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# Neutrino decay confronts the SNO data

## 1 Introduction

The comparison of the SNO charged current (CC) measurments with their neutral current (NC) rate establishes oscillations to active neutrino flavor at the $`5.3\sigma `$ level . The inclusion of Super-Kamiokande (SK) electron scattering (ES) rate  with SNO confirms transitions to active flavors at more than $`5.5\sigma `$ level. In other words SNO rules out the possibility of having a purely sterile component in the solar neutrino beam at the $`5.5\sigma `$ level. However presence of sterile components in the beam is not entirely ruled out. Transition to mixed states111States which are a mixture of active as well as sterile components. is still allowed with $`<32\%(65\%)`$ sterile mixture at the $`1\sigma (2\sigma )`$ level . One of the scenarios in which one can have a final sterile state is neutrino decay. The aim of this paper is to investigate the status of the neutrino decay solution to the solar neutrino problem with the incorporation of the SNO data. We deal with both two generation and three generation cases. For the latter we consider three flavor mixing between $`\nu _e`$, $`\nu _\mu `$ and $`\nu _\tau `$ with mass eigenstates $`\nu _1`$, $`\nu _2`$ and $`\nu _3`$ with the assumed mass hierarchy as $`m_1^2<m_2^2<m_3^2`$. The lightest neutrino mass state is assumed to have lifetime much greater than the Sun-Earth transit time and hence can be taken as stable. Whereas the heavier mass states $`\nu _2`$ and $`\nu _3`$ may be unstable. But the CHOOZ data  constrains the mixing matrix element Ue3 to a very small value which implies very small mixture of the $`\nu _3`$ state to the $`\nu _e`$ state produced in Sun. So the instability of the $`\nu _3`$ state has hardly any effect on solar neutrino survival probability, and to study the effect of decay on solar neutrinos for simplicity we can consider only the second mass state $`\nu _2`$ to be unstable.

There are two kinds of models of non-radiative decays of neutrinos

* If neutrinos are Dirac particles one has the decay channel $`\nu _2\overline{\nu }_{1R}+\varphi `$, where $`\overline{\nu }_{1R}`$ is a right handed singlet and $`\varphi `$ is an iso-singlet scaler . Thus all the final state particles are sterile.
* If neutrinos are Majorana particles, the decay mode is $`\nu _2\overline{\nu }_1+J`$, where $`\overline{\nu }_1`$ interacts as a $`\overline{\nu }_e`$ with a probability $`|U_{e1}|^2`$ and J is a Majoron .

In both scenarios the rest frame lifetime of $`\nu _2`$ is given by

$$\tau _0=\frac{16\pi }{g^2}\frac{m_2(1+m_1/m_2)^2}{\mathrm{\Delta }m^2\text{ }}$$
(1)
where $`g`$ is the coupling constant and $`\mathrm{\Delta }m^2(=m_2^2m_1^2`$) is the mass squared difference between the states involved in the decay process. If a neutrino of energy E decays while traversing a distance $`L`$ then the decay term exp(-$`\alpha L/E`$) gives the fraction of neutrinos that decay. $`\alpha `$ is the decay constant and is related to $`\tau _0`$ as $`\alpha =m_2/\tau _0`$.

For the Sun-Earth distance of $`1.5\times 10^{11}`$ m, and for a typical neutrino energy of 10 MeV one starts getting appreciable decay for $`\alpha 10^{12}`$ eV2. For lower values of $`\alpha `$ the exp(-$`\alpha L/E)`$ term goes to 1 signifying no decay while for $`\alpha `$ $`>`$ $`10^{10}`$ eV2 the exponential term goes to zero signifying complete decay of the unstable neutrinos. Assuming $`m_2>>m_1`$ the equation (1) can be written as

$$g^2\mathrm{\Delta }m^2\text{ }16\pi \alpha $$
(2)
If we now incorporate the bound $`g^2<4.5\times 10^5`$ as obtained from K decay modes  we get the bound $`\mathrm{\Delta }m^2>10^6\alpha `$. This gives the range $`\mathrm{\Delta }m^2\stackrel{>}{}10^6`$ eV2 for which we can have appreciable decay.

Neutrino decay in the context of the solar neutrino problem has been considered earlier in  and more recently in . After the declaration of the SNO CC data last year , bounds on the decay constant $`\alpha `$ have been obtained from the data on total rates  as well as from SK spectrum data . However with the declaration of the recent SNO neutral current results  we expect to have a better handle on the sterile admixture in the solar neutrino beam and hence tighter constraints on the decay constant $`\alpha `$. The statistical analysis for the two-generation oscillation solution for stable neutrinos with the global solar neutrino data including the recent results of the SNO experiment can be found in . In this paper we consider the possibility for unstable neutrino states and do a combined global satistical analysis of the solar neutrino data including the total rates from the Cl and Ga experiments , the zenith-angle recoil energy spectrum from SK  and the combined (CC+ES+NC) day-night energy spectrum from SNO . We do our analysis for both two and three generation scenarios. We include the results of the CHOOZ experiment  in our three generation analysis.

In section 2 we briefly present the survival probability for the solar neutrinos with one of the components unstable. In section 3 we first find the constraints on $`\alpha `$ coming from the global solar neutrino data within a two-generation framework. We argue that decay of solar neutrinos is largely disfavored as a result of the inclusion of the SNO day-night spectrum. We next extend our analysis to include the third neutrino flavor and present bounds on $`\alpha `$, $`\mathrm{\Delta }m_{21}^2`$ and $`\mathrm{tan}^2\theta _{21}`$ for different allowed values of $`\theta _{13}`$, from a $`\chi ^2`$ analysis which includes both the global solar neutrino data as well as the CHOOZ data. We end with conclusions in section 4.

## 2 Formalism

The three-generation mixing matrix relating the mass and flavour eigenstates are given as

$`U`$ $`=`$ $`R_{23}R_{13}R_{12}`$ (3)
$`=`$ $`\left(\begin{array}{ccc}c_{13}c_{12}& s_{12}c_{13}& s_{13}\\ s_{12}c_{23}s_{23}s_{13}c_{12}& c_{23}c_{12}s_{23}s_{13}s_{12}& s_{23}c_{13}\\ s_{23}s_{12}s_{13}c_{23}c_{12}& s_{23}c_{12}s_{13}s_{12}c_{23}& c_{23}c_{13}\end{array}\right)`$
where we neglect the CP violation phases.

Allowing for the possibility of decay of the second mass eigenstate the probability of getting a neutrino of flavour $`f`$ starting from an initial electron neutrino flavour is 222For a rigorous derivation of the probability for the decay plus oscillation scenario see ..

$`P_{ef}`$ $`=`$ $`a_{e1}^{}{}_{}{}^{2}|A_{1f}^{}|^2+a_{e2}^{}{}_{}{}^{2}|A_{2f}|^2e^{\alpha (LR_{})/E}+a_{e3}^{}{}_{}{}^{2}|A_{3f}^{}|^2`$ (4)
$`+`$ $`2a_{e1}^{}a_{e2}^{}e^{\alpha (LR_{})/2E}Re[A_{1f}^{}A_{2f}^{}e^{i(E_2E_1)(LR_{})}e^{i(\varphi _{2,}\varphi _{1,})}]`$
where $`E_i`$ is the energy of the mass eigenstate $`i`$, $`E`$ is the energy of the neutrino beam, $`\alpha `$ is the decay constant, $`L`$ is the distance from the center of the Sun, $`R_{}`$ is the radius of the Sun, $`\varphi _{i,}`$ are the phase inside the Sun and $`a_{ei}^{}`$ is the amplitude of an electron state to be in the mass eigenstate $`\nu _i`$ at the surface of the Sun

$$a_{ei}^{}{}_{}{}^{2}=\underset{j=1,2,3}{}X_{ij}U_{je}^{}{}_{}{}^{2}$$
(5)
where $`X_{ij}`$ denotes the non-adiabatic jump probability between the $`i^{th}`$ and $`j^{th}`$ states inside the Sun and $`U_{je}^{}`$ denotes the mixing matrix element between the flavour state $`\nu _e`$ and the mass eigenstate $`\nu _j`$ in Sun. $`A_{if}^{}`$ denote the $`\nu _i\nu _f`$ transition amplitudes inside the Earth. We evaluate these amplitudes numerically by assuming the Earth to consist of two constant density slabs . It can be shown that the square bracketed term containing the phases averages out to zero in the range of $`\mathrm{\Delta }m^2`$ in which we are interested . For further details of the calculation of the survival probability we refer to .

In the two generation limit the $`\nu _e`$ survival probability including Earth matter effects and decay can be expressed as

$$P_{ee}=P_{ee}^{\mathrm{day}}+\frac{(\mathrm{sin}^2\theta P_{2e})(P_{ee}^{\mathrm{day}}+e^{2\alpha (LR_{})/E}(P_{ee}^{\mathrm{day}}1))}{\mathrm{cos}^2\theta \mathrm{sin}^2\theta e^{2\alpha (LR_{})/E}}$$
(6)
where $`P_{2e}`$ is the transition probability of $`\nu _2\nu _e`$ at the detector while $`P_{ee}^{\mathrm{day}}`$ is the day-time survival probability (without Earth matter effects) for $`\nu _e`$ and is given by

$`P_{ee}^{\mathrm{day}}`$ $`=`$ $`\mathrm{cos}^2\theta [P_J\mathrm{sin}^2\theta _M+(1P_J)\mathrm{cos}^2\theta _M]`$ (7)
$`+\mathrm{sin}^2\theta [(1P_J)\mathrm{sin}^2\theta _M+\mathrm{cos}^2\theta _MP_J]e^{2\alpha (LR_{})/E}`$
where $`P_J`$ is the non-adiabatic level jumping probability between the two mass eigenstates for which we use the standard expression from  and $`\theta _M`$ is the matter mixing angle given by

$$\mathrm{tan}2\theta _M=\frac{\mathrm{\Delta }m^2\mathrm{sin}2\theta }{\mathrm{\Delta }m^2\mathrm{cos}2\theta 2\sqrt{2}G_Fn_eE}.$$
(8)
$`n_e`$ being the ambient electron density, $`E`$ the neutrino energy, and $`\mathrm{\Delta }m^2`$ (= $`m_2^2m_1^2`$) the mass squared difference in vacuum.

From eq.(7) we note that the decay term appears with a $`\mathrm{sin}^2\theta `$ and is therefore appreciable only for large enough $`\theta `$. Thus we expect the effect of decay to be maximum in the LMA region. This can also be understood as follows. The $`\nu _e`$ are produced mostly as $`\nu _2`$ in the solar core. In the LMA region the neutrinos move adiabatically through the Sun and emerge as $`\nu _2`$ which eventually decays. For the SMA region on the other hand $`P_J`$ is non-zero and $`\nu _e`$ produced as $`\nu _2`$ cross over to $`\nu _1`$ at the resonance and come out as a $`\nu _1`$ from the solar surface. Since $`\nu _1`$ is stable, decay does not affect this region.

## 3 Analysis of data and results

### 3.1 Bounds from two-generation analysis

First we use the standard $`\chi ^2`$ minimisation procedure and determine the $`\chi _{min}^2`$ and the best-fit values of the oscillation and decay parameters, in a two flavor mixing scenario. Details of our statistical analysis procedure, including the definition of the $`\chi ^2`$ and the correlated error matrix are given in Appendix A. We incorporate the total rate in Cl and Ga, the zenith-angle spectrum data of SK and the SNO day-night spectrum. We find that the global best-fit333The bounds that we give here and subsequently apply to the decay model where both final states are sterile. In the Majoron decay model the final state $`\overline{\nu _e}`$ can interact in the SK/SNO detectors. However there is an energy degradation and the best-fit values do not change significantly . An interesting possibility where the absolute mass scales of the two neutrino states are approximately degenerate and hence the daughter $`\overline{\nu }_e`$ is not degraded in energy is considered recently in . comes in the LMA region with the decay constant $`\alpha =0`$ and $`\mathrm{tan}^2\theta =0.41,\mathrm{\Delta }m^2=6.06\times 10^5`$eV2 .

In figure 1 we plot the $`\mathrm{\Delta }\chi ^2`$ ($`=\chi ^2\chi _{min}^2`$) for the two generation neutrino decay scenario, against the decay constant $`\alpha `$, keeping $`\mathrm{\Delta }m^2`$ and $`\mathrm{tan}^2\theta `$ free. The figure shows that the fit becomes worse with increasing value of the decay constant. We remind the reader that neutrino decay is important only for LMA and for each value of $`\alpha `$ on this curve the minimum $`\chi ^2`$ comes with $`\mathrm{\Delta }m^2`$ and $`\mathrm{tan}^2\theta `$ in the LMA region. The inclusion of the SNO data in the global solar neutrino analysis improves the fit in the LMA region for stable neutrinos444See  for recent global analyses and  for earlier ones.. Hence for small values of $`\alpha `$ where neutrinos can be taken as almost stable, the inclusion of the SNO data gives a better fit. However as $`\alpha `$ increases the neutrino decay leads to more sterile components in the final state – which is disfavoured by the SNO/SK combination and the fit worsens with SNO included. As is seen from figure 1 the global solar neutrino data put an upper bound on the decay constant – $`\alpha <7.55\times 10^{12}`$eV2 at 99% C.L., when $`\mathrm{\Delta }m^2`$ and $`\theta `$ are allowed to take on any value. Before the declaration of the SNO results the bound on $`\alpha `$ from combined analysis of Cl, Ga and SK data was $`\alpha <3.5\times 10^{11}`$ eV2 . Thus the inclusion of the recent SNO results have further tightened the noose on the fraction of neutrinos decaying on their way from the Sun to Earth and neutrino decay is now barely allowed.

In figure 2 we plot the allowed areas in the $`\mathrm{\Delta }m^2\mathrm{tan}^2\theta `$ plane for different allowed values of the decay constant $`\alpha `$ for a two flavor scenario and with global data including SNO. The figure shows that the allowed area in the LMA region is reduced as $`\alpha `$ increases. As $`\alpha `$ increases the spectral distortion increases and the effect is more for higher(lower) values of $`\mathrm{tan}^2\theta `$($`\mathrm{\Delta }m^2`$) . Since both the SK as well as the SNO spectra are consistent with no energy distortion, these regions get disallowed with increasing $`\alpha `$. Spectral distortion due to decay is less for the high $`\mathrm{\Delta }m^2`$. However these values for the $`\mathrm{\Delta }m^2`$ are now disfavored at more than $`3\sigma `$ by SNO since the values for the $`{}_{}{}^{8}B`$ flux required to explain the suppression in SK and SNO CC measurements are much lower than those consistent with the SNO NC observation. In addition the low energy neutrinos relevant for Ga experiment decay more making the fit to the total rates worse.

As discussed earlier, for small values of mixing angles the fraction of the decaying component in the $`\nu _e`$ beam ($`\mathrm{sin}^2\theta `$) being very small decay does not have much effect. Hence no new feature is introduced in the SMA region because of decay and it remains disallowed by the global data. On the other hand, in the LOW region though mixing is large, due to small $`\mathrm{\Delta }m^2`$ any appreciable decay over the Sun-Earth distance is not obtained, if the bound on the coupling constant from K-decay  is to be accounted for. Therefore, LOW region in the parameter space remains unaffected by the unstable $`\nu _2`$ state, and we do not show it explicitly in figure 2.

### 3.2 Bounds from three-generation analysis

Next we investigate the impact of the unstable $`\nu _2`$ mass state on the three flavor oscillation scenario with $`\mathrm{\Delta }m_{21}^2=\mathrm{\Delta }m_{}^2`$ and $`\mathrm{\Delta }m_{31}^2=\mathrm{\Delta }m_{CHOOZ}^2\mathrm{\Delta }m_{atm}^2=\mathrm{\Delta }m_{32}^2.`$ For the three generation case the $`\chi ^2`$ is defined as

$$\chi ^2=\chi _{solar}^2+\chi _{chooz}^2$$
(9)
The $`\chi _{solar}^2`$ is defined in Appendix A while for the expression of $`\chi _{chooz}^2`$ we refer the reader to . In figure 3 we plot the $`\mathrm{\Delta }\chi ^2(=\chi ^2\chi _{min}^2)`$ vs $`\alpha `$ for various fixed values of $`\theta _{13}`$ allowing the other parameters to take arbitrary values. $`\mathrm{\Delta }m_{31}^2`$ is varied within the range \[1.5 - 6.0\]$`\times `$ 10-3 eV2 as obtained from a combined analysis of atmospheric and CHOOZ data 555The range of $`\mathrm{\Delta }m_{31}^2`$ allowed at 99%C.L. from the combined analysis of final SK+K2K data is \[2.3 - 3.1\]$`\times `$ 10-3 eV2 . However the values of $`\mathrm{\Delta }m_{31}^2`$ that we use are still allowed at the $`3\sigma `$ level.. This figure indicates the allowed range of $`\alpha `$ for a fixed $`\theta _{13}`$. As $`\theta _{13}`$ increases the contribution from $`\chi _{chooz}^2`$ increases shifting the plots upwards. Consequently the curve corresponding to higher $`\mathrm{tan}^2\theta _{13}`$ crosses the 99% C.L. limit at a lower $`\alpha `$ and a more stringent bound is obtained as compared to smaller $`\mathrm{tan}^2\theta _{13}`$ cases.

In figure 4 we plot the allowed areas in the $`\mathrm{tan}^2\theta _{12}\mathrm{\Delta }m_{21}^2`$ plane for different sets of values of $`\mathrm{tan}^2\theta _{13}`$ and $`\mathrm{\Delta }m_{31}^2`$ at different values of $`\alpha `$. For fixed values of $`\mathrm{tan}^2\theta _{13}`$ and $`\mathrm{\Delta }m_{31}^2`$ the allowed area decreases with increasing $`\alpha `$ because of increased spectral distortion and transition of the solar neutrinos to sterile components. At any given $`\alpha `$ the allowed area shrinks with the increase of $`\mathrm{tan}^2\theta _{13}`$ and $`\mathrm{\Delta }m_{31}^2`$. This is again an effect of the CHOOZ data.

## 4 Conclusions

In this paper we have done a global $`\chi ^2`$ analysis of the solar neutrino data assuming neutrino decay. We incorporate the full SNO (CC+ES+NC) day-night spectrum data. We present results for both two and three generation scenarios. We find that the best fit is obtained in the LMA region with the decay constant $`\alpha `$ zero i.e. for the no decay case. We had pointed earlier  that the decay scenario was in conflict with the data on total rates because it suppresses low energy neutrinos more than the high energy ones. However decay also predicts distortion of the neutrino energy spectrum and presence of sterile components in the resultant neutrino beam, both of which are severely disfavored by the recent results from SNO and SK. For the two generation case the bound at 99% C.L. on $`\alpha `$ that one gets after including the SNO data is $`\alpha 7.55\times 10^{12}`$eV2. This corresponds to a rest frame lifetime $`\tau _0/m_2>8.7\times 10^5s/eV`$. This is consistent with astrophysics and cosmology. The effect of decay is not important in the SMA region because the decaying fraction in the solar $`\nu _e`$ beam goes as $`\mathrm{sin}^2\theta `$ and this region remains disallowed. There is no change in the allowed areas in the LOW region also because of eq. (2) and the bounds on the coupling constant from K decays which restricts $`\mathrm{\Delta }m^2\stackrel{>}{}10^6`$ eV2 and decay over the Sun-Earth distance does not take place in the LOW region. The three generation analysis gives stronger bounds on $`\alpha `$ for non-zero $`\theta _{13}`$. In conclusion, the inclusion of the recent SNO data severely constrains decay of the solar neutrinos such that they are largely disfavored. However nonzero values of $`\alpha `$ remain allowed at the 99% C.L..

## Appendix A The statistical analysis of the global solar data

We use the data on total rate from the Cl experiment, the combined rate from the Ga experiments (SAGE+GALLEX+GNO), the 1496 day data on the SK zenith angle energy spectrum and the combined SNO day-night spectrum data. We define the $`\chi ^2`$ function in the “covariance” approach as

$`\chi ^2={\displaystyle \underset{i,j=1}{\overset{N}{}}}(R_i^{\mathrm{expt}}R_i^{\mathrm{theory}})(\sigma _{ij}^2)^1(R_j^{\mathrm{expt}}R_j^{\mathrm{theory}})`$ (10)
where $`N`$ is the number of data points ($`2+44+34=80`$ in our case) and $`(\sigma _{ij}^2)^1`$ is the inverse of the covariance matrix, containing the squares of the correlated and uncorrelated experimental and theoretical errors. The only correlated error between the total rates of Cl and Ga, the SK zenith-energy spectrum and the SNO day-night spectrum data is the theoretical uncertainty in the $`{}_{}{}^{8}B`$ flux. However we choose to keep the $`{}_{}{}^{8}B`$ flux normalization $`f_B`$ a free parameter in the theory, to be fixed by the neutral current contribution to the SNO spectrum. We can then block diagonalise the covariance matrix and write the $`\chi ^2`$ as a sum of $`\chi ^2`$ for the rates, the SK spectrum and SNO spectrum.

$`\chi ^2=\chi _{\mathrm{rates}}^2+\chi _{\mathrm{SKspec}}^2+\chi _{\mathrm{SNOspec}}^2`$ (11)
For $`\chi _{\mathrm{rates}}^2`$ we use $`R_{\mathrm{Cl}}^{\mathrm{expt}}=2.56\pm 0.23`$ SNU and $`R_{\mathrm{Ga}}^{\mathrm{expt}}=70.8\pm 4.4`$ SNU. The details of the theoretical errors and their correlations that we use can be found in .

For the 44 bin SK zenith angle energy spectra we use the data and experimental errors given in . SK divides it’s systematic errors into “uncorrelated” and “correlated” systematic errors. We take the “uncorrelated” systematic errors to be uncorrelated in energy but fully correlated in zenith angle. The “correlated” systematic errors, which are fully correlated in energy and zenith angle, include the error in the $`{}_{}{}^{8}B`$ spectrum shape, the error in the energy resolution function and the error in the absolute energy scale. For each set of theoretical values for $`\mathrm{\Delta }m^2`$, $`\mathrm{tan}^2\theta `$ and $`\alpha `$ we evaluate these systematic errors taking into account the relative signs between the different errors . Finally we take an overall extra systematic error of $`2.75\%`$ fully correlated in all the bins .

Since it is not yet possible to identify the ES, CC and NC events separately in SNO, the SNO collaboration have made available their results as a combined CC+ES+NC data in 17 day and 17 night energy bins. For the null oscillation case they do give the CC and NC (and ES) rates  but firstly these rates would slightly change with the distortion of the $`{}_{}{}^{8}B`$ neutrino spectrum from the Sun and secondly they are highly correlated. They work very well for studying theories with little or no energy distortion such as the LMA and LOW MSW solutions if the (anti)correlations between the CC and NC rates are taken into account and can be used to study the impact of the NC rate of SNO on the oscillation parameter space . They can also be used to give insight into the $`{}_{}{}^{8}B`$ flux and it’s suppression by analysing the SK and SNO CC and NC data in a model independent way . However for theories like neutrino decay where we expect large spectral distortions they cannot be used. Hence we analyse the full day-night spectrum data in this paper by adding contributions from CC, ES and NC and comparing with the experimental results given in . For the correlated spectrum errors and the construction of the covariance matrix we follow the method of “forward fitting” of the SNO collaboration detailed in .


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# On Gowdy vacuum spacetimes

## 1. Introduction

This paper is concerned with the study of cosmological singularities. By a cosmological spacetime we mean a globally hyperbolic Lorentz manifold with compact spatial Cauchy surfaces satisfying Einstein’s equations. A singularity is characterized by causal geodesic incompleteness (assuming the spacetime satisfies some natural maximality condition). Causal geodesic incompleteness, and thus singularities, is guaranteed in general situations by the singularity theorems. However, the question of curvature blow up at the singularity, and the related question of strong cosmic censorship are a separate issue. The desire to answer these questions motivated this paper.

Most of the work in the area of cosmological singularities has concerned the spatially homogeneous case. However, some classes of spatially inhomogeneous spacetimes have been studied analytically and numerically. In particular, the so called Gowdy spacetimes have received considerable attention. The reason for this is probably the fact that analyzing the Gowdy spacetimes is on the borderline of what is doable and what is not. These spacetimes were first introduced in  (see also ), and in  the basic questions concerning global existence were answered. We will take the Gowdy vacuum spacetimes on $`\times T^3`$ to be metrics of the form (1.1). However, some sort of motivation for this choice seems to be in order. Below, we give a rough description of more natural conditions that lead to this form of metric. In fact, the conditions below do not imply the form (1.1), see  pp. 116-117. However, the discrepancy can be eliminated by a coordinate transformation which is local in space. Combining this observation with domain of dependence arguments hopefully convinces the reader that nothing essential is lost by considering metrics of the form (1.1). The description below is brief and we refer the interested reader to  and  for more details. The following conditions can be used to define the Gowdy vacuum spacetimes:

* It is an orientable globally hyperbolic vacuum spacetime.
* It has compact spatial Cauchy surfaces.
* There is a smooth effective group action of $`U(1)\times U(1)`$ on the Cauchy surfaces under which the metric is invariant.
* The twist constants vanish.

Let us explain the terminology. A group action of a Lie group $`G`$ on a manifold $`M`$ is effective if $`gp=p`$ for all $`pM`$ implies $`g=e`$. Due to the existence of the symmetries we get two Killing fields. Let us call them $`X`$ and $`Y`$. The twist constants are defined by

$$\kappa _X=ϵ_{\alpha \beta \gamma \delta }X^\alpha Y^\beta ^\gamma X^\delta \mathrm{and}\kappa _Y=ϵ_{\alpha \beta \gamma \delta }X^\alpha Y^\beta ^\gamma Y^\delta .$$

The fact that they are constants is due to the field equations. By the existence of the effective group action, one can draw the conclusion that the spatial Cauchy surfaces have topology $`T^3`$, $`S^3`$, $`S^2\times S^1`$ or a Lens space. In all the cases except $`T^3`$, the twist constants have to vanish. However, in the case of $`T^3`$ this need not be true, and the condition that they vanish is the most unnatural of the ones on the list above. There is however a reason for separating the two cases. Considering the case of $`T^3`$ spatial Cauchy surfaces, numerical studies indicate that the Gowdy case is convergent  and the general case is oscillatory . Analytically analyzing the case with non-zero twist constants can therefore reasonably be expected to be significantly more difficult than the Gowdy case. In this paper we will consider the Gowdy $`T^3`$ case.

Due to the numerical studies, cf. , the picture as to what should happen is quite clear. In order to formulate the conclusions, we need to parametrize the metric. One way of doing so is

(1.1)
$$g=e^{(\tau \lambda )/2}(e^{2\tau }d\tau ^2+d\theta ^2)+e^\tau [e^Pd\sigma ^2+2e^PQd\sigma d\delta +(e^PQ^2+e^P)d\delta ^2].$$

Here, $`\tau `$ and $`(\theta ,\sigma ,\delta )`$ are coordinates on $`T^3`$. The evolution equations become

(1.2) $`P_{\tau \tau }e^{2\tau }P_{\theta \theta }e^{2P}(Q_\tau ^2e^{2\tau }Q_\theta ^2)`$ $`=`$ $`0`$
(1.3) $`Q_{\tau \tau }e^{2\tau }Q_{\theta \theta }+2(P_\tau Q_\tau e^{2\tau }P_\theta Q_\theta )`$ $`=`$ $`0,`$
and the constraints

(1.4) $`\lambda _\tau `$ $`=`$ $`P_\tau ^2+e^{2\tau }P_\theta ^2+e^{2P}(Q_\tau ^2+e^{2\tau }Q_\theta ^2)`$
(1.5) $`\lambda _\theta `$ $`=`$ $`2(P_\theta P_\tau +e^{2P}Q_\theta Q_\tau ).`$
Obviously, the constraints are decoupled from the evolution equations, excepting the condition on $`P`$ and $`Q`$ implied by (1.5). Thus the equations of interest are the two non-linear coupled wave equations (1.2)-(1.3). In this parametrization, the singularity corresponds to $`\tau \mathrm{}`$, and the subject of this article is the asymptotics of solutions to (1.2)-(1.3) as $`\tau \mathrm{}`$. The asymptotics we derive will then be used to obtain conclusions concerning curvature blow up. There is a special case of these equations determined by the condition $`Q=0`$ which is called the polarized case. This has been handled in , which also considers the other topologies. The asymptotic behaviour of the solution $`P`$ to (1.2) in the polarized case is given by

$$P(\tau ,\theta )=v(\theta )\tau +\varphi (\theta )+e^{ϵ\tau }u(\tau ,\theta )$$

where $`ϵ>0`$ and $`u(\tau ,\theta )0`$ as $`\tau 0`$. In this situation, $`v`$ and $`\varphi `$ are arbitrary smooth functions on the circle. In the general case, the numerical studies indicate that the “velocity” $`v`$ should typically be confined to the open interval $`(0,1)`$. To be more precise, the following asymptotics are expected in general:

(1.6) $`P(\tau ,\theta )`$ $`=`$ $`v(\theta )\tau +\varphi (\theta )+e^{ϵ\tau }u(\theta ,\tau )`$
(1.7) $`Q(\tau ,\theta )`$ $`=`$ $`q(\theta )+e^{2v(\theta )\tau }[\psi (\theta )+w(\tau ,\theta )]`$
where $`ϵ>0`$ and $`w,u0`$ as $`\tau \mathrm{}`$ and $`0<v(\theta )<1`$. A heuristic argument motivating the condition on the velocity can be found in . However, the numerical simulations also indicate the occurrences of “spikes”. Let us describe one sort of spike that can occur. It can happen that at a spatial point $`\theta _0`$, $`P_\tau `$ will, in the limit, have a value greater than $`1`$ whereas the limiting values of $`P_\tau `$ in a punctured neighbourhood of $`\theta _0`$, $`P_\tau `$ belong to $`(0,1)`$. Furthermore, $`Q`$ converges nicely in a neighbourhood of $`\theta _0`$ with a zero of the spatial derivative of $`Q`$ at $`\theta _0`$. Beyond the numerical indications of these types of features, a family of solutions with spikes have been constructed in , so that the behaviour described above is known to occur. The type of spike described above is a “true” spike. There are also other types of spikes called “false” spikes at which $`Q`$ has a discontinuity. We refer the reader to  for more details. One relevant question to ask is whether the spikes are a result of a bad parametrization of the metric or if they really have a geometrical significance. It seems that the false spikes are a result of bad parametrization, but the true spikes can be detected by curvature invariants .

In this paper we will not be concerned with spikes, but will focus on solutions with an asymptotic behaviour of the form (1.6)-(1.7). By the so called Fuchsian techniques one can construct a large family of solutions with such asymptotic behaviour. In fact, given functions $`v,\varphi ,q`$ and $`\psi `$ from $`S^1`$ to $``$ of a suitable degree of smoothness and subject to the condition $`0<v<1`$, one can construct solutions to (1.2)-(1.3) with asymptotics of the form (1.6)-(1.7). The proof of this in the real analytic case can be found in  and  covers the smooth case. One nice feature of this construction is the fact that one gets to specify four functions freely, just as as if though one were specifying initial data for (1.2)-(1.3).

The purpose of this paper is to provide a condition on the initial data yielding the asymptotic behaviour (1.6)-(1.7). There are several reasons for wanting to prove such a statement. As was mentioned above, one can construct a large family of solutions with the desired asymptotic behaviour, but it is not clear how big this family is in terms of initial data. In this paper we prove the existence of an open set of initial data yielding the desired asymptotics. Observe that the equations (1.2)-(1.3) are not time translation invariant, so that at which time one starts is of relevance. The open set in the initial data will thus depend on the starting time $`\tau _0`$. The condition demanded in this paper is not only sufficient, but in fact also necessary for obtaining asymptotics of the form (1.6)-(1.7) in the sense that, if a solution has this form of asymptotics, then for a late enough time, the condition on the initial data will be satisfied. In this sense, the condition described in this article is a characterization of the solutions with asymptotic behaviour (1.6)-(1.7) in terms of initial data. Observe finally that the condition, even though it is formulated as a global condition on all of $`S^1`$ in this paper, can be applied locally due to domain of dependence arguments. Thus the condition prescribed here should be of relevance, and should in fact be applicable in a neighbourhood of almost all spatial points, even in the case with spikes. The problem in the general case of course being that of proving that the evolution takes you to such a region. Finally, let us observe that this is not the first result in this direction. In , Chruściel considers developments of perturbations of initial data for the Kasner $`(\frac{2}{3},\frac{2}{3},\frac{1}{3})`$ metric within the Gowdy class. He proves, among other things, curvature blow up for these developments. In our setting the Kasner $`(\frac{2}{3},\frac{2}{3},\frac{1}{3})`$ metrics correspond to $`P=Q=0`$.

## 2. The equations and an outline of the argument

Since the method does not depend on the dimension, and since the arguments in a sense become more transparent in a more general setting, we will consider the following equations on $`\times T^d`$:

(2.1) $`P{}_{\tau \tau }{}^{}e^{2\tau }\mathrm{\Delta }Pe^{2P}(Q_\tau ^2e^{2\tau }|Q|^2)`$ $`=`$ $`0`$
$`P(\tau _0,)=p_0,P{}_{\tau }{}^{}(\tau _0,)`$ $`=`$ $`p_1`$
(2.2) $`Q{}_{\tau \tau }{}^{}e^{2\tau }\mathrm{\Delta }Q+2(P{}_{\tau }{}^{}Q{}_{\tau }{}^{}e^{2\tau }PQ)`$ $`=`$ $`0`$
$`Q(\tau _0,)=q_0,Q{}_{\tau }{}^{}(\tau _0,)`$ $`=`$ $`q_1.`$
These equations have some similarities with wave maps. Let

$$g=dtdt+\underset{i=1}{\overset{d}{}}dx^idx^i$$

be the Minkowski metric on $`\times T^d`$ and let

$$g_0=dPdP+e^{2P}dQdQ$$

be a metric on $`^2`$. Observe that $`(^2,g_0)`$ is isometric to hyperbolic space. The wave map equations for a map from $`(\times T^d,g)`$ to $`(^2,g_0)`$ is given by the Euler-Lagrange equations corresponding to the action

$$g_{0,ab}g^{\alpha \beta }_\alpha u^a_\beta u^bdtdx=[P_t^2+|P|^2e^{2P}Q_t^2+e^{2P}|Q|^2]𝑑x𝑑t.$$

This should be compared with (2.1) and (2.2) which are obtained as the Euler-Lagrange equations corresponding to the action

$$[P_\tau ^2+e^{2\tau }|P|^2e^{2P}Q_\tau ^2+e^{2P2\tau }|Q|^2]𝑑x𝑑\tau .$$

The exact statement of the result can be found in section 9. It is however rather lengthy, and therefore we wish to state a somewhat less technical consequence here. We need to define some energy norms, but first note the following convention concerning multi-indices. If $`\alpha =(\alpha _1,\mathrm{},\alpha _d)`$ where $`\alpha _i`$ are non-negative integers, then

$$D^\alpha f=\frac{^{|\alpha |}f}{x_1^{\alpha _1}\mathrm{}x_d^{\alpha _d}},$$

where $`|\alpha |=\alpha _1+\mathrm{}+\alpha _d`$. The natural energy norm for $`P`$ is

(2.3)
$$_k(\tau )=_k(P,\tau )=\frac{1}{2}\underset{|\alpha |=k}{}_{T^d}[(D^\alpha _\tau P)^2+e^{2\tau }|D^\alpha P|^2]𝑑\theta $$

and the one for $`Q`$ is

(2.4)
$$E_k(\tau )=E_k(P,Q,\tau )=\frac{1}{2}\underset{|\alpha |=k}{}_{T^d}[e^{2P}(D^\alpha _\tau Q)^2+e^{2P2\tau }|D^\alpha Q|^2]𝑑\theta .$$

Finally it is natural to introduce

$$_k(\tau )=_k(P,\tau )=\frac{1}{2}\underset{|\alpha |=k}{}_{T^d}|D^\alpha P|^2𝑑\theta .$$

If $`p_0,p_1,q_0,q_1C^{\mathrm{}}(T^d,)`$, we will by $`ϵ_k(p_0,p_1,\tau )`$ mean $`_k`$ with $`P`$ replaced by $`p_0`$ and $`P_\tau `$ replaced by $`p_1`$. We associate $`e_k(p_0,q_0,q_1,\tau )`$ with $`E_k`$ and $`\nu _k(p_0)`$ with $`_k`$ similarly.

###### Theorem 2.1.

Let $`p_0,p_1C^{\mathrm{}}(T^d,)`$ satisfy

$$2\gamma p_112\gamma ,$$

where $`\gamma >0`$. Then, if $`\tau _0`$ is big enough and $`e_k(p_0,q_0,q_1,\tau _0)`$, $`k=0,\mathrm{},m_d=2[d/2]+2`$ are small enough, we have smooth solutions to (2.1) and (2.2) on $`[\tau _0,\mathrm{})\times T^d`$ with the following properties: there are $`v,w,qC^{\mathrm{}}(T^d,)`$ with

$$\gamma v1\gamma $$

and polynomials $`\pi _{1,k},\pi _{2,k}`$ in $`\tau \tau _0`$ for every non-negative integer $`k`$ such that

$$P\rho _{C^k(T^d,)}\pi _{1,k}\mathrm{exp}[2\gamma (\tau \tau _0)],$$

$$\underset{|\alpha |k}{}e^{2\rho }[D^\alpha QD^\alpha q]_{C(T^d,)}\pi _{2,k},$$

where $`\rho =v(\tau \tau _0)+w`$.

Remark. The sizes of $`\tau _0`$ and the $`e_k(p_0,q_0,q_1,\tau _0)`$ only depend on $`\gamma `$, $`ϵ_k(p_0,p_1,\tau _0)`$ and $`\nu _k(p_0)`$, $`k=0,\mathrm{},m_d`$. The reader interested in more conclusions is referred to section 9.

Let us give an outline of the proof. Given a smooth function $`P`$, we can view (2.2) as a linear equation for $`Q`$. The central part of the argument is an analysis of this linear equation assuming $`P`$ satisfies

$$0<\gamma P_\tau 1\gamma $$

and $`_k(P)`$ bounded for $`k=0,\mathrm{},m_d=2[d/2]+2`$. Under these conditions on $`P`$ one can prove that $`E_k`$ satisfies

(2.5)
$$E_k^{1/2}(\tau )𝒫_k(\tau \tau _0)\mathrm{exp}[\gamma (\tau \tau _0)]$$

for $`k=0,\mathrm{},m_d`$. Here $`𝒫_k`$ is a polynomial in $`\tau \tau _0`$ whose coefficients depend on the values of $`E_k`$, $`_k`$ and $`_k`$ at $`\tau =\tau _0`$ for $`k=0,\mathrm{},m_d`$. The polynomials $`𝒫_k`$ have one important property. If one lets $`E_k(\tau _0)`$ go to zero, then the coefficients of the polynomial go to zero, assuming the other parameters are constant. In consequence, under these conditions on $`P`$, one has very good control of $`Q`$. The idea is then to consider the following iteration:

(2.6) $`P{}_{n,}{}^{}{}_{\tau \tau }{}^{}e^{2\tau }\mathrm{\Delta }P{}_{n}{}^{}e^{2P_{n1}}(Q_{n,\tau }^2e^{2\tau }|Q_n|^2)`$ $`=`$ $`0`$
(2.7) $`Q{}_{n,}{}^{}{}_{\tau \tau }{}^{}e^{2\tau }\mathrm{\Delta }Q{}_{n}{}^{}+2(P{}_{n1,}{}^{}{}_{\tau }{}^{}Q{}_{n,}{}^{}{}_{\tau }{}^{}e^{2\tau }P{}_{n1}{}^{}Q{}_{n}{}^{})`$ $`=`$ $`0`$
(2.8) $`P{}_{0,}{}^{}{}_{\tau \tau }{}^{}e^{2\tau }\mathrm{\Delta }P_0`$ $`=`$ $`0`$
where

$$P_n(\tau _0,)=p_0,Q_n(\tau _0,)=q_0,P_{n,\tau }(\tau _0,)=p_1,Q_{n,\tau }(\tau _0,)=q_1.$$

Observe that we only need to solve linear equations during the iteration in that if $`P_{n1}`$ is given, then we can compute $`Q_n`$ using (2.7), so that (2.6) also becomes a linear equation. One sets up an induction hypothesis on $`P_n`$ amounting to the statements

(2.9)
$$0<\gamma P_{n,\tau }1\gamma \mathrm{and}_k(P_n,\tau )c_k<\mathrm{},k=0,\mathrm{},m_d.$$

It is not too difficult finding conditions on the initial data of $`P`$ ensuring that $`P_0`$ satisfies these conditions. By the above observations concerning the linear equation (2.7), one gets very good control of the behaviour of $`Q_{n+1}`$ if (2.9) holds. Inserting this information into (2.6), it turns out that the propagation of the inductive hypotheses essentially boils down to a smallness condition on $`E_k(\tau _0)`$ $`k=0,\mathrm{},m_d`$ due to the structure (2.5). In this way, we produce a sequence of iterates obeying (2.9). The arguments proving convergence turn out to be similar to the arguments proving the propagation of the inductive hypotheses, and a smallness condition on $`E_k(\tau _0)`$ ensures the desired behaviour. Thus one produces a solution to (2.1) and (2.2) with certain properties. Due to the fact that one knows the solution to have these extra properties, one can show that it has the desired asymptotic behaviour.

## 3. Local existence

Let us here state the local existence result we will need. We are interested in equations of the form

(3.1) $`\mathrm{}𝐏(t,x)`$ $`=`$ $`𝐅(t,x,𝐏,𝐏_t,𝐏)`$
$`𝐏(t_0,)`$ $`=`$ $`𝐩_0,𝐏_t(t_0,)=𝐩_1.`$
###### Proposition 3.1.

Consider the equation (3.1) where $`t_0_{}`$, $`(t,x)_{}\times T^d`$, $`(𝐩_0,𝐩_1)H^{k+1}(T^d,^l)\times H^k(T^d,^l)`$, $`𝐅`$ is a smooth function and $`km_d/2=[d/2]+1`$. Here, $`_{}=(\mathrm{},0)`$. Then there are $`T_1,T_2_{}`$ with $`T_1<t_0<T_2`$ such that there is a unique solution solution of (3.1) in

(3.2)
$$C(I,H^{k+1}(T^d,^l))C^1(I,H^k(T^d,^l))$$

where $`I=[T_1,T_2]`$. Let $`T_{\mathrm{max}}`$ be the supremum of the times $`T_{}`$ such that there is a unique solution to (3.1) in (3.2) for $`I=[t_0,T]`$ and define $`T_{\mathrm{min}}`$ similarly. Then either $`T_{\mathrm{max}}=0`$, or

$$\underset{t[t_0,T_{\mathrm{max}})}{sup}𝐏_{C^1([0,t]\times T^d,^l)}=\mathrm{}.$$

The statement for $`T_{\mathrm{min}}`$ is similar.

Remark. The fact that $`T^d`$ is compact makes some of the usual conditions on $`𝐅`$ unnecessary.

The proof uses estimates of the form (6.4.5)’ of  adapted to the torus case. A similar result for $`km_d`$ only requires Sobolev embedding and is sufficient for our purposes. We will later solve the non-linear problem by carrying out an iteration, and it will then be of interest to solve equations of the form

$`Q_{tt}\mathrm{\Delta }Q=G_1Q_t+G_2Q+G_3`$
$`Q(t_0,)=q_0Q_t(t_0,)=q_1`$
where $`G_1,G_2,G_3C^{\mathrm{}}(_{}\times T^d,)`$ and the initial data are smooth. Observe that local as well as global existence of smooth solutions to this problem is assured by Proposition 3.1. Observe finally that equations of the form

$$𝐏_{\tau \tau }(\tau ,x)e^{2\tau }\mathrm{\Delta }𝐏(\tau ,x)=𝐅(\tau ,x,𝐏,𝐏_\tau ,𝐏)$$

on $`\times T^d`$ can be transformed to equations of the form (3.1) by the transformation $`t(\tau )=e^\tau `$.

## 4. The polarized case

It is always instructive to start with an easier subcase, and in this case we have the added incentive that the zeroth iterate of the iteration belongs to this subclass, so let us consider the polarized case. Let $`P`$ solve

(4.1)
$$P_{\tau \tau }e^{2\tau }\mathrm{\Delta }P=0.$$

###### Proposition 4.1.

Consider a smooth solution $`P`$ to the polarized equation (4.1). Then there are $`v,wC^{\mathrm{}}(T^d,)`$ and positive constants $`C_k`$ for every non-negative integer $`k`$ such that

(4.2)
$$P_\tau v_{C^k(T^d,)}+Pv\tau w_{C^k(T^d,)}C_k(1+\tau )e^{2\tau }$$

for all $`\tau 0`$.

Proof. The energy $`_k`$ defined by (2.3) satisfies

(4.3)
$$\frac{d_k}{d\tau }0.$$

By Sobolv embedding, we conclude that

$$\underset{|\alpha |=k}{}[D^\alpha _\tau P_{C(T^d,)}+e^\tau D^\alpha P_{C(T^d,)}]C_k<\mathrm{}$$

for all $`k`$. Inserting this information into (4.1), we conclude that

$$\underset{|\alpha |=k}{}D^\alpha _\tau ^2P_{C(T^d,)}C_ke^\tau $$

for all $`k`$ and $`\alpha `$. We conclude the existence of a function $`vC^{\mathrm{}}(T^d,)`$ such that

$$P_\tau v_{C^k(T^d,)}C_ke^\tau ,$$

which in its turn proves the existence of a $`wC^{\mathrm{}}(T^d,)`$ such that

$$Pv\tau w_{C^k(T^d,)}C_ke^\tau .$$

One consequence of this is of course that

$$P_{C^k(T^d,)}C_k(1+\tau )$$

for $`\tau 0`$. Inserting this in (4.1) and going through the same steps as above, one ends up with (4.2). $`\mathrm{}`$

Observe that in the end, it turns out that $`P`$ and all its spatial derivatives do not grow faster than linearly. However, the natural consequence of the boundedness of $`_k`$ is that expressions of the form

$$\frac{1}{2}\underset{|\alpha |=k}{}_{T^d}e^{2\tau }|D^\alpha P|^2𝑑\theta $$

are bounded. In other words, the form of the energy (2.3), forced upon us by the energy methods, is not well suited to the behaviour of the solutions. The way we achieved the linear growth estimate in the proposition above, was through a procedure which was very wasteful of derivatives. This is not likely to be successful in the general non-linear case. However, there is another point of view, and we will describe it in the next section.

## 5. Energies

In this section we gather some observations concerning the type of energies we will be using. Let $`\tau _0_+=[0,\mathrm{})`$, $`I=[\tau _0,\mathrm{})`$ and let $`\psi C^{\mathrm{}}(\times T^d,)`$. Let

(5.1)
$$_k(\psi ,\tau )=\frac{1}{2}\underset{|\alpha |=k}{}_{T^d}|D^\alpha \psi |^2𝑑\theta .$$

###### Lemma 5.1.

Assume $`\psi C^{\mathrm{}}(\times T^d,)`$ satisfies

$$_k^{1/2}(\psi ,\tau )ϵ_k<\mathrm{}$$

for $`\tau I`$ and $`k=0,\mathrm{},m`$, where $`_k`$ is defined in (2.3), $`mm_d/2`$, $`m_d=2[d/2]+2`$ and the $`ϵ_k`$ are constants. Then, for $`kmm_d/2`$,

$$\underset{|\alpha |=k}{}[D^\alpha _\tau \psi (\tau ,)_{C(T^d,)}+e^\tau D^\alpha \psi (\tau ,)_{C(T^d,)}]C(ϵ_k+ϵ_{k+m_d/2})$$

for $`\tau I`$, where the $`ϵ_k`$ may be omitted if $`k>0`$. Furthermore,

(5.2)
$$_k^{1/2}(\psi ,\tau )C[_k^{1/2}(\psi ,\tau _0)+ϵ_{k+1}(\tau \tau _0)]$$

if $`km1`$, so that

$$\underset{|\alpha |=k}{}D^\alpha \psi _{C(T^d,)}C[_{k+m_d/2}^{1/2}(\psi ,\tau _0)+ϵ_{k+1+m_d/2}(\tau \tau _0)]$$

if $`kmm_d/21`$.

Remark. When we write $`f_{C(T^d,)}`$ for a vector valued function $`f`$, we mean the sup norm of the Euclidean norm of the function.

Proof. The first inequality follows from Sobolev embedding, as well as the third, given the second. The second is proved by computing

$$\frac{d_k}{d\tau }=\underset{|\alpha |=k}{}_{T^d}D^\alpha \psi D^\alpha _\tau \psi d\theta 2C_k^{1/2}_{k+1}^{1/2}.$$

$`\mathrm{}`$

Observe that the main point of this lemma is the estimate (5.2). We get a linear growth estimate for $`_k^{1/2}(\psi ,\tau )`$ if we know that $`_{k+1}(\psi ,\tau )`$ is bounded for $`\tau I`$. In other words, there is a price for this sort of estimate, but we only have to pay one derivative.

As has already been mentioned, when considering (1.3), the following energy will be of interest,

(5.3)
$$E_k(\eta ,\xi ,\tau )=\frac{1}{2}\underset{|\alpha |=k}{}_{T^d}[e^{2\eta }(D^\alpha _\tau \xi )^2+e^{2\eta 2\tau }|D^\alpha \xi |^2]𝑑\theta .$$

###### Lemma 5.2.

Let $`\tau _0_+`$ and $`I=[\tau _0,\mathrm{})`$. Assume $`\eta ,\xi C^{\mathrm{}}(\times T^d,)`$ and that

$$0<\gamma \eta _\tau 1\gamma <1$$

on $`I\times T^d`$ where $`\gamma `$ is a constant. Then

(5.4)
$$\frac{dE_k(\eta ,\xi )}{d\tau }2\gamma E_k+\underset{|\alpha |=k}{}_{T^d}f_\alpha (\eta ,\xi )D^\alpha _\tau \xi d\theta ,$$

where

(5.5)
$$f_\alpha (\eta ,\xi )=_\tau (e^{2\eta }D^\alpha _\tau \xi )(e^{2\eta 2\tau }D^\alpha \xi ).$$

If $`\alpha =\widehat{\alpha }+e_l`$, where $`e_l`$ is an element of $`^d`$ whose $`l`$:th component is $`1`$ and whose remaining components are zero, we have the following recursion formula for $`f_\alpha `$:

(5.6)
$$f_\alpha =_lf_{\widehat{\alpha }}2_l\eta f_{\widehat{\alpha }}2_l_\tau \eta e^{2\eta }D^{\widehat{\alpha }}_\tau \xi +2(_l\eta )(e^{2\eta 2\tau }D^{\widehat{\alpha }}\xi ).$$

Proof. Estimate

$$\frac{dE_k}{d\tau }=\underset{|\alpha |=k}{}_{T^d}[_\tau (e^{2\eta }D^\alpha _\tau \xi )D^\alpha _\tau \xi \eta {}_{\tau }{}^{}e_{}^{2\eta }(D^\alpha _\tau \xi )^2+$$

$$+(\eta {}_{\tau }{}^{}1)e^{2\eta 2\tau }|D^\alpha \xi |^2+e^{2\eta 2\tau }(D^\alpha \xi )(D^\alpha _\tau \xi )]d\theta $$

$$2\gamma E_k+\underset{|\alpha |=k}{}_{T^d}[_\tau (e^{2\eta }D^\alpha _\tau \xi )(e^{2\eta 2\tau }D^\alpha \xi )]D^\alpha _\tau \xi d\theta ,$$

and (5.4) follows. We have

$$f_\alpha =_\tau (e^{2\eta }D^\alpha _\tau \xi )(e^{2\eta 2\tau }D^\alpha \xi )=$$

$$=_\tau _l(e^{2\eta }D^{\widehat{\alpha }}_\tau \xi )_\tau (2_l\eta e^{2\eta }D^{\widehat{\alpha }}_\tau \xi )_l(e^{2\eta 2\tau }D^{\widehat{\alpha }}\xi )+$$

$$+(2_l\eta e^{2\eta 2\tau }D^{\widehat{\alpha }}\xi )=_lf_{\widehat{\alpha }}2_l\eta f_{\widehat{\alpha }}2_l_\tau \eta e^{2\eta }D^{\widehat{\alpha }}_\tau \xi +$$

$$+2(_l\eta )(e^{2\eta 2\tau }D^{\widehat{\alpha }}\xi ),$$

proving (5.6). $`\mathrm{}`$

## 6. Iteration

Consider the iteration (2.6)-(2.7). We will only be interested in the future evolution of solutions to the corresponding non-linear partial differential equation, and we will implicitly assume the time interval on which our estimates are valid to be $`I=[\tau _0,\mathrm{})`$. Let

$$\stackrel{~}{P}_n=P_nP_{n1},_{n,k}=_k(P_n,),\stackrel{~}{}_{n,k}=_k(\stackrel{~}{P}_n,),$$

where $`_k`$ is defined by (2.3), and

$$\stackrel{~}{Q}_n=Q_nQ_{n1},E_{n,k}=E_k(P_{n1},Q_n,),\stackrel{~}{E}_{n,k}=E_k(P_{n1},\stackrel{~}{Q}_n,)$$

where $`E_k`$ is defined in (5.3). Observe that these expressions are all independent of $`n`$ if we evaluate them at $`\tau _0`$, that $`_{n,k}`$ is defined if $`n0`$, $`\stackrel{~}{}_{n,k}`$ and $`E_{n,k}`$ are defined if $`n1`$ and $`\stackrel{~}{E}_{n,k}`$ is defined if $`n2`$.

Conditions and conventions concerning initial data. We only consider initial data $`(p_0,p_1,q_0,q_1)`$ with the property that there is a $`\gamma >0`$ such that

(6.1)
$$0<2\gamma p_1(\theta )12\gamma <1\theta T^d.$$

Secondly, $`ϵ_k`$, $`\nu _k`$ and $`e_k`$ will be taken to be constants satisfying

(6.2)
$$_{n,k}^{1/2}(\tau _0)ϵ_k,_k^{1/2}(P_n,\tau _0)\nu _k,E_{n,k}^{1/2}(\tau _0)e_k$$

for $`k=0,\mathrm{},m_d`$, $`m_d=2[d/2]+2`$, with $`ϵ_k`$ and $`e_k`$ positive.

Induction hypothesis. We assume that

(6.3)
$$_{n,k}^{1/2}(\tau )ϵ_k+1\tau I$$

and that the following inequality is fulfilled on $`I\times T^d`$:

(6.4)
$$|P{}_{n,}{}^{}{}_{\tau }{}^{}(\tau ,\theta )P{}_{n,}{}^{}{}_{\tau }{}^{}(\tau _0,\theta )|\mathrm{\Delta }\gamma .$$

Here $`\mathrm{\Delta }\gamma `$ should be suitably small relative to $`\gamma `$, but not too small. We will below assume $`\mathrm{\Delta }\gamma =\gamma /4`$ to hold.

Observe that if (6.4) holds for $`n`$ and $`m`$, then

(6.5)
$$|P_{n,\tau }(\tau ,\theta )P_{m,\tau }(\tau ,\theta )|2\mathrm{\Delta }\gamma .$$

Observe also that (6.4) implies that

(6.6)
$$0<2\gamma \mathrm{\Delta }\gamma P{}_{n,}{}^{}{}_{\tau }{}^{}1(2\gamma \mathrm{\Delta }\gamma )<1$$

on $`I\times T^d`$. In the course of the argument, we will give inequalities involving $`\gamma ,ϵ_k,\nu _k`$ and $`e_k`$ introduced in (6.1) and (6.2) such that if they are fulfilled, the induction hypothesis is propagated. By imposing additional requirements, one can then prove

(6.7)
$$\stackrel{~}{}_{n+1,\mathrm{max}}^{1/2}\frac{1}{2}\stackrel{~}{}_{n,\mathrm{max}}^{1/2}$$

where

(6.8)
$$\stackrel{~}{}_{n,\mathrm{max}}^{1/2}=\underset{\tau I}{sup}\stackrel{~}{}_{n,0}^{1/2}+\mathrm{}+\underset{\tau I}{sup}\stackrel{~}{}_{n,m_d}^{1/2}.$$

Thus one obtains convergence. Observe that it makes sense to speak of the suprema once we have proven that (6.3) is valid for all $`n`$. Let us note some consequences of the induction hypothesis.

###### Lemma 6.1.

Assume (6.3) is satisfied up to and including $`n1`$, $`k=0,\mathrm{},m_d`$ and that (6.2) holds. Then

(6.9)
$$\underset{|\alpha |=k}{}D^\alpha P_{n1}_{L^2(T^d,)}C[\nu _k+(ϵ_{k+1}+1)(\tau \tau _0)]$$

(6.10)
$$\underset{|\alpha |=k}{}D^\alpha \stackrel{~}{P}_{n1}_{L^2(T^d,)}C\stackrel{~}{}_{n1,\mathrm{max}}^{1/2}(\tau \tau _0)$$

on $`I`$, for $`0km_d1`$ Finally, for $`n2`$,

(6.11)
$$|\stackrel{~}{P}_{n1}(\tau ,\theta )|C\stackrel{~}{}_{n1,\mathrm{max}}^{1/2}(\tau \tau _0)$$

on $`I`$.

Proof. The estimates (6.9) and (6.10) follow from Lemma 5.1. In order to prove (6.11), we estimate

$$|P_{n1}(\tau ,\theta )P_{n2}(\tau ,\theta )|=|_{\tau _0}^\tau \stackrel{~}{P}_{n1,\tau }(s,\theta )𝑑s|C\stackrel{~}{}_{n1,\mathrm{max}}^{1/2}(\tau \tau _0),$$

where we have used Lemma 5.1 in order to obtain the last inequality. $`\mathrm{}`$

###### Lemma 6.2.

If (6.2) holds, then (6.3) holds for $`n=0`$.

Proof. See (4.3). $`\mathrm{}`$

###### Lemma 6.3.

There are constants $`c_d`$ such that if (6.2) and (6.3) are fulfilled for $`n1`$ and

(6.12)
$$(ϵ_2+1)e^{\tau _0}c_1\gamma ,$$

if $`d=1`$, and

(6.13)
$$[\nu _{m_d/2+1}+(ϵ_{m_d/2+2}+1)]e^{2\tau _0}c_d\gamma $$

if $`d2`$, then

$$_{\tau _0}^{\mathrm{}}e^{2\tau }|\mathrm{\Delta }P_{n1}(\tau ,)|𝑑\tau \mathrm{\Delta }\gamma /2$$

on $`T^d`$.

Remark. The expression $`(\nu _2+ϵ_3)\mathrm{exp}(2\tau _0)`$ could also be used as the left hand side of (6.12) if one is prepared to keep track of one more derivative, c.f. the higher dimensional case of the argument presented in this paper.

Proof. We get a division into two cases depending on the dimension $`d`$. If $`d2`$, then $`m_d4`$, so that $`m_d/2+1m_d1`$. In consequence, we can use the estimates of Lemma 6.1 to obtain

$$_{\tau _0}^{\mathrm{}}e^{2\tau }|\mathrm{\Delta }P_{n1}(\tau ,)|𝑑\tau C_{\tau _0}^{\mathrm{}}e^{2\tau }[\nu _{m_d/2+1}+(ϵ_{m_d/2+2}+1)(\tau \tau _0)]𝑑\tau $$

$$C[\nu _{m_d/2+1}+(ϵ_{m_d/2+2}+1)]e^{2\tau _0}.$$

If $`d=1`$, we do not have enough control to ensure the linear growth of the third spatial derivative in the $`L^2`$-norm, and therefore have to resort to using our control on $`_{n1,2}`$. We get

$$P_{n1,\theta \theta }_{C(S^1)}C^{}P_{n1,\theta \theta \theta }_{L^2(S^1)}Ce^\tau (ϵ_2+1),$$

where we have used (6.3). Thus

$$_{\tau _0}^{\mathrm{}}e^{2\tau }|P_{n1,\theta \theta }(\tau ,)|𝑑\tau Ce^{\tau _0}(ϵ_2+1)$$

and the lemma follows. $`\mathrm{}`$

###### Lemma 6.4.

If the conditions of Lemma 6.3 and (6.2) hold, the inductive hypotheses (6.3) and (6.4) are satisfied for $`n=0`$.

Proof. The lemma follows by combining Lemma 6.2, 6.3 and (2.8). $`\mathrm{}`$

## 7. The n:th step

The first task is to estimate the behaviour of $`E_{n,k}`$. The point of the argument is to demand that all the iterates are such that $`P_{n,\tau }`$ belongs to a region where $`Q_{n,\tau }`$, at least intuitively, should decay to zero exponentially. Consequently, we hope to achieve an exponential decay for the energies $`E_{n,k}`$. This is in fact the case, but as the argument is constructed, the natural estimate that appears is a polynomial times an exponentially decaying factor. The polynomials that appear have an important property we wish to formalize.

###### Definition 7.1.

Let $`𝒫`$ be a polynomial in $`\tau \tau _0`$ depending on the $`ϵ_k`$, $`e_k`$ and $`\nu _k`$ for $`k=0,\mathrm{},m_d`$. We say that $`𝒫`$ is a $`Q`$-dominated polynomial if the coefficients of $`𝒫`$ are polynomial in $`e_k`$, $`ϵ_k`$ and $`\nu _k`$ and go to zero when the $`e_k`$ go to zero while the other expressions are fixed.

Remark. The $`Q`$-dominated polynomials we will consider will always be independent of $`n`$.

###### Lemma 7.1.

Assume that (6.2), (6.3) and (6.4) are satisfied for $`n1`$ and let $`0km_d`$. Then

(7.1)
$$E_{n,k}^{1/2}(\tau )𝒫_k(\tau \tau _0)\mathrm{exp}[\gamma (\tau \tau _0)]$$

on $`I`$, where $`𝒫_k`$ is a $`Q`$-dominated polynomial. Furthermore,

(7.2)
$$\underset{|\alpha |=k}{}\{e^{P_{n1}}D^\alpha _\tau Q_n_{C(T^d,)}+e^{P_{n1}\tau }D^\alpha Q_n_{C(T^d,)}\}$$

$$𝒬_{k+1}(\tau \tau _0)\mathrm{exp}[\gamma (\tau \tau _0)]$$

for $`k=0,\mathrm{},m_d/2`$, where the $`𝒬_k`$ are $`Q`$-dominated polynomials.

Let us make some preliminary observations. By Lemma 5.2, we have

(7.3)
$$\frac{dE_{n,k}}{d\tau }2\gamma E_{n,k}+\underset{|\alpha |=k}{}_{T^d}f_{n,\alpha }D^\alpha _\tau Q_nd\theta $$

where

$$f_{n,\alpha }=_\tau (e^{2P_{n1}}D^\alpha _\tau Q_n)(e^{2P_{n1}2\tau }D^\alpha Q_n).$$

If $`\alpha =\widehat{\alpha }+e_l`$, where $`e_l`$ is an element of $`^d`$ whose $`l`$:th component is $`1`$ and whose remaining components are zero, we have the following recursion formula for $`f_{n,\alpha }`$:

(7.4)
$$f_{n,\alpha }=_lf_{n,\widehat{\alpha }}2_lP_{n1}f_{n,\widehat{\alpha }}2_l_\tau P_{n1}e^{2P_{n1}}D^{\widehat{\alpha }}_\tau Q_n+$$

$$+2(_lP_{n1})(e^{2P_{n1}2\tau }D^{\widehat{\alpha }}Q_n).$$

###### Lemma 7.2.

If

(7.5)
$$e^{P_{n1}}f_{n,\alpha }_{L^2(T^d,)}\pi _k\mathrm{exp}[\gamma (\tau \tau _0)]$$

for all $`\alpha `$ such that $`|\alpha |=k`$, where $`\pi _k`$ is a $`Q`$-dominated polynomial independent of $`n`$, then an inequality of the form (7.1) holds.

Proof. By (7.3) and (7.5) we have

$$\frac{dE_{n,k}}{d\tau }2\gamma E_{n,k}+\underset{|\alpha |=k}{}_{T^d}f_{n,\alpha }D^\alpha _\tau Q_nd\theta $$

$$2\gamma E_{n,k}+\underset{|\alpha |=k}{}e^{P_{n1}}f_{n,\alpha }_{L^2(T^d,)}e^{P_{n1}}D^\alpha _\tau Q_n_{L^2(T^d,)}$$

$$2\gamma E_{n,k}+\sqrt{2}C\pi _k\mathrm{exp}[\gamma (\tau \tau _0)]E_{n,k}^{1/2}.$$

Thus

$$\frac{d}{d\tau }\{\mathrm{exp}[2\gamma (\tau \tau _0)]E_{n,k}\}\sqrt{2}C\pi _k\{\mathrm{exp}[2\gamma (\tau \tau _0)]E_{n,k}\}^{1/2}$$

which can be integrated to

$$\{\mathrm{exp}[2\gamma (\tau \tau _0)]E_{n,k}\}^{1/2}E_{n,k}^{1/2}(\tau _0)+_{\tau _0}^\tau 2^{1/2}C\pi _k(s\tau _0)𝑑s,$$

and the lemma follows. $`\mathrm{}`$

Proof of Lemma 7.1. Observe that

$$f_{n,0}=_\tau (e^{2P_{n1}}_\tau Q_n)(e^{2P_{n1}2\tau }Q_n)=$$

$$=e^{2P_{n1}}[Q_{n,\tau \tau }+2P_{n1,\tau }Q_{n,\tau }e^{2\tau }\mathrm{\Delta }Q_n2e^{2\tau }P_{n1}Q_n]=0.$$

Let us also observe that when the two first terms in (7.4) hit an expression involving $`\mathrm{exp}(2P_{n1})`$, then the effect is to differentiate the expression regarding the exponential expression mentioned as a constant. Inductively we thus get the conclusion that if $`|\alpha |=k+1`$, then $`f_{n,\alpha }`$ consists of terms of the form

(7.6)
$$C_{\alpha _1,\alpha _2}e^{2P_{n1}}D^{\alpha _1}_\tau P_{n1}D^{\alpha _2}_\tau Q_n$$

and

(7.7)
$$B_{\alpha _1,\alpha _2}e^{2P_{n1}2\tau }D^{\alpha _1}P_{n1}D^{\alpha _2}Q_n$$

where $`|\alpha _1|1`$ and $`\alpha _1+\alpha _2=\alpha `$. We will have to use different estimates for different $`k`$:s.

Zeroth order energy. Observe that

$$\frac{dE_{n,0}}{d\tau }2\gamma E_{n,0}$$

so that

$$E_{n,0}^{1/2}(\tau )e_0\mathrm{exp}[\gamma (\tau \tau _0)]$$

for $`\tau \tau _0`$. Thus (7.1) holds for $`k=0`$, with $`𝒫_0=e_0`$.

Intermediate order energies. The condition $`1km_d/2`$ defines what we mean by intermediate energies. We carry out an argument by induction. Assume that we have (7.1) up to and including $`k`$, $`0km_d/21`$. By Lemma 7.2, we need to consider

$$e^{P_{n1}}f_{n,\alpha }_{L^2(T^d,)}$$

for $`|\alpha |=k+1`$. In order to deal with terms of the form (7.6), we need to estimate

(7.8)
$$e^{P_{n1}}D^{\alpha _1}_\tau P_{n1}D^{\alpha _2}_\tau Q_n_{L^2(T^d,)}$$

where $`\alpha _1+\alpha _2=\alpha `$ and $`|\alpha _1|1`$. By Lemma 5.1 and the induction hypothesis on $`n`$ (6.3) we can take out $`D^{\alpha _1}_\tau P_{n1}`$ in the sup norm. The remaining part is bounded by $`\sqrt{2}E_{n,|\alpha _2|}^{1/2}`$. By the induction hypothesis on $`k`$ and the fact that $`|\alpha _2|k`$, we get the conclusion that

$$e^{P_{n1}}D^{\alpha _1}_\tau P_{n1}D^{\alpha _2}_\tau Q_n_{L^2(T^d,)}\pi _{k+1}\mathrm{exp}[\gamma (\tau \tau _0)].$$

The estimate for terms of the form (7.7) is similar, and we can thus apply Lemma 7.2 in order to obtain (7.1) for the intermediate energies.

High order energies. By high order we mean $`m_d/2+1km_d`$. Since we cannot assume to control the sup norm of the derivatives of $`P_{n1}`$ indefinitely, we need to change our method. Observe that if $`|\alpha |km_d/2`$, then

(7.9)
$$D^\alpha (e^{P_{n1}}Q_{n,\tau })_{L^2(T^d,)}\pi _\alpha \underset{j=0}{\overset{k}{}}E_{n,j}^{1/2}$$

for some polynomial $`\pi _\alpha `$, c.f. Lemma 6.1. The argument for $`\mathrm{exp}(P_{n1}\tau )Q_n`$ is similar, and we get

(7.10)
$$e^{P_{n1}}Q_{n,\tau }_{C(T^d,)}+e^{P_{n1}\tau }Q_n_{C(T^d,)}𝒬_1\mathrm{exp}[\gamma (\tau \tau _0)]$$

by Sobolev embedding, where $`𝒬_1`$ is a $`Q`$-dominated polynomial. Let us assume that (7.1) is satisfied up to and including $`m_d/2+lm_d1`$, and that (7.2) is satisfied for $`0kl`$. For $`l=0`$ we know this to be true. We wish to prove an estimate of the form (7.5) and as for the intermediate energies, we need to consider (7.8) where $`\alpha _1+\alpha _2=\alpha `$, $`|\alpha |=m_d/2+l+1`$ and $`|\alpha _1|1`$. If $`|\alpha _1|m_d/2`$, we can take out $`D^{\alpha _1}_\tau P_{n1}`$ in the sup norm to obtain

$$e^{P_{n1}}D^{\alpha _1}_\tau P_{n1}D^{\alpha _2}_\tau Q_n_{L^2(T^d,)}\sqrt{2}D^{\alpha _1}_\tau P_{n1}_{C(T^d,)}E_{n,|\alpha _2|}^{1/2}$$

which satisfies a bound as in (7.5) by Lemma 5.1, the induction hypotheses on $`l`$ and the fact that $`|\alpha _2|m_d/2+l`$. If $`|\alpha _2|l`$ we can take out $`e^{P_{n1}}D^{\alpha _2}_\tau Q_n`$ in the sup norm in order to achieve a similar bound using the induction hypothesis on $`l`$ and the boundedness of $`_{n,|\alpha _1|}`$. The argument for terms of the form (7.7) is similar. Since $`|\alpha _1|>m_d/2`$ and $`|\alpha _2|>l`$ cannot occur at the same time, we are done. We have thus proven (7.1) for $`k=m_d/2+l+1`$. We now need to prove that (7.2) holds for $`k=l+1`$. However, this can be proven in the same way as (7.9); replace $`Q_{n,\tau }`$ in that inequality with $`D^\alpha _\tau Q_n`$ for $`|\alpha |l+1`$. $`\mathrm{}`$

Let us now turn to the problem of estimating $`_{n,k}`$.

###### Lemma 7.3.

Assume (6.2), (6.3) and (6.4) are fulfilled for $`n1`$ and let $`k=0,\mathrm{},m_d`$. Then

(7.11)
$$_{n,k}^{1/2}(\tau )_{n,k}^{1/2}(\tau _0)+_{\tau _0}^\tau 𝒱_k(s\tau _0)\mathrm{exp}[2\gamma (s\tau _0)]𝑑s,$$

where $`𝒱_k`$ is a $`Q`$-dominated polynomial.

Proof. Observe that

$$\frac{d_{n,k}}{d\tau }\sqrt{2}\underset{|\alpha |=k}{}D^\alpha [e^{2P_{n1}}(Q_{n,\tau }^2e^{2\tau }|Q_n|^2)]_{L^2(T^d,)}_{n,k}^{1/2}.$$

It is thus of interest to estimate

$$D^\alpha (e^{2P_{n1}}Q_{n,\tau }^2)=$$

$$=\underset{j=0}{\overset{k}{}}\underset{\beta _1+\mathrm{}+\beta _{j+2}=\alpha }{}C_{\beta _1,\mathrm{},\beta _{j+2}}D^{\beta _1}P_{n1}\mathrm{}D^{\beta _j}P_{n1}e^{2P_{n1}}D^{\beta _{j+1}}_\tau Q_nD^{\beta _{j+2}}_\tau Q_n$$

in $`L^2`$-norm. Consider a term in the sum. Observe that at most one $`|\beta _l|`$ can be greater than $`m_d/2`$. Combining Lemma 6.1 and 7.1, we conclude that

$$D^\alpha (e^{2P_{n1}}Q_{n,\tau }^2)_{L^2(T^d,)}\pi _k\mathrm{exp}[2\gamma (\tau \tau _0)]$$

where $`\pi _k`$ is a $`Q`$-dominated polynomial. The argument for

$$D^\alpha (e^{2P{}_{n1}{}^{}2\tau }|Q_n|^2)_{L^2(T^d,)}$$

is similar, and we obtain

$$\frac{d_{n,k}}{d\tau }2𝒱_k\mathrm{exp}[2\gamma (\tau \tau _0)]_{n,k}^{1/2},$$

which can be integrated to (7.11). $`\mathrm{}`$

We now wish to specify conditions that imply (6.3) and (6.4) for $`n`$.

###### Lemma 7.4.

There are constants $`c_k`$, and non-negative integers $`i_k`$ and $`j_k`$ such that if

(7.12)
$$e_kc_k(1+ϵ_0+ϵ_{m_d}+\nu _{m_d})^{i_k}\gamma ^{j_k}$$

for $`k=0,\mathrm{},m_d`$, and the relevant condition in Lemma 6.3 is satisfied, then (6.3) and (6.4) hold for $`n`$ if they hold for $`n1`$.

Proof. Consider (7.11) in order to prove that (6.3) holds for $`n`$. We have

$$𝒱_k(s\tau _0)=\underset{j=1}{\overset{l_k}{}}a_{k,j}(s\tau _0)^j$$

where the $`a_{k,j}`$ are polynomials in $`ϵ_i`$, $`e_i`$ and $`\nu _i`$ $`i=0,\mathrm{},m_d`$ (observe that we can consider the coefficients to be polynomials in $`\nu _{m_d}`$, $`ϵ_0`$, $`ϵ_{m_d}`$ and the $`e_i`$ if we wish). We thus get

$$_{\tau _0}^\tau 𝒱_k(s\tau _0)\mathrm{exp}[2\gamma (s\tau _0)]𝑑s=\underset{j=1}{\overset{l_k}{}}_{\tau _0}^\tau a_{k,j}(s\tau _0)^j\mathrm{exp}[2\gamma (s\tau _0)]𝑑s$$

$$\underset{j=1}{\overset{l_k}{}}a_{k,j}\frac{j!}{2^{j+1}\gamma ^{j+1}}.$$

We wish this expression to be less than or equal to $`1`$, and since $`a_{k,j}`$ is polynomial in $`e_i`$, $`ϵ_i`$ and $`\nu _i`$ with each term containing at least one factor $`e_i`$, we conclude that (6.3) holds assuming that an inequality of the form (7.12) holds. By (2.6) and Lemma 6.3, we have

$$|P_{n,\tau }(\tau ,\theta )P_{n,\tau }(\tau _0,\theta )|_{\tau _0}^\tau [e^{2s}|\mathrm{\Delta }P_n|+e^{2P_{n1}}(Q_{n,\tau }^2+e^{2s}|Q_n|^2)]𝑑s$$

$$\mathrm{\Delta }\gamma /2+2_{\tau _0}^\tau 𝒬_1^2\mathrm{exp}[2\gamma (s\tau _0)]𝑑s,$$

by Lemma 6.3. The remaining statement of the lemma follows. $`\mathrm{}`$

## 8. Convergence

Consider the difference between (2.7) for $`n+1`$ and $`n`$. We have

$$\stackrel{~}{Q}_{n+1,\tau \tau }e^{2\tau }\mathrm{\Delta }\stackrel{~}{Q}_{n+1}+2(P_{n,\tau }\stackrel{~}{Q}_{n+1,\tau }e^{2\tau }P_n\stackrel{~}{Q}_{n+1})=$$

$$=2(\stackrel{~}{P}_{n,\tau }Q_{n,\tau }e^{2\tau }\stackrel{~}{P}_nQ_n)$$

(8.1) $`\stackrel{~}{Q}{}_{n+1}{}^{}(\tau _0,)`$ $`=`$ $`0`$
$`\stackrel{~}{Q}{}_{n+1,}{}^{}{}_{\tau }{}^{}(\tau _0,)`$ $`=`$ $`0.`$
Since (6.4) is fulfilled for all $`n0`$ and (6.1) holds, Lemma 5.2 yields

(8.2)
$$\frac{d\stackrel{~}{E}_{n,k}}{d\tau }2\gamma \stackrel{~}{E}_{n,k}+\underset{|\alpha |=k}{}_{T^d}\stackrel{~}{f}_{n,\alpha }D^\alpha _\tau \stackrel{~}{Q}{}_{n}{}^{}d\theta ,$$

where

$$\stackrel{~}{f}_{n,\alpha }=_\tau (e^{2P_{n1}}D^\alpha _\tau \stackrel{~}{Q}{}_{n}{}^{})(e^{2P_{n1}2\tau }D^\alpha \stackrel{~}{Q}_n).$$

We have

(8.3)
$$\stackrel{~}{f}_{n+1,0}=e^{2P_n}[\stackrel{~}{Q}_{n+1,\tau \tau }e^{2\tau }\mathrm{\Delta }\stackrel{~}{Q}_{n+1}+2(P_{n,\tau }\stackrel{~}{Q}_{n+1,\tau }e^{2\tau }P_n\stackrel{~}{Q}_{n+1})]=$$

$$=2e^{2P_n}(\stackrel{~}{P}_{n,\tau }Q_{n,\tau }e^{2\tau }\stackrel{~}{P}_nQ_n).$$

The recursion formula is the same as before: if we have $`\alpha =\widehat{\alpha }+e_l`$, then

$$\stackrel{~}{f}_{n+1,\alpha }=_l\stackrel{~}{f}_{n+1,\widehat{\alpha }}2_lP_n\stackrel{~}{f}_{n+1,\widehat{\alpha }}$$

$$2_l_\tau P_ne^{2P_n}D^{\widehat{\alpha }}_\tau \stackrel{~}{Q}_{n+1}+2e^{2P{}_{n}{}^{}2\tau }_lP_nD^{\widehat{\alpha }}\stackrel{~}{Q}_{n+1}.$$

###### Lemma 8.1.

Assume that conditions as in Lemma 7.4 are fulfilled, so that (6.3)-(6.5) are fulfilled for all $`n0`$. Let $`0km_d`$, then

(8.4)
$$\stackrel{~}{E}_{n+1,k}^{1/2}\stackrel{~}{}_{n,\mathrm{max}}^{1/2}{}_{\mathrm{k}}{}^{}(\tau \tau _0)\mathrm{exp}[(\gamma 2\mathrm{\Delta }\gamma )(\tau \tau _0)],$$

where <sub>k</sub> is a $`Q`$-dominated polynomial and $`\stackrel{~}{}_{n,\mathrm{max}}^{1/2}`$ is given by (6.8). Furthermore

(8.5)
$$\underset{|\alpha |=k}{}\{e^{P_n}D^\alpha _\tau \stackrel{~}{Q}_{n+1}_{C(T^d,)}+e^{P{}_{n}{}^{}\tau }D^\alpha \stackrel{~}{Q}_{n+1}_{C(T^d,)}\}$$

$$\stackrel{~}{}_{n,\mathrm{max}}^{1/2}\stackrel{~}{𝒬}_{k+1}(\tau \tau _0)\mathrm{exp}[(\gamma 2\mathrm{\Delta }\gamma )(\tau \tau _0)]$$

on $`I`$, for $`k=0,\mathrm{},m_d/2`$, where $`\stackrel{~}{𝒬}_k`$ is a $`Q`$-dominated polynomial.

The proof of this statement is similar to the proof of Lemma 7.1. The proof of the following lemma is analogous to the proof of Lemma 7.2

###### Lemma 8.2.

If

(8.6)
$$e^{P_n}\stackrel{~}{f}_{n+1,\alpha }_{L^2(T^d,)}\stackrel{~}{}_{n,\mathrm{max}}^{1/2}\pi _k\mathrm{exp}[(\gamma 2\mathrm{\Delta }\gamma )(\tau \tau _0)]$$

for all $`\alpha `$ such that $`|\alpha |=k`$, where $`\pi _k`$ is a $`Q`$-dominated polynomial independent of $`n`$, then an inequality of the form (8.4) holds.

Proof of Lemma 8.1. Observe that for $`|\alpha |1`$,

(8.7)
$$\stackrel{~}{f}_{n+1,\alpha }=\underset{\alpha _1+\alpha _2=\alpha }{}A_{\alpha _1,\alpha _2}e^{2P_n}(D^{\alpha _1}_\tau \stackrel{~}{P}_nD^{\alpha _2}_\tau Q_ne^{2\tau }D^{\alpha _1}\stackrel{~}{P}_nD^{\alpha _2}Q_n)+$$

$$+\underset{\beta _1+\beta _2=\alpha ,|\beta _1|1}{}B_{\beta _1,\beta _2}e^{2P_n}(D^{\beta _1}_\tau P_nD^{\beta _2}_\tau \stackrel{~}{Q}_{n+1}e^{2\tau }D^{\beta _1}P_nD^{\beta _2}\stackrel{~}{Q}_{n+1}).$$

In order to be able to apply Lemma 8.2, we need to estimate the left hand side of (8.6). By the above observation (8.7), it is enough to estimate the expressions

(8.8)
$$e^{P_n}D^{\alpha _1}_\tau \stackrel{~}{P}_nD^{\alpha _2}_\tau Q_n_{L^2(T^d,)}+e^{P_n2\tau }D^{\alpha _1}\stackrel{~}{P}_nD^{\alpha _2}Q_n_{L^2(T^d,)}$$

and

(8.9)
$$e^{P_n}D^{\beta _1}_\tau P_nD^{\beta _2}_\tau \stackrel{~}{Q}_{n+1}_{L^2(T^d,)}+e^{P_n2\tau }D^{\beta _1}P_nD^{\beta _2}\stackrel{~}{Q}_{n+1}_{L^2(T^d,)}.$$

Concerning expressions of the form (8.8), we need only apply Lemma 5.1, Lemma 7.1, (6.5) and the fact that one of $`|\alpha _1|`$ and $`|\alpha _2|`$ has to be less than or equal to $`m_d/2`$ in order to bound (8.8) by the right hand side of (8.6). Let us illustrate on the first term in (8.8) under the assumption that $`|\alpha _1|m_d/2`$. We have

$$e^{P_n}D^{\alpha _1}_\tau \stackrel{~}{P}_nD^{\alpha _2}_\tau Q_n_{L^2(T^d,)}$$

$$e^{P_nP_{n1}}_{C(T^d,)}D^{\alpha _1}_\tau \stackrel{~}{P}_n_{C(T^d,)}e^{P_{n1}}D^{\alpha _2}_\tau Q_n_{L^2(T^d,)}$$

$$C\mathrm{exp}[2\mathrm{\Delta }\gamma (\tau \tau _0)]\stackrel{~}{}_{n,\mathrm{max}}^{1/2}𝒫_{|\alpha _2|}\mathrm{exp}[\gamma (\tau \tau _0)].$$

If $`\alpha =0`$, then only terms of the form (8.8) are of relevance, so in that case, (8.4) follows.

Intermediate energies. Let us now prove (8.4) for $`0|\alpha |m_d/2`$ by induction on $`|\alpha |`$. All we need to do is to prove that (8.9) is bounded by an expression as in the right hand side of (8.6). Assume (8.4) holds up to and including $`km_d/21`$. Since $`k+1m_d/2`$ and $`|\beta _1||\alpha |=k+1`$, we can use Lemma 5.1 in order to extract $`D^{\beta _1}_\tau P_n`$ and $`e^\tau D^{\beta _1}P_n`$ in the sup norm. Since $`|\beta _2||\alpha |1k`$, we can estimate what remains using (8.4) and the inductive hypothesis. By applying Lemma 8.2 we have thus proven (8.4) for $`km_d/2`$.

High energies. The argument now proceeds as in the proof of Lemma 7.1. By Lemma 6.1, $`D^\alpha P_n`$ is bounded in the sup norm by a polynomial if $`|\alpha |m_d/2`$, so that the result concerning the intermediate energies yields the conclusion that

$$D^\alpha (e^{P_n}\stackrel{~}{Q}_{n+1,\tau })_{L^2(T^d,)}$$

can be bounded by the right hand side of (8.5) if $`|\alpha |m_d/2`$. A similar statement holds for $`e^{P_n\tau }\stackrel{~}{Q}_{n+1}`$, and (8.5) follows for $`k=0`$ by Sobolev embedding. Assume now that (8.4) holds up to and including $`k=m_d/2+lm_d1`$ and that (8.5) holds for $`k`$ up to and including $`l`$. For $`l=0`$, we know this to be true. Consider now (8.9) with $`\beta _1+\beta _2=\alpha `$, $`|\beta _1|1`$ and $`|\alpha |=k+1=m_d/2+l+1`$. If $`|\beta _1|m_d/2`$, we can take out $`D^{\beta _1}_\tau P_n`$ and $`e^\tau D^{\beta _1}P_n`$ in the sup norm by Lemma 5.1 and then apply the induction hypothesis to what remains since $`|\beta _2||\alpha |1m_d/2+l`$. If $`|\beta _2|l`$, we can take out $`e^{P_n}D^{\beta _2}_\tau \stackrel{~}{Q}_{n+1}`$ and $`e^{P_n\tau }D^{\beta _2}\stackrel{~}{Q}_{n+1}`$ in the sup norm, using the inductive hypothesis. What remains is bounded by $`_{n,|\beta _1|}^{1/2}`$ and (8.4) follows for $`m_d/2+l+1`$ since one of the inequalities $`|\beta _1|m_d/2`$ and $`|\beta _2|l`$ must hold. In order to prove (8.5) for $`l+1`$, we proceed by Sobolev embedding as before. $`\mathrm{}`$

Finally, let us consider $`\stackrel{~}{}_{n,k}`$.

###### Lemma 8.3.

Assume that conditions as in Lemma 7.4 are fulfilled, so that (6.3)-(6.5) are fulfilled for all $`n0`$. We have

(8.10)
$$\stackrel{~}{}_{n+1,k}^{1/2}\stackrel{~}{}_{n,\mathrm{max}}^{1/2}_{\tau _0}^\tau \stackrel{~}{𝒱}_k(s\tau _0)\mathrm{exp}[2(\gamma 2\mathrm{\Delta }\gamma )(s\tau _0)]𝑑s,$$

on $`I`$, for $`k=0,\mathrm{},m_d`$, where $`\stackrel{~}{𝒱}_k`$ is a $`Q`$-dominated polynomial.

We need some preliminaries. Consider the difference of (2.6) for $`n+1`$ and $`n`$. We have

$$\stackrel{~}{P}_{n+1,\tau \tau }e^{2\tau }\mathrm{\Delta }\stackrel{~}{P}_{n+1}=e^{2P_n}(Q_{n+1,\tau }^2e^{2\tau }|Q_{n+1}|^2)$$

$$e^{2P_{n1}}(Q_{n,\tau }^2e^{2\tau }|Q_n|^2)=e^{2P_n}(Q_{n+1,\tau }\stackrel{~}{Q}_{n+1,\tau }e^{2\tau }Q_{n+1}\stackrel{~}{Q}_{n+1})+$$

$$+e^{2P_n}(Q_{n,\tau }\stackrel{~}{Q}_{n+1,\tau }e^{2\tau }Q_n\stackrel{~}{Q}_{n+1})+(e^{2P_n}e^{2P_{n1}})(Q_{n,\tau }^2e^{2\tau }|Q_n|^2)=$$

$$=g_1+g_2+g_3.$$

Estimate

(8.11)
$$\frac{d\stackrel{~}{}_{n+1,k}}{d\tau }\underset{|\alpha |=k}{}_{T^d}D^\alpha (g_1+g_2+g_3)D^\alpha _\tau \stackrel{~}{P}_{n+1}d\theta .$$

###### Lemma 8.4.

If

(8.12)
$$D^\alpha (g_1+g_2+g_3)_{L^2(T^d,)}\stackrel{~}{}_{n,\mathrm{max}}^{1/2}\pi _{|\alpha |}\mathrm{exp}[2(\gamma 2\mathrm{\Delta }\gamma )(\tau \tau _0)]$$

for $`|\alpha |m_d`$, where $`\pi _{|\alpha |}`$ is a $`Q`$-dominated polynomial, then (8.10) follows.

Proof. By (8.11),

$$\frac{d\stackrel{~}{}_{n+1,k}}{d\tau }\underset{|\alpha |=k}{}\sqrt{2}D^\alpha (g_1+g_2+g_3)_{L^2(T^d,)}\stackrel{~}{}_{n+1,k}^{1/2}$$

which can be integrated to (8.10) given the assumptions of the lemma. $`\mathrm{}`$

Proof of Lemma 8.3. Consider the contribution of the first term in $`g_1`$ to $`D^\alpha g_1`$. If more than $`m_d/2`$ derivatives hit one of $`P_n`$, $`Q_{n+1,\tau }`$ or $`\stackrel{~}{Q}_{n+1,\tau }`$, then everything else can be taken out in the sup norm, and we obtain an estimate of the form (8.12). In fact the estimate is a bit better, but we will need the form (8.12) for the other terms. The argument for the contribution of the second term in $`g_1`$ is similar. The expression $`D^\alpha g_2`$ can be controlled by similar arguments, but we loose one factor $`\mathrm{exp}[2\mathrm{\Delta }\gamma (\tau \tau _0)]`$ in decay due to the fact that we have to compensate that we in some situations have $`e^{P_n}`$ were we would prefer to have $`e^{P_{n1}}`$.

Consider

$$D^\alpha [(e^{2P_n}e^{2P_{n1}})Q_{n,\tau }^2].$$

This expression is a linear combination of the following types of terms

$$(e^{2P_n}D^{\alpha _1}P_n\mathrm{}D^{\alpha _l}P_ne^{2P_{n1}}D^{\alpha _1}P_{n1}\mathrm{}D^{\alpha _l}P_{n1})D^{\alpha _{l+1}}_\tau Q_nD^{\alpha _{l+2}}_\tau Q_n$$

where $`\alpha _1+\mathrm{}+\alpha _{l+2}=\alpha `$. These terms can in turn be written as a linear combination of terms such as

(8.13)
$$e^{2P_{n1}}D^{\alpha _1}P_n\mathrm{}D^{\alpha _r}\stackrel{~}{P}_n\mathrm{}D^{\alpha _l}P_{n1}D^{\alpha _{l+1}}_\tau Q_nD^{\alpha _{l+2}}_\tau Q_n$$

and

(8.14)
$$(e^{2P_n}e^{2P_{n1}})D^{\alpha _1}P_n\mathrm{}D^{\alpha _l}P_nD^{\alpha _{l+1}}_\tau Q_nD^{\alpha _{l+2}}_\tau Q_n.$$

Terms of the form (8.13) can be handled using Lemma 6.1 and 7.1, since at most one $`|\alpha _j|`$ can be bigger than $`m_d/2`$. For terms of type (8.14), we estimate

$$|(e^{2P_n}e^{2P_{n1}})D^{\alpha _1}P_n\mathrm{}D^{\alpha _l}P_nD^{\alpha _{l+1}}_\tau Q_nD^{\alpha _{l+2}}_\tau Q_n|$$

$$2|P_nP_{n1}|\mathrm{exp}[4\mathrm{\Delta }\gamma (\tau \tau _0)]e^{2P_{n1}}|D^{\alpha _1}P_n\mathrm{}D^{\alpha _l}P_nD^{\alpha _{l+1}}_\tau Q_nD^{\alpha _{l+2}}_\tau Q_n|$$

which we can deal with, using (6.11). The contribution from the second term in $`g_3`$ can be estimated similarly. $`\mathrm{}`$

## 9. Conclusions

###### Theorem 9.1.

Let $`0<\gamma 1/4`$, $`\tau _00`$ and define $`m_d=2[d/2]+2`$. There are constants $`c_{i,d}`$, $`i=1,2`$, and integers $`l_{i,d}`$, $`i=1,2`$ depending on the dimension such that the following holds. If $`d=1`$, let $`ϵ_2`$ and $`\tau _0`$ be such that

(9.1)
$$(1+ϵ_2)e^{\tau _0}c_{1,1}\gamma .$$

If $`d>1`$, let $`\nu _{m_d/2+1}`$, $`ϵ_{m_d/2+2}`$ and $`\tau _0`$ be such that

(9.2)
$$[\nu _{m_d/2+1}+ϵ_{m_d/2+2}+1]e^{2\tau _0}c_{1,d}\gamma .$$

Specify the remaining $`ϵ_k`$ and $`\nu _k`$, $`k=0,\mathrm{},m_d`$ freely. Assume furthermore that

(9.3)
$$e_kc_{2,d}(1+ϵ_0+ϵ_{m_d}+\nu _{m_d})^{l_{1,d}}\gamma ^{l_{2,d}}$$

for $`k=0,\mathrm{},m_d`$. Then every quadruple of functions $`(p_0,p_1,q_0,q_1)`$ satisfying

(9.4)
$$2\gamma p_112\gamma $$

and (6.2), yield upon solving (2.1) and (2.2) smooth solutions on $`[\tau _0,\mathrm{})`$ with the following properties. For all non-negative integers $`k`$, there are polynomials $`\mathrm{\Xi }_{i,k}`$, $`i=1,\mathrm{},6`$ in $`\tau \tau _0`$, and $`v,w,q,rC^{\mathrm{}}(T^d,)`$, where

(9.5)
$$0<\gamma v1\gamma <1$$

on $`T^d`$ such that

(9.6)
$$P_\tau v_{C^k(T^d,)}\mathrm{\Xi }_{1,k}\mathrm{exp}[2\gamma (\tau \tau _0)],$$

(9.7)
$$P\rho _{C^k(T^d,)}\mathrm{\Xi }_{2,k}\mathrm{exp}[2\gamma (\tau \tau _0)],$$

(9.8)
$$\underset{|\alpha |k}{}e^{2\rho }D^\alpha _\tau Q_{C(T^d,)}\mathrm{\Xi }_{3,k},$$

(9.9)
$$\underset{|\alpha |k}{}e^{2\rho }[D^\alpha QD^\alpha q]_{C(T^d,)}\mathrm{\Xi }_{4,k},$$

(9.10)
$$e^{2\rho }Q_\tau r_{C^k(T^d,)}\mathrm{\Xi }_{5,k}\mathrm{exp}[2\gamma (\tau \tau _0)],$$

and

(9.11)
$$e^{2\rho }(Qq)+\frac{r}{2v}_{C^k(T^d,)}\mathrm{\Xi }_{6,k}\mathrm{exp}[2\gamma (\tau \tau _0)]$$

for all $`\tau [\tau _0,\mathrm{})`$, where $`\rho =v(\tau \tau _0)+w`$. Finally, assume $`vC^{\mathrm{}}(T^d,)`$ satisfies (9.5), and that

(9.12)
$$\underset{|\alpha |m_d+1}{}e^PD^\alpha _\tau Q_{C(T^d,)}+P_\tau v_{C^{m_d+1}(T^d,)}Ce^{ϵ\tau }$$

where $`ϵ>0`$ and $`P,QC^{\mathrm{}}(\times T^d,)`$. Let

$$e_k^{}(\tau )=E_k^{1/2}(P,Q,\tau ),ϵ_k^{}(\tau )=_k^{1/2}(P,\tau ),\nu _k^{}(\tau )=_k^{1/2}(P,\tau )$$

and $`\gamma ^{}=\gamma /4`$. Then for $`\tau _0^{}`$ big enough, (9.1)-(9.4) will be satisfied with $`e_k`$ replaced by $`e_k^{}(\tau _0^{})`$, $`\tau _0`$ replaced with $`\tau _0^{}`$, $`\gamma `$ replaced with $`\gamma ^{}`$ etc.

Remark. The last part of the theorem is intended to illustrate the fact that there is in some sense an equivalence between the conditions (9.1)-(9.4) and the asymptotics (9.6)-(9.11).

Let us briefly comment on the conditions before we turn to the proof. The idea of the argument is to see to it that $`P_\tau `$ is always bounded away from $`0`$ below and $`1`$ above. As can be seen by Lemma 6.3, the conditions (9.1) and (9.2) are there to ensure that the term $`e^{2\tau }\mathrm{\Delta }P`$ in (2.1) does not push $`P_\tau `$ out of this interval. The condition (9.3) is then there to ensure that the remaining terms in (2.1) do not push us away from the desired region.

Proof. Observe first that (6.3) and (6.4) hold for $`n=0`$ due to Lemma 6.4 and the assumption that (9.1) or (9.2) hold. By Lemma 7.4, an estimate of the form (9.3), together with estimates of the form (9.1) or (9.2) imply that (6.3) and (6.4) hold for all $`n0`$. By (8.10), an argument similar to the proof of Lemma 7.4 yields that a condition of the type (9.3) implies

(9.13)
$$\stackrel{~}{}_{n+1,\mathrm{max}}^{1/2}\frac{1}{2}\stackrel{~}{}_{n,\mathrm{max}}^{1/2}.$$

Let $`TI`$ and let us consider the convergence on $`[\tau _0,T]\times T^d`$. By (6.11), we conclude that $`P_n`$ is a Cauchy sequence in sup norm. Observe that under these circumstances, factors of the type $`e^{2P_n}`$ and $`e^{2\tau }`$ are of no importance, since we are considering a finite time interval, and since the sequence $`P_n`$ is uniformly bounded on this finite time interval. By (8.5), (9.13) and the equations, we conclude that

$$D^\alpha _\tau ^lP_n\mathrm{and}D^\alpha _\tau ^lQ_n$$

are Cauchy sequences in $`C([\tau _0,T]\times T^d,)`$ for $`1|\alpha |+lm_d/2+1`$. The convergence of $`Q_n`$ follows from the convergence of $`Q_{n,\tau }`$, the finiteness of the time interval and the fact that the iterates coincide at $`\tau _0`$. In particular, the iteration yields $`C^2`$ solutions to the equations for $`\tau [\tau _0,\mathrm{})`$. By Proposition 3.1, the solutions will be smooth if the initial values consist of smooth functions (the transformation $`t=e^\tau `$ yields an equation of the right form). Furthermore, if we let

$$E_k(\tau )=E_k(P,Q,\tau )$$

and

$$_k(\tau )=_k(P,\tau ),$$

then these expressions will satisfy the estimates (7.1), (7.2) and (6.3).

###### Lemma 9.1.

There are polynomials $`𝒫_k`$ and $`𝒬_k`$ and constants $`c_k`$ such that

(9.14)
$$E_k^{1/2}(\tau )𝒫_k(\tau \tau _0)\mathrm{exp}[\gamma (\tau \tau _0)],$$

(9.15)
$$\underset{|\alpha |=k}{}\{e^PD^\alpha _\tau Q_{C(T^d,)}+e^{P\tau }D^\alpha Q_{C(T^d,)}\}$$

$$𝒬_{k+1}(\tau \tau _0)\mathrm{exp}[\gamma (\tau \tau _0)]$$

and

(9.16)
$$_kc_k<\mathrm{}$$

on $`I`$, for all non-negative integers $`k`$.

Proof. By our construction we know the statement concerning (9.14) and (9.16) to be true for $`k=0,\mathrm{},m_d`$ and the statement concerning (9.15) to be true for $`k=0,\mathrm{},m_d/2`$. We want to prove the statement of the lemma by an inductive argument. Assume it to be true up to and including $`km_d`$ for (9.14) and (9.16) and to $`km_d/2`$ for (9.15). Let us introduce

$$_k=\frac{1}{2}\underset{|\alpha |=k}{}_{T^d}|D^\alpha P|^2𝑑\theta $$

and

$$𝒢_k=\mathrm{exp}[\gamma (\tau \tau _0)]_k.$$

Our primary goal is to prove the following two inequalities

(9.17)
$$\frac{dE_{k+1}}{d\tau }2\gamma E_{k+1}+[𝒴_{k+1,1}+𝒴_{k+1,2}_{k+1}^{1/2}]\mathrm{exp}[\gamma (\tau \tau _0)]E_{k+1}^{1/2}$$

and

(9.18)
$$\frac{d_{k+1}}{d\tau }[𝒵_{k+1,1}+𝒵_{k+1,2}E_{k+1}^{1/2}+𝒵_{k+1,3}𝒢_k^{1/2}]\mathrm{exp}[\gamma (\tau \tau _0)]_{k+1}^{1/2}$$

where $`𝒴_{k+1,1}`$, $`𝒴_{k+1,2}`$, $`𝒵_{k+1,1}`$, $`𝒵_{k+1,2}`$ and $`𝒵_{k+1,3}`$ are polynomials in $`\tau \tau _0`$. Observe that we also have

(9.19)
$$\frac{d𝒢_k}{d\tau }\gamma 𝒢_k+C_k\mathrm{exp}[\gamma (\tau \tau _0)/2]𝒢_k^{1/2}_{k+1}^{1/2}.$$

We have

(9.20)
$$\frac{dE_{k+1}}{d\tau }2\gamma E_{k+1}+\underset{|\alpha |=k+1}{}_{T^d}f_\alpha D^\alpha _\tau Qd\theta ,$$

where

$$f_\alpha =f_\alpha (P,Q)=_\tau (e^{2P}D^\alpha _\tau Q)(e^{2P2\tau }D^\alpha Q)$$

and if $`\alpha =\widehat{\alpha }+e_l`$,

(9.21)
$$f_\alpha =_lf_{\widehat{\alpha }}2_lPf_{\widehat{\alpha }}$$

$$2_l_\tau Pe^{2P}D^{\widehat{\alpha }}_\tau Q+2_lPe^{2P2\tau }D^{\widehat{\alpha }}Q.$$

Let us first prove (9.17). Considering (9.17) and (9.20), it is enough to prove the estimate

(9.22)
$$e^Pf_\alpha _{L^2(T^d,)}[\mathrm{\Pi }_{k+1,1}+\mathrm{\Pi }_{k+1,2}_{k+1}^{1/2}]\mathrm{exp}[\gamma (\tau \tau _0)]$$

when $`|\alpha |=k+1`$, where $`\mathrm{\Pi }_{k+1,1}`$ and $`\mathrm{\Pi }_{k+1,2}`$ are polynomials. Since $`f_0`$ is zero, we inductively get the conclusion that $`f_\alpha `$ will contain two types of terms:

(9.23)
$$C_{\alpha _1,\alpha _2}e^{2P}(D^{\alpha _1}_\tau P)(D^{\alpha _2}_\tau Q)$$

and

(9.24)
$$B_{\alpha _1,\alpha _2}e^{2P2\tau }D^{\alpha _1}PD^{\alpha _2}Q$$

where $`|\alpha _1|1`$ and $`\alpha _1+\alpha _2=\alpha `$. Consider terms of type (9.23). Considering (9.22), we wish to estimate

$$e^P(D^{\alpha _1}_\tau P)(D^{\alpha _2}_\tau Q)_{L^2(T^d,)}.$$

If $`|\alpha _1|km_d/2`$, then we can estimate $`D^{\alpha _1}_\tau P`$ in the sup norm using Lemma 5.1 and the inductive hypothesis concerning (9.16). Since $`|\alpha _2||\alpha |1k`$, the inductive hypothesis concerning (9.14) yields the conclusion that

$$e^P(D^{\alpha _1}_\tau P)(D^{\alpha _2}_\tau Q)_{L^2(T^d,)}C_{k+1}𝒫_{|\alpha _2|}\mathrm{exp}[\gamma (\tau \tau _0)].$$

If $`|\alpha _2|km_d/2`$, then we can take out $`e^PD^{\alpha _2}_\tau Q`$ in the sup norm, using the inductive assumption concerning (9.15), in order to obtain

$$e^P(D^{\alpha _1}_\tau P)(D^{\alpha _2}_\tau Q)_{L^2(T^d,)}\sqrt{2}𝒬_{|\alpha _2|+1}\mathrm{exp}[\gamma (\tau \tau _0)]_{|\alpha _1|}^{1/2}.$$

Regardless of whether $`|\alpha _1|=k+1`$ or not, we get an estimate that fits into (9.22). As we cannot have $`|\alpha _2|>km_d/2`$ and $`|\alpha _1|>km_d/2`$ at the same time, we have dealt with terms of the form (9.23). Terms of the form (9.24) can be handled similarly. Equation (9.17) follows.

As far as (9.18) is concerned, we have

(9.25)
$$\frac{d_{k+1}}{d\tau }\underset{|\alpha |=k+1}{}_{T^d}D^\alpha [e^{2P}(Q_\tau ^2e^{2\tau }|Q|^2)]D^\alpha _\tau Pd\theta .$$

Considering (9.18), it is thus enough to prove

(9.26)
$$D^\alpha [e^{2P}(Q_\tau ^2e^{2\tau }|Q|^2)]_{L^2(T^d,)}$$

$$[\mathrm{\Pi }_{k+1,1}+\mathrm{\Pi }_{k+1,2}E_{k+1}^{1/2}+\mathrm{\Pi }_{k+1,3}𝒢_k^{1/2}]\mathrm{exp}[\gamma (\tau \tau _0)]$$

for $`|\alpha |=k+1`$ and some polynomials $`\mathrm{\Pi }_{k+1,1}`$, $`\mathrm{\Pi }_{k+1,2}`$ and $`\mathrm{\Pi }_{k+1,3}`$. Consider

(9.27)
$$D^\alpha (e^{2P}Q_\tau ^2)=\underset{l=0}{\overset{k+1}{}}\underset{\alpha _1+\mathrm{}+\alpha _{l+2}=\alpha }{}C_{\alpha _1,\mathrm{},\alpha _{l+2}}e^{2P}D^{\alpha _1}P\mathrm{}D^{\alpha _l}PD^{\alpha _{l+1}}_\tau QD^{\alpha _{l+2}}_\tau Q.$$

Observe that we can bound $`D^\beta P`$ by a polynomial in supremum norm if $`|\beta |km_d/2`$ and in $`L^2`$ norm if $`|\beta |k`$ using the induction hypothesis concerning (9.16) and Lemma 5.1. We can also control $`e^PD^\beta _\tau Q`$ in the sup norm, using (9.15) and the inductive assumption, if $`|\beta |km_d/2`$, and in the $`L^2`$ norm if $`|\beta |k`$. Consider a term in the sum (9.27). At most one $`|\alpha _i|`$ can be greater than $`km_d/2`$. If all $`\alpha _i`$ satisfy $`|\alpha _i|k`$, then we get a bound

$$e^{2P}D^{\alpha _1}P\mathrm{}D^{\alpha _l}PD^{\alpha _{l+1}}_\tau QD^{\alpha _{l+2}}_\tau Q_{L^2(T^d,)}\mathrm{\Pi }_{k+1}\mathrm{exp}[2\gamma (\tau \tau _0)]$$

where $`\mathrm{\Pi }_{k+1}`$ is a polynomial. If $`|\alpha _i|=k+1`$, and $`il`$, i.e. if $`k+1`$ derivatives hit one $`P`$, then

$$e^{2P}D^{\alpha _1}P\mathrm{}D^{\alpha _l}PD^{\alpha _{l+1}}_\tau QD^{\alpha _{l+2}}_\tau Q_{L^2(T^d,)}$$

$$\mathrm{\Pi }_{k+1}\mathrm{exp}[2\gamma (\tau \tau _0)]D^\alpha P_{L^2(T^d,)}\mathrm{\Pi }_{k+1}^{}\mathrm{exp}[3\gamma (\tau \tau _0)/2]𝒢_k^{1/2}.$$

Finally, if one $`|\alpha _i|=k+1`$, and $`i>l`$, i.e. if all the derivatives hit one $`_\tau Q`$, then

$$e^{2P}D^{\alpha _1}P\mathrm{}D^{\alpha _l}PD^{\alpha _{l+1}}_\tau QD^{\alpha _{l+2}}_\tau Q_{L^2(T^d,)}$$

$$\mathrm{\Pi }_{k+1}\mathrm{exp}[\gamma (\tau \tau _0)]e^PD^\alpha _\tau Q_{L^2(T^d,)}\mathrm{\Pi }_{k+1}^{}\mathrm{exp}[\gamma (\tau \tau _0)]E_{k+1}^{1/2}.$$

As the argument for $`D^\alpha (e^{2P2\tau }|P|^2)`$ is similar (9.26), and thereby (9.18), follows.

Let

$$_k=_{k+1}+E_{k+1}+𝒢_k.$$

The estimates (9.17)-(9.19) imply

(9.28)
$$\frac{d_k}{d\tau }𝒲_{k,1}\mathrm{exp}[\gamma (\tau \tau _0)/2]_k^{1/2}+𝒲_{k,2}\mathrm{exp}[\gamma (\tau \tau _0)/2]_k,$$

where $`𝒲_{k,1}`$ and $`𝒲_{k,2}`$ are polynomials. This inequality implies that $`_k`$ is bounded on $`I`$. In fact, since $`a^{1/2}\frac{1}{2}(1+a)1+a`$ for $`a0`$, (9.28) yields

$$\frac{d(1+_k)}{d\tau }\{𝒲_{k,1}\mathrm{exp}[\gamma (\tau \tau _0)/2]+𝒲_{k,2}\mathrm{exp}[\gamma (\tau \tau _0)/2]\}(1+_k)$$

whence $`1+_k`$ is bounded. Thus $`_{k+1}`$ is bounded, yielding (9.16) for $`k+1`$, which when inserted in (9.17) implies (9.14) for $`k+1`$, which, together with the induction hypothesis yields (9.15) for $`k+1m_d/2`$ by Sobolev embedding. $`\mathrm{}`$

Observe that using (9.16) and Lemma 5.1, we can conclude that

$$|D^\alpha P|_\alpha $$

on $`I\times T^d`$ for all $`\alpha `$, where $`_\alpha `$ are first degree polynomials in $`\tau \tau _0`$. Using this together with (2.1) and (9.15), we conclude that

$$|D^\alpha _\tau ^2P|\mathrm{\Gamma }_\alpha \mathrm{exp}[2\gamma (\tau \tau _0)]$$

on $`I\times T^d`$ for all $`\alpha `$, where $`\mathrm{\Gamma }_\alpha `$ are polynomials in $`\tau \tau _0`$. This implies that $`_\tau P`$ converges in any $`C^k(T^d,)`$ norm as $`\tau \mathrm{}`$ to a smooth function $`v`$ on $`T^d`$, and that (9.6) holds. Equation (9.6) in its turn implies that

$$P(\tau ,)v(\tau \tau _0)w$$

in any $`C^k(T^d,)`$, and that we have (9.7). Observe now that by (2.2) we have

$$_\tau (e^{2P}_\tau Q)=(e^{2P2\tau }Q).$$

Thus

$$|_\tau D^\alpha (e^{2P}Q_\tau )|=|D^\alpha (e^{2P2\tau }Q)|\pi _\alpha \mathrm{exp}[2\gamma (\tau \tau _0)]$$

combining (9.15) with the fact that $`P\tau C\gamma (\tau \tau _0)`$. Here and below, $`\pi _\alpha `$ will denote a polynomial in $`\tau \tau _0`$. This inequality can be integrated in order to yield the conclusion that there is an $`rC^{\mathrm{}}(T^d,)`$ such that

(9.29)
$$|D^\alpha (e^{2P}Q_\tau r)|\pi _\alpha \mathrm{exp}[2\gamma (\tau \tau _0)].$$

Let now

$$\rho =v(\tau \tau _0)+w,$$

and observe that we have (9.7). We would now like to replace $`P`$ in (9.29) with $`\rho `$. Consider for that reason

$$D^\alpha (e^{2\rho }Q_\tau r)=D^\alpha [(e^{2\rho }e^{2P})Q_\tau ]+D^\alpha (e^{2P}Q_\tau r).$$

The second term we can bound using (9.29). Let us consider the first term,

$$D^\alpha [(e^{2\rho }e^{2P})Q_\tau ]=\underset{\alpha _1+\alpha _2=\alpha }{}C_{\alpha _1,\alpha _2}D^{\alpha _1}(e^{2\rho 2P}1)D^{\alpha _2}(e^{2P}Q_\tau ).$$

The second factor on the right hand side is bounded by a constant for $`\tau \tau _0`$ by the above, and so the factor of interest is

$$D^{\alpha _1}(e^{2\rho 2P}1).$$

Consider first the case $`\alpha _1=0`$. If $`\tau `$ is great enough, then $`|2\rho 2P|1`$, so that

$$|e^{2\rho 2P}1|=|\underset{n=1}{\overset{\mathrm{}}{}}\frac{(2\rho 2P)^n}{n!}|2|\rho P|\mathrm{exp}[|2\rho 2P|]2e|\rho P|$$

$$\pi _0\mathrm{exp}[2\gamma (\tau \tau _0)],$$

where we have used (9.7) in the last inequality. If $`|\alpha _1|1`$ we get similar estimates for less complicated reasons. To sum up,

$$|D^\alpha (e^{2\rho }Q_\tau r)|\pi _\alpha \mathrm{exp}[2\gamma (\tau \tau _0)],$$

proving (9.10). We conclude that (9.8) holds, and therefore there is a $`qC^{\mathrm{}}(T^d,)`$ such that (9.9) holds. Let us compute

$$e^{2\rho }(Qq)=e^{2\rho }(_\tau ^{\mathrm{}}Q_\tau (s)𝑑s)=_\tau ^{\mathrm{}}e^{2\rho (\tau )}Q_\tau (s)𝑑s=$$

$$=_\tau ^{\mathrm{}}e^{2\rho (\tau )2\rho (s)}(e^{2\rho (s)}Q_\tau (s)r)𝑑s_\tau ^{\mathrm{}}e^{2\rho (\tau )2\rho (s)}r𝑑s.$$

Observe that $`r`$ is independent of $`s`$ and compute

$$_\tau ^{\mathrm{}}e^{2\rho (\tau )2\rho (s)}𝑑s=_\tau ^{\mathrm{}}e^{2v(s\tau )}𝑑s=\frac{1}{2v}.$$

We thus conclude that

$$D^\alpha (e^{2\rho }(Qq)+\frac{r}{2v})=D^\alpha \left(_\tau ^{\mathrm{}}e^{2\rho (\tau )2\rho (s)}(e^{2\rho (s)}Q_\tau (s)r)𝑑s\right)=$$

$$=\underset{\alpha _1+\alpha _2=\alpha }{\overset{k}{}}C_{\alpha _1,\alpha _2}\left(_\tau ^{\mathrm{}}D^{\alpha _1}[e^{2\rho (\tau )2\rho (s)}]D^{\alpha _2}(e^{2\rho (s)}Q_\tau (s)r)𝑑s\right).$$

In order to estimate this expression, consider

$$|_\tau ^{\mathrm{}}D^{\alpha _1}[e^{2\rho (\tau )2\rho (s)}]D^{\alpha _2}(e^{2\rho (s)}Q_\tau (s)r)𝑑s|$$

$$\left(_\tau ^{\mathrm{}}[D^{\alpha _1}e^{2\rho (\tau )2\rho (s)}]^2𝑑s\right)^{1/2}\left(_\tau ^{\mathrm{}}[D^{\alpha _2}(e^{2\rho (s)}Q_\tau (s)r)]^2𝑑s\right)^{1/2}$$

The integrand in the first factor can be bounded by a polynomial in $`s\tau `$ multiplied by $`\mathrm{exp}[4v(s\tau )]`$. In consequence the first factor is bounded by a constant. The integrand appearing in the second factor can be bounded by

$$\pi _{\alpha _2}\mathrm{exp}[4\gamma (s\tau _0)]$$

where $`\pi _{\alpha _2}`$ is a polynomial in $`s\tau _0`$. Adding up these observations, we get the conclusion

$$|D^\alpha (e^{2\rho }(Qq)+\frac{r}{2v})|\pi _\alpha \mathrm{exp}[2\gamma (\tau \tau _0)],$$

proving (9.11).

Let us now prove that solutions with the desired asymptotics satisfy the initial conditions at late enough times. Due to (9.12) there is a $`wC^{m_d+1}(T^d,)`$ such that

(9.30)
$$P(\tau ,)v(\tau \tau _0)w_{C^{m_d+1}(T^d,)}0$$

as $`\tau \mathrm{}`$. As a consequence, the $`ϵ_k^{}(\tau )`$ are bounded for the entire future and the $`\nu _k^{}(\tau )`$ do not grow faster than linearly. Furthermore, by (9.30) and (9.12),

$$\underset{|\alpha |m_d+1}{}|D^\alpha _\tau Q|C\mathrm{exp}(v\tau ϵ\tau )$$

Thus there is a $`qC^{m_d+1}(T^d,)`$ such that

$$\underset{|\alpha |m_d+1}{}e^PD^\alpha (Qq)_{C(T^d,)}Ce^{ϵ\tau }.$$

Since $`PC+(1\gamma )\tau `$ and $`\gamma >0`$, we get the conclusion that $`e_k^{}(\tau )`$ decays to zero exponentially in time. The last statement of the theorem follows. $`\mathrm{}`$

## 10. Curvature blow up

Let us make some observations concerning the geometry of the metric (1.1) given the conclusions of the previous section.

###### Proposition 10.1.

Consider a metric of the form (1.1). Assuming $`P`$ and $`Q`$ have the asymptotic behaviour obtained as a conclusion in Theorem 9.1, we have

$$\underset{\tau \mathrm{}}{lim}\underset{\theta S^1}{inf}|(R_{\alpha \beta \gamma \delta }R^{\alpha \beta \gamma \delta })(\tau ,\theta )|=\mathrm{}.$$

Proof. We proceed as in . Consider the orthonormal basis given by

$$e_0=e^{\lambda /4+3\tau /4}_\tau ,e_1=e^{\lambda /4\tau /4}_\theta ,e_2=e^{\tau /2P/2}_\sigma ,e_3=e^{\tau /2+P/2}(_\delta Q_\sigma ).$$

There is a natural scaling given by

$$\varphi =e^{\lambda /43\tau /4}.$$

Only few terms in $`\varphi ^2R_{\alpha \beta \gamma \delta }`$, where we assume that the indexes are with respect to the orthonormal basis mentioned above, are non-negligible. This makes the computation of the Kretschmann scalar manageable and in fact,

$$\varphi ^4R_{\alpha \beta \gamma \delta }R^{\alpha \beta \gamma \delta }$$

converges to a smooth non-zero function on $`S^1`$. Since $`\lambda `$ equals $`v^2(\theta )\tau `$ up to something bounded, we get the conclusion of the proposition. $`\mathrm{}`$

There is also an elementary proof of causal geodesic incompleteness in our situation.

###### Proposition 10.2.

Consider an inextendible causal geodesic $`\gamma :(s_{},s_+)M`$, where $`M=\times T^3`$ with a metric of the form (1.1) where $`P`$ and $`Q`$ have the asymptotic behaviour obtained as a conclusion in Theorem 9.1. Assume furthermore that $`<\gamma ^{}(s),_\tau |_{\gamma (s)}><0`$. Then $`\gamma `$ is future incomplete and

$$\underset{ss_+}{lim}|(R_{\alpha \beta \gamma \delta }R^{\alpha \beta \gamma \delta })[\gamma (s)]|=\mathrm{}.$$

Proof. Let the basis $`e_\mu `$ be as in the proof of the previous proposition and define

$$f_0=<\gamma ^{},e_0|_\gamma >,f_k=<\gamma ^{},e_k|_\gamma >$$

for $`k=1,2,3`$. Observe that $`f_k^2f_0^2`$ due to causality. Furthermore, if we let the $`\tau `$ component of $`\gamma `$ be denoted by $`\gamma _0`$, then $`d\gamma _0/ds>0`$. Thus, if $`\gamma _0`$ is bounded from above, it converges to a finite value as $`ss_+`$. By the causality of the curve and compactness of the spatial slices, we then get the conclusion that $`\gamma `$ converges. Thus $`\gamma `$ is continuously extendible, leading to the conclusion that it is extendible considered as a geodesic. This contradicts our assumptions, and we conclude that $`\gamma _0(s)\mathrm{}`$ as $`ss_+`$. Consider

$$\frac{df_0}{ds}=<\gamma ^{},_\gamma ^{}e_0>=\underset{\mu ,\nu }{}f_\mu f_\nu <e_\mu ,_{e_\nu }e_0>\gamma .$$

Let $`\varphi `$ be as in the previous proposition. Using the assumptions concerning the asymptotics one sees that

$$\varphi <e_1,_{e_1}e_0>=\frac{1}{4}(\lambda _\tau 1),\varphi <e_2,_{e_2}e_0>=\frac{1}{2}(1P_\tau )$$

and

$$\varphi <e_3,_{e_3}e_0>=\frac{1}{2}(1+P_\tau )$$

and that all other elements of the matrix $`\varphi <e_\mu ,_{e_\nu }e_0>`$ converge to zero exponentially with $`\tau `$. Letting

$$\theta _k=\varphi \gamma <e_k,_{e_k}e_0>\gamma ,$$

we have

$$\frac{df_0}{ds}=\psi \gamma \underset{k}{}f_k^2\theta _k+\psi \gamma \delta _1f_0^2$$

$$\psi \gamma f_0^2\frac{1}{4}(\lambda _\tau \gamma 1)+\psi \gamma \delta _1f_0^2,$$

if $`s`$ is close enough to $`s_+`$, where $`\psi =1/\varphi `$ and $`\delta _1(s)0`$ as $`ss_+`$ (observe that $`\theta _1>0`$ and $`\theta _2,\theta _3<0`$ if $`s`$ is close enough to $`s_+`$). Compute

$$\frac{d\psi \gamma }{ds}=\frac{\psi }{\tau }\gamma \frac{d\gamma _0}{ds}+\frac{\psi }{\theta }\gamma \frac{d\gamma _1}{ds}$$

where $`\gamma _1`$ is the $`\theta `$-coordinate of $`\gamma `$ (observe that even though this is not well defined, the derivative is). However,

$$\frac{d\gamma _0}{ds}=\psi \gamma f_0,\frac{d\gamma _1}{ds}=\mathrm{exp}[\lambda \gamma /4\gamma _0/4]f_1$$

so that

$$\frac{d\psi \gamma }{ds}=\psi ^2\gamma f_0[\frac{1}{4}(\lambda _\tau \gamma +3)+\delta _2]$$

where $`\delta _2(s)0`$ as $`ss_+`$. Letting $`g=f_0\psi \gamma `$, we get

$$\frac{dg}{ds}=\frac{df_0}{ds}\psi \gamma +f_0\frac{d\psi \gamma }{ds}g^2[\frac{1}{4}(\lambda _\tau \gamma 1)+\delta _1+\frac{1}{4}(\lambda _\tau \gamma +3)+\delta _2].$$

Thus there is an $`s_1`$ such that for $`ss_1`$

$$\frac{dg}{ds}(s)\frac{1}{2}g^2(s),$$

since $`\lambda _\tau `$ is bounded from below by a positive constant for large $`\tau `$. We thus get the conclusion that the geodesic is future incomplete. Since $`\gamma _0(s)\mathrm{}`$ as $`ss_+`$, the statement concerning curvature blow up follows from the previous proposition. $`\mathrm{}`$

## 11. Conclusions and observations

This paper provides a proof of the statement that an open set of initial data yields asymptotics of the form (1.6) and (1.7). The fact that we have a condition on initial data will hopefully be useful when trying to make further progress in understanding Gowdy spacetimes. However, the method of proof relies heavily on the fact that the non-linear terms in the equations die out exponentially. This will not be the case in general and different methods will have to be developed. Some intuition for what should happen has been developed in , but how to make these ideas rigorous is far from clear. Since approaching the general problem is difficult, it is natural to try to find an easier problem which can be used as a model for some of the dynamics. One way of obtaining a model problem is to carry out intuitive arguments similar to those in . For example, if $`P_\tau >1`$, $`e^PQ_\tau `$ should be negligible and $`Q_\theta `$ should be a time independent function. Inserting these assumptions in (1.2) one obtains

$$P_{\tau \tau }e^{2\tau }P_{\theta \theta }=e^{2P2\tau }Q_\theta ^2.$$

Replacing $`Q_\theta `$ with $`1`$ and calling $`P\tau `$ $`P`$, one gets the equation

(11.1)
$$P_{\tau \tau }e^{2\tau }P_{\theta \theta }=e^{2P}.$$

This equation would, in the terminology of , model a bounce. Considering an arbitrary solution to (11.1), $`P_\tau `$ should converge exponentially to a smooth negative function on $`S^1`$. One question of interest would then be to find out how fast this process of convergence occurs. This is an example of a model problem which is certainly easier to handle, but which still contains some of the dynamics of the real situation. Since most of the results concerning the asymptotic behaviour of Einstein’s equations in the spatially inhomogeneous case make assumptions that exclude the possibility of the non-linear terms being of any importance, the study of even a simple model problem where this is not the case should be of interest.

## Acknowledgements

Part of this work was carried out while the author was enjoying the hospitality of The Erwin Schrödinger International Institute for Mathematical Physics.