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# Measuring the Boundary Layer and Inner Accretion Disk Temperatures for WX Ceti During Superoutburst1footnote 11footnote 1Some observations were made with the Apache Point Observatory (APO) 3.5m telescope, which is owned and operated by the Astrophysical Research Consortium (ARC).

## 1 Introduction

WX Ceti is a member of the Tremendous Outburst Amplitude Dwarf novae (TOAD) class of cataclysmic variable (CV), with close relatives being systems such as WZ Sge, VY Aqr, and TV Crv. These “WZ Sge” stars are distinguished by their properties of 1) large amplitude ($`>`$ 6 mag) superoutbursts (with most TOADs never having normal dwarf novae type outbursts), 2) periodic photometric signatures during superoutburst termed superhumps which begin days after maximum and establish the orbital period of the binary to within a few per cent, and 3) mass donors that are likely to be sub-stellar (i.e., $``$0.06 M). See Howell & Skidmore (2000) for a brief review of the TOADs.

One of the most important properties to measure for a CV is its orbital period. Photometric observations made during superoutburst offer a means to estimate Porb for CVs which may otherwise be too faint for, or as yet have no detailed spectroscopic study. For WX Cet, Kato et al. (2001) used photometric observations of WX Cet during superoutburst to determine the superhump period at 0.d05949. This superhump period is 2.1% longer than the orbital period for WX Cet (Porb=0.d05827) (Rogoziecki & Schwarzenberg-Czerny 2001) determined using minimum light observations. This period difference is typical of CVs which show superhumps as it measures the difference between the eccentric superoutbursting accretion disk and the true orbital period and is related to the CV mass ratio (Warner 1996).

Howell et al. (1999) showed that multi-$`\lambda `$ superoutburst data for four TOADs and three other CVs can be explained by a “two-temperature” model, from which the temperatures of the inner accretion disk and boundary layer can be estimated.

In this paper, we present our observations of WX Cet during its November 1998 superoutburst. Our measured superhump period agrees with the better defined one by Kato et al (2001) and our multi-color optical time-series light curves confirm that superhumps are grey in the optical. Using the determined colors and fitting the optical data, we estimate the temperature of the inner accretion disk and adding in the EUV photometry, we estimate the boundary layer temperature as well.

## 2 Observations

WX Cet went into superoutburst on 1998 November 10 UT. During this superoutburst, WX Cet reached a maximum V magnitude of $``$11.8 as estimated by the AAVSO observers (Figure 1). The observational coverage of the maximum ended near 25 November 1998. On Figure 1 we show the times of our other observations described below.

### 2.1 Braeside Multi-color Optical Photometry

Optical photometry, in Johnson $`UBVRI`$ filters, was obtained at Braeside Observatory (BO) in Flagstaff, Arizona on 1998 November 14-17 UT. The Braeside telescope is a 0.4-m Cassegrain reflector and used a Loral 422 CCD as the detector for these observations. All nights were photometric and the exposure times were 45 s ($`U`$ & $`I`$), 25 s ($`B`$), and 20 s ($`V`$ & $`R`$) for each night with typical 1$`\sigma `$ differential magnitude errors of 0.005 mag or less as determined through use of the statistical tests presented in Howell et al. (1988). The primary comparison star was located about 1 arc min SE of WX Cet. Using the USNO and HST guide star catalogues, we can estimate the spectral type of this comparison star (F2V) and its optical magnitudes: U=10.83, B=10.80, V=10.50, R=10.20, I=10.03.

The BO multi-color observations were taken in a cyclic manner, $`VRB`$ on the 14th and $`UBVRI`$ on the remaining nights. Figure 2(a-d) shows the four nights of optical photometry. We have used the comparison star magnitudes to place the differential values on an absolute scale with estimated uncertainties of $`\pm `$0.1 mag.

The superhumps observed in each color show a variety of shapes and amplitudes when examined in detail. The shape in all cases is non-sinusoidal and changes within a single color in a single night are common. Measurement of the trough-to-peak amplitude of the superhumps shows a slightly larger amplitude towards the red ($`\overline{\mathrm{\Delta }U}`$=0.11 mag: $`\overline{\mathrm{\Delta }I}`$=0.17 mag) and a slight overall decrease in amplitude from the 14th to the 17th. Some of the superhumps, such as those on the night of the 16th, show secondary humps similar to, but not as pronounced as those seen in TV Crv (Howell et al. 1996).

### 2.2 EUVE Photometry

WX Cet was observed by the EUVE satellite from 12 to 15 November 1998 UT. WX Cet was a faint target for EUVE so only imaging observations are usable. The EUV imager (Sirk et al. 1997) covers approximately 70-120 Å with a central wavelength of $``$91Å. The EUVE observations extended for 3.5 days with a total on-source exposure time of 67378 s at a mean count rate of $``$0.005 cts/sec. Photon event lists (x,y,t) produced from the EUV imager were used these to perform aperture photometry on the WX Cet data. Due to the low count rate the data were summed into 0.03 day time bins (approximately one-half of the WX Cet orbital period) in order to provide reasonable statistics. In contrast to the case of T Leo (Howell et al. 1999), the EUV light curve of WX Cet, shown in Figure 3, appears unmodulated. Phasing these data on WX Cet’s orbital and superhump periods also showed no modulation.

The EUV count rate observed for WX Cet corresponds to an observed flux of 6.23 $`\times `$ 10-16 ergs/sec/cm2/Å over the wavelength range 70-120Å (see Sirk et al. 1997). WX Cet has no published distance estimate, however using the Sproats et al. (1996) relation between superoutburst amplitude and MV at minimum and WX Cet’s Vmin=17.6, we can determine that MV(min)$``$11.5-12.5. This range suggests a distance to WX Cet of 130$`\pm `$30 pc. Searching the EUVE data archive for sources near WX Cet we find four main sequence stars close in location (1.2 to 1.6 degrees) and distance (105-190 pc) which have estimated values of their line-of-sight ISM column density (NH). The range of the column density values towards WX Cet as determined by the ISM indicator stars is 20.04 $``$Log NH $``$20.41. Calculation of the optical depth at 100 Å yields $`\tau `$=3 to 7 (ISM through-puts of 0.05 to 0.0009), giving corrected WX Cet EUV fluxes of 1.3 $`\times `$ 10-14 to 6.9 $`\times `$ 10-13 ergs/sec/cm2/Å.

### 2.3 Optical Spectroscopy

A spectrum of WX Cet was obtained on 14 November 1998 17:10 UT, closely following outburst maximum. The observations made use of the Steward Observatory 2.3 m Bok telescope and CCD Spectropolarimeter (Schmidt, Stockman, & Smith 1992) in a non-polarimetric configuration. The data cover the $`40008000`$Å region at a 3-pixel resolution of 12Å, and show a steep blue continuum with broad Balmer and He I $`\lambda 4471`$ absorption lines, all with weak emission cores (Figure 4). Optical magnitudes were estimated by numerically convolving the spectral data with the Johnson filter pass-bands, and yield the results: $`V=12.3`$, $`BV=0.04`$, and $`VR=0.2`$. These are consistent with, but about 0.1 mag fainter across the board, than our contemporaneous BO multi-color photometry, a likely result of slit losses at the spectrograph. Half-widths of the absorption lines measure $`25003000`$ km sec-1, while the emission cores are resolved at $``$900 km sec-1. Line strengths of the cores show a significantly flatter Balmer decrement than optically thin recombination, suggesting that they are formed, at least in part, in an optically thick gas. Since the continuum and the lines an the accretion disk at outburst are both believed to be optically thick (i.e., leading to weak Balmer absorption), we suggest that the emission cores are formed in or near the boundary layer in a region that is thick in the lines but thin in the continuum.

Optical spectroscopy was also obtained by us on the 13th and 23rd of November 1998 UT. These spectra were obtained using the Apache Point Observatory (APO) 3.5m telescope and Double Imaging Spectrograph with a 1.5 arcsec slit. The APO spectrum obtained on the 13th is similar to that obtained on the 14th as discussed above. The spectra from the 23rd are shown in Figure 5 revealing only H$`\alpha `$ in emission and a rising blue continuum. These spectra show that WX Cet still contained an optically thick accretion disk even at 13 days past maximum light.

## 3 Results

### 3.1 Superhump Period

Our 4 nights of optical photometry allow an estimate of the superhump period of WX Cet. Three “methods” were used; (1) performing period searching (using the phase dispersion minimization (PDM) routine (Stellingwerf 1978)) on each data set separately, each combined color dataset, and the total color-combined dataset, (2) each dataset with multiple humps was phased on all the likely periods found in (1), and (3) using each dataset with multiple humps, we simply measured the period between the humps. The non-sinusoidal, varying amplitude and shape of the superhumps as well as our limited time coverage did not allow us to determine a highly precise value for the superhump period. Additionally, we found no period differences in any of the different color datasets on any of the nights. Our 1200 measurements provided a best fit superhump period of 16.786$`\pm `$0.1 cycles/day or 0.059 days (85.79 min). This period is in agreement with the much better determined value of 0.05949(1) days from Kato et al. (2001).

### 3.2 Multi-color Optical Light Curves

In order to look for any color effects in the amplitude and shape of the superhumps, we produced light curves for the colors $`UB,BV,VR,\&RI`$. Figure 6 shows the results with the top plot displaying the simultaneous $`V`$ light curve for comparison. The night of the 16th seems to show some possible color dependence in $`U`$ and $`I`$ related to the superhumps, but this effect is not seen in the data from the 15th (Fig. 6a) or the 17th (not shown). The curves in Fig. 6 show that within the uncertainties of our measurements, the superhumps appear to be grey over the optical region of the spectrum.

Our observed colors are consistent with those observed during the 1989 superoutburst of WX Cet by O’Donoghue et al. (1991) even though that superoutburst reached a maximum brightness one magnitude brighter than the one under study here. Assuming an optically thick source, the measured colors for WX Cet correspond to a color temperature of $`UB`$ = 18,000K, $`BV`$ & $`VR`$ = 21,000K and $`RI`$ = 25,000K and we assume this emission represents the accretion disk during superoutburst.

### 3.3 Multi-Wavelength Observations

Only a few short-period CVs have been observed in the EUV during superoutburst (Mauche 2002) and only two TOADs; T Leo (Howell et al. 1999) and WX Cet. Thus, the observation of WX Cet in the EUV provides an unusual opportunity to determine the temperature of the inner accretion disk regions. Howell et al. (1999) showed that using optical (and UV) data alone, the temperature of the cooler inner accretion disk region can be approximated by a single blackbody, while shorter wavelength observations allow the boundary layer (i.e., the accretion disk – white dwarf interface) temperature to be determined. In general, the two temperatures differ by $``$0.5 dex for short period CVs with the boundary layer temperatures being near 80,000K during superoutburst.

Using seven CVs observed during (super)outburst, Howell et al. (1999) developed a model for the temperatures present in the inner accretion disk and at the boundary layer (BL) for CVs, essentially showing that both temperatures decline with orbital period: The TOAD’s inner accretion disk temperature falling more rapidly than other short period CVs. The cooler inner accretion disk temperatures for the TOADs are taken to be indicative of an initial (pre-superoutburst) accretion disk with a optically thin or altogether absent inner accretion disk. Using the model developed in Howell et al., we calculate the expected inner disk and boundary layer superoutburst temperatures for WX Cet.

Figure 7 presents the optical ($`UBVRI`$) and EUV photometric points for WX Cet for the mid-EUVE observation time, HJD 2451133. The range for the EUV photometry is that allowed by the range in estimated ISM column density to WX Cet with the “star” symbol representing the probable value for the EUV flux (2.51 $`\times `$ 10-14 ergs/sec/cm2/Å) based on the expected ISM column at a distance of 130 pc (log NH = -13.6). The inner accretion disk temperature in WX Cet, “observed” by optical (and UV) measurements, is predicted (using Howell et al. 1999) to be 21,000K. We already noted that the optical colors suggest a temperature near 21,000K, in agreement with that expected from the Howell et al. model. In Fig. 7 we plot a 21,000K blackbody curve (dotted line) which fits the optical data fairly well. The BO $`U`$ filter is non-standard and its calibration uncertainty may account for the $`U`$ flux not agreeing with the model fit. A much cooler accretion disk, produced to fit $`U`$ as well as the redder colors, would have to be larger than the entire binary to produce the needed flux based on our distance estimate. We also see that the 21,000K blackbody curve falls short of fitting the EUV photometric point, a result found for all CVs by Howell et al. (1999).

To estimate the boundary layer temperature expected for WX Cet during superoutburst, we again use the model in Howell et al. and calculate a value of TBL=72,500K for WX Cet. We plot the blackbody approximation to the boundary layer in Fig. 7. To scale the two blackbody curves in Fig. 7 we proceeded as follows. Observational determinations of the extent of the boundary layer during outburst generally show it to have an emitting area similar in size to that of the white dwarf (see Howell et al. 1999 and references therein). Theoretical arguments agree, suggesting that the BL may be an equatorial belt around the WD or through viscous spreading, it may cover a large part of the WD surface (e.g., Kutter & Sparks 1989). Given these estimates, we have taken the boundary layer in WX Cet during superoutburst to have a size which is approximately that of the white dwarf. We have also assumed a 0.6 M white dwarf (see Szkody et al. 2002) with a radius of 8 $`\times `$ 108 cm.

Using the TBL fit with the assumption that R$`{}_{BL}{}^{}`$RWD and using its best scaled fit to the optical data, our blackbody model yields a distance to WX Cet of 120 pc, close to our original estimate. Scaling the blackbody approximation of the inner accretion disk such that the sum of the two curves provides a “by eye” best fit to the optical data, we find that the ratio of the two (assumed uniform) emitting areas has a value of 6.3. Transforming this scaling into an emitting area, we find an inner disk radius of 2 $`\times `$ 109 cm or 2.5 RWD. Given the range in ISM column, temperatures of 68,000K to 90,000K are strictly allowed for the boundary layer, however a value of 70,000K is the “best fit” to the most likely value for the EUV flux from WX Cet and temperatures higher than 78,000K are inconsistent with the optical data and the assumed white dwarf properties. We note here that it is unlikely that the boundary layer can be adequately fit by a single blackbody. The assumptions of a single temperature, uniformly emitting, optically thick boundary layer are likely to be overly simplistic but given the data in hand, more detailed modelling is not possible. Our value for TBL should thus be taken to represent an approximation only.

## 4 Discussion

Our multi-color optical and EUV photometric observations were used to estimate the superhump period of WX Cet and to show that the humps are color independent. Our superhump period (0.059 d) agrees with the better determined value presented in Kato et al. (2001). Using simultaneous EUV and optical observations, we fit them with a “two-temperature” (super)outburst model developed by Howell et al. (1999). The results indicate that during the peak of the superoutburst, WX Cet had a boundary layer temperature near 72,500K and an inner accretion disk radius of 2.5 RWD with a temperature near 21,000K.

The above results for WX Cet (and their general agreement with those of T Leo and other short orbital period dwarf novae), allow us to provide an estimation of the state of the accretion disk during superoutburst in a low mass transfer dwarf novae (TOAD). The inner disk radius, being larger than that of the white dwarf, implies that in between the optically thick inner disk and the white dwarf surface there will be a rareified region probably at high temperature. While the boundary layer temperature is $``$2-4 times less in the TOADs than in longer period dwarf novae (which have higher accretion rates and likely higher mass primaries; see Howell et al. 1999), the amount of material accreting onto the white dwarf is considerably less ($``$5 times less; Howell et al. 1995). Therefore, the hot boundary layer can form an optically thin region ($``$Strögrem sphere) near the white dwarf which would then be a source of coronal emission. In fact, a 60-160Å Chandra spectrum taken during the recent superoutburst of the TOAD WZ Sge (Kuulkers et al. 2002) showed just this type of coronal spectrum: a forest of narrow, bright emission lines with no continuum.

WX Cet and T Leo are the only TOADs yet observed in the EUV during superoutburst and we see that the model developed for the inner disk and boundary layer temperatures appear to work, at least for these two systems. The Chandra observation of WZ Sge was the first X-ray spectrum of a TOAD obtained during superoutburst. Future EUV - X-ray observations of TOADs during superoutburst are needed in order to provide additional observational tests of the proposed model.

The authors wish to thank the members of the AAVSO who contributed observations during this superoutburst campaign. SBH acknowledges partial support for this research from NSF grant AST-98-10770 and an AO-7 EUVE mini-grant and GDS acknowledges NSF grant AST 97-30792 for support of CV research.

## 5 References

Howell, S.B., Mitchell, K.J., and Warnock, A., 1988, AJ, 95, 247

Howell, S. B., Reyes, A. L., Ashley, R., Harrop-Allin, M. K., and Warner, B., MNRAS, 1996, 282, 623

Howell, S. B., et al., 1999, PASP, 111, 342

Howell, S. B., & Skidmore, W., 2000, NewAR, 44, 33.

Kato, T., Matsumoto, K., Nogami, D., Morikawa, & Kiyota, S., 2001, PASJ, 53, 893

Kutter, S. & Sparks, W., 1989, ApJ., 340, 985

Kuulkers, E., Knigge, C., Steeghs, D., Wheatley, P., & Long, K., 2002, in The Physics of Cataclysmic Variables and Related Objects, B. Gänsicke, K. Beuermann, and K. Reinsch Eds., ASP Conf. Series, in press

Mauche, C., 2002, in “Continuing the Challenge of EUV Astronomy: Current Analysis and Prospects for the Future, Eds. S. howell, J. Dupuis, D. Golombek, F. Walter, & J. Cullison, ASP Conf. Series, in press

O’Donoghue, D., Chen, A., Marang, F., Mittaz, J. P. D., Winkler, H., and Warner, B., MNRAS, 1991, 250, 363

Rogoziecki, P. & Schwarzenberg-Czerny, A., 2001, MNRAS, 323, 850

Schmidt, G.D., Stockman, H.S., & Smith, P.S. 1992, ApJ, 398, L57

Sirk, M. M., Vallerga, J., Finley, D., Jelinsky, P., & Malina, R., 1997, ApJS, 110, 347

Sproats, L. N., Howell, S. B., & Mason, K. O., 1996, MNRAS, 282, 1211

Stellingwerf, R. F., 1978, ApJ, 224, 953

Szkody, P., Gänsicke, B., Sion, E.,& Howell, S. B., 2002, in The Physics of Cataclysmic Variables and Related Objects, B. Gänsicke, K. Beuermann, and K. Reinsch Eds., ASP Conf. Series, in press

Warner, B., 1996, ”Cataclysmic Variables”, Cambridge University Press,

Figure captions:

Fig 1: The AAVSO light curve of WX Cet during its 1998 November superoutburst. The times of our observations are marked: A=APO spectra, S=Steward observatory spectrum, EUV = EUVE Observation, and Opt = BO multi-color photometry. The insert shows a close-up view of one of the white light time-series data sets.

Fig 2a: Braeside U band photometry of WX Cet obtained during 1998 Nov. 15-17 UT.

Fig 2b: Braeside B band photometry of WX Cet obtained during 1998 Nov. 14-17 UT.

Fig 2c: Braeside V band photometry of WX Cet obtained during 1998 Nov. 14-17 UT.

Fig 2d: Braeside R band photometry of WX Cet obtained during 1998 Nov. 14-17 UT.

Fig 2e: Braeside I band photometry of WX Cet obtained during 1998 Nov. 15-17 UT.

Fig 3: EUV light curve of WX Cet obtained with the EUVE satellite on 1998 Nov. 12-15 UT.

Fig 4: Low resolution spectrum of WX Cet obtained on 1998 Nov. 14 UT. Note the steep blue continuum and the Balmer series in absorption blue-ward of H$`\alpha `$.

Fig 5: High resolution APO spectra of WX Cet obtained on 1998 Nov. 23. Note the presence of emission cores in H$`\beta `$ and H$`\gamma `$ as well as in He I 4471Å.

Fig 6a: $`UB`$, $`BV`$, $`VR`$, and $`RI`$ light curves for 1998 Nov. 15. The top panel shows the V light curve for reference.

Fig 6b: $`UB`$, $`BV`$, $`VR`$, and $`RI`$ light curves for 1998 Nov. 16. The top panel shows the V light curve for reference.

Fig 7: Multi-wavelength photometry and blackbody fits to the superoutburst observations of WX Cet. The vertical range in the EUV photometric value is a result of the uncertainty in the ISM neutral hydrogen column to WX Cet and the “star” symbol represents the most likely value. The two temperature model represent the inner accretion disk (21,000K) and boundary layer (72,500K) regions during superoutburst. See text for details.


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# Vanishing cycles of pencils of hypersurfaces

## 1. Introduction

In this paper we extend the Lefschetz principle of slicing by pencils to nongeneric pencils of hypersurfaces on singular non-compact spaces. We started to develop this point of view in \[Ti3\] for proving connectivity theorems of Lefschetz type for nongeneric pencils. Here we go further and introduce global variation maps in order to control vanishing cycles. As a result, we prove a far reaching extension of the Second Lefschetz Hyperplane Theorem.

To get an idea of the main result, let us first briefly recall the classical Lefschetz Hyperplane Theorems (see also Note 3.4 for some references). For a projective manifold $`Y`$ and some hyperplane section $`Y_0`$, the First Lefschetz Theorem tells us that the map (induced by inclusion):

(1)
$$H_j(Y_0,)H_j(Y,)$$

is bijective for $`j<n1`$ and surjective for $`j=n1`$. The kernel of the surjection in dimension $`n1`$ is described by the second Lefschetz theorem, whenever $`Y_0`$ is a generic member of a generic pencil, i.e. the pencil has only complex Morse critical points. Loosely speaking, each such critical point produces a local vanishing cycle and those vanishing cycles together generate $`ker(H_j(Y_0,)H_j(Y,))`$.

We consider here a very general situation: a complex analytic space $`X=YV`$ with arbitrary singularities, where $`Y`$ is some compact complex space and $`V`$ is a complex analytic subspace. We also consider more general divisors than hyperplanes, namely pencils of hypersurfaces on $`Y`$. Taking hypersurfaces instead of hyperplanes considerably enlarges the class under study. Let us remark that any singular holomorphic function germ is a local pencil of hypersurfaces (but not of hyperplanes): our approach enfolds the theory of hypersurface singularities started by Milnor \[Mi\], in some of its aspects. In the global setting, the polynomial functions $`^n`$ with isolated singularities represent a distinguished class of pencils of hypersurfaces, thus non-hyperplane pencils, which we shall discuss in §5. For more details on this viewpoint and for examples we refer to \[Ti5\] and \[LT\].

On the other hand, we weaken the classical genericity condition “the axis of the pencil is in general position in $`Y`$” by allowing that the genericity of the axis fails at a finite number of points. This conceptual extension is introduced and explained in detail in our paper \[Ti3, §2\]. Pencils which allow such “isolated singularities in the axis” (see §2.1 for the definitions) are natural to consider since isolated singularities of functions on singular spaces are central objects of study in modern singularity theory. (One may refer to the pioneering work, on stratified Morse theory by Goresky and MacPherson \[GM\], and on the topology of functions on singular spaces by Lê Dũng Tráng \[Lê\].)

We show in §2 that one can define the following variation map around each critical value $`a`$ of the pencil:

$$\mathrm{var}_a:H_{}(X_c,(X_a)_{\mathrm{reg}})H_{}(X_c),$$

and that the module of vanishing cycles at $`X_a`$, i.e. the kernel of the surjection similar to (1), is generated by the images of these variation maps. Our variation maps can be viewed as global versions of the local variation maps that one defines in singularity theory, see e.g. \[La\], \[Lo\], \[Ti1, 4.4\], \[NN2, §2\]. It is well-known that in case of non-isolated singularities, the local variation maps do not exist. This is the main reason why the use of variation maps in our results would not extend to this context. Let us remark that in case of one-dimensional singularities, Siersma \[Si\] defined other types of variation maps, but their behaviour appears to be much more delicate and has not been exploited yet in the literature.

As for our approach, it starts in the spirit of the Lefschetz method \[Lef\], as presented by Thom in his Princeton talk in 1957 and by Andreotti and Frankel in their paper \[AF\]. This vein has been exploited in relatively few papers ever since; we may mention the interesting ones by Lamotke \[La\], Chéniot \[Ch1, Ch2\] and Eyral \[Ey\]. The use, in the statement of our Theorem 3.2, of the comparison between the general element of the pencil and the axis comes from Lamotke \[La\] and may evoke Chéniot’s statements in loc.cit. Our setting being far more general, we follow a different strategy and use in a crucial way specific geometric constructions and results of stratified singularity theory.

A highly nongeneric situation is encountered when the axis of the pencil is contained in $`V`$. We show that if $`V`$ contains a member of the pencil then, surprisingly, Theorem 3.2 and its proof still work, with even less restrictive assumptions. Actually, one of the reasons to study such nongeneric pencils is that the polynomial functions on $`^n`$ constitute a class of examples. We show in §5 how Theorem 4.1 can be extended to a polynomial function with isolated singularities, but without any condition on the singularities along the axis (which are the so-called “singularities at infinity”). We arrive in this way to results on vanishing cycles of polynomials which have been discovered in somewhat different form by Neumann and Norbury \[NN1, NN2\], such as an invariant cycle theorem (Corollary 5.2).

In §4 we compare the assumptions of our main Theorem 3.2 to conditions involving the rectified homological depth (defined by Grothendieck and thoroughly studied in \[HL3\]), showing that the latter are more restrictive. We also point out how, by relaxing the generality of the setting, one may recover several results in the literature.

This paper is based on our preprint \[Ti2\] and is a natural continuation of \[Ti3\]. We wish to thank the Newton Institute at Cambridge and the Institute for Advanced Study at Princeton for support durning the elaboration of this work. We are also thankful to the anonimous referee for his valuable remarks.

## 2. Nongeneric pencils and variation maps

Let $`Y`$ be a compact complex analytic space and let $`VY`$ be a complex analytic subspace such that $`X:=YV`$ is of dimension $`n`$, $`n2`$.

### 2.1. Pencils with singularities in the axis

Let us recall some definitions that we already used in \[Ti3\]. By pencil (or meromorphic function) we mean the ratio of two sections $`f`$ and $`g`$ of a holomorphic line bundle $`LY`$. This defines a holomorphic function $`h:=f/g`$ over the complement $`YA`$ of the axis of the pencil $`A:=\{f=g=0\}`$. A pencil is called generic with respect to $`X`$ when $`Y`$ is embedded in some manifold $`Z`$ and the pencil extends to one over $`Z`$ which satisfies the following conditions: the axis $`\widehat{A}`$ of the extended pencil is nonsingular and transversal to some Whitney stratification of the pair $`(Y,V)`$ and the holomorphic map $`h=f/g:YA^1`$ has only stratified double points as singularities. Notice that part of those singularities might be on $`V`$, hence outside $`X`$.

Here we focus on a class of (nongeneric) pencils, namely pencils having at most isolated singularities, possibly in the axis. Let us first explain what we mean by singularities of a pencil.

We define a new space by blowing-up along the base locus $`A`$. The idea of this construction is due to Thom and was used by Andreotti and Frankel \[AF\] in case of generic pencils on projective manifolds. So, let:

$$𝕐:=\mathrm{closure}\{(y,[s:t])Y\times ^1sf(y)tg(y)=0\}.$$

This is a hypersurface in $`Y\times ^1`$ obtained as a Nash blowing-up of $`Y`$ along $`A`$. It is clear that the intersection $`𝕐(YA)\times ^1`$ is just the graph of $`h`$, hence it is isomorphic to $`YA`$. It also follows that the subset $`A\times ^1`$ is included into $`𝕐`$.

Let us denote $`𝕏:=𝕐(X\times ^1)`$. Consider the projection $`p:𝕐^1`$, its restriction $`p_{|𝕏}:𝕏^1`$ and the projection to the first factor $`\sigma :𝕐Y`$. Notice that the restriction of $`p`$ to $`𝕐(A\times ^1)`$ can be identified with $`h`$.

Now fix a stratification $`𝒲`$ on $`Y`$ such that $`V`$ is a union of strata. The restriction of $`𝒲`$ to the open set $`YA`$ induces a Whitney stratification on $`𝕐(A\times ^1)`$, via the above mentioned identification. We then denote by $`𝒮`$ the coarsest Whitney stratification on $`𝕐`$ which coincides over $`𝕐(A\times ^1)`$ with the one induced by $`𝒲`$ on $`YA`$. This stratification exists within a neighbourhood of $`A\times ^1`$, by usual arguments (see e.g. \[GLPW\]), hence such stratification is well defined on $`𝕐`$. We call it the canonical stratification of $`𝕐`$ generated by the stratification $`𝒲`$ of $`Y`$. The canonical stratification of $`𝕏`$ will be the restriction of $`𝒮`$ to $`𝕏`$.

###### Definition 2.1.

We call the singular locus of $`p`$ with respect to $`𝒮`$ the following closed analytic subset of $`𝕐`$:

$$\mathrm{Sing}_𝒮p:=\underset{𝒮_\beta 𝒮}{}\mathrm{Sing}p_{|𝒮_\beta }.$$

We denote by $`\mathrm{\Lambda }:=p(\mathrm{Sing}_𝒮p)`$ the set of critical values of $`p`$ with respect to $`𝒮`$.

Since $`p`$ is proper and since $`𝒮`$ has finitely many strata, it follows that the set $`\mathrm{\Lambda }`$ is a finite set. By Thom’s Isotopy Lemma \[Th\], we get that the maps $`p:𝕐p^1(\mathrm{\Lambda })^1\mathrm{\Lambda }`$ and $`p_{|𝕏}:𝕏p^1(\mathrm{\Lambda })^1\mathrm{\Lambda }`$ are stratified locally trivial fibrations. In particular, $`h:Y(Ah^1(\mathrm{\Lambda }))^1\mathrm{\Lambda }`$ is a locally trivial fibration.

###### Definition 2.2.

We say that the pencil defined by the meromorphic function $`h=f/g`$ is a pencil with isolated singularities if $`dim\mathrm{Sing}_𝒮p0`$.

We shall say that $`X`$ has the structure of a Lefschetz fibration with isolated singularities if there exists a pencil on $`X`$ with isolated singularities.

We have pointed out in \[Ti3, §2\] that in case $`Y`$ is projective, the condition $`dim\mathrm{Sing}_𝒮p0`$ is equivalent to the following condition: the singularites of the function $`p`$ at the blown-up axis $`A\times ^1`$ are at most isolated. We have moreover:

###### Proposition 2.3.

\[Ti3, Proposition 2.4\] Let $`Y^N`$ be a projective variety endowed with some Whitney stratification $`𝒲`$ and let $`\widehat{h}=\widehat{f}/\widehat{g}`$ define a pencil of hypersurfaces in $`^N`$ with axis $`\widehat{A}`$. Let $`S`$ denote the set of points on $`\widehat{A}Y`$ where some member of the pencil is singular or where $`\widehat{A}`$ is not transversal to $`𝒲`$. If $`dimS0`$ and the singular points of $`h:YA^1`$ with respect to $`𝒲`$ are at most isolated, then $`dim\mathrm{Sing}_𝒮p0`$. $`\mathrm{}`$

### 2.2. Variation maps

We assume that our pencil defined by $`h:Y^1`$ has isolated singularities, as defined in 2.2. Let us fix some notation. For any $`M^1`$, we denote $`𝕐_M:=p^1(M)`$, $`𝕏_M:=𝕏𝕐_M`$, $`Y_M:=\sigma (p^1(M))`$ and $`X_M:=XY_M`$. Let $`\mathrm{\Lambda }=\{a_1,\mathrm{},a_p\}`$. We denote by $`a_{ij}𝕐`$ some point of $`\mathrm{Sing}_𝒮pp^1(a_i)`$. We then have $`\mathrm{Sing}_𝒮p=_{i,j}\{a_{ij}\}`$. For $`c^1\mathrm{\Lambda }`$ we say that $`𝕐_c`$, resp. $`𝕏_c`$, is a general fiber of $`p:𝕐^1`$, resp. of $`p_{|𝕏}:𝕏^1`$. We say that $`Y_c`$, resp. $`X_c`$, is a general member of the pencil on $`Y`$, resp. on $`X`$.

At some singularity $`a_{ij}`$, in local coordinates, we take a ball $`B_{ij}`$ centered at $`a_{ij}`$. For a small enough radius of $`B_{ij}`$, this is a “Milnor ball” of the holomorphic function $`p`$ at $`a_{ij}`$. Next we may take a small enough disk $`D_i^1`$ at $`a_i^1`$, so that $`(B_{ij},D_i)`$ is Milnor data for $`p`$ at $`a_{ij}`$. Moreover, we may do this for all (finitely many) singularities in the fiber $`𝕐_{a_i}`$, keeping the same disk $`D_i`$, provided it is small enough.

Now the restriction of $`p`$ to $`𝕐_{D_i}_jB_{ij}`$ is a trivial fibration over $`D_i`$. One may construct a stratified vector field which trivializes this fibration and such that this vector field is tangent to the boundaries of the balls $`𝕐_{D_i}\overline{B}_{ij}`$. Using this, we may also construct a geometric monodromy of the fibration $`p_|:𝕐_{\overline{D}_i}\overline{D}_i`$ over the circle $`\overline{D}_i`$, such that this monodromy is the identity on the complement of the balls, $`𝕐_{\overline{D}_i}_jB_{ij}`$. The same is then true, when replacing $`𝕐_{\overline{D}_i}`$ by $`𝕏_{\overline{D}_i}`$.

Take some point $`c_i\overline{D}_i`$. We have the geometric monodromy representation:

$$\rho _i:\pi _1(\overline{D}_i,c_i)\mathrm{Iso}(X_{c_i},X_{c_i}_jB_{ij}),$$

where $`\mathrm{Iso}(.,.)`$ denotes the group of relative isotopy classes of stratified homeomorphisms (which are C along each stratum). It follows that the geometric monodromy restricted to $`X_{c_i}_jB_{ij}`$ is the identity.

As shown above, we may identify, in the trivial fibration over $`D_i`$, the fiber $`X_{c_i}_jB_{ij}`$ to the fiber $`X_{a_i}_jB_{ij}`$. Furthermore, in local coordinates at $`a_{ij}`$, $`X_{a_i}`$ is a germ of a complex analytic space; hence, for a small enough ball $`B_{ij}`$, the set $`B_{ij}X_{a_i}_ja_{ij}`$ retracts to $`\overline{B}_{ij}X_{a_i}`$, by the local conical structure of analytic sets \[BV\]. Therefore $`X_{a_i}^{}:=X_{a_i}_ja_{ij}`$ is homotopy equivalent, by retraction, to $`X_{a_i}_jB_{ij}`$.

Notation. From now on, we shall freely use $`X_{a_i}^{}`$ as notation for $`X_{c_i}_jB_{ij}`$ whenever we consider the pair $`(X_{c_i},X_{a_i}^{})`$, having in mind the homotopy equivalence between the two spaces.

It then follows that the geometric monodromy induces an algebraic monodromy, in any dimension $`q`$:

$$\nu _i:H_q(X_{c_i},X_{a_i}^{};)H_q(X_{c_i},X_{a_i}^{};),$$

such that the restriction $`\nu _i:H_q(X_{a_i}^{})H_q(X_{a_i}^{})`$ is the identity.

Consequently, any relative cycle $`\delta H_q(X_{c_i},X_{a_i}^{};)`$ is sent by the morphism $`\nu _i\mathrm{id}`$ to an absolute cycle. In this way we define a variation map, for any $`q0`$:

(2)
$$\mathrm{var}_i:H_q(X_{c_i},X_{a_i}^{};)H_q(X_{c_i};).$$

This enters, as a diagonal morphism, in the following diagram:

$$\begin{array}{ccc}H_q(X_{c_i})& \stackrel{\nu _i\mathrm{id}}{}& H_q(X_{c_i})\\ j_{}& \mathrm{var}_i& j_{}\\ H_q(X_{c_i},X_{a_i}^{})& \stackrel{\nu _i\mathrm{id}}{}& H_q(X_{c_i},X_{a_i}^{})\end{array}$$

where $`j_{}`$ is induced by inclusion.

Variation morphisms enter traditionally in the description of global and local fibrations of holomorphic functions at singular fibers, see e.g. \[Mi\], \[La\], \[Si\], \[NN2, §2\]. In dimension 2, already Zariski used $`\nu _i\mathrm{id}`$ in his theorem for the fundamental group. Chéniot \[Ch2\] also works with a kind of a variation map, different from ours. Our definition is a direct extension of the local variation maps (see e.g. \[La, Lo\]) to the global setting.

## 3. The Main Theorem

Let us recall the definition of the homological depth of a topological space at a point.

###### Definition 3.1.

For a discrete subset $`\mathrm{\Phi }𝕏`$, we denote by $`\mathrm{Hd}_\mathrm{\Phi }𝕏`$ the homological depth of $`𝕏`$ at $`\mathrm{\Phi }`$. We say that $`\mathrm{Hd}_\mathrm{\Phi }𝕏q+1`$ if, at any point $`\alpha \mathrm{\Phi }`$, there is an arbitrarily small neighbourhood $`𝒩`$ of $`\alpha `$ such that $`H_i(𝒩,𝒩\{\alpha \})=0`$, for $`iq`$.

For a manifold $`M`$, at some point $`\alpha `$, we have $`\mathrm{Hd}_\alpha Mdim_{}M`$. Complex $`V`$-manifolds are rational homology manifolds. So the homological depth measures the defect of being a homology manifold (for certain coefficients). For stratified complex spaces, Grothendieck \[G\] introduced the rectified homotopical depth, respectively the rectified homological depth, denoted $`\mathrm{rHd}`$. This were later investigated by Hamm and Lê \[HL3\], who proved several of Grothendieck’s conjectures regarding them. See Proposition 4.2 for more details and results involving $`\mathrm{rHd}`$.

We may now state our principal result, using the notations in §2. The homology is with coefficients in $``$.

###### Theorem 3.2.

Let $`h:Y^1`$ define a Lefschetz fibration on $`X=YV`$ with isolated singularities (cf Definition 2.2). Let the axis A be not included in $`V`$. For some $`k0`$, suppose that the following conditions are fulfilled:

(C1) $`H_q(X_c,X_cA)=0`$ for $`qk`$.
(C2) $`H_q(X_c,X_{a_i}^{})=0`$ for $`qk`$ and for all $`i`$.
(C3) $`\mathrm{Hd}_{𝕏\mathrm{Sing}_𝒮p}𝕏k+3`$.

Then $`H_q(X,X_c)=0`$ for $`qk+1`$ and the kernel of the surjection $`H_{k+1}(X_c)H_{k+1}(X)`$ is generated by the images of the variation maps $`\mathrm{var}_i`$, for $`i=\overline{1,p}`$.

###### Note 3.3.

For the annulation of the relative homology we need in fact a weaker condition than (C3), namely the following:

(C3i) $`\mathrm{Hd}_{𝕏\mathrm{Sing}_𝒮p}𝕏k+2`$.

This will be clear from the proof, since (C3) is used (with $`k+3`$) only in Corollary 3.8 and Proposition 3.9(b). See also Proposition 4.3 for what become conditions (C2) and (C3) in special cases, and Proposition 4.2 for comparison to the rectified homological depth condition. For instance, it is well-known from \[HL3\] that, in case $`X`$ is a complete intersection, then $`\mathrm{rHd}Xdim_{}X`$. This implies (see e.g. the proof of Proposition 4.2) that condition (C3) is satisfied in this case for $`kdim_{}X3`$.

In §4, we derive the form of this result in special cases, such as in case $`\mathrm{Sing}_𝒮p(A\times ^1)𝕏=\mathrm{}`$ (i.e. “no singularities in the axis”), in case the Lefschetz structure of the space $`X`$ is hereditary on slices and also in the complementary case $`AV`$.

###### Note 3.4.

During the time, Lefschetz hyperplane theorems have been generalized in several directions, giving rise to an extended literature, which the limited space does not allow us to cite here. May we just refer to Fulton’s general overview \[Fu\], Lamotke’s “classical” modern presentation of Lefschetz theorems \[La\] and to Goresky-MacPherson’s book \[GM\] which covers a lot of material.

On the other hand, the description of the kernel of the surjection stated above has been considered in a few papers only. The most recent results are for generic pencils of hyperplanes on quasi-projective manifolds, by Chéniot \[Ch2\], and on complements in $`^n`$ of hypersurfaces with isolated singularities and for higher homotopy groups, by Libgober \[Li\]. The extension of Theorem 3.2 to homotopy groups is investigated in the preprints \[Ti2, Ti4\]; see also \[CL\].

In §4 we compare the conditions of our Theorem 3.2 (and show that they are significantly less restrictive) to the conditions used by some other authors in more particular settings than ours: the rectified homology depth condition used by Hamm and Lê \[HL1, HL2, HL3\] (see §4.2), respectively conditions used by Chéniot and Eyral \[Ch1, Ch2, Ey\] (see §4.3).

### 3.1. Proof of Theorem 3.2

Let $`K^1`$ be a closed disk with $`K\mathrm{\Lambda }=\mathrm{}`$ and let $`𝒟`$ denote the closure of its complement in $`^1`$. We denote by $`S:=K𝒟`$ the common boundary, which is a circle, and take a point $`cS`$. Then take standard paths $`\gamma _i𝒟_iD_i`$ (non self-intersecting, non mutually intersecting) from $`c`$ to $`c_i\overline{D}_i`$. The configuration $`_i(\overline{D}_i\gamma _i)`$ is a deformation retract of $`𝒟`$. We shall also identify all fibers $`X_{c_i}`$ to the fiber $`X_c`$, by parallel transport along the paths $`\gamma _i`$.

We denote $`A^{}:=AX_c`$. Since $`AV`$, we have that $`A^{}\mathrm{}`$.

###### Proposition 3.5.

If $`H_q(X_c,A^{})=0`$ for $`qk`$, then the morphism induced by inclusion:

$$H_q(X_𝒟,X_c)\stackrel{\iota _{}}{}H_q(X,X_c)$$

is an isomorphism for $`qk+1`$ and an epimorphism for $`q=k+2`$.

###### Proof.

We claim that, if $`H_q(X_c,A^{})=0`$, for $`qk`$, then $`H_q(X_S,X_c)=0`$ for $`qk+1`$. Note first that $`X_S`$ is homotopy equivalent to the subset $`𝕏_S(A^{}\times K)`$ of $`𝕏_K`$. Let $`I`$ and $`J`$ be two arcs which cover $`S`$. We have the homotopy equivalence $`(X_S,X_c)\stackrel{\mathrm{ht}}{}(𝕏_I(A^{}\times K)𝕏_J(A^{}\times K),𝕏_J(A^{}\times K))`$. Then, by excision, we have the isomorphism:

$$H_{}(X_S,X_c)H_{}(𝕏_I(A^{}\times K),𝕏_I(A^{}\times K)).$$

Furthermore, we have the homotopy equivalences of pairs: $`(𝕏_I(A^{}\times K),𝕏_I(A^{}\times K))\stackrel{\mathrm{ht}}{}(𝕏_c\times I,𝕏_c\times IA^{}\times I)`$ and the latter is just the product of pairs $`(𝕏_c,A^{})\times (I,I)`$. Our claim follows.

Next, by examining the exact sequence of the triple $`(X_𝒟,X_S,X_c)`$ and by using the annulation of $`H_q(X_S,X_c)`$ proved above, we see that $`(X_𝒟,X_c)(X_𝒟,X_c)`$ gives, in homology, an isomorphism in dimensions $`qk+1`$ and an epimorphism in $`q=k+2`$. To end our proof, we just combine this with the isomorphism $`H_{}(X_𝒟,X_S)H_{}(X,X_K)`$, obtained by excision.

Since the kernel of the map $`H_{k+1}(X_c)H_{k+1}(X)`$ is equal to the image of the boundary map $`H_{k+2}(X,X_c)\stackrel{}{}H_{k+1}(X_c)`$, we focus on the latter. Consider the commutative diagram:

(3)
$$\begin{array}{ccc}H_{k+2}(X_𝒟,X_c)& \stackrel{\iota _{}}{}& H_{k+2}(X,X_c)\\ _1& & \\ & H_{k+1}(X_c)& \end{array}$$

where $``$ and $`_1`$ are boundary morphisms. Since Proposition 3.5 shows that $`\iota _{}`$ is an epimorphism, we get:

###### Corollary 3.6.

If $`H_q(X_c,A^{})=0`$ for $`qk`$ then, in the diagram (3), we have $`im=im_1`$. $`\mathrm{}`$

Notice that, for any $`M^1`$, $`X_M`$ is homotopy equivalent to $`𝕏_M`$ to which one attaches, along $`A^{}\times M`$, the product $`A^{}\times \mathrm{Cone}(M)`$. Since $`𝒟`$ is contractible, it follows that $`X_𝒟\stackrel{\mathrm{ht}}{}𝕏_𝒟`$. Hence the pair $`(X_𝒟,X_c)`$ is homotopy equivalent to $`(𝕏_𝒟,X_c)`$ and we may identify the boundary morphism $`H_{k+2}(X_𝒟,X_c)\stackrel{_1}{}H_{k+1}(X_c)`$ to the boundary morphism $`H_{k+2}(𝕏_𝒟,X_c)\stackrel{_1}{}H_{k+1}(X_c)`$.

Remark also that we have the excision $`H_{}(_i𝕏_{D_i},_iX_{c_i})\stackrel{}{}H_{}(𝕏_𝒟,X_c)`$ which gives a decomposition of the homology $`H_{}(𝕏_𝒟,X_c)`$ into the direct sum $`_iH_{}(𝕏_{D_i},X_{c_i})`$. Then the boundary map $`_1`$ is identified to the boundary map $`_2`$ obtained as sum of the boundary maps $`_i:H_{k+2}(𝕏_{D_i},X_{c_i})H_{k+1}(X_{c_i})`$, where $`X_{c_i}`$ is identified with $`X_c`$ by parallel transport along the path $`\gamma _i`$.

With these identifications, we have the following commutative diagram:

$$\begin{array}{cccc}_iH_{k+2}(𝕏_{D_i},X_{c_i})& H_{k+2}(_i𝕏_{D_i},_iX_{c_i})& & \\ & \text{exc}& & _2\\ & H_{k+2}(𝕏_𝒟,X_c)& \stackrel{_1}{}& H_{k+1}(X_c).\end{array}$$

It then follows that

(4)
$$im_1=\underset{i}{}im_i.$$

Our theorem will be proved if we do the following:

(i). Prove that $`H_q(𝕏_{D_i},X_{c_i})=0`$, for $`qk+1`$ and all $`i`$.

(ii). Find the image of the map $`_i:H_{k+2}(𝕏_{D_i},X_{c_i})H_{k+1}(X_{c_i})`$, for all $`i`$.

We shall reduce these problems again, by replacing $`𝕏_{D_i}`$ by $`𝕏_{D_i}^{}:=𝕏_{D_i}\mathrm{Sing}_𝒮p`$. For this, we use condition (C3) for (ii), respectively condition (C3i) for (i).

###### Lemma 3.7.

If $`\mathrm{Hd}_{𝕏\mathrm{Sing}_𝒮p}𝕏s+1`$ then, for all $`i`$, the map induced by inclusion $`H_q(𝕏_{D_i}^{},X_{c_i})\stackrel{j_{}}{}H_q(𝕏_{D_i},X_{c_i})`$ is an isomorphism, for $`qs1`$, and an epimorphism, for $`q=s`$.

###### Proof.

Due to the exact sequence of the triple $`(𝕏_{D_i},𝕏_{D_i}^{},X_{c_i})`$, it will be sufficient to prove, for all $`i`$, that $`H_q(𝕏_{D_i},𝕏_{D_i}^{})=0`$, for $`qs`$. This is true since the inclusion:

$$(𝕏_{D_i}(_jB_{ij}),𝕏_{D_i}(_jB_{ij}\{a_{ij}\}))(𝕏_{D_i},𝕏_{D_i}^{})$$

is an excision in homology (notice that the unions are disjoint). As usual, $`B_{ij}𝕏`$ denotes a Milnor ball centered at the singular point $`a_{ij}\mathrm{Sing}_𝒮p`$.

Indeed, the hypothesis $`\mathrm{Hd}_{𝕏\mathrm{Sing}_𝒮p}𝕏s+1`$ tells that the homology of each pair $`(𝕏_{D_i}B_{ij},X_{D_i}B_{ij}\{a_{ij}\})`$ annulates up to dimension $`s`$. ∎

###### Corollary 3.8.

If $`\mathrm{Hd}_{𝕏\mathrm{Sing}_𝒮p}𝕏k+3`$, then, for all $`i`$:

$$im(_i:H_{k+2}(𝕏_{D_i},X_{c_i})H_{k+1}(X_{c_i}))=im(_i^{}:H_{k+2}(𝕏_{D_i}^{},X_{c_i})H_{k+1}(X_{c_i})).$$

###### Proof.

We have that $`_i^{}=_ij_{}`$, where $`j_{}:H_{k+2}(𝕏_{D_i}^{},X_{c_i})H_{k+2}(𝕏_{D_i},X_{c_i})`$ is induced by the inclusion. By Lemma 3.7, $`j_{}`$ is surjective, hence $`im_i^{}=im_i`$. ∎

The last step in the proof of Theorem 3.2 is the following result, where the variation maps come in:

###### Proposition 3.9.

If $`H_q(X_{c_i},X_{a_i}^{})=0`$, for $`qk`$, then:

1. $`H_q(𝕏_{D_i}^{},X_{c_i})=0`$ for $`qk+1`$.
2. $`im_i^{}=im(\mathrm{var}_i:H_{k+1}(X_{c_i},X_{a_i}^{})H_{k+1}(X_{c_i}))`$.

###### Proof.

Let us take Milnor data $`(B_{ij},D_i)`$ at the (stratified) singularities $`a_{ij}`$. Recall that the radius of $`D_i`$ is very small in comparison to the radius of $`B_{ij}`$. We shall give the proof for a fixed index $`i`$ and therefore we suppress the lower indices $`i`$ in the following.

(a). Let $`D^{}=D\{a\}`$. By retraction, we identify $`D^{}`$ to a circle and cover this circle with the union of two arcs $`IJ`$, as follows: for the standard circle $`S^1`$, we take $`I:=\{\mathrm{exp}i\pi tt[\frac{1}{2},1]\}`$, $`J:=\{\mathrm{exp}i\pi tt[\frac{1}{2},2]\}`$. Then $`𝕏_D^{}\stackrel{\mathrm{ht}}{}𝕏_I𝕏_J`$ and $`X_c\stackrel{\mathrm{ht}}{}𝕏_JX_c\times J`$. With these notations, we have the following isomorphisms induced by homotopy equivalences:

$$H_{}(𝕏_D^{},X_c)H_{}(𝕏_D^{}X_a^{}\times D,X_cX_a^{}\times D)H_{}(𝕏_I𝕏_JX_a^{}\times D,𝕏_JX_a^{}\times D),$$

where $`X_a^{}\times D`$ is a notation for $`𝕏_D_jB_{ij}`$, which is the total space of a trivial fibration over $`D`$, with fiber $`X_a_jB_{ij}\stackrel{\mathrm{ht}}{}X_a^{}`$.

We then excise $`𝕏_JX_a^{}\times D`$ from the last pair and get the homology of the pair $`(𝕏_I,X_IX_a^{}\times I)`$, which pair is homotopy equivalent to the product $`(X_c,X_a^{})\times (I,I)`$. Since, by hypothesis, the homology of the pair $`(X_c,X_a^{})`$ annulates up to dimension $`k`$, it follows that the homology of the last product annulates up to dimension $`k+1`$.

(b). In the following commutative diagram, the variation map identifies to the right-hand vertical arrow. This diagram is a Wang type exact sequence, the proof of which is explained by Milnor in \[Mi, page 67, Lemma 8.4\].

$$\begin{array}{ccc}H_{k+2}(𝕏_{D_i}^{},X_{c_i})& \stackrel{_i^{}}{}& H_{k+1}(X_{c_i})\\ \text{excision}& & \mathrm{var}_i\\ H_{k+2}(𝕏_I,X_IX_{a_i}^{}\times I)& & H_{k+1}(X_{c_i},X_{a_i}^{})H_1(I,I)\end{array}$$

This shows that $`im_i^{}=im\mathrm{var}_i`$.

We are now able to conclude the proof of Theorem 3.2. The claim (i) above, and hence the first claim of the theorem, follows from Lemma 3.7 and Proposition 3.9(a).

The second claim of the theorem follows by the sequence of results: Corollary 3.6, equality (4), Corollary 3.8 and Proposition 3.9(b).

## 4. Further results and particular cases

### 4.1. The case $`AV`$

We discuss in the following the case $`A^{}=\mathrm{}`$, equivalently, $`AV`$, which is complementary to the one we have considered until now. One would be tempted to replace the condition (C1) with “$`H_q(X_c)=0`$, for $`qk`$”, but this appears to be too restricting.

Nevertheless, in case $`h_{|X}`$ is not onto $`^1`$, the situation becomes more interesting. So let us assume that $`V`$ contains a fiber of the pencil $`h:YA^1`$. Even if the axis $`A`$ is outside the space $`X`$, the “singularities in the axis” influence the topology of the pencil. We have the following result on a class of nongeneric pencils, disjoint from the class considered in Theorem 3.2. Let us denote $`\mathrm{\Sigma }:=\sigma (\mathrm{Sing}_𝒮p)`$.

###### Theorem 4.1.

Let $`X=YV`$ have a structure of Lefschetz fibration with isolated singularities, such that $`V`$ contains a member of the pencil. For some fixed $`k0`$, assume that $`H_q(X_c,X_{a_i}^{})=0`$ for $`qk`$, where $`X_c`$ is a general member $`X_c`$ and $`X_{a_i}`$ is any atypical one. We have:

1. If $`H_q(X,X\mathrm{\Sigma })=0`$ for $`qk+1`$, then $`H_q(X,X_c)=0`$ for $`qk+1`$.
2. If $`H_q(X,X\mathrm{\Sigma })=0`$ for $`qk+2`$, then:

$$H_{k+1}(X)H_{k+1}(X_c)/\underset{i}{\overset{p}{}}im\mathrm{var}_i.$$

###### Proof.

The proof follows the lines of the proof of Theorem 3.2 and we shall only point out the differences, using the same notations. In our case, the target of the holomorphic function $`h_{|X}`$ is $`^1\{\alpha \}`$ for some $`\alpha ^1`$. We have $`𝒟\stackrel{\mathrm{ht}}{}^1\{\alpha \}`$ and therefore $`X_𝒟\stackrel{\mathrm{ht}}{}X`$. Examining the proofs of Proposition 3.5 and Corollary 3.6, we see that, under our assumptions, their conclusions hold without any restrictions on $`k`$. Hence (C1) does not enter as condition in our proof. On the other hand, by Proposition 4.3(b), we can use (C3)’ instead of (C3). Condition (C2) is itself an assumption of the above theorem. ∎

### 4.2. Comparing to the $`\mathrm{rHd}`$ condition

###### Proposition 4.2.

Theorem 3.2 holds if we replace the conditions (C2) and (C3) by the single condition:

(C4) $`\mathrm{rHd}Xk+3`$.

The first claim of Theorem 3.2 holds with a weaker assumption in place of (C4), namely (see Note 3.3):

(C4i) $`\mathrm{rHd}Xk+2`$.

###### Proof.

Indeed, $`\mathrm{rHd}Xq`$ implies $`\mathrm{rHd}𝕏q`$, since $`𝕏`$ is a hypersurface in $`X\times ^1`$ and one can apply the result of Hamm and Lê \[HL3, Theorem 3.2.1\]. This in turn implies $`\mathrm{Hd}_\alpha 𝕏q`$, for any point $`\alpha 𝕏`$, by definition.

Next, $`\mathrm{rHd}𝕏q`$ implies that the homology of the pair $`(𝕏_{D_i},X_{c_i})`$ annulates up to dimension $`q1`$, by \[Ti3, Proposition 3.4\] (where $`\mathrm{rhd}`$ is used instead of $`\mathrm{rHd}`$, but the proof is the same). This shows that conditions (C1) + (C4i) imply the first claim of Theorem 3.2.

Furthermore, if we assume (C4) instead of (C4i), then, besides the annulation of the homology of $`(𝕏_{D_i},X_{c_i})`$ up to $`k+2`$ (shown just above), it follows that $`H_q(𝕏_{D_i}^{},X_{c_i})=0`$ for $`qk+1`$, by Lemma 3.7. The proof of Proposition 3.9(a) shows in fact that the annulation of homology of $`(𝕏_{D_i}^{},X_{c_i})`$ up to $`k+1`$ is equivalent to the annulation of homology of the pair $`(X_{c_i},X_{a_i}^{})`$ up to $`k`$, which is condition (C2). Now Theorem 3.2 applies. ∎

### 4.3. Particular cases

From Theorem 3.2 and its proof, one may derive several versions in particular cases, recovering some of the results in the literature. To do that, one has to take into account the following observations (still under the condition $`AX\mathrm{}`$):

###### Proposition 4.3.

1. In case $`𝕏\mathrm{Sing}_𝒮p=\mathrm{}`$, the condition (C3) is void.
2. In case $`(A\times ^1)𝕏\mathrm{Sing}_𝒮p=\mathrm{}`$, we may replace condition (C3) by the following more general condition (which is also more global):

(C3)’ $`H_q(X,X\mathrm{\Sigma })=0`$, for $`qk+2`$.
3. In case $`(A\times ^1)\mathrm{Sing}_𝒮p=\mathrm{}`$, if condition (C1) is true, then (C2) is equivalent to the following:

(C2)’ $`H_q(X_{a_i}^{},X_{a_i}^{}A)=0`$, for $`qk1`$.

###### Proof.

(a). is obvious.
(b). By examining the Proof of Theorem 3.2, we see that we have used the homology depth condition only to compare $`𝕏_{D_i}`$ to $`𝕏_{D_i}^{}`$. We may cut off from the proof this comparison (which means Lemma 3.7 and Corollary 3.8) and start from the beginning with the space $`X\mathrm{\Sigma }`$ instead of the space $`X`$. Taking into account that, under our hypothesis, $`𝕏_{D_i}^{}=𝕏_{D_i}^{}\mathrm{\Sigma }`$, for all $`i`$, the effect of this change is that the proof yields the conclusion “$`H_q(X\mathrm{\Sigma },X_c)=0`$, for $`qk+1`$” and the corresponding statement for the vanishing cycles. At this final stage, condition (C3)’ allows one to replace $`X\mathrm{\Sigma }`$ by $`X`$.

(c) When there are no singularities in the axis, we have $`AX_{a_i}^{}=AX_c`$, for any $`i`$. Then the exact sequence of the triple $`(X_c,X_{a_i}^{},AX_{a_i}^{})`$ shows that the boundary morphism

$$H_q(X_c,X_{a_i}^{})H_{q1}(X_c,AX_{a_i}^{})$$

is an isomorphism, for $`qk`$, by condition (C1). This implies our claimed equivalence. ∎

In case of quasi-projective varieties, we have an abundance of hyperplane pencils, which are moreover generic, in the sense that the axis is transversal to the stratification. It easily follows that such a pencil has no singularities along the axis (see e.g. the proof of \[Ti3, Proposition 2.4\] for a detailed explanation). We are therefore in the conditions of Proposition 4.3(b) and (c). Another nice aspect of quasi-projective varieties is that the Lefschetz structure is hereditary on slices. Namely, as already observed by Chéniot \[Ch1\], since the axis $`A`$ is chosen to be generic, it becomes in turn a generic slice of a hyperplane slice of $`X`$, and so on.

Condition (C2)’ has been used by Chéniot \[Ch1, Ch2\] and Eyral \[Ey\] in theorems on generic pencils of hyperplanes, respectively condition (C3)’ has been used by C. Eyral in proving a version of the First Lefschetz Hyperplane Theorem (compare to \[Ey, Proof of Theorem 2.5\]). Therefore, via Proposition 4.3 and the preceeding observations in case of quasi-projective varieties, our Theorem 3.2 recovers the results in the cited articles.

## 5. Vanishing cycles of polynomial functions on $`^n`$

A polynomial function $`f:^n`$ can naturally be considered as a nongeneric pencil of hypersurfaces on $`^n`$, which is a particular quasi-projective variety. Indeed, this function extends as a meromorphic function on $`^n`$, as follows. If $`\mathrm{deg}f=d`$, then $`h=\stackrel{~}{f}/z^d:^n^1`$, where $`\stackrel{~}{f}`$ is the homogenized of $`f`$ with respect to the new variable $`z`$ and the axis of the pencil is $`A=\{f_d=0\}H_{\mathrm{}}`$. Here we have $`Y=^n`$, $`V=H_{\mathrm{}}=\{z=0\}^n`$. We are in the situation described in §4.1, namely we have a pencil on $`X=^n`$, where $`h_{|^n}=f`$. In particular, $`\mathrm{\Sigma }=\mathrm{Sing}f`$.

For such a pencil, we may work under more general hypotheses: we assume that the function $`f`$ has isolated singularities, but we put no condition on singularities in the axis, which may be non-isolated. We show how this can fit in the theory developed before.

Take the complement of a big ball $`B^n`$, centered at the origin of a fixed system of coordinates on $`^n`$. The complement $`C_B:=^nB`$ plays the role of a “uniform” neighbourhood of the whole hyperplane at infinity $`H_{\mathrm{}}`$ and of all singularities in the axis together. For big enough radius of $`B`$, we have

$$X_{a_i}B\stackrel{\mathrm{ht}}{}X_{a_i},$$

for any $`i`$, since the distance function has a finite set of critical values on the algebraic sets $`X_{a_i}`$. We claim that $`f^1(D_i)B_jB_{ij}D_i`$ is a trivial fibration, where the $`B_{ij}`$’s are small Milnor balls around the critical points of $`f`$ on $`X_{a_i}`$ and $`D_i`$ is a small enough disk. Indeed, the fibers of $`f`$ over $`D_i`$ are transversal to the boundary of a big ball and transversal to the boundaries of the Milnor balls. Our claim then follows by Ehresmann’s Theorem.

This implies, as in §2.2, that there is a well defined geometric monodromy representation at each $`a_i\mathrm{\Lambda }`$, $`\rho _i:\pi _i(\overline{D}_i,c_i)\mathrm{Iso}(X_{c_i},X_{c_i}(C_B_jB_{ij}))`$. This induces a variation map:

$$\mathrm{var}_i:H_k(X_{c_i},X_{a_i}^{})H_k(X_{c_i}),$$

where $`X_{a_i}^{}:=X_{a_i}\mathrm{Sing}f`$ is now used as a notation for the subset $`X_{c_i}(C_B_jB_{ij})`$ of $`X_{c_i}`$. This is justified by the fact that $`X_{a_i}\mathrm{Sing}f`$ is homotopy equivalent to $`X_{a_i}B_jB_{ij}`$, which in turn can be identified to $`X_{c_i}(C_B_jB_{ij})`$ as fibers in the above mentioned trivial fibration.

We shall show that Theorem 4.1 holds for a pencil defined by a polynomial function with isolated singularities $`f:^n`$, without any condition on singularities at the axis at infinity and moreover, that we have a more precise grip on variation maps.

Let us first remark that the boundary map $`H_{+1}(^n,X_c)\stackrel{}{}\stackrel{~}{H}_{}(X_c)`$ is an isomorphism in any dimension. This follows from the long exact sequence of the pair $`(^n,X_c)`$.

Next, we have by excision: $`H_{+1}(^n,X_c)_iH_{+1}(X_{D_i},X_c)`$. These show that $`H_{}(X_c)`$ decomposes into the direct sum of vanishing cycles at each atypical fiber $`X_{a_i}`$. Note that the direct sum decomposition depends on the paths $`\gamma _i`$.

We say that $`im(H_{+1}(X_{D_i},X_c)\stackrel{_i}{}H_{}(X_c))`$ is the module of vanishing cycles at the fiber $`X_{a_i}`$. It has been proved in general that $`H_{}(X_c)`$ is the direct sum of the modules of vanishing cycles (see \[ST, proof of Theorem 3.1\], \[NN1, Theorem 1.4\]) regardless of the singularities of $`f`$.

It is well-known that in case of a holomorphic function germ with isolated singularity on $`^n`$, the variation map of the local monodromy is an isomorphism \[Mi\]. But in our global case of a polynomial function with isolated singularities, the variation maps cannot be isomorphisms since the homology of the fiber $`H_{}(X_c)`$ captures information on vanishing cycles at all atypical fibers $`X_{a_i}`$ together. We may prove the following statement, the part (b) of which being just Neumann-Norbury’s result \[NN2, Theorem 2.3\] via an identification (by some excision) of our variation map to the local variation maps used in \[NN2\].

###### Proposition 5.1.

Let $`f:^n`$ be a polynomial function with isolated singularities. Then:

1. If $`H_q(X_c,X_{a_i}^{})=0`$ for $`qk`$ and for any $`i`$, then $`\stackrel{~}{H}_q(X_c)=0`$ for $`qk`$.
2. \[NN2, Theorem 2.3\] The variation map $`\mathrm{var}_i:H_{}(X_{c_i},X_{a_i}^{})H_{}(X_{c_i})`$ is injective, for any $`i`$. In particular, we have $`H_q(X_c)_iim(\mathrm{var}_i)`$ for the first integer $`q1`$ such that $`H_q(X_c)0`$.

###### Proof.

Since the fibers of $`f`$ are Stein spaces of dimension $`n1`$, their homology groups are trivial in dimensions $`n`$. The condition (C3)’ is largely satisfied, since $`(^n,^n\mathrm{Sing}f)`$ is $`(2n1)`$-connected. Hence part (a) follows from Theorem 4.1. For part (b), remark first that, by the above arguments, the boundary map $`_i:H_{+1}(X_{D_i},X_{c_i})\stackrel{~}{H}_{}(X_{c_i})`$ is injective, for any $`i`$. Next, one may replace $`X_{D_i}`$ by $`X_{D_i}^{}`$ since $`(X_{D_i},X_{D_i}^{})`$ is $`(2n1)`$-connected. It follows that the boundary morphism $`_i^{}:H_{+1}(X_{D_i}^{},X_{c_i})\stackrel{~}{H}_{}(X_{c_i})`$ is injective. As in Proposition 3.9, one may identify $`H_{+1}(X_{D_i}^{},X_{c_i})`$ to $`H_{}(X_{c_i},X_{a_i}^{})`$, by excision and $`_i^{}`$ can be identified with $`\mathrm{var}_i:H_{}(X_{c_i},X_{a_i}^{})H_{}(X_{c_i})`$. ∎

The image of the “pseudo-embedding” $`\iota :X_{a_i}^{}\stackrel{\mathrm{ht}}{}X_{a_i}B_jB_{ij}X_{c_i}`$ plays here the role of the boundary of the Milnor fiber in the local case. We may therefore call $`im\iota _{}`$ the group of “boundary cycles” at $`a_i`$. We immediately get the following consequence; it can also be deduced, by a series of identifications, from the Neumann-Norbury more general result \[NN1, Theorem 1.4\].

###### Corollary 5.2.

The invariant cycles under the monodromy at $`a_i`$ are exactly the boundary cycles, i.e. the following sequence is exact:

$$H_{}(X_{a_i}^{})\stackrel{\iota _{}}{}H_{}(X_{c_i})\stackrel{\nu _a\mathrm{id}}{}H_{}(X_{c_i}).$$

###### Proof.

We have the following commutative diagram, where the first row is the exact sequence of the pair $`(X_{c_i},X_{a_i}^{})`$:

$$\begin{array}{ccccc}H_{}(X_{a_i}^{})& \stackrel{\iota _{}}{}& H_{}(X_{c_i})& \stackrel{j_{}}{}& H_{}(X_{c_i},X_{a_i}^{})\\ & & \nu _i\mathrm{id}& & \mathrm{var}_i\\ & & & H_{}(X_{c_i})& \end{array}$$

We have that $`im\iota _{}=kerj_{}`$. Since $`\nu _i\mathrm{id}=\mathrm{var}_ij_{}`$, and since $`\mathrm{var}_i`$ is injective by Proposition 5.1, our claim follows. ∎

###### Note 5.3.

This result may be considered as a counterpart, in a non-proper situation, of the well-known “invariant cycle theorem” proved by Clemens \[Cl\]. The later holds for proper holomorphic functions $`g:XD`$, in cohomology (thus “invariant co-cycle theorem” would be more appropriate), where $`X`$ is a Kähler manifold. It sais that the following sequence is exact: $`H^{}(X)\stackrel{\mathrm{i}^{}}{}H^{}(X_c)\stackrel{h\mathrm{id}}{}H^{}(X_c),`$ where $`h`$ denotes the monodromy around the center of the disk $`D`$ (assumed to be the single critical value of $`g`$).

Is is natural to ask if an invariant cycle result similar to Corollary 5.2 holds for more general classes of non-proper pencils.


text:
# Integer sequences counting periodic points

## 1. Introduction

An existing dialogue between number theory and dynamical systems is advanced. A combinatorial device gives necessary and sufficient conditions for a sequence of non-negative integers to count the periodic points in a dynamical system. This is applied to study linear recurrence sequences which count periodic points. Instances where the $`p`$-parts of an integer sequence themselves count periodic points are studied. The Mersenne sequence provides one example, and the denominators of the Bernoulli numbers provide another. The methods give a dynamical interpretation of many classical congruences such as Euler-Fermat for matrices, and suggest the same for the classical Kummer congruences satisfied by the Bernoulli numbers.

Let $`M_n=2^n1,n1`$ denote the $`n`$-th term of the Mersenne sequence $`\left(M_n\right)`$. This sequence is of interest in number theory because it is expected to contain infinitely many prime terms, and in dynamics because it counts the periodic points in the simplest expanding dynamical system. Let $`T:𝕊^1𝕊^1`$ be the squaring map $`T(z)=z^2`$, and let Per$`{}_{n}{}^{}(T)`$ denote the set of points of period $`n`$ under $`T`$, that is the set of solutions of the equation $`T^n(z)=z`$. Then it is easy to check that $`|\mathrm{Per}_n(T)|=M_n`$.

Other classical sequences arise in a similar way. Let $`L_n`$ denote the $`n`$-th term of the Lucas sequence $`1,3,4,7\mathrm{}`$, and let $`X`$ denote the set of all doubly-infinite strings of $`0`$’s and $`1`$’s in which every zero is followed by a $`1`$, and $`T:XX`$ the left shift defined by $`(Tx)_n=x_{n+1}`$. Then $`|\mathrm{Per}_n(T)|=L_n`$.

The Lehmer-Pierce sequences (generalising the Mersenne sequence; see ) also arise in counting periodic points. Let $`f(x)`$ denote a monic, integral polynomial with degree $`d1`$ and roots $`\alpha _1,\mathrm{},\alpha _d`$. Define

$$\mathrm{\Delta }_n(f)=\underset{i}{}|\alpha _i^n1|,$$

which is non-zero for $`n1`$ if no $`\alpha _i`$ is a root of unity. When $`f(x)=x2`$, we obtain $`\mathrm{\Delta }_n(f)=M_n`$. Sequences of the form $`\left(\mathrm{\Delta }_n(f)\right)`$ were studied by Pierce and Lehmer with a view to understanding the special form of their factors, in the hope of using them to produce large primes. In dynamics they arise as sequences of periodic points for toral endomorphisms. Let $`X=𝕋^d`$ denote the $`d`$-dimensional additive torus. Then the companion matrix $`A_f`$ of $`f`$ acts on $`X`$ by multiplication mod $`1`$, $`T(x)=A_fx`$ mod $`1`$. It requires a little thought to check that $`|\mathrm{Per}_n(T)|=\mathrm{\Delta }_n(f)`$ under the same ergodicity condition that no $`\alpha _i`$ is a root of unity (see ). Notice that the Lehmer-Pierce sequences are the absolute values of integer sequences which could have mixed signs.

Our final examples illuminate the same issue of signed sequences whose absolute value counts periodic points. The Jacobsthal-Lucas sequence $`R_n=|(2)^n1|`$ counts points of period $`n`$ for the map $`zz^2`$ on $`𝕊^1`$. The sequence $`S_n=|2^n+(3)^n|`$ counts periodic points in a certain continuous automorphism of a $`1`$-dimensional solenoid, see  or .

Following , call a sequence $`u_n`$ of non-negative integers realisable if there is a set $`X`$ and a map $`T:XX`$ such that $`u_n=|\mathrm{Per}_n(T)|`$. The examples above were of sequences that are realisable by continuous maps of compact spaces; it turns out that any realisable sequence is in fact realisable by such a map.

It is natural to ask what is required of a sequence in order that it be realisable. For example, could the Fibonacci sequence, the more illustrious cousin of the Lucas sequence, be realised in this way? The answer is no, and a simple proof will follow in the next section. In fact a sequence of non-negative integers satisfying the Fibonacci recurrence is realisable if and only if it is a non-negative integer multiple of the Lucas sequence (see  and ).

The statements of the main theorems now follow. For the first, note that if $`\left(u_n\right)`$ is any sequence of integers, then it is reasonable to ask if the sequence $`\left(|u_n|\right)`$ of absolute values is realisable. For example, the sequence $`1,3,4,7,\mathrm{}`$ is a signed linear recurrence sequence whose absolute values are realisable.

The first theorem gives a generalisation of the observation about realisable sequences which satisfy a linear recurrence relation. The definitions are standard but they will be recalled in the next section. Recall that the $``$-space of all solutions of a binary recurrence relation has dimension 2. The realisable subspace is the subspace generated by the realisable solutions. For the Fibonacci recurrence, the realisable subspace has dimension 1 and is spanned by the Lucas sequence.

###### Theorem 1.1.

Let $`u_n`$ denote the $`n`$-th term of an integer sequence which satisfies a non-degenerate binary recurrence relation. Let $`\mathrm{\Delta }`$ denote the discriminant of the characteristic polynomial associated to the recurrence relation. Then the realisable subspace has

1. dimension $`0`$ if $`\mathrm{\Delta }<0`$,
2. dimension $`1`$ if $`\mathrm{\Delta }=0`$ or $`\mathrm{\Delta }>0`$ and non-square, and
3. dimension $`2`$ if $`\mathrm{\Delta }>0`$ is a square.

Theorem 1.1 surely has a generalisation to higher degree which characterises the realisable subspace in terms of the factorisation of the characteristic polynomial $`f`$. The second theorem is a partial result in that direction, giving a restriction on the dimension of the realisable subspace under the assumption that the characteristic polynomial has a dominant root.

###### Theorem 1.2.

Let $`f`$ denote the characteristic polynomial of a non-degenerate linear recurrence sequence with integer coefficients. If $`f`$ is separable and has $`l`$ irreducible factors and a dominant root then the dimension of the realisable subspace is $`l`$.

It is not clear if there is an exact result, but the deep result of Kim, Ormes and Roush  on the Spectral Conjecture of Boyle and Handelman  gives a checkable criterion for a given linear recurrence sequence to be realised by an irreducible subshift of finite type.

###### Example 1.3.

Consider the sequences which satisfy the Tribonacci relation

(1)
$$u_{n+3}=u_{n+2}+u_{n+1}+u_n.$$

The sequence $`1,3,7,11,21,\mathrm{}`$ satisfies (1) and is realisable. This is the sequence of traces $`\mathrm{T}(A^n)`$, where $`A`$ is the companion matrix to $`f(x)=x^3x^2x1`$,

$$A=\left(\begin{array}{ccc}0& 1& 0\\ 0& 0& 1\\ 1& 1& 1\end{array}\right).$$

For an explanation of this remark, turn to the proof of Corollary 2.4. Theorem 1.2 says that any realisable sequence which satisfies (1) is a multiple of this one.

The third theorem consists of a pair of examples. Given a sequence $`u_n`$ and a prime $`p`$, write $`[u_n]_p`$ for the $`p`$-part of $`u_n`$. We say a sequence is locally realisable at p if the sequence $`[u_n]_p`$ is itself realisable. We say the sequence is everywhere locally realisable if it is locally realisable at $`p`$ for all primes $`p`$. If a sequence is everywhere locally realisable, then for each $`n1`$, $`[u_n]_p=1`$ for all but finitely many $`p`$, and it is realisable by Corollary 2.2. We will sometimes use the term globally realisable for a sequence when we wish to emphasize the distinction with local realisability. Consider the Bernoulli numbers, which are defined by the formula

$$\frac{t}{e^t1}=\underset{n=0}{\overset{\mathrm{}}{}}B_n\frac{t^n}{n!}.$$

Then $`B_n`$ for all $`n`$, and $`B_n=0`$ for all odd $`n>1`$.

###### Theorem 1.4.

1. Any Lehmer–Pierce sequence is everywhere locally, and hence globally, realisable.
2. Let $`b_n`$ denote the denominator of $`B_{2n}`$ for $`n1`$. Then $`\left(b_n\right)`$ is everywhere locally, and hence globally, realisable.

The maps in Theorem 1.4 are endomorphisms of groups. Theorem 1.4 and Lemma 2.1 suggest a dynamical interpretation of composite versions of the classical Kummer congruences; see section 4 below.

## 2. Combinatorial dynamics

We begin with a simple remark that shows the Fibonacci sequence is not realisable. No map can have 1 fixed point and exactly 2 points of period 3, as any point of least period 3 must have an orbit of length 3 comprising points all of period 3. More generally, for any prime $`p`$, the number of non-fixed points of period $`p`$ must be divisible by $`p`$ because their orbits occur in cycles of length $`p`$. Using a generalisation of this kind of reasoning, the following characterisation emerges.

###### Lemma 2.1.

Let $`u=\left(u_n\right)`$ be a sequence of non-negative integers, and let $`u\mu `$ denote the Dirichlet convolution of $`u`$ with the Möbius function $`\mu `$. Then $`u`$ is realisable if and only if $`(u\mu )(n)0`$ mod $`n`$ and $`(u\mu )(n)0`$ for all $`n1`$.

To see why this holds, notice that the set of points of period $`n`$ is the disjoint union of the set of points of least period $`d`$ for $`d`$ running through the divisors of $`n`$, and the number of points with least period $`d`$ is a mutliple of $`d`$. The Dirichlet convolution is the usual definition from analytic number theory: $`\mu (1)=1`$, $`\mu (n)=0`$ unless $`n`$ is square-free and $`\mu (n)=(1)^k`$ if $`n`$ is the product of $`k`$ distinct primes, and the Dirichlet convolution of an arithmetical function $`g`$ with $`\mu `$ is given by

$$(g\mu )(n)=\underset{d|n}{}\mu (d)g(n/d).$$

Finally, the result is obtained using the Möbius inversion formula. For brevity, write $`u_n^{}=(u\mu )(n)`$ for $`n1`$.

###### Corollary 2.2.

The sum and product of two realisable sequences are both realisable.

This may be seen either using elementary properties of the Dirichlet convolution or using the realising maps: if $`u`$ and $`v`$ are realisable, then the Cartesian product of the realizing maps realises $`\left(u_nv_n\right)`$, while the disjoint union realises $`\left(u_n+v_n\right)`$.

Notice that if $`n=p^r`$, for a prime $`p`$ and $`r>0`$ an integer, Lemma 2.1 requires that

$$u_{p^r}u_{p^{r1}}modp^r$$

for any realisable sequence $`u`$.

###### Corollary 2.3.

Let $`a`$ denote a positive integer and let $`p`$ and $`r`$ be as above. Then

$$a^{p^r}a^{p^{r1}}modp^r.$$

###### Proof.

This is the statement of the Euler-Fermat Theorem, which may be seen because the sequence $`u_n=a^n`$ is realisable. For example, the left shift $`T`$ on $`\{0,1,\mathrm{},a1\}^{}`$ has $`|\mathrm{Per}_n(T)|=a^n`$. ∎

This kind of observation — that periodic points in full shifts give simple proofs of many elementary congruences — is folklore; indeed the paper  gives a rather complicated proof of Euler–Fermat using a dynamical system.

Lemma 2.1 does more with no additional effort. The following is a generalisation of the Euler-Fermat Theorem for integral matrices which will be used in the proof of Theorem 1.1.

###### Corollary 2.4.

Let $`A`$ denote a square matrix with integer entries and let $`p`$ and $`r`$ be as above. Then

$$\mathrm{trace}(A^{p^r})\mathrm{trace}(A^{p^{r1}})modp^r.$$

###### Proof.

It is sufficient to assume $`A`$ has non-negative entries, since any matrix has such a representative mod $`p^r`$. For non-negative entries, $`\left(\mathrm{trace}(A^n)\right)`$ is realisable: Let $`G_A`$ be the labeled graph with adjacency matrix $`A`$ and $`T_A`$ the edge-shift on the set of labels of infinite paths on $`G_A`$. Then the number of points of period $`n`$ for this system is $`\mathrm{trace}(A^n)`$ (see  for the details). ∎

We now state the consequences of Lemma 2.1 in their most general form for matrix traces.

###### Corollary 2.5.

Let $`A`$ denote a square matrix with integer entries and let $`A_n`$ denote the sequence $`\mathrm{trace}(A^n)`$. Then for all $`n1`$

$$A_n^{}0modn.$$

Before the proof of Theorem 1.1, we begin with some notation (for a lively account of the general properties of linear recurrence sequences, see ). Suppose we are given a binary recurrence sequence $`u=(u_n)`$. This means that $`u_1`$ and $`u_2`$ are given as initial values with subsequent terms defined by a recurrence relation

(2)
$$u_{n+2}=Bu_{n+1}Cu_n.$$

The polynomial $`f(x)=x^2Bx+C`$ is the characteristic polynomial of the recurrence relation. We will write

$$A_f=\left(\begin{array}{cc}0& 1\\ C& B\end{array}\right)$$

for the companion matrix of $`f`$. The zeros $`\alpha _1`$ and $`\alpha _2`$ of $`f`$, are the characteristic roots of the recurrence relation. The assumption on non-degeneracy means that $`\alpha _1/\alpha _2`$ is not a root of unity. The discriminant of the recurrence relation is $`\mathrm{\Delta }=B^24C`$. Of course, if $`\mathrm{\Delta }=0`$ then the roots of $`f`$ coincide, if $`\mathrm{\Delta }<0`$ the roots are non-real and distinct, if $`\mathrm{\Delta }>0`$ is a square then the roots are rational and in the other case, the roots are real and distinct but irrational.

The general solution of the recurrence relation in these cases is as follows:

$`\mathrm{\Delta }=0`$: $`u_n=(\gamma _1+\gamma _2n)\alpha _1^n`$ (here $`\alpha _1=\alpha _2`$).

$`\mathrm{\Delta }0`$: $`u_n=\gamma _1\alpha _1^n+\gamma _2\alpha _2^n`$.

###### Proof.

(of Theorem 1.1)

Assume first that $`\mathrm{\Delta }=0`$, and let $`p`$ denote any prime which does not divide $`\gamma _2`$. Then the congruence in Corollary 2.4 is plainly violated at $`n=p`$ unless $`\gamma _2=0`$. In that case, $`|\gamma _1\alpha _1^n|`$ is realisable and the space this generates is 1-dimensional.

If $`\mathrm{\Delta }>0`$ is a square, then the roots are rationals and plainly, must be integers. We claim that for any integers $`\gamma _1`$ and $`\gamma _2`$, the sequence $`|\gamma _1\alpha _1^n+\gamma _2\alpha _2^n|`$ is realisable. In fact (up to multiplying and adding full shifts) this sequence counts the periodic points for an automorphism on a one-dimensional solenoid, see  or .

The two cases where $`\mathrm{\Delta }0`$ is not a square are similar. Write $`\alpha =e+f\sqrt{\mathrm{\Delta }}`$ for one of the roots of $`f`$ and let $`K=(\alpha )`$ denote the quadratic number field generated by $`\alpha `$. Write $`\mathrm{T}_{K|}:K`$ for the usual field trace. The general integral solution to the recurrence is $`u_n=\mathrm{T}_{K|}((a+b\sqrt{\mathrm{\Delta }})\alpha ^n)`$, where $`a`$ and $`b`$ are both integers or both half-odd integers. Write $`v_n=\mathrm{T}_{K|}(a\alpha ^n)`$ and $`w_n=\mathrm{T}_{K|}(b\sqrt{\mathrm{\Delta }}\alpha ^n)`$. Now $`v_n=a\mathrm{trace}(A_f^n)`$, where $`A_f`$ denotes the companion matrix of $`f`$. Hence it satisfies $`v_pv_1`$ mod $`p`$ for all primes $`p`$ by Corollary 2.4.

Let $`p`$ denote any inert prime for $`K`$. The residue field is isomorphic to the field $`𝔽_{p^2}`$. Moreover, the non-trivial field isomorphism restricts to the Frobenius at the finite field level. Reducing mod $`p`$ gives the congruence

$$w_p=\mathrm{T}\left(\sqrt{\mathrm{\Delta }}\alpha \right)\sqrt{\mathrm{\Delta }}\alpha ^p\sqrt{\mathrm{\Delta }}\alpha modp.$$

Thus, $`w_pw_1`$ mod $`p`$ for all inert primes $`p`$. On the other hand, $`v_pv_1`$ mod $`p`$ for all inert primes $`p`$.

If $`|u_n|`$ is realisable then $`|u_p||u_1|`$ mod $`p`$ by Corollary 2.3. If $`u_pu_1`$ mod $`p`$ for infinitely many primes $`p`$ then $`v_p+w_pv_1w_1v_1w_1`$ mod $`p`$. We deduce that $`p|v_1`$ for infinitely primes and hence $`v_1=2ae=0`$. We cannot have $`e=0`$ by the non-degeneracy, so $`a=0`$. If $`u_pu_1`$ mod $`p`$ then, by a similar argument, we deduce that $`bf=0`$. We cannot have $`f=0`$ again, by the non-degeneracy so $`b=0`$. This proves that when $`\mathrm{\Delta }0`$ is not a square, the realisable subspace must have rank less than 2.

Suppose firstly that $`\mathrm{\Delta }>0`$. We will prove that the rank is precisely 1. In this case, there is a dominant root. If this root is positive then all the terms of $`u_n`$ are positive. If the dominant term is negative then the sequence of absolute values agrees with the sequence obtained by replacing $`\alpha `$ by $`\alpha `$ and the dominant root is now positive. In the recurrence relation (2) $`C=\mathrm{N}_{K|}(\alpha )`$, the field norm, and $`B=\mathrm{T}_{K|}(\alpha )`$. We are assuming $`B>0`$. If $`C<0`$ then the sequence $`u_n=\mathrm{T}(A_f^n)`$ is realisable because the matrix $`A_f`$ has non-negative entries. If $`C>0`$ then we may conjugate $`A_f`$ to such a matrix (this leaves the sequence of traces invariant). To see this, let $`E`$ denote the matrix

$$E=\left(\begin{array}{cc}1& 0\\ k& 1\end{array}\right).$$

Then

$$E^1A_fE=\left(\begin{array}{cc}k& 1\\ Bkk^2C& Bk\end{array}\right).$$

If $`B`$ is even, take $`k=B/2`$. Then the lower entries in $`E^1A_fE`$ are $`(B^24C)/4=\mathrm{\Delta }/4>0`$ and $`B/2>0`$. If $`B`$ is odd, take $`k=(B+1)/2`$. Then the lower entries are $`(B^214C)/4=(\mathrm{\Delta }1)/40`$ and $`(B1)/20`$. In both cases we have conjugated $`A_f`$ to a matrix with non-negative entries. Since we know that the sequence of traces of a matrix with non-negative entries is realisable, we have completed this part of the proof.

Finally, we must show that when $`\mathrm{\Delta }<0`$, both sequences $`v_n`$ and $`w_n`$ are not realisable in absolute value. Assume $`a0`$, and then note that $`v_1=2ae0`$ by the non-degeneracy assumption. For all primes $`p`$ we have $`v_pv_1`$ by the remark above. Since the roots $`\alpha _1`$ and $`\alpha _2`$ are complex conjugates, $`|\alpha _1|=|\alpha _2|`$. Let $`\beta =\frac{1}{2\pi }\mathrm{arg}(\alpha _1/\alpha _2)`$; $`\beta `$ is irrational by the non-degeneracy assumption. The sequence of fractional parts of $`p\beta `$, with $`p`$ running through the primes, is dense in $`(0,1)`$ (this was proved by Vinogradov ; see  for a modern treatment). It follows that there are infinitely many primes $`p`$ for which $`v_pv_1<0`$. Therefore, if $`|v_n|`$ is realisable then it satisfies $`v_pv_1`$ mod $`p`$ and $`v_pv_1`$ mod $`p`$ for infinitely many primes. We deduce that $`v_1=0`$ which is a contradiction. With $`w_n`$ we may argue in a similar way to obtain a contradiction to $`w_10`$. If $`|w_n|`$ is realisable then Lemma 2.1 says $`|w_{p^2}||w_p||w_1|`$ for all primes $`p`$. Arguing as before, $`w_{p^2}w_1`$ for both split and inert primes. However, the sequence $`\{p^2\beta \}`$, $`p`$ running over the primes, is dense in $`(0,1)`$. (Again, this is due to Vinogradov in  or see  for a modern treatment. The general case of $`\{F(p)\}`$, where $`F`$ is a polynomial can be found in .) We deduce that $`w_{p^2}w_1<0`$ for infinitely many primes. This means $`w_{p^2}w_1`$ mod $`p`$ and $`w_{p^2}w_1`$ mod $`p`$ infinitely often. This forces $`w_1=0`$ \- a contradiction. ∎

## 3. Proof of Theorem 1.2

The proof of Theorem 1.2 uses the methods introduced in the proof of Theorem 1.1.

###### Proof.

Let $`d`$ denote the degree of $`f`$. In the first place we assume $`l=1`$, thus $`f`$ is irreducible. The irreducibility of $`f`$ implies that the rational solutions of the recurrence are given by $`u_n=\mathrm{T}_{K|}(\gamma \alpha ^n)`$, where $`K=(\alpha )`$, and $`\gamma K`$. We write $`\gamma _i,\alpha _i,i=1,\mathrm{},d`$ for the algebraic conjugates of $`\gamma `$ and $`\alpha `$. The dominant root hypothesis says, after re-labelling, $`|\alpha _1|>|\alpha _i|`$ for $`i=2,\mathrm{},d`$. We will show that if $`u_n`$ is realisable then $`\gamma `$.

Let $`p`$ denote any inert prime. If $`p`$ is sufficiently large, the dominant root hypothesis guarantees that $`u_p,\mathrm{},u_{p^d}`$ will all have the same sign. Using Lemma 2.1 several times, we deduce that

$$u_pu_{p^2}\mathrm{}u_{p^d}\pm u_1modp.$$

Therefore $`u_p+\mathrm{}+u_{p^d}\pm du_1`$ mod $`p`$, the sign depending upon the sign of $`u_1`$. However,

$$u_p+\mathrm{}+u_{p^d}\mathrm{T}_{K|}(\gamma )\mathrm{T}_{K|}(\alpha )modp.$$

We deduce a fundamental congruence

$$\mathrm{T}_{K|}(\gamma )\mathrm{T}_{K|}(\alpha )\pm d\mathrm{T}_{K|}(\gamma \alpha )modp.$$

Since this holds for infinitely many primes $`p`$, the congruence is actually an equality,

(3)
$$\mathrm{T}_{K|}(\gamma )\mathrm{T}_{K|}(\alpha )=\pm d\mathrm{T}_{K|}(\gamma \alpha ).$$

The next step comes with the observation that if $`u_n`$ is realisable then $`u_{rn}`$ is realisable for every $`r1`$. Thus equation (3) now reads

(4)
$$\mathrm{T}_{K|}(\gamma )\mathrm{T}_{K|}(\alpha ^r)=\pm d\mathrm{T}_{K|}(\gamma \alpha ^r).$$

Dividing equation (4) by $`\alpha _1^r`$ and letting $`r\mathrm{}`$ we obtain the equation

$$\mathrm{T}_{K|}(\gamma )=\pm d\gamma _1.$$

This means that one conjugate of $`\gamma `$ is rational and hence $`\gamma `$ is rational.

The end of the proof in the case $`l=1`$ can be re-worked in a way that makes it more amenable to generalisation. The trace is a $``$-linear map on $`K`$ so its kernel has rank $`d1`$. Thus every element $`\gamma `$ of $`K`$ can be written $`q+\gamma _0`$ where $`q`$ and $`\mathrm{T}_{K|}(\gamma _0)=0`$. Noting that $`\mathrm{T}_{K|}(q)=dq`$ and cancelling $`d`$, this simply means equation (4) can be written

$$u_r=\pm q\mathrm{T}_{K|}(\alpha ^r),$$

for all $`r1`$ confirming that the realisable subspace has rank $`1`$.

The general case is similar. Each of the irreducible factors of $`f`$ generates a number field $`K_j,j=1,\mathrm{},l`$ of degree $`d_j=[K_j:]`$. The solutions of the recurrence look like

$$u_n=\underset{j=1}{\overset{l}{}}\mathrm{T}_{K_j|}(\gamma _j\alpha _j^n),$$

where each $`\gamma _jK_j`$. Let $`L`$ denote the compositum of the $`K_j`$. Using the inert primes of $`L`$ and noting that each is inert in each $`K_j`$, we deduce an equation

(5)
$$\underset{j=1}{\overset{l}{}}\frac{d}{d_j}\mathrm{T}_{K_j|}(\gamma _j)\mathrm{T}_{K_j|}(\alpha _j)=\pm d\underset{j=1}{\overset{l}{}}\mathrm{T}_{K_j|}(\gamma _j\alpha _j).$$

As before, replace $`\alpha _j`$ by $`\alpha _j^r`$, and cancel $`d`$ so that

$$u_r=\pm \underset{j=1}{\overset{l}{}}\frac{1}{d_j}\mathrm{T}_{K_j|}(\gamma _j)\mathrm{T}_{K_j|}(\alpha _j^r)$$

Each $`\gamma _j`$ can be written $`\gamma _j=q_j+\gamma _{0j}`$, where $`\mathrm{T}_{K_j|}(\gamma _{0j})=0`$. Noting that $`\mathrm{T}_{K_j|}(q_j)=d_jq_j`$ we deduce that

$$u_r=\pm \underset{j=1}{\overset{l}{}}q_j\mathrm{T}_{K_j|}(\alpha _j^r)$$

which proves that the realisable subspace has rank $`l`$. ∎

## 4. Proof of Theorem 1.4

It is sufficient to construct local maps $`T_p:X_pX_p`$ for each prime $`p`$. Then Corollary 2.2 guarantees a global realisation by defining

$$T=\underset{p}{}T_p\text{ on }X=\underset{p}{}X_p.$$

If the maps $`T_p`$ are group endomorphisms then the map $`T`$ is a group endomorphism.

###### Proof.

As motivation, consider the Mersenne sequence. For each prime $`p`$, let $`𝕌_p𝕊^1`$ denote the group of all $`p`$th power roots of unity. Define the local endomorphism $`S_p:xx^2`$ on $`𝕌_p`$. Then $`|\mathrm{Per}_n(S_p)|=[2^n1]_p`$ so $`S_p`$ gives a local realisation of the Mersenne sequence.

An alternative approach is to use the $`S`$-integer dynamical systems from : for each prime $`p`$, define $`T_p`$ to be the automorphism dual to $`x2x`$ on $`_{(p)}`$ (the localisation at $`p`$). Then by ,

$$|\mathrm{Per}_n(T_p)|=\underset{q\mathrm{};qp}{}|2^n1|_q=[2^n1]_p$$

by the product formula. This approach gives a convenient proof of the general case. We may assume that the polynomial $`f`$ is irreducible; let $`K=(\xi )`$ for some zero of $`f`$. Then for each prime $`p`$, let $`S`$ comprise all places of $`K`$ except those lying above $`p`$, and let $`T_p`$ be the $`S`$-integer map dual to $`x\xi x`$ on the ring of $`S`$-integers in $`K`$. Then by the product formula

$$|\mathrm{Per}_n(T_p)|=\left(\underset{v|p}{}|\xi ^n1|_v\right)^1=\left[\mathrm{\Delta }_n(f)\right]_p$$

as required.

For the Bernoulli denominators, define $`X_p=𝔽_p=/p`$. For $`p=2`$ define $`T_p`$ to be the identity. For $`p>2`$, let $`g_p`$ denote an element of (multiplicative) order $`(p1)/2`$. Define $`T_p:X_pX_p`$ to be the endomorphism $`T_p(x)=g_px`$ mod $`p`$. Plainly $`|`$Per$`{}_{n}{}^{}(T_p)|=p`$ if and only if $`p1|2n`$; for all other $`n`$, $`|`$Per$`{}_{n}{}^{}(T_p)|=1`$. The von Staudt–Clausen Theorem (, ) states that

$$B_{2n}+\frac{1}{p},$$

where the sum ranges over primes $`p`$ for which $`p1|2n`$. Thus $`|`$Per$`{}_{n}{}^{}(T_p)|=\mathrm{max}\{1,|B_{2n}|_p\}`$ and this shows the local realisability of the Bernoulli denominators. ∎

The following statements seem plausible upon numerical investigation.

1. the denominators

$$12,120,252,240,132,32760,\mathrm{}$$

of $`B_{2n}/2n`$ form a sequence that is everywhere locally realisable;
2. the numerators

$$1,1,1,1,1,691,1,3617,43867,\mathrm{}$$

of $`B_{2n}/2n`$ form a realisable sequence that is not locally realisable at the irregular primes $`37,59,67,101,103,131,149,157,\mathrm{}`$.
3. the denominators

$$24,240,504,480,264,65520,24,16320,\mathrm{}$$

of $`B_{2n}/4n`$ form a realisable sequence that is not locally realisable at the primes $`2,3,5,7,11,13`$ but seems to be locally realisable for large primes.

Taking these remarks together with $`n=p^r`$ in Lemma 2.1, suggests a dynamical interpretation of the Kummer congruences. These are stated now, for a proof see .

###### Theorem 4.1.

If $`p`$ denotes a prime and $`p1`$ does not divide $`n`$ then $`nn^{}`$ mod $`(p1)p^r`$ implies

$$(1p^{n1})\frac{B_n}{n}(1p^{n^{}1})\frac{B_n^{}}{n^{}}modp^{r+1}.$$