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# Phenomenology of lepton flavor violation in 2HDM(III) from (𝑔-2)_𝜇and leptonic decays.

## 1 Introduction

It is well known that processes involving Flavor Changing Neutral Currents (FCNC), are severely suppressed by experimental data, despite they seem not to violate any fundamental law of nature. On the other hand, Standard Model (SM) issues are compatible with experimental constraints on FCNC so far, with the remarkable exception of neutrino oscillations. Preliminary measurements of the flux of solar neutrinos  yielded a result considerably smaller than the one expected from the standard solar model, from which the possibility of oscillation of neutrinos arose as a possible solution to the neutrino deficit observed . Later on, neutrino oscillations in matter were proposed to explain the deficit confirmed by SuperKamiokande . Additional experiments with solar  and atmospheric neutrinos  have supported the idea of the oscillations.

On the other hand, this phenomenon implies the existence of mass terms for neutrinos, and the existence of family lepton flavor violation. Both implications lead us in turn to consider the existence of physics beyond the SM, since in the SM neutrinos are massless and lepton flavor violating mechanisms are absent. Therefore, the increasing evidence on neutrino oscillations motivates the study of models with lepton flavor violation. There are some interesting scenarios in which FCNC and therefore LFV appears naturally. For example, the introduction of new representations of fermions different from doublets produce FCNC by means of the Z-coupling . On the other hand, they could arise at the tree level in the Yukawa sector if a second doublet is added to the SM . Another interesting scenario appears in SUSY theories with R-parity broken , because FCNC coming from R-parity violation generates massive neutrinos and neutrino oscillations . FCNC in SUSY theories in the charged lepton sector have been studied as well. For instance, the decays $`\mu e\gamma `$and $`\mu 3e`$with polarized muons have been examined in the context of supersymmetric grand unified theories .

Moreover, neutrino oscillations have inspired the study of Lepton Flavor Violating (LFV) processes in the neutral leptonic sector. For example, LFV processes in SU(5) SUSY models with right handed neutrinos have been examined based on recent results of neutrino oscillation experiments . On the other hand, ref  explores the generation of LFV by using a multi-Higgs doublet model with additional right handed neutrinos for each lepton generation, finding a non-decoupling behavior of some LFV amplitudes respect to the Right handed neutrino masses.

Additionally, experimental search has imposed some upper limits for the branching of many processes involving LFV as in the case of $`K_L^0\mu ^+e^{}`$ , $`K_L^0\pi ^0\mu ^+e^{}`$ , $`K^+\pi ^+\mu ^+e^{}`$ , $`\mu ^+e^+\gamma `$ , $`\mu ^+e^+e^+e^{}`$  and $`\mu ^{}Ne^{}N`$ . As for experimental prospects, muon colliders offer a very appealing alternative because of its potential to test the mixing between the second and third (first) generations by processes like $`\mu \mu \mu \tau (e\tau )`$ mediated by Higgs exchange , ,.

Perhaps the simplest framework to look for these rare processes is the Two Higgs Doublet Model (2HDM), which consists of considering the possibility of duplication of the SM Higgs doublet. Owing to the addition of the second doublet, the Yukawa interactions lead naturally to tree level FCNC unless we make additional assumptions. The most common one is the imposition of a discrete symmetry  which in turn generates two independent sets of Yukawa interactions known as models type I and II. Notwithstanding, we can still have the possibility of preserving all terms in the Yukawa sector (known as model Type III) and obtain constraints on the matrix elements by experimental data. For example, FCNC at the tree level could be compatible with experiments in certain regions of the parameter space if we consider the exchange of heavy scalar or pseudoscalar Higgs fields  or by cancellation of large contributions with opposite sign.

Finally, a very important test of FC vertices in leptons could be provided by the $`\left(g2\right)/2`$muon factor $`\left(a_\mu \right)`$. Recent measurements of $`a_\mu `$at BNL  have reduced the uncertainty by a factor of two from previous measurements. On the other hand, SM estimations on $`a_\mu `$come from QED, electroweak, and hadronic contributions ; the hadronic ones carry the bulk of the uncertainties. In particular, the light by light hadron contributions have been recently corrected . From the experimental and SM values of $`a_\mu `$it is possible to estimate the room for new physics $`\left(\mathrm{\Delta }a_\mu \right)`$ available for this observable. Several works constraining LFV processes from previous estimations on $`\mathrm{\Delta }a_\mu `$have been carried out . In order to constrain such kind of processes, we shall use the following interval for $`\mathrm{\Delta }a_\mu `$at 95% confidence level (C.L.), reported by

$$9.38\times 10^{10}\mathrm{\Delta }a_\mu 51.28\times 10^{10}$$
(1)
In this paper we examine constraints on the Flavor Changing (FC) vertices in the lepton Yukawa sector of the 2HDM type III. Such bounds will be gotten from $`\mathrm{\Delta }a_\mu `$ and the leptonic decays $`\mu e\gamma ,\tau \mu \gamma `$and $`\tau \mu \mu \mu `$. In addition, we predict upper limits for the decays $`\tau e\gamma `$and $`\tau eee.`$

## 2 LFV Processes

The Yukawa interactions in the 2HDM type III, relevant for our purposes are

$`\mathrm{\pounds }_Y`$ $`=`$ $`{\displaystyle \frac{g}{2M_W}}\overline{E}M_EE\left(\mathrm{cos}\alpha H^0\mathrm{sin}\alpha h^0\right)+{\displaystyle \frac{1}{\sqrt{2}}}\overline{E}\xi _EE\left(\mathrm{sin}\alpha H^0+\mathrm{cos}\alpha h^0\right)`$ (2)
$`+`$ $`{\displaystyle \frac{i}{\sqrt{2}}}\overline{E}\xi _E\gamma _5EA^0+\text{h.c.}`$
where $`H^0`$($`h^0`$) denote the heaviest (lightest) neutral $`CP`$even scalar, and$`A^0`$is a $`CP`$odd scalar. $`E`$refers to the three charged leptons $`E(e,\mu ,\tau )^T`$ and $`M_E,\xi _E`$are the mass matrix and the matrix of flavor changing vertices respectively. Finally, $`\alpha `$is the mixing angle in the $`CP`$even sector. We are working in the simplest parametrization of the 2HDM type III in which only one of the doublets acquire a Vacuum Expectation Value (VEV) .

Now, we write down the expressions for the processes relevant in our analysis. For $`\mathrm{\Delta }a_\mu `$ we shall use the integral expression  for the sake of accuracy. The expressions for $`\mathrm{\Delta }a_\mu `$, are given by

$`\mathrm{\Delta }a_\mu `$ $`=`$ $`{\displaystyle \underset{S}{}}I_S+{\displaystyle \underset{P}{}}I_P,`$
$`I_{S\left(P\right)}`$ $`=`$ $`C_{S\left(P\right)}^2{\displaystyle \frac{m_\mu ^2}{8\pi ^2}}{\displaystyle _0^1}{\displaystyle \frac{x^2\left(1x\pm m_\tau /m_\mu \right)}{m_\mu ^2x^2+\left(m_\tau ^2m_\mu ^2\right)x+M_{S\left(P\right)}^2\left(1x\right)}}𝑑x`$ (3)
where $`I_{S\left(P\right)}`$is an integral involving an Scalar (Pseudoscalar) Higgs boson with mass $`M_{S\left(P\right)}`$, and $`C_{S\left(P\right)}`$is the corresponding coefficient in the Yukawa Lagrangian (2). On the other hand, the expressions for $`\mathrm{\Gamma }\left(\tau \mu \gamma \right)`$, $`\mathrm{\Gamma }\left(\tau e\gamma \right)`$ and $`\mathrm{\Gamma }\left(\mu e\gamma \right)`$yield

$`\mathrm{\Gamma }\left(\tau l\gamma \right)`$ $`=`$ $`\xi _{l\tau }^2{\displaystyle \frac{G_F\alpha _{em}m_\tau ^5}{4\pi ^4\sqrt{2}}}R(m_{H^0},m_{h^0},m_{A^0},\alpha ,\xi _{\tau \tau }),`$
$`\mathrm{\Gamma }\left(\mu e\gamma \right)`$ $`=`$ $`\xi _{\mu \tau }^2\xi _{e\tau }^2{\displaystyle \frac{\alpha _{em}m_\tau ^4m_\mu }{16\pi ^4}}S(m_{H^0},m_{h^0},m_{A^0},\alpha ,\xi _{\tau \tau }).`$ (4)
where $`le,\mu `$denotes a light charged lepton. In addition, we have defined

$`R(m_{H^0},m_{h^0},m_{A^0},\alpha ,\xi _{\tau \tau })`$ $`=`$ $`|(m_\tau \mathrm{sin}2\alpha +{\displaystyle \frac{\sqrt[4]{2}\xi _{\tau \tau }\mathrm{sin}^2\alpha }{\sqrt{G_F}}}){\displaystyle \frac{\mathrm{ln}\left[m_{H^0}/m_\tau \right]}{m_{H^0}^2}}`$
$``$ $`\left(m_\tau \mathrm{sin}2\alpha {\displaystyle \frac{\sqrt[4]{2}\xi _{\tau \tau }\mathrm{cos}^2\alpha }{\sqrt{G_F}}}\right){\displaystyle \frac{\mathrm{ln}\left[m_{h^0}/m_\tau \right]}{m_{h^0}^2}}`$
$``$ $`{\displaystyle \frac{2\sqrt[4]{2}\xi _{\tau \tau }}{\sqrt{G_F}}}{\displaystyle \frac{\mathrm{ln}\left[m_{A^0}/m_\tau \right]}{m_{A^0}^2}}|^2,`$
$`S(m_{H^0},m_{h^0},m_{A^0},\alpha ,\xi _{\tau \tau })`$ $`=`$ $`|\mathrm{sin}^2\alpha {\displaystyle \frac{\mathrm{ln}\left[m_{H^0}/m_\tau \right]}{m_{H^0}^2}}+\mathrm{cos}^2\alpha {\displaystyle \frac{\mathrm{ln}\left[m_{h^0}/m_\tau \right]}{m_{h^0}^2}}`$ (5)
$`+`$ $`{\displaystyle \frac{\mathrm{ln}\left[m_{A^0}/m_\tau \right]}{m_{A^0}^2}}|^2.`$
Finally, the expression for a lepton $`L`$going to three leptons of the same flavor $`l`$is given by

$`\mathrm{\Gamma }\left(L\overline{l}ll\right)`$ $`=`$ $`{\displaystyle \frac{m_L^5}{2048\pi ^3}}[\mathrm{sin}2\alpha \sqrt{{\displaystyle \frac{G_F}{\sqrt{2}}}}({\displaystyle \frac{1}{m_{H^0}^2}}{\displaystyle \frac{1}{m_{h^0}^2}})m_l`$ (6)
$`+`$ $`\xi _{ll}({\displaystyle \frac{\mathrm{sin}^2\alpha }{m_{H^0}^2}}+{\displaystyle \frac{\mathrm{cos}^2\alpha }{m_{h^0}^2}}{\displaystyle \frac{1}{m_{A^0}^2}})]^2.`$
### 2.1 Obtaining the bounds

¿From the previous section, the free parameters that we are involved with, are: the three neutral Higgs boson masses $`(m_{h^0},m_{H^0},m_{A^0})`$, the mixing angle $`\alpha `$, and some flavor changing vertices $`\xi _{ij}`$. Based on the present bounds from LEP2 we shall assume that $`m_{h^0}115`$GeV. In addition, we shall assume that $`m_{A^0}m_{h^0}`$, both assumptions will be held throughout the document. Now, since we are going to consider plots in the $`\xi _{ij}m_{A^0}`$plane, we should manage to use appropiate values of $`(m_{H^0},\alpha )`$in order to sweep a wide region of parameters. In order to sweep a reasonable set of this couple of parameters we utilize for $`m_{H^0}`$values of the order of $`115`$GeV (light), $`300`$GeV (intermediate), and very large masses (heavy). As for the angle $`\alpha `$, we consider values of $`\alpha =0`$(minimal mixing), $`\alpha =\pi /4`$(intermediate mixing), and $`\alpha =\pi /2`$ (maximal mixing). We can check that all possible combinations of $`(m_{H^0},\alpha )`$ could be done by considering five cases 1) when $`m_{H^0}115`$GeV; 2) when $`m_{H^0}300`$GeV and $`\alpha =\pi /2;`$ 3) when $`m_{H^0}`$is very large and $`\alpha =\pi /2`$; 4) when $`m_{H^0}300`$GeV and $`\alpha =\pi /4`$; 5) when $`m_{H^0}`$is very large, and $`\alpha =\pi /4`$. In all these cases the mass of the pseudoscalar will be considered in the range $`115`$GeV$`m_{A^0}`$.

The first bounds come from $`\mathrm{\Delta }a_\mu `$. We use the estimated value of it, given by  at 95% C.L. eq. (1). Since $`\mathrm{\Delta }a_\mu `$in eq. (1) is positive, lower and upper bounds for the FC vertex $`\xi _{\mu \tau }`$can be gotten at 95% C.L. The results are indicated in table (1) column 1. The lower bounds in each case are obtained when $`m_{A^0}115`$GeV, and using the minimum value of $`\mathrm{\Delta }a_\mu `$ in eq. (1), while the upper bounds are obtained when $`A^0`$is very heavy and using the upper limit for $`\mathrm{\Delta }a_\mu `$in eq.(1). From these results a quite general and conservative allowed interval can be extracted

$$7.62\times 10^4\xi _{\mu \tau }^24.44\times 10^2.$$
(7)
Furthermore, upper bounds for the product $`\xi _{\mu \tau }^2\xi _{e\tau }^2`$ are obtained from the expression of the decay width $`\mathrm{\Gamma }\left(\mu e\gamma \right)`$ in eq. (4) and from the experimental upper limit $`\mathrm{\Gamma }\left(\mu e\gamma \right)3.6\times 10^{30}`$ GeV . The most general upper bounds are obtained for $`A^0`$very heavy. The results are shown in table (1) column 2. From this table we infer that quite generally, the upper limit is

$$\xi _{e\tau }^2\xi _{\mu \tau }^22.24\times 10^{16}$$
(8)
Moreover, combining these upper limits with the lower bounds on $`\xi _{\mu \tau }^2`$ given in the first column of table (1), we find upper limits on $`\xi _{e\tau }^2.`$ The results appear on table (1) third column and the general bound can be written as

$$\xi _{e\tau }^22.77\times 10^{14}.$$
(9)
Noteworthy, these constraints predict a strong hierarchy between the mixing elements $`\xi _{\mu \tau }`$and $`\xi _{e\tau }`$i.e. $`\left|\xi _{e\tau }\right|<<\left|\xi _{\mu \tau }\right|`$ and they differ by at least five orders of magnitude.

On the other hand, from eq. (4) we see that the decay widths $`\mathrm{\Gamma }\left(\tau \mu \gamma \right)`$ and $`\mathrm{\Gamma }\left(\tau \mu \mu \mu \right)`$ depend on two mixing vertices $`\xi _{\mu \tau }^2,`$ $`\xi _{\tau \tau }`$and $`\xi _{\mu \tau }^2,`$ $`\xi _{\mu \mu }`$ respectively. Then, we can get conservative constraints on the diagonal mixing vertices $`\xi _{\tau \tau }`$, $`\xi _{\mu \mu }`$by using once again the lower bounds on $`\xi _{\mu \tau }^2`$obtained from $`\mathrm{\Delta }a_\mu `$. Since $`\mathrm{\Gamma }\left(\tau \mu \gamma \right)`$, and $`\mathrm{\Gamma }\left(\tau \mu \mu \mu \right)`$are rather complicate functions of $`\xi _{\tau \tau }`$, and $`\xi _{\mu \mu }`$respectively, we present these constraints in the form of contourplots in the $`m_{A^0}\xi _{\tau \tau }`$plane and the $`m_{A^0}\xi _{\mu \mu }`$plane, figures 1 and 2, each one for the five cases.

We can check that for each contourplot there is a value of $`m_{A^0}`$for which $`\xi _{\tau \tau }`$or$`\xi _{\mu \mu }`$stays unconstrained, and they are shown in tables 2, and 3 respectively. Additionally, the bounds for $`\xi _{\tau \tau },\xi _{\mu \mu }`$when $`m_{A^0}`$ is very large and when $`m_{A^0}115`$GeV are also included in tables 2, 3 respectively. We see that the general constraints for $`\xi _{\tau \tau }`$ read

$`1.8\times 10^2`$ $``$ $`\xi _{\tau \tau }2.2\times 10^2,`$
$`1.0\times 10^2`$ $``$ $`\xi _{\tau \tau }1.0\times 10^2`$ (10)
for $`m_{A^0}`$ very large and for $`m_{A^0}115`$ GeV respectively. These constraints are valid for all cases, except for the third case with $`m_{A^0}`$very large, since in that scenario $`\xi _{\tau \tau }`$remains unconstrained. Now, for $`\xi _{\mu \mu }`$the general bounds read

$`\left|\xi _{\mu \mu }\right|`$ $``$ $`0.12,`$
$`\left|\xi _{\mu \mu }\right|`$ $``$ $`0.13`$ (11)
for $`m_{A^0}`$ very large and for $`m_{A^0}115`$ GeV respectively. Once again these constraints are not valid for the third case when $`m_{A^0}`$is very large, but are valid in all the other cases.

The presence of diagonal mixing vertices could play a crucial role in looking for FCNC. At this respect, it is worthwhile to point out that the relative couplings (the quotient between the Yukawa couplings of the new physics and the SM Yukawa couplings) in model type III

$`{\displaystyle \frac{\left(g_{H^0\overline{f}f}\right)}{\left(g_{\varphi ^0\overline{f}f}^{SM}\right)}}=\mathrm{cos}\alpha `$ $``$ $`{\displaystyle \frac{\sqrt{2}M_W\xi _{ff}}{gm_f}}\mathrm{sin}\alpha `$
$`{\displaystyle \frac{\left(g_{h^0\overline{f}f}\right)}{\left(g_{\varphi ^0\overline{f}f}^{SM}\right)}}=\mathrm{sin}\alpha `$ $`+`$ $`{\displaystyle \frac{\sqrt{2}M_W\xi _{ff}}{gm_f}}\mathrm{cos}\alpha `$ (12)
are not universal because of the contribution of the factor $`\xi _{ff}/m_f`$. As a manner of example, the relative couplings $`H^0\tau \overline{\tau }`$, $`H^0\mu \overline{\mu }`$, $`H^0e\overline{e}`$ are in general different, a deviation from the universal behavior of the relative couplings of the type $`Hf\overline{f}`$ could be a clear signature of FCNC at the tree level. In the case of the 2HDM type I, all the relative couplings of the form $`Hf\overline{f}`$for a certain Higgs are equal. In the model type II, relative couplings of this form are equal for all up-type fermions, and for all down-type fermions. By contrast, in the model type III all relative couplings of the form $`Hf\overline{f}`$ can be different each other. In addition, in the 2HDM with FCNC the pseudoscalar Higgs couples to a pair of fermions of the same flavor by means of the matrix element $`\xi _{ff}`$, different from the case of the 2HDM with no FCNC in which the pseudoscalar couples through the mass of the corresponding fermion.

We can check that our bounds on $`\xi _{\tau \tau }`$still permits either a huge suppression or a huge enhancement on the couplings $`H\tau \overline{\tau }`$ with $`H`$being any neutral Higgs. For instance, in the case 5 by using $`\xi _{\tau \tau }0.01`$the coupling $`h^0\tau \overline{\tau }`$vanishes, while using $`\xi _{\tau \tau }0.1`$, we see that the contribution coming from the term proportional to $`\xi _{\tau \tau },`$is about 10 times larger in magnitude than the contribution coming from the term proportional to the tau mass. In the case 5 both values $`\xi _{\tau \tau }=0.01`$and $`\xi _{\tau \tau }=0.1`$are allowed at least for $`m_{A^0}`$ around $`250`$GeV, as it is shown in fig. (1). However, for a very light ($`m_{A^0}115`$GeV), or a very heavy pseudoscalar Higgs boson, constraints on $`\xi _{\tau \tau }`$are considerably stronger in all cases, see table 2. Similarly, strong or weak couplings of$`H^0\tau \tau `$and/or $`A^0\tau \overline{\tau }`$are still allowed. Of course, the same pattern is accomplished by the bounds for $`\xi _{\mu \mu }`$since they are weaker than the constraints on $`\xi _{\tau \tau }`$.

Based on the bounds obtained above, we are able to estimate upper limits for some leptonic decays by using the expressions (4), (5), and (6). We shall assume that $`\left|\xi _{\tau \tau }\right|\left|\xi _{ee}\right|0.1`$, from this assumption we can obtain the following upper bounds

$`\mathrm{\Gamma }\left(\tau e\gamma \right)`$ $``$ $`1.5\times 10^{27},`$
$`\mathrm{\Gamma }\left(\tau eee\right)`$ $``$ $`5\times 10^{29}.`$ (13)
If we compare with the current experimental upper bounds $`\mathrm{\Gamma }\left(\tau e\gamma \right)6.12\times 10^{18}`$, $`\mathrm{\Gamma }\left(\tau eee\right)6.57\times 10^{18}`$ , we see that these decays are predicted to be very far from the reach of next generation experiments in the context of the 2HDM type III, unless that $`\xi _{\tau \tau },`$and/or $`\xi _{ee}`$acquire unexpectedly large values.

## 3 Concluding remarks

We calculated some constraints on lepton flavor violating vertices in the framework of the 2HDM type III, by assuming $`m_{h^0}115GeV`$and $`m_{A^0}m_{h^0}`$. Since the most recent estimations of $`\mathrm{\Delta }a_\mu ,`$ still provides an important window for new Physics, we obtain from it lower and upper bounds on the mixing vertex $`\xi _{\mu \tau }`$at 95% C.L. Specifically, an allowed interval of $`7.62\times 10^4\xi _{\mu \tau }^24.44\times 10^2`$was found in a quite wide region of parameters. Of course, we should realize that both SM test and experimental measurements of $`a_\mu `$are still being scrutinized and current results are not definitive at all. However, if not severe changes occur in forthcoming experiments and SM estimations, these constraints could continue being valid at least at a lower confidence level. Future improvements on both estimations should elucidate this point.

Based on these constraints, and on the leptonic decays $`\mu e\gamma ,\tau \mu \gamma ,`$and $`\tau \mu \mu \mu `$we got the following conservative and quite general bounds on LFV vertices

$$\xi _{e\tau }^22.77\times 10^{14}.$$
(14)
For $`\xi _{\tau \tau }`$ we find

$`1.8\times 10^2`$ $``$ $`\xi _{\tau \tau }2.2\times 10^2,`$
$`\left|\xi _{\tau \tau }\right|`$ $``$ $`1.0\times 10^2`$ (15)
for $`m_{A^0}`$ very large and for $`m_{A^0}115`$ GeV respectively. For $`\left|\xi _{\mu \mu }\right|`$ we find

$`\left|\xi _{\mu \mu }\right|`$ $``$ $`0.13,`$
$`\left|\xi _{\mu \mu }\right|`$ $``$ $`0.15`$ (16)
for $`m_{A^0}`$ very large and for $`m_{A^0}115`$ GeV respectively. Notwithstanding, those bounds on $`\xi _{\tau \tau }`$and $`\xi _{\mu \mu }`$are considerably relaxed for certain specific values of $`m_{A^0}`$. In that case, the room available for them is such that they permit either a strong enhancement or a strong suppression of the couplings $`H\tau \overline{\tau }`$and/or $`H\mu \overline{\mu }`$for any neutral Higgs boson. Additionally, according to these constraints we find that$`\left|\xi _{\mu \tau }\right|`$is at least five orders of magnitude larger than $`\left|\xi _{e\tau }\right|`$revealing a strong hierarchy between them.

Furthermore, we estimate upper limits on the decay widths $`\mathrm{\Gamma }(\tau e\gamma )`$, and$`\mathrm{\Gamma }(\tau eee)`$, finding that they are basically hopeless to look for LFV processes in near future experiments, at least in the framework of the 2HDM type III with heavy Higgs bosons.

## 4 Acknowledgments

This work was supported by COLCIENCIAS (Colombia), and Banco de la República (Colombia).


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# Massive black hole remnants of the first stars in galactic haloes

## 1 Introduction

The presence of super-massive black holes (SMBHs) at the centres of most galaxies appears by now firmly established. SMBHs have estimated masses in the range $`10^610^9`$ $`\mathrm{M}_{}`$ and various correlations have been observed between the mass of SMBHs and properties of the galactic bulge hosting them. The first of these to be established were correlations between the mass of the SMBH, $`M_{smbh}`$ and the mass or luminosity of the galactic bulge, $`M_{bulge}`$ and $`L_{bulge}`$ respectively \[Magorrian et al. 1998, Kormendy & Gebhardt 2000, Laor 2001\]. More recently, a tighter correlation was found between $`M_{smbh}`$ and the bulge velocity dispersion, $`\sigma _{bulge}`$ at some fiducial distance from the centre \[Gebhardt et al. 2000, Merritt & Ferrarese 2001\]. An equally tight correlation has also been determined between $`M_{smbh}`$ and the bulge’s light profile, as parameterised by a shape index, $`n`$ \[Graham et al. 2001\].

Since these correlations extend well beyond the direct dynamical influence of the SMBH it seems likely that there is a close link between the formation of SMBHs and the formation of their host galaxy. A recent analysis finds that the masses of SMBHs appear to be correlated with the host circular velocity even beyond the optical radius \[Ferrarese 2002\]. If this is confirmed, it indicates that the SMBHs are linked to properties of the host dark matter halo. This would be the strongest hint yet that there must be a hierarchical merging component to the growth of SMBHs, since the properties of halos are primarily determined in the context of their hierarchical build up.

Most models put forward to account for the correlations assume a close link between galaxy and SMBH formation as a starting point, although they subsequently proceed along either or both of two routes to explain how the SMBHs grow in mass. One is to consider that the SMBH mass increases mainly by the merging of smaller precursors. This requires SMBH precursors to have been present in galaxies from very early on \[Madau & Rees 2001, hereafter MR01, Menou, Haiman & Narayanan 2001, Schneider et al. 2002\] It might allow the observed correlations to be set up over a long period of time with a potentially large number of mergers through the dynamical interactions between the merging galaxies and SMBH precursors. However, BH merging by itself might ultimately be highly inefficient especially for low mass BH binary systems, for which it would be extremely difficult to progress from a mutually bound configuration to the stage where emission of gravitational radiation draws the binary constituents to final coalescence.

Another mechanism considered is growth mainly by gas accretion within the host bulge. In this case a strong non-gravitational interaction between the growing SMBH and the bulge has to be invoked. An example of this is the radiative feedback of an accreting SMBH that changes the gas dynamics in the bulge so as to effectively control its own gas supply and establish a relation between $`M_{smbh}`$ and $`\sigma _{bulge}`$ \[Silk & Rees 1998\]. A similar route is followed by models that tie $`M_{smbh}`$ to the amount and properties of gas in the bulge \[Adams, Graff & Richstone 2001\]. The latter itself may depend on the previous merging of the galaxy with others and so provides a way of combining SMBH mass growth through both mergers and accretion \[Haehnelt & Kauffmann 2001\].

As an example of the merger-only scenario it has been shown that the merging of the massive black hole (MBH) remnants of the first stars in the Universe could account for the inferred overall abundance of SMBHs today \[Schneider et al. 2002\].

However, gas accretion during the optically bright QSO phase may be able to account for most of the present day SMBH mass density \[Yu & Tremaine 2002\], although this process alone would probably not allow ordinary stellar mass BHs to become as large as the most massive SMBHs observed today ($`M_{smbh}>10^9`$ $`\mathrm{M}_{}`$ ) (see e.g. Richstone et al. 1998). Even if stellar mass BHs were accreting at the Eddington limit, there would not be enough time for the required mass increase to occur. The presence of massive BH seeds at prior to the QSO phase and/or subsequent merging of MBHs therefore appears to be necessary.

In this paper we explore this idea further to determine an upper limit on the mass to which SMBHs can grow through mergers of lower mass precursors and more importantly what the implications are for the presence of a remnant population of lower mass MBHs in the galactic halo. In doing so we assume efficient merging between MBHs, but we also consider the effect of relaxing this assumption. As the ‘seeds’ in the merging hierarchy, we consider massive black holes (MBHs) of some mass $`M_{seed}`$ that are remnants of the first stars in the Universe, forming within high-$`\sigma `$ density peaks at redshifts of $`z24`$. We use Monte Carlo merger trees to describe the merging of haloes and then follow the dynamical evolution of merged/accreted satellite haloes and their central MBHs within larger hosts, explicitly accounting for dynamical friction, tidal stripping and disk encounters. A key prediction is that $`10^3`$ MBHs in the mass range $`11000\times M_{seed}`$ should be present within the galactic halo today as a result of this process.

We start by describing the origin of seed MBHs in section 2. In section 3, we explain how the subsequent merging of their haloes could lead to a build-up of a population of MBHs in present-day galactic haloes, as well as contribute to the mass of a central SMBH. Ways of detecting the population of halo MBHs, particularly via their X-ray emission, are described in section 4. We conclude with a summary of our findings in section 5.

## 2 Primordial Star Formation and Massive Black Holes

A number of recent semi-analytical \[Hutchings et al. 2002, Fuller & Couchman 2000, Tegmark et al. 1997\] and numerical investigations \[Bromm, Coppi & Larson 2002, Abel et al. 2000\] suggests that the first stars in the Universe were likely created inside molecular clouds that fragmented out of the first baryonic cores inside dark matter halos at very high redshifts. For common $`\mathrm{\Lambda }`$CDM cosmologies in particular these objects are found to have a mass $`M_{min}3\times 10^5h^1`$ $`\mathrm{M}_{}`$ and to have collapsed at redshift $`z24`$. In linear collapse theory this corresponds to collapse from $`3\sigma `$ peaks in the initial matter density field. This is because the mass contained in overdensities corresponding to $`3\sigma `$ peaks at this redshift is just higher than both the cosmological Jeans mass and the cooling mass 111At or above the cooling mass the corresponding virial temperature, to which the baryons are heated, is high enough for cooling to proceed on a time scale that is smaller than the gravitational infall time scale. The latter is the condition for fragmentation to occur. Cooling nevertheless proceeds much more slowly than at present; as stars have yet to form, metals that could facilitate more efficient cooling are essentially not present. This implies that even though fragmentation occurs, fragments will be much larger than in a corresponding situation today. Seed masses within these fragments can in principle accrete large amounts of matter from the cloud without further fragmentation occurring, which could eventually lead to the formation of a proto-star. \[Bromm, Coppi & Larson 2002, Machacek, Bryan & Abel 2001, Omukai & Palla 2001\]. Only radiation pressure from the proto-star on the infalling layers of material could halt accretion and so limit the mass of the star. However, in the absence of dust the infalling matter has too low an opacity for radiation pressure to be significant \[Ripamonti et al. 2001\]. In these stars the role of winds that could lead to significant mass loss in population I stars, is also negligible. As a result this will likely lead to the creation of very massive stars, potentially as heavy as $`10^4`$ $`\mathrm{M}_{}`$ . These are also referred to as population III stars.

As yet nothing definite is known about the initial mass function (IMF) of these stars. However, their large mass will see many of them ending up as black holes of essentially the same mass - gravity is so strong that not even ejecta of a final supernova can escape \[Heger et al. 2001\].

Here we assume that in each dark matter halo forming at $`z=24`$ with a mass larger than $`3\times 10^5h^1`$ $`\mathrm{M}_{}`$ , one MBH of mass 260 $`\mathrm{M}_{}`$ forms as the end result of any primordial star formation occurring inside the halo. These MBHs then form the seeds for the subsequent merging process.

### 2.1 MBH mass density

Before considering the merger of MBHs after their formation and their subsequent dynamical evolution within merged host haloes it is instructive to look at the global mass densities contained in MBHs. If one MBH of mass $`260`$ $`\mathrm{M}_{}`$ forms in each halo corresponding to $`3\sigma `$ peaks or higher in the initial matter density field at redshift $`z24`$ the mass density in MBH is (see also Madau & Rees 2001 for the case of a SCDM cosmology)

$$\rho _{}\frac{0.0027\mathrm{\Omega }_0\rho _{crit}m_{}}{10^5\mathrm{M}_{}\mathrm{Mpc}^3}2.9\times 10^5\mathrm{M}_{}\mathrm{Mpc}^3$$
(1)
based on a $`\mathrm{\Lambda }`$CDM cosmology with $`\mathrm{\Omega }_0=0.3,\mathrm{\Omega }_\mathrm{\Lambda }=0.7,h=0.7`$. Our subsequent analysis is also based on this cosmology. For the actual local mass density contained in SMBHs Merritt & Ferrarese (2001) obtain $`\rho _{}5\times 10^5\mathrm{M}_{}\mathrm{Mpc}^3`$.

This means that in order for SMBH to have grown primarily by mergers of lower mass MBHs, the mass of the initial seed MBHs need to be just about twice as massive, i.e. around 500 $`\mathrm{M}_{}`$ and that most of them end up in SMBH today. For less massive seed MBHs, growth through gas accretion will have to play an important role in achieving the present-day SMBH mass density. Especially the assumption that all MBHs merge to form the SMBHs, however, is inappropriate and the dynamics of individual MBHs needs to be examined in more detail as we describe in the next section.

## 3 Hierarchical Merging of Primordial Black Holes

### 3.1 Modelling halo growth

While the basic properties of the seed MBHs are determined by the physics of the first baryonic objects, as outlined above, the extent to which they merge to form the present-day SMBH depends on their subsequent dynamical evolution after their respective host haloes have merged. To track this evolution we use a semi-analytical code (Taylor & Babul in preparation; see also Taylor 2001 and Taylor & Babul 2001) that combines a Monte-Carlo algorithm to generate halo merger trees with analytical descriptions for the main dynamical processes – dynamical friction, tidal stripping, and tidal heating – that determine the evolution of merged remnants within a galaxy halo.

Starting with a halo of a specific mass at the present-day, we trace the merger history of the system back to a redshift of 30, using the algorithm of Somerville & Kollatt (1999). Computational considerations limit the mass resolution of the tree to $`\mathrm{\hspace{0.17em}3}\times \mathrm{\hspace{0.17em}10}^5`$ of the total mass; below this limit we do not trace the merger history fully. For the more massive halos, this resolution limit is larger than $`M_{min}`$ and many of the branchings of the merger tree drop below the mass resolution limit before they reach $`z=24`$, so that we cannot always track the formation of individual black holes. To overcome this problem, if systems over $`M_{min}`$ appear in the merger tree after primordial black holes have started forming at $`z=24`$, we determine how likely they are to contain one or more primordial black holes, based on the frequency of 3 $`\sigma `$ peaks, and populate them accordingly. In the most massive trees, haloes at the resolution limit are likely to contain several primordial black holes. In this case, we assume the black holes have merged to form a single object, in keeping with the assumption of efficient merging discussed below.

Within the merger trees, we then follow the dynamical evolution of black holes forward in time to the present-day, using the analytic model of satellite dynamics developed in Taylor & Babul (2001). Merging subhaloes are placed on realistic orbits at the virial radius of the main system, and experience dynamical friction, mass loss and heating as they move through their orbits. The background potential is modelled by a smooth Moore profile ($`\rho r^{1.5}(r_s^{1.5}+r^{1.5})`$), which grows in mass according to its merger history, and changes in concentration following the relations proposed by Eke, Navarro & Steinmetz (2001). We give this profile a constant-density core of radius $`0.1r_s`$, to account for the possible effects of galaxy formation in disrupting the dense central cusp.

Within this potential, the formation of a central galaxy with a disk and a spheroidal component is modelled schematically, by assuming that a third of the gas within the halo cools on the dynamical time-scale to form a galactic disk, and that major mergers disrupt this disk and transform it into a spheroid with some overall efficiency. We choose as the disruption criterion that the disk collide with an infalling satellite of mass equal to or greater than its own, and set the efficiency with which disk material is then transferred to the spheroid to 0.25. This choice of parameters is required to limit the formation of spheroids and thus produce a reasonable range of morphologies in isolated present-day $`10^{12}M_{}`$ systems, as discussed in Taylor & Babul (2002). We do not expect the results for halo back holes to depend strongly on these parameters, although they may have some effect on the properties of the central black holes. Finally, the evolution of haloes in side branches of the merger tree is followed more approximately, by assuming that higher-order substructure (that is subhaloes within subhaloes) merges over a few dynamical times, causing its black hole component to merge as well, while unmerged substructure percolates down to a lower level in the tree. We will discuss the details of this model in forthcoming work (Taylor & Babul in preparation); here it serves only as a backdrop for the dynamical calculations of black hole evolution.

The semi-analytic code tracks the positions of all the primordial black holes that merge with the main system and the amount of residual dark matter from their original halo that still surrounds them, if any. We classify systems as ‘naked’ if their surrounding subhalo has been completely stripped by tidal forces, and ‘normal’ otherwise. Our orbital calculations cannot follow the evolution of systems down to arbitrarily small radii within the main potential, so if black holes come within 1% of the virial radius of the centre of the potential (roughly 3 kpc for a system like the present-day Milk Way), we assume they have ‘fallen in’ and stop tracking their orbits. Black holes contained in satellites which disrupt the disk in major mergers are also assumed to fall into the centre of the potential during its subsequent rearrangement. Clearly, this assumes that black hole merging in the centre of the main system is completely efficient, so it will produce a conservative upper limit on how many black holes merge with the central SMBH. We discuss the effect of relaxing these assumptions below.

Using the semi-analytic code, we generate sets of different realisations for seed black hole masses of 260 $`\mathrm{M}_{}`$ and 1300 $`\mathrm{M}_{}`$ , and for final halo masses of $`1.6\times 10^{10}`$, $`1.6\times 10^{11}`$, $`1.6\times 10^{12}`$ and $`1.6\times 10^{13}`$ $`\mathrm{M}_{}`$ .

### 3.2 Central super-massive black holes (SMBH)

The assumption that MBHs within a kpc or so from the host centre merge efficiently can be used to determine an upper limit on the mass of central SMBHs. Although MBH merging may proceed much less efficiently, we give examples of a range of processes that can lead to rapid merging of MBHs in the galactic context.

If the mass of only the MBHs is considered their orbital decay time scale in the host can be longer than a Hubble time. However, MBHs typically remain associated with stars and gas from their original satellite, which increases their effective mass by a factor of at least 100 to 1000 and lowers the orbital decay time scale accordingly, allowing even relatively light MBHs ($`M_{}10^3`$ $`\mathrm{M}_{}`$ ) to spiral into the host central region ($``$ kpc) within a Hubble time \[Yu 2002\]. This is true even if the satellite itself may have actually lost most of its mass ($``$ 99 percent) due to tidal stripping inside the host halo and is thus classified as ‘naked’ in our treatment. This implies that only at high redshifts could seed mass MBHs have travelled to the host centre, since they would have then entered the correspondingly smaller host halo at smaller distances from the centre.

It seems then that dynamical friction can deliver MBHs to the host central regions efficiently where they then form binaries with any MBH already at the centre. The evolution of a MBH binary system in stellar background has been studied extensively \[Begelman, Blandford & Rees 1980, Quinlan 1996, Milosavljevic & Merritt 2001, Yu 2002\] and the ‘hardening’ stage of binary evolution has been singled out as the ‘bottle neck’ on the way to the final merger \[Milosavljevic & Merritt 2001, Yu 2002\]. With dynamical friction no longer significant and orbital decay due to gravitational wave emission not yet important, the only way for the binary MBHs to reduce their orbital axis is by interaction with stars in their vicinity, which can take significantly longer than a Hubble time.

However, the presence of gas may be of crucial importance in this context \[Milosavljevic & Merritt 2001\]. High densities of gas between the binary MBHs could allow for a much faster evolution and eventual merger of the binary. Several scenarios have been suggested for this, such as a massive gas disk around the binary \[Gould & Rix 2000\] or massive gas inflow (see e.g. Begelman, Blandford & Rees 1980) in the wake of major mergers. Hydrodynamical simulations of galaxy mergers, for instance, find that up to 60 per cent of the total gas mass of two merging Milky Way sized galaxies can end up within a region only a few hundred parsecs across, which is about half the bulge scale radius \[Barnes & Hernquist 1996, Naab & Burkert 2001, Barnes 2002\].

Here we assume that during major mergers the gas infall will actually lead to all MBHs binaries merging. We also neglect the possibility or triple BH interactions and sling-shot ejections.

Figure 1 shows the relation between the mass of the galactic bulge and the central SMBH if the latter grows purely through mergers of smaller MBH. The solid line represents the linear relationship between SMBH and bulge mass as determined by observations \[Magorrian et al. 1998\] and here is only shown to give an upper limit on the allowed masses for the SMBHs and also the mass of the seed MBHs provided $`M_{smbh}M_{,seed}`$ For instance, in the extreme case where the seed MBH mass is equal to the total baryonic mass ($`1.3\times 10^4`$ $`\mathrm{M}_{}`$ ) of the $`3\sigma `$ haloes within which they first formed, the resulting SMBH masses are essentially ruled out by the observed relation. For both seed masses we are considering, growth through gas accretion is required to match the observations. We also note that a power law best fit between the SMBH and bulge mass for both seed masses, yields an index $`0.9`$, i.e. less than 1, as would be the case for a linear relationship. This means that for larger bulges a slightly smaller fraction of the total mass contained in MBHs merges with the SMBH and therefore a relatively larger amount has to be acquired through gas accretion to achieve a linear relationship. Larger bulges will have typically formed inside correspondingly more massive host galaxies/haloes which collapse at higher redshifts, which implies that more gas must have been available then to be accreted by the central SMBH. This trend seems plausible also in the light of results from star formation and quasar activity at high redshifts.

### 3.3 Abundance of MBHs in galactic haloes

In figure 2 we show the average abundance of MBHs within the virial radius of the primary host halo and also identify the abundance due to naked MBHs.

Compared to the mass of the bulge, disk and halo the seed MBH masses are small and so do not significantly affect the evolution of substructure within the host. For this reason we find that, except for the high mass end, the MBH mass functions for the two different MBH seed masses are essentially the same but are offset from one another along the ordinate (representing the actual MBH mass) by a constant factor that is more or less equal to the ratio of the initial seed MBH masses. Based on this the solid line in figure 2 represents the inferred mass function for a seed MBH with a mass of $`1.3\times 10^4`$ $`\mathrm{M}_{}`$ , that is the case where the entire primordial cloud collapses into the black hole. Because the different seed MBH masses only become important at the high mass end, this scaling just reflects the one-to-one correspondence between number and mass of $`3\sigma `$ haloes and their seed MBHs. In the following our analysis will therefore focus on the case of 260 $`\mathrm{M}_{}`$ seed mass MBHs unless stated otherwise.

For final halo masses of $`1.6\times 10^{11},1.6\times 10^{12}`$ and $`1.6\times 10^{13}`$ $`\mathrm{M}_{}`$ the number $`N`$ of remnant MBHs in the halo follows a power law

$$NM_{}^{0.79\pm 0.04}$$
(2)
whereas for the $`1.6\times 10^{10}`$ $`\mathrm{M}_{}`$ halo this is more uncertain, $`NM_{}^{0.97\pm 0.1}`$. The total number of MBHs in the halo is given in table 1. For Milky Way sized haloes, for instance, we would expect some 1400 to 1500 MBHs to orbit within the galactic halo. We found that the number of MBHs in the galactic disk out to about two disk scale radii is less than 0.2 per cent of the total number of MBHs for all final halo masses. Part of the reason for this low number is that a lot of the MBHs in the disk are orbiting at small distances of less than 1 per cent of the host virial radius and are therefore counted as having fallen to the centre since their dynamics cannot be traced accurately any more as mentioned above. Conversely the high mass end implies that apart from the central SMBH there will be one or two other MBH of about a tenth of its mass orbiting in the halo

Figure 3 shows the number of MBHs as a function of distance from the host centre in the $`1.6\times 10^{12}`$ $`\mathrm{M}_{}`$ halo. We have only plotted the case $`M_{,seed}=260`$ $`\mathrm{M}_{}`$ as is essentially the same for the two different seed MBH masses. The left panel indicates that the relative distribution of MBHs with distance from the halo centre is remarkably similar for the different masses of MBHs. It also becomes clear that by far most of the MBHs in the inner part of the halo, are naked, that is they have no associated satellite halo. In the right panel we have plotted the cumulative radial distribution and we see that it is very similar for the different final halo masses when scaled to their respective virial radii. Apart from the different halo masses that account for different normalisation of the abundance of MBHs, the difference in shape, especially for the $`1.6\times 10^{10}`$ $`\mathrm{M}_{}`$ halo, likely reflects the higher concentration of the halo potential.

In table 2 we have listed the average abundance of MBHs in local Earth centred volumes. Virtually all of these will be seed BHs that have not yet merged and in the absence of any growth process other than hierarchical merging their mass will be equal to that of the initial seed BHs.

The total mass contained in halo MBHs is shown in table 3 and compared with the average mass of the central SMBH. Regardless of seed MBH mass we find that on average the central SMBH has about 30 to 50 per cent of the mass that is contained in lower mass MBHs in the galactic halo.

Within the variance quoted we expect the number and mass abundance of MBHs particularly in the $`1.6\times 10^{12}`$ $`\mathrm{M}_{}`$ halo as shown above to be representative for Milky-Way-sized galaxies in currently favoured $`\mathrm{\Lambda }`$CDM cosmologies.

### 3.4 Constraints on initial MBH mass function

The above results for the two different seed MBH masses give some indication of the effect of other changes in the masses and numbers of seed MBHs in the primordial haloes.

We have seen above that the MBH mass functions are shifted along the $`M_{mbh}`$ axis in proportion to the mass of the seed MBHs. This mass, however, cannot be higher than the total baryonic mass contained in the original $`3\sigma `$ haloes. This translates into the solid grey line shown in figure 2 and thus any mass for a single seed MBH between 260 and $`1.3\times 10^4`$ $`\mathrm{M}_{}`$ will lead to a present-day MBH mass function between the upper and lower most ones shown.

By conservation of mass 222Strictly the masses of two merging BHs are not conserved, but will be lower by a few per cent, since gravitational waves can radiate away some of the BHs’ rest mass energy. In the following we assume that this effect only changes our results by a negligible amount, although the mass loss through gravitational radiation accumulated in many mergers for some MBHs may become significant., if the primordial halo contains more than one MBH of different masses in the range 260 $`\mathrm{M}_{}`$ $`<M_{MBH}<`$ 13000 $`\mathrm{M}_{}`$ then the resulting mass function will again lie between the bottom and the top one shown, but will have a different slope. If initially one or more MBHs were present with masses lower than $`260\mathrm{M}_{}`$, the present-day mass function will correspondingly extend to lower masses, but will otherwise still be limited by the top mass function. This means, that even though we had initially made a fairly specific choice for the initial MBH mass function in the primordial haloes, any general form for the MBH IMF is expected to lead to results within the limits provided by the mass functions shown, if there is at least one seed MBH of $`260`$ $`\mathrm{M}_{}`$ or larger.

We need to stress that the above depends on the assumption that all MBHs falling to within one per cent of the virial radius merge efficiently in all haloes merging along the way to produce the final host halo. We consider the implications of less efficient or no merging of MBHs in the next section.

If the only or at least most significant source of seed MBHs is that forming in the $`3\sigma `$ haloes then the total mass contained in halo MBHs can be used to normalise the initial mass function of seed MBHs, to which it is related by the background cosmology. The latter determines the average merger history of haloes and thus the average number of $`3\sigma `$ haloes ending up in more massive haloes later on. Note that this is not much affected by the merger efficiency of MBHs since the present-day MBH mass function is dominated by seed MBHs that have not merged, and that contribute a similar amount to the total mass contained in halo MBHs as the few very massive MBHs that have resulted from multiple mergers of seed MBHs.

### 3.5 MBH merger efficiency

Up to now we have considered any MBH as having merged with the central MBH, when it comes within one per cent (hereafter referred to as the merger region) of the virial radius of the host halo at that time. There are various ways in which the actual merger efficiency could be lower than this, and so our results above only provide an upper limit on how much the MBH merger process can contribute to the mass of central and halo MBHs.

One major source of inefficiency is of course the time it takes for any MBH to spiral into another and typically more massive MBH at the centre of their common host and how likely it is then for the two to merge. One does not necessarily imply the other – at early times haloes are smaller, that is at the first encounter the two central MBHs within any two haloes will start out much closer and so are more likely to spiral to the common centre of the halo merger remnant in a relatively short time. Because there are more low mass haloes this might then give rise to configurations consisting of more than two MBHs and thus the possibility of sling-shot ejections. In other words some fraction of MBHs, although having travelled to the centre quickly might eventually end up being expelled rather then merging. This has implications for the most massive trees. Haloes at the resolution limit in these trees have a mass above $`M_{min}`$ and therefore might appear in the tree with several seed MBHs which we have thus far assumed have merged to form one MBH (c.f. section 3.2). This may no longer be the case if slingshot ejections occur. Assuming that in this case the lightest MBHs are ejected, however, this should not significantly reduce the mass of the central MBH.

We can also ask what happens if those MBHs that have crossed into the merger region of the host do not actually merge at all but keep orbiting on only mildly radial orbits with associated long orbital decay time scales. We will subsequently refer to this as the ‘no-merger’ scenario. The first and most crucial consequence of this is that a SMBH grown through hierarchical mergers of these MBHs would not exist in the first place. Instead the SMBH mass would simply add to the total mass contained in halo MBHs. In figure 4 we show the mass function of MBHs that have fallen into the merger region, and which in the no-merger scenario would just remain orbiting there. Their total number is about a quarter that of the MBHs in the haloes as given in table 1.

## 4 Detections

### 4.1 X-rays

An abundance of massive black holes as determined above should be detectable in various ways. First and foremost we expect these MBHs to be sources of X-rays. These could arise as a result of accretion from the interstellar medium as it moves through the host halo \[Fujita et al. 1998\]. This effect is only expected to be large for MBHs travelling through the disk or bulge at relatively low speeds. However, above we have seen that by far most MBHs are actually in the halo and not in either bulge or disk. In this case the number of significant MBH X-ray sources is therefore expected to be rather low.

We have estimated this using the Bondi-Hoyle \[Bondi & Hoyle 1944, Bondi 1952\] mass accretion rate and the standard radiative efficiency for thin disk accretion, $`\eta =0.01`$. The resulting bolometric luminosity function is shown in figure 5. Depending on the accretion model (e.g. advection or convection dominated accretion flows, ADAF or CDAF \[Manmoto, Mineshige & Kusunose 1997, Ball, Narayan & Quataert 2001\]) X-rays will account for 5 to 30 per cent of this luminosity. Most of the very luminous sources are ‘naked’ MBHs, i.e. in tidally stripped satellites, which implies that they must be orbiting at relatively small distances from the host centre and therefore in or close to the bulge region.

Another more likely scenario is that most MBHs will actually remain embedded in a dense baryonic core remnant of their original satellite halo. If this core had formed within a satellite before it entered the host, then it is likely to survive in the host gravitational tidal field even though most of satellite’s dark matter may be tidally stripped. Our calculations indicate that with this ‘portable fuel supply’ travelling along with the MBH, accretion rates can be much higher. In particular we have assumed that the core is a constant density sphere with a radius that is about 10 per cent the virial radius of the original satellite and contains all its baryonic mass. Applying the Bondi-Hoyle accretion formula to this with a smaller radiative efficiency of $`\eta =0.001`$ we obtain much larger luminosities as is shown in figure 6 for the two different seed MBH masses considered.

Depending on the accretion model this implies X-ray luminosities of up to $`10^{41}\mathrm{erg}\mathrm{s}^1`$, and thus above the luminosities typical for stellar mass X-ray binary systems. These should be clearly detectable, since most X-ray emitting MBHs are in the halo where they remain relatively unobscured by gas and in addition much of the X-ray luminosity is expected to be emitted in the hard X-ray band which is even less subject to absorption. It seems plausible that the brightest of these could account for the ultra luminous off-centre X-ray sources observed in some galaxies \[Zezas et al. 2002, Kaaret et al. 2001\] as well as an alternative to point sources interpreted as low luminosity AGN. For the no-merger scenario we have also shown the corresponding luminosity function in figure 7 for the MBHs orbiting in the merger region

Since only a small baryonic core is required for X-ray emission we would not necessarily expect the sources to be embedded in a stellar cluster or dwarf galaxy. These may have been stripped away or depending on their star formation history not been present to an observable level in the first place.

Depending on the accretion model adopted MBHs also emit in the optical / infrared with a spectrum and luminosity that varies significantly. Because of this uncertainty and additional problems, such as absorption, optical or infrared observations of MBHs are probably only useful as a follow up to X-ray detections.

### 4.2 Other detections

Other types of detection that could in principle be used to probe the presence and abundance of MBHs are possibly micro-lensing and gravitational waves. For Milky-Way sized haloes the abundance of MBHs is too low (c.f. table 2) and their masses too large to yield a significant micro-lensing signal over a reasonably short period of time at least in current micro-lensing surveys, like the MACHO project. Future astrometric missions, like GAIA, might be in a better position to detect MBHs in the solar neighbourhood. For the no-merger scenario, this might in fact be the only way to detect of the order of 100 – 1000 MBHs in the central kpc.
Detection by gravitational waves, in comparison, is more straightforward. Detection rates for hierarchically merging central SMBHs could be calculated out to redshifts larger than 100, if MBHs did exist there, \[Haehnelt 1994, Menou, Haiman & Narayanan 2001\] and depend sensitively on the merger history and abundance and distribution of seed black holes. In principle MBHs falling into the centre and merging with the central SMBH will produce gravitational wave events in addition to those arising from mergers between central SMBHs in the wake of major halo mergers. In fact, in our model the number of MBH – central SMBH mergers is expected to be higher than this, since between any two galaxy mergers with corresponding mergers of their central SMBHs, there is a number of MBHs that fall to the centre and coalesce with the central SMBH. The latter have a lower gravitational wave amplitude because of the very different masses of MBH and SMBH and detection of these events is therefore limited to lower redshifts, but should still cover the range up to $`z20`$, which is where the haloes of the seed MBHs in our model would undergo their first mergers..

## 5 Summary and Discussion

We have used a semi-analytical approach to track the merger history of massive black holes and their associated dark matter haloes, as well as the subsequent dynamical evolution of the MBHs within the new merged halo. In particular we have looked at the possibility that MBHs that are the remnants of massive population III stars, forming in low mass haloes at redshifts $`z24`$, could hierarchically build up to contribute to the present-day abundance of central galactic SMBHs. If this is the case then a number of remnant MBHs is expected to orbit inside galactic haloes. Although our analysis has been carried out for one of the currently favoured $`\mathrm{\Lambda }`$CDM cosmological models, we expect our findings to hold for any model that provides for hierarchical structure formation such as CDM models in general, but notably excluding Warm Dark Matter and other models with a cut-off or discontinuity at some specific scale in their corresponding cosmological matter power spectrum.
The main findings of our analysis are:

1. For Milky-Way sized galaxies, of the order $`10^3`$ MBHs that have not reached the host centre are expected to orbit within the halo. Around 1/3 of these will be seed mass MBHs, 85 per cent of these MBHs with masses up to $`10\times M_{,seed}`$.
2. For a seed MBH mass of $`260`$ $`(1300)`$ $`\mathrm{M}_{}`$ some 5 to 8 (2 to 3) MBHs with masses above $`10^5`$ $`(10^6)`$ $`\mathrm{M}_{}`$ are expected in the halo of Milky-Way sized galaxies.
3. Hierarchical merging of seed MBHs with masses of $`M_{}10^3`$ $`\mathrm{M}_{}`$ forming in haloes collapsing from $`3\sigma `$ peaks in the matter density field at $`z24`$ can contribute up to 10 per cent to the present-day mass density contained in SMBH. Another mechanism for the SMBH to gain mass, such as gas accretion, appears inevitable.
4. Depending on the size of a baryonic core remnant around the MBHs, they could be significant sources of X-rays and possibly account for the ultra-luminous off-centre X-ray sources that have been found in a number of galaxies. Accretion from the host ISM is probably not important.

We find that the mass functions for all seed MBH masses considered are essentially the same and only shifted along the mass axis proportional to the mass of the seed MBHs. This is because it is the mass of the satellite haloes and not that of the MBHs that dominates their dynamical evolution in a host halo.

Our findings are consistent with the results of another recent investigation by Volonteri, Haardt & Madau (2002). We find the total mass density in a Milky-Way sized galactic halo is about a factor 10 higher than their value inferred from the density function of ‘wandering’ BHs in galactic haloes. This is what we would expect on the basis of the difference in seed BH masses and height of the peaks where initial collapse occurred (their $`3.5\sigma `$ vs our $`3\sigma `$).

Furthermore, we find the mass of a central SMBH in a Milky-Way sized halo to be $`1.7\times 10^6`$ $`\mathrm{M}_{}`$ . Accounting for the difference in seed MBH masses used this agrees to within a factor 2 with the central SMBH mass of $`5\times 10^5`$ $`\mathrm{M}_{}`$ for a galaxy sized halo ($`\sigma 100\mathrm{kms}^1`$) as implied by their $`M_{}\sigma `$ relation (with no gas accretion). This also happens to coincide with the mass determined for the SMBH in the Milky Way, although the Milky Way SMBH is known to lie significantly below the observed $`M_{\mathbf{}}\sigma `$ relation.

However, the slightly non-linear $`M_{\mathbf{}}M_{bulge}`$ correlation corresponds to a $`M_{\mathbf{}}\sigma `$ relation whose logarithmic slope ($`4.0`$) does not match the much flatter one they determined ($`2.9`$) for $`3\sigma `$ collapse and no gas accretion. We believe this to be primarily a result of the different assumptions made about the MBH merger process. In particular the inclusion of triple BH interactions and sling-shot ejections, that they find, would probably lead to even lower central SMBH masses in our analysis.

While the fiducial model of Volonteri et al. is based on the collapse of $`3.5\sigma `$ peaks and a seed MBH mass of 150 $`\mathrm{M}_{}`$ , we consider $`3\sigma `$ peaks and a higher mass for the seed MBHs, both of which imply a higher mass density in MBHs at high redshift. This in turn means that less gas accretion onto MBHs is needed to match the $`M_{\mathbf{}}M_{bulge}`$ that is actually observed in nearby galaxies. In any case even for our lightest seed MBH mass considered, any resulting central galactic SMBH in our analysis would need to accrete at least 50-100 times its own initial mass to match the observed relation. This is in accord with a number of studies (see e.g. Yu & Tremaine 2002 and references therein) that find the present day SMBH mass density to be consistent with the amount of gas accreted during the optically bright QSO phase. On the other hand gas accretion during the QSO phase alone cannot explain growth from a stellar mass BHs to the most massive SMBHs ($`10^9`$ $`\mathrm{M}_{}`$ ). Even if stellar mass BHs are accreting at he Eddington limit, the QSO phase would not last long enough to accommodate the required number of e-folding times for the BHs to grow to SMBH size. The need for intermediate mass seed BHs and/or some merging of MBHs/SMBHs is therefore necessary to explain the presence of the most massive SMBHs.

Our numerical results depend on a number of parameters that are not yet well constrained, notably the exact height of the fluctuations in the matter density field that are supposed to collapse to form the first baryonic objects and the initial mass function of metal poor stars forming inside these. While the former could possibly be determined better by improved numerical simulations, we have shown that, particularly for the abundance of MBHs in the halo, our results hold qualitatively for a wide range of different IMFs.

If the halo MBHs could be uniquely identified by their X-ray emission or otherwise, then within the context of our model they could also be used to tag (remnants of) substructure orbiting in a galactic halo. In this way they would complement counts and location of dwarfs and star clusters as measures of substructure in the galaxy and the halo.

Our results for the growth and present-day mass of the central SMBHs do depend sensitively on how efficiently MBHs merge at the host centre. Here we have taken the view that during major mergers any MBHs orbiting within the core region of the host will be dragged towards the central SMBH quickly, aided by the massive inflow of gas. Due to the increased non-homogeneity, violent dynamical evolution and departure from spherical symmetry during this phase, analytical estimates of dynamical time scales presumably overestimate the time required for MBHs to travel to the centre.

However, a more detailed analysis of this process will be required for the calculation of event rates of mergers between central and inspiralling MBHs and the accompanying gravitational wave emission.
The authors wish to thank R. Bandyopadhyay and G. Bryan for useful discussions and are grateful to the referee for a number of helpful comments. RRI acknowledges support from Oxford University and St Cross College, Oxford. JET acknowledges support from the Leverhulme Trust.


text:
# 1 Introduction

## 1 Introduction

Currently, there is a certain interest to so-called $`S`$-brane solutions , i.e. space-like analogues of $`D`$-branes, see also  and references therein.

We remind that in perturbative string theory $`D`$-branes  are hypersurfaces where open strings end and the Dirichlet boundary conditions along transverse spacelike directions are imposed. Alternatively, $`D`$-branes may be also described as classical solutions in supergravity theories. Open strings can also obey Dirichlet boundary conditions along time-like directions that gives rise to space-like analogues of $`D`$-branes, i.e. $`S`$-branes. (For Euclidean brane solutions in type $`II`$ string theories see also .)

It is well-known that $`D`$-branes play an important role in studying non-perturbative aspects of string/M theory and the AdS/CFT duality . Analogously $`S`$-branes are expected to play the role of $`D`$-branes in realizing $`dS/CFT`$ duality  in string/M theory.

Nevertheless, from pure mathematical point of view $`S`$-brane solutions  are not new ones but were considered (mostly) in some earlier publications on string cosmology, see  etc. 222The solutions from  contain the spacelike brane solutions subsequently obtained by Strominger and Gutperle  and some other authors. They are also special cases of more general exact solutions found in certain publications of Moscow group, see  and references therein. These publications contain a lot of exact solutions defined on product of several Ricci-flat or Einstein spaces of arbitrary signatures. Among them generalized $`S`$-brane solutions governed by harmonic function with brane intersections corresponding to hyperbolic algebras were considered . In  a general class of cosmological solutions with composite $`S`$-branes exhibiting an oscillating behaviour near the singularity was described, e.g. using the billiard representation near the singularity.

The aim of this paper is twofold. Firstly, we single out a family of cosmological solutions with composite $`S`$-branes from general Toda-like cosmological-type solutions suggested in . Secondly, for special intersections (e.g. ”orthogonal” ones) we get a subfamily of $`S`$-brane solutions, containing the main part of solutions from  as special cases.

The paper is organized as follows. In Section 2 cosmological-type solutions related to Toda-type systems from  are presented (in a more or less condensed manner). In Section 3 we single out composite $`S`$-brane solutions of general (Toda-like) form. Here we also consider special subclasses of $`S`$-brane solutions, e.g. with ”orthogonal”, ”block-ortogonal” and $`A_m`$ intersection rules. In Section 4 certain examples of solutions in $`D=11`$ supergravity (describing $`SM`$-branes) are singled out. Section 5 is devoted to asymptotical Kasner-like behaviour of $`S`$-brane solutions.

## 2 Cosmological-type solutions related to Toda-type systems

### 2.1 The model

We consider a model governed by the action

$$S_g=d^Dx\sqrt{|g|}\left\{R[g]h_{\alpha \beta }g^{MN}_M\phi ^\alpha _N\phi ^\beta \underset{a\mathrm{}}{}\frac{\theta _a}{n_a!}\mathrm{exp}[2\lambda _a(\phi )](F^a)^2\right\}$$
(2.1)
where $`g=g_{MN}(x)dx^Mdx^N`$ is a metric, $`\phi =(\phi ^\alpha )^l`$ is a vector of scalar fields, $`(h_{\alpha \beta })`$ is a constant symmetric non-degenerate $`l\times l`$ matrix $`(l)`$, $`\theta _a=\pm 1`$,

$$F^a=dA^a=\frac{1}{n_a!}F_{M_1\mathrm{}M_{n_a}}^adz^{M_1}\mathrm{}dz^{M_{n_a}}$$
(2.2)
is a $`n_a`$-form ($`n_a1`$), $`\lambda _a`$ is a 1-form on $`^l`$: $`\lambda _a(\phi )=\lambda _{\alpha a}\phi ^\alpha `$, $`a\mathrm{}`$, $`\alpha =1,\mathrm{},l`$. In (2.1) we denote $`|g|=|det(g_{MN})|`$,

$$(F^a)_g^2=F_{M_1\mathrm{}M_{n_a}}^aF_{N_1\mathrm{}N_{n_a}}^ag^{M_1N_1}\mathrm{}g^{M_{n_a}N_{n_a}},$$
(2.3)
$`a\mathrm{}`$. Here $`\mathrm{}`$ is some finite set. For pseudo-Euclidean metric of signature $`(,+,\mathrm{},+)`$ all $`\theta _a=1`$.

### 2.2 Solutions with $`n`$ Ricci-flat spaces

Let us consider a family of solutions to field equations corresponding to the action (2.1) and depending upon one variable $`u`$ . These solutions are defined on the manifold

$$M=(u_{},u_+)\times M_1\times M_2\times \mathrm{}\times M_n,$$
(2.4)
where $`(u_{},u_+)`$ is an interval belonging to $``$. The solutions read

$`g=\left({\displaystyle \underset{sS}{}}[f_s(u)]^{2d(I_s)h_s/(D2)}\right)\{\mathrm{exp}(2c^0u+2\overline{c}^0)wdudu+`$ (2.5)
$`{\displaystyle \underset{i=1}{\overset{n}{}}}\left({\displaystyle \underset{sS}{}}[f_s(u)]^{2h_s\delta _{iI_s}}\right)\mathrm{exp}(2c^iu+2\overline{c}^i)g^i\},`$
$`\mathrm{exp}(\phi ^\alpha )=\left({\displaystyle \underset{sS}{}}f_s^{h_s\chi _s\lambda _{a_s}^\alpha }\right)\mathrm{exp}(c^\alpha u+\overline{c}^\alpha ),`$ (2.6)
$`F^a={\displaystyle \underset{sS}{}}\delta _{a_s}^a^s,`$ (2.7)
$`\alpha =1,\mathrm{},l`$; . In (2.5) $`w=\pm 1`$, $`g^i=g_{m_in_i}^i(y_i)dy_i^{m_i}dy_i^{n_i}`$ is a Ricci-flat metric on $`M_i`$, $`i=1,\mathrm{},n`$,

$$\delta _{iI}=\underset{jI}{}\delta _{ij}$$
(2.8)
is the indicator of $`i`$ belonging to $`I`$: $`\delta _{iI}=1`$ for $`iI`$ and $`\delta _{iI}=0`$ otherwise.

The $`p`$-brane set $`S`$ is by definition

$$S=S_eS_m,S_v=_a\mathrm{}\{a\}\times \{v\}\times \mathrm{\Omega }_{a,v},$$
(2.9)
$`v=e,m`$ and $`\mathrm{\Omega }_{a,e},\mathrm{\Omega }_{a,m}\mathrm{\Omega }`$, where $`\mathrm{\Omega }=\mathrm{\Omega }(n)`$ is the set of all non-empty subsets of $`\{1,\mathrm{},n\}`$. Here and in what follows $``$ means the union of non-intersecting sets. Any $`p`$-brane index $`sS`$ has the form

$$s=(a_s,v_s,I_s),$$
(2.10)
where $`a_s\mathrm{}`$ is colour index, $`v_s=e,m`$ is electro-magnetic index and the set $`I_s\mathrm{\Omega }_{a_s,v_s}`$ describes the location of $`p`$-brane worldvolume.

The sets $`S_e`$ and $`S_m`$ define electric and magnetic $`p`$-branes, correspondingly. In (2.6)

$$\chi _s=+1,1$$
(2.11)
for $`sS_e,S_m`$, respectively. In (2.7) forms

$$^s=Q_s\left(\underset{s^{}S}{}f_s^{}^{A_{ss^{}}}\right)du\tau (I_s),$$
(2.12)
$`sS_e`$, correspond to electric $`p`$-branes and forms

$$^s=Q_s\tau (\overline{I}_s),$$
(2.13)
$`sS_m`$, correspond to magnetic $`p`$-branes; $`Q_s0`$, $`sS`$. Here and in what follows

$$\overline{I}I_0I,I_0=\{1,\mathrm{},n\}.$$
(2.14)
All manifolds $`M_i`$ are assumed to be oriented and connected and the volume $`d_i`$-forms

$$\tau _i\sqrt{|g^i(y_i)|}dy_i^1\mathrm{}dy_i^{d_i},$$
(2.15)
and parameters

$$\epsilon (i)\mathrm{sign}(det(g_{m_in_i}^i))=\pm 1$$
(2.16)
are well-defined for all $`i=1,\mathrm{},n`$. Here $`d_i=\mathrm{dim}M_i`$, $`i=1,\mathrm{},n`$, $`D=1+_{i=1}^nd_i`$. For any set $`I=\{i_1,\mathrm{},i_k\}\mathrm{\Omega }`$, $`i_1<\mathrm{}<i_k`$, we denote

$`\tau (I)\tau _{i_1}\mathrm{}\tau _{i_k},`$ (2.17)
$`M(I)M_{i_1}\times \mathrm{}\times M_{i_k},`$ (2.18)
$`d(I)\mathrm{dim}(M(I))={\displaystyle \underset{iI}{}}d_i,`$ (2.19)
$`\epsilon (I)\epsilon (i_1)\mathrm{}\epsilon (i_k).`$ (2.20)
$`M(I_s)`$ is isomorphic to $`p`$-brane worldvolume manifold (see (2.10)).

The parameters $`h_s`$ appearing in the solution satisfy the relations

$$h_s=(B_{ss})^1,$$
(2.21)
where

$$B_{ss^{}}d(I_sI_s^{})+\frac{d(I_s)d(I_s^{})}{2D}+\chi _s\chi _s^{}\lambda _{\alpha a_s}\lambda _{\beta a_s^{}}h^{\alpha \beta },$$
(2.22)
$`s,s^{}S`$, with $`(h^{\alpha \beta })=(h_{\alpha \beta })^1`$.

Here we assume that

$$(𝐢)B_{ss}0,$$
(2.23)
for all $`sS`$, and

$$(\mathrm{𝐢𝐢})\mathrm{det}(B_{ss^{}})0,$$
(2.24)
i.e. the matrix $`(B_{ss^{}})`$ is a non-degenerate one. In (2.12) another non-degenerate matrix (a so-called ”quasi-Cartan” matrix) appears

$$(A_{ss^{}})=\left(2B_{ss^{}}/B_{s^{}s^{}}\right).$$
(2.25)
Here some ordering in the set $`S`$ is assumed.

In (2.5), (2.6)

$$f_s=\mathrm{exp}(q^s),$$
(2.26)
where $`(q^s)=(q^s(u))`$ is a solution to Toda-type equations

$$\ddot{q^s}=\epsilon _sB_{ss}Q_s^2\mathrm{exp}(\underset{s^{}S}{}A_{ss^{}}q^s^{}),$$
(2.27)
$`sS`$. Here

$$\epsilon _s=(\epsilon [g])^{(1\chi _s)/2}\epsilon (I_s)\theta _{a_s},$$
(2.28)
$`sS`$, $`\epsilon [g]signdet(g_{MN})`$. More explicitly (2.28) reads: $`\epsilon _s=\epsilon (I_s)\theta _{a_s}`$ for $`v_s=e`$ and $`\epsilon _s=\epsilon [g]\epsilon (I_s)\theta _{a_s}`$, for $`v_s=m`$.

Vectors $`c=(c^A)=(c^i,c^\alpha )`$ and $`\overline{c}=(\overline{c}^A)`$ obey the following constraints

$$\underset{iI_s}{}d_ic^i\chi _s\lambda _{a_s\alpha }c^\alpha =0,\underset{iI_s}{}d_i\overline{c}^i\chi _s\lambda _{a_s\alpha }\overline{c}^\alpha =0,sS,$$
(2.29)
$`c^0={\displaystyle \underset{j=1}{\overset{n}{}}}d_jc^j,\overline{c}^0={\displaystyle \underset{j=1}{\overset{n}{}}}d_j\overline{c}^j,`$ (2.30)
$`2E=2E_{TL}+h_{\alpha \beta }c^\alpha c^\beta +{\displaystyle \underset{i=1}{\overset{n}{}}}d_i(c^i)^2\left({\displaystyle \underset{i=1}{\overset{n}{}}}d_ic^i\right)^2=0,`$ (2.31)
where

$$E_{TL}=\frac{1}{4}\underset{s,s^{}S}{}h_sA_{ss^{}}\dot{q^s}\dot{q^s^{}}+\frac{1}{2}\underset{sS}{}\epsilon _sQ_s^2\mathrm{exp}(\underset{s^{}S}{}A_{ss^{}}q^s^{})$$
(2.32)
is an integration constant (energy) for the solutions from (2.27).

Eqs. (2.27) correspond to the Toda-type Lagrangian

$$L_{TL}=\frac{1}{4}\underset{s,s^{}S}{}h_sA_{ss^{}}\dot{q^s}\dot{q^s^{}}\frac{1}{2}\underset{sS}{}\epsilon _sQ_s^2\mathrm{exp}(\underset{s^{}S}{}A_{ss^{}}q^s^{}).$$
(2.33)
The reduction of multidimensional cosmology with composite $`p`$-branes (and block-diagonal metric) to Toda-like system was performed earlier in .

Here we identify notations for $`g^i`$ and $`\widehat{g}^i`$, where $`\widehat{g}^i=p_i^{}g^i`$ is the pullback of the metric $`g^i`$ to the manifold $`M`$ by the canonical projection: $`p_i:MM_i`$, $`i=1,\mathrm{},n`$. An analogous agreement will be also kept for volume forms etc.

Due to (2.12) and (2.13), the dimension of $`p`$-brane worldvolume $`d(I_s)`$ is defined by

$$d(I_s)=n_{a_s}1,d(I_s)=Dn_{a_s}1,$$
(2.34)
for $`sS_e,S_m`$, respectively. For a $`p`$-brane we have $`p=p_s=d(I_s)1`$.

### 2.3 Solutions with one curved Einstein space and $`n1`$ Ricci-flat spaces

The cosmological solution with Ricci-flat spaces may be also modified to the following case:

$$\mathrm{Ric}[g^1]=\xi _1g^1,\xi _10,\mathrm{Ric}[g^i]=0,i>1,$$
(2.35)
i.e. the first space $`(M_1,g^1)`$ is Einstein space of non-zero scalar curvature and other spaces $`(M_i,g^i)`$ are Ricci-flat and

$$1I_s,sS,$$
(2.36)
i.e. all “brane” submanifolds do not contain $`M_1`$.

In this case the exact solution may be obtained by a little modifications of the solutions from the previous subsection .

The metric reads as follows

$`g=\left({\displaystyle \underset{sS}{}}[f_s(u)]^{2d(I_s)h_s/(D2)}\right)\{[f_1(uu_1)]^{2d_1/(1d_1)}\mathrm{exp}(2c^1u+2\overline{c}^1)`$ (2.37)
$`\times [wdudu+f_1^2(uu_1)g^1]+{\displaystyle \underset{i=2}{\overset{n}{}}}\left({\displaystyle \underset{sS}{}}[f_s(u)]^{2h_s\delta _{iI_s}}\right)\mathrm{exp}(2c^iu+2\overline{c}^i)g^i\}.`$
where

$`f_1(\tau )=R\mathrm{sinh}(\sqrt{C_1}\tau ),C_1>0,\xi _1w>0;`$ (2.38)
$`R\mathrm{sin}(\sqrt{|C_1|}\tau ),C_1<0,\xi _1w>0;`$ (2.39)
$`R\mathrm{cosh}(\sqrt{C_1}\tau ),C_1>0,\xi _1w<0;`$ (2.40)
$`\left|\xi _1(d_11)\right|^{1/2}\tau ,C_1=0,\xi _1w>0,`$ (2.41)
$`u_1`$ and $`C_1`$ are constants, $`R=|\xi _1(d_11)/C_1|^{1/2}`$, and

$$C_1\frac{d_1}{d_11}=2E,$$
(2.42)
where $`E`$ is defined in (2.31).

Now, vectors $`c=(c^A)`$ and $`\overline{c}=(\overline{c}^A)`$ satisfy also additional constraints

$`c^1={\displaystyle \underset{j=1}{\overset{n}{}}}d_jc^j=c^0,\overline{c}^1={\displaystyle \underset{j=1}{\overset{n}{}}}d_j\overline{c}^j=\overline{c}^0.`$ (2.43)
All other relations from the previous subsection are unchanged.

### 2.4 Restrictions on $`p`$-brane configurations.

The solutions presented above are valid if two restrictions on the sets of $`p`$-branes are satisfied . These restrictions guarantee the block-diagonal form of the energy-momentum tensor and the existence of the sigma-model representation (without additional constraints) .

Let us denote $`w_1\{i|i\{1,\mathrm{},n\},d_i=1\}`$, and $`n_1=|w_1|`$ (i.e. $`n_1`$ is the number of 1-dimensional spaces among $`M_i`$, $`i=1,\mathrm{},n`$).

Restriction 1. For any $`a\mathrm{}`$ and $`v=e,m`$ there are no $`I,J\mathrm{\Omega }_{a,v}`$ such that $`I=\{i\}(IJ)`$, and $`J=(IJ)\{j\}`$ for some $`i,jw_1`$, $`ij`$.

Restriction 2.. For any $`a\mathrm{}`$ there are no $`I\mathrm{\Omega }_{a,e}`$ and $`J\mathrm{\Omega }_{a,m}`$ such that $`\overline{J}=\{i\}I`$.

Restriction 1 is satisfied for $`n_11`$ and also in the non-composite case: $`|\mathrm{\Omega }_{a,e}|+|\mathrm{\Omega }_{a,m}|=1`$ for all $`a\mathrm{}`$. For $`n_12`$ it forbids the following pairs of two electric or two magnetic $`p`$-branes, corresponding to the same form $`F^a,a\mathrm{}`$:

| $`i`$ |  |  | $`I`$ |
| --- | --- | --- | --- |
|  |  |  |  |
|  |  | $`j`$ | $`J`$ |

Figure 1. A forbidden by Restriction 1 pair of two electric or two magnetic p-branes.

Here $`d_i=d_j=1`$, $`ij`$, $`i,j=1,\mathrm{},n`$. Restriction 1 may be also rewritten in terms of intersections

$$(\mathrm{𝐑𝟏})d(IJ)d(I)2,$$
(2.44)
for any $`I,J\mathrm{\Omega }_{a,v}`$, $`a\mathrm{}`$, $`v=e,m`$ (here $`d(I)=d(J)`$).

Restriction 2 is satisfied for $`n_1=0`$. For $`n_11`$ it forbids the following electro-magnetic pairs, corresponding to the same form $`F^a,a\mathrm{}`$:

|  | $`i`$ | $`\overline{J}`$ |
| --- | --- | --- |
|  |  |  |
|  |  | $`I`$ |

Figure 2. Forbidden by Restriction 2 electromagnetic pair of p-branes

Here $`d_i=1`$, $`i=1,\mathrm{},n`$. In terms of intersections Restriction 2 reads

$$(\mathrm{𝐑𝟐})d(IJ)0,$$
(2.45)
for $`I\mathrm{\Omega }_{a,e}`$ and $`J\mathrm{\Omega }_{a,m}`$, $`a\mathrm{}`$.

Intersection rules. ¿From (2.21), (2.22) and (2.25) we get the $`p`$-brane intersection rules corresponding to the quasi-Cartan matrix $`(A_{ss^{}})`$

$$d(I_sI_s^{})=\frac{d(I_s)d(I_s^{})}{D2}\chi _s\chi _s^{}\lambda _{a_s}\lambda _{a_s^{}}+\frac{1}{2}B_{s^{}s^{}}A_{ss^{}},$$
(2.46)
where $`\lambda _{a_s}\lambda _{a_s^{}}=\lambda _{\alpha a_s}\lambda _{\beta a_s^{}}h^{\alpha \beta }`$; $`s,s^{}S`$.

## 3 Composite S-brane solutions

In this section we single out special cosmological solutions called as $`S`$-branes.

### 3.1 Toda-type solutions

In what follows we suppose that all metrics $`g^i`$ have Euclidean signatures $`(+,\mathrm{},+)`$ and $`w=1`$. Thus the total metric $`g`$ has the pseudo-Euclidean signature $`(,+,\mathrm{},+)`$. We put in action (2.1) $`\theta _a=1`$.

Then, from definitions (2.20) and (2.28) we get

$$\epsilon _s=\epsilon (I_s)=1$$
(3.1)
for all $`s`$.

We also put

$$d_1>1$$
(3.2)
and $`1I_s`$, i.e. all branes do not contain $`M_1`$-submanifold.

Let us assume that the (brane) matrix $`(B_{ss^{}})`$ is a positive definite and hence

$$B_{ss}>0$$
(3.3)
for all $`sS`$. This suggestion and (3.1) imply

$$E_{TL}>0.$$
(3.4)
Now we make the following choice of parameters in the solutions ¿from subsections 2.2 and 2.3

$$c^i=0,i>1,c^\alpha =0,$$
(3.5)
for all $`\alpha `$ and

$$\overline{c}^i=\overline{c}^\alpha =0,$$
(3.6)
for all $`i,\alpha `$. With this choice the brane constraints (2.29) are satisfied identically due to (2.36).

With the adopted choice of parameters both solutions from subsections 2.2 and 2.3 may be unified by the following relations

$`g=\left({\displaystyle \underset{sS}{}}H_s^{2d(I_s)h_s/(D2)}\right)\{H^{2d_1/(1d_1)}[dtdt+H^2g^1]`$ (3.7)
$`+{\displaystyle \underset{i=2}{\overset{n}{}}}\left({\displaystyle \underset{sS}{}}H_s^{2h_s\delta _{iI_s}}\right)g^i\},`$
$`\mathrm{exp}(\phi ^\alpha )={\displaystyle \underset{sS}{}}H_s^{h_s\chi _s\lambda _{a_s}^\alpha },`$ (3.8)
$`F^a={\displaystyle \underset{sS_e}{}}\delta _{a_s}^aQ_s\left({\displaystyle \underset{s^{}S}{}}H_s^{}^{A_{ss^{}}}\right)dt\tau (I_s)+{\displaystyle \underset{sS_m}{}}\delta _{a_s}^aQ_s\tau (\overline{I}_s),`$ (3.9)
$`a\mathrm{}`$; $`\alpha =1,\mathrm{},l`$; where

$`H=|\xi _1(d_11)|^{1/2}{\displaystyle \frac{\mathrm{sinh}(Mt)}{M}},\xi _1>0;`$ (3.10)
$`|\xi _1(d_11)|^{1/2}{\displaystyle \frac{\mathrm{cosh}(Mt)}{M}},\xi _1<0;`$ (3.11)
$`\mathrm{exp}(Mt),\xi _1=0;`$ (3.12)
$`M>0`$, and

$$\frac{M^2d_1}{d_11}=2E_{TL}=\frac{1}{2}\underset{s,s^{}S}{}h_sA_{ss^{}}\dot{q^s}\dot{q^s^{}}+\underset{sS}{}Q_s^2\mathrm{exp}(\underset{s^{}S}{}A_{ss^{}}q^s^{}).$$
(3.13)
Here

$$H_s=\mathrm{exp}(q^s(t)),$$
(3.14)
with $`q^s(t)`$ obeying Toda-type equations

$$\ddot{q^s}=B_{ss}Q_s^2\mathrm{exp}(\underset{s^{}S}{}A_{ss^{}}q^s^{}),sS.$$
(3.15)
The metric $`g^1`$ is an Einstein metric on $`M_1`$: $`\mathrm{Ric}[g^1]=\xi _1g^1`$, and all other metrics are Ricci-flat, i.e. $`\mathrm{Ric}[g^i]=0`$ for $`i>1`$.

In combining of two subfamilies of solutions from the previous section we used the following definitions and identifications: $`u=t`$, $`f_1=H`$, $`f_s=H_s`$, $`M=\sqrt{C_1}`$ ($`C_1>0`$) for $`\xi _10`$ and $`(d_11)c^1=M`$ for $`\xi _1=0`$.

### 3.2 Solutions with ”orthogonal” intersections

Let us consider ”orthogonal” (or $`A_1\mathrm{}A_1`$) intersection rules

$$B_{ss^{}}=0,ss^{},$$
(3.16)
(remind that $`B_{ss^{}}=(U^s,U^s^{})`$ are scalar products of brane vectors ).

Then using relations from Appendix we get

$$H_s=|Q_s||h_s|^{1/2}\frac{\mathrm{cosh}(M_s(tt_s))}{M_s},$$
(3.17)
where all $`M_s>0`$ and $`t_s`$ are constants and

$$2E_{TL}=\underset{sS}{}M_s^2h_s.$$
(3.18)
Here we used the notations $`M_s=\sqrt{C_s}`$, $`C_s>0`$ (see Appendix). For $`\xi _10`$ these ”orthogonal” $`S`$-brane solutions are special cases of more general ones from .

### 3.3 Solutions with ”block-orthogonal” intersections

Let us suppose that

$$B_{ss^{}}=0,sS_i,s^{}S_j,ij,$$
(3.19)
where

$$S=S_1\mathrm{}S_k,$$
(3.20)
$`S_i\mathrm{}`$, $`i,j=1,\mathrm{},k`$. Relation (3.20) means that the set $`S`$ splits into $`k`$ mutually non-intersecting subsets (blocks) $`S_1,\mathrm{},S_k`$.

Then using relations from Appendix we get

$$H_s=\left[|Q_s||h_sb_s|^{1/2}\frac{\mathrm{cosh}(M_s(tt_s))}{M_s}\right]^{b_s},$$
(3.21)
where all $`M_s>0`$ and $`t_s`$ are constants coinciding inside ”blocks”:

$$t_s=t_s^{},M_s=M_s^{},$$
(3.22)
$`s,s^{}S_i`$, $`i=1,\mathrm{},k`$. The charges should be proportional to each other inside blocks

$`{\displaystyle \frac{Q_s^2}{b_sh_s}}={\displaystyle \frac{Q_s^{}^2}{b_s^{}h_s^{}}},`$ (3.23)
$`s,s^{}S_i`$, $`i=1,\mathrm{},k`$. Here

$$b_s=2\underset{s^{}S}{}A^{ss^{}},(A^{ss^{}})=(A_{ss^{}})^1.$$
(3.24)
For the Toda-like part of energy we get from Appendix

$$2E_{TL}=\underset{sS}{}M_s^2b_sh_s.$$
(3.25)
More general ”block-orthogonal” solutions where considered in .

### 3.4 Solutions related to $`A_m`$ Toda chain

Here we consider exact solutions to Toda-chain (3.15) equations  corresponding to the Lie algebra $`A_m=sl(m+1,)`$ with the Cartan matrix

$$\left(A_{ss^{}}\right)=\left(\begin{array}{cccccc}2& 1& 0& \mathrm{}& 0& 0\\ 1& 2& 1& \mathrm{}& 0& 0\\ 0& 1& 2& \mathrm{}& 0& 0\\ \multicolumn{6}{c}{}\\ 0& 0& 0& \mathrm{}& 2& 1\\ 0& 0& 0& \mathrm{}& 1& 2\end{array}\right)$$
(3.26)
$`s,s^{}S=\{1,\mathrm{},m\}`$.

The Toda chain equations have the following solutions

$$H_s=C_s^1\underset{r_1<\mathrm{}<r_s}{\overset{m+1}{}}v_{r_1}\mathrm{}v_{r_s}\mathrm{\Delta }^2(w_{r_1},\mathrm{},w_{r_s})\mathrm{exp}[(w_{r_1}+\mathrm{}+w_{r_s})t],$$
(3.27)
$`s=1,\mathrm{},m`$, where

$$\mathrm{\Delta }(w_{r_1},\mathrm{},w_{r_s})=\underset{i<j}{\overset{s}{}}\left(w_{r_i}w_{r_j}\right);\mathrm{\Delta }(w_{r_1})1,$$
(3.28)
denotes the Vandermonde determinant. The real constants $`v_r`$ and $`w_r`$, $`r=1,\mathrm{},m+1`$, obey the relations

$$\underset{r=1}{\overset{m+1}{}}v_r=\mathrm{\Delta }^2(w_1,\mathrm{},w_{m+1}),\underset{r=1}{\overset{m+1}{}}w_r=0.$$
(3.29)
In (3.27)

$$C_s=\underset{s^{}=1}{\overset{m}{}}[B_{s^{}s^{}}Q_s^{}^2]^{A^{ss^{}}},$$
(3.30)
where

$$A^{ss^{}}=\frac{1}{m+1}\mathrm{min}(s,s^{})[m+1\mathrm{max}(s,s^{})],$$
(3.31)
$`s,s^{}=1,\mathrm{},m`$, . Here $`v_r0`$ and $`w_rw_r^{}`$, $`rr^{}`$; $`r,r^{}=1,\mathrm{},m+1`$. Due to $`B_{ss}>0`$, $`sS`$, all $`w_r,v_r`$ are real, and, moreover, all $`v_r>0`$, $`r=1,\mathrm{},m+1`$ .

For the (Toda) energy we get

$$E_{TL}=\frac{h}{4}\underset{r=1}{\overset{m+1}{}}w_r^2,$$
(3.32)
where $`h=(B_{ss})^1`$, $`sS`$ (here all $`B_{ss}`$ are equal).

It should be noted that pioneering cosmological solutions with $`p`$-branes related to Toda chains were considered earlier in .

## 4 Examples

Here we present well-known $`SM`$-brane solutions in $`D=11`$ supergravity .

### 4.1 Solutions for algebra $`A_1`$

We start with single $`S`$-branes.

#### 4.1.1 $`SM2`$-brane

Let $`n=3`$, $`d_2=3`$. The $`SM2`$-brane solution reads

$`g=H_1^{1/3}\left\{H^{2d_1/(1d_1)}[dtdt+H^2g^1]+H_1^1g^2+g^3\right\},`$ (4.1)
$`F=Q_1H_1^2dt\tau _2,`$ (4.2)
where $`H`$ is defined in (3.10)-(3.12), $`H_1`$ is defined in (3.17) ($`h_1=1/2`$) and $`2M^2d_1/(d_11)=M_1^2`$.

#### 4.1.2 $`SM5`$-brane

Let us consider the magnetic solution dual to $`SM2`$. We put $`n=3`$, $`d_2=6`$. The solution reads

$`g=H_1^{2/3}\left\{H^{2d_1/(1d_1)}[dtdt+H^2g^1]+H_1^1g^2+g^3\right\},`$ (4.3)
$`F=Q_1\tau _1\tau _3,`$ (4.4)
where $`H`$ and $`H_1`$ are defined in (3.10)-(3.12) and (3.17), respectively, ($`h_1=1/2`$) and $`2M^2d_1/(d_11)=M_1^2`$.

### 4.2 $`SM2SM5`$-branes with $`A_1A_1`$ intersection

Here we present a ”superposition” of $`SM2`$ and $`SM5`$ solutions corresponding to ”ortogonal intersection”: $`d(I_1I_2)=2`$. We put $`n=5`$, $`d_1=2`$, $`d_2=1`$, $`d_3=2`$, $`d_4=4`$, $`d_5=1`$ and $`I_1=\{2,3\}`$, $`I_2=\{3,4\}`$. The solution reads

$`g=H_1^{1/3}H_2^{2/3}\{H^4[dtdt+H^2g^1]+H_1^1g^2+`$ (4.5)
$`H_1^1H_2^1g^3+H_2^1g^4+g^5\},`$
$`F=Q_1H_1^2dt\tau _2\tau _3+Q_2\tau _1\tau _2\tau _5,`$ (4.6)
where $`H`$ and $`H_s`$ are defined in (3.10)-(3.12) and (3.17), respectively (all $`h_s=1/2`$) and $`4M^2=M_1^2+M_2^2`$.

### 4.3 $`SM2SM5`$-branes with $`A_2`$ intersection

Now we consider a (dyonic) solution consisting of $`SM2`$ and $`SM5`$ branes and with $`A_2`$ intersection: $`d(I_1I_2)=1`$ . We put $`n=4`$, $`d_1=d_2=2`$, $`d_3=1`$, $`d_4=5`$ and $`I_1=\{2,3\}`$, $`I_2=\{3,4\}`$. The solution reads (see subsection 3.3)

$`g=H_1\{H^4[dtdt+H^2g^1]+H_1^1g^2+`$ (4.7)
$`H_1^2g^3+H_1^1g^4\},`$
$`F=Q_1H_1^1dt\tau _2\tau _3\pm Q_1\tau _1\tau _2,`$ (4.8)
where $`H`$ is defined in (3.10)-(3.12) and

$$H_1=\left[|Q_1|\frac{\mathrm{cosh}(M(tt_1))}{M}\right]^2.$$
(4.9)
This solution is also a special case of $`A_2`$ Toda chain solution (with $`Q_1^2=Q_2^2`$) from subsection 3.4.

## 5 Kasner-like asymptotical behaviour

Here we consider asymptotical behaviour of $`S`$-brane solutions in the limit $`t+\mathrm{}`$, when

$$H\mathrm{const}\mathrm{exp}(Mt),H_s\mathrm{const}\mathrm{exp}(M_st),$$
(5.1)
$`sS`$.

It may be verified by a straightforward calculation for one-brane case that in the limit $`t+\mathrm{}`$ the metric and scalar fields have asymptotical Kasner-like behaviour

$`g_{as}=d\tau d\tau +{\displaystyle \underset{i=1}{\overset{n}{}}}A_i\tau ^{2\alpha ^i}g^i,`$ (5.2)
$`\phi _{as}^\beta =\alpha ^\beta \mathrm{ln}\tau +const,`$ (5.3)
as $`\tau +0`$ ($`\tau `$ is synchronous time variable) with the set of Kasner parameters $`\alpha =(\alpha ^i,\alpha ^\gamma )`$, obeying

$$\underset{i=1}{\overset{n}{}}d_i\alpha ^i=\underset{i=1}{\overset{n}{}}d_i(\alpha ^i)^2+\alpha ^\beta \alpha ^\gamma h_{\beta \gamma }=1.$$
(5.4)
Here $`\tau \mathrm{const}\mathrm{exp}(t)`$ for $`t+\mathrm{}`$, where $`>0`$ is a linear combination of ”masses” $`M`$, $`M_s`$. Analogous (though more tedious) calculations for several branes with orthogonal intersections give an analogous result.

Here we show that the Kasner-like asymptotical behaviour may be proved using the billiard representation for multidimensional cosmology with branes  under restrictions imposed in Section 3 and the following additional condition added: the matrix $`(h_{\alpha \beta })`$ is supposed to be positive definite. According to results of refs.  for the proof of the Kasner-like asymptotical behaviour it is sufficient to verify that there exists a Kasner set obeying the inequalities

$$U^s(\alpha )=\underset{iI_s}{}d_i\alpha ^i\chi _s\lambda _{a_s\gamma }\alpha ^\gamma >0,$$
(5.5)
$`sS`$. Indeed, let us consider the following set of Kasner parameters

$`\alpha ^1=(d_1\mathrm{\Delta })/[d_1(D1)],`$ (5.6)
$`\alpha ^2=\mathrm{}=\alpha ^n=(d+\mathrm{\Delta })/[d(D1)],`$ (5.7)
$`\alpha ^\gamma =0,`$ (5.8)
where $`d=d_2+\mathrm{}+d_n`$ and $`\mathrm{\Delta }=\sqrt{d_1d(D2)}`$. Due to condition $`1I_s`$ this Kasner set does satisfy the relations (5.5).

When all $`d_i>1`$ and $`\alpha ^\beta \alpha ^\gamma h_{\beta \gamma }=0`$, then the Riemann tensor squared of the Kasner-type metric (5.2) diverges for $`\tau +0`$  and, hence, the Riemann tensor squared of the original metric $`g`$ diverges as $`t+\mathrm{}`$. For $`\alpha ^\beta \alpha ^\gamma h_{\beta \gamma }0`$ the scalar curvature of (5.2) diverges as $`\tau +0`$ that implies $`R[g]\mathrm{}`$ for $`t+\mathrm{}`$.

Analogous consideration may be carried out for the solution with $`H`$ from (3.11) in the limit $`t\mathrm{}`$.

Remark. Conical singularity. Let us consider the asymptotical behaviour of the solution with $`H`$ from (3.10) when $`t+0`$. In general case we get a conical singularity in this limit. This singularity is absent in special case when $`(M_1,g^1)`$ is unit Lobachevsky space of dimension $`d_1`$ (and $`\xi _1=(d_11)`$). This is a well-known Milne-type resolution of singularity.

Remark. $`S`$-brane cosmology with oscillating behaviour near the singularity. In the pioneering paper on billiard approach for multidimensional cosmology with $`p`$-branes  a large variety of composite $`S`$-brane solutions with never-ending oscillating behaviour near the singularity was described (and certain examples were considered). The open problem is to find examples of such type solutions (with block-orthogonal metrics) in string cosmology. We note that recent results of Damour and Henneaux on chaotic behaviour in $`D=10,11`$ supergravities  (based on inequalities (5.5)) deal with $`1`$-dimensional manifolds $`M_1=\mathrm{}=M_n`$ and sets of (composite) electric branes with ”forbidden” intersections (see subsection 2.4) that lead to additional constraints . The recent mathematical analysis carried out in the paper  gives certain arguments in favour of asymptotically block-orthogonal (but not obviously block-orthogonal) form of metric in the vicinity of singularity for pure cosmological solutions in string cosmology with composite $`p`$-brane configurations from .

## 6 Conclusions and discussions

In this paper a family of Toda-like composite $`S`$-brane solutions was presented. These ($`S`$-brane) solutions are special case of more general cosmological-type solutions from . They generalize $`S`$-brane solutions from refs.  to a composite configurations with next to arbitrary intersecting rules.

Here several subclasses of $`S`$-brane solutions with ”orthogonal”, ”block-orthogonal” and $`A_m`$ intersections were considered and certain examples of solutions in $`D=11`$ supergravity (describing $`SM`$-branes with $`A_1`$, $`A_1A_1`$ and $`A_2`$ intersections), were singled out.

The solutions under consideration have (in general position) an asymptotical Kasner-like behaviour near the singularity when $`t+\mathrm{}`$. This fact was shown here using the billiard approach for $`p`$-brane cosmology  under the assumption $`1I_s`$ imposed (i.e. when all branes do not contain $`M_1`$-submanifold). The relaxing of this assumption may lead to $`S`$-brane configurations with oscillating behaviour near the singularity (see ).

We remind that in refs.  the Wheeler-DeWitt (WDW) equation for the quantum cosmology with composite electro-magnetic $`p`$-branes (e.g. $`S`$-branes) defined on product of Einstein spaces was obtained (for non-composite electric case see also ). In these papers the WDW equation was integrated for intersecting $`p`$-branes with orthogonal $`U`$-vectors, when $`n1`$ internal spaces are Ricci-flat and one is the Einstein space of a non-zero curvature (for non-composite electric case see ). A slightly different approach with classical field of forms (and a special brane setup) was suggested in . An open problem is to generalize classical and quantum $`S`$-brane solutions from  (corresponding to the Lie algebra $`A_1\mathrm{}A_1`$) to other semisimple Lie algebras.

Acknowledgments

This work was supported in part by the Russian Ministry of Science and Technology, Russian Foundation for Basic Research (RFFI-01-02-17312-a) and Project DFG (436 RUS 113/678/0-1(R)). The author thanks Prof. H. Dehnen and colleagues from Physical Department of the University of Konstanz for hospitality during his visit in May-July 2002.

Appendix

Solutions for ”block-orthogonal” intersections. Here we consider ”block-orthogonal” case (3.19), (3.20). In this case the moduli functions (2.26) read

$$f_s=(\overline{f}_s)^{b_s},$$
(A.1)
with powers $`b_s`$ defined in (3.24) and

$`\overline{f}_s(u)=R_s\mathrm{sinh}(\sqrt{C_s}(uu_s)),C_s>0,\eta _s\epsilon _s<0;`$ (A.2)
$`R_s\mathrm{sin}(\sqrt{|C_s|}(uu_s)),C_s<0,\eta _s\epsilon _s<0;`$ (A.3)
$`R_s\mathrm{cosh}(\sqrt{C_s}(uu_s)),C_s>0,\eta _s\epsilon _s>0;`$ (A.4)
$`|Q^s||b_sh_s|^{1/2}(uu_s),C_s=0,\eta _s\epsilon _s<0,`$ (A.5)
where $`R_s=|Q_s||b_sh_sC_s|^{1/2}`$, $`\eta _s=\mathrm{sign}(b_sh_s)=\pm 1`$, $`C_s`$, $`u_s`$ – are constants, $`sS`$, coinciding inside ”blocks”: $`u_s=u_s^{}`$, $`C_s=C_s^{}`$, $`s,s^{}S_i`$; $`i=1,\mathrm{},k`$.

The charges should be proportional to each other inside blocks

$`{\displaystyle \frac{\epsilon _sQ_s^2}{b_sh_s}}={\displaystyle \frac{\epsilon _s^{}Q_s^{}^2}{b_s^{}h_s^{}}},`$ (A.6)
$`s,s^{}S_i`$, $`i=1,\mathrm{},k`$.

The Toda part of the energy reads in this case

$$E_{TL}=\frac{1}{2}\underset{sS}{}C_sb_sh_s.$$
(A.7)
”Orthogonal” case.  In the ”orthogonal” case when all blocks consist of one element, i.e. $`|S_1|=\mathrm{}=|S_k|=1`$ , the quasy-Cartan matrix is diagonal $`A=\mathrm{diag}(2,\mathrm{},2)`$, all $`b_s=1`$ and

$$f_s=\overline{f}_s,$$
(A.8)
$`sS`$.