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# 1 Introduction

## 1 Introduction

Recently, a new wave of interest for higher spin theories and their supersymmetric extensions can be witnessed . Moreover, the study of  exhibits the relation among massless high–spin theories and simple particle–like dynamical models  living in generalized superspace $`\mathrm{\Sigma }^{(\frac{n(n+1)}{2}|n)}`$ with local coordinates

$`Z^{}=(X^{\alpha \beta },\theta ^\alpha ),X^{\alpha \beta }=X^{\beta \alpha },\alpha ,\beta =1,\mathrm{},n,`$ (1)
. This relation suggested a way to introduce a concept of causality in ’symplectic spacetime’ $`\mathrm{\Sigma }^{(\frac{n(n+1)}{2}|0)}`$  (i.e. in the bosonic body of $`\mathrm{\Sigma }^{(\frac{n(n+1)}{2}|n)}`$) parametrized by symmetric $`GL(n)`$–tensor coordinates $`X^{\alpha \beta }=X^{\beta \alpha }`$ .

For $`n=2^k`$, where $`\alpha `$ can be treated also as a spinor index of a $`D`$–dimensional Lorentz group $`SO(t,Dt)`$ for some $`D`$ and $`t`$, $`X^{\alpha \beta }=X^{\beta \alpha }`$ can be regarded as symmetric spin–tensor coordinates. For $`k>1`$ the set of such bosonic coordinates includes, besides the usual $`D`$–dimensional spacetime coordinates $`x^\mu =X^{\alpha \beta }\mathrm{\Gamma }_{\alpha \beta }^\mu `$, a set of antisymmetric tensorial coordinates $`y^{\mu _1\mathrm{}\mu _q}=X^{\alpha \beta }\mathrm{\Gamma }_{(\alpha \beta )}^{\mu _1\mathrm{}\mu _q}`$ ($`y^{\mu \nu }`$, $`y^{\mu _1\mathrm{}\mu _5}`$ for $`D=11`$ generalized superspace $`\mathrm{\Sigma }^{(528|32)}`$). Just the introduction of gamma–matrices or, equivalently, the distinction between vector and antisymmetric tensor coordinates breaks the manifest $`GL(n)`$ symmetry of the generalized superspace down to $`Spin(t,Dt)`$. (Note that $`n=32`$ case allows also $`SO(2,10)`$ interpretation, in which $`X^{\alpha \beta }`$ contains antisymmetric tensor coordinates only ). Such a breaking of high spin $`GL(n)`$ symmetry (actually of the $`OSp(2n|1)`$ symmetry, see  and Sec. 4 below) is expected to be spontaneous.

An important property of the models , not yet reflected in higher spin theories, is that they describe BPS states preserving all but one spacetime supersymmetries. This property is closely related to the fact that these models produce the generalized Penrose relation

$$P_{\alpha \beta }=\lambda _\alpha \lambda _\beta $$
(2)
(cf. ) as a constraint for the momentum $`P_{\alpha \beta }(\tau )`$ canonically conjugate to the coordinate function $`X^{\alpha \beta }(\tau )`$,

$`P_{\alpha \beta }(\tau )\lambda _\alpha (\tau )\lambda _\beta (\tau )=0.`$ (3)
Here $`\tau `$ is a proper time parametrizing a worldline $`W^1`$ in generalized superspace,

$`W^1\mathrm{\Sigma }^{(\frac{n(n+1)}{2}|n)}:`$ $`X^{\alpha \beta }=X^{\alpha \beta }(\tau ),\theta ^\alpha =\theta ^\alpha (\tau ),`$ (4)
$`X^{\alpha \beta }(\tau )`$ and $`\theta ^\alpha (\tau )`$ are bosonic and fermionic coordinate functions.

The most general supersymmetry algebra (called M–algebra in $`D=11`$ case, i.e. for $`n=32`$, )

$`\{Q_\alpha ,Q_\beta \}=P_{\alpha \beta },[Q_\alpha ,P_{\alpha \beta }]=0,`$ (5)
is realized in the model of  on the Poisson brackets (for simplicity, we ignore the $`i`$ factor appearing in the Poisson brackets). After quantization, schematically (see  for a precise Hamiltonian analysis and quantization), Eq. (2) could be considered as a condition on the state vector $`|\lambda >`$ of the quantum dynamical system,

$`P_{\alpha \beta }|\lambda >=\lambda _\alpha \lambda _\beta |\lambda >.`$ (6)
Such a state was called BPS preon in  for reasons that will become clear below. Eq. (6) implies

$`\{Q_\alpha ,Q_\beta \}|\lambda >=\lambda _\alpha \lambda _\beta |\lambda >.`$ (7)
Then, introducing an auxiliary set of $`(n1)`$ contravariant $`GL(n)`$ vectors $`w_I^\alpha `$ ($`SO(t,Dt)`$ spinors) orthogonal to the covariant $`GL(n)`$ vector $`\lambda _\alpha `$,

$`w_I^\alpha \lambda _\alpha =0,I=1,\mathrm{},(n1),`$ (8)
one finds $`w_I^\alpha \{Q_\alpha ,Q_\beta \}|\lambda >=0`$. As a result, one can conclude that the BPS preon state $`|\lambda >`$ preserves all but one supersymmetries ,

$`Q_I|\lambda >w_I^\alpha Q_\alpha |\lambda >=0,I=1,\mathrm{},(n1).`$ (9)
Let us stress that the set of $`(n1)`$ vectors $`w_I^\alpha `$ is pure auxiliary and has been introduced for convenience only. The preservation of $`(n1)`$ of the $`n`$ supersymmetries by the state $`|\lambda >`$ is encoded in the fact that the eigenvalue matrix $`\lambda _\alpha \lambda _\beta `$ of the operator $`\{Q_\alpha ,Q_\beta \}`$, Eq. (7), has rank one.

Note that the causal structure of the symplectic spacetime $`\mathrm{\Sigma }^{(\frac{n(n1)}{2}|0)}`$ found in  is related to the observation that the state $`|\lambda >`$ obeying Eq. (6) provides the general solution of the conformal high–spin wave equation

$`(P_{\alpha \beta }P_{\gamma \delta }P_{\alpha \gamma }P_{\beta \delta })|\lambda >=0.`$ (10)
The algebra similar to (5) is satisfied by the fermionic constraints $`D_\alpha (\tau )`$ ($`\{D_\alpha ,Q_\beta \}=0`$),

$`\{D_\alpha ,D_\beta \}=P_{\alpha \beta },[D_\alpha ,P_{\alpha \beta }]=0.`$ (11)
Eqs. (11) and (3) imply that $`(n1)`$ of $`n`$ fermionic constraints, $`D_I=w_I^\alpha D_\alpha `$, are of the first class. These first class constraints generate $`(n1)`$ local fermionic $`\kappa `$-symmetries through the Poisson brackets. Thus the number of $`\kappa `$–symmetries of the worldline actions  coincides with the number of supersymmetries preserved by a BPS preon state (see ) as one might expect (see, e.g. , and  for extended discussion). Thus, one can consider the presence of $`(n1)`$ $`\kappa `$–symmetries as the main characteristic property of a BPS preon model in a superspace with $`n`$ fermionic coordinates.

The states $`|\lambda >`$ were used in  to provide a complete algebraic classification of the BPS states in M–theory (hence the name of BPS preons). This suggests to conjecture that any BPS state $`|\mathrm{\Psi }_k>`$ is a superposition of a definite number $`k`$ of the BPS preons. The number $`k`$ is determined by the rank of its generalized momentum matrix $`p_{\alpha \beta }`$,

$`P_{\alpha \beta }|\mathrm{\Psi }_k>=p_{\alpha \beta }|\mathrm{\Psi }_k>,rank(p_{\alpha \beta })=k.`$ (12)
Then (see ) there exists a set of $`k`$ $`GL(n)`$ vectors $`\lambda _\beta ^a`$ (spinors of the Lorentz $`SO(t,Dt)GL(n)`$) such that

$`p_{\alpha \beta }={\displaystyle \underset{a=1}{\overset{k}{}}}\lambda _\alpha ^a\lambda _\beta ^a.`$ (13)
Eq. (13) allows to speculate that the BPS state $`|\mathrm{\Psi }_k>`$, satisfying Eq. (12), can be considered as composite of $`k`$ preon states $`|\lambda ^a>`$, $`a=1,\mathrm{},k`$ .

The existence of BPS preons and other BPS states preserving more than $`1/2`$ of the supersymmetry (i.e. composites of $`k<n/2`$ preons) is allowed from an algebraic point of view . However, for a long time realizations of such states as solitonic solutions of the ’usual’ $`D11`$ supergravity equations were not known and, in fact, the first search in simple models gave negative results . However, such solutions (now with up to $`28`$ of $`32`$ supersymmetries preserved) have recently been found  as a particular case of pp–waves . Thus the original expectation that BPS preons and the states composed from less than $`n/2`$ BPS preons cannot be realized in the ’usual’ superspace (a ‘BPS preon conspiracy’) is broken, at least partially. The relation of such solutions with models in generalized superspace has not been clarified yet. One may assume that the (constant) ’values’ of antisymmetric tensor fields, characteristic of the $`pp`$–wave background, should play there the role of some tensorial coordinates of generalized superspace (cf. ), but the details of the embedding of pp–wave spacetimes into a generalized superspace require additional study.

Here we address another problem. Only point–like models with the properties of BPS preons  (and composites of less than $`n/2`$ preons ) were known in the generalized superspace. On the other hand, if one takes seriously the hypothesis  that all the M-theory BPS–states ($`M2`$–brane, $`M5`$–brane, intersecting brane configurations, etc.) are composed from ($`n=32`$) BPS preons, one should find for the latter an extended object model (i.e. a model with $`p`$–dimensional worldvolume $`W^{p+1}`$ rather than worldline $`W^1`$ (4)), at least in the generalized superspace. The main message of this letter is that such a model for $`D=11`$ BPS preons is provided by a ’twistor–like’ formulation of tensionless p–branes in the generalized superspace $`\mathrm{\Sigma }^{(528|32)}`$. Moreover, the model can be formulated in an arbitrary generalized superspace $`\mathrm{\Sigma }^{(\frac{n(n+1)}{2}|n)}`$.

Tensionless p–branes in $`D=4`$ ($`n=4`$) generalized superspace $`\mathrm{\Sigma }^{(10|4)}`$ were previously studied in . In  it was found that a twistor–like formulation of the tensionless p–brane in $`\mathrm{\Sigma }^{(10|4)}`$ (which generalizes the model from  for the case of additional tensorial coordinates) possess 3 $`\kappa `$–symmetries. We will show here that for any $`n`$ (or any $`D`$), including $`n=32`$ ($`D=11`$), the $`\mathrm{\Sigma }^{(\frac{n(n+1)}{2}|n)}`$ generalization of the tensionless p–brane action from  possesses $`(n1)`$ $`\kappa `$–symmetries. In the light of the above mentioned correspondence, this implies that the $`n=32`$ ($`D=11`$) version of this action provides a dynamical model for a BPS state which preserves $`31`$ of $`32`$ supersymmetries, i.e. an extended object model for a BPS preon.

## 2 Tensionless $`p`$–brane action in $`\mathrm{\Sigma }^{(\frac{n(n+1)}{2}|n)}`$

We consider the following action for an extended object ($`p`$–brane) moving in generalized superspace $`\mathrm{\Sigma }^{(\frac{n(n+1)}{2}|n)}`$

$`S={\displaystyle d^{p+1}\xi L}={\displaystyle \frac{1}{2}}{\displaystyle d^{p+1}\xi \rho ^m\mathrm{\Pi }_m^{\alpha \beta }\lambda _\alpha \lambda _\beta }`$ (14)
(cf.  for the usual $`D=4`$ superspace and  for $`p=0`$). Here

$`\mathrm{\Pi }^{\alpha \beta }d\xi ^m\mathrm{\Pi }_m^{\alpha \beta }=dX^{\alpha \beta }(\xi )id\theta ^{(\alpha }\theta ^{\beta )}(\xi )`$ (15)
is the pull–back of the supersymmetric Volkov–Akulov one–form for $`\mathrm{\Sigma }^{(\frac{n(n+1)}{2}|n)}`$ on the worldvolume

$`W^{p+1}\mathrm{\Sigma }^{(\frac{n(n+1)}{2}|n)}:`$ $`X^{\alpha \beta }=X^{\alpha \beta }(\xi ),\theta ^\alpha =\theta ^\alpha (\xi )`$ (16)
parametrized by local coordinates $`\xi ^m`$, $`m=0,1,\mathrm{},p`$; $`\rho ^m=\rho ^m(\xi )`$ is a Lagrange multiplier and $`\lambda _\alpha =\lambda _\alpha (\xi )`$ are auxiliary bosonic variables. The action (14) does not contain any dimensionful parameter, what allows us to call its associated dynamical system tensionless super–p–brane in generalized superspace.

The $`n=4`$ counterpart of the action (14), with $`\lambda `$ treated as a Majorana representation of $`D=4`$ Lorentz harmonics , was studied in . On the other hand, for $`n=2^k=dim(Spin(1,D1))`$, substituting $`\mathrm{\Gamma }_\mu ^{\alpha \beta }\mathrm{\Pi }_m^\mu \mathrm{\Gamma }_\mu ^{\alpha \beta }(_mx^\mu i_m\theta \mathrm{\Gamma }^\mu \theta )`$ for $`\mathrm{\Pi }_m^{\alpha \beta }`$ in Eq. (14), one arrives at a $`D`$ dimensional generalization of the null–super–$`p`$–brane action from . Certainly, only for $`D=3,4,6,10`$ the momentum density $`P_\mu (\xi )=\lambda \mathrm{\Gamma }_\mu \lambda `$ is light–like and the tensionless super–$`p`$–brane can be called null–super–p–brane.

The set of global symmetries of the action (14) includes $`GL(n)`$ transformations acting on the indices $`\alpha ,\beta =1,\mathrm{},n`$. It is also invariant, by construction, under the global supersymmetry

$`\delta _ϵX^{\alpha \beta }(\xi )=iϵ^{(\alpha }\theta ^{\beta )}(\xi ),\delta _ϵ\theta ^\alpha (\xi )=ϵ^\alpha ,`$ (17)
$`\delta _ϵ\lambda _\alpha (\xi )=0,\delta _ϵ\rho ^m(\xi )=0,`$
The generators $`Q_\alpha `$ of the supersymmetry (17) satisfy the algebra (5) involving the generator $`P_{\alpha \beta }`$ of the translations: $`\delta _aX^{\alpha \beta }(\xi )=a^{\alpha \beta }`$, $`\delta _a\theta ^\alpha (\xi )=0`$, $`\delta _a\lambda _\alpha (\xi )=0`$, $`\delta _a\rho ^m(\xi )=0`$.

A straightforward calculation of canonical momentum for $`X^{\alpha \beta }(\tau )`$, $`P_{\alpha \beta }=\frac{L}{_0X^{\alpha \beta }}`$, results in the primary constraint

$`\mathrm{\Phi }_{\alpha \beta }=P_{\alpha \beta }(\xi )\rho ^0(\xi )\lambda _\alpha (\xi )\lambda _\beta (\xi )=0,`$ (18)
(cf. Eq. (3)) which implies the propagation of the extended object in the directions characterized by $`\lambda _\alpha (\xi )`$. Such directions could be regarded as a $`\mathrm{\Sigma }^{(\frac{n(n+1)}{2}|n)}`$ generalization of the light–like directions of the usual $`D`$–dimensional superspace.

The calculation of the other canonical momenta, $`𝒫^\alpha (\xi )=\frac{L}{(_0\lambda _\alpha )}`$, $`𝒫_m=\frac{L}{(_0\rho _m)}`$ and $`\pi _\alpha (\xi )=\frac{L}{_0\theta ^\alpha }`$ also results in the constraints: $`𝒫^\alpha (\xi )=0`$, $`𝒫_m=0`$ and

$`D_\alpha =\pi _{\alpha \beta }(\xi )+iP_{\alpha \beta }\theta ^\beta (\xi )=0.`$ (19)
The fermionic constraints (19) obey the algebra (11) on the Poisson brackets. This already indicates the presence of $`(n1)`$ local fermionic $`\kappa `$–symmetries, which we now describe explicitly in the Lagrangian approach.

## 3 $`\kappa `$–symmetry and other gauge symmetries

It is convenient to write the general variation of the action (14) as

$`\delta S`$ $`={\displaystyle d^{p+1}\xi [\frac{1}{2}\delta \rho ^m\mathrm{\Pi }_m^{\alpha \beta }\lambda _\alpha \lambda _\beta +\rho ^m\mathrm{\Pi }_m^{\alpha \beta }\lambda _\beta \delta \lambda _\alpha ]}`$ (20)
$`{\displaystyle \frac{1}{2}}{\displaystyle d^{p+1}\xi _m(\rho ^m\lambda _\alpha \lambda _\beta )i_\delta \mathrm{\Pi }^{\alpha \beta }}i{\displaystyle d^{p+1}\xi \rho ^m_m\theta ^\alpha \lambda _\alpha \delta \theta ^\beta \lambda _\beta },`$
where $`i_\delta \mathrm{\Pi }^{\alpha \beta }\delta X^{\alpha \beta }i\delta \theta ^{(\alpha }\theta ^{\beta )}`$, and integration by parts has been performed. Eq. (20) makes evident that the action (14) possesses $`(n1)`$ $`\kappa `$–symmetries

$`\delta _\kappa \rho ^m=0,\delta _\kappa \lambda _\alpha =0,`$ (21)
$`\delta _\kappa X^{\alpha \beta }(\xi )=i\delta _\kappa \theta ^{(\alpha }\theta ^{\beta )}(\xi ),`$ (22)
$`\delta _\kappa \theta ^\alpha (\xi )=\kappa ^I(\xi )w_I^\alpha (\xi ),`$ $`I=1,\mathrm{},(n1),`$ (23)
with parameters $`\kappa ^I(\xi )`$. In Eq. (23) the $`(n1)`$ auxiliary $`GL(n)`$ vector fields $`w_I^\alpha (\xi )`$ are defined as in Eq. (8), $`w_I^\alpha (\xi )\lambda _\alpha (\xi )=0`$. In other words, the $`\kappa `$–symmetry transformation of the Grassmann coordinate function (23) is provided by the general solution of the equation

$`\delta _\kappa \theta ^\alpha (\xi )\lambda _\alpha (\xi )=0.`$ (24)
Thus, we are not enforced to consider an extension of the phase space of our dynamical system by incorporation of auxiliary variables $`w_I^\alpha (\xi )`$ and their momentum: we can keep Eqs. (22), (21), (24) instead as the definition of the $`\kappa `$–symmetry (but we may use $`w_I^\alpha (\xi )`$ as a convenient tool to present the results in a transparent form).

The bosonic ’superpartner’ of the fermionic $`\kappa `$–symmetry is provided by the b–symmetry transformations

$`\delta _b\theta ^\alpha (\xi )=0,\delta _b\rho ^m=0,\delta _b\lambda _\alpha =0`$
$`\delta _bX^{\alpha \beta }(\xi )=b^{IJ}(\xi )w_I^\alpha (\xi )w_J^\beta (\xi ),`$ (25)
with $`\frac{n(n1)}{2}`$ parameters $`b^{IJ}(\xi )=b^{JI}(\xi )`$, $`I,J=1,\mathrm{},(n1)`$. The only nontrivial part of the $`b`$–symmetry transformations, Eq. (25), is the general solution of the equation

$`\delta _bX^{\alpha \beta }(\xi )\lambda _\beta (\xi )=0.`$ (26)
Note also an evident scaling gauge symmetry of the action (14),

$`\delta _s\theta ^\alpha (\xi )=0,\delta _sX^{\alpha \beta }(\xi )=0,`$
$`\delta _b\rho ^m=2s(\xi )\rho ^m,\delta _s\lambda _\alpha =s(\xi )\lambda _\alpha (\xi ),`$ (27)
as well as the symmetry under worldvolume general coordinate transformations (in their variational version $`\stackrel{~}{\delta }_{g.c.}`$ characterized by $`\stackrel{~}{\delta }_{g.c.}\xi ^m=0`$, see  and refs. therein)

$`\stackrel{~}{\delta }_{gc}X^{\alpha \beta }(\xi )=t^m(\xi )_mX^{\alpha \beta },`$ $`\stackrel{~}{\delta }_{gc}\theta ^\alpha (\xi )=t^m(\xi )_m\theta ^\alpha ,\stackrel{~}{\delta }_{gc}\lambda _\alpha (\xi )=t^m(\xi )_m\lambda _\alpha ,`$ (29)
$`\stackrel{~}{\delta }_{gc}\rho ^m(\xi )=_n(\rho ^mt^n)\rho ^n_nt^m.`$
## 4  Supertwistor representation and $`OSp(64|1)`$ symmetry of the BPS preon model

Let us use the Leibniz rule ($`\lambda _mX_m(\lambda X)(_m\lambda )X`$, etc., no integration by parts and no gauge fixing) to present the action (14) in the equivalent form

$`S=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle d^{p+1}\xi (\lambda _\alpha \rho ^m_m\mu ^\alpha \rho ^m_m\lambda _\alpha \mu ^\alpha )}`$
$`{\displaystyle \frac{i}{2}}{\displaystyle }d^{p+1}\xi \rho ^m_m\eta \eta ),`$
where

$`\mu ^\alpha =X^{\alpha \beta }\lambda _\beta {\displaystyle \frac{i}{2}}\theta ^\alpha \theta ^\beta \lambda _\beta ,\eta =\theta ^\beta \lambda _\beta .`$ (31)
$`\lambda _\alpha `$, $`\mu ^\alpha `$ and $`\eta `$ can be regarded as components of an $`OSp(2n|1)`$ supertwistor $`𝒴^\mathrm{\Sigma }`$ ,

$`𝒴^\mathrm{\Sigma }=\left(\begin{array}{ccc}\lambda _\alpha ,& \mu ^\alpha ,& \eta \end{array}\right)`$ (32)
In terms of $`𝒴^\mathrm{\Sigma }`$ the action (4) reads

$`S={\displaystyle \frac{1}{2}}{\displaystyle d^{p+1}\xi \rho ^m_m𝒴^\mathrm{\Sigma }C_{\mathrm{\Sigma }\mathrm{\Lambda }}𝒴^\mathrm{\Lambda }},`$ (33)
where

$`C_{\mathrm{\Sigma }\mathrm{\Lambda }}=\left(\begin{array}{ccc}0& \delta ^\alpha _\beta & 0\\ \delta _\alpha ^\beta & 0& 0\\ 0& 0& i\end{array}\right)=()^{\mathrm{\Sigma }\mathrm{\Lambda }}C_{\mathrm{\Lambda }\mathrm{\Sigma }}`$ (34)
is the orthosymplectic ($`OSp(2n|1)`$ invariant) ’metric’ tensor.

The Lagrange multiplier $`\rho ^m`$ does not carry physical degrees of freedom. Indeed, using the general coordinate transformations $`\stackrel{~}{\delta }_{gc}`$, Eq. (29), and the scaling symmetry, Eq. (27), one can fix, e.g., the gauge $`\rho ^m(\xi )=\delta _0^m`$. The generalized Penrose correspondence (31) clearly does not restrict $`\mu ^\alpha `$ (as the first term in r.h.s contains the $`\frac{n(n+1)}{2}`$ parametric $`X^{\alpha \beta }`$). Hence the tensionless super–$`p`$–brane model allows a description in terms of $`2n`$ bosonic and $`1`$ fermionic components of the unconstrained orthosymplectic supertwistor (32) which describes all the physical degrees of freedom of the system and makes the global $`OSp(2n|1)`$ symmetry manifest. In particular, this implies that for $`n=32`$ (i.e. $`D=11`$) the extended BPS preon model (14) possesses an $`OSp(64|1)`$ generalized superconformal symmetry, which is characteristic both for high–spin theories (see ) and for the two–time physics approach to M-theory .

## 5 Conclusion and outlook

We have shown that the dynamical system described by the action (14) possesses $`(n1)`$ local fermionic $`\kappa `$–symmetries. Hence, in $`n=32`$ ($`D=11`$) such a dynamical system can be considered as an extended object model for BPS preons, the hypothetical constituents of M-theory . We have seen as well that the BPS preon model possesses $`OSp(64|1)`$ symmetry, which was suggested to be a generalized conformal symmetry of M-theory (see  and refs. therein); this becomes transparent after passing to the equivalent supertwistor representation, Eq. (4) or (33), of the action (33). This simple transformation also exhibits the physical degrees of freedom of the dynamical system.

We call the object described by the action (14) a tensionless super–p–brane in generalized superspace $`\mathrm{\Sigma }^{(\frac{n(n+1)}{2}|n)}=\{(X^{\alpha \beta },\theta ^\alpha )\}`$. The reasons are that the action (14) does not contain dimensionful parameters, and that the constraints (18) imply propagation in the generalized light–like directions of $`\mathrm{\Sigma }^{(\frac{n(n+1)}{2}|n)}`$ (cf. Ref. ). Moreover, for $`n=2,4,8,16`$, one converts Eq. (14) into the action of null–super–p–brane in the usual $`D=3,4,6,10`$ superspaces (see  for D=4) by substituting $`\mathrm{\Gamma }_\mu ^{\alpha \beta }\mathrm{\Pi }_m^\mu \mathrm{\Gamma }_\mu ^{\alpha \beta }(_mx^\mu i_m\theta \mathrm{\Gamma }^\mu \theta )`$ for $`\mathrm{\Pi }_m^{\alpha \beta }`$.

Tensionless strings and $`p`$–branes in usual spacetime and usual superspace were discussed many times in the context of superstring/M–theory , ,  (see  for more references). In particular, they appear as singularities in K3 compactification of superstring theory down to six dimensions which connect all known supersymmetric six dimensional vacua . An interesting perturbative approach to search for solutions of nonlinear superstring equations in the curved spacetime background was developed in . It is based on a power series decomposition in the $`p`$–brane tension $`T_p`$ and is close in spirit to earlier propositions  to obtain the quantum propagator of a $`p`$–brane by starting from the propagator of null–$`p`$–brane and summing up the perturbative series in $`T_p`$. The leading order of such expansion, null–string for $`p=1`$, should dominate string amplitudes describing short distance string physics . The tension generation mechanism, which allows one to obtain a tensionful superbrane action from a null–super–p–brane action was studied in . In this frame the (super)brane tension $`T_p`$ appears as an integration constant in the solution of the superstring equations of motion. This allows for its different values in regions of a universe separated by a domain wall and unifies null–$`p`$–branes ($`T_p=0`$) with tensionful $`p`$–branes ($`T_p0)`$ . Furthermore, it was shown in  that the tension $`T_p`$ can appear also as a result of a dimensional reduction. A development of this approach for the case of generalized superspaces might be useful for establishing mechanisms of tension generation and of the formation of the fundamental M–branes from our extended BPS preons.

Suggestions about a possible relation between tensionless strings and higher spin field theories can be found already in . Recently this possible relation was discussed in the context of AdS/CFT correspondence . The key observation is that, on one hand, both string field theory and the interacting higher spin theory contain infinite number of fields of higher spins, but, on the other hand, the latter has much more powerful gauge symmetry. This allowed Vasiliev to discuss in  the possibility that higher spin theories are more fundamental than string theory and that string theory can be viewed as a spontaneously broken phase of the higher spin theories. Then a possibility of an identification of the null strings (or null–$`p`$–branes) with higher spin theories was suggested by the enhancement of the symmetry in the tensionless limit of (super)string model (see  for further reasons).

The BPS preon conjecture  as a whole and, particularly, the tensionless superstring and super–p–brane models (14) in generalized superspace, can be considered also as a development of the above ideas. The models (14), being formulated in the generalized superspace which allows for a formulation of higher spin theories , respect, by construction, at least the $`GL(n)`$ part of the higher spin symmetry (see  for other models in $`D=4`$). The physically relevant M–branes and D–branes in usual $`D=11`$ and $`D=10`$ superspaces are expected to appear in a spontaneously broken phase of the BPS preon models, which should imply the breaking of $`GL(n)`$ symmetry down to some $`Spin(1,D1)GL(n)`$ (e.g. $`Spin(1,10)GL(32)`$ for M-branes, $`Spin(1,9)GL(32)`$ for D–branes). Moreover, for $`n=2,4,8,16`$ the models (14) are directly related the $`D=3,4,6,10`$ massless higher spin theories: for $`p>0`$ they describe an extended object generalization of the classical mechanics description of the free higher spin theories. Indeed, as it was shown in , the quantum state spectra of the $`n=2,4,8,16`$ generalized superparticle models , which are identical to the point–like ($`p=0`$) models (14) ($`\rho ^0`$ can be removed by rescaling of $`\lambda `$, Eq. (27)), consist of towers of massless fields of all possible ‘spins’ in $`D=3,4,6and\mathrm{\hspace{0.33em}10}`$. The special property of the $`n=2,4,8,16`$ ($`n=2(D2)`$, $`D=3,4,6,10`$) point–like models (14) are related with the existence of the Hopf fibrations $`S^{2D5}/S^{D2}=S^{D3}`$ (see ). This provides a mechanism for ‘momentum space compactification’ of the additional (with respect to usual spacetime) degrees of freedom. The situation with $`n=32`$ ($`D=11`$) model is still unclear: classically it describes a particle with a dynamically generated mass  and there is a problem in interpretation of the quantum state spectrum because no counterpart of the Hopf fibration is known for this case (see  for some discussion). However, in the framework of the BPS preon conjecture , which refers to superbrane rather than to field theories, the problem is rather a search for possibilities to construct a ‘physical’ BPS objects defined in the standard superspace, like M–branes and D–branes, from BPS preons in generalized superspace. In principle, one could explore the composite nature of the M–branes in terms of the point–like BPS preon model, but in an indirect way similar to the Matrix model description of supermembrane . The tensionless $`p`$–brane models (14) provide a new basis to search for a possible composed nature of the M–branes: this search might be carried out by the quasi-classical methods for the extended object action, e.g. by studying solutions of the equations of motion (see  for some results in $`D=4`$) and specific interactions with background fields in generalized superspace.

Recently an explicit relation between superparticle wavefunctions in generalized superspace and Vasiliev’s ’unfolded equations’ for higher spin field was established in  for $`n=4`$ ($`D=4`$). Moreover, the quantization of a counterpart of the $`p=0`$, $`n=4`$ model (14) defined in the generalized $`AdS_4`$ superspace has been also considered in . This is of particular importance as the nontrivial interactions of higher spin fields can be constructed in a selfconsistent way only in a spacetime with nonvanishing cosmological constant (see  and refs. therein). It is interesting that the proper generalized $`AdS_4`$ superspace was proved to be just the supergroup manifold $`OSp(1|4)`$ . These results provide a reason to study also the $`AdS`$ generalizations of the $`n=4`$ ($`D=4`$) versions of the model (14): the tensionless superstring and supermembrane on $`OSp(1|4)`$ supergroup manifold.

Acknowledgments. The author is grateful to J.A. de Azcárraga and to I. Bars, J. Lukierski, M. Vasiliev for useful conversations, and to the Abdus Salam ICTP for kind hospitality in Trieste. This work has been partially supported by the research grant BFM2002-03681 from the Ministerio de Ciencia y Tecnologia and from EU FEDER, Ukrainian FFR grant $`\mathrm{\#}383`$ and INTAS grant N 2000-254.


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# Optimal Control of Spin Dynamics in the Presence of Relaxation

## 1 Introduction

The control of quantum ensembles has many applications, ranging from coherent spectroscopy to quantum information processing. In most applications involving control and manipulation of quantum phenomena, the system of interest is not isolated but interacts with its environment. This leads to the phenomenon of relaxation, which in practice results in signal loss and ultimately limits the range of applications. Manipulating quantum systems in a manner that minimizes relaxation losses poses a fundamental challenge of utmost practical importance. A premier example is the control of spin dynamics in nuclear magnetic resonance (NMR) spectroscopy . In structural biology, NMR spectroscopy plays an important role because it is the only technique that allows to determine the structure of biological macro molecules, such as proteins, in aqueous solution. In multidimensional NMR experiments, transfer of coherence between coupled nuclear spins is a crucial step. However with increasing size of molecules or molecular complexes, the rotational tumbling of the molecules becomes slower and leads to increased relaxation losses. When these relaxation rates become comparable to the spin-spin couplings, the efficiency of coherence transfer is considerably reduced, leading to poor sensitivity and significantly increased measurement times.

With recent theoretical advances, it has become possible to determine upper bounds for the efficiency of arbitrary coherence transfer steps in the absence of relaxation . However, from a spectroscopist’s perspective, some of the most important practical (and theoretical) problems have so far been unsolved:

(A) What is the theoretical upper limit for the coherence transfer efficiency in the presence of relaxation?

(B) How can this theoretical limit be reached experimentally?

The above raised questions can be addressed by methods of optimal control theory. The framework of optimal control theory was developed to solve problems like finding the best way to steer a rocket such that it reaches the moon e.g. in minimum time or with minimum fuel. Here we are interested in computing the optimal way to steer a quantum system from some initial state to a desired final state with minimum relaxation losses. In this letter we initiate the study of a class of control systems which gives analytical solutions to the above raised questions. It is shown that in contrast to common belief, widely used standard NMR techniques are far from being optimal and surprising new transfer schemes emerge.

## 2 Optimal control of nuclear spins under relaxation

The various relaxation mechanisms in NMR spectroscopy have been well studied . In liquid solutions, the most important relaxation mechanisms are due to dipole-dipole interaction (DD) and chemical shift anisotropy (CSA), as well as their interference effects (e.g. DD-CSA cross correlation terms) . The optimal control methodology presented here is very general and can take into account arbitrary relaxation mechanisms. To demonstrate the ideas and basic principles we focus on an isolated pair of heteronuclear spins $`I`$ (e.g. 1H) and $`S`$ (e.g. 13C or 15N) with a scalar coupling $`J`$. Both spins are assumed to be on resonance in a doubly rotating frame and only dipole-dipole relaxation is considered. This case approximates for example the situation for deuterated and 15N-labeled proteins in H2O at moderately high magnetic fields (e.g. 10 Tesla), where 1H-15N spin pairs are isolated and CSA relaxation is small. In particular, we focus on slowly tumbling molecules in so called spin diffusion limit . In this case longitudinal relaxation rates are negligible compared to transverse relaxation rates .

For such coupled two-spin systems, the quantum mechanical equation of motion (Liouville-von Neumann equation) for the density operator $`\rho `$  is given by

$$\dot{\rho }=\pi J[i2I_zS_z,\rho ]+\pi k[2I_zS_z,[2I_zS_z,\rho ]].$$
(1)
Here $`J`$ is the scalar coupling constant and $`k`$ is the transverse relaxation rate. This relaxation rate $`k`$ depends on various physical parameters, such as the gyromagnetic ratios of the spins, the internuclear distance, and the correlation time of the molecular tumbling . In this letter, we address the problem of finding the maximum efficiency for the transfers

$$I_\alpha 2I_\beta S_\gamma $$
(2)
and

$$I_\alpha S_\beta ,$$
(3)
where $`\alpha `$, $`\beta `$, and $`\gamma `$ can be $`x`$, $`y`$ or $`z`$. These transfers are of central importance for two-dimensional NMR spectroscopy and are conventionally accomplished by the INEPT (Insensitive Nuclei Enhanced by Polarization Transfer)  (see Fig. 1A) and refocused INEPT  pulse sequence elements, respectively.

The two heteronuclear spins have well separated resonance frequencies, allowing for fast selective manipulation of each spin on a time-scale determined by the coupling $`J`$ and the relaxation rate $`k`$. Hence, in the following it is assumed that any initial Cartesian spin operator $`I_\alpha `$ can be transformed to an operator of the form $`I_x\mathrm{cos}\beta _1+I_z\mathrm{sin}\beta _1`$ by the use of strong, spin-selective radio frequency (rf) pulses without relaxation losses (see Fig. 2). Let $`r_1(t)`$ represent the magnitude of polarization and in-phase coherence on spin $`I`$ at any given time $`t`$, i.e. $`r_1^2(t)=I_x^2+I_z^2`$, where $`I_\alpha =\mathrm{trace}\{\rho I_\alpha \}`$ represents the expectation value of $`I_\alpha `$. Using rf fields, we can exactly control the angle $`\beta _1`$ in the term $`r_1(t)\mathrm{sin}\beta _1I_z+r_1(t)\mathrm{cos}\beta _1I_x`$. Hence we can think of $`\mathrm{cos}\beta _1`$ as a control parameter and denote it by $`u_1`$ (see Fig. 2).

Observe that the operator $`I_z`$ is invariant under the evolution equation (1), whereas $`I_x`$ evolves under the $`J`$ coupling to $`2I_yS_z`$ and also relaxes with rate $`k`$. As the operator $`2I_yS_z`$ is produced, it also relaxes with rate $`k`$. By use of rf pulses it is possible to rotate the coherence operator $`2I_yS_z`$ to $`2I_zS_z`$, which is protected from relaxation (see Fig. 1 B). Let $`r_2`$ represent the total magnitude of the expectation values of these bilinear operators, i.e. $`r_2^2(t)=2I_yS_z^2+2I_zS_z^2`$. We can control the angle $`\beta _2`$ in the term $`r_2(t)\mathrm{cos}\beta _22I_yS_z+r_2(t)\mathrm{sin}\beta _22I_zS_z`$ and we define $`\mathrm{cos}\beta _2`$ as a second control parameter $`u_2`$ (see Fig. 2). The evolution of $`r_1(t)`$ and $`r_2(t)`$ under the scalar coupling and relaxation can be expressed as

$$\frac{d}{dt}\left[\begin{array}{c}r_1(t)\\ r_2(t)\end{array}\right]=\pi J\left[\begin{array}{cc}\xi u_1^2& u_1u_2\\ u_1u_2& \xi u_2^2\end{array}\right]\left[\begin{array}{c}r_1(t)\\ r_2(t)\end{array}\right].$$
(4)
Here

$$\xi =k/J$$
(5)
is the relative relaxation rate and measures the relative strength of the relaxation rate $`k`$ to the spin-spin coupling $`J`$.

The central problem addressed in this paper is the following: Given the dynamical system in equation (4), how should $`u_1(t)`$ and $`u_2(t)`$ be chosen so that starting from $`r_1(0)=1`$ we achieve the largest value for $`r_2`$. In spectroscopic applications this would correspond to the maximum efficiency for the transfer of $`I_\alpha `$ to $`2I_\beta S_\gamma `$ (Eq. 2). Observe if $`\xi =0`$ (no relaxation), then by putting $`u_1(t)=u_2(t)=1`$, we have $`r_2(\frac{1}{2J})=1`$, i.e. after a time $`t=\frac{1}{2J}`$ the operator $`I_x`$ is completely transferred to $`2I_yS_z`$. This is the INEPT transfer element . However if $`\xi >0`$, it is not the best strategy to keep $`u_1(t)`$ and $`u_2(t)`$ both $`1`$ (as demonstrated subsequently), see Fig. 3A. Using principles of optimal control theory, it is possible to obtain analytical expressions for the largest achievable value of $`r_2`$ and the optimal values of $`u_1(t)`$ and $`u_2(t)`$, see solid curve in Fig. 3A. One of the main results of the paper is as follows:

For the dynamical system in Eq. (4) the maximum achievable value of $`r_2`$ (i.e. the maximum transfer efficiency $`\eta `$) is given by

$$\eta =\sqrt{1+\xi ^2}\xi $$
(6)
and the optimal controls $`u_1^{}(t)`$ and $`u_2^{}(t)`$ satisfy the relation

$$\frac{u_2^{}(t)}{u_1^{}(t)}=\eta \frac{r_1(t)}{r_2(t)}.$$
(7)
(The optimality of this choice of $`u_1`$ and $`u_2`$ can intuitively be seen by the fact that this maximizes the ratio of gain $`\delta r_2`$ in $`r_2`$ to loss $`\delta r_1`$ in $`r_1`$ for incremental time steps $`\delta t`$. A more formal proof is given subsequently). The above result implies that throughout the optimal transfer process, the ratio of $`2I_yS_z(t)`$ and $`I_x(t)`$ is always maintained at

$$\frac{2I_yS_z(t)}{I_x(t)}=\eta ,$$
(8)
(see Fig. 4).

Experimentally, the relaxation optimized pulse element (ROPE) which achieves this optimal efficiency has the following characterization. Starting from the coherence operator $`I_x`$ ($`r_1=1`$, $`r_2=0`$), this operator is immediately transformed to the polarization operator $`I_z`$ (which is protected against relaxation). Then the operator $`I_z`$ is gradually rotated towards $`I_x`$ (which relaxes and also evolves to $`2I_yS_z`$ under the coupling term) such that Eq. (8) is fulfilled for all times. Once $`I_z`$ becomes 0, the operator $`2I_yS_z`$ is gradually rotated to $`2I_zS_z`$ (which is also protected against relaxation), again maintaining the relation of Eq. (8) (see Fig. 4). Finally, $`2I_zS_z`$ is rapidly rotated to the target state $`2I_\beta S_\gamma `$ (see Fig. 1B).

It is instructive to compare the optimum coherence transfer efficiency $`\eta `$ (Eq. 6) for the ROPE transfer (solid curve in Fig. 3B) with the maximum transfer efficiency of INEPT which is $`\eta ^{INEPT}=\mathrm{exp}(\xi \mathrm{cot}^1(\xi ))\mathrm{sin}(\mathrm{cot}^1(\xi ))`$  (dashed curve in Fig. 3B). Figure 3C shows the ratio $`\eta /\eta ^{INEPT}`$ as a function of $`\xi `$. In the limit $`\xi 1`$ the ratio $`\eta /\eta ^{INEPT}`$ approaches e$`/2=1.359`$.

For the transfer $`I_xS_x`$ (3) the operator $`I_x`$ is first transferred to $`2I_zS_y`$ which is then transformed to $`S_x`$. The optimal transfer $`2I_zS_yS_x`$ is analogous to the optimal transfer $`I_x2I_zS_y`$ and has the same transfer efficiency. Therefore, the total efficiency for the in-phase to in-phase ROPE transfer is $`\eta ^{in}=\eta ^2`$. Fig. 3C also shows the ratio of this optimal efficiency versus the maximum efficiency of the refocused INEPT sequence $`\eta ^{ref.INEPT}=(\eta ^{INEPT})^2`$. In the limit of large $`\xi `$, the ratio approaches e$`{}_{}{}^{2}/4=1.847`$, i.e. gains of nearly 85 % are possible using relaxation optimized pulse elements (ROPE).

The proof of the above results is based on the central tenet of optimal control theory, the principle of dynamic programming . In this framework, to find the optimal way to steer system (4) from the starting point $`(r_1,r_2)=(1,0)`$ to the largest possible value $`r_2`$, we need to find the best way to steer this system for all choices of the starting points $`(r_1,r_2)`$. Starting from $`(r_1,r_2)`$, we denote the maximum achievable value of $`r_2`$ by $`V(r_1,r_2)`$, also called the optimal return function for the point $`(r_1,r_2)`$. The optimal return function for system (4) and optimal control $`u_1(r_1,r_2)`$ and $`u_2(r_1,r_2)`$ satisfy the well known Hamilton Jacobi Bellman equation, see  for details. It can be shown  that the optimal return function for the control system (4) is

$$V(r_1,r_2)=\sqrt{\eta ^2r_1^2+r_2^2}.$$
(9)
and the optimal controls satisfy the equation (7). Evaluating the optimal return function at $`(1,0)`$, we get $`V(1,0)=\eta `$. Therefore, the maximum transfer efficiency in a spectroscopy experiment involving transfer of polarization $`I_x`$ to $`2I_zS_x`$ is $`\eta `$ and the optimal controls $`u_1`$ and $`u_2`$ satisfy Eq. (7).

It is important to note that in the above problem, there is no constraint on the the time required to transfer $`I_x`$ to $`2I_zS_x`$. The maximum achievable efficiency obtained as a solution to the above problem can only be achieved in the limit of very long transfer times (although most of the efficiency in achieved in finite time). In practice, it is desirable to reduce the duration of the pulse sequence. Therefore this raises the question, what is the maximum transfer efficiency of $`I_\alpha `$ to $`2I_\beta S_\gamma `$ in a given finite time $`T`$. This problem can also be explicitly solved (see supplementary material). Here, we describe, the characteristics of the optimal pulse sequence: If $`T\frac{\mathrm{cot}^1(2\xi )}{\pi J}`$ then $`u_1(t)=u_2(t)=1`$ throughout, i.e. $`\beta _1`$ and $`\beta _2`$ in Fig. 2 are always kept zero. This solution corresponds to the INEPT pulse sequence. For $`T>\frac{\mathrm{cot}^1(2\xi )}{\pi J}`$ the optimal trajectory has three distinct phases (see Figs. 5 and 6).

There is a $`\tau `$ (which is a function of $`T`$), such that for $`0t\tau `$ (phase I), $`u_2(t)=1`$ and $`u_1(t)`$ is increased gradually from a value $`u_1(0)<1`$ to $`u_1(\tau )=1`$ (see supplementary material). Then for time $`\tau tT\tau `$ (phase II), the optimal control $`u_1(t)=u_2(t)=1`$. Finally for $`tT\tau `$ (phase III), we have $`u_1(t)=1`$ and $`u_2(t)`$ is decreased from $`u_1(Tt)=1`$ to $`u_2(T)=u_1(0)`$. The optimal control always satisfies $`u_1(t)=u_2(Tt)`$, as depicted in Fig. 6A. The parameter $`\tau `$, is related to $`T`$, through the following equation

$$T=2\tau +\frac{\theta _2\theta _1}{\pi J}$$
(10)
where

$$\theta _1=\mathrm{cot}^1\frac{1\kappa (\tau )}{2\xi \kappa (\tau )},\theta _2=\mathrm{tan}^1\frac{1\kappa (\tau )}{2\xi },$$

$$\kappa (\tau )=1+2\xi ^22\xi \sqrt{1+\xi ^2}\mathrm{coth}(\pi J\sqrt{1+\xi ^2}\tau +2\mathrm{sinh}^1\xi ).$$

At time $`\tau `$, the optimal trajectory ($`r_1,r_2`$) passes from phase I to II and makes an angle $`\theta _1`$ with the $`r_1`$ axis and at time $`T\tau `$ the optimal trajectory passes from phase II to phase III and makes an angle $`\theta _2`$ with the $`r_1`$ axis (see Fig. 5B). The optimal efficiency $`\eta _T`$ for the finite time $`T`$ is expressed in terms of these angles as

$$\eta _T=\frac{\mathrm{exp}(\xi (\theta _1\theta _2))(1\xi \mathrm{sin}2\theta _2)}{\mathrm{sin}(\theta _1+\theta _2)}.$$
(11)
In the limit, $`T`$ goes to infinity $`\tau =\frac{T}{2}`$ and $`\theta _1=\theta _2=\mathrm{tan}^1\sqrt{1+\xi ^2}\xi `$ and $`\eta _T`$ approaches $`\eta `$ in (6). This corresponds to the unconstrained time case we discussed initially. For the general finite time problem, we can analytically characterize the optimal controls (see Fig. 6A) and the optimal rf pulse elements (see Fig. 6B) . Fig. 7 depicts the maximum achievable efficiency as a function of transfer time $`T`$ for various values of $`\xi `$.

## 3 Conclusions and Outlook

In this letter, we initiated the study of a new class of control systems which arise naturally in optimal control of quantum mechanical systems in the presence of relaxation. This made it possible to derive for the first time upper achievable physical limits on the efficiency of coherence and polarization transfer on two coupled spins. In this letter, the focus was on the study of an isolated pair of scalar coupled heteronuclear spins under dipole-dipole relaxation in the spin diffusion limit. For this example a surprising new transfer scheme was found which yields substantial gains (of up to 85%) in transfer efficiency. The results immediately generalize to the case of dipole-dipole and CSA relaxation in the absence of cross-correlation effects . The methods presented here are by no means limited to the case of coupled two spins. These can be generalized for finding relaxation optimized pulse sequences in larger spin systems as commonly encountered in backbone and side chain assignments in protein NMR spectroscopy. Furthermore these methods directly extend to other routinely used experiments like excitation of multiple quantum coherence . Some obvious extensions of the methodology presented here are to incorporate cross-correlation effects  among different relaxation mechanisms and to include in the design of pulse sequences additional criteria such as broadbandedness and robustness with respect to relaxation rates and experimental imperfections. The methods presented here are not restricted to NMR applications but are broadly applicable to coherent control of quantum-mechanical phenomena in the presence of dissipation and decoherence. The control systems studied in this letter are characterized by the fact that they are linear in the state of the system and controls can be expressed as polynomial functions of fewer parameters. Such systems have so far not received much attention in the optimal control literature due to lack of physical motivation. It is expected that the study of these systems will foster further developments in the area of system science and mathematical control theory.

## 4 Supplementary Material

We rescale time to eliminate the factor $`\pi J`$ in equation (4). Rewriting (4) in new time units we get

$$\frac{d}{dt}\left[\begin{array}{c}r_1(t)\\ r_2(t)\end{array}\right]=\left[\begin{array}{cc}\xi u_1^2& u_1u_2\\ u_1u_2& \xi u_2^2\end{array}\right]\left[\begin{array}{c}r_1(t)\\ r_2(t)\end{array}\right].$$
(14)
In the finite time case, the optimal return function $`V(r_1,r_2,t)`$ has explicit dependence on time and by definition

$$V(r_1,r_2,t)=\underset{u_1,u_2}{\mathrm{max}}V(r_1+\delta t(\xi u_1^2r_1u_1u_2r_2),r_2+\delta t(\xi u_2^2r_2+u_1u_2r_1),t+\delta t).$$

Expanding again in powers of $`\delta t`$ , we obtain the well known Hamilton Jacobi Bellman equation

$$\frac{V}{t}+\underset{u_1,u_2}{\mathrm{max}}\left[\begin{array}{cc}\frac{V}{r_1}& \frac{V}{r_2}\end{array}\right]\left[\begin{array}{cc}\xi u_1^2& u_1u_2\\ u_1u_2& \xi u_2^2\end{array}\right]\left[\begin{array}{c}r_1\\ r_2\end{array}\right]=0.$$
(15)
As in , let $`=\lambda _1r_1[\xi u_1^2(ab)u_1u_2+\xi abu_2^2]`$. Then equation (15) can be rewritten as

$$\frac{V}{t}+\underset{u_1,u_2}{\mathrm{max}}(u_1,u_2)=0.$$

For the finite time problem $`\mathrm{max}_{u_1,u_2}>0`$. This implies $`(ab)^2>4\xi ^2ab`$. We consider three separate cases for the problem

1. Case I: If $`(ab)<2\xi `$, then the maximum of $``$ is obtained for $`u_2=1`$ and $`u_1=\frac{ab}{2\xi }`$.
2. Case II: If $`(ab)2\xi `$ and $`\frac{ab}{ab}2\xi `$, then the maximum of $``$ is obtained for $`u_1=1`$ and $`u_2=1`$.
3. Case III: If $`\frac{ab}{ab}<2\xi `$, then the maximum of $``$ is obtained for $`u_1=1`$ and $`u_2=\frac{ab}{2\xi ab}`$.

From equation (15), the adjoint variables $`(\lambda _1,\lambda _2)=(\frac{V}{r_1},\frac{V}{r_2})`$ satisfy the equations $`\dot{\lambda _1}=\frac{}{r_1}`$ and $`\dot{\lambda _2}=\frac{}{r_2}`$, i.e.

$$\frac{d}{dt}\left[\begin{array}{c}\lambda _1\\ \lambda _2\end{array}\right]=\left[\begin{array}{cc}\xi u_1^2& u_1u_2\\ u_1u_2& \xi u_2^2\end{array}\right]\left[\begin{array}{c}\lambda _1\\ \lambda _2\end{array}\right],$$
(16)
where $`(\lambda _1(T),\lambda _2(T))=(0,1)`$. From equation (14, 16), we deduce that $`V=\lambda _1r_1+\lambda _2r_2`$ is a constant for optimal trajectory and equals the optimal cost $`r_2(T)=\lambda _1(0)`$. Writing the equation for adjoint variables backward in time, let $`\sigma =Tt`$ then

$$\frac{d}{d\sigma }\left[\begin{array}{c}\lambda _1\\ \lambda _2\end{array}\right]=\left[\begin{array}{cc}\xi u_1^2& u_1u_2\\ u_1u_2& \xi u_2^2\end{array}\right]\left[\begin{array}{c}\lambda _1\\ \lambda _2\end{array}\right],$$

where $`(\lambda _1(\sigma ),\lambda _2(\sigma ))_{\sigma =0}=(0,1)`$. Now $`u_1(\sigma )`$ and $`u_2(\sigma )`$ should be chosen to maximize $`\lambda _1(\sigma )|_{\sigma =T}`$. Observe this is exactly the same optimization problem as (14), where the roles of $`u_1`$ and $`u_2`$ have been switched. From the symmetry of these two optimization problems, we then have

$`u_1^{}(t)`$ $`=`$ $`u_2^{}(Tt)`$
$`r_1(t)=\lambda _2(Tt)`$ ; $`r_2(t)=\lambda _1(Tt)`$
$`ab({\displaystyle \frac{T}{2}})=1`$ ; $`V=2r_1({\displaystyle \frac{T}{2}})r_2({\displaystyle \frac{T}{2}})`$
Observe from (14, 16), that $`ab(t)`$ is monotonically increasing and since $`ab(0)=0`$ and $`ab(\frac{T}{2})=1`$, we have $`ab(t)<1`$ for $`t<\frac{T}{2}`$. Therefore $`u_2^{}(t)=1`$ for $`t<\frac{T}{2}`$. Since $`b(0)=0`$, depending on $`a(0)`$ we have two cases. Case A In this case $`\frac{a(0)}{2\xi }1`$. Then we start in the case II discussed above and verify that in this case $`ab`$ is increasing for $`ab<1`$. Therefore we stay in this case for all $`t[0,\frac{T}{2}]`$ and therefore $`u_1^{}=u_2^{}(t)=1`$ for all $`t`$. Since $`b(0)=0`$, we have $`b(\frac{T}{2})=\mathrm{tan}T`$. Similarly,

$$a(\frac{T}{2})=\frac{a(0)+\mathrm{tan}(\frac{T}{2})}{1a(0)\mathrm{tan}(\frac{T}{2})}.$$

If $`ab(\frac{T}{2})=1`$ then above equation implies that $`\mathrm{tan}(T)\frac{1}{2\xi }`$.

Case B If $`\frac{a(0)}{2\xi }<1`$, then $`u_1^{}(0)=\frac{a(0)}{2\xi }`$ and the system begins in case I. Let $`\kappa (t)`$ satisfy

$$\frac{d\kappa }{dt}=\frac{\kappa ^22\kappa +1}{2\xi }+2\xi \kappa ,\kappa (0)=0.$$

The solution to this equation is given by $`\kappa (t)=1+2\xi ^22\xi \sqrt{1+\xi ^2}\mathrm{coth}(\sqrt{1+\xi ^2}t+2\beta )`$, where $`\mathrm{sinh}(\beta )=\xi `$. It can be verified that in case I, the optimal trajectory satisfies $`\frac{b}{a}(t)=\kappa (t)`$. After time $`\tau `$, $`\frac{ab}{2\xi }`$ becomes equal to $`1`$ and the system switches to case II. Putting $`\frac{ab}{2\xi }=1`$ and $`\frac{b}{a}(t)=\kappa (t)`$, we get $`\frac{r_2(\tau )}{r_1(\tau )}=\frac{2\xi \kappa (\tau )}{1\kappa (\tau )}`$ (denote this ratio by $`\mathrm{tan}\theta _1`$, see Fig 5, Panel B). Then again by symmetry at time $`T\tau `$ we have $`\frac{1}{2\xi }(\frac{1}{b}\frac{1}{a})=1`$ and the system switches from case II to case III. In case III, verify $`\frac{b}{a}(t)=\kappa (Tt)`$ and the switching to this case occurs at $`\mathrm{tan}\theta _2=\frac{r_2}{r_1}=\frac{1\kappa (\tau )}{2\xi }`$. Thus the system spends $`T2\tau `$ in region $`II`$. Then we have

$$T2\tau =\mathrm{tan}^1\frac{1\kappa (\tau )}{2\xi }\mathrm{tan}^1\frac{2\xi \kappa (\tau )}{1\kappa (\tau )}.$$

Thus providing result (10).

We now derive an explicit expression for $`r_2(T)`$. For $`tT\tau `$,

$$V(t)=\sqrt{r_2^2(t)+\kappa (Tt)r_1^2(t)},$$
(17)
is constant along the system trajectories and equals the optimal return function $`r_2(T)`$. At $`t=T\tau `$, we have $`\frac{r_2(T\tau )}{r_1(T\tau )}=\mathrm{tan}\theta _2=\frac{1\kappa (\tau )}{2\xi }`$ and therefore from (17), we have

$$V(T\tau )=R_1\sqrt{\mathrm{sin}^2\theta _2+\mathrm{cos}^2\theta _22\xi \mathrm{sin}\theta _2\mathrm{cos}\theta _2},$$
(18)
where $`R_1=\sqrt{r_1^2(t)+r_2^2(t)}`$ for $`t=T\tau `$. Also note $`V(\frac{T}{2})=2r_1(\frac{T}{2})r_2(\frac{T}{2})`$. At time $`t=\frac{T}{2}`$, we then have $`\frac{r_2}{r_1}=\mathrm{tan}(\frac{\theta _1+\theta _2}{2})`$ and therefore

$$V(\frac{T}{2})=R_2^2\mathrm{sin}(\theta _1+\theta _2)$$
(19)
where $`R_2=\sqrt{r_1^2(\frac{T}{2})+r_2^2(\frac{T}{2})}`$. Note between $`\frac{T}{2}`$ and $`T\tau `$, the system evolves under $`u_1=u_2=1`$. Therefore $`R_1=R_2\mathrm{exp}((\frac{T}{2}\tau ))`$. Since $`V`$ is constant, equating (18) and (19), we get equation (11).