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# On Lebesgue Theorem for multivalued functions of two variables

## 1. Introduction

Many results were publisched about the Borel classification of multivalued functions depending on the one variable (see ). In the case of multivalued function of two variables we have the possibility of formulation of hypotheses concerning of its sectionwise properties.

Lebesgue has shown that any real function $`f`$ of two variables with continuous ones of its sections and of Borel class $`\alpha `$ the other ones is of Borel class $`\alpha +1`$. Marczewski and Ryll-Nardzewski have shown (see ) that the condition of continuity in this theorem may be replaced by right-continuity (or left-continuity). In this paper we generalize these results into the case of multivalued functions in possible general abstract spaces.

## 2. Preliminaries

Let $`T`$ and $`Z`$ be two nonempty sets and let $`\mathrm{\Phi }:TZ`$ be a multivalued function, i.e. $`\mathrm{\Phi }`$ denotes a mapping such that $`\mathrm{\Phi }(t)`$ is a nonempty subset of $`Z`$ for $`tT`$. Then two inverse images of a subset $`GZ`$ may be defined:

$$\mathrm{\Phi }^+(G)=\{tT:\mathrm{\Phi }(t)G\}$$

and

$$\mathrm{\Phi }^{}(G)=\{tT:\mathrm{\Phi }(t)G\mathrm{}\}.$$

The following relations hold betwen these inverse images:

(1)
$$\mathrm{\Phi }^{}(G)=T\mathrm{\Phi }^+(ZG)\text{and}\mathrm{\Phi }^+(G)=T\mathrm{\Phi }^{}(ZG).$$

Let $`(T,𝒯(T))`$ and $`(Z,𝒯(Z))`$ be topological spaces. The notations $`\mathrm{Int}(A)`$ and $`\mathrm{Cl}(A)`$ will be used to denote, respectively, the interior and the closure of a set $`A`$.

###### Definition 1.

A multivalued function $`\mathrm{\Phi }:TZ`$ is said to be $`𝒯(T)`$-upper (resp. $`𝒯(T)`$-lower) semicontinuous at a point $`tT`$ if

$$G𝒯(Z)(\mathrm{\Phi }(t)Gt\mathrm{Int}\mathrm{\Phi }^+(G))$$

(resp. $`G𝒯(Z)(\mathrm{\Phi }(t)G\mathrm{}t\mathrm{Int}\mathrm{\Phi }^{}(G)))`$.

$`F`$ is called $`𝒯(T)`$-continuous at the point t if it is simultaneously $`𝒯(T)`$-upper and $`𝒯(T)`$-lower semicontinuous at $`t`$.

A multivalued function $`\mathrm{\Phi }`$ being $`𝒯(T)`$-upper (resp. $`𝒯(T)`$-lower) semicontinuous at each point $`tT`$ is said to be $`𝒯(T)`$-upper (resp. $`𝒯(T)`$-lower) semicontinuous.

It is clear that a multivalued function $`\mathrm{\Phi }`$ is $`𝒯(T)`$-upper (resp. $`𝒯(T)`$-lower) semicontinuous if and only if $`\mathrm{\Phi }^+(G)𝒯(T)`$ (resp. $`\mathrm{\Phi }^{}(G)𝒯(T)`$), whenever $`G𝒯(Z)`$.

Given any countable ordinal number $`\alpha `$, let $`_\alpha (T)`$ and $`\mathrm{\Pi }_\alpha (T)`$ denote the additive and multiplicative class $`\alpha `$, respectively, in the Borel hierarchy of subsets of the topological space $`(T,𝒯(T))`$.

We shall always assume $`\alpha `$ to be an arbitrary countable ordinal number.

In perfect spaces the following inclusions hold:

(2)
$$\underset{\alpha }{}(T)\mathrm{\Pi }_{\alpha +1}(T)\underset{\alpha +1}{}(T).$$

###### Definition 2.

A multivalued function $`\mathrm{\Phi }:TZ`$ will be said to be of $`𝒯(T)`$-lower (resp. $`𝒯(T)`$-upper) Borel class $`\alpha `$ if

$$\mathrm{\Phi }^{}(G)\underset{\alpha }{}(T)$$

(resp. $`\mathrm{\Phi }^+(G)_\alpha (T)`$), whenever $`G𝒯(Z)`$.

Let us note that a multivalued function of $`𝒯(T)`$-lower (resp. $`𝒯(T)`$-upper) class $`0`$ is $`𝒯(T)`$-lower (resp. $`𝒯(T)`$-upper) semicontinuous.

Let $`f:T`$ and $`g:T`$ be point-valued functions. Then a multivalued function $`\mathrm{\Phi }:T`$ defined by formula

(3)
$$\mathrm{\Phi }(t)=[f(t),g(t)]$$

is of $`𝒯(T)`$-lower (resp. $`𝒯(T)`$-upper) Borel class $`\alpha `$ if and only if $`f`$ is of $`𝒯(T)`$-upper (resp. $`𝒯(T)`$-lower) and $`g`$ is of $`𝒯(T)`$-lower (resp. $`𝒯(T)`$-upper) class $`\alpha `$ in the Young classification.

In fact, for $`a<b`$ we have

$$\mathrm{\Phi }^{}((a,b))=\{tT:f(t)<b\}\{tT:g(t)>a\}$$

and

$$\mathrm{\Phi }^+((a,b))=\{tT:f(t)>a\}\{tT:g(t)<b\}.$$

## 3. Main results

Let $`F:X\times YZ`$ be a multivalued function and $`(x_0,y_0)X\times Y`$. Then a multivalued function $`F_{x_0}:YZ`$ such that $`F_{x_0}(y)=F(x_0,y)`$ is called $`x_0`$-section of $`F`$. Similarly a multivalued function $`F^{y_0}:XZ`$ such that $`F^{y_0}(x)=F(x,y_0)`$ is called $`y_0`$-section of $`F`$.

###### Theorem 1.

Let $`(Y,d)`$ be a metric space and $`(X,𝒯(X))`$, $`(Z,𝒯(Z))`$ two perfectly normal topological spaces. Let $`𝒯(Y)`$ be a topology on $`Y`$ which is finer than the metric one and such that $`(Y,𝒯(Y))`$ is separable. Let $`S`$ be a countable $`𝒯(Y)`$-dense subset of $`Y`$. Suppose that to every point $`vY`$ there corresponds a subset $`U(v)𝒯(Y)`$ such that

$$ySB(y)=\{v:yU(v)\}\underset{\alpha }{}(Y,d)$$

and

$$vY𝒩(v)=\{U(v)B(v,2^n):n=1,2,\mathrm{}\},$$

where $`B(v,2^n)`$ denotes the open ball centered in $`v`$ with radius $`2^n`$, forms a filterbase of $`𝒯(Y)`$-neighbourghoods of the point $`v`$.

Assume that $`F:X\times YZ`$ is a multivalued function whose all $`y`$-sections are of upper class $`\alpha `$ and all $`x`$-sections are $`𝒯(Y)`$-continuous. Then $`F`$ is of lower class $`\alpha +1`$ on the product $`(X,𝒯(X))(Y,d)`$.

###### Proof.

Let $`D`$ be an arbitrary $`𝒯(Z)`$-closed subset of $`Z`$. By (1) it is enough to show that

$$F^+(D)\underset{\alpha +1}{}((X,𝒯(X))(Y,d)).$$

Since $`Z`$ is perfectly normal, there is a sequence $`\{G_n\}_n`$ of $`𝒯(Z)`$-open sets such that

(4)
$$D=\underset{n}{}G_n=\underset{n}{}\mathrm{Cl}(G_n)$$

and

(5)
$$\mathrm{Cl}(G_{n+1})G_n\text{for}n.$$

Let $`S=\{y_k:k\}`$. We will prove that

(6)
$$F^+(D)=\underset{n}{}\underset{k}{}(\{x:F(x,y_k)G_n\}\times V_n(y_k)),$$

where

(7)
$$V_n(y_k)=\{vY:y_kU(v)\}B(v,2^n).$$

Let

$$(u,v)F^+(D)=\{(x,y)X\times Y:F(x,y)D\}.$$

Then $`F(u,v)G_n`$ for each $`n`$, by (4). Let $`n`$ be fixed. By the $`𝒯(Y)`$-upper semicontinuity of the $`u`$-section of $`F`$ at the point $`vY`$ there is a $`𝒯(Y)`$-open neighbourhood $`U(v)𝒩(v)`$ of $`v`$ such that $`F(u,y)G_n`$ for any $`yU(v)`$.

Let

$$K=\{m:y_mU(v)S\}$$

and let

$$k=\mathrm{min}\{mK:vV_n(y_m)\}.$$

Then

$$(u,v)[F^{y_k}]^+(G_n)\times V_n(y_k)$$

and the inclusion

(8)
$$F^+(D)\underset{n}{}\underset{k}{}(\{x:F(x,y_k)G_n\}\times V_n(y_k))$$

is proved.

Conversely, let $`(u,v)`$ belongs to the right-hand side of (6). Suppose that $`(u,v)F^+(D)`$. Then by (4) we must have

(9)
$$F(u,v)(Z\mathrm{Cl}(G_m)\mathrm{}\text{for some}m.$$

By $`𝒯(Y)`$-lower semicontinuity of the $`u`$-section of $`F`$ at the point $`vY`$ there is a $`𝒯(Y)`$-open neighbourhood $`W(v)𝒩(v)`$ of $`v`$ such that

(10)
$$F(u,y)(Z\mathrm{Cl}(G_m)\mathrm{}\text{for any}yW(v).$$

We have supposed that

$$(u,v)\underset{n}{}\underset{k}{}(\{x:F(x,y_k)G_n\}\times V_n(y_k)).$$

Therefore we conclude from (4) that to each $`n`$ there corresponds an index $`k=k(n)`$ such that

(11)
$$F(u,y_{k(n)})G_n.$$

For $`vV_n(y_{k(n)})B(v,2^n)`$ we obtain $`lim_n\mathrm{}d(v,y_{k(n)})=0`$. Since $`y_{k(n)}`$ tends to $`v`$ in $`(Y,d)`$ as $`n`$ tends to infinity, (10) and (11) show that there is an index $`n_0`$ such that

(12)
$$F(u,y_{k(n)})(Z\mathrm{Cl}(G_m))\mathrm{}\text{for any}n>n_0.$$

By (5) and (11) we have

$$F(u,y_{k(n)})G_nG_{n1}\mathrm{}$$

for $`n`$.

In particular,

$$F(u,y_{k(n+j)})G_{n+j}G_n$$

for any $`j`$. Fixing now $`n=m`$ (see (9)) we obtain $`F(u,y_{k(m+j)}G_m`$ for any $`j`$, which contradicts (12). We must have

$$nySvV_n(y)F(u,y)G_n.$$

This formula means that

$$(u,v)\underset{n}{}\underset{k}{}([F^{y_k}]^+(G_n)\times V_n(y_k))$$

and the inclusion

(13)
$$\underset{n}{}\underset{k}{}(\{x:F(x,y_k)G_n\}\times V_n(y_k))F^+(D)$$

holds. By (8) and (13) the equality (6) is proved.

Observe that

$$\{x:F(x,y_k)G_n\}\underset{\alpha }{}(X,𝒯(X))$$

since $`y_k`$-section of $`F`$ is of upper class $`\alpha `$. Furthermore it is assumed that $`V_n(y_k)_\alpha (Y,d)`$. Therefore by (6) $`F^+(D)`$ is a countable intersection of countable unions of the sets of the class

$$\underset{\alpha }{}(X,𝒯(X))\underset{\alpha }{}(Y,d)\underset{\alpha }{}(X\times Y),$$

where $`X\times Y`$ is the product of topological spaces $`(X,𝒯(X))`$ and $`(Y,d)`$. This completes the proof of Theorem 1. ∎

We give below two examples of topology $`𝒯(Y)`$ on $`Y`$ fulfilling requirements of Theorem 1. From these examples it will be clear, that the $`x`$-sections of a multivalued function $`F`$ in Theorem 1 may be either all right-continuous or all left-continuous in some meaning.

###### Example 1.

Let $`(Y,,d)`$ be a topological group, whose topology is induced by an invariant distance function $`d`$ (i.e. $`d(\theta ,y)=d(v,yv)`$), where $`\theta `$ denotes a neutral element of $`Y`$. Assume furthermore that $`(Y,d)`$ is separable.

Let $`UY`$ be an open set such that $`\theta `$ is an accumulation point of $`U`$. Let

$$U_n=(B(\theta ,2^n)U)\{\theta \}\text{ and }V_n(y)=yU_n=\{yv:vU_n\}$$

for $`n`$. Then $`\{V_n(y)\}_n`$ forms a filterbase of neighbourhoods of a point $`yY`$ and the topology $`𝒯(Y)`$ in $`Y`$ generated by this base fulfils all requirements of Theorem 1.

Indeed, it suffices to prove that $`\{U_n\}_n`$ forms a base of neighborhoods of $`\theta `$. We have

$$U_nU_m=U_{\mathrm{min}(n,m)}.$$

Let $`n`$ and $`vU_n`$. Then there is $`k`$ such that

$$B(v,2^k)=vB(\theta ,2^k)U_n.$$

Therefore

$$nvU_nkV_k(v)U_n.$$

A countable dense subset of $`(Y,d)`$ is also $`𝒯(Y)`$-dense. It remains to show that $`V_n(y)`$ is a Borel set in $`(Y,d)`$ for any $`n`$. Let $`n`$ and let $`\mathrm{\Phi }:YY`$ be a multivalued function defined by formula $`\mathrm{\Phi }(y)=V_n(y)`$. Then $`\mathrm{\Phi }`$ is continuous and and its graph

$$\mathrm{Gr}(\mathrm{\Phi })=\{(y,v):v\mathrm{\Phi }(y)\}$$

is homeomorphic to the set

$$Y\times U_n\underset{1}{}(Y,d)(Y,d)\underset{1}{}(Y,d)(Y,d).$$

Finally $`V_n(y)_1(Y,d)_1(Y,d)`$ for each $`n`$.

###### Example 2.

Let $`(Y,d,)`$ be a linearly ordered metric space. We follow Dravecky and Neubrunn (see ) in assuming that the space $`(Y,d,)`$ has the property $`𝒰`$, i.e. $`(Y,)`$ is linearly ordered and there is a countable dense set $`S`$ in $`(Y,d,)`$ such that for any $`yY`$ we have $`y=lim_n\mathrm{}y_n`$, where $`y_nS`$ and $`yy_n`$ for $`n`$. Then the topology $`𝒯(Y)`$ on $`Y`$ generated by all open sets in $`(Y,d)`$ and also by all intervals $`I_a=\{yY:ya\}`$, $`aY`$, fulfills the assumptions of Theorem 1. Indeed, let $`yY`$ and $`r>0`$. Then

$$U_r(y)=B(y,r)I_y=\{xY:d(x,y)<rxy\}$$

is a $`𝒯(Y)`$-neighbourhood of the point $`y`$.

Let $`xU_r(y)`$. Then $`xB(y,r)`$ and $`xy`$, and then there is $`r_1>0`$ such that $`d(x,y)=rr_1`$. Let $`\delta <\mathrm{min}(r,r_1)`$. Then $`B(x,\delta )B(y,r)`$. Let $`n`$ be such a number that $`2^n<\delta `$. Then $`U_{2^n}(x)U_r(y)`$ and we see that $`\{U_{2^n}(y)\}_n`$ forms a filterbase of $`𝒯(Y)`$-neighbourhoods of the point $`y`$.

The set $`S`$ is also $`𝒯(Y)`$-dense. It remains to show that the set

$$V_r(y)=\{zY:yU_r(Z)\}$$

is a Borel set in $`(Y,d)`$. First we will show that

(14)
$$\begin{array}{c}\text{If }y_0y\text{ and }y_0V_r(y),\text{then there exists}0<r_1<r\hfill \\ \text{such that}U_{r_1}(y_0)V_r(y)\hfill \end{array}$$

Suppose, contrary to our claim, that $`U_{r_1}(y_0)V_r(y)`$ for any $`r_1<r`$. Now let $`n`$ be such that $`\frac{1}{n}<r`$. Then there is $`y_n`$ such that $`yy_n`$ and $`y_nU_{\frac{1}{n}}(y_0)V_r(y)`$, and then

$$\begin{array}{ccccccc}yy_n\hfill & \hfill & d(y_n,y_0)<\frac{1}{n}\hfill & \hfill & y_ny_0\hfill & \hfill & (y_nyd(y_n,y)r)\hfill \end{array}$$

for $`n>\frac{1}{n}`$. If it were true that $`d(y_n,y_0)<\frac{1}{n}`$ and $`yy_ny_0`$ and $`y_ny`$, we would have

$$\underset{n\mathrm{}}{lim}y_n=y_0=y,$$

in contradiction with $`yy_0`$. Let $`d(y_0,y)=\epsilon `$. If it were true that $`d(y_n,y_0)<\frac{1}{n}`$ and $`d(y_n,y)r`$ we would have

$$rd(y_n,y)d(y_n,y_0)+d(y_0,y)<\frac{1}{n}+\epsilon .$$

Then we would have $`\frac{1}{n}>r\epsilon >0`$ for almost every $`n`$, which is impossible. This establishes (14).

Our next claim is that

(15)
$$\begin{array}{c}\text{If }y_0y\text{ and }y_0V_r(y),\text{then there is}\delta >0\hfill \\ \text{such that}B(y_0,\delta )V_r(y).\hfill \end{array}$$

Indeed, according to (14) there is $`r_1(0,r)`$ such that $`U_{r_1}(y_0)V_r(y)`$. Let $`\epsilon =d(y_0,y)<r`$ and let $`\delta <\mathrm{min}(\epsilon ,r\epsilon ,r_1)`$. Let $`zB(y_0,\delta )`$. Then either $`d(y_0,z)<\delta `$ and $`zy_0`$ or $`d(y_0,z)<\delta `$ and $`y_0z`$. In the first case $`zU_\delta (y_0)V_r(y)`$. In the second one

$$d(z,y)d(z,y_0)+d(y_0,y)<\delta +\epsilon <r\epsilon +\epsilon =r$$

and $`yz`$ show that $`zV_r(y)`$. Combining these both results we conclude that $`B(y_0,\delta )V_r(y)`$ and (15) is proved.

By (15) we see that the set

$$\{zY:d(z,y)<ryzyz\}$$

is open in $`(Y,d)`$. Therefore

$$V_r(y)=\{y\}\{zY:d(z,y)<ryzyz\}\underset{1}{}(Y,d)\underset{1}{}(Y,d).$$

Note that this topology $`𝒯(Y)`$ may be viewed as a natural generalization of the known Sorgenfrey topology on the real line.

###### Corollary 1.

Let $`f`$ be a real function defined on the product of perfectly normal toplogical space $`X`$ and the real line $``$. Let us suppose that all $`x`$-sections of $`f`$ are right-continuous and all $`y`$-sections of $`f`$ are of upper Young class $`\alpha `$. Then $`f`$ is of lower class $`\alpha +1`$ on $`X\times `$, i.e. it may be represented as a point-limit of an increasing sequence of functions of upper Young class $`\alpha `$.

###### Proof.

Let us note that a multivalued function $`F:X\times `$ defined by formula

$$F(x,y)=[2\mathrm{arctan}f(x,y),2+\mathrm{arctan}f(x,y)]$$

is of lower class $`\alpha +1`$, by Theorem 1. Moreover for $`a<b`$ we have

$$F^{}((a,b))=\{(x,y):2\mathrm{arctan}f(x,y)<b\}\{(x,y):2+\mathrm{arctan}f(x,y)>a\}.$$

By (3) the function $`g(x,y)=2\mathrm{arctan}f(x,y)`$ is of upper class $`\alpha +1`$ and the function $`h(x,y)=2+\mathrm{arctan}f(x,y)`$ is of lower class $`\alpha +1`$ in the Young classification, which finishes the proof of Corollary 1. ∎

The next theorem is a dualization of Theorem 1.

###### Theorem 2.

Let $`(Y,d)`$ be a metric space and $`(X,𝒯(X)),(Z,𝒯(Z))`$ two perfectly normal topological spaces. Let $`𝒯(Y)`$ be a topology on $`Y`$ which is finer than the metric one and such that $`(Y,𝒯(Y))`$ is seperable. Let $`S`$ be a countable $`𝒯(Y)`$-dense subset of $`Y`$. Suppose that to every point $`vY`$ there corresponds a subset $`U(v)𝒯(Y)`$ such that

$$ySB(y)=\{v:yU(v)\}\underset{\alpha }{}(Y,d)$$

and

$$vY𝒩(v)=\{U(v)B(v,2^n):n=1,2,\mathrm{}\},$$

forms a filterbase of $`𝒯(Y)`$-neighbourghoods of the point $`v`$. Let $`F:X\times YZ`$ be a compact-valued multivalued function whose all $`y`$-sections are of lower class $`\alpha `$ and all $`x`$-sections are $`𝒯(Y)`$-continuous. Then $`F`$ is of upper class $`\alpha +1`$ on the product $`(X,𝒯(X))(Y,d)`$.

###### Proof.

Let $`D`$ be an arbitrary $`𝒯(Z)`$-closed subset of $`Z`$ and let $`S=\{y_k:k`$. We will first prove that

(16)
$$F^{}(D)=\underset{n}{}\underset{k}{}(\{x:F(x,y_k)G_n\mathrm{}\}\times V_n(y_k)),$$

where $`G_n`$ are open subsets of $`Z`$ fulfilling (4) and (5), while $`V_n(y_k)`$ is defined by the formula (7).

If

$$(u,v)F^{}(D)=\{(x,y):F(x,y)D\mathrm{}\},$$

then by (4) $`F(u,v)`$ has nonempty intersection with $`G_n`$ for each $`n`$. Let $`n`$ be fixed and arbitrary. By $`𝒯(Y)`$-lower semicontinuity of $`u`$-section of $`F`$ at the point $`v`$ there exists a $`𝒯(Y)`$-open neighbourhood $`U(v)𝒩(v)`$ of $`v`$ such that $`F(u,y)G_n\mathrm{}`$ for all $`yU(v)`$. Taking $`k`$ such that $`vV_n(y_k)`$ we have

$$(u,v)[F^{y_k}]^{}(G_n)\times V_n(y_k)=\{x:F(x,y_k)G_n\mathrm{}\}\times V_n(y_k),$$

which gives

$$F^{}(D)\underset{n}{}\underset{k}{}(\{x:F(x,y_k)G_n\mathrm{}\}\times V_n(y_k)).$$

Now let us suppose that

$$(u,v)\underset{n}{}\underset{k}{}(\{x:F(x,y_k)G_n\mathrm{}\}\times V_n(y_k)).$$

Then to each $`n`$ there corresponds an index $`k=k(n)`$ such that for $`y_{k(n)}S`$ we have $`F(u,y_{k(n)})G_n\mathrm{}`$, and then by (5)

(17)
$$F(u,y_{k(n+j)})G_n\mathrm{}\text{for any}j.$$

If $`(u,v)`$ were not in $`F^{}(D)`$, by (4) we would have

$$F(u,v)ZD=\underset{n}{}(Z\mathrm{Cl}(G_n)).$$

The value $`F(u,v)`$ is a compact subset of $`Z`$ and the sets $`Z\mathrm{Cl}(G_n)`$, $`n`$, create a decreasing sequence of open sets, i.e.

$$Z\mathrm{Cl}(G_n)Z\mathrm{Cl}(G_{n+1}).$$

Therefore for some $`m`$ we have $`F(u,v)Z\mathrm{Cl}(G_m)`$. Then by the $`𝒯(Y)`$-upper semicontinuity of $`u`$-section of $`F`$ at the point $`vY`$ we have $`F(u,y)Z\mathrm{Cl}(G_m)`$ for $`yW(v)`$, where $`W(v)`$ is a certain neighbourhood of the point $`v`$, chosen from the postulated filterbase $`𝒩(v)`$. Since $`y_{k(n)}`$ tends in $`(Y,d)`$ to $`v`$ as $`n`$ tends to infinity, by the above there exists an index $`n_0`$ such that $`y_{k(n)}W(v)`$ for $`n>n_0`$. Therefore

(18)
$$F(u,y_{k(n)})Z\mathrm{Cl}(G_m)\text{for any}n>n_0.$$

Taking $`n=m`$ in (17) we have $`F(u,y_{k(m+j)})G_m\mathrm{}`$ for any $`j`$, which contradicts (18). Thus the equality (16) is proved.

Since the $`y_k`$-section of $`F`$ is of lower class $`\alpha `$, we have

$$\{x:F(x,y_k)G_n\mathrm{}\}\underset{\alpha }{}(X).$$

Moreover under the assumption of our theorem we have $`V_n(y_k)_\alpha (Y,d)`$. Thus we conclude from (16) that

$$F^{}(D)\underset{\alpha }{}(X)\underset{\alpha }{}(Y,d)\underset{\alpha }{}(XY)\underset{\alpha +1}{}(XY),$$

where $`XY`$ is the product of topological spaces $`(X,𝒯(X))`$ and $`(Y,d)`$, as required. The proof of Theorem 2 is finished. ∎


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# Supersymmetry of gravitational ground states

## 1 Introduction

The presence of a negative cosmological constant allows the existence of black holes with topologically non-trivial transverse sections . The features of these geometries have been extensively studied, see e.g., . The simplest solution of the Einstein equations with negative cosmological constant of this kind in $`d4`$ dimensions, is described by the line element222The cosmological constant is given by $`\mathrm{\Lambda }=l^2(d1)(d2)/2`$.

$$ds^2=\left(\gamma +\frac{r^2}{l^2}\frac{\mu }{r^{d3}}\right)dt^2+\frac{dr^2}{\left(\gamma +\frac{r^2}{l^2}\frac{\mu }{r^{d3}}\right)}+r^2d\sigma _\gamma ^2,$$
(1)
where the constant $`\mu `$ is proportional to the mass. Here $`d\sigma _\gamma ^2=\widehat{g}_{ij}(y)dy^idy^j`$ is the line element of the $`(d2)`$-dimensional transverse section $`\mathrm{\Sigma }_\gamma `$, which is a Einstein manifold of Euclidean signature,

$$\widehat{R}_{ij}=\gamma (d3)\widehat{g}_{ij}.$$
(2)
The constant $`\gamma `$ has been normalized to $`\pm 1,0`$ by a suitable coordinate rescaling.

The electrically and magnetically charged extensions of (1) are also known . The existence of an event horizon is ensured if $`\mathrm{\Sigma }_\gamma `$ is a compact and orientable surface. The Schwarzschild-AdS geometry is recovered when the transverse section is the unit sphere ($`\gamma =1`$).

Note that the configurations (1) are asymptotically locally AdS spacetimes only if the transverse section $`\mathrm{\Sigma }_\gamma `$ has constant curvature, namely, the curvature two-form333This condition is automatically satisfied in four and five dimensions. satisfies $`\widehat{R}^{mn}=\gamma \widehat{e}^m\text{ }\widehat{e}^n`$. In particular, this means that $`\mathrm{\Sigma }_\gamma `$ is locally isomorphic to the sphere $`S^n`$, the hyperbolic manifold $`H^n`$, or the Euclidean space $`^n`$. Furthermore, the Killing-Hopf theorem states that any $`n`$-dimensional complete connected Riemannian manifold of Euclidean signature and constant curvature $`\gamma `$ (for $`n2`$), has one of the following forms (see, e. g. )

| $`S^n/\mathrm{\Gamma }`$ | with $`\mathrm{\Gamma }O(n+1)`$ | if $`\gamma >0`$ |
| --- | --- | --- |
| $`H^n/\mathrm{\Gamma }`$ | with $`\mathrm{\Gamma }O(n,1)`$ | if $`\gamma <0`$ |
| $`^n/\mathrm{\Gamma }`$ | with $`\mathrm{\Gamma }ISO(n)`$ | if $`\gamma =0`$ |

where $`\mathrm{\Gamma }`$ is a freely acting discrete subgroup (i.e., without fixed points).

Asymptotically locally anti de Sitter black holes are nontrivial examples for testing the AdS/CFT correspondence . Their asymptotic regions provide inequivalent background spacetimes where the corresponding dual thermal CFT is realized . Thus, CFT’s defined on $`S^1\times (^{d2}/\mathrm{\Gamma })`$, $`S^1\times (S^{d2}/\mathrm{\Gamma })`$ or $`S^1\times (H^{d2}/\mathrm{\Gamma })`$ are connected with black holes in the bulk for $`\gamma =0`$, $`1`$, or $`1`$, respectively. Black holes with topologically non-trivial transverse sections exist also for gravitation theories containing higher powers of the curvature. Their relationship with thermal CFT has also been explored .

Since we assume a nonvanishing cosmological constant, and the geometry of $`\mathrm{\Sigma }_\gamma `$is not necessarily spherical, these solutions do not satisfy the hypotheses of the standard positivity energy theorems for gravity and supergravity . As a step towards a proof of an energy bound, we analyze the existence of supersymmetric ground states. This requirement not only ensures the stability of the ground state, but also impose severe restrictions on the geometry of $`\mathrm{\Sigma }_\gamma `$, allowing a classification of the ground states.

The classification of Euclidean manifolds admitting Killing spinors is obtained from their transformation properties under parallel transport along a closed loop, that is, from the holonomy group of the manifold. The possible holonomy groups, in turn, were classified by Berger .

In the following, the conditions for the family of spacetimes of the form (1) to admit Killing spinors is addressed. In Section 2, the Killing spinors of spacetime are explicitly obtained, and they are completely determined by the Killing spinors of the transverse section. This occurs for $`\mu =0`$ only.

In Section 3, the supersymmetric ground states are analyzed for the different values of $`\gamma `$. Since a manifold of positive scalar curvature ($`\gamma =1`$) is necessarily compact, the asymptotic region of non-rotating localized distributions of matter with a supersymmetric ground state are classified.

For $`\gamma =1`$ supersymmetry requires the transverse section to be noncompact. All supersymmetric geometries of the form (1) with noncompact transverse section of negative scalar curvature are classified. The transverse sections of these geometries contain a Ricci flat submanifold which determines the number of supersymmetries of spacetime. Warped black brane solutions are found whose supersymmetric ground state resembles a wormhole.

For $`\gamma =0`$, the study is restricted to a particular class of Ricci flat transverse sections allowing the existence of proper black objects, which are classified demanding the existence a supersymmetric ground state.

In Section 4 it is shown that this classification of supersymmetric ground states in standard supergravity also applies to eleven dimensional AdS Supergravity .

## 2 Killing spinors and the transverse section

The spacetimes (1) can be viewed as solutions of standard supergravity theories with negative cosmological constant (see *e. g.*). These configurations are left invariant under supersymmetry transformations, $`\delta \psi =ϵ`$, provided $`ϵ`$ is a global solution of the Killing spinor equation

$$ϵ:=\left(d+A\right)ϵ=0,$$
(3)
where

$$A=\frac{1}{4}\omega ^{ab}\mathrm{\Gamma }_{ab}+\frac{1}{2l}e^a\mathrm{\Gamma }_a,$$
(4)
and $`l`$ is the AdS radius. The one-form $`A`$ can be regarded as a connection for the AdS group $`SO(d1,2)`$, whose generators are expressed in terms of Dirac matrices as $`J_{ab}=\frac{1}{2}\mathrm{\Gamma }_{ab}`$ and $`J_a=\frac{1}{2}\mathrm{\Gamma }_a`$, and whose curvature $`F=dA+AA`$ is 444Here $`\omega ^{ab}`$ is the Lorentz connection one-form, $`e^a`$ is the vielbein, $`R^{ab}=d\omega ^{ab}+\omega _c^a\omega ^{cb}`$ is the curvature two-form and $`T^a=de^a+\omega _b^ae^b`$ is the torsion.

$$F=\frac{1}{2}(R^{ab}+\frac{1}{l^2}e^a\text{ }e^b)J_{ab}+\frac{1}{l}T^aJ_a.$$
(5)
The integrability condition for equation (3) reads

$$ϵ=Fϵ=0.$$
(6)
As the torsion vanishes, the curvature for the metric (1) is

$$R^{ab}+\frac{1}{l^2}e^a\text{ }e^b=\{\begin{array}{c}\mu \frac{(d2)(d3)}{2r^{d1}}e^0\text{ }e^1\hfill \\ \mu \frac{(d3)}{2r^{d1}}e^0\text{ }e^m\hfill \\ \mu \frac{(d3)}{2r^{d1}}e^1\text{ }e^m\hfill \\ \widehat{R}^{mn}\gamma \widehat{e}^m\text{ }\widehat{e}^n+\mu \frac{1}{r^{d1}}e^m\text{ }e^n\hfill \end{array}$$

The integrability condition (6) is satisfied only if $`\mu =0`$ and

$$(\widehat{R}^{mn}\gamma \widehat{e}^m\text{ }\widehat{e}^n)\mathrm{\Gamma }_{mn}ϵ=0.$$

Thus, the existence of Killing spinors shall be investigated for massless geometries whose line element is of the form

$$ds^2=\left(\gamma +r^2/l^2\right)dt^2+\frac{dr^2}{\left(\gamma +r^2/l^2\right)}+r^2d\sigma _\gamma ^2.$$
(7)
Choosing the frame as

$$\begin{array}{ccc}e^0=f(r)dt,\hfill & e^1=f(r)^1dr,\hfill & e^m=r\widehat{e}^m,\hfill \end{array}$$

where $`f(r)=\sqrt{r^2/l^2+\gamma }`$, and $`\widehat{e}^m(y)`$ is the vielbein of the transverse section $`\mathrm{\Sigma }_\gamma `$, the connection one-form $`A`$ reads

$$A=\left(\frac{1}{2l}f(r)\frac{r}{2l^2}\mathrm{\Gamma }_1\right)\mathrm{\Gamma }_0dt+\frac{dr}{2lf(r)}\mathrm{\Gamma }_1+\frac{1}{4}\widehat{\omega }^{mn}\mathrm{\Gamma }_{mn}+\left(\frac{r}{l}f(r)\mathrm{\Gamma }_1\right)\frac{1}{2}\widehat{e}^m\mathrm{\Gamma }_m,$$

where $`\widehat{\omega }^{mn}(y)`$ is the spin connection of the transverse section. In this frame, the solution of the Killing spinor equation (3) reads

$$ϵ=e^{\frac{\mathrm{\Gamma }_1}{2}\mathrm{ln}\left(r/l+\sqrt{\gamma +r^2/l^2}\right)}e^{\frac{t}{l}P_0}\eta ,$$
(8)
where $`\eta (y)`$ satisfies

$$\left(d+\widehat{A}_\gamma \right)\eta =0,$$
(9)
and

$$\widehat{A}_\gamma =\frac{1}{2}\widehat{\omega }^{mn}J_{mn}+\widehat{e}^mP_m.$$
(10)
Here

$`P_m`$ $`=`$ $`{\displaystyle \frac{1}{2}}(P_{}\gamma P_+)\mathrm{\Gamma }_m,`$
$`P_0`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(P_{}+\gamma P_+\right)\mathrm{\Gamma }_0,`$ (11)
with $`P_\pm :=\frac{1}{2}(1\pm \mathrm{\Gamma }_1)`$.

Note that since $`[P_m,P_n]=\gamma J_{mn}`$, the set $`\{P_n,J_{mn}\}`$ forms a *reducible* representation for $`SO(d1)`$, $`SO(d2,1)`$, or $`ISO(d2)`$ depending on whether $`\gamma =1,1,`$ or $`0`$, respectively. It is simple to express $`\eta `$ in terms of irreducible $`(d2)`$ -dimensional spinors for each case (see below).

In this way, the problem of finding a Killing spinor $`ϵ`$ for the spacetime Eq.(7), has been reduced to that of finding a globally defined spinor $`\eta `$ on the transverse section. Thus, one can formulate the following lemma

Lemma: Killing spinors for the geometries (1) exist only for $`\mu =\mathit{0}`$, and are completely determined by the Killing spinors of the transverse section.

This situation is analogous to the case of conifold geometries, where the Killing spinors of an Einstein manifold $`X`$ of positive scalar curvature are related to the Killing spinors of the cone over $`X`$, which is a Ricci flat manifold (see ). Here, the Killing spinors of the transverse section $`\mathrm{\Sigma }_\gamma `$, which is an Einstein manifold of scalar curvature $`\widehat{R}=\gamma (d2)(d3)`$, determine the Killing spinors of the spacetime (7), which is an Einstein manifold of negative scalar curvature.

Since complete, connected, irreducible Riemannian manifolds of Euclidean signature admitting Killing spinors, have been classified  the above lemma allows the classification of the black objects (1) with a supersymmetric ground state. This is discussed in the following section.

## 3 Classification of ground states

Since spinors may transform nontrivially under parallel transport along a closed loop, the maximal number of supersymmetries of a Euclidean manifold is determined by its holonomy group , which are classified by Berger’s theorem.

Killing spinors of a simply connected, complete and irreducible Einstein manifold $`X`$ of positive scalar curvature were classified in  by using the conifold mapping between $`X`$ and the cone over $`X`$ which is Ricci flat. Analogously, there is a one-to-one correspondence between Killing spinors of an Einstein manifold of negative scalar curvature, $`\mathrm{\Sigma }_1`$, with the supersymmetries of Ricci flat manifold one dimension below .

Smooth manifolds can be obtained by making quotients of a symmetric space by discrete subgroups without fixed points. These quotients, in general, make the geometry non simply connected and can introduce noncontractible loops which might further reduce the number of supersymmetries.

If the transverse section is a Ricci flat reducible space, then Eq.(9) decomposes into the Killing spinor equation for each of its irreducible factors. Hence, $`\mathrm{\Sigma }_0`$ admits global Killing spinors if and only if each factor does.

In what follows, the three cases $`\gamma =\pm 1,0`$, are analyzed separately.

### 3.1 Positive curvature transverse section

In order to express $`\eta `$ in terms of its irreducible parts, it is useful to introduce the projectors $`𝒬_\pm =\left(\frac{1}{2}\pm iP_0\right)`$ which commute with the one-form $`\widehat{A}`$ defined by Eq.(10). This allows splitting Eq.(9) as

$$d\eta _\pm +\widehat{A}_\pm \eta _\pm =0,$$
(12)
where $`\widehat{A}_\pm =𝒬_\pm \widehat{A}`$ are irreducible representations of $`\widehat{A}`$, acting on $`\eta _\pm =𝒬_\pm \eta `$, which are genuine spinors of the transverse section. When the dimension of $`\mathrm{\Sigma }_1`$ is odd, then both representations are inequivalent, unlike the even dimensional case555When $`\mathrm{\Sigma }_1`$is $`2n`$-dimensional, then $`\gamma ^i=\gamma _{2n+1}\gamma ^i\gamma _{2n+1}`$, with $`\gamma _{2n+1}=(i)^n\gamma _1\gamma _2\mathrm{}\gamma _{2n}`$.. Choosing the following representation for the Dirac matrices 666Here and henceforth, $`\sigma _i`$ are the Pauli matrices and $`\gamma _m`$ satisfy $`(d2)`$-dimensional Clifford algebra, $`\{\gamma _m,\gamma _n\}=2\delta _{mn}`$, with $`m=2,\mathrm{},d1`$.: $`\mathrm{\Gamma }_0=i\sigma _z𝕀`$, $`\mathrm{\Gamma }_1=\sigma _x𝕀`$, $`\mathrm{\Gamma }_m=\sigma _y\gamma _m`$, Eq.(12) reads

$$d\eta _\pm +\left(\pm \frac{i}{2}\gamma _m\widehat{e}^m+\frac{1}{4}\widehat{\omega }^{mn}\gamma _{mn}\right)\eta _\pm =0,$$
(13)
which means that $`\eta _\pm `$ must be a globally defined Killing spinor on $`\mathrm{\Sigma }_1`$. Let $`N_\pm `$ be the maximum possible number of solutions of type $`\eta _\pm `$. Then, using the classification of positive scalar curvature Euclidean manifolds admitting Killing spinors in , one can formulate the following theorem:

Theorem 1. Let $``$ be a $`d`$-dimensional manifold of the form (1) with $`\gamma =1`$, whose transverse section $`\mathrm{\Sigma }_1`$ is a simply connected, complete and irreducible Riemannian manifold of positive scalar curvature. If $``$ possesses a supersymmetric ground state, then $``$ can be either

(i) a $`d`$-dimensional Schwarzschild-AdS spacetime, whose ground state is AdS, admitting the maximum number of supersymmetries, namely $`2^{[d/2]}`$,

(ii) an $`8`$-dimensional black hole whose transverse section is a nearly Kähler manifold, and its ground state admits one Killing spinor of each type ($`N_+=N_{}=1`$), or

(iii) an odd-dimensional black hole with $`d7`$, whose transverse section geometry and the corresponding maximum number of Killing spinors of its ground state are given by the following table,

Table 1

| $`d`$ | $`\mathrm{\Sigma }_1`$ | $`(N_+,N_{})`$ |
| --- | --- | --- |
| $`7`$ | Sasaki-Einstein | $`(1,1)`$ |
| $`9`$ | 3-Sasaki  Sasaki-Einstein  Nearly parallel $`G_2`$ | $`(3,0)`$  $`(2,0)`$  $`(1,0)`$ |
| $`11`$ | Sasaki-Einstein | $`(1,1)`$ |

Since, under the assumptions of the above theorem, the transverse section $`\mathrm{\Sigma }_1`$ is necessarily a compact manifold, this theorem classifies the asymptotic region of localized nonrotating distributions of matter with a supersymmetric ground state.

From a mathematical point of view, the Killing spinor equation can be solved regardless the existence of a supergravity theory. Indeed, the transverse section for $`d=4k1>11`$ dimensions, can be a Sasaki-Einstein manifold admitting $`(1,1)`$ Killing spinors; and for $`d=4k+1>9`$ the surface $`\mathrm{\Sigma }_1`$ can be either a Sasaki-Einstein or a 3-Sasaki manifold admitting $`(2,0)`$ and $`(k+1,0)`$ Killing spinors respectively.

As mentioned above, performing identifications on these transverse sections, break some supersymmetries in general. For instance, consider the smooth quotients of the sphere which have been fully classified (see *e. g.*). In even dimensions, real projective spaces, –that is, the sphere with antipodal points identified, $`^{2n}=S^{2n}/_2`$–, are the only possible smooth quotients. However, these are not orientable manifolds and therefore they cannot correspond to the event horizon of a black hole.

In odd dimensions, smooth quotients of the form $`\mathrm{\Sigma }_1=S^{2n1}/\mathrm{\Gamma }`$ are always orientable, and among them, there are some interesting cases with unbroken supersymmetries (see *e. g.* Ref. ). These correspond to the transverse section of topological black holes whose ground states are locally AdS spaces with unbroken supersymmetries. For instance, the real projective space $`^{2n1}`$ admits $`(2^{n1},0)`$ Killing spinors, provided $`n`$ is even . Thus, in nine dimensions, if $`\mathrm{\Sigma }_1=^7`$, the spacetime admits 8 Killing spinors which are eigenstates of $`𝒬_+`$ and zero eigenstates of $`𝒬_{}`$ (or vice-versa).

### 3.2 Negative curvature transverse section

The line element (1) can be viewed as the exterior geometry of a localized non-rotating distribution of matter, provided the transverse section $`\mathrm{\Sigma }_\gamma `$ is a compact Euclidean Einstein manifold (see Eq. (2)). However, as can be easily seen, a compact transverse section $`\mathrm{\Sigma }_\gamma `$ admits no Killing spinors for $`\gamma =1`$. Consider vector $`\xi ^m`$ which satisfies the Killing equation on $`\mathrm{\Sigma }_1`$. Then, the following identity holds

$$_{\mathrm{\Sigma }_1}_m\xi _n^m\xi ^n\sqrt{\widehat{g}}d^{d2}x=\gamma (d3)_{\mathrm{\Sigma }_1}\xi _m\xi ^m\sqrt{\widehat{g}}d^{d2}x.$$
(14)
Since $`\mathrm{\Sigma }_\gamma `$ has Euclidean signature, the left hand side of Eq. (14) is nonnegative, and therefore, for $`\gamma =1`$, $`\xi ^m`$ necessarily vanishes. Furthermore, since for any Killing spinor $`\eta `$, the vector field $`\xi ^m:=\overline{\eta }\gamma ^m\eta `$ would be an isometry, one concludes that any compact Euclidean Einstein manifold with negative scalar curvature cannot have either Killing vectors, or Killing spinors.

As a consequence of this, and by virtue of the lemma in section 2, black holes with compact transverse sections cannot be BPS states regardless the value of the mass. In particular, in this case, the solution with $`\mu =0`$ describes a black hole with horizon radius $`r_+=l`$ and temperature $`\beta =2\pi l`$. Now, since the specific heat is positive, this state could decay by Hawking radiation into black holes with $`0>\mu \mu _c=\frac{l^{d3}}{G}\sqrt{\frac{(d3)^{d3}}{(d1)^{d1}}}`$ .

Therefore, demanding that the metric (7) admit globally defined Killing spinors, leads one to consider geometries with noncompact transverse sections $`\mathrm{\Sigma }_1`$. Noncompact Riemannian manifolds, which are complete, connected and irreducible, of Euclidean signature and negative scalar curvature, admitting Killing spinors have been classified . Since the line element is isometric to

$$d\sigma _1^2=\frac{1}{z^2}(dz^2+h_{ij}dx^idx^j),$$
(15)
where $`h_{ij}`$ is the metric of a $`d3`$-dimensional complete connected Ricci-flat manifold admitting Killing spinors, the classification of these spaces is obtained from the classification of Ricci flat manifolds in Ref. .

In complete analogy with case $`\gamma =1`$, the metrics of the form (7) with $`\gamma =1`$ admit Killing spinors given by Eq.(8). The irreducible components of $`\widehat{A}`$ and $`\eta `$ are also given by $`\widehat{A}_\pm =𝒬_\pm \widehat{A}`$ and $`\eta _\pm =𝒬_\pm \eta `$, respectively777When the dimension of $`\mathrm{\Sigma }_1`$ is even both representations are equivalent, unlike the odd case., where now $`𝒬_\pm :=\left(\frac{1}{2}\pm P_0\right)`$.

Using the representation for the Dirac matrices in which $`\mathrm{\Gamma }_0=i\sigma _y𝕀`$, $`\mathrm{\Gamma }_1=\sigma _x𝕀`$, $`\mathrm{\Gamma }_m=\sigma _z\gamma _m`$ for $`\gamma =1`$, one finds that $`\eta _\pm `$ satisfy,

$$d\eta _\pm +\left(\pm \frac{1}{2}\gamma _m\widehat{e}^m+\frac{1}{4}\widehat{\omega }^{mn}\gamma _{mn}\right)\eta _\pm =0.$$
(16)
Let $`N_\pm `$ be the maximum possible number of solutions of type $`\eta _\pm `$. Then, since negative scalar curvature Euclidean manifolds admitting Killing spinors are classified in , the following theorem holds:

Theorem 2. Let $`_0`$ be a $`d`$-dimensional manifold of the form (7) with $`\gamma =1`$, admitting Killing spinors, whose transverse section $`\mathrm{\Sigma }_1`$ is a noncompact, connected, complete and irreducible manifold of negative scalar curvature. Let $`\mathrm{\Xi }`$ be the complete, connected Ricci-flat submanifold described by $`h_{ij}`$ in Eq.(15). If $`_0`$ possesses a supersymmetric ground state, then $`_0`$ can be either

(i) a $`d`$-dimensional portion of AdS whose transverse section is $`H^{d2}`$, which admits $`2^{[(d2)/2]}`$ Killing spinors,

(ii) a $`10`$-dimensional manifold where $`\mathrm{\Xi }`$ is a $`7`$-dimensional space with $`G_2`$ holonomy admitting only one Killing spinor, or

(iii) an odd-dimensional manifold with $`d7`$, where the geometry, holonomy and corresponding maximal number of Killing spinors of $`\mathrm{\Xi }`$ is given by the following table,

Table 2

| $`d`$ | $`\mathrm{\Xi }`$ | Hol($`\mathrm{\Xi }`$) | $`(N_+,N_{})`$ |
| --- | --- | --- | --- |
| $`7`$ | hyperkähler  Calabi-Yau | $`Sp(2)`$  $`SU(2)`$ | $`(2,0)`$  $`(2,0)`$ |
| $`9`$ | Calabi-Yau | $`SU(3)`$ | $`(1,1)`$ |
| $`11`$ | hyperkähler  Calabi-Yau  Parallel Spin7 | $`Sp(4)`$  $`SU(4)`$  $`Spin(7)`$ | $`(3,0)`$  $`(2,0)`$  $`(1,0)`$ |

As in the previous case, independently from the existence of supergravity, for $`d=4k+1>9`$, the surface $`\mathrm{\Xi }`$ can be a Calabi-Yau manifold with $`SU(2k1)`$ holonomy which admits $`(1,1)`$ Killing spinors, while for $`d=4k1>11`$, $`\mathrm{\Xi }`$ can be either a Calabi-Yau manifold with $`SU(2k2)`$ holonomy admitting $`(2,0)`$ Killing spinors, or hyperkähler with $`Sp(2k2)`$ holonomy which admits $`(k,0)`$ Killing spinors.

#### 3.2.1 Supersymmetry and extended objects

Remarkably, for $`\gamma =1`$, the requirement of supersymmetry implies noncompactness of the transverse section $`\mathrm{\Sigma }_1`$. This in turn means that only extended objects can have a supersymmetric ground state.

Let us consider for example, the four dimensional case, whose transverse section $`\mathrm{\Sigma }_1`$ is a two-dimensional surface of negative constant curvature. If $`\mathrm{\Sigma }_1=H_2`$, the metric (7) describes a portion of AdS4 instead of a topological black hole . However, if one considers a quotient of the form $`\mathrm{\Sigma }_1=H_2/\mathrm{\Gamma }`$, which is topologically a cylinder ($`\times S^1`$), then the metric (1) with $`\gamma =1`$ describes a warped black string which may, or may not, possess a supersymmetric ground state, depending on $`\mathrm{\Gamma }`$, as it is seen in the following examples

$``$ Non supersymmetric “ground state”

Consider $`\mathrm{\Sigma }_1`$ described by the metric,

$$d\sigma _1^2=d\zeta ^2+\mathrm{cosh}^2\zeta d\phi ^2,$$
(17)
with $`\mathrm{}<\zeta <\mathrm{}`$ and $`0<\phi \alpha `$, obtained by an identification on $`H_2`$ along the boost $`\mathrm{\Gamma }=\alpha _\varphi `$. The solution of the Killing spinor equation (16) is given by

$$\eta =\mathrm{exp}\left(\frac{\zeta }{2}\sigma _2\right)\mathrm{exp}\left(\frac{\phi }{2}\sigma _3\right)\eta _0.$$
(18)
However, $`\eta `$ is not globally defined because $`\eta (\zeta ,\alpha )\pm \eta (\zeta ,0)`$, and therefore this space admits no Killing spinors. For $`\mu =0`$ the spacetime is locally AdS and has an event horizon at $`r_+=l`$. This solution is not supersymmetric and could decay by Hawking radiation to a state with $`\mu <0`$. Cosmic censorship requires the ground state to be the solution with $`\mu _c=\frac{l}{3\sqrt{3}G}`$, which is not supersymmetric either.

$``$ Supersymmetric ground state

Consider $`\mathrm{\Sigma }_1`$ to be the Poincaré upper half cylinder

$$d\sigma _1^2=\frac{1}{z^2}\left(dz^2+d\phi ^2\right),$$
(19)
with $`0<z<\mathrm{}`$ and $`0<\phi \alpha `$, which is obtained by wrapping $`H_2`$ along the isometry $`\mathrm{\Gamma }=\alpha _\phi `$. Then the solution of the Killing equation is

$$\eta (z,\phi )=\mathrm{exp}\left(\frac{\mathrm{ln}(z)}{2}\sigma _2\right)\left(I\frac{\phi }{2}\sigma _3(I+\sigma _2)\right)\eta _0.$$
(20)
This is a globally defined spinor provided $`(I+\sigma _2)\eta _0=0`$. Thus, in four dimensions, the line element

$$ds^2=\left(r^2/l^2\frac{\mu }{r}1\right)dt^2+\frac{dr^2}{\left(r^2/l^2\frac{\mu }{r}1\right)}+\frac{r^2}{z^2}\left(dz^2+d\phi ^2\right),$$
(21)
describes a warped black string of mass $`M=V_2\frac{\mu }{8\pi }`$, where $`V_2`$ is the area of the transverse section.

For $`\mu =0`$ the metric (21) has an event horizon at $`r_+=l`$ with temperature $`\beta =2\pi l`$. This suggests that it could evaporate decaying by Hawking radiation into states with negative mass. The possibility of decay, however, would be in conflict with the fact that the massless state is supersymmetric.

A supersymmetric ground state with metric (21) is given by

$$ds^2=\mathrm{sinh}^2\left(\frac{w}{l}\right)dt^2+dw^2+l^2\mathrm{cosh}^2\left(\frac{w}{l}\right)\frac{dz^2+d\phi ^2}{z^2},$$
(22)
with $`\mathrm{}<w<\mathrm{}`$. This manifold $``$ has negative constant curvature and is smooth everywhere. It possesses a horizon at $`w=0`$, where an Einstein-Rosen bridge is centered, and its boundary is formed by two connected components, defined by $`w=\pm \mathrm{}`$, so that $``$ is a manifold of negative scalar curvature. This does not contradict the no-go theorem for wormholes in AdS of Ref. , which states that a boundary with positive scalar curvature must be connected.

In this scenario an observer sees a warped black string with $`\mu >0`$ decaying towards a supersymmetric final state (22) preserving half of the supersymmetries of AdS4, generated by the Killing spinors

$$ϵ=\mathrm{exp}\left(\frac{w}{2l}\mathrm{\Gamma }_1\right)\mathrm{exp}\left(\frac{t}{2l}\mathrm{\Gamma }_1\mathrm{\Gamma }_0\right)\eta ,$$
(23)
with

$$\eta =\left(\begin{array}{c}\mathrm{exp}(\frac{\mathrm{ln}(z)}{2}\sigma _2)\xi _+\hfill \\ \mathrm{exp}(\frac{\mathrm{ln}(z)}{2}\sigma _2)\xi _{}\hfill \end{array}\right),$$

where the constant two-dimensional spinors $`\xi _\pm `$ satisfy $`\sigma _2\xi _\pm =\pm \xi _\pm `$. This ground state can be obtained from the exterior metric of (21) with $`\mu =0`$, $`r=l\mathrm{cosh}w/l`$, and thereafter continuing $`w`$ to negative values.

Warped black branes of higher dimensions, analogous to (21), can be readily found,

$$ds^2=\left(r^2/l^2\frac{\mu }{r^{d3}}1\right)dt^2+\frac{dr^2}{\left(r^2/l^2\frac{\mu }{r^{d3}}1\right)}+r^2d\sigma _1,$$
(24)
where the $`d2`$ dimensional transverse sections $`\mathrm{\Sigma }_1`$ have metric

$$d\sigma _1^2=\frac{1}{z^2}\left(dz^2+\delta _{ij}dx^idx^j\right),$$
(25)
with $`0<z<\mathrm{}`$ and at least one of the $`x^i`$’s is compact. The mass is given by $`M=V_{d2}\frac{\mu }{2\mathrm{\Omega }_{d2}}`$ where $`\mathrm{\Omega }_{d2}`$ is the volume of $`d2`$ sphere. The ground state is given by the higher dimensional version of metric (22) with transverse section (25). In this case, the ground state preserves one half of the supersymmetries of AdSd, and the Killing spinors of $`\mathrm{\Sigma }_1`$ are

$$\eta _\pm =\mathrm{exp}\left(\frac{\mathrm{ln}(z)}{2}\gamma _2\right)\xi _\pm ,$$
(26)
where $`(I\pm \gamma _2)\xi _\pm =0`$. This last condition comes from the periodicity in one of the $`x^i`$’s. Note that these Killing spinors depend only on $`z`$, and therefore the coordinates $`x^i`$ can be further wrapped without breaking additional supersymmetries .

### 3.3 Ricci flat transverse section

For $`\gamma =0`$, the solution of the Killing spinor equation (8) reads

$$ϵ=\mathrm{exp}\left(\frac{\mathrm{\Gamma }_1}{2}\mathrm{ln}\left(\frac{r}{l}\right)\right)\left(1\frac{t}{l}P_0\right)\eta ,$$
(27)
where $`\eta `$ satisfies $`\left(d+\widehat{A}\right)\eta =0`$. Here $`\widehat{A}=\frac{1}{2}\widehat{\omega }^{mn}J_{mn}+\widehat{e}^mP_m`$, where $`J_{mn}`$ and $`P_m`$ generate $`ISO(d2)`$, and $`P_0`$, $`P_m`$ can be read from Eq.(11). Due to the presence of the local translation generators $`P_m`$, the spinor $`\eta `$ does not necessarily satisfy the standard Killing spinor equation,

$$d\eta +\frac{1}{4}\widehat{\omega }^{mn}\gamma _{mn}\eta =0.$$
(28)
The consistency conditions, however, still require the transverse section $`\mathrm{\Sigma }_0`$ to be Ricci flat. Moreover, the integration constant $`\mu `$ could be rescaled away in the metric (1) with $`\gamma =0`$, unless one of the coordinates of the transverse section $`y^i`$ is compact. In order to avoid this ambiguity, transverse geometries with one wrapped direction, of the form $`\mathrm{\Sigma }_0=S^1\times \mathrm{\Xi }`$, shall be considered. The line element of $`\mathrm{\Sigma }_0`$ reads,

$$d\sigma _0^2=d\varphi ^2+h_{ij}(x)dx^idx^j,$$
(29)
where $`h_{ij}`$ is the metric of the $`(d3)`$-dimensional Ricci flat Euclidean space $`\mathrm{\Xi }`$, and $`\varphi `$ parametrizes $`S^1`$. In this case, the solution of the Killing equation is given by

$$\eta =(1\frac{1}{2}\varphi \mathrm{\Gamma }_2P_+)\stackrel{~}{\eta }(x),$$

where $`\stackrel{~}{\eta }(x)`$ satisfies the standard Killing equation on $`\mathrm{\Xi }`$. The periodicity condition implies that $`P_+\stackrel{~}{\eta }=0`$, which projects out half of the components of $`\eta `$, and thus, the spinor $`\eta _{}=P_{}\eta `$ satisfies

$$d\eta _{}+\frac{1}{4}\widehat{\omega }^{mn}\gamma _{mn}\eta _{}=0,$$
(30)
where the representation $`\mathrm{\Gamma }_0=i\sigma _y𝕀`$, $`\mathrm{\Gamma }_1=\sigma _z𝕀`$, $`\mathrm{\Gamma }_m=\sigma _x\gamma _m`$ has been used. In this way, Killing spinors for the spacetime (7) with $`\gamma =0`$ possess only one chirality. Now, since $`\eta =\eta _{}`$ solves Eq. (30), the supersymmetric Ricci flat surfaces $`\mathrm{\Xi }`$ are classified , therefore, black objects given by (1) with $`\gamma =0`$, whose transverse sections have metric (29), possessing a supersymmetric ground state, can be classified according to the following theorem:

Theorem 3. Let $``$ be a $`d`$-dimensional manifold of the form (1) with $`\gamma =0`$, with transverse section of the form $`\mathrm{\Sigma }_0=S^1\times \mathrm{\Xi }`$, where $`\mathrm{\Xi }`$ is a simply connected, complete and irreducible Ricci flat manifold. If $``$ possesses a globally supersymmetric ground state, then it can be either

(i) a $`d`$-dimensional black brane with $`\mathrm{\Sigma }_0=S^1\times ^{d3}`$, whose ground state ($`\mu =0`$), is a locally AdS spacetime admitting $`2^{[(d3)/2]}`$ Killing spinors,

(ii) a $`10`$-dimensional black object, where $`\mathrm{\Xi }`$ is a $`7`$-dimensional space with $`G_2`$ holonomy admitting only one Killing spinor, or

(iii) an odd-dimensional black object with $`d7`$, where the geometry, holonomy and corresponding maximal number of Killing spinors of $`\mathrm{\Xi }`$ are the same as those listed in Table $`2`$.

In higher dimensions, the number of Killing spinors, as well as the geometry of $`\mathrm{\Xi }`$ can be readily obtained from those in the previous section. Note that if $`\mathrm{\Xi }`$ is assumed to be non simply connected, then in the maximally supersymmetric case, where $`\mathrm{\Sigma }_0=S^1\times ^{2n3}`$, the remaining coordinates can be further wrapped, so that $`\mathrm{\Sigma }_0=(S^1)^{p+1}\times ^{2n3p}`$ with $`0p2n3`$, without breaking additional supersymmetries.

## 4 AdS Supergravity in eleven dimensions

It has been shown that standard eleven dimensional supergravity  cannot accommodate a cosmological constant , so it would be interesting to examine whether the supersymmetric solutions discussed here make sense in eleven dimensions. It turns out that these solutions are BPS states of eleven dimensional AdS supergravity . The field content of the $`𝒩=1`$ theory is the graviton $`e_\mu ^a`$, a gravitino $`\psi _\mu `$ , the spin connection $`\omega _\mu ^{ab}`$, and a bosonic 1-form $`b_\mu ^{abcde}`$ which is an antisymmetric fifth-rank Lorentz tensor in tangent space. These fields form a connection for the super AdS11 group, $`OSp(32|1)`$, whose algebra is expected to be the underlying M-Theory symmetry. The action describes a gauge theory with a fiber bundle structure, and the Lagrangian is a Chern-Simons density. The purely gravitational sector of the Lagrangian contains a negative cosmological constant and the Einstein-Hilbert term, plus some additional terms with higher powers of the Riemann curvature, combined in such a way as to yield second order field equations for the metric.

This theory possesses solutions of the form

$$ds^2=\left(\gamma +r^2/l^2(2G\mu )^{1/5}\right)dt^2+\frac{dr^2}{\left(\gamma +r^2/l^2(2G\mu )^{1/5}\right)}+r^2d\sigma _\gamma ^2,$$
(31)
where the integration constant $`\mu `$ is related to the mass through $`\mu =\frac{\mathrm{\Omega }_9}{V_9}M+\frac{1}{2G}\delta _{1,\gamma }`$. These configurations are left invariant under the supersymmetry transformation $`\delta \psi =ϵ`$, provided $`ϵ`$ solve the same the Killing spinor equation as Eq.(3 ) and, as a consequence, requiring supersymmetry restricts the transverse section to be an Einstein manifold of scalar curvature $`\widehat{R}=72\gamma `$. With this last condition, the metric (31) solves the field equations, even though they are not those of Einstein’s theory.

The supersymmetric ground states correspond to the metric (31) with $`\mu =0`$, which for $`d=11`$ is the same as Eq.(7), and therefore, the classification in eleven dimensions can be obtained from the theorems above. If $`\gamma =1`$, the transverse section can be either $`S^9`$ or a Sasaki-Einstein manifold. If $`\gamma =1,`$ the transverse section is a negative scalar curvature manifold of the form (20) with a subsection $`\mathrm{\Xi }`$ which can be either $`^8`$, hyperkähler, Calabi-Yau, or a Parallel Spin7 manifold. Finally, if $`\gamma =0`$ and the transverse section is $`\mathrm{\Sigma }_0=S^1\times \mathrm{\Xi }`$, then the surface $`\mathrm{\Xi }`$ coincides with the previous case.

## 5 Discussion

Black objects of the form (1) possessing a supersymmetric ground state have been classified. These geometries necessarily have a constant curvature transverse section $`\mathrm{\Sigma }`$, if the spacetime dimension is less than seven. For $`d7`$, the transverse section $`\mathrm{\Sigma }`$ can be also any of the Euclidean Einstein manifolds listed in Tables $`1`$ and $`2`$. Since the existence of manifolds with exceptional holonomy, even dimensional spacetimes with a nonconstant curvature transverse section exist only for $`d=8`$, being $`\mathrm{\Sigma }`$ a surface of positive scalar curvature, and for $`d=10`$, with $`\mathrm{\Sigma }`$ a nonpositive scalar curvature manifold.

In odd dimensions, this classification goes beyond standard supergravity, in particular, the eleven dimensional case was analyzed in Section 4.

As it occurs for conifold geometries one would expect that besides the mapping of Killing spinors between a supersymmetric ground state and its transverse section, further structures can be connected. Following this scheme, one would expect that other BPS states as branes or product spaces can be classified.

The spacetimes discussed here are asymptotically locally AdS, only when the transverse section has constant curvature, such as the massless configuration (7) is a constant curvature manifold. In this case, the curvature $`F=dA+AA`$ vanishes, so that the AdS connection $`A`$ in Eq.(4) can be expressed in terms of an element of $`SO(d1,2)`$ as $`A=g^1dg`$. Hence, the Killing spinor equation is solved by

$$ϵ=g^1ϵ_0,$$
(32)
where $`ϵ_0`$ is a constant spinor, and the group element reads

$$g(t,r,y^m)=T(y^m)e^{\frac{t}{l}P_0}e^{\frac{\mathrm{\Gamma }_1}{2}\mathrm{ln}\left(r/l+\sqrt{\gamma +r^2/l^2}\right)},$$
(33)
with $`T(y^m)`$ satisfying

$$dT(y^m)=T(y^m)\widehat{A}_\gamma .$$
(34)
Here $`\widehat{A}`$ is a flat connection for the transverse section, which means that the Killing spinors of $`\mathrm{\Sigma }`$ are given by $`\eta =T^1ϵ_0`$. In the case $`\gamma =1`$, the temperature, $`\beta =2\pi l`$, can be found either by demanding regularity of the Euclidean solution at the horizon or by demanding the holonomy of $`A`$ to be trivial, that is $`g^1(\beta ,r,y)g(0,r,y)=1`$, where $`g(\tau ,r,y)`$ is obtained from Eq.(33) by a Wick rotation. Killing spinors for other locally AdS spacetimes have been discussed also .

For $`\gamma =1`$ the requirement of global supersymmetry implies that only extended objects can have a supersymmetric ground state. An explicit example resembling a wormhole was constructed (see Eqs.(21, 22,24)), which is a supersymmetric state with nonvanishing temperature as it occurs for some BPS branes in Ref. .

If the transverse section were a Ricci flat manifold which differs from $`\mathrm{\Sigma }_0=S^1\times \mathrm{\Xi }`$, the classification deals with a different problem. In that case, for $`\gamma =0`$, the equation (9 ) on the transverse section does not reduce in general to the standard Killing spinor equation. In fact, using the representation $`\mathrm{\Gamma }_0=i\sigma _y𝕀`$, $`\mathrm{\Gamma }_1=\sigma _z𝕀`$, $`\mathrm{\Gamma }_m=\sigma _x\gamma _m`$, the spinors $`\eta _\pm =P_\pm \eta `$ satisfy

$$d\eta _++\frac{1}{4}\widehat{\omega }^{mn}\gamma _{mn}\eta _+=0,$$
(35)
and

$$d\eta _{}+\frac{1}{4}\widehat{\omega }^{mn}\gamma _{mn}\eta _{}=\frac{1}{2}\gamma _m\widehat{e}^m\eta _+.$$
(36)
The solutions for $`\eta _{}`$ can be trivially written in terms of $`\eta _+`$. Indeed, the consistency condition for Eq.(36) gives the same information as Eq.(35), *i. e.*, $`\mathrm{\Sigma }_0`$ must be Ricci flat. However, equation (36) may be incompatible with some of the global properties of $`\mathrm{\Sigma }_0`$, and hence it would in general restrict the possible spaces where Eq.(35) has a global solution.

###### Acknowledgements.

We would like to thank Professors Christian Bär, Helga Baum, Gary Gibbons, Marc Henneaux and Claudio Teitelboim for helpful comments. This research is partially funded by FONDECYT grants 3990009, 1010446, 1010449, 1010450, 1020629, 7010446, 7010450 and for the generous support to CECS by Empresas CMPC. CECS is a Millennium Science Institute.