards that limit does depend on the initial condition, while for $`\alpha =2`$, we have $`X_{\mathrm{}}=1`$ signalling that an equilibrium state will be reached.

The behaviour of the scaling function $`X(x)`$ is illustrated in figure 1. In the left part (figure 1a) we consider initial states with $`\alpha 2`$ which are more disordered than the critical equilibrium state. In all cases, one starts from equilibrium at equal times, since $`X(1)=1`$. If $`\alpha 2`$, the fluctuation-dissipation ratio decays with $`x`$ increasing. However, if $`\alpha `$ approaches the border between regions I and region III, the scaling function $`X^{(I)}(x)`$ obtained for the region I goes over smoothly into the one found for region III. Close to that boundary, quite large values of $`x`$ are needed in order to distinguish these functions. On the other hand, for $`\alpha =2`$, the long-range properties of the initial state are the same as for the equilibrium state. Although the system departs initially from equilibrium, since $`X(x)>1`$, the non-equilibrium short-range correlations are succesively equilibrated and the system finally arrives at the equilibrium value of the limit fluctuation-dissipation ratio $`X_{\mathrm{}}=1`$. If we now consider the case $`\alpha 2`$ (figure 1b) with an initial state more ordered than the equilibrium state, the behaviour is completely different. Starting from $`X(1)=1`$, the fluctuation-dissipation ratio increases with $`x`$ and encounters at some finite value $`x_s=x_s(d,\alpha )`$ a singularity. For $`x>x_s`$, it is negative and rapidly decays to zero with increasing $`x`$.

For regime II, we find

$`f_C(x)`$ $`=`$ $`2(4\pi )^{d/2}A_2\left(1{\displaystyle \frac{d+\alpha }{2}}\right)x^{(d+\alpha )/41/2}\left({\displaystyle \frac{x+1}{2}}\right)^{(d+\alpha )/2}`$
$`X(xs,s)`$ $`=`$ $`{\displaystyle \frac{(4\pi )^{d/2}(x1)^{d/2}}{A_2(1(d+\alpha )/2)(1+(d+\alpha )(3x+1)(2x+2)^1)}}\left({\displaystyle \frac{x+1}{2}}\right)^{(d+\alpha )/2}s^{(d4)/2}`$ (3.18)
where the integral $`A_2`$ was defined in section 3. Therefore for any value of $`x`$, $`X(xs,s)=0`$ in the scaling limit $`s\mathrm{}`$, since $`d>4`$ here.

For regime III, we have

$`f_C(x)`$ $`=`$ $`{\displaystyle \frac{4}{d2}}{\displaystyle \frac{(x1)^{d/2+1}x^{1d/4}}{x+1}}`$
$`X=X(x)`$ $`=`$ $`\left(1+{\displaystyle \frac{2}{d2}}\left({\displaystyle \frac{x1}{x+1}}\right)^2\right)^1`$ (3.19)
which reproduces the scaling functions previously found  for $`\alpha =0`$. The entire scaling functions turn out to be completely independent of $`\alpha `$. Therefore, the scaling behaviour in this region is governed by the effective value $`\alpha _{\mathrm{eff}}=0`$ in the initial condition (3.1) and all scaling functions are universal. In particular, the limit fluctuation-dissipation ratio $`X_{\mathrm{}}=lim_x\mathrm{}X(x)=12/d`$ is a universal number, as expected.

We have for the case of regime IV

$`f_C(x)`$ $`=`$ $`{\displaystyle \frac{2}{d2}}\left((x1)^{d/2+1}(x+1)^{d/2+1}\right)`$
$`X=X(x)`$ $`=`$ $`\left(1+\left({\displaystyle \frac{x1}{x+1}}\right)^{d/2}\right)^1`$ (3.20)
which again agrees completely with the earlier results found for $`\alpha =0`$ . Again, the scaling functions are independent of $`\alpha `$ and thus $`\alpha _{\mathrm{eff}}=0`$. In particular $`X_{\mathrm{}}=1/2`$ is a universal number.

Finally, in the regime V, we find

$`f_C(x)`$ $`=`$ $`2(4\pi )^{d/2}A_2B_V\left({\displaystyle \frac{x+1}{2}}\right)^{(d+\alpha )/2}`$
$`X(xs,s)`$ $`=`$ $`{\displaystyle \frac{(4\pi )^{d/2}(x1)^{d/2}(x+1)}{A_2B_V(d+\alpha )(2x+1)}}\left({\displaystyle \frac{x+1}{2}}\right)^{(d+\alpha )/2}s^{1+\alpha /2}`$ (3.21)
where the constant $`B_V`$ is given by

$$B_V=\left[d𝒖u^\alpha e^{2𝒖^2}\right]\left[d𝒖\frac{u^\alpha }{2\omega (𝒖)}\right]^1$$
(3.22)
Therefore $`X(xs,s)=0`$ in the scaling limit, since $`1+\alpha /2<0`$.

From the $`x\mathrm{}`$ asymptotics

$$f_C(x)x^{\lambda _C/z},f_R(x)x^{\lambda _R/z}$$
(3.23)
and the known fact that $`z=2`$  for the spherical model at and below $`T_c`$, we read off the critical autocorrelation and autoresponse exponents $`\lambda _C`$ and $`\lambda _R`$ and collect the results in table 2. They will be discussed in section 4.

### 3.2 Phase ordering

Having found the scaling behaviour at criticality, we now turn to the ordered phase, where $`T<T_c`$. This case was considered long ago in the context of the coarse-grained O($`n`$)-symmetric field theory in the limit $`n\mathrm{}`$ . The relations (3.4) remain valid, but the Lagrange multiplier $`g(T,t)`$ now has for large times the leading behaviour

$$g(T,t)\frac{a_\alpha }{M_{\mathrm{eq}}^2}t^{(d+\alpha )/2}$$
(3.24)
where $`M_{\mathrm{eq}}^2=1T/T_c`$ is the squared equilibrium magnetization. In the scaling limit $`s\mathrm{}`$, $`t\mathrm{}`$ but $`x=t/s`$ fixed, one has for $`\alpha 0`$

$`C(t,s)`$ $`=`$ $`M_{\mathrm{eq}}^2\left({\displaystyle \frac{(x+1)^2}{4x}}\right)^{(d+\alpha )/4}`$
$`R(t,s)`$ $`=`$ $`(4\pi )^{d/2}s^{d/2}(x1)^{d/2}x^{(d+\alpha )/4}`$ (3.25)
$`X(t,s)`$ $`=`$ $`{\displaystyle \frac{4^{1(d+\alpha )/4}T}{(4\pi )^{d/2}(d+\alpha )M_{\mathrm{eq}}^2}}{\displaystyle \frac{(x+1)^{d/2+\alpha +1}}{(x1)^{d/2+1}}}s^{d/2+1}`$
For $`\alpha =0`$, these results were already known  (for $`\alpha >0`$, the constant term in (3.1) is dominating the long-time behaviour). As expected, the fluctuation-dissipation ratio $`X=0`$ in the scaling limit. The scaling functions $`f_C(x)`$ and $`f_R(x)`$ are defined as

$$C(t,s)=M_{\mathrm{eq}}^2f_C(x),R(t,s)=(4\pi )^{d/2}s^{1a}f_R(x)$$
(3.26)
and we obtain

$$a=\frac{d}{2}1,f_C(x)=\left(\frac{(x+1)^2}{4x}\right)^{(d+\alpha )/4},f_R(x)=(x1)^{d/2}x^{(d+\alpha )/4}$$
(3.27)
and formally $`b=0`$ if we were to compare with the scaling (3.13) at criticality. From these, using again eq. (3.23), we have the autocorrelation and autoresponse exponents

$$\lambda _C=\frac{1}{2}(d+\alpha ),\lambda _R=\frac{1}{2}(d\alpha )$$
(3.28)
These results, valid for $`T<T_c`$, supplement those for the critical case $`T=T_c`$ given in table 2. For arbitrary $`\alpha <0`$ the value of $`\lambda _C`$ was already known .444For the O($`n`$)-model with $`n`$ finite, $`\lambda _C=d/2`$ for $`0>\alpha >\alpha _c`$, where $`\alpha _c`$ is known to leading order in $`1/n`$. The result of eq. (3.28) for $`\lambda _C`$ only holds true if $`\alpha <\alpha _c`$. In the $`n\mathrm{}`$ limit, $`\alpha _c=0`$ . A long time ago, Newman and Bray  studied the case of zero waiting time $`s=0`$. From eqs (2.18,2.21) and the initial condition $`g(T,0)=1`$, one has

$$C(t,0)=\frac{A(t/2)}{\sqrt{g(T,t)}}M_{\mathrm{eq}}t^{(d+\alpha )/4},R(t,0)=\frac{f(t/2)}{\sqrt{g(T,t)}}M_{\mathrm{eq}}t^{(d\alpha )/4}$$
(3.29)
in full agreement with their results.

## 4 Discussion

The long-time behaviour of the kinetic spherical model depends on the spatial dimension $`d`$ and the parameter $`\alpha `$ which charcaterizes the initial condition eq. (3.1). We have already introduced the effective dimension $`D`$, see eq. (3.8). In terms of these, the equilibrium correlation function $`C_{\mathrm{eq}}(𝒓)`$ at criticality and the initial correlation function $`C_{\mathrm{ini}}(𝒓)=C_𝒓(0)`$ scale for large distances $`r=|𝒓|`$ as

$$C_{\mathrm{eq}}(𝒓)r^{(d2)},C_{\mathrm{ini}}(𝒓)r^{(D2)}$$
(4.1)
(since the equilibrium critical exponent $`\eta =0`$ for the sperical model). Therefore, we have studied the influence of the fluctuations of an effectively $`D`$-dimensional system onto a model defined in $`d`$ dimensions.555Practically, long-range initial conditions as studied here might be realized by coupling the degrees of freedom of the model under study to those of another system at criticality. Alternatively, one might consider a spin system with long-range interactions $`J=J(𝒓)`$ and use this to prepare an initial state with long-range correlations. We can conclude:

1. In the scaling limit which describes the aging of the system, the results obtained for a quench to a temperature $`T<T_c`$ below the critical point and given in eqs. (3.27,3.28) show that the effect of initial long-range correlations persists for all times of the ongoing non-equilibrium behaviour, but without provoking any qualitative changes, as observed long ago . Remarkably enough, however, for times $`1tss`$ which in the scaling limit corresponds to $`x1`$ and for any initial condition, the two-time autocorrelations saturate at a plateau value $`C(x=1)M_{\mathrm{eq}}^2`$, see eq. (3.25). For larger differences between the waiting time $`s`$ and the observation time $`t`$, $`C(t,s)`$ decays to zero according to a power law which now again depends on the initial conditions and the systems shows thus a sort of memory of its initial state.

Surprisingly, the results for a quench precisely to $`T=T_c`$ are qualitatively different. They are collected in tables 1 and 2 and the resulting phase diagram is shown in figure 2. Indeed, we find five regimes with different aging behaviours. These regimes are distinguished by the presence (when $`2<d<4`$ and/or $`2<D<4`$) of strong critical fluctuations in either the equilibrium or the initial state, respectively, or else their absence (when $`d>4`$ and/or $`D>4`$) when either the equilibrium or the initial state are in the mean field regime. In addition, if both $`d>4`$ and $`D>4`$, it is of relevance whether the initial correlations decay faster than those in the equilibrium state or not. If $`d=D`$, the system is prepared in its critical equilibrium state, the fluctuation-dissipation theorem is valid and no aging occurs. That is the situation of equilibrium critical dynamics. Specifically, we find

1. Only if the initial correlations are in the mean field regime, i.e. $`D>4`$, and if in addition the initial correlations decay faster than in equilibrium, the system may show a non-vanishing value of the fluctuation-dissipation ration $`X_{\mathrm{}}`$. In these cases (regimes III/IV), the entire scaling functions $`f_C(x)`$, $`f_R(x)`$ and $`X(x)`$ do not depend of the initial conditions at all and agree with the previously known results obtained for a disordered initial state of infinite temperature, see . One therefore has effective initial conditions such that $`\alpha _{\mathrm{eff}}=0`$. That finding is in full agreement with the expected  universality of these scaling functions and of $`X_{\mathrm{}}`$ in particular.
    2. A non-trivial result for the scaling of the fluctuation-dissipation ratio $`X(x)`$ is found if both the equilibrium and the initial states are fluctuation-dominated (regime I). The limit value for very large separations $`x=t/s\mathrm{}`$ between the waiting time $`s`$ and the observation time $`t`$ is the universal value $`X_{\mathrm{}}=0`$, provided that $`\alpha 2`$, but the approach towards this limit depends on the initial condition through $`X(x)x^{|\alpha |/2}`$, as was illustrated in figure 1. It is not impossible that the rather trivial value $`X_{\mathrm{}}=0`$ which is more typical of a low-temperature phase might be a peculiarity of the spherical model. On the other hand, if $`\alpha =2`$, then $`X_{\mathrm{}}=1`$ and the system evolves towards equilibrium.
    3. If the equilibrium state is in the mean field regime and if in addition the initial correlations decay slower than in equilibrium, the fluctuation-dissipation ratio $`X`$ vanishes in the scaling limit, independently of the value of $`x=t/s`$ (regimes II/V). Despite of having fixed the temperature at its critical value, this behaviour is typical for a quench into the low-temperature ordered phase.

It would be of interest to see whether a similar variety of different types of non-equilibrium critical dynamics may be established for different spin systems (especially with $`z2`$) and in particular, whether the rôle of the equilibrium and/or the initial state being in the mean-field regime can be confirmed. As a preparation for this we briefly treat in the appendix an example where the mean magnetization does not vanish.
2. Turning to the values of the autocorrelation exponent $`\lambda _C`$ and the autoresponse exponent $`\lambda _R`$, we find that one of the following two scenarios is realized: either (i) the two exponents are equal

$$\lambda _C=\lambda _R$$
(4.2)
which occurs at criticality in the regimes III and IV characterized by $`\alpha _{\mathrm{eff}}=0`$ and where also $`X_{\mathrm{}}0`$ or else (ii) they satisfy the relation

$$\lambda _C=\lambda _R+\alpha _{\mathrm{eff}}$$
(4.3)
which is realized in the entire ordered phase and for the critical regimes I, II and V, where $`\alpha _{\mathrm{eff}}=\alpha `$ and $`X_{\mathrm{}}=0`$. As an extreme case, this also includes a completely ordered initial state, where $`C_{\mathrm{ini}}(𝒓)\text{cste.}`$ which corresponds to $`\alpha =d`$. Up to eventual logarithmic corrections, this case may be included by taking the limit $`D2+`$.

We point out that the results $`\lambda _C/z=\eta /4`$ and $`\lambda _R/z=1+\eta /4`$ obtained for the $`2D`$ XY model  for a fully ordered initial state (therefore $`\alpha =d=2`$) in the low-temperature phase are consistent with eq. (4.3), since $`z=2`$ in that model. Indeed, the behaviour of the fluctuation-dissipation ratio $`X_{2D\mathrm{XY}}(x)`$ of the $`2D`$ XY model is quite analogous to the one found here for the spherical model in regime I at criticality. In figure 1b we show the fluctuation-dissipation ratio of the $`2D`$ XY model when starting form a fully ordered initial state

$$X_{2D\mathrm{XY}}(x)=\left[1\frac{(x1)^2}{2(x+1)}\right]^1$$
(4.4)
which is valid in the entire low-temperature phase, using the spin-wave approximation . The similarity with the functions $`X(x)`$ of the spherical model in regime I with $`\alpha <2`$ is evident.

Therefore, we conjecture that the relationship between $`\lambda _C`$ and $`\lambda _R`$ is in general given by eq. (4.3) and that only in those special cases where $`\alpha _{\mathrm{eff}}=0`$ applies these two exponents happen to be equal. That was indeed the case in all models reviewed in . Tests of the conjectured scaling relation (4.3) in other models would be most welcome.

Similarly, the usual anticipation, see e.g. , that at criticality the two exponents $`a=b=2\beta /\nu z`$, where $`\beta `$ and $`\nu `$ are standard equilibrium critical exponents, can be checked through the entries of table 2. It appears again more as a property of certain initial conditions than as a generally valid statement. From table 2, $`a=b`$ appears to hold whenever $`X(t,s)`$ does not vanish identically for all $`x`$ in the scaling limit. In these cases the proposed relationship to the exponents $`\beta ,\nu ,z`$ seems rather to be a hyperscaling relation since it does not hold in regime IV.
3. Having examined the asymptotic properties of the scaling functions $`f_C(x)`$ and $`f_R(x)`$ for $`x`$ large, we now turn to their functional form for finite values of $`x`$. Indeed, as already mentioned in the introduction, conformal invariance predicts that the scaling function of the autoresponse function should be given by

$$f_R(x)=x^{1+a\lambda _R/z}\left(x1\right)^{1a}$$
(4.5)
That prediction can be tested by comparing with the exact result (3.14) for a critical quench and with (3.27) for a quench into the orderd phase. Inserting the values of the exponents $`a`$ and $`\lambda _R`$ which can be read from table 2 and from eqs. (3.27,3.28), respectively, show perfect agreement, both below criticality and at criticality for all five aging regimes.

In addition, we may also test the full space-time dependent response function. Since the dynamical exponent $`z=2`$ in our model, conformal invariance predicts for $`z=2`$

$$R_𝒓(t,s)=R(t,s)\mathrm{exp}\left(\frac{}{2}\frac{r^2}{ts}\right)$$
(4.6)
where spatial translation invariance is already taken into accout, the autoresponse function $`R(t,s)`$ is given as before by eq. (1.6) and $``$ is a non-universal and dimensionful constant. To check this, we calculate the full response function from eq. (2.20). In the scaling limit we are interested in, where both $`t,s`$ as well as their difference $`ts`$ become simulataneously large, we may use the $`q0`$ limit (2.6) in the integral

$$R_𝒓(t,s)=(2\pi )^d\sqrt{\frac{g(T,s)}{g(T,t)}}d𝒒\mathrm{exp}\left[\omega (𝒒)(ts)\mathrm{i}𝒒𝒓\right]$$
(4.7)
and it is easy to see that the resulting gaussian integrals reproduce eq. (4.6) exactly, with $`=1/2`$.

This suggests that the presence of conformal invariance in aging systems should be independent of spatially long-ranged correlations in the initial state. Further tests of conformal invariance in different aging systems with spatially long-range initial conditions are called for.

Summarising, the study of the influence of spatially long-range correlations in the initial state on the long-time behaviour of two-time observables of the exactly solvable spherical model has led us to the recognition of several new types of non-equilibrium critical dynamics in that model. As a consequence, we could formulate the conjecture eq. (4.3) on the relationship between the autocorrelation exponent $`\lambda _C`$ and the autoresponse exponent $`\lambda _R`$. Finally, the hypothesis of conformal invariance in aging ferromagnetic systems could be tested in a new way.

## Appendix. Some remarks on the $`1D`$ Glauber-Ising model

Here we consider briefly some non fully disordered initial conditions in the $`1D`$ kinetic Ising model with Glauber  dynamics. The Hamiltonian is on a chain of $`N`$ sites with periodic boundary conditions

$$=J\underset{i=1}{\overset{N}{}}\sigma _i\sigma _{i+1}$$
(A1)
where $`\sigma _i=\pm 1`$ are the Ising spins. The dynamics may be given through the heat bath rule, which gives the probability of finding the spin variables $`\sigma _i(t+1)`$ in terms of those at time $`t`$

$$P\left(\sigma _i(t+1)=\pm 1\right)=\frac{1}{2}\left[1\pm \mathrm{tanh}\left(\frac{J}{T}\left(\sigma _{i1}(t)+\sigma _{i+1}(t)\right)\right)\right]$$
(A2)
Here we consider the following initial conditions in terms of the spin-spin correlator $`C_𝒓(t)=\sigma _𝒓(t)\sigma _\mathrm{𝟎}(t)`$

$$C_𝒓(0)=M_0^2+\left(1M_0^2\right)\delta _{𝒓,\mathrm{𝟎}}$$
(A3)
where $`M_0=M_𝒓(0)`$ is the initial averaged magnetization. This allows a simple case study of situations where the mean magnetization $`M_𝒓(t)`$ does not vanish. Here and in the sequel spatial translation invariance is already taken into account. We study the long-time evolution of the $`1D`$ model after a quench to zero temperature at time $`t=0`$.

The exact solution of the model is closely parallel to the standard lines as presented for the special case $`M_0=0`$ in . We shall therefore merely state our results. First, the mean magnetization $`M_𝒓(t)=M_𝒓(0)=M_0`$ does remain constant for all times $`t`$. We are interested in the connected autocorrelation function $`\mathrm{\Gamma }(t,s)`$ and the autoresponse function $`R(t,s)`$ defined as

$`\mathrm{\Gamma }(t,s)`$ $`=`$ $`\sigma _𝒓(t)\sigma _𝒓(s)\sigma _𝒓(t)\sigma _𝒓(s)`$ (A4)
$`R(t,s)`$ $`=`$ $`T{\displaystyle \frac{\delta M_𝒓(t)}{\delta H_𝒓(s)}}|_{H_𝒓=0}`$ (A5)
where $`H_𝒓`$ is an external magnetic field at the site $`𝒓`$.

In $`1D`$, we find in the scaling limit $`t,s\mathrm{}`$ but with $`x=t/s>1`$ fixed

$$\mathrm{\Gamma }(t,s)=\left(1M_0^2\right)\frac{2}{\pi }\mathrm{arctan}\sqrt{\frac{2}{x1}},R(t,s)=\left(1M_0^2\right)\frac{1}{\pi s}\sqrt{\frac{1}{2(x1)}}$$
(A6)
and the fluctuation-dissipation ratio $`X(t,s)=R(t,s)(\mathrm{\Gamma }(t,s)/s)^1`$ becomes a function of $`x`$ only and reads $`X(t,s)=X(x)=(x+1)/2x`$. Up to the prefactor $`1M_𝒓(t)M_𝒓(s)=1M_0^2`$, the results for $`\mathrm{\Gamma }(t,s)`$ and $`R(t,s)`$ (and therefore also for $`X(x)`$) are exactly the same as found in  for the autocorrelation and autoreponse functions at $`M_0=0`$. Therefore, unless $`M_0=1`$ and the system is prepared in a zero-temperature equilibrium state, the exponent $`\alpha `$ introduced in the text takes the value $`\alpha _{\mathrm{eff}}=0`$ here. That agrees with the fact that the autocorrelation and autoresponse exponents are equal, $`\lambda _C=\lambda _R=1`$.

It would be interesting to study the effects of non fully disordered initial conditions in wider settings, e.g. in higher dimensions, conserved order parameters and so on.

Acknowledgements

MH thanks the Grup da matéria condensada ao Complexo Interdisciplinar da Universidade de Lisboa for warm hospitality, where this work was written up.


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# Exact Solutions of Five Dimensional Anisotropic Cosmologies

## I Introduction

Recent advances in string and membrane theories of unification  have boosted interest in higher dimensional cosmologies. An exciting new area of this field involves the realization, in braneworld approaches, that extra coordinates need not be compact . In the Randall-Sundrum model , for example, our observed universe, as seen at low-energy scales, is localized to four dimensions by a 3-brane embedded within a five dimensional bulk. An interesting question concerns the range of geometries that would support such localization. These are characterized by a warp factor, dependent in general on the fifth coordinate, that determines the geometry of the 4d part of the metric . The 5D Einstein equations, along with boundary conditions, set the form of this warp factor.

Induced matter theory, proposed by Wesson, provides another promising non-compactified higher dimensional approach, albeit in the classical realm. It postulates that the additional geometrical terms arising from the fifth coordinate in the five-dimensional vacuum Einstein equations can be associated with the matter-energy components of four-dimensional theory. In other words, the dynamics of the observed 4D matter- and energy-filled universe are equivalent to that of a 5D empty Kaluza-Klein theory–rendering material from pure geometry. Researchers have found, for instance, that the known equations of state for radiation-dominated and matter-dominated stages of the universe arise as consequences of this model, as applied to the Robertson-Walker metric extended by an extra dimension. A number of exact 5D solutions have been found , with cosmological implications including a variable cosmological constant and a non-singular big bounce. A close connection has been found between this space-time-matter (STM) approach and braneworld theories.

If large higher dimensions exist, why don’t we perceive them directly? In braneworld approaches, only gravitational fields (being closed strings) are free to move through extra dimensions, the other particles (open strings) are confined to our three dimensional brane. Therefore standard means of observation, based on the detection of electromagnetic radiation, do not detect the extra dimensions.

In a universe with non-compact extra dimensions, one can examine the dynamics of all the cosmological scale factors within the context of the higher dimensional Einstein equations. There is no a priori reason to assume that each of these factors behaves in the same manner. In fact, while some of these (representing conventional space) expand, others might contract. Thus to understand these dynamics, it seems appropriate to consider higher dimensional anisotropic cosmologies.

A number of papers have examined the behavior of higher dimensional anisotropic models, considering whether or not their extra scale factors shrink down over time. We found such dimensional reduction in the case of a five dimensional extension of the Kasner solution within the context of induced matter theory . The requirement of positive density led naturally to the contraction over time of the extra scale factor. Recently, Frolov has obtained a class of exact anisotropic solutions within the context of the brane world approach, in which the behavior of the bulk resembles the Kasner solution .

The Kasner solution represents the simplest type of anisotropic behavior. As Belinskii, Khalatnikov and Lifshitz have shown, the very early dynamics of the universe may have been far more complex . The range of possible anisotropic geometries can be characterized by Bianchi’s classification of the isometry groups of three dimensional Riemannian manifolds into nine distinct types (I-IX) . This work was first applied to cosmology by Taub in 1951 . Calculating the field equations for each Bianchi type, Taub examined spatially homogeneous, vacuum-filled space times, classifying the Kasner solution as Bianchi type-I and finding a new exact solution in the case of type-II.

To extend these results to higher dimensions and understand the range of possible behaviors, we have examined several different anisotropic five dimensional cosmologies, including generalized versions of type-II and type-V, comparing these solutions to our previous results for type-I. Ultimately, our aim is to help answer the question: of the range of solutions to the five dimensional Einstein equations (including the full variety of anisotropic geometries), which of these exhibit long term behavior consistent with observed present-day conditions?

## II 5D Extensions of Taub’s Bianchi type-II Solution

We consider the five dimensional metric:

$$ds^2=e^\nu dt^2g_{ij}\omega ^i\omega ^je^\mu dł^2$$
(1)
where the 3D spatial part of the metric can be expressed in diagonal form as:

$$g_{ij}=diag(e^\alpha ,e^\beta ,e^\gamma )$$
(2)
The time coordinate $`t`$ and the three spatial coordinates $`x`$, $`y`$ and $`z`$ have been supplemented with a fifth coordinate $`ł`$. We assume that the metric coefficients $`\mu `$, $`\nu `$, $`\alpha `$, $`\beta `$ and $`\gamma `$ each depend, in general, on both $`t`$ and $`ł`$.

The one-forms $`\omega ^i`$ have the relationship:

$$d\omega ^i=\frac{1}{2}C_{}^{i}{}_{jk}{}^{}\omega ^j\omega ^k$$
(3)
where the $`C_{}^{i}{}_{jk}{}^{}`$ are the structure constants corresponding to the particular Bianchi type.

In the case of type-II, the non-zero structure constants are:

$$C_{}^{1}{}_{23}{}^{}=C_{}^{1}{}_{32}{}^{}=1$$
(4)
The 5D Einstein tensor for the type-II case can be written in the form:

$`G_0^0=e^\nu (`$ $`{\displaystyle \frac{1}{4}}\mu ^.\alpha ^.{\displaystyle \frac{1}{4}}\mu ^.\beta ^.{\displaystyle \frac{1}{4}}\mu ^.\gamma ^.{\displaystyle \frac{1}{4}}\alpha ^.\beta ^.{\displaystyle \frac{1}{4}}\alpha ^.\gamma ^.{\displaystyle \frac{1}{4}}\beta ^.\gamma ^.)+`$ (5)
$`e^\mu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{}+{\displaystyle \frac{1}{2}}\beta ^{}+{\displaystyle \frac{1}{2}}\gamma ^{}+{\displaystyle \frac{1}{4}}\alpha _{}^{}{}_{}{}^{2}+{\displaystyle \frac{1}{4}}\beta _{}^{}{}_{}{}^{2}+{\displaystyle \frac{1}{4}}\gamma _{}^{}{}_{}{}^{2}`$ (7)
$`{\displaystyle \frac{1}{4}}\mu ^{}\alpha ^{}{\displaystyle \frac{1}{4}}\mu ^{}\beta ^{}{\displaystyle \frac{1}{4}}\mu ^{}\gamma ^{}+{\displaystyle \frac{1}{4}}\alpha ^{}\beta ^{}+{\displaystyle \frac{1}{4}}\alpha ^{}\gamma ^{}+{\displaystyle \frac{1}{4}}\beta ^{}\gamma ^{})+{\displaystyle \frac{e^\alpha }{4e^\beta e^\gamma }}`$
$`G_4^0=e^\nu (`$ $`2\alpha ^.+2\beta ^.+2\gamma ^.+\alpha ^.\alpha ^{}+\beta ^.\beta ^{}+\gamma ^.\gamma ^{}`$ (10)
$`\alpha ^.\nu ^{}\beta ^.\nu ^{}\gamma ^.\nu ^{}\alpha ^{}\mu ^.\beta ^{}\mu ^.\gamma ^{}\mu ^.)`$
$`G_1^1=e^\nu (`$ $`{\displaystyle \frac{1}{2}}\beta ^{..}{\displaystyle \frac{1}{2}}\gamma ^{..}{\displaystyle \frac{1}{2}}\mu ^{..}{\displaystyle \frac{1}{4}}\beta _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\gamma _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\mu _{}^{.}{}_{}{}^{2}`$ (13)
$`{\displaystyle \frac{1}{4}}\beta ^.\gamma ^.{\displaystyle \frac{1}{4}}\beta ^.\mu ^.{\displaystyle \frac{1}{4}}\gamma ^.\mu ^.+{\displaystyle \frac{1}{4}}\beta ^.\nu ^.+{\displaystyle \frac{1}{4}}\gamma ^.\nu ^.+{\displaystyle \frac{1}{4}}\mu ^.\nu ^.)+`$
$`e^\mu (`$ $`{\displaystyle \frac{1}{2}}\beta ^{}+{\displaystyle \frac{1}{2}}\gamma ^{}+{\displaystyle \frac{1}{2}}\nu ^{}+{\displaystyle \frac{1}{4}}\beta _{}^{}{}_{}{}^{2}+{\displaystyle \frac{1}{4}}\gamma _{}^{}{}_{}{}^{2}+{\displaystyle \frac{1}{4}}\nu _{}^{}{}_{}{}^{2}+`$ (15)
$`{\displaystyle \frac{1}{4}}\beta ^{}\gamma ^{}+{\displaystyle \frac{1}{4}}\beta ^{}\nu ^{}+{\displaystyle \frac{1}{4}}\gamma ^{}\nu ^{}{\displaystyle \frac{1}{4}}\beta ^{}\mu ^{}{\displaystyle \frac{1}{4}}\gamma ^{}\mu ^{}{\displaystyle \frac{1}{4}}\mu ^{}\nu ^{})+{\displaystyle \frac{3e^\alpha }{4e^\beta e^\gamma }}`$
$`G_2^2=e^\nu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{..}{\displaystyle \frac{1}{2}}\gamma ^{..}{\displaystyle \frac{1}{2}}\mu ^{..}{\displaystyle \frac{1}{4}}\alpha _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\gamma _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\mu _{}^{.}{}_{}{}^{2}`$ (18)
$`{\displaystyle \frac{1}{4}}\alpha ^.\gamma ^.{\displaystyle \frac{1}{4}}\alpha ^.\mu ^.{\displaystyle \frac{1}{4}}\gamma ^.\mu ^.+{\displaystyle \frac{1}{4}}\alpha ^.\nu ^.+{\displaystyle \frac{1}{4}}\gamma ^.\nu ^.+{\displaystyle \frac{1}{4}}\mu ^.\nu ^.)+`$
$`e^\mu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{}+{\displaystyle \frac{1}{2}}\gamma ^{}+{\displaystyle \frac{1}{2}}\nu ^{}+{\displaystyle \frac{1}{4}}\alpha _{}^{}{}_{}{}^{2}+{\displaystyle \frac{1}{4}}\gamma _{}^{}{}_{}{}^{2}+{\displaystyle \frac{1}{4}}\nu _{}^{}{}_{}{}^{2}+`$ (20)
$`{\displaystyle \frac{1}{4}}\alpha ^{}\gamma ^{}+{\displaystyle \frac{1}{4}}\alpha ^{}\nu ^{}+{\displaystyle \frac{1}{4}}\gamma ^{}\nu ^{}{\displaystyle \frac{1}{4}}\alpha ^{}\mu ^{}{\displaystyle \frac{1}{4}}\gamma ^{}\mu ^{}{\displaystyle \frac{1}{4}}\mu ^{}\nu ^{}){\displaystyle \frac{e^\alpha }{4e^\beta e^\gamma }}`$
$`G_3^3=e^\nu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{..}{\displaystyle \frac{1}{2}}\beta ^{..}{\displaystyle \frac{1}{2}}\mu ^{..}{\displaystyle \frac{1}{4}}\alpha _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\beta _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\mu _{}^{.}{}_{}{}^{2}`$ (23)
$`{\displaystyle \frac{1}{4}}\alpha ^.\beta ^.{\displaystyle \frac{1}{4}}\alpha ^.\mu ^.{\displaystyle \frac{1}{4}}\beta ^.\mu ^.+{\displaystyle \frac{1}{4}}\alpha ^.\nu ^.+{\displaystyle \frac{1}{4}}\beta ^.\nu ^.+{\displaystyle \frac{1}{4}}\mu ^.\nu ^.)+`$
$`e^\mu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{}+{\displaystyle \frac{1}{2}}\beta ^{}+{\displaystyle \frac{1}{2}}\nu ^{}+{\displaystyle \frac{1}{4}}\alpha _{}^{}{}_{}{}^{2}+{\displaystyle \frac{1}{4}}\beta _{}^{}{}_{}{}^{2}+{\displaystyle \frac{1}{4}}\nu _{}^{}{}_{}{}^{2}+`$ (25)
$`{\displaystyle \frac{1}{4}}\alpha ^{}\beta ^{}+{\displaystyle \frac{1}{4}}\alpha ^{}\nu ^{}+{\displaystyle \frac{1}{4}}\beta ^{}\nu ^{}{\displaystyle \frac{1}{4}}\alpha ^{}\mu ^{}{\displaystyle \frac{1}{4}}\beta ^{}\mu ^{}{\displaystyle \frac{1}{4}}\mu ^{}\nu ^{}){\displaystyle \frac{e^\alpha }{4e^\beta e^\gamma }}`$
$`G_4^4=e^\nu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{..}{\displaystyle \frac{1}{2}}\beta ^{..}{\displaystyle \frac{1}{2}}\gamma ^{..}{\displaystyle \frac{1}{4}}\alpha _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\beta _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\gamma _{}^{.}{}_{}{}^{2}`$ (28)
$`{\displaystyle \frac{1}{4}}\alpha ^.\beta ^.{\displaystyle \frac{1}{4}}\alpha ^.\gamma ^.{\displaystyle \frac{1}{4}}\beta ^.\gamma ^.+{\displaystyle \frac{1}{4}}\alpha ^.\nu ^.+{\displaystyle \frac{1}{4}}\beta ^.\nu ^.+{\displaystyle \frac{1}{4}}\gamma ^.\nu ^.)+`$
$`e^\mu (`$ $`{\displaystyle \frac{1}{4}}\alpha ^{}\beta ^{}+{\displaystyle \frac{1}{4}}\alpha ^{}\gamma ^{}+{\displaystyle \frac{1}{4}}\beta ^{}\gamma ^{}{\displaystyle \frac{1}{4}}\alpha ^{}\nu ^{}+{\displaystyle \frac{1}{4}}\beta ^{}\nu ^{}+{\displaystyle \frac{1}{4}}\gamma ^{}\nu ^{})+{\displaystyle \frac{e^\alpha }{4e^\beta e^\gamma }}`$ (29)
where we use overdots to represent partial derivatives with respect to $`t`$, and asterisks to represent partial derivatives with respect to $`ł`$.

Following Wesson’s procedure we can rewrite the 5D vacuum Einstein equations, $`G_{}^{\mu }{}_{\nu }{}^{}=0`$ as 4D equations with induced matter by collecting each of the terms in $`G_0^0`$, $`G_1^1`$, $`G_2^2`$ and $`G_3^3`$ dependent on either $`\mu `$ or on derivatives with respect to $`l`$, placing these quantities on the right-hand side of the equations and identifying them respectively as the induced matter density and pressure components:

$`8\pi \rho =e^\nu (`$ $`{\displaystyle \frac{1}{4}}\alpha ^.\mu ^.{\displaystyle \frac{1}{4}}\beta ^.\mu ^.{\displaystyle \frac{1}{4}}\gamma ^.\mu ^.)+`$ (30)
$`e^\mu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{}+{\displaystyle \frac{1}{2}}\beta ^{}+{\displaystyle \frac{1}{2}}\gamma ^{}+{\displaystyle \frac{1}{4}}\alpha _{}^{}{}_{}{}^{2}+{\displaystyle \frac{1}{4}}\beta _{}^{}{}_{}{}^{2}+{\displaystyle \frac{1}{4}}\gamma _{}^{}{}_{}{}^{2}`$ (32)
$`{\displaystyle \frac{1}{4}}\mu ^{}\alpha ^{}{\displaystyle \frac{1}{4}}\mu ^{}\beta ^{}{\displaystyle \frac{1}{4}}\mu ^{}\gamma ^{}+{\displaystyle \frac{1}{4}}\alpha ^{}\beta ^{}+{\displaystyle \frac{1}{4}}\alpha ^{}\gamma ^{}+{\displaystyle \frac{1}{4}}\beta ^{}\gamma ^{})`$
$`8\pi p_1=e^\nu (`$ $`{\displaystyle \frac{1}{2}}\mu ^{..}+{\displaystyle \frac{1}{4}}\mu _{}^{.}{}_{}{}^{2}+{\displaystyle \frac{1}{4}}\beta ^.\mu ^.+{\displaystyle \frac{1}{4}}\gamma ^.\mu ^.{\displaystyle \frac{1}{4}}\mu ^.\nu ^.)+`$ (34)
$`e^\mu (`$ $`{\displaystyle \frac{1}{2}}\beta ^{}{\displaystyle \frac{1}{2}}\gamma ^{}{\displaystyle \frac{1}{2}}\nu ^{}{\displaystyle \frac{1}{4}}\beta _{}^{}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\gamma _{}^{}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\nu _{}^{}{}_{}{}^{2}`$ (36)
$`{\displaystyle \frac{1}{4}}\beta ^{}\gamma ^{}{\displaystyle \frac{1}{4}}\beta ^{}\nu ^{}{\displaystyle \frac{1}{4}}\gamma ^{}\nu ^{}+{\displaystyle \frac{1}{4}}\beta ^{}\mu ^{}+{\displaystyle \frac{1}{4}}\gamma ^{}\mu ^{}+{\displaystyle \frac{1}{4}}\mu ^{}\nu ^{})`$
$`8\pi p_2=e^\nu (`$ $`{\displaystyle \frac{1}{2}}\mu ^{..}+{\displaystyle \frac{1}{4}}\mu _{}^{.}{}_{}{}^{2}+{\displaystyle \frac{1}{4}}\alpha ^.\mu ^.+{\displaystyle \frac{1}{4}}\gamma ^.\mu ^.{\displaystyle \frac{1}{4}}\mu ^.\nu ^.)+`$ (38)
$`e^\mu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{}{\displaystyle \frac{1}{2}}\gamma ^{}{\displaystyle \frac{1}{2}}\nu ^{}{\displaystyle \frac{1}{4}}\alpha _{}^{}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\gamma _{}^{}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\nu _{}^{}{}_{}{}^{2}`$ (40)
$`{\displaystyle \frac{1}{4}}\alpha ^{}\gamma ^{}{\displaystyle \frac{1}{4}}\alpha ^{}\nu ^{}{\displaystyle \frac{1}{4}}\gamma ^{}\nu ^{}+{\displaystyle \frac{1}{4}}\alpha ^{}\mu ^{}+{\displaystyle \frac{1}{4}}\gamma ^{}\mu ^{}+{\displaystyle \frac{1}{4}}\mu ^{}\nu ^{})`$
$`8\pi p_3=e^\nu (`$ $`{\displaystyle \frac{1}{2}}\mu ^{..}+{\displaystyle \frac{1}{4}}\mu _{}^{.}{}_{}{}^{2}+{\displaystyle \frac{1}{4}}\alpha ^.\mu ^.+{\displaystyle \frac{1}{4}}\beta ^.\mu ^.{\displaystyle \frac{1}{4}}\mu ^.\nu ^.)+`$ (42)
$`e^\mu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{}{\displaystyle \frac{1}{2}}\beta ^{}{\displaystyle \frac{1}{2}}\nu ^{}{\displaystyle \frac{1}{4}}\alpha _{}^{}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\beta _{}^{}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\nu _{}^{}{}_{}{}^{2}`$ (44)
$`{\displaystyle \frac{1}{4}}\alpha ^{}\beta ^{}{\displaystyle \frac{1}{4}}\alpha ^{}\nu ^{}{\displaystyle \frac{1}{4}}\beta ^{}\nu ^{}+{\displaystyle \frac{1}{4}}\alpha ^{}\mu ^{}+{\displaystyle \frac{1}{4}}\beta ^{}\mu ^{}+{\displaystyle \frac{1}{4}}\mu ^{}\nu ^{})`$
Note that definitions (30 \- 42) contain no references to terms dependent on particular structure constants and are therefore generally true for all anisotropic models with metrics of the form (1).

In the case of type-II the Einstein equations now read:

$`e^\nu (`$ $`{\displaystyle \frac{1}{4}}\alpha ^.\beta ^.{\displaystyle \frac{1}{4}}\alpha ^.\gamma ^.{\displaystyle \frac{1}{4}}\beta ^.\gamma ^.)+{\displaystyle \frac{e^\alpha }{4e^\beta e^\gamma }}+8\pi \rho =0`$ (45)
$`e^\nu (`$ $`{\displaystyle \frac{1}{2}}\beta ^{..}{\displaystyle \frac{1}{2}}\gamma ^{..}{\displaystyle \frac{1}{4}}\beta _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\gamma _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\beta ^.\gamma ^.+{\displaystyle \frac{1}{4}}\beta ^.\nu ^.+{\displaystyle \frac{1}{4}}\gamma ^.\nu ^.)+{\displaystyle \frac{3e^\alpha }{4e^\beta e^\gamma }}8\pi p_1=0`$ (47)
$`e^\nu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{..}{\displaystyle \frac{1}{2}}\gamma ^{..}{\displaystyle \frac{1}{4}}\alpha _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\gamma _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\alpha ^.\gamma ^.+{\displaystyle \frac{1}{4}}\alpha ^.\nu ^.+{\displaystyle \frac{1}{4}}\gamma ^.\nu ^.){\displaystyle \frac{e^\alpha }{4e^\beta e^\gamma }}8\pi p_2=0`$ (49)
$`e^\nu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{..}{\displaystyle \frac{1}{2}}\beta ^{..}{\displaystyle \frac{1}{4}}\alpha _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\beta _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\alpha ^.\beta ^.+{\displaystyle \frac{1}{4}}\alpha ^.\nu ^.+{\displaystyle \frac{1}{4}}\beta ^.\nu ^.){\displaystyle \frac{e^\alpha }{4e^\beta e^\gamma }}8\pi p_3=0`$ (51)
$`e^\nu (`$ $`2\alpha ^.+2\beta ^.+2\gamma ^.+\alpha ^.\alpha ^{}+\beta ^.\beta ^{}+\gamma ^.\gamma ^{}`$ (54)
$`\alpha ^.\nu ^{}\beta ^.\nu ^{}\gamma ^.\nu ^{}\alpha ^{}\mu ^.\beta ^{}\mu ^.\gamma ^{}\mu ^.)=0`$
$`e^\nu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{..}{\displaystyle \frac{1}{2}}\beta ^{..}{\displaystyle \frac{1}{2}}\gamma ^{..}{\displaystyle \frac{1}{4}}\alpha _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\beta _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\gamma _{}^{.}{}_{}{}^{2}`$ (57)
$`{\displaystyle \frac{1}{4}}\alpha ^.\beta ^.{\displaystyle \frac{1}{4}}\alpha ^.\gamma ^.{\displaystyle \frac{1}{4}}\beta ^.\gamma ^.+{\displaystyle \frac{1}{4}}\alpha ^.\nu ^.+{\displaystyle \frac{1}{4}}\beta ^.\nu ^.+{\displaystyle \frac{1}{4}}\gamma ^.\nu ^.)+`$
$`e^\mu (`$ $`{\displaystyle \frac{1}{4}}\alpha ^{}\beta ^{}+{\displaystyle \frac{1}{4}}\alpha ^{}\gamma ^{}+{\displaystyle \frac{1}{4}}\beta ^{}\gamma ^{}+{\displaystyle \frac{1}{4}}\alpha ^{}\nu ^{}+{\displaystyle \frac{1}{4}}\beta ^{}\nu ^{}+{\displaystyle \frac{1}{4}}\gamma ^{}\nu ^{})+{\displaystyle \frac{e^\alpha }{4e^\beta e^\gamma }}=0`$ (58)
Solving the 5D Einstein equations for the vacuum case, we find two distinct sets of solutions. The first class of solutions is independent of $`l`$ and represents an extension of Taub’s 4D solution. It can be stated as:

$`\alpha `$ $`=`$ $`2a_1t\mathrm{ln}[\mathrm{cosh}(t+t_0)]`$ (59)
$`\beta `$ $`=`$ $`2b_1t+\mathrm{ln}[\mathrm{cosh}(t+t_0)]`$ (60)
$`\gamma `$ $`=`$ $`2c_1t+\mathrm{ln}[\mathrm{cosh}(t+t_0)]`$ (61)
$`\mu `$ $`=`$ $`4a_1t`$ (62)
$`\nu `$ $`=`$ $`4a_1t+4b_1t+2\mathrm{ln}[\mathrm{cosh}(t+t_0)]`$ (63)
where:

$$c_1=\frac{8a_{1}^{}{}_{}{}^{2}+4a_1b_1+1}{4b_14a_1}$$
(64)
The density and pressure of the associated induced matter can be calculated by substituting this solution into eqns. (30-42). One obtains:

$`8\pi \rho `$ $`=`$ $`a_1[\mathrm{tanh}(t+t_0)+{\displaystyle \frac{(4a_{1}^{}{}_{}{}^{2}+4a_1b_1+4b_{1}^{}{}_{}{}^{2}+1)}{2(b_1a_1)}}]e^{f(t)}`$ (65)
$`8\pi p_1`$ $`=`$ $`a_1[{\displaystyle \frac{(8a_{1}^{}{}_{}{}^{2}+4b_{1}^{}{}_{}{}^{2}+1)}{2(b_1a_1)}}]e^{f(t)}`$ (66)
$`8\pi p_2`$ $`=`$ $`a_1[\mathrm{tanh}(t+t_0)+{\displaystyle \frac{(12a_{1}^{}{}_{}{}^{2}8a_1b_1+8b_{1}^{}{}_{}{}^{2}+1)}{2(b_1a_1)}}]e^{f(t)}`$ (67)
$`8\pi p_3`$ $`=`$ $`a_1[2\mathrm{tanh}(t+t_0)+{\displaystyle \frac{(10a_{1}^{}{}_{}{}^{2}+2b_{1}^{}{}_{}{}^{2}+1)}{(b_1a_1)}}]e^{f(t)}`$ (68)
where:

$$f(t)=\frac{(12a_{1}^{}{}_{}{}^{2}4a_1b_1+4b_{1}^{}{}_{}{}^{2}+1)t}{(a_1b_1)}2\mathrm{ln}[\mathrm{cosh}(t+t_0)]$$
(70)
To ensure that the density of the induced matter is strictly positive, a physically realistic condition, we find that $`a_1>0`$ and $`b_1>a_1`$. This first condition mandates that $`\mu <0`$ for all $`t`$, forcing the scale factor associated with the fifth coordinate to be a monotonically decreasing function. Thus the positive density requirement naturally leads to dimensional reduction. This range of values for $`a_1`$ and $`b_1`$ also ensures that $`c_1`$ is positive as well, guaranteeing that the three spatial scale factors expand over time. Hence one ends up in the long term with a situation in which three of the dimensions are large and one is small, a possible model of present-day conditions.

## III A Class of 5D Bianchi Type-II Solutions with Exponential Behavior

Further investigating eqns (45 \- 57) we find a second set of five dimensional solutions with type-II geometry. In contrast to the first set, this class of solutions is dependent on both $`t`$ and $`l`$. The metric coefficients can be expressed in the following manner:

$`\alpha `$ $`=`$ $`2a_1t+2a_2l`$ (71)
$`\beta `$ $`=`$ $`2b_1t+2b_2l`$ (72)
$`\gamma `$ $`=`$ $`2c_1t+2c_2l`$ (73)
$`\mu `$ $`=`$ $`\nu =2d_1t+2d_2l`$ (74)
where:

$`a_1`$ $`=`$ $`{\displaystyle \frac{2a_{2}^{}{}_{}{}^{2}+2a_2c_2+1+a_2\sqrt{6}\sqrt{2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1}}{2\sqrt{4a_{2}^{}{}_{}{}^{2}12a_2c_2+4c_{2}^{}{}_{}{}^{2}+\sqrt{6}\sqrt{\left(2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1\right)\left(a_2c_2\right)^2}}}}`$ (75)
$`b_1`$ $`=`$ $`{\displaystyle \frac{6a_{2}^{}{}_{}{}^{2}+4a_2c_210c_{2}^{}{}_{}{}^{2}+2+(a_23c_2)\sqrt{6}\sqrt{2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1}}{2\sqrt{4a_{2}^{}{}_{}{}^{2}12a_2c_2+4c_{2}^{}{}_{}{}^{2}+\sqrt{6}\sqrt{\left(2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1\right)\left(a_2c_2\right)^2}}}}`$ (76)
$`c_1`$ $`=`$ $`{\displaystyle \frac{2a_2c_21+2c_{2}^{}{}_{}{}^{2}+c_2\sqrt{6}\sqrt{2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1}}{2\sqrt{4a_{2}^{}{}_{}{}^{2}12a_2c_2+4c_{2}^{}{}_{}{}^{2}+\sqrt{6}\sqrt{\left(2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1\right)\left(a_2c_2\right)^2}}}}`$ (77)
$`d_1`$ $`=`$ $`{\displaystyle \frac{2a_{2}^{}{}_{}{}^{2}+4c_{2}^{}{}_{}{}^{2}+c_2\sqrt{6}\sqrt{2\mathit{a2}^2+2c_{2}^{}{}_{}{}^{2}1}}{\sqrt{4a_{2}^{}{}_{}{}^{2}12a_2c_2+4c_{2}^{}{}_{}{}^{2}+\sqrt{6}\sqrt{\left(2\mathit{a2}^2+2c_{2}^{}{}_{}{}^{2}1\right)\left(a_2c_2\right)^2}}}}`$ (78)
$`b_2`$ $`=`$ $`2c_2{\displaystyle \frac{\sqrt{6}}{2}}\sqrt{2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1}`$ (79)
$`d_2`$ $`=`$ $`a_2c_2{\displaystyle \frac{\sqrt{6}}{2}}\sqrt{2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1}`$ (80)
and $`a_2`$ and $`c_2`$ are independent parameters with $`c_2>a_2`$.

Interestingly, this set of solutions is purely exponential in character, with monotonic behavior similar to the Kasner (type-I) solution. Note, however, that the relationship amongst these exponents is more complex than in the Kasner case. Also, unlike the 5D Kasner solution, in this case is it impossible for three of the scale factors to behave identically. Therefore this type-II model cannot expand isotropically in three directions while contracting in the fourth.

For this class of solutions the density and pressure of the induced matter can be calculated to be:

$`8\pi \rho `$ $`=`$ $`[2c_{2}^{}{}_{}{}^{2}a_2c_21/2\left(a_2+c_2\right)\sqrt{6}\sqrt{2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1}]e^{\kappa _1t+\kappa _2l}`$ (81)
$`8\pi p_1`$ $`=`$ $`[14c_{2}^{}{}_{}{}^{4}+20a_2c_{2}^{}{}_{}{}^{3}+13c_{2}^{}{}_{}{}^{2}22c_{2}^{}{}_{}{}^{2}a_{2}^{}{}_{}{}^{2}`$ (83)
$``$ $`9c_2a_2+16c_2a_{2}^{}{}_{}{}^{3}3/26a_{2}^{}{}_{}{}^{4}+8a_{2}^{}{}_{}{}^{2}`$ (84)
$`+`$ $`(5/2c_23/2a_24c_{2}^{}{}_{}{}^{3}4a_{2}^{}{}_{}{}^{2}c_2+6c_{2}^{}{}_{}{}^{2}a_2`$ (85)
$`+`$ $`2a_{2}^{}{}_{}{}^{3})\sqrt{6}\sqrt{2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1}]e^{\kappa _1t+\kappa _2l}`$ (86)
$`8\pi p_2`$ $`=`$ $`[14c_{2}^{}{}_{}{}^{4}8a_2c_{2}^{}{}_{}{}^{3}10c_{2}^{}{}_{}{}^{2}a_{2}^{}{}_{}{}^{2}+4c_{2}^{}{}_{}{}^{2}`$ (88)
$``$ $`8c_2a_{2}^{}{}_{}{}^{3}+4c_2a_22a_{2}^{}{}_{}{}^{4}+a_{2}^{}{}_{}{}^{2}`$ (89)
$``$ $`(4c_{2}^{}{}_{}{}^{3}+2a_2c_{2}^{}{}_{}{}^{2})\sqrt{6}\sqrt{2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1}]e^{\kappa _1t+\kappa _2l}`$ (90)
$`8\pi p_3`$ $`=`$ $`[14\mathit{a2}^4+28\mathit{c2}\mathit{a2}^334\mathit{c2}^2\mathit{a2}^2+10\mathit{a2}^2`$ (92)
$`+`$ $`28\mathit{a2}\mathit{c2}^314\mathit{c2}\mathit{a2}14\mathit{c2}^4+10\mathit{c2}^23/2`$ (93)
$``$ $`(4a_{2}^{}{}_{}{}^{2}2a_2c_2+2c_{2}^{}{}_{}{}^{2}1)\sqrt{6}\sqrt{(2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1)(c_2a_2)^2}]e^{\kappa _1t+\kappa _2l}/`$ (94)
$`[`$ $`4a_{2}^{}{}_{}{}^{2}2a_2c_2+4c_{2}^{}{}_{}{}^{2}1+\sqrt{6}\sqrt{2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1}]`$ (95)
where:

$`\kappa _1`$ $`=`$ $`{\displaystyle \frac{8c_{2}^{}{}_{}{}^{2}+4a_{2}^{}{}_{}{}^{2}+2c_2\sqrt{6}\sqrt{2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1}}{\sqrt{4c_{2}^{}{}_{}{}^{2}2a_2c_2+4a_{2}^{}{}_{}{}^{2}1+\sqrt{6}\sqrt{\left(2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1\right)\left(c_2a_2\right)^2}}}}`$ (97)
$`\kappa _2`$ $`=`$ $`2(a_2+c_2)+\sqrt{6}\sqrt{2a_{2}^{}{}_{}{}^{2}+2c_{2}^{}{}_{}{}^{2}1}`$ (98)
To guarantee the physically realistic requirement of positive density, one can chose $`c_2<0`$.

## IV 5D BIANCHI TYPE-V SOLUTION

We now consider 5D models with Bianchi type-V spatial geometry. We write the metric in the same manner as (1) with the non-zero structure constants of the Lie algebra of the one-forms equal to:

$`C_{}^{1}{}_{13}{}^{}`$ $`=`$ $`C_{}^{1}{}_{31}{}^{}=1`$ (99)
$`C_{}^{2}{}_{23}{}^{}`$ $`=`$ $`C_{}^{2}{}_{32}{}^{}=1`$ (100)
The Einstein equations can be written as:

$`e^\nu (`$ $`{\displaystyle \frac{1}{4}}\alpha ^.\beta ^.{\displaystyle \frac{1}{4}}\alpha ^.\gamma ^.{\displaystyle \frac{1}{4}}\beta ^.\gamma ^.)+e^\gamma +8\pi \rho =0`$ (102)
$`e^\nu (`$ $`{\displaystyle \frac{1}{2}}\beta ^{..}{\displaystyle \frac{1}{2}}\gamma ^{..}{\displaystyle \frac{1}{4}}\beta _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\gamma _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\beta ^.\gamma ^.+{\displaystyle \frac{1}{4}}\beta ^.\nu ^.+{\displaystyle \frac{1}{4}}\gamma ^.\nu ^.)+e^\gamma +8\pi p_1=0`$ (104)
$`e^\nu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{..}{\displaystyle \frac{1}{2}}\gamma ^{..}{\displaystyle \frac{1}{4}}\alpha _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\gamma _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\alpha ^.\gamma ^.+{\displaystyle \frac{1}{4}}\alpha ^.\nu ^.+{\displaystyle \frac{1}{4}}\gamma ^.\nu ^.)+e^\gamma +8\pi p_2=0`$ (106)
$`e^\nu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{..}{\displaystyle \frac{1}{2}}\beta ^{..}{\displaystyle \frac{1}{4}}\alpha _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\beta _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\alpha ^.\beta ^.+{\displaystyle \frac{1}{4}}\alpha ^.\nu ^.+{\displaystyle \frac{1}{4}}\beta ^.\nu ^.)e^\gamma +8\pi p_3=0`$ (108)
$`e^\nu (`$ $`2\alpha ^.+2\beta ^.+2\gamma ^.+\alpha ^.\alpha ^{}+\beta ^.\beta ^{}+\gamma ^.\gamma ^{}`$ (111)
$`\alpha ^.\nu ^{}\beta ^.\nu ^{}\gamma ^.\nu ^{}\alpha ^{}\mu ^.\beta ^{}\mu ^.\gamma ^{}\mu ^.)=0`$
$`e^\nu (`$ $`{\displaystyle \frac{1}{2}}\alpha ^{..}{\displaystyle \frac{1}{2}}\beta ^{..}{\displaystyle \frac{1}{2}}\gamma ^{..}{\displaystyle \frac{1}{4}}\alpha _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\beta _{}^{.}{}_{}{}^{2}{\displaystyle \frac{1}{4}}\gamma _{}^{.}{}_{}{}^{2}`$ (114)
$`{\displaystyle \frac{1}{4}}\alpha ^.\beta ^.{\displaystyle \frac{1}{4}}\alpha ^.\gamma ^.{\displaystyle \frac{1}{4}}\beta ^.\gamma ^.+{\displaystyle \frac{1}{4}}\alpha ^.\nu ^.+{\displaystyle \frac{1}{4}}\beta ^.\nu ^.+{\displaystyle \frac{1}{4}}\gamma ^.\nu ^.)+`$
$`e^\mu (`$ $`{\displaystyle \frac{1}{4}}\alpha ^{}\beta ^{}+{\displaystyle \frac{1}{4}}\alpha ^{}\gamma ^{}+{\displaystyle \frac{1}{4}}\beta ^{}\gamma ^{}+{\displaystyle \frac{1}{4}}\alpha ^{}\nu ^{}+{\displaystyle \frac{1}{4}}\beta ^{}\nu ^{}+{\displaystyle \frac{1}{4}}\gamma ^{}\nu ^{})+e^\gamma =0`$ (115)
where expressions for the induced density and pressure are identical to eqns. (30 \- 42).

These equations yield the following solution:

$`\alpha `$ $`=`$ $`2a_1t+\sqrt{2}a_2l`$ (116)
$`\beta `$ $`=`$ $`2\mathrm{ln}(1/2\sqrt{4a_{1}^{}{}_{}{}^{2}+2a_{2}^{}{}_{}{}^{2}})2a_1t\sqrt{2}a_2l`$ (117)
$`\gamma `$ $`=`$ $`2a_2t2\mathrm{ln}(1/2\sqrt{4a_{1}^{}{}_{}{}^{2}+2a_{2}^{}{}_{}{}^{2}})+2a_1\sqrt{2}l`$ (118)
$`\mu `$ $`=`$ $`\nu =2a_2t+2a_1\sqrt{2}l`$ (119)
where $`a_1`$ and $`a_2`$ are independent parameters with $`a_{2}^{}{}_{}{}^{2}>2a_{1}^{}{}_{}{}^{2}`$ to ensure that all scale factors are real.

The density and pressure of the induced matter reduce to:

$`8\pi \rho `$ $`=`$ $`8\pi P_3=1/2\left(a_{2}^{}{}_{}{}^{2}\right)e^{2a_2t2a_1\sqrt{2}l}`$ (120)
$`8\pi P_1`$ $`=`$ $`8\pi P_2=1/2\left(a_{2}^{}{}_{}{}^{2}4a_{1}^{}{}_{}{}^{2}\right)e^{2a_2t2a_1\sqrt{2}l}`$ (121)
Note that within the context of induced matter theory this solution doesn’t appear to be physical because $`\rho 0`$ for all values of the parameters.

## V Conclusions

We have found exact solutions for several types of five dimensional anisotropic cosmologies, representing generalizations of the Bianchi type-II and type-V models. We have interpreted these solutions within the context of induced matter theory, also known as the space-time-matter (STM) approach.

One class of generalized Bianchi type-II cosmologies resembles an higher dimensional extension of Taub’s solution. It exhibits natural cosmological dimensional reduction, generated by the assumption of positive induced matter density. The scale factor associated with the fifth coordinate contracts monotonically over time. This offers a possible explanation for present-day unobservability. The three other scale factors exhibit expansion, albeit in different manners. Unlike the type-I case, this does not permit spatial isotropy as a special solution. If one envisions the very early universe to have such behavior, then one must posit a mechanism for spatial isotropization (an inflationary phase, for example).

Another class of generalized type-II models more closely resembles the monotonic exponential behavior of the Kasner model, albeit with a more complex relationship among its parameters. It can satisfy the positive density condition for a certain parameter range. Unlike the first class of type-II solutions, its scale factors are dependent on the fifth coordinate as well as on time.

Finally we have found a class of five dimensional cosmologies with type-V spatial geometries. Once again, this model exhibits monotonic exponential behavior, dependent on both the fifth coordinate and time. However, unlike the generalized type-II solutions, no range of its parameters yield positive density, violating physical intuition.

Future studies will focus on additional types of higher dimensional anisotropic models, including the effects of a negative cosmological term, considering anisotropic generalizations of five dimensional anti-de Sitter geometries.

###### Acknowledgements.

We are grateful for valuable discussions with Paul S. Wesson, and for the hospitality of the physics department of the University of Waterloo.