text:
# On lower semicontinuous multifunctions in quasi-uniform and vector spaces

## 1. Lower semicontinuous multifunctions

The two most known concepts of lower semicontinuity for multifunctions are the lower semicontinuity in Vietoris sense (V-lsc) and the lower semicontinuity in Hausdorff sense (H-lsc). Given a set $`Y`$ we denote by $`2^Y`$ the family of all subsets of $`Y`$. Every map $`F:X2^Y`$ will be called a multifunction from $`X`$ to $`Y`$. Now, let $`X`$ and $`Y`$ be two arbitrary topological spaces. We say that a multifunction $`F:X2^Y`$ is V-lsc at a point $`x_0X`$ provided for every open $`GY`$ such that $`F(x_0)G\mathrm{}`$ there exists a neighbourhood $`U(x_0)`$ of $`x_0`$ such that $`F(x)G\mathrm{}`$ for every $`xU(x_0)`$. This is the first concept of lower semicontinuity.

Let $`(Y,𝒰)`$ be a uniform space. Recall that every uniformity generate a topology, and a topological space is uniformizable provided it is a Tichonov space. For multifunctions from $`X`$ to $`(Y,𝒰)`$ we may formulate the second concept of lower semicontinuity. Namely, a multifunction $`F:X2^Y`$ is called H-lsc at $`x_0X`$ if for every $`W𝒰`$ there exists a neighbourhood $`U(x_0)`$ of $`x_0`$ such that

$$F(x_0)W(F(x))\text{for every}xU(x_0),$$

where

$$W(F(x))=\{yY:(z,y)W\text{ for some }zF(x)\}.$$

This is the second concept of lower semicontinuity. In particular, if $`Y`$ is a topological vector space, with its natural uniformity generated by the neighbourhoods of 0, the condition of H-lsc can be written in the equivalent form:

$$F(x_0)F(x)+V\text{for every}xU(x_0),$$

where V is a neighbourhood of 0 and $`C+D=\{c+d:cC,dD\}`$ is the vector sum of sets $`C`$ and $`D`$.

It is known that every topological space $`Y`$ is quasi-uniformizable (). This means that there is family $`𝒰`$ of subsets of $`Y\times Y`$ such that:

1. every $`U𝒰`$ contains the diagonal $`\mathrm{\Delta }`$ of $`Y\times Y`$,
2. $`U,V𝒰`$ implies that $`UV𝒰`$,
3. for every $`U𝒰`$ there exists $`V𝒰`$ such that $`VVU`$, where $`VV=\{(x,y)Y\times Y:(x,z),(z,y)V\text{ for some }zY\}`$,
4. $`U𝒰`$ and $`UV`$ implies $`V𝒰`$,
5. the family $`\{W(y):W𝒰,yY\}`$ is a neighbourhood system generating the topology of $`Y`$, where $`W(y)=\{zY:(y,z)W\}`$.

Every such family is called a quasi-uniformity of the topological space $`Y`$.

If $`Y`$ is only a set, then a family $`𝒰`$ of subsets of $`Y\times Y`$ satisfying properties (1)–(4) is called a quasi-uniformity on $`Y`$, and the pair $`(Y,𝒰)`$ a quasi-uniform space. A quasi-uniform space $`(Y,𝒰)`$ is a uniform space provided $`𝒰`$ have the following symmetric property: $`W𝒰`$ implies $`W^1𝒰`$, where $`W^1=\{(z,y)Y\times Y:(y,z)W\}`$.

In every topological space $`Y`$ we have: for every $`AY`$ and every quasi-uniformity $`𝒰`$ of $`Y`$, $`\text{cl }(A)=\{W^1(A):W𝒰\}`$. where $`\text{cl }(A)`$ denotes the closure of $`A`$ in $`Y`$. The usage of $`W^1`$ is explained by the following facts:

1. the sets $`W(y)`$, where $`W𝒰`$ and $`yY`$, form a neighbourhood system for the topology of $`Y`$,
2. for arbitrary $`AY`$ we have: $`y\text{cl }(A)`$, the closure of $`A`$, if and only if for every $`W𝒰`$, $`W(y)A\mathrm{}`$ if and only if there exists $`aA`$ such that $`aW(y)`$, or equivalently $`yW^1(a)`$.

For a quasi-uniform $`(Y,𝒰)`$ space the definition of H-lsc should be modified as follows. A multifunction $`F:X2^Y`$ is called H-lsc at $`x_0X`$ if for every $`W𝒰`$ there exists a neighbourhood $`V`$ of $`x_0`$ such that

$$F(x_0)W^1(F(x))\text{for every}xV.$$

Note that we have the following property: $`F`$ is H-lsc at $`x_0`$ if and only if $`\text{cl }(F)`$ is H-lsc, where $`\text{cl }(F)`$ is the closure multifunction of $`F`$, i.e. $`\text{cl }(F)(x)=\text{cl }(F(x))`$ for all $`xX`$. The basic relationships between V-lsc and H-lsc are well-known (see , ). Namely, if $`Y`$ is a topological space, $`𝒰`$ a quasi-uniformity of $`Y`$ and $`F:X2^Y`$ a multifunction, then H-lsc of $`F`$ at $`x_0X`$ implies its V-lsc at $`x_0`$. The converse holds provided the set $`F(x_0)`$ is totally bounded. Recall that $`AY`$ is called totally bounded provided for every $`W𝒰`$ there exists a finite set $`BA`$ such that $`AW^1(B)`$. In general, V-lsc need not imply H-lsc.

## 2. $``$-lower semicontinuity

Penot  introduced a concept of bounded lower semicontinuity for multifunction from a topological space to a normed space. In  a similar idea is applied to convergence of sets, in particular, to convergence of epigraphs, with respect to the families of single subsets, compact subsets, weakly compact subsets, and of bounded subsets. Following this, we define an abstract concept of lower semicontinuity to unify the description of the above mentioned semicontinuities.

Let $`X`$ be a topological space, $`(Y,𝒰)`$ a quasi-uniform space, $``$ a cover of $`Y`$, i.e., a family of nonempty subsets of $`Y`$ such that $`=Y`$. We say that $`F:X2^Y`$ is $``$-lsc at $`x_0X`$ provided for every $`W𝒰`$ and every $`B`$ there exists a neighbourhood $`U(x_0)`$ of $`x_0`$ such that

$$F(x_0)BW^1(F(x))\text{for every}xU(x_0).$$

If $`F(x_0)=\mathrm{}`$, then $`F`$ is trivially $``$-lsc at $`x_0`$ for arbitrary cover $``$. Note also the following simple observations and remarks:

1. If $`=\{Y\}`$, then $``$-lsc is simply the H-lsc.
2. If $``$ is a cover of $`Y`$ and $`_1`$ the family of all finite unions of subsets of $``$, then $``$-lsc implies the $`_1`$-lsc.
3. If $`_1`$, then $`_1`$-lsc implies $``$-lsc.
4. If $``$ is the family of all balls $`B(r)=\{yY:y<r\}`$ of a normed space $`Y`$, then $``$-lsc will be called also bounded H-lsc. This case is identical with the Penot’s concept .
5. If for every $`B`$ the multifunction $`F_B(x)=F(x)B`$, $`xX`$, is H-lsc at $`x_0`$, then it is $``$-lsc at this point. The converse, in general, does not hold. For instance, we can take: $`F(0)=[0,1]`$ and $`F(x)=[0,1)`$ for $`x(0,1]`$, and $``$ the family of all singletons of $`[0,1]`$. Then $`F`$ is $``$-lsc but $`F_B`$, where $`B=\{1\}`$ is not H-lsc for $`F(x)\{1\}=\mathrm{}`$ for all $`x(0,1]`$. For some positive results see .

Now, we show that if $``$ is the family of all singletons of $`Y`$, or equivalently, the family of all finite subsets of $`Y`$, then $``$-lsc is simply the V-lsc.

###### Theorem 2.1.

Let $``$ be a cover of $`Y`$, $`F:X2^Y`$, and consider the following three statements:

1. $`F`$ is H-lsc at $`x_0`$,
2. $`F`$ is $``$-lsc at $`x_0`$,
3. $`F`$ is V-lsc at $`x_0`$.

Then $`(1)(2)(3)`$, and the converse implications does not hold.

###### Proof.

That $`(1)`$ implies $`(2)`$ is clear because

$$F(x_0)BF(x_0)W^1(F(x)).$$

Now assume that $`F`$ is $``$-lsc at $`x_0`$. In virtue of $``$-lsc, we may assume that $``$ contains all singletons of $`Y`$. We show that $`F`$ is V-lsc at $`x_0`$. Given an open $`GY`$ and $`y_0F(x_0)G`$ we take $`W𝒰`$ such that $`W(y_0)G`$. By the $``$-lsc there exists a neighbourhood $`U(x_0)`$ of $`x_0`$ such that

$$F(x_0)\{y_0\}W^1(F(x))\text{for all}xU(x_0).$$

This implies that $`y_0W^1(y)`$ for some $`yF(x)`$, or equivalently $`yW(y_0)`$ for some $`yF(x)`$. Consequently, $`F(x)G\mathrm{}`$ for all $`xU(x_0)`$. This proves that $`F`$ is V-lsc at $`x_0`$. It remains to show that the converse implications need not to hold. Let $`Y=^2`$, $``$ the family of all straight lines of $`Y`$ through the origin, and consider the following two multifunctions: $`F_1(t)`$ the line $`\{y=tx\}`$, $`F_2(t)`$ the line $`\{y=1+tx\}`$, for $`t1`$. Observe that: $`F_1`$ is V-lsc but not $``$-lsc at each point, while $`F_2`$ is $``$-lsc but not H-lsc at each point. ∎

###### Theorem 2.2.

Let $`F:X2^Y`$ be a multifunction and $``$ be the family of all singletons of $`Y`$. Then $`F`$ is V-lsc at $`x_0`$ if and only if it is $``$-lsc at $`x_0`$.

###### Proof.

In virtue of the above theorem the second implication is clear. Now, assume that $`F`$ is V-lsc at $`x_0`$ and $``$ is the family of all singletons of $`Y`$. We show that $`F`$ is $``$-lsc at $`x_0`$. Let $`B=\{y_0\}`$. Then $`F(x_0)B`$ is empty or equal $`B`$. Let $`W𝒰`$ be arbitrary. Then $`W(y_0)`$ is open and $`W(y_0)F(x_0)\mathrm{}`$. By the V-lsc of $`F`$ at $`x_0`$ there exists a neighbourhood $`U(x_0)`$ of $`x_0`$ such that $`W(y_0)F(x)\mathrm{}`$ for all $`xU(x_0)`$. Thus for every $`xU(x_0)`$ there exists $`yW(y_0)F(x)`$. From this we infer that $`(y_0,y)W`$, or equivalently $`(y,y_0)W^1`$. Consequently, $`y_0W^1(y)W^1(F(x))`$. This proves that $`F`$ is $``$-lsc at $`x_0`$. ∎

A general, similar theorem exists for $``$-lsc and V-lsc. First, let us introduce a generalized concept of a totally bounded set. Let $``$ be a cover of $`Y`$, and $`(Y,𝒰)`$ a quasi-uniform space. A set $`AY`$ will be called $``$-totally bounded if for every $`B`$, the set $`AB`$ is totally bounded. Note that, if $`=\{Y\}`$, then the $``$-total boundedness is simply the usual total boundedness, and if $``$ is the family of all singletons, then the $``$-total boundedness is trivial: each subset of $`Y`$ is $``$-totally bounded.

###### Theorem 2.3.

Let $`F:X2^Y`$, $`x_0X`$, and $`F(x_0)`$ be $``$-totally bounded, where $``$ is a cover of $`Y`$. Then $`F`$ is V-lsc at $`x_0`$ if and only if it is $``$-lsc at $`x_0`$.

###### Proof.

It is clear that $``$-lsc implies V-lsc. Now, let us assume that $`F`$ is V-lsc at $`x_0`$ and $`F(x_0)`$ is $``$-totally bounded. Let $`B`$ and $`W𝒰`$ be arbitrary. Let $`V𝒰`$ be such that $`VVW`$. Hence $`V^1V^1W^1`$, and there exist $`y_1,\mathrm{},y_nF(x_0)`$ such that

$$F(x_0)B\underset{i=1}{\overset{n}{}}V^1(y_i)=\underset{i=1}{\overset{n}{}}V^1(F(x_0)\{y_i\}).$$

In virtue of the V-lsc at $`x_0`$ there exists a neighbourhood $`U(x_0)`$ of $`x_0`$ such that $`F(x_0)\{y_i\}V^1(F(x))`$, for $`i=1,\mathrm{},n`$, and $`xU(x_0)`$. This implies that $`F(x_0)BV^1(V^1(F(x))W^1(F(x))`$, which ends the proof. ∎

As a corollary, for $`=\{Y\}`$, we get the well-known equivalence between V-lsc and H-lsc whenever we consider totally-bounded valued multifunctions.

### Remarks

####

One can examine a concept of $``$-usc described as follows: for every $`B`$ and every $`W𝒰`$ there exists a neighbourhood $`U(x_0)`$ of $`x_0`$ such that $`F(x)BW(F(x_0))`$ for every $`xU(x_0)`$. It is clear that V-usc always implies $``$-usc. Unfortunately, if $``$ is the family of all singletons, $``$-usc multifunctions need not to be V-usc. For example, let $`Y=^2`$, $``$ the family of all singletons of $`Y`$, and we take the following multifunction: $`F(0)`$ is the line $`\{y=0\}`$, and $`F(t)`$ is the line $`\{y=tx\}`$, for $`t>0`$. $`F`$ is $``$-usc at 0 but not V-usc at this point.

####

See  for the bounded H-usc, i.e. for the $``$-usc with $``$ being the family of all bounded subsets of $`Y`$.

####

It is clear that $``$-lsc is topologizable provided $``$ is the family of all singletons or $`=\{Y\}`$. In general, $``$-lsc is not topologizable. To show this we use the following Diagonalization Criterion (see e.g. ):

###### Theorem 2.4.

Let $`T`$ be a directed set and for each $`tT`$ there is another directed set $`E(t)`$. Then we define a new directed set $`D=T\times \mathrm{\Pi }_{tT}E(t)`$ ordered as follows: $`(t,(\alpha (t)))(s,(\beta (t)))`$ if and only if $`ts`$ and $`\alpha (t)\beta (t)`$ for each $`tT`$. Suppose that $`z(t,\gamma )`$, $`tT`$, $`\gamma E(t)`$, are elements of a topological space $`Z`$. Consider the following net: $`z(t,\alpha )=z(t,\alpha (t))`$, $`(t,\alpha )D`$, where $`\alpha (t)`$ is the $`t`$-coordinate of $`\alpha `$. If $`lim_{tT}lim_{\gamma E(t)}z(t,\gamma )=z`$ then $`lim_{(t,\alpha )D}z(t,\alpha (t))=z`$.

Now, we can construct an example of a non-topologizable $``$-lsc. Observe first that $``$-lsc is simply continuity with respect to the following $`^{}`$-convergence: $`A_\lambda A_0`$ whenever for every $`W𝒰`$ and every $`B`$ there exists $`\lambda _0`$ such that

$$A_0BW^1(A_\lambda )\text{for every}\lambda >\lambda _0.$$

Let $`T=`$ and for each $`nT`$ we take $`E(n)=`$. Let $`Y=^2`$ and $``$ be the family of all straight line through the $`(0,0)`$. For every $`n,k`$ we denote: $`A(n,k)=`$ the line $`\{y=(1/k)x+1/n\}`$, $`A(n)=`$ the line $`\{y=1/n\}`$, $`A(0)=B(0)=`$ the line $`\{y=0\}`$. It is easy to check $`^{}`$-convergence: $`lim_nlim_kA(n,k)=lim_nA(n)=A(0)`$.

On the other hand the convergence $`lim_{(n,\alpha )}A(n,\alpha (n))=A_0`$ does not holds for $`A(0)B(0)=`$ the line $`\{y=0\}`$ is not contained in any $`A(n,\alpha (n))+V`$, where $`V`$ is a neighbourhood of $`(0,0)`$. Thus the $`^{}`$-convergence is not topologizable.

## 3. Unions and cartesian products

In this paragraph we deal with some set-theoretical operations on multifunctions, namely with unions and cartesian products (see ). Operation of intersection of multifunctions will be examined separately in the next paragraph.

### Unions

Let $`X`$ and $`Y`$ be spaces and $`F_i:X2^Y`$, $`iI`$, a family of multifunctions. The union $`F=_{iI}F_i`$ of multifunctions $`F_i`$ is defined by $`F(x)=_{iI}F_i(x)`$, $`xX`$. It is known and easy to prove that the union of an arbitrary family of V-lsc multifunctions is V-lsc. However, the union of an infinite family of H-lsc multifunctions need not to be H-lsc. For instance, define $`F_n(0)=[0,n]`$ and $`F_n(x)=[0,1/x]`$ for $`x(0,1]`$, $`n=1,2,\mathrm{}`$. Then the multifunctions $`F_n`$ are H-lsc at 0. But, their union $`F=_nF_n`$ is not H-lsc at 0 for $`F(0)=[0,+\mathrm{})`$.

###### Theorem 3.1.

Let $`X`$ be a topological space, $`(Y,𝒰)`$ a quasi-uniform space and $`F_1,F_2:X2^Y`$ multifunctions $``$-lsc at $`x_0X`$. Then the union multifunction $`F=F_1F_2`$ is $``$-lsc at $`x_0`$.

###### Proof.

The proof is a consequence of the formula:

$$W^1(F_1(x))W^1(F_2(x))=W^1(F_1(x)F_2(x)),$$

where $`W𝒰`$ and $`xX`$. ∎

It is clear that the above theorem holds for finitely many multifunctions, and need not hold when we consider an infinite family of multifunctions.

### Products

Now, let us describe the cartesian product of multifunctions. Let $`X`$ and $`Y_1,Y_2`$ be spaces and $`F_i:X2^{Y_i}`$, $`i=1,2`$, multifunctions. The product of two multifunctions $`F_1`$ and $`F_2`$ is defined as the multifunction $`F=F_1\times F_2:X2^{Y_1\times Y_2}`$ such that $`F(x)=F_1(x)\times F_2(x)`$, $`xX`$. In particular, if $`F_2(x)=Y_2`$ for all $`x`$, or $`F_1(x)=Y_1`$ for all $`x`$, we will write simply, $`F_1\times Y_2`$, or $`Y_1\times F_1`$, respectively. Analogously, we define the product $`\mathrm{\Pi }_{iI}F_i`$ of an arbitrary family of multifunctions $`F_i`$, $`iI`$. It is known that the product of an arbitrary family of V-lsc (H-lsc) multifunctions is also V-lsc (H-lsc). Remark that the product of H-lsc multifunctions has more complicated nature than the product of V-lsc ones. To formulate a general theorem for $``$-lsc we need to consider the product of quasi-uniform spaces. First, we describe the product of two quasi-uniform spaces. Let $`(Y_i,𝒰_i)`$, $`i=1,2`$, be quasi-uniform spaces, and $`P_i:Y_1\times Y_2Y_i`$, $`i=1,2`$, be the projections, i.e. $`P_i(y_1,y_2)=y_i`$, $`i=1,2`$. By the product quasi-uniformity $`𝒰=𝒰_1\times 𝒰_2`$ in $`Y=Y_1\times Y_2`$  we mean a quasi-uniformity generated by the base consisting of sets of the form

$$[W_1,W_2]=\{(z_1,z_2)Y\times Y:(P_i(z_1),P_i(z_2))W_i,i=1,2\},$$

where $`W_i𝒰_i`$, $`i=1,2`$. In other words, the set $`[W_1,W_2]`$ has a form:

$$\{(s_1,y_1,s_2,y_2)Y_1\times Y_2\times Y_1\times Y_2:(s_1,s_2)W_1,(y_1,y_2)W_2\}.$$

Remark that $`[W_1,W_2]=\stackrel{~}{W}_1\stackrel{~}{W}_2`$, where

$$\stackrel{~}{W}_i=\{(z_1,z_2)Y\times Y:(P_i(z_1),P_i(z_2))W_i\},i=1,2.$$

The sets $`\stackrel{~}{W}_i`$, $`W_i𝒰_i`$, $`i=1,2`$, form a subbase of the product quasi-uniformity $`𝒰_1\times 𝒰_2`$. In case of an arbitrary family of quasi-uniform spaces we proceed similarly as above and as in the construction of product topological structures. Let $`(Y_i,𝒰_i)`$, $`iI`$, be a family od quasi-uniform spaces. Denote: $`Y=\mathrm{\Pi }_{iI}Y_i`$, $`P_i`$ the projection on the i-th axis, i.e. $`P_i(y)=y_i`$, where $`y_i`$ is the i-th coordinate of $`yY`$, $`iI`$. By the product quasi-uniformity $`𝒰=\mathrm{\Pi }_{iI}𝒰_i`$ in $`Y`$ we mean a quasi-uniformity generated by the subbase consisting of sets of the form

$$\stackrel{~}{W}_i=\{(z_1,z_2)Y\times Y:(P_i(z_1),P_i(z_2))W_i\},$$

where $`W_i𝒰_i`$, $`iI`$. Observe that if $`_i`$ is a cover of $`Y_i`$, $`iI`$, then $`\mathrm{\Pi }_{iI}_i`$, i.e., the family of all sets of the form $`\mathrm{\Pi }_{iI}B_i`$ with $`B_i_i`$ and $`B_i=Y_i`$ for all but a finite number of $`iI`$, is a cover of $`\mathrm{\Pi }_{iI}Y_i`$.

###### Theorem 3.2.

Let $`(Y_i,𝒰_i)`$, $`i=1,2`$, be quasi-uniform spaces and $`A_iY_i`$, $`i=1,2`$, be arbitrary subsets. Then

1. $`[W_1,W_2](A_1\times A_2)=W_1(A_1)\times W_2(A_2)`$,
2. $`[W_1,W_2]^1(A_1\times A_2)=W_1^1(A_1)\times W_2^1(A_2)`$.

###### Proof.

We have

$$\begin{array}{cc}\multicolumn{2}{c}{[W_1,W_2](A_1\times A_2)}\\ & =\{(s_1,s_2)Y_1\times Y_2:y_1A_1y_2A_2(y_1,y_2,s_1,s_2)[W_1,W_2]\}\hfill \\ & =\{(s_1,s_2)Y_1\times Y_2:y_1A_1y_2A_2(y_1,s_1)W_1,(y_2,s_2)W_2\}\hfill \\ & =\{(s_1,s_2)Y_1\times Y_2:s_1W_1(A_1),s_2W_2(A_2)\}\hfill \\ & =W_1(A_1)\times W_2(A_2),\hfill \end{array}$$

which proves (1). The proof of (2) is similar. ∎

###### Theorem 3.3.

Let $`X`$ be a topological space, $`(Y_i,𝒰_i)`$, $`iI`$, a family of quasi-uniform spaces and $`F_i:X2^{Y_i}`$ a multifunction $`_i`$-lsc at $`x_0X`$, where $`_i`$ is a cover of $`Y_i`$, $`iI`$. Then the product multifunction $`\mathrm{\Pi }_{iI}F_i`$ is $`\mathrm{\Pi }_{iI}_i`$-lsc at $`x_0`$.

###### Proof.

By the construction of the product of quasi-uniform spaces $`(Y_i,𝒰_i)`$, $`iI`$, it is sufficient to consider only the case $`I=\{1,2\}`$. In general case, the proof is similar. Let multifunctions $`F_i:X2^{Y_i}`$, $`i=1,2`$, be $`_i`$-lsc at $`x_0X`$ and $`W𝒰_1\times 𝒰_2`$ be arbitrary. There exist $`W_i𝒰_i`$, $`i=1,2`$, such that $`[W_1,W_2]W`$. Now, let $`B_i_1`$. There exists a neighbourhood $`U(x_0)`$ of $`x_0`$ such that $`F_i(x_0)B_iW_i^1(F_i(x))`$, $`i=1,2,xU(x_0)`$, and, by the Lemma 3.2, we get

$$(F_1(x_0)B_1)\times (F_2(x_0)B_2)[W_1,W_2]^1(F_1(x)\times F_2(x)),$$

for every $`xU(x_0)`$. This shows the $`_1\times _2`$-lsc of $`F_1\times F_2`$ because

$$(F_1(x_0)B_1)\times (F_2(x_0)B_2)=(F_1(x_0)\times F_2(x_0))(B_1\times B_2).$$

### Remark

The converse theorem also holds. Namely, if a product multifunction $`\mathrm{\Pi }_{iI}F_i`$ is $`\mathrm{\Pi }_{iI}_i`$-lsc at $`x_0`$, then for every $`iI`$ the multifunction $`F_i`$ is $`_i`$-lsc at $`x_0`$.

## 4. Intersections

In optimization theory the lower semicontinuity properties of intersections of multifunctions play an important role . The most wanted theorems are ones with no boundedness conditions on the values of intersecting multifunctions. Here we formulate a theorem of this kind. Let $`Y`$ be a normed space. If we assume that the considered multifunctions are boundedly H-lsc, i.e., $``$-lsc with $``$ being the family of all balls $`B(r)`$, $`r>0`$, then we may formulate a theorem on intersection, without boundedness conditions on $`F(x_0)`$. For this we need a lemma from  on interiority properties of convex, bounded, and with the nonempty interior subsets of a normed space.

###### Theorem 4.1.

Let $`Y`$ be a normed space and $`AY`$ be convex, bounded, and with the nonempty interior. Then for every $`\epsilon >0`$ there exist a set $`Cint(A)`$ and $`\delta >0`$ such that $`C+B(\delta )AC+B(\epsilon )`$.

We need also the following well-known (see ) and very useful law of cancellation:

###### Theorem 4.2.

Let $`A`$, $`B`$ and $`C`$ be subsets of a topological vector space $`Y`$. Assume that $`B`$ is bounded, and $`C`$ is nonempty, closed and convex. Then $`A+B\text{cl }(C+B)`$ implies $`AC`$. In particular, $`A+BC+B`$ implies $`AC`$, and $`\text{cl }(A+B)\text{cl }(C+B)`$ implies $`AC`$.

Let $`X`$ be a topological space and $`Y`$ a topological vector space. A multifunction $`F`$ from $`X`$ to $`Y`$ is called locally convex-valued (locally closed-valued) at $`x_0X`$ if there is a neighbourhood $`U`$ of $`x_0`$ such that $`F(x)`$ is convex (closed) for every $`xU`$.

###### Theorem 4.3.

Let $`X`$ be a topological space, $`Y`$ a normed space, $``$ the family of balls $`B(r)Y`$, $`0<r`$, $`F_1`$ and $`F_2`$ two multifunctions from $`X`$ to $`Y`$ and $`F=F_1F_2`$. If $`F_1`$ and $`F_2`$ are $``$-lsc at $`x_0X`$, locally convex- and locally closed-valued at $`x_0`$, and $`\text{int }F(x_0)\mathrm{}`$, then $`F`$ is $``$-lsc at $`x_0`$, and hence, V-lsc at $`x_0`$.

###### Proof.

By the assumption on the interior of $`F(x_0)`$ in $`Y`$ there exists $`r>0`$ such that

(1)
$$\text{int }(F(x_0)B(r))\mathrm{}.$$

Let $`\epsilon >0`$ be arbitrary. By the Lemma 4.1 there exist a subset $`CF(x_0)B(r)`$ and $`\delta >0`$ such that $`C+B(\delta )F(x_0)B(r)C+B(\epsilon )`$. In virtue of the $``$-lsc at $`x_0`$ there exists a neighbourhood $`U(x_0)`$ of $`x_0`$ such that

$$C+B(\delta )F_i(x_0)B(r)F_i(x)+B(\delta )\text{for}xU(x_0)\text{and}i=1,2.$$

We can assume that the multifunctions are closed- and convex-valued on $`U(x_0)`$. Applying the law of cancellation, we infer that $`CF_1(x)F_2(x)`$ for every $`xU(x_0)`$. But this implies that

$$\begin{array}{ccc}F_1(x_0)F_2(x_0)B(r)\hfill & \hfill & C+B(\epsilon )\hfill \\ & \hfill & F_1(x)F_2(x)+B(\epsilon )\hfill \end{array}$$

for all $`xU(x_0)`$. This shows that the intersection $`F=F_1F_2`$ is $``$-lsc at $`x_0`$ and ends the proof. ∎

### Remark

If $`Y`$ is finite dimensional we can omit in the above theorem the assumption that the multifunctions are locally closed-valued, and then proceed in a manner as in  using the below theorem on local interior property of $``$-lower semicontinuous multifunctions.

## 5. Vector operations

Here we consider vector sum and convex hull operations on lower semicontinuous multifunctions with values in a topological vector space (see e.g. ). Let $`X`$ be a topological space, $`Y`$ a topological vector space and $`F,G:X2^Y`$. We define two multifunctions:

$$\begin{array}{ccc}(F+G)(x)\hfill & =\hfill & F(x)+G(x)\hfill \\ & =\hfill & \{a+b:aF(x),bG(x)\},xX,\hfill \end{array}$$

called the vector sum of $`F`$ and $`G`$, and $`\text{conv }(F)(x)=\text{conv }(F(x))`$ the convex hull of $`F(x)`$, $`xX`$, called the convex hull of $`F`$.

### Vector sum

It is known and easy to prove that the vector sum of two H-lsc multifunctions is H-lsc. We state some further results and show that, in general, the vector sum of two $``$-lsc multifunctions need not to be $``$-lsc.

###### Theorem 5.1.

Let $`F,G:X2^Y`$ be V-lsc at $`x_0X`$. Then the vector sum $`F+G`$ is V-lsc at $`x_0`$.

###### Proof.

Let $`V`$ be an arbitrary neighbourhood of 0 in $`Y`$, $`F`$ and $`G`$ be V-lsc at $`x_0`$, and recall that V-lsc is equivalent to $``$-lsc with $``$ equals the family of all singletons of $`Y`$. Let $`bY`$ be such that $`(F(x_0)+G(x_0))\{b\}\mathrm{}`$. Then $`b=b_1+b_2`$ with $`b_1F(x_0)`$ and $`b_2G(x_0)`$. By the $``$-lsc of $`F`$ and $`G`$ there exists a neighbourhood $`U(x_0)`$ such that

$$\begin{array}{c}F(x_0)\{b_1\}F(x)+V\text{and}\hfill \\ G(x_0)\{b_2\}G(x)+V\hfill \end{array}$$

for all $`xU(x_0)`$. This implies that

$$b_1+b_2F(x)+G(x)+V+V$$

for $`xU(x_0)`$, or equivalently,

$$(F(x_0)+G(x_0))\{b\}F(x)+G(x)+V+V$$

for $`xU(x_0)`$, which shows $``$-lsc of $`F+G`$ at $`x_0`$ and ends the proof. ∎

We say that a cover $``$ of $`Y`$ is translation invariant if $`B+c`$ for every $`B`$ and every vector $`cY`$.

###### Theorem 5.2.

Let $``$ be a translation invariant cover of $`Y`$, $`F:X2^Y`$ a multifunction $``$-lsc at $`x_0X`$ and $`g:XY`$ a function continuous at $`x_0`$. Then the vector sum $`(F+g)(x)=F(x)+g(x)`$, $`xX`$, is a multifunction $``$-lsc at $`x_0`$.

###### Proof.

Let $`V`$ be a neighbourhood of 0 in $`Y`$ and $`B`$. Note that

$$(F(x_0)+g(x_0))B=F(x_0)(Bg(x_0))+g(x_0)$$

By the assumptions for all $`x`$ in a neighbourhood of $`x_0`$ we have

$$\begin{array}{ccc}(F(x_0)+g(x_0))B\hfill & \hfill & (F(x)+g(x_0)+V)B\hfill \\ & \hfill & (F(x)+g(x)+V+V).\hfill \end{array}$$

This shows $``$-lsc of $`F+g`$ at $`x_0`$ and ends the proof. ∎

The following example shows that translation invariantness of $``$ is not sufficient to get $``$-lsc of the vector sum of a two $``$-lsc multifunctions.

###### Example.

Let $`Y=^3`$, $``$ consists only of the plane $`\{y=x\}`$ and all of its translations. Define two multifunctions: $`F(t)`$ the line $`\{z=ty,x=0\}`$ and $`G(t)`$ the line $`\{y=0,z=0\}`$, $`t0`$. Observe that $`F`$ and $`G`$ are $``$-lsc but their vector sum $`F+G`$ is not $``$-lsc at each point.

### Convex hull

It is known  and easy to proof that for every V-lsc multifunction $`F`$, the convex hull of $`F`$ is also V-lsc. We use the concept of $``$-lsc to get a general result provided the space $`Y`$ is locally convex. In particular, we get a result for H-lsc.

###### Theorem 5.3.

Let $`Y`$ be a locally convex space and $`F:X2^Y`$ be $``$-lsc at $`x_0X`$. Then the convex hull of $`F`$ is $``$-lsc at $`x_0`$.

###### Proof.

Let $`VY`$ be a convex neighbourhood of 0 in $`Y`$ and $`B`$. By the $``$-lsc of $`F`$ at $`x_0`$ there exists a neighbourhood $`U(x_0)`$ of $`x_0`$ such that

(2)
$$F(x_0)BF(x)+V\text{for all}xU(x_0).$$

We claim that

$$\text{conv }(F(x_0))B\text{conv }(F(x))+V\text{for all}xU(x_0).$$

Indeed, let $`y\text{conv }(F(x_0))B`$ and $`xU(x_0)`$ be arbitrary. In virtue of (2) there exist $`n`$, $`y_1,\mathrm{},y_nF(x_0)`$, $`z_1,\mathrm{},z_nF(x)`$, $`v_1,\mathrm{},v_nV`$, and positive numbers $`t_1,\mathrm{},t_n`$ such that $`y=t_1y_1+\mathrm{}+t_ny_n`$, $`t_1+\mathrm{}+t_n=1`$, and $`y_i=z_i+v_i`$ for every $`1in`$. This implies that

$$y=t_1z_1+\mathrm{}+t_nz_n+t_1v_1+\mathrm{}+t_nv_n\text{conv }(F(x))+V$$

for $`V`$ is convex, which ends the proof. ∎

### Remark

If the topological vector space $`Y`$ is not locally convex then the convex hull operation does not preserve H-lsc. Indeed, if $`Y`$ is metrizable and not locally convex then there exists a sequence $`y_nY`$ which converges to $`0`$ such that the convex hull of the set $`\{y_n:n=1,2,\mathrm{}\}`$ is not bounded . Now, observe that the multifunction $`F`$ defined by: $`F(0)=\{0,y_1,y_2,\mathrm{}\}`$, $`F(1/n)=\{0,y_1,\mathrm{},y_n\}`$, $`n=1,2,\mathrm{}`$, is H-lsc at $`0`$ but the convex hull of $`F`$ is not. For a simple example of such sequence $`y_nl^p`$ ($`0<p<1`$) see  or .


format: text

text:
# The space of initial conditions for linearisable mappings

## 1 Introduction

The study of integrable discrete systems has been pursued with particular intensity over the last decade. The results obtained surpassed expectations: not only does this reputably difficult domain yield a plethora of new and interesting results but it has also been possible to map in detail the parallels and divergences that exist between integrable discrete systems and their continuous counterparts. As paradigms of integrable discrete systems which were derived and exhaustibly studied we must mention here the discrete Painlevé equations, i.e. nonautonomous integrable mappings, the continuous limit of which are the well-known Painlevé equations.

The progress in the domain of discrete integrability was made possible by the development of adequate integrability detectors. The first such detector that has been proposed was singularity confinement. It was based on the observation that for integrable mappings any spontaneously appearing singularity disappears after a few iteration steps. Although singularity confinement was instrumental in the derivation of several new integrable discrete systems, as for example the discrete Painlevé equations, it became clear that this property in fact characterises only a restricted class of mappings. The conjecture which we have proposed in  can be formulated as follows: mappings integrable through spectral methods have the singularity confinement property. Singularity confinement in itself is not sufficient in order to control the complexity of the iterates of a given mapping. This latter property turned out to be crucial for integrability and thus new integrability detectors were proposed based on this feature. Viallet and collaborators  have introduced the notion of algebraic entropy, which is linked to Arnord’s complexity . It is defined as $`S=lim_n\mathrm{}\mathrm{log}(d_n)/n`$ where $`d_n`$ is the degree of the numerator (or denominator) of the $`n`$-th iterate of rational mapping. While nonintegrable mappings exhibit exponential growth and thus nonzero algebraic entropy, integrable ones have zero algebraic entropy, their degree growth being polynomial.

While the detection of integrability is essential, it is by far not sufficient. As Kruskal has always kept pointing out, once an integrable mapping is obtained, one must still perform the complete study of its dynamics. The difficulty lies in the existence of singularities which lead to indeterminate points, i.e. points where the iterates of the mapping is not well defined. Fortunately, for mappings which have the singularity confinement property, only a finite number of such points do exist. In order to deal with these indeterminacies, one must introduce the adequate (local) description of the singularities.

A first step towards this description of integrable discrete systems was undertaken by Sakai  who presented a geometric approach to the theory of Painlevé equations based on rational surfaces, which are called spaces of initial conditions . The result was a classification of discrete Painlevé equations in terms of type of rational surfaces and affine Weyl groups.

Further developments in this direction were those introduced by one of the authors (TT), based on the characterisation of mappings from the theory of rational surfaces. In a series of previous works  this approach was used for:

a) mappings which are nonintegrable while having the singularity confinement property. It was possible in that case to obtain rigorously the value of their algebraic entropy.

b) the mappings of the Sakai classification, for which it was shown that the degree growth is up to quadratic.

Here the same approach will be applied to a different class of integrable mappings: linearisable ones . By linearisable we mean mappings which can be reduced to a local linear difference system. The difficulty in the present case lies in the fact that, generically, linearisable mappings have unconfined singularities. Thus one must perform the local study around an infinite number of singularities. Still, due to the particular structure of these systems, this turns out to be possible and allows us to compute precisely their degree growth (which coincides with the one previously obtained empirically). Moreover, the corresponding surfaces provide a straight-forward way to construct transformations of these mappings to linear mappings in cascade.

## 2 Preliminaries

This section is devoted to a review of some basic notions, which we will use later, and the arrangement of notations. In this paper we consider mainly birational mappings, but in order to compare the notions of space of initial conditions and analytical stability  we consider dominant rational mappings (i.e. meromorphic mappings such that the closure of each image in the target manifold is the manifold itself) instead of birational mappings in this section.

Definition. (degree of rational mapping)
i) $`^2()`$ case. Let $`\phi _i`$: $`(x,y)^2(\overline{x},\overline{y})^2`$ be a rational mapping for $`i=0,1,2,\mathrm{}`$. We can relate a mapping $`\phi _i^{}`$: $`(X:Y:Z)^2(\overline{X}:\overline{Y}:\overline{Z})=(f_i(X,Y,Z):g_i(X,Y,Z):h_i(X,Y,Z))^2`$ to the mapping $`\phi _i`$ by using the relations $`x=X/Z,y=Y/Z`$ and $`\overline{x}=\overline{X}/\overline{Z},\overline{y}=\overline{Y}/\overline{Z}`$ and by reducing to a common denominator. The degree of the sequence of mappings is defined by the degree of polynomials.
ii) $`^1()\times ^1()`$ case. We denote the degree of a polynomial on $`:`$ $`f(t)=_ma_tt^m`$ by $`\mathrm{deg}f(t)`$ $`(=\mathrm{deg}_tf(t))`$. The degree of a rational (=meromorphic) function on $`^1`$, which is written as $`P(x)=f(x)/g(x)`$ on one of the local coordinates, where $`f(x)`$ and $`g(x)`$ are polynomials, is defined by

$$\mathrm{deg}(P)=\mathrm{max}\{\mathrm{deg}f(x),\mathrm{deg}g(x)\}.$$

The degree of an irreducible rational function on $`^1\times ^1`$, which is written as $`P(x,y)=f(x,y)/g(x,y)`$ on one of the local coordinates, where $`f(x,y)`$ and $`g(x,y)`$ are polynomials, is defined by

$$\mathrm{deg}(P)=\mathrm{deg}_xP(x,y)+\mathrm{deg}_yP(x,y).$$

The degree of a mapping $`\phi :^1\times ^1^1\times ^1`$, $`(x,y)(P(x,y),Q(x,y))`$, where $`P(x,y)`$ and $`Q(x,y)`$ are rational functions, is defined by

$$\mathrm{deg}(\phi )=\mathrm{max}\{\mathrm{deg}P(x,y),\mathrm{deg}Q(x,y)\}.$$

Blowing up
Let $`X`$ be a smooth projective surface and let $`p`$ be a point on $`X`$ . There exists a smooth projective surface $`Z`$ and a morphism $`\pi :ZX`$ such that $`\pi ^1(p)^1`$ and $`\pi `$ is a biholomorphic mapping from $`Z\pi ^1(p)`$ to $`Xp`$. The morphism $`\pi `$ is called blow-down and the correspondence $`\pi ^1`$ is called blow-up of $`X`$ at $`p`$ as a rational mapping.

Let $`X`$ and $`Y`$ be smooth projective surfaces and let $`X^{}`$ and $`Y^{}`$ be surfaces obtained by successive blow-ups $`\pi _X^1:XX^{}`$ and $`\pi _Y^1:YY^{}`$. A rational mapping $`\phi ^{}:X^{}Y^{}`$ is called lifted from a rational mapping $`\phi :XY`$ if $`\pi _Y\phi ^{}(x^{})=\phi \pi _X(x^{})`$ holds if $`\phi ^{}(x^{})`$ and $`\phi \pi _X(x^{})`$ are defined.

Definition. (indeterminate set and critical set) Let $`X`$ and $`Y`$ be smooth projective surfaces and let $`\phi :XY`$ be a dominant rational mapping. The set of indeterminate points $`(\phi )`$ is defined by

$`(\phi ):=\{xX;\phi \text{ is indeterminate at }x\}.`$ (1)
Let $`\pi ^1:XX^{}`$ be a blowing up that eliminates the indeterminacy of $`\phi `$ and let $`\phi ^{}`$ be the mapping lifted from $`\phi `$ (hence both $`\pi `$ and $`\phi ^{}`$ are holomorphic). The set of “critical” points $`𝒞(\phi )`$ is defined by

$`𝒞(\phi ):=\{yY;dim(\pi (\phi ^1(y)))1\},`$ (2)
where $`\phi ^1(y)`$ is considered to be a set correspondence.

Remark.
i) The critical set $`𝒞(\phi )`$ is independent of the choice of $`X^{}`$.
ii) If $`\phi `$ is birational, then $`𝒞(\phi )=(\phi ^1)`$.

Definition. (space of initial conditions) Let $`Y_i`$ be smooth projective surfaces and let $`\{\phi _i:Y_iY_{i+1}\}`$ be a sequence of dominant rational mappings. A sequence of rational surfaces $`\{X_i\}`$ is (or $`X_i`$ themselves are) called the space of initial conditions for the sequence of $`\phi _i`$ if each $`\phi _i`$ is lifted to the mapping $`\phi _i:X_iX_{i+1}`$ such that $`(\phi _i)=𝒞(\phi _i)=\mathrm{}`$ (an isomorphism, i.e. bi-holomorphic mapping if $`\phi _i`$’s are birational) .

Picard group
We denote the group of divisors on a smooth projective surface $`X`$ as $`\mathrm{Div}(X)`$. The Picard group of $`X`$ is the group of isomorphism classes of invertible sheaves on $`X`$ and it is isomorphic to the group of linear equivalence classes of divisors on $`X`$. We denote it by $`\mathrm{Pic}(X)`$.

Definition. (pull-back and push-forward action for a surjective morphism) Let $`\phi :XY`$ be a surjective morphism, where $`X`$ and $`Y`$ are smooth projective surfaces. The pull-back action $`\phi ^{}:\mathrm{Div}(Y)\mathrm{Div}(X)`$ is defined naturally as on the Cartier divisors.

Let $`C`$ be an irreducible curve (possibly singular) on $`X`$. The push forward action $`\phi _{}:\mathrm{Div}(X)\mathrm{Div}(Y)`$ is defined by

$`\phi _{}(C)`$ $`:=`$ $`\{\begin{array}{cc}0\hfill & (\text{if }f(C)\text{ is a point})\hfill \\ \lambda \gamma \hfill & (\gamma =f(C)\text{ is an irreducible curve on}Y),\hfill \end{array}`$ (5)
where $`\lambda `$ is the degree of the covering of $`\phi |_C:C\gamma `$, and its linear combinations.

Remark. Since the action $`\phi ^{}`$ (or $`\phi _{}`$) maps the principal divisor on $`Y`$ to that of $`X`$ (resp. that of $`X`$ to that of $`Y`$), it reduces the homomorphism from $`\mathrm{Pic}(Y)`$ to $`\mathrm{Pic}(X)`$ (resp. from $`\mathrm{Pic}(X)`$ to $`\mathrm{Pic}(Y)`$) (see Chap. 1  or Prop.1.4 ).

Definition. (pull-back and push-forward action for a rational mapping) Let $`X`$ and $`Y`$ be smooth projective surfaces and let $`\phi :XY`$ be a dominant rational mapping. Let $`X^{}`$ be a surface obtained by successive blow-ups $`\pi ^1:XX^{}`$ that eliminates the indeterminacy of $`\phi `$ and let $`\phi ^{}`$ be the mapping lifted from $`\phi `$. The pull back action $`\phi ^{}:\mathrm{Pic}(Y)\mathrm{Pic}(X)`$ is defined by

$$\phi ^{}:=\pi _{}\phi ^{}:\mathrm{Div}(Y)\mathrm{Div}(X)$$

and the push-forward action is defined by $`\phi _{}`$ ( $`=(\phi ^1)^{}`$ in the case where $`\phi `$ is birational)

$$\phi _{}:=\phi _{}^{}\pi ^{}:\mathrm{Div}(X)\mathrm{Div}(Y).$$

Remark. These actions are well-defined with respect to choice of $`X^{}`$.

Proof. Let $`\phi :XY`$ be a dominant rational mapping and let $`X_1`$ and $`X_2`$ be surfaces obtained by eliminating the indeterminacy of $`\phi `$. We have the holomorphic mappings $`\pi _i:X_iX`$ and $`\phi _i:X_iY`$, where $`\phi _i`$’s are mapping lifted from $`\phi `$. Moreover there exists a birational mapping $`\psi :X_1X_2`$ such that $`\pi _1=\pi _2\psi `$. Hence there exists a smooth projective surface $`\stackrel{~}{X}`$ and morphisms $`\stackrel{~}{\pi _1}:\stackrel{~}{X}X_1`$, $`\stackrel{~}{\pi _2}:\stackrel{~}{X}X_2`$ such that $`\stackrel{~}{\pi _2}=\psi \stackrel{~}{\pi _1}`$. Let $`D`$ be a divisor on $`Y`$. We have

$`\pi _1\phi _1^{}(D)`$ $`=`$ $`\pi _1\stackrel{~}{\pi }_1\stackrel{~}{\pi }_1^{}\phi _1^{}(D)`$
$`=`$ $`(\pi _1\stackrel{~}{\pi }_1)_{}(\phi _1\stackrel{~}{\pi }_1)^{}(D)`$
$`=`$ $`(\pi _2\stackrel{~}{\pi }_2)_{}(\phi _2\stackrel{~}{\pi }_2)^{}(D)`$
$`=`$ $`\pi _2\stackrel{~}{\pi }_2\stackrel{~}{\pi }_2^{}\phi _2^{}(D)`$
$`=`$ $`\pi _2\phi _2^{}(D),`$
where we use the fact that for any composition of blow-ups $`\pi ^1:Z_1Z_2`$ and any divisor $`D\mathrm{Div}(Z_1)`$, $`\pi _{}\pi ^{}(D)=(D)`$ holds.

###### PROPOSITION 2.1

Let $`X,Y`$ and $`Z`$ be smooth projective surfaces and let $`f:XY`$ and $`g:YZ`$ be a dominant rational mappings. Then for any effective divisor $`D`$ on $`Z`$

$$(gf)^{}(D)f^{}g^{}(D)$$

holds, where the equality holds if and only if $`𝒞(f)(g)=\mathrm{}`$.

In our case (smooth projective surfaces’ case) this proposition can be proved simply as follows.

Proof.

The “only if” part is obvious. Let $`D`$ be an irreducible curve such that $`g^1(D)𝒞(f)(g)`$. Then we have $`(gf)^{}(D)>0`$ and $`f^{}g^{}(D)=f^{}(0)=0`$.

Let us prove the “if” part. Without loss of generality we can assume $`D`$ is an irreducible curve. There exist irreducible curves $`D_1,D_2,\mathrm{},D_m`$, points $`p_1,p_2,\mathrm{},p_l(g)`$ and positive integers $`r_1,r_2,\mathrm{},r_m`$ such that $`g^1(D)=D_1+\mathrm{}+D_m+p_1+\mathrm{}+p_l`$ and $`g^{}(D)=r_1D_1+r_2D_2+\mathrm{}+r_mD_m`$. Similarly for each $`D_i`$ there exist irreducible curves $`D_{i,1},D_{i,2},\mathrm{},D_{i,m_i}`$, points $`p_{i,1},p_{i,2},\mathrm{},p_{i,l_i}(f)`$ and positive integers $`r_{i,1},r_{i,2},\mathrm{},r_{i,m_i}`$ such that $`g^1(D_i)=D_{i,1}+\mathrm{}+D_{i,m_i}+p_{i,1}+\mathrm{}+p_{i,l_i}`$ and $`g^{}(D)=r_{i,1}D_{i,1}+r_{i,2}D_{i,2}+\mathrm{}+r_{i,m_i}D_{i,m_i}`$. Hence we have

$$f^{}g^{}(D)=\underset{i=1}{\overset{m}{}}r_i\underset{j=1}{\overset{m_i}{}}p_{i,j}D_{i,j}.$$

Since $`p_i𝒞(f)`$ and $`g|_{D_i}:D_iD`$ is holomorphic, $`(gf)^{}(D)`$ is the same quantity.

Definition. (analytical stability ) Let each $`X_i`$ be a smooth surface and let $`\{\phi _i:X_iX_{i+1}\}_{i=0,1,2,\mathrm{}}`$ be a sequence of dominant rational mappings. For a subset $`SX_i`$ we denote $`\phi _i(S(\phi _i))`$ as $`\phi _i(S)`$. The sequence $`\{\phi _i\}`$ is called analytically stable if

$$\phi _{n+k1}\phi _{n+k2}\mathrm{}\phi _n(C)(\phi _{n+k})$$

for any integers $`n`$ and $`k0`$ and any irreducible curve on $`X_n`$, which is equivalent to

$$\phi _{n+k1}\phi _{n+k2}\mathrm{}\phi _{n+1}(𝒞(\phi _n))(\phi _{n+k})=\mathrm{}$$

for any integers $`n`$ and $`k0`$.

The next proposition follows from Prop. 2.1.

###### PROPOSITION 2.2

Let $`\{\phi _i:X_iX_{i+1}\}_{i=0,1,2,\mathrm{}}`$ be analytically stable, then

$$(\phi _{n+k1}\phi _{n+k2}\mathrm{}\phi _n)^{}(D)=\phi _n^{}\phi _{n+1}^{}\mathrm{}\phi _{n+k1}^{}(D)$$

holds for any divisor $`D`$ on $`X_{n+k}`$.

Total transform and proper transform
Let $`\pi ^1:XY`$ be the blow-up at the point $`p`$ and let $`D`$ be a divisor on $`X`$. The divisor $`\pi ^{}(D)`$ on $`Y`$ is called the total transform of $`D`$. Let $`V`$ be an analytic subvariety of $`X`$. The closure of the set $`\pi ^1(Vp)`$ in $`Y`$ is called the proper transform of $`V`$. The divisor $`\pi ^1(p)`$ is also called the total transform of the point $`p`$.

Strategy to obtain the space of initial conditions

Our strategy to obtain the space of initial conditions for a sequence of rational mapping is as follows. Let $`F(=:Y_{0,i}`$, independent of $`i)`$ be a minimal surface and let each $`\phi _i:Y_{0,i}Y_{0,i+1}`$ be a rational mapping. First blowing up $`Y_{0,i}`$ at the points in $`(\phi _i)𝒞(\phi _{i1})`$, we have the surfaces $`Y_{1,i}`$ such that each $`\phi _i`$ can be lifted to a rational holomorphic mapping from $`Y_{1,i}`$ to $`Y_{0,i+1}`$ and $`\phi _{i1}`$ can be lifted to a rational mapping from $`Y_{0,i1}`$ to $`Y_{1,i}`$ such that $`𝒞(\phi _{i1})=\mathrm{}`$. The mapping $`\phi _i`$ can also be lifted to a rational mapping from $`Y_{1,i}`$ to $`Y_{1,i+1}`$. Next by blowing up $`Y_{1,i}`$ at the points in $`(\phi _i)𝒞(\phi _{i1})`$ similarly, $`\phi _i`$ is lifted to a rational mapping from $`Y_{2,i}`$ to $`Y_{2,i+1}`$.

If we have $`Y_{n,i}=Y_{n+1,i}`$ for all $`i`$ for some $`n`$ by continuing this operation, then each $`\phi _i`$ is lifted to a biregular mapping, i.e. an isomorphism, from $`Y_{n,i}`$ to $`Y_{n,i+1}`$ and hence the sequence of $`X_i:=Y_{n,i}`$ can be considered to be the space of initial conditions. Of course this procedure does not terminate for general birational mappings and we may need not only blow-ups but also blow-downs for some mappings.

Strategy to obtain a sequence of analytically stable mappings

Our strategy to obtain a sequence of surfaces such that $`\{\phi _i\}`$ is lifted to an analytically stable system is as follows. Let $`F(=:Y_{0,i})`$ be a minimal surface and let each $`\phi _i:Y_{0,i}Y_{0,i+1}`$ be a rational mapping. First blowing up $`Y_{0,i}`$ at the points in

$`{\displaystyle \underset{j=\mathrm{}}{\overset{i1}{}}}\phi _{i1}\phi _{i2}\mathrm{}\phi _{j+1}(𝒞(\phi _j))(\phi _i),`$ (6)
we have the surfaces $`Y_{1,i}`$ such that $`\{\phi _i\}`$ can be lifted to a sequence of rational mappings $`\{\mathrm{}Y_{0,i1}Y_{1,i}Y_{0,i+1}\}`$ such that $`(\text{6})=\mathrm{}`$. Next blowing up $`Y_{1,i}`$ at the points in (6) for $`\{\phi _i:Y_{1,i}Y_{1,i+1}\}`$, we have the surfaces $`Y_{2,i}`$ such that $`\{\phi _i\}`$ can be lifted to a sequence of rational mappings $`\{\mathrm{}Y_{2,i1}Y_{2,i}Y_{1,i+1}\}`$ such that $`(\text{6})=\mathrm{}.`$ If we have $`Y_{n,i}=Y_{n+1,i}`$ for all $`i`$ for some $`n`$ by continuing this operation, then $`\{\phi _i\}`$ is lifted to an analytically stable sequence of mappings $`\{\phi _i:Y_{n,i}Y_{n,i+1}\}`$. This procedure does not terminate for general sequence of rational mappings but it always terminates for autonomous systems.

Picard group of rational surface
Let $`\pi ^1:XY`$ be the blow-up at the point $`p`$. Let $`C`$ be a curve on $`X`$. The linear equivalence class of the total transform of $`C`$ is written as $`(\pi ^1)^{}[C]`$ or simply as $`[C]`$. If the point $`p`$ is an element of $`C`$, the linear equivalence class of the proper transform is $`[C]m[p]`$, where $`m`$ is the multiplicity of $`C`$ at $`p`$.

Let $`X`$ be a surface obtained by $`L`$ times blowing up $`^2`$. The Picard group $`\mathrm{Pic}(X)`$ is isomorphic to a $``$-module in the form

$$E+\underset{l=1}{\overset{L}{}}E_l,$$

where $`E`$ denotes the linear equivalence class of the total transform of a generic line in $`^2`$ and $`E_l`$ denotes that of the point of the $`l`$th blow up.

Let $`X`$ be a surface obtained by $`L`$ times blowing up $`^1\times ^1`$. The Picard group $`\mathrm{Pic}(X)`$, is isomorphic to a $``$-module in the form

$$H_0+H_1+\underset{l=1}{\overset{L}{}}E_l,$$

where $`H_0`$ (or $`H_1`$) denotes the linear equivalence class of the total transform of the line $`x=\mathrm{constant}`$ (resp. $`y=\mathrm{constant}`$).

Intersection numbers
Let $`X`$ be a surface obtained by blow-ups from $`^2`$. The intersection number of any two divisors on $`X`$ is given by the following intersection form and their linear combinations,

$`EE=1,EE_l=0,E_lE_m=\delta _{l,m},`$ (7)
where $`\delta _{l,m}`$ is $`1`$ if $`l=m`$ and $`0`$ if $`lm`$.

In $`^1\times ^1`$ case the intersection form is

$`H_iH_j=1\delta _{i,j},E_lE_m=\delta _{l,m},H_iE_l=0.`$ (8)
###### LEMMA 2.3

Let $`X`$ and $`Y`$ be rational surfaces obtained by blow-ups from $`^2`$ or $`^1\times ^1`$. If $`\phi :XY`$ is a rational mapping, the following formulae hold, in the $`^2`$ case

$`\mathrm{deg}(\phi )=(\phi )^{}(E)E`$
and in the $`^1\times ^1`$ case

$`\mathrm{deg}_x(P)=(\phi )^{}(H_0)H_1`$ $`\mathrm{deg}_y(P)=(\phi )^{}(H_0)H_0`$
$`\mathrm{deg}_x(Q)=(\phi )^{}(H_1)H_1`$ $`\mathrm{deg}_y(Q)=(\phi )^{}(H_1)H_0,`$
where $`\phi `$ is written as $`\phi (x,y)=(P(x,y),Q(x,y))`$ in one of the local coordinates.

Proof. Let $`X^{}`$ be a surface obtained by successive blow-ups $`\pi ^1:XX^{}`$ that eliminate the indeterminacy of $`\phi `$ and let $`\phi ^{}`$ be the mapping lifted from $`\phi `$. These formulae hold for $`\phi ^{}`$ (see ). The coefficients of $`E,H_0`$ and $`H_1`$ on $`X`$ and on $`X^{}`$ are the same and hence these formulae also hold for $`\phi `$.

The next proposition follows from Prop.2.2 and Lemma,2.3.

###### PROPOSITION 2.4

Let $`X_i`$ be rational surfaces obtained by blow-ups from $`^2`$ or $`^1\times ^1`$ and let $`\{\phi _i:X_iX_{i+1}\}`$ be a sequence of rational mappings, then the following formulae hold, in the $`^2`$ case

$`\mathrm{deg}(\phi ^n)=(\phi ^n)^{}(E)E={\displaystyle \underset{i=0}{\overset{n1}{}}}\phi _i^{}(E)E`$
$`(=\mathrm{deg}(\phi ^n)=(\phi ^n)_{}(E)E,\text{ if }\phi \text{ is birational})`$
where $`\phi ^n`$ denotes $`(\phi _{n1}\mathrm{}\phi _1\phi _0)`$ and in the $`^1\times ^1`$ case

$`\mathrm{deg}_xP^n(x,y)`$ $`=`$ $`(\phi ^n)^{}(H_0)H_1=(\phi ^n)_{}(H_1)H_0`$
$`\mathrm{deg}_yP^n(x,y)`$ $`=`$ $`(\phi ^n)^{}(H_0)H_0=(\phi ^n)_{}(H_0)H_0`$
$`\mathrm{deg}_xQ^n(x,y)`$ $`=`$ $`(\phi ^n)^{}(H_1)H_1=(\phi ^n)_{}(H_0)H_0`$
$`\mathrm{deg}_yQ^n(x,y)`$ $`=`$ $`(\phi ^n)^{}(H_1)H_0=(\phi ^n)_{}(H_0)H_1.`$
where $`P^n(x,y)`$ and $`Q^n(x,y)`$ denote $`\phi ^n(x,y)=(P^n(x,y),Q^n(x,y))`$ in one of the local coordinates and the later equalities hold if $`\phi `$ is birational.

We conclude this section by introducing a theorem proposed by Diller and Favre  which is closely related to our problem.

###### PROPOSITION 2.5

Let $`X`$ be a Kähler surface and let $`\phi `$ be a birational automorphism of $`X`$ such that the degree grows linearly in $`n`$, then there exists a ruled surface $`Y`$ such that
i) $`\phi _i`$ is birationally conjugate to a birational automorphism of $`Y`$.
ii) there exists a unique class $`L`$ in $`\mathrm{Pic}(Y)`$ which is preserved by $`\phi _i^{}`$. $`LL=0`$ and $`L`$ is a class of generic fibers which is preserved by $`\phi _i`$.

## 3 A Projective mapping

Definition. (confining singularity pattern) Let $`X_i`$’s be smooth projective surfaces and $`\{\phi _i:X_iX_{i+1}\}`$ be a sequence of rational mappings. Some effective divisor topologically may appear or disappear for some of these mappings and we call these sequences singularity patterns. Singularity patterns can be classified as follows, (EF means effective divisor)
i) $`\mathrm{}`$$``$ EF $``$ EF$``$ point $``$ $`\mathrm{}`$ $``$ point$``$ EF $``$ EF $``$ $`\mathrm{}`$: strictly confining,
ii) $`\mathrm{}`$ $``$ point$``$ point$``$ EF $``$ $`\mathrm{}`$ $``$ EF$``$ point $``$ point $``$ $`\mathrm{}`$: confining (but not strictly confining),
iii) othrewise: non-confining.

In this section we consider a mapping which is confining but not strictly confining and whose degree is constant with respect to the iteration. We shall illustrate how to use the method of space of initial conditions in this case. It turns out that the corresponding space of initial conditions needs an infinite number of blow-ups, or sometimes blow-downs, but still has a meaning.

Let us consider the following simple non-autonomous discrete dynamical system:

$`x_{n+1}=a_n{\displaystyle \frac{b_n}{x_n}}{\displaystyle \frac{1}{x_nx_{n1}}}`$ (9)
where $`a_n`$ and $`b_n`$ are free functions of $`n`$. This equation is equivalent to the following 2-dimensional mapping $`\phi _n:(x,y)^2(\overline{x},\overline{y})^2`$:

$`\phi _n:\{\begin{array}{ccc}\overline{x}\hfill & =\hfill & y\hfill \\ \overline{y}\hfill & =\hfill & (a_nxyb_nx1)/xy\hfill \end{array}`$ (12)
where $`(\overline{x},\overline{y})`$ means the image of $`(x,y)`$ by $`\phi _n`$.

Let us consider $`\phi _n`$ to be a mapping from the complex projective space $`^1\times ^1`$ to itself. We take a coordinate system of $`^1\times ^1`$ as $`U_1(x,y),U_2(x,Y),U_3(X,y),U_4(X,Y)`$ where $`X=1/x,Y=1/y`$ and $`U_i^2`$. In these coordinates $`\phi _n`$ is written as follows (for simplicity we write $`\overline{y}`$ only)

$`\overline{y}=\{\begin{array}{cc}(a_nxyb_nx1)/xy\hfill & \text{ from }U_1\hfill \\ (a_nxb_nxYY)/x\hfill & \text{ from }U_2\hfill \\ (a_nyb_nX)/y\hfill & \text{ from }U_3\hfill \\ a_nb_nYXY\hfill & \text{ from }U_4\hfill \end{array}`$ (17)
From Eq.(17) we can find the indeterminate points of $`\phi _n`$ (the points where $`\overline{y}^1`$ is indeterminate): $`(x,y)=(1/b_n,0)`$ and $`(0,\mathrm{})`$.

### 3.1 Space of initial conditions (by blow-ups)

Blow-up of a rational surface
We denote the blow-up at $`(x,y)=(x_0,y_0)^2`$:

$`\{(x,y):x,y\}`$
$`\stackrel{\mu _{(x_0,y_0)}}{}`$ $`\{(xx_0,yy_0;\zeta _1:\zeta _2)|x,y,\zeta _1,\zeta _2,`$
$`|\zeta _1|+|\zeta _2|0,(xx_0)\zeta _2=(yy_0)\zeta _1\}`$
by

$`(x,y)(u,v)=(xx_0,{\displaystyle \frac{yy_0}{xx_0}})(u^{},v^{})=({\displaystyle \frac{xx_0}{yy_0}},yy_0).`$ (18)
First we blow up at $`(x,Y)=(0,0)`$, $`(x,Y)(x,Y/x)(x/Y,Y)`$ and denote the obtained surface by $`Y_n^{}`$. Then $`\phi _n`$ is lifted to a birational mapping from $`Y_n^{}`$ to $`^1\times ^1`$. For example, in the new coordinates $`\phi _n`$ is expressed as

$`(u_E,v_E):=(x,Y/x)`$ $``$ $`(\overline{x},\overline{y})=(1/u_Ev_E,a_nb_nu_Ev_Ev_E)`$
$`(u_E^{},v_E^{}):=(x/Y,Y)`$ $``$ $`(\overline{x},\overline{y})=(1/v_E^{},(a_nu_E^{}b_nu_E^{}v_E^{}1)/u_E^{})`$
(use (12) and the definition of $`u_E,v_E,u_E^{}`$ and $`v_E^{}`$). The exceptional curve is described as $`u_E=0`$ (or $`v_E^{}=0`$) and its image is described as $`(\overline{X},\overline{y})=(0,a_nv_E)`$ ($`\overline{X}=1/\overline{x}`$). In this way, blowing up at $`(x,y)=(x_0,y_0)`$ gives meaning to $`(xx_0)/(yy_0)`$ at this point.

The indeterminate points of the inverse mapping $`\phi _{n1}^1`$:

$`\phi _{n1}^1:\{\begin{array}{ccc}\underset{¯}{x}\hfill & =\hfill & 1/(xy+a_{n1}x+b_{n1})\hfill \\ \underset{¯}{y}\hfill & =\hfill & x\hfill \end{array},`$ (21)
are $`(x,y)=(\mathrm{},a_{n1})`$ and $`(0,\mathrm{})`$, where $`(\underset{¯}{x},\underset{¯}{y})`$ means the image of $`(x,y)`$ by $`\phi _{n1}^1`$. By successive blow-ups we can eliminate the indeterminacy of $`\phi _n`$ and $`\phi _{n1}^1`$ and we obtain the surface $`Y_{1,n}`$ defined by the following sequence of blow-ups (for simplicity we write only one of the coordinates of (18)):

$`(x,y)`$ $`\underset{\mu _E}{\overset{(0,\mathrm{})}{}}`$ $`(u_E,v_E)=(x,{\displaystyle \frac{1}{xy}})`$
$`(x,y)`$ $`\underset{\mu _{F_1}}{\overset{(\frac{1}{b_n},0)}{}}`$ $`(u_{F_1},v_{F_1})=(x+{\displaystyle \frac{1}{b_n}},{\displaystyle \frac{y}{x+1/b_n}})`$
$`(x,y)`$ $`\underset{\mu _{G_1}}{\overset{(\mathrm{},a_{n1})}{}}`$ $`(u_{G_1},v_{G_1})=({\displaystyle \frac{1}{x}},x(y+a_{n1})).`$
and $`\phi _n`$ (and $`\phi _{n1}^1`$) is lifted to a regular mapping from $`Y_{1,n}`$ to $`^1\times ^1`$.

Following the scheme of the previous section, we successively blow up at the points each of which is the image or the pre-image of some curve. We assume the points $`\phi _{ki}^1\phi _{k2}^1\mathrm{}\phi _{k1}^1(\frac{1}{b_k},0)`$ or $`\phi _{k+i}\phi _{k+2}\mathrm{}\phi _{k+1}(\mathrm{},a_k)`$ do not meet the lines $`x=0,x=\mathrm{},y=0,y=\mathrm{}`$ for any integers $`k`$ and $`i1`$. For generic $`\{a_n\}`$ and $`\{b_n\}`$ this is true. Blowing-up at these points, we obtain the sequence of “rational surfaces” $`\{X_n:=Y_{\mathrm{},n}\}`$. (See Fig.1).

We denote the class of the total transform of the line $`x=\mathrm{constant}`$ or $`y=\mathrm{constant}`$ as $`H_0`$ and $`H_1`$ respectively and denote the class of the total transform of the points $`(0,\mathrm{}),\phi _{ki}^1\phi _{k2}^1\mathrm{}\phi _{k1}^1(\frac{1}{b_k},0)`$ or $`\phi _{k+i}\phi _{k+2}\mathrm{}\phi _{k+1}(\mathrm{},a_k)`$ ($`i=0,1,2,\mathrm{}`$) as $`E,F_i`$ or $`G_i`$ respectively. In Fig.1 each line means an irreducible curve and the intersection of lines means the intersection of corresponding curves. For example the class of total transform of the line $`x=0`$ is $`H_0`$ and the class of its proper transform is $`H_0E`$ (see “Picard group of rational surfaces” in Section 2).

Remark. Of course the surface $`X_n`$ is defined by infinite times blowing up and therefore is not a rational surface, but we can justify our discussion through the arguments below. We denote the blow-ups of $`E,F_i`$ and $`G_i`$ as $`\mu _E,\mu _{F_i}`$ and $`\mu _{G_i}`$ respectively. Let $`N`$ be a sufficiently large positive integer and let $`k`$ be an integer such that $`|k|<N`$. Let $`X_{k,n}`$ be a rational surface obtained by blow-ups $`\mu _E,\mu _{F_1},\mu _{F_2},\mathrm{},\mu _{F_{Nk}}`$ and $`\mu _{G_1},\mu _{F_2},\mathrm{},\mu _{G_{N+k}}`$. Then $`\phi _n`$ is lifted to an isomorphism from $`X_{k,n}`$ to $`X_{k1,n+1}`$.

Actions on the Picard group

The Picard group of $`X_n`$ is isomorphic to the lattice

$$H_0+H_1+E+\underset{i=1}{\overset{\mathrm{}}{}}F_i+\underset{i=1}{\overset{\mathrm{}}{}}G_i.$$

The mapping $`\phi _n`$ maps $`\mathrm{Pic}(X_n)`$ to $`\mathrm{Pic}(X_{n+1})`$ as

$`H_1`$ $``$ $`H_0(\text{if }y\text{ is a constant, then }\overline{x}\text{ is a constant})`$
$`H_1E`$ $``$ $`G_1`$
$`H_0E`$ $``$ $`H_1E`$
$`E`$ $``$ $`H_0G_1`$
$`F_1`$ $``$ $`H_0E`$
$`H_1F_1`$ $``$ $`E`$
$`F_i`$ $``$ $`F_{i1}(\text{for }i2)`$
$`G_i`$ $``$ $`G_{i+1}`$
and hence the linear transformation $`(\phi _n)_{}:\mathrm{Pic}(X_n)\mathrm{Pic}(X_{n+1})`$ is

$`H_0`$ $``$ $`H_0+H_1EG_1`$
$`H_1`$ $``$ $`H_0`$
$`E`$ $``$ $`H_0G_1`$
$`F_1`$ $``$ $`H_0E`$
$`F_i`$ $``$ $`F_{i1}(\text{for }i2)`$
$`G_i`$ $``$ $`G_{i+1}.`$
By using Prop. 2.4 and

$$\left(\underset{k=0}{\overset{m1}{}}(\phi _{n+k})\right)_{}(H_0)=H_0+H_1EG_m$$

$$(\phi _{n+k})_{}(H_1)=H_0,$$

the degree of $`(_{k=0}^{m1}\phi _{n+k})(x,y)=(P^m,Q^m)`$, $`(m1)`$, can be calculated as

$`\mathrm{deg}_xP_m=1(\text{if }m2),0(\text{if }m=1),`$
$`\mathrm{deg}_yP_m=\mathrm{deg}_xQ_m=\mathrm{deg}_yQ_m=1.`$
### 3.2 Space of initial conditions (by blow-ups and blow-downs)

From Fig.1 we can find the fact that $`\phi _n`$ is lifted to an automorphism on the surface obtained by the blow-up $`\mu _E`$ and blow-downs along the proper transforms of the lines $`x=0`$ and $`y=0`$. This surface is nothing but $`^2`$ (see Fig.2).

The concrete calculation is as follows.

$`(x,y)(x,{\displaystyle \frac{1}{y}})({\displaystyle \frac{1}{x}},y)({\displaystyle \frac{1}{x}},{\displaystyle \frac{1}{y}})=^1\times ^1`$
$``$ $`(x,y)(x,{\displaystyle \frac{1}{xy}})(xy,{\displaystyle \frac{1}{y}})({\displaystyle \frac{1}{x}},y)({\displaystyle \frac{1}{x}},{\displaystyle \frac{1}{y}})`$
$``$ $`(x,xy)(x,{\displaystyle \frac{1}{xy}})({\displaystyle \frac{1}{x}},y)({\displaystyle \frac{1}{x}},{\displaystyle \frac{1}{y}})`$
$``$ $`(x,xy)({\displaystyle \frac{1}{x}},y)({\displaystyle \frac{1}{y}},{\displaystyle \frac{1}{xy}})`$
$`=`$ $`(x,z)({\displaystyle \frac{1}{x}},y)({\displaystyle \frac{1}{y}},{\displaystyle \frac{1}{z}})=^2(z=xy).`$
By putting $`x=v/u,y=w/v,z=w/u`$, $`\phi _n`$ reduces to the mapping from $`^2`$ to itself:

$`(\overline{u}:\overline{v}:\overline{w})`$ $`=`$ $`(v:w:a_nwb_nvu)`$ (22)
and therefore $`\phi _n`$ has been reduced to a linear transformation on $`^2`$.

Remark. The singularity pattern of $`\{\phi _n:^1\times ^1^1\times ^1\}`$ corresponding to $`F_i`$ and $`G_i`$ is $`\{\mathrm{}`$, point, point, line, line, point, point, $`\mathrm{}\}`$. In these case there is a possibility that the lines can be blown down (but not always, see Section 3 and 4).

### 3.3 Analytically stable surface

Following the scheme in Section 2 we can obtain a surface such that $`\{\phi _n\}`$ is analytically stable. Recall that a sequence of mappings $`\{\psi _i:X_iX_{i+1}\}`$ is analytically stable if and only if there does not exist a singularity pattern \[EF $``$ point $`\mathrm{}`$ point $``$ EF\], where EF means effective divisor, and hence we can obtain such a sequence surfaces by blowing up at all the points in these singularity patterns of $`\{\phi _n:^1\times ^1^1\times ^1\}`$. Let $`X`$ be the surface obtained by the blow-up $`\mu _E`$, then $`\{\phi _n:XX\}`$ is analytically stable. In fact, since $`(\phi _n)=\{(1/b_n,0)\})`$ and $`𝒞(\phi _m)=\{(\mathrm{},b_m)\}`$ we have $`(\phi _n)(_{k=1}^{nm1}\phi _{m+k})(𝒞(\phi _m))=\mathrm{}`$ (we have assumed that $`a_n`$ and $`b_n`$ are generic)(see Fig.3).

The action $`(\phi _n)_{}`$ on $`\mathrm{Pic}(X)`$ is

$`H_0`$ $``$ $`H_0+H_1E`$
$`H_1`$ $``$ $`H_0`$
$`E`$ $``$ $`H_0.`$
## 4 A simple Riccati system

In this section and the next one we consider some mappings which are non-confining but whose degrees grow linearly with the iteration of these mappings. These systems can be linearised to “Riccati” systems as explained in . We shall show that this linearisation can be recovered in a straightforward way by using the method of the space of initial conditions.

In this section let us consider the following simple non-autonomous discrete dynamical system:

$`x_{n+1}`$ $`=`$ $`({\displaystyle \frac{x_n}{x_{n1}}}+a_n)x_n`$ (23)
This mapping is linearised in a straightforward way, since it can be written as

$$w_n=w_{n1}+a_n,x_{n+1}=x_nw_n$$

by putting $`w_n=x_{n+1}/x_n`$. This system can be solved in cascade (the former equation is linear (projective in general) and the later one is linear (resp. projective) with respect to $`x_n`$). We will recover this transformation by using the space of initial conditions.

Eq. (23) reduces to the mapping $`\phi _n:^1\times ^1^1\times ^1`$:

$`\{\begin{array}{ccc}\overline{x}\hfill & =\hfill & y\hfill \\ \overline{y}\hfill & =\hfill & ({\displaystyle \frac{y}{x}}+a_n)y\hfill \end{array}`$ (26)
and the indeterminate points of $`\phi _n`$ and $`\phi _{n1}^1`$ are $`(x,y)=(0,0)`$ and $`(\mathrm{},\mathrm{})`$.

### 4.1 Space of initial conditions

In the same way as in Section 3.1 we obtain the sequence of “rational surfaces” $`X_n`$ as Fig.4.

In the surface $`X_n`$ the total transforms of the points of blow-ups are as follows:

$`A:(x,y)=(0,0)`$
$`B:(1/x,1/y):=(0,0)`$
$`C_i:(u_A,v_A):=(x,y/x)=(0,{\displaystyle \underset{k=1}{\overset{i}{}}}a_{ni1})`$
$`D_i:(u_B,v_B):=(y/x,1/y)=({\displaystyle \underset{k=0}{\overset{i1}{}}}a_{n+i},0)`$
$`E_1:(u_A^{},v_A^{}):=(x/y,y)=(0,0)`$
$`E_2:(u_{E_1},v_{E_1}):=(u_A^{},v_A^{}/u_A^{})=(0,0)`$
$`E_{i+1}:(u_{E_i},v_{E_i}):=(u_{E_{i1}},v_{E_{i1}}/u_{E_{i1}})=(0,0)(i2)`$
$`F_1:(u_B^{},v_B^{}):=(1/x,x/y)=(0,0)`$
$`F_2:(u_{F_1},v_{F_1}):=(u_B^{}/v_B^{},v_B^{})=(0,0)`$
$`F_{i+1}:(u_{E_i},v_{E_i}):=(u_{E_{i1}}/v_{E_{i1}},v_{E_{i1}})=(0,0)(i2).`$
The action $`(\phi _n)_{}:\mathrm{Pic}(X_n)\mathrm{Pic}(X_{n+1})`$ is

$`H_0`$ $``$ $`2H_0+H_1ABC_1F_1`$
$`H_1`$ $``$ $`H_0`$
$`A`$ $``$ $`H_0C_1`$
$`B`$ $``$ $`H_0F_1`$
$`C_i`$ $``$ $`C_{i+1}(i1)`$
$`D_1`$ $``$ $`H_0B`$
$`D_i`$ $``$ $`D_{i1}(i2)`$
$`E_1`$ $``$ $`H_0A`$
$`E_i`$ $``$ $`E_{i1}(i2)`$
$`F_i`$ $``$ $`F_{i+1}(i1).`$
The degree of $`(_{k=0}^{m1}\phi _{n+k})(x,y)=(P^m,Q^m)`$, $`(m1)`$, can be calculated by

$$\underset{k=0}{\overset{m1}{}}(\phi _{n+k})_{}(H_0)=(m+1)H_0+m(H_1+A+B)\underset{i=1}{\overset{m}{}}C_i\underset{i=1}{\overset{m}{}}F_i$$

$$(\phi _{n+k})_{}(H_1)=H_0$$

as $`\mathrm{deg}_xP^m=m1,\mathrm{deg}_yP^m=m,\mathrm{deg}_xQ^m=m,\mathrm{deg}_yQ^m=m+1`$.

### 4.2 Analytically stable surface

Similar to Section3.3, the sequence of mappings $`\{\phi _n\}`$ is lifted to an analytically stable sequence. Let $`X`$ be the surface obtained by the blow-ups $`\mu _A`$ and $`\mu _B`$, then $`\{\phi _n:XX\}`$ is analytically stable (see Fig.5). Notice that $`X`$ is independent of $`n`$, while this is not true for the more complicated Riccati mappings as in Sect.5.

The action $`(\phi _n)_{}:\mathrm{Pic}(X)\mathrm{Pic}(X)`$ is

$`H_0`$ $``$ $`2H_0+H_1AB`$
$`H_1`$ $``$ $`H_0`$
$`A`$ $``$ $`H_0`$
$`B`$ $``$ $`H_0.`$
The invariant effective class in $`\mathrm{Pic}(X)`$ is

$`H_0+H_1AB`$ (27)
and the divisors in this class, i.e. divisors in $`^1\times ^1`$ such that the class of their proper transforms is (27), are

$$c_1x+c_2y=0,$$

where $`c_1`$ and $`c_2`$ are nonzero constants in $``$. Actually these lines pass through the points $`(x,y)=(0,0),(\mathrm{},\mathrm{})`$ with multiplicity $`1`$. Here $`\{(c_1:c_2)\}^1`$ and the lines $`c_1x+c_2y=0`$ can be considered as the base space and as fibers respectively. Hence $`X`$ has a fibration preserved by $`\phi _n`$.

By putting $`u=c_1/c_2=y/x,v=x`$ $`\phi `$ is decomposed to mappings on the base space and on fibers as follows

$`\{\begin{array}{ccc}\overline{u}\hfill & =\hfill & u+a_n\hfill \\ \overline{v}\hfill & =\hfill & uv.\hfill \end{array}`$ (30)
## 5  A more complicated Riccati system

In this section we consider the mapping

$`1={\displaystyle \frac{f_{n1}+f_{n+1}+k}{x_n}}{\displaystyle \frac{f_{n1}+f_n+k}{x_n+x_{n1}}}{\displaystyle \frac{f_n+f_{n+1}+k}{x_n+x_{n+1}}},`$ (31)
where $`f_n`$’s are free functions of $`n`$ and $`k`$ is a constant in $``$ (hence we can assume $`k=0`$ without loss of generality). This mapping is obtained by limiting process from the discrete Painlevé IV equation  and the degree grows linearly. Eq. (31) reduces to the mapping $`\phi _n:^1\times ^1^1\times ^1`$:

$`\{\begin{array}{ccc}\overline{x}\hfill & =\hfill & y\hfill \\ \overline{y}\hfill & =\hfill & {\displaystyle \frac{y(xy+y^2(f_{n1}f_n)x+2f_ny)}{xy+y^2(f_{n1}+f_{n+1})x+(f_nf_{n+1})y}}\hfill \end{array}`$ (34)
and the indeterminate points of $`\phi _n`$ and $`\phi _{n1}^1`$ are $`(x,y)=(0,0)`$ and $`(\mathrm{},\mathrm{})`$.

### 5.1 Space of initial conditions

“The rational surfaces” $`X_n`$ corresponding to $`\phi `$ for generic $`\{f_n\}`$ is as Fig.6.

In the surface $`X_n`$ the total transforms of the points of blow-ups are as follows

$`A:(x,y)=(0,0)`$
$`B_1:(1/x,1/y):=(0,0)`$
$`B_2:(u_{B_1},v_{B_1}):=(1/x,x/y)=(0,1)`$
$`B_3:(u_{B_2},v_{B_2}):=(u_{B_1},{\displaystyle \frac{v_{B_1}+1}{u_{B_1}}})=(0,f_{n1}+f_n))`$
$`B_4:(u_{B_3},v_{B_3}):=(u_{B_2},{\displaystyle \frac{v_{B_2}(f_{n1}+f_n)}{u_{B_2}}})=(0,(f_{n1}+f_n)2f_{n1})`$
$`C_1:(u_A,v_A):=(x,y/x)=(0,{\displaystyle \frac{f_{n1}+f_{n+1}}{f_nf_{n+1}}}=:c_{1,n})`$
$`C_i:(u_A,v_A)=(0,{\displaystyle \frac{(f_{n1}f_n)+(f_{n1}+f_{n+1})c_{i1,n+1}}{2f_n+(f_nf_{n+1})c_{i1,n+1}}}=:c_{i,n})(i2)`$
$`D_1:(u_A,v_A)=(0,{\displaystyle \frac{f_{n1}f_{n2}}{f_n+f_{n2}}}=:d_{1,n})`$
$`D_i:(u_A,v_A)=(0,{\displaystyle \frac{(f_{n1}f_{n2})+(2f_{n1})d_{i1,n1}}{(f_{n2}+f_n)+(f_nf_{n1})d_{i1,n1}}}=:d_{i,n})(i2)`$
The action $`(\phi _n)_{}:\mathrm{Pic}(X_n)\mathrm{Pic}(X_{n+1})`$ is

$`H_0`$ $``$ $`3H_0+H_1AB_1B_2B_3B_4D_1`$
$`H_1`$ $``$ $`H_0`$
$`A`$ $``$ $`H_0D_1`$
$`B_1`$ $``$ $`H_0B_4`$
$`B_2`$ $``$ $`H_0B_3`$
$`B_3`$ $``$ $`H_0B_2`$ (35)
$`B_4`$ $``$ $`H_0B_1`$
$`C_1`$ $``$ $`H_0A`$
$`C_i`$ $``$ $`C_{i1}(i2)`$
$`D_i`$ $``$ $`D_{i+1}(i1).`$
The degree of $`(_{k=0}^{m1}\phi _{n+k})(x,y)=(P^m,Q^m)`$, $`(m1)`$, can be calculated by

$$\underset{k=0}{\overset{m1}{}}(\phi _{n+k})_{}(H_0)=(2m+1)H_0+(2m1)(H_1A)m\underset{l=1}{\overset{4}{}}B_l2\underset{l=1}{\overset{m1}{}}D_lD_m$$

$$(\phi _{n+k})_{}(H_1)=H_0$$

as

$$\mathrm{deg}_xP=0,\mathrm{deg}_xP^m=2m3(m2),$$

$$\mathrm{deg}_yP^m=2m1,\mathrm{deg}_xQ^m=2m1,\mathrm{deg}_yQ^m=2m+1(m1).$$

### 5.2 Analytically stable surfaces

Let $`X_n`$ be the surface obtained by the blow-ups $`\mu _A`$ and $`\mu _{B_l}(l=1,2,3,4)`$, then $`\{\phi _n:X_nX_{n+1}\}`$ is analytically stable (see Fig.7).

The action $`(\phi _n)_{}:\mathrm{Pic}(X_n)\mathrm{Pic}(X_{n+1})`$ is

$`H_0`$ $``$ $`3H_0+H_1AB_1B_2B_3B_4`$
$`H_1`$ $``$ $`H_0`$
$`A`$ $``$ $`H_0`$
$`B_1`$ $``$ $`H_0B_4`$
$`B_2`$ $``$ $`H_0B_3`$
$`B_3`$ $``$ $`H_0B_2`$
$`B_4`$ $``$ $`H_0B_1.`$
The invariant effective class in $`\mathrm{Pic}(X_n)\mathrm{Pic}(X_{n+1})`$ is

$$2H_0+2H_12AB_1B_2B_3B_4$$

and the divisors in this class are

$`c_1(x+y)^2+c_2y(x^2f_ny+xy+f_{n1}(2x+y))=0`$ (36)
where $`c_1`$ and $`c_2`$ are nonzero constants in $``$. Here $`\{(c_1:c_2)\}^1`$ and the curves (36) can be considered as the base space and as fibers respectively. Hence $`X`$ has a fibration preserved by $`\phi _n`$. Here the curve (36) has singular point $`(0,0)`$ and is birationally isomorphic to $`^1`$. Actually the line $`sxy=0`$ intersects with the curve (36) at four points in $`^1\times ^1`$: $`(0,0)`$ (order 2), $`(\mathrm{},\mathrm{})`$ and

$`\{\begin{array}{ccc}x\hfill & =\hfill & {\displaystyle \frac{c(1+s)^2+s(f_ns+f_{n1}(2+s))}{s(1+s)}}\hfill \\ y\hfill & =\hfill & {\displaystyle \frac{c(1+s)^2+s(f_ns+f_{n1}(2+s))}{(1+s)}},\hfill \end{array}`$ (39)
where $`c=c_1/c_2`$. Eq. (39) gives a birational isomorphism from $`s^1`$ to the curves (36).

Using the new independent variables $`c`$ and $`s`$, $`\phi `$ reduces to

$`\{\begin{array}{ccc}\overline{c}\hfill & =\hfill & {\displaystyle \frac{f_{n1}+f_n}{f_n+f_{n+1}}}(c+f_{n1}f_n)\hfill \\ \overline{s}\hfill & =\hfill & {\displaystyle \frac{(c+f_{n1}f_n)(s+1)}{(c+f_{n1}f_n)s+c+f_{n1}+f_{n+1}}}.\hfill \end{array}`$ (42)
Since $`d:=(f_{n1}+f_n)c+f_{n1}^2`$ is a constant, the first equation is easily integrated and the second equation is a projective mapping on $`^1`$.

### 5.3 Some autonomous case

In some autonomous cases the space of initial conditions is different from the generic case. We consider the case where $`f_n=1/2a`$ for all $`n`$ in Eq. (34):

$`\{\begin{array}{ccc}\overline{x}\hfill & =\hfill & y\hfill \\ \overline{y}\hfill & =\hfill & {\displaystyle \frac{y^2(ax+ay1)}{axy+ay^2+x}}\hfill \end{array}`$ (45)
“The rational surfaces” $`X_n`$ corresponding to Eq.(45) is as Fig.8.

In the surface $`X_n`$ the total transforms of the points of blow-ups are as follows

$`A:(x,y)=(0,0)`$
$`B_1:(1/x,1/y):=(0,0)`$
$`B_2:(u_{B_1},v_{B_1}):=(1/x,x/y)=(0,1)`$
$`B_3:(u_{B_2},v_{B_2}):=(u_{B_1},{\displaystyle \frac{v_{B_1}+1}{u_{B_1}}})=(0,1/a)`$
$`B_4:(u_{B_3},v_{B_3}):=(u_{B_2},{\displaystyle \frac{v_{B_2}+1/a}{u_{B_2}}})=(0,1/a^2)`$
$`C_i:(x/y,y^i/x^{i1}):=(0,0)(i1)`$
$`D_1:(x^i/y^{i1},y/x):=(0,0)(i1)`$
While the action of $`(\phi _n)_{}`$ on the curves themselves is different from the generic case, the action $`(\phi _n)_{}:\mathrm{Pic}(X_n)\mathrm{Pic}(X_{n+1})`$ is the same as (35). Hence the invariant effective class is the same as in the generic case.

## 6 Conclusion

In this paper, we have studied the space of initial conditions for a family of linearisable mappings. These mappings have been obtained either in studies of projective systems or through limiting procedures of discrete Painlevé equations. They are in general nonautonomous and, except for the projective cases, they possess unconfined singularities. Despite this fact (which necessitates in principle an infinite number of blow-ups) we were able to construct the space of initial conditions and the analytically stable sequence of surfaces.

We have also shown that the degrees of iterated mappings can be calculated by considering the action on the Picard groups of these sequence of surfaces. In the case of Riccati type equations, the degrees of which grow linearly and in the autonomous case these belong to the ruled surface case in , we have shown that
i) the corresponding surfaces have fibrations such that the fibers are mapped to the fibers of the next surface
ii) by using these fibrations we can reduce such mapping to two projective mappings in cascade, i.e. a projective mapping on the base space and that on fibers, where the solution of the former one can be used in the coefficients in the second one.

Many more mappings, which are integrable through linearisation or whose degree grows linearly, have been derived in the past few years. It would be interesting to examine them using the tools we have presented in this paper.


text:
# Simultaneous Softening of 𝜎 and 𝜌 Mesons associated with Chiral Restoration

## Abstract

Complex poles of the unitarized $`\pi `$-$`\pi `$ scattering amplitude in nuclear matter are studied. Partial restoration of chiral symmetry is modeled by the decrease of in-medium pion decay constant $`f_\pi ^{}`$. For large chiral restoration ($`f_\pi ^{}/f_\pi 1`$), 2nd sheet poles in the scalar ($`\sigma `$) and the vector ($`\rho `$) mesons are both dictated by the Lambert $`W`$ function and show universal softening as $`f_\pi ^{}`$ decreases. In-medium $`\pi `$-$`\pi `$ cross section receives substantial contribution from the soft mode and exhibits a large enhancement in low-energy region. Fate of this universality for small chiral restoration ($`f_\pi ^{}/f_\pi 1`$) is also discussed.

An analogy between in-medium hadrons in QCD and collective modes in condensed matters suggests that hadronic spectral functions and complex hadronic-poles have important information on chiral structure of hot/dense matter HKBR . In particular, the light vector mesons ($`\rho ,\omega ,\varphi `$) PI-BR-HL , and the light scalar meson ($`\sigma `$) HK85  have been proposed to be possible probes of partial restoration of chiral symmetry. Properties of in-medium vector mesons may be extracted through dilepton emission from hot and/or dense matter. In fact, relativistic heavy ion experiments in SPS at CERN indicate some spectral broadening and/or shift of the $`\rho `$ CERES ; RAWA . Dileptons observed in proton-nucleus reactions at KEK also suggest a low-mass spectral enhancement in the vector channel E325 .

The $`\sigma `$ meson, on the other hand, has been thought to be a direct but difficult probe of chiral restoration because of its obscure nature in the vacuum. Nevertheless, there arise growing interests in recent years to the $`\sigma `$ in nuclear matter inspired by new experimental data of the $`\pi `$-$`\pi `$ invariant mass distribution in $`(\pi ,\pi \pi )`$ CHAOS ; CB ; grion  and $`(\gamma ,\pi \pi )`$ Mainz  reactions with nuclear targets TK95 ; Orsay . They suggest some spectral change of the two-pion final states in the $`I`$=$`J`$=0 channel ($`I`$ and $`J`$ being the total isospin and total angular momentum, respectively). Theoretically, the $`\sigma `$ pole located deep in the complex energy plane may move toward the real-axis HK85  and behave as an important precursory mode if the partial chiral restoration occurs HKS ; JHK ; Orsay .

The main aim of this paper is to investigate a common mechanism dictating the behavior of both $`\sigma `$ and $`\rho `$ when the partial chiral restoration takes place in nuclear matter. For this purpose, we study complex poles of the $`\pi `$-$`\pi `$ scattering amplitude in nuclear matter calculated in unitarized chiral models. To make reliable unitarization and analytic continuation of the scattering amplitude to complex energies, we adopt the $`N/D`$ method ND ; IH ; OO  which respects the analyticity and approximately satisfies the crossing symmetry. As for the chiral models to be unitarized, we adopt four complementary models shown below. They are useful to check the model dependence of the final results.

Model A: The “$`\rho `$ model” BZ ; BAS  where $`\pi `$ and bare-$`\rho `$ are the basic degrees of freedom. The physical $`\sigma `$ is generated dynamically in this model.

Model B: The “$`\sigma `$ model” BL ; BAS  where $`\pi `$ and bare-$`\sigma `$ are the basic degrees of freedom. The physical $`\rho `$ is generated dynamically in this model.

Model C: The “degenerate $`\rho `$-$`\sigma `$ model” IH  where $`\pi `$, bare-$`\rho `$ and bare-$`\sigma `$ are all basic degrees of freedom.

Model D: The leading order chiral lagrangian $`_2`$, by which the $`\sigma `$-pole is generated dynamically while the physical $`\rho `$ is not CGL .

To incorporate the effect of chiral symmetry restoration in these models, we replace the pion decay constant $`f_\pi `$ by an in-medium decay constant $`f_\pi ^{}`$ which is expected to decrease in nuclear matter HK85 . In the $`\sigma `$-models, this replacement is approximately justified in the mean-field level where the effect of the Fermi-sea is absorbed in the redefinition of $`f_\pi `$ JHK . In general, there arises two decay constants in the medium: $`f_{\pi ,t}^{}`$ which is related to the temporal component of the axial current, and $`f_{\pi ,s}^{}`$ which is related to the spatial component of the axial current. In the qualitative study given below, we will not consider this complication. For more discussions on $`f_\pi ^{}`$, see recent papers PIA .

As for the parameters such as the masses of bare-$`\rho `$ and bare-$`\sigma `$ and their couplings to $`\pi `$, we keep them density independent, partly because it is a simplest possible choice and partly because their density dependence is not known. Nevertheless, we shall show that, in all the above models, there arise simultaneous softening of $`\sigma `$ and $`\rho `$ driven by the decrease of $`f_\pi ^{}`$. This is the first strong indication that both the scalar and vector mesons serve as chiral soft modes. To extract essential physics of the soft modes without complication due to the finite pion mass, we will work in the chiral limit below.

The $`\pi `$-$`\pi `$ scattering amplitude and associate phase shift in the vacuum ($`f_\pi `$=93 MeV) in Model C has been studied in IH  by using the $`N/D`$ method. We briefly recapitulate its essential parts which are necessary for the analyses in this paper. The invariant amplitude for the elastic process $`\pi ^a+\pi ^b\pi ^c+\pi ^d`$ is written as $`_{abcd}(s,t)=A(s,t)\delta _{ab}\delta _{cd}+`$ (crossing terms), where $`a,b,\mathrm{}`$ denote isospin indices and $`s,t`$ are the Mandelstam variables. The tree-level amplitude $`A^{\mathrm{tree}}(s,t)`$ is parameterized by the contact $`\pi `$-$`\pi `$ interaction from $`_2`$ together with the exchange of bare-$`\sigma `$ in the $`s`$-channel and the bare-$`\rho `$ exchange in $`t,u`$-channels IH . Then the partial wave amplitude $`a_{_{IJ}}`$ has a general form

$`a_{_{IJ}}^{\mathrm{tree}}(s)=b_{_{IJ}}s+{\displaystyle \underset{\alpha =\sigma ,\rho }{}}b_{_{\alpha IJ}}^{}f_\alpha (s/\overline{m}_\alpha ^2).`$ (1)
Here $`\overline{m}_{\sigma (\rho )}`$ is the mass of the bare-$`\sigma `$(-$`\rho )`$. The first term in the right hand side of eq.(1) is a model-independent part where $`b_{_{IJ}}`$ is the low energy constant solely determined by chiral symmetry;

$`b_{00}={\displaystyle \frac{1}{16\pi f_\pi ^2}},b_{20}={\displaystyle \frac{1}{32\pi f_\pi ^2}},b_{11}={\displaystyle \frac{1}{96\pi f_\pi ^2}}.`$ (2)
The second term in (1) is a model-dependent part where the coefficient $`b_{_{\alpha IJ}}^{}`$ is proportional to $`g_\alpha ^2`$ with $`g_\alpha `$ being a strength of the coupling of $`\alpha `$ with two pions. $`f_\alpha (s/\overline{m}_\alpha ^2)`$ behaves as $`O(s^2)`$ for $`s0`$. We take $`\overline{m}_\sigma `$=$`\mathrm{}`$ (Model A), $`\overline{m}_\rho `$=$`\mathrm{}`$(Model B), and $`\overline{m}_{\sigma ,\rho }`$=$`\mathrm{}`$ in Model D. For Model C, we take the same constraints as ref.IH , namely, $`g_\sigma `$=$`g_\rho `$ and $`\overline{m}_\sigma =\overline{m}_\rho `$.

In the $`N/D`$-method, the full amplitude is written

$`a_{_{IJ}}={\displaystyle \frac{N_{IJ}}{D_{IJ}}},`$ (3)
where $`N_{IJ}`$ ($`D_{IJ}`$) has a left- (right-) hand cut in the complex $`s`$-plane. The elastic unitarity implies $`\mathrm{Im}D_{IJ}(s>0)=N_{IJ}`$. For the numerator function, we take $`N_{IJ}(s)`$=$`a_{_{IJ}}^{\mathrm{tree}}(s)`$ together with $`D_{IJ}(0)=1`$, which are consistent with the boundary condition $`a_{_{IJ}}(s0)b_{_{IJ}}s`$ obtained from chiral symmetry. Then the dispersion relation for $`D_{IJ}(s)`$ reads

$`D_{IJ}(s)={\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\mathrm{}}}𝑑s^{}{\displaystyle \frac{a_{_{IJ}}^{\mathrm{tree}}(s^{})}{s^{}siϵ}}+(\mathrm{subtraction}).`$ (4)
Since $`a_{_{IJ}}^{\mathrm{tree}}(s\mathrm{})s`$, two subtractions are necessary to make $`D_{IJ}(s)`$ finite. Namely two unknown parameters appear. One of them can be fixed by $`D_{IJ}(0)=1`$ mentioned above. Another one, which is written as $`d_{_{IJ}}^{}(\mu )`$ below, should be determined empirically at some energy scale $`\mu `$. Thus the final form of the denominator function reads

$`D_{IJ}(s)`$ $`=`$ $`1d_{_{IJ}}^{}(\mu )s`$ (5)
$`+`$ $`{\displaystyle \frac{1}{\pi }}\left(b_{_{IJ}}s\mathrm{ln}{\displaystyle \frac{s}{\mu ^2}}{\displaystyle \underset{\alpha =\sigma ,\rho }{}}b_{_{\alpha IJ}}^{}d_\alpha (s/\overline{m}_\alpha ^2)\right).`$ (6)
Here $`d_\alpha (x)`$ is obtained by the dispersion integral of $`f_\alpha (x)`$ in (1). Note that $`D_{IJ}(s)`$ is $`\mu `$ independent as a whole.

For our purpose, we need (i) to find complex poles of $`a_{_{IJ}}(s)`$ (or equivalently the complex zeros of $`D_{IJ}(s)`$) in the 2nd Riemann sheet of the $`s`$-plane, and (ii) to find trajectories of those poles as a function of $`f_\pi ^{}`$. In eq.(6), $`\mathrm{log}(z)`$ and $`d_\alpha (z)`$ have multi-valued structure. $`d_\alpha (z)`$ contains both $`\mathrm{ln}(z)`$ and the Spence function $`\mathrm{Sp}(z)=_0^z𝑑y\mathrm{ln}(1y)/y`$ IH . The former (latter) has a branch cut along the real axis for $`\mathrm{Re}z0`$ ($`\mathrm{Re}z1`$). Then the analytic continuation of the Spence function to the 2nd sheet reads,

$`\mathrm{Sp}^{\mathrm{II}}(z)=\mathrm{Sp}^\mathrm{I}(z)+2\pi i\mathrm{Ln}(z),`$ (7)
where $`z`$ is located in the lower half plane and $`\mathrm{Ln}(z)\mathrm{ln}|z|+i\theta `$ $`(\pi <\theta \pi )`$. The superscript I (II) indicates the 1st (2nd) sheet spence .

Here we mention briefly the determination of the unknown parameters ($`d_{_{IJ}}^{}`$, $`g_\alpha `$ and $`\overline{m}_\alpha `$) in each model. In Models A, B and C, $`g_\rho `$ is fixed to be $`g_\rho ^2/4\pi =2.72`$ for reproducing the $`\rho `$-width. In Model B and C, $`g_\sigma `$ is assumed to be the same as $`g_\rho `$ following Ref. IH . Remaining parameters $`d_{11}^{}`$ and $`\overline{m}_\alpha `$ are adjusted by making a global fit to the experimental phase shift in the $`I`$=$`J`$=1 channel up to 1 GeV rho . Then, $`d_{00}^{}`$ and $`d_{20}^{}`$ are determined uniquely from $`d_{11}^{}`$ by the constraints obtained from the matching to the $`O(p^4)`$ chiral lagrangian for small $`s`$ IH ; MAT . For Model D, $`d_{_{IJ}}`$ is directly extracted from the coefficients $`L_{1,2}^r(\mu )`$ in the $`O(p^4)`$ chiral lagrangian. The $`I`$=$`J`$=1 phase shift is not reproduced in Model D, since only $`_2`$ is considered CGL . The results are listed in TABLE 1 for each model. We take the standard choice $`\mu `$=0.77 GeV in determining the parameters. We have checked that the experimental phase shift in the ($`I`$,$`J`$)=(0,0) and ($`I`$,$`J`$)=(2,0) channels is reproduced quite well within the experimental error-bars in Model B and C below 0.9 GeV. Model A and D also show a qualitatively reasonable fit in the above channels at low energies. However, Model A underestimates attraction for ($`I`$,$`J`$)=(0,0) above 0.6 GeV. Also, Model D overestimates the attraction and repulsion above 0.4 GeV for ($`I`$,$`J`$)=(0,0) and ($`I`$,$`J`$)=(2,0), respectively.

Before making numerical analysis of $`D_{IJ}(s)`$=0, let us first discuss its solution for small values of $`s`$ where eq.(6) may be approximated as

$`D_{IJ}(s)1+(b_{_{IJ}}/\pi )s\mathrm{ln}(s/M^2),`$ (8)
in all four models. Here we have neglected $`O(s^{n2})`$ terms and $`M`$ is a $`\mu `$-independent scale defined as $`M^2\mu ^2e^{d^{}(\mu )\pi /b}`$. Then a solution on the 2nd Riemann sheet in ($`I`$,$`J`$)=(0,0), (1,1) channels reads

$`s_{_{IJ}}`$ $`=`$ $`(\pi /b_{_{IJ}})\left[W_1(\pi /b_{_{IJ}}M^2)\right]^1`$ (9)
$``$ $`{\displaystyle \frac{F_{_{IJ}}^2}{\mathrm{Ln}\left[(F_{_{IJ}}^2/M^2)/\mathrm{Ln}(F_{_{IJ}}^2/M^2)\right]i\pi }},`$ (10)
where $`W_1(z)`$ is the $`(1)`$-th branch of the Lambert $`W`$ function LWF1 . From eq.(9) to eq.(10), we have used an asymptotic expansion of $`W_1(z)`$ valid for small and positive $`z`$ LWF2 . Also, $`F_{_{00}}^{}=4\pi f_\pi ^{}`$ and $`F_{_{11}}^{}=\sqrt{6}F_{_{00}}^{}`$. Eq.(10) explicitly shows that resonance poles appear both in the $`\rho `$ and the $`\sigma `$ channels, and are softened in tandem as $`f_\pi ^{}`$ decreases in nuclear medium.

For $`f_\pi ^{}f_\pi `$, the small $`s`$ approximation cannot be justified and more complicated behavior of the poles arises. To keep track of the trajectory of the poles for wide range of $`f_\pi ^{}`$, we show numerical solutions of eq.(6) for the $`I`$=$`J`$=1 channel (Fig. 1) and for the $`I`$=$`J`$=0 channel (Fig. 2). In these figures, the crosses indicate the position of the poles in the vacuum ($`f_\pi ^{}`$=$`f_\pi `$). A common feature in Models A, B and C in the vacuum is that there always exists a narrow $`\rho `$ ($`\sqrt{s_\rho }76976i`$ MeV) and a broad/low-mass $`\sigma `$, no matter whether bare resonance are introduced or not. This is a kind of bootstrap situation discussed in BAS . Note also that, when the bare resonance is introduced, two complex poles appear as a result of an interplay between the bare resonance and the dynamically generated one. This can be seen in Fig. 1 for Models A and C, and in Fig. 2 for Models B and C. In Model D where bare resonances are not introduced, a broad and low-mass $`\sigma `$ is dynamically generated while narrow $`\rho `$ does not appear.

As $`f_\pi ^{}`$ decreases from its vacuum value, we find two types of trajectories in Figs. 1-2; those moving toward the origin and those moving toward $`\overline{m}_{\rho (\sigma )}`$ on the real axis. The former trajectories in $`I`$=$`J`$=1 and $`I`$=$`J`$=0 channels are model independent and correspond to the universal softening evaluated in Eq.(10). Since the $`\pi `$-$`\pi `$ scattering amplitude is mainly affected by the poles close to the real axis, such soft mode gives a dominant contribution to the low-energy amplitude for $`f_\pi ^{}/f_\pi 1`$.

On the other hand, when the system is close to the vacuum state ($`f_\pi ^{}/f_\pi 1`$), the above universality between $`\rho `$ and $`\sigma `$ breaks down. In fact, in the $`I`$=$`J`$=1 channel, the narrow $`\rho `$ resonance plays a dominant role and would-be soft mode is far away from the real-axis. In the $`I`$=$`J`$=0 channel, on the contrary, the broad and low-mass $`\sigma `$ keeps playing a role of the soft mode all the time.

The similarity and difference between the two channels for different values of $`f_\pi ^{}`$ can be seen also by comparing the in-medium $`\pi `$-$`\pi `$ cross section calculated from $`a_{_{IJ}}(s)`$.

The upper panel of Fig.3 (Fig.4) represents the in-medium cross section in Model B for $`0.5f_\pi f_\pi ^{}f_\pi `$ in the $`I`$=$`J`$=1 ($`I`$=$`J`$=0) channel. We find that there is a moderate softening + broadening of the $`\rho `$-resonance at $`f_\pi ^{}=0.7f_\pi `$, which is itself an interesting behavior in relation to the dilepton data in CERES ; E325 . However, even more significant change can be seen for the $`\sigma `$-resonance at the same value of $`f_\pi ^{}`$.

The lower panel of Fig.3 (Fig.4) represents the in-medium cross section in Model B for $`0.1f_\pi f_\pi ^{}0.5f_\pi `$ in the $`I`$=$`J`$=1 ($`I`$=$`J`$=0) channel. We find that sharp peaks develop in both channels as $`f_\pi ^{}0`$. They are the direct consequence of the soft modes located near the origin for small $`f_\pi ^{}`$ in Figs. 1-2. Namely, both $`I`$=$`J`$=1 and $`I`$=$`J`$=0 channels are good probes of chiral restoration in the medium if the chiral restoration is substantial. Although we have taken Model B as an example in Fig.3-4, we have checked that qualitative conclusions are the same for other models.

In summary, we have studied complex poles of the in-medium $`\pi `$-$`\pi `$ scattering amplitude in the $`I`$=$`J`$=0 and $`I`$=$`J`$=1 channels to explore possible relations between $`\sigma `$ and $`\rho `$ in nuclear matter. The $`N/D`$ method is applied to four types of chiral models and the chiral restoration is modeled by the decrease of $`f_\pi ^{}`$. We have found universal complex poles in both channels moving in tandem toward the origin if $`f_\pi ^{}`$ is sufficiently small. On the other hand, if $`f_\pi ^{}`$ is not far from its vacuum value, interesting non-universal behavior arises and the two resonances act rather differently.

Inclusion of the finite pion mass, the medium effect beyond the mean-field approximation (such as the coupling to the particle-hole excitations of the Fermi-sea and the difference of $`f_{\pi ,t}^{}`$ and $`f_{\pi ,s}^{}`$ mentioned before) are future problems to be examined. Possible connection to other theoretical approaches HKR  should be also studied.

This work is partially supported by the Grants-in-Aid of the Japanese Ministry of Education, Science and Culture (No. 12640263 and 12640296). A.H. is supported by JSPS Research Fellowship for Young Scientists.