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# The Local Convergence of the Extended Kalman Filter

## Chapter 1 The Convergence of the Extended Kalman Filter

### Abstract

We demonstrate that the extended Kalman filter converges locally for a broad class of nonlinear systems. If the initial estimation error of the filter is not too large then the error goes to zero exponentially as time goes to infinity. To demonstrate this, we require that the system be $`C^2`$ and uniformly observable with bounded second partial derivatives.

### 1.1 Introduction

The extended Kalman filter is a widely used method for estimating the state $`x(t)IR^n`$ of a partially observed nonlinear dynamical system,

$$\begin{array}{ccccccccccccccccccccccccccccccccc}\dot{x}\hfill & =\hfill & f(x,u)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ y\hfill & =\hfill & h(x,u)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ x(0)\hfill & =\hfill & x^0\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$
(1.1.1)
from the past controls and observations $`u(s)UIR^m,y(s)IR^p,0st`$ and some information about the initial condition $`x^0`$. The functions $`f,h`$ are known and assumed to be $`C^2`$.

An extended Kalman filter is derived by replacing (1.1.1) by its linear approximation around the trajectory $`\widehat{x}(t)`$ and adding standard white Gaussian driving noise $`w(t)IR^l`$ and independent, standard white Gaussian observation noise $`v(t)IR^l`$,

$$\begin{array}{ccccccccccccccccccccccccccccccccc}\dot{z}\hfill & =\hfill & f(\widehat{x}(t),u(t))+A(t)z+Gw\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ y\hfill & =\hfill & h(\widehat{x}(t),u(t))+C(t)z+v\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ z(0)\hfill & =\hfill & z^0\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$
(1.1.2)
where $`G`$ is a $`n\times l`$ matrix chosen by the designer,

$$\begin{array}{ccccccccccccccccccccccccccccccccc}A(t)=\frac{f}{x}(\widehat{x}(t),u(t)),\hfill & & C(t)=\frac{h}{x}(\widehat{x}(t),u(t)),\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$
(1.1.3)
and $`z^0`$ is a Gaussian random vector independent of the noises with mean $`\widehat{x}^0`$ and variance $`P^0`$ that are chosen by the designer.

The Kalman filter for (1.1.2) is

$$\begin{array}{ccccccccccccccccccccccccccccccccc}\dot{\widehat{z}}(t)\hfill & =\hfill & f(\widehat{x}(t),u(t))+A(t)\widehat{z}(t)+P(t)C^{}\left(y(t)h(\widehat{x}(t),u(t))C(t)\widehat{z}(t)\right)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ \dot{P}(t)\hfill & =\hfill & A(t)P(t)+P(t)A^{}(t)+\mathrm{\Gamma }P(t)C^{}(t)C(t)P(t)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ \widehat{z}(0)\hfill & =\hfill & \widehat{x}^0\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ P(0)\hfill & =\hfill & P^0\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$
(1.1.4)
where $`\mathrm{\Gamma }=GG^{}`$.

The extended Kalman filter for (1.1.1) is given by

$$\begin{array}{ccccccccccccccccccccccccccccccccc}\dot{\widehat{x}}(t)\hfill & =\hfill & f(\widehat{x}(t),u(t))+P(t)C^{}(t)\left(y(t)h(\widehat{x}(t),u(t))\right)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ \dot{P}(t)\hfill & =\hfill & A(t)P(t)+P(t)A^{}(t)+\mathrm{\Gamma }P(t)C^{}(t)C(t)P(t)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ \widehat{x}(0)\hfill & =\hfill & \widehat{x}^0\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ P(0)\hfill & =\hfill & P^0.\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$
(1.1.5)
Actually there are many extended Kalman filters for (1.1.1), depending on the choice of the design parameters $`G,\widehat{x}^0,P^0`$. We could also broaden the class of extended Kalman filters for (1.1.1) by allowing $`G=G(\widehat{x}(t))`$ and putting a similar coefficient in front of the observation noise in (1.1.2). We chose not to do so to simplify the discussion. For similar reasons we omit the discussion of time varying systems. We expect that our main theorem can be generalized to cover such systems. For more on the derivation of the extended Kalman filter, see Gelb .

Baras, Bensoussan and James  have shown that under suitable conditions, the extended Kalman filter converges locally, i.e., if the initial error $`\stackrel{~}{x}(0)=x(0)\widehat{x}(0)`$ is sufficiently small then $`\stackrel{~}{x}(t)=x(t)\widehat{x}(t)0`$ as $`t\mathrm{}`$. Unfortunately their conditions are difficult to verify and may not be satisfied even by an observable linear system. Krener and Duarte have given a simple example where any extended Kalman filter fails to converge. More on these points later.

By modifying the techniques of  and incorporating techniques of the high gain observer of Gauthier, Hammouri and Othman  we shall show that under verifiable conditions that the extended Kalman filter converges locally. To state the main result we need a definition.

###### Definition 1.1.1

 The system

$$\begin{array}{ccccccccccccccccccccccccccccccccc}\dot{\xi }\hfill & =\hfill & f(\xi ,u)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ y\hfill & =\hfill & h(\xi ,u)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$
(1.1.6)
is uniformly observable for any input if there exist coordinates

$$\{x_{ij}:i=1,\mathrm{},p,j=1,\mathrm{},l_i\}$$

where $`1l_1\mathrm{}l_p`$ and $`l_i=n`$ such that in these coordinates the system takes the form

$$\begin{array}{ccccccccccccccccccccccccccccccccc}y_i\hfill & =\hfill & x_{i1}+h_i(u)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ \dot{x}_{i1}\hfill & =\hfill & x_{i2}+f_{i1}(\underset{¯}{x}_1,u)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ & \mathrm{}\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ \dot{x}_{ij}\hfill & =\hfill & x_{ij+1}+f_{ij}(\underset{¯}{x}_j,u)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ & \mathrm{}\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ \dot{x}_{il_i1}\hfill & =\hfill & x_{il_i}+f_{il_i1}(\underset{¯}{x}_{l_i1},u)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ \dot{x}_{il_i}\hfill & =\hfill & f_{il_i}(\underset{¯}{x}_{l_i},u)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$
(1.1.7)
for $`i=1,\mathrm{},p`$ where $`\underset{¯}{x}_j`$ is defined by

$`\underset{¯}{x}_j`$ $`=`$ $`(x_{11},\mathrm{},x_{1,jl_1},x_{21},\mathrm{},x_{pj}).`$ (1.1.8)
Notice that in $`\underset{¯}{x}_j`$ the indices range over $`i=1,\mathrm{},p;k=1,\mathrm{},\mathrm{min}\{j,l_i\}`$ and the coordinates are ordered so that second index moves faster than the first.

We also require that each $`f_{ij}`$ be Lipschitz continuous, there exists an $`L`$ such that for all $`x,\xi IR^n,uU`$,

$$\begin{array}{ccccccccccccccccccccccccccccccccc}|f_i(\underset{¯}{x}_j,u)f_i(\underset{¯}{\xi }_j,u)|\hfill & \hfill & L|\underset{¯}{x}_j\underset{¯}{\xi }_j|.\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$
(1.1.9)
The symbol $`||`$ denotes the Euclidean norm.

Let

$$\begin{array}{ccccccccccccccccccccccccccccccccc}\overline{A}_i\hfill & =\hfill & \left[\begin{array}{ccccccccc}0& 1& 0& \mathrm{}& 0& & & & \\ 0& 0& 1& \mathrm{}& 0& & & & \\ & & & \mathrm{}& & & & & \\ 0& 0& 0& \mathrm{}& 1& & & & \\ 0& 0& 0& \mathrm{}& 0& & & & \end{array}\right]^{l_i\times l_i}\hfill & & \overline{A}\hfill & =\hfill & \left[\begin{array}{ccccccccc}\overline{A}_1& 0& 0& & & & & & \\ 0& \mathrm{}& 0& & & & & & \\ 0& 0& \overline{A}_p& & & & & & \end{array}\right]^{n\times n}\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$

$$\begin{array}{ccccccccccccccccccccccccccccccccc}\overline{C}_i\hfill & =\hfill & \left[\begin{array}{ccccccccc}1& 0& 0& \mathrm{}& 0& & & & \end{array}\right]^{1\times l_i}\hfill & & \overline{C}\hfill & =\hfill & \left[\begin{array}{ccccccccc}\overline{C}_1& 0& 0& & & & & & \\ 0& \mathrm{}& 0& & & & & & \\ 0& 0& \overline{C}_p& & & & & & \end{array}\right]^{p\times n}\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$

$$\begin{array}{ccccccccccccccccccccccccccccccccc}\overline{f}_i(x,u)\hfill & =\hfill & \left[\begin{array}{ccccccccc}f_{i1}(\underset{¯}{x}_1,u)& & & & & & & & \\ \mathrm{}& & & & & & & & \\ f_{il_i}(\underset{¯}{x}_{l_i},u)& & & & & & & & \end{array}\right]^{l_i\times 1}\hfill & & \overline{f}(x,u)\hfill & =\hfill & \left[\begin{array}{ccccccccc}\overline{f}_1(x,u)& & & & & & & & \\ \mathrm{}& & & & & & & & \\ \overline{f}_p(x,u)& & & & & & & & \end{array}\right]^{n\times 1}\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & \\ & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ & & & & \overline{h}(u)\hfill & =\hfill & \left[\begin{array}{ccccccccc}h_1(u)& & & & & & & & \\ \mathrm{}& & & & & & & & \\ h_p(u)& & & & & & & & \end{array}\right]^{p\times 1}\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$

then (1.1.7) becomes

$$\begin{array}{ccccccccccccccccccccccccccccccccc}\dot{x}\hfill & =\hfill & \overline{A}x+\overline{f}(x,u)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ y\hfill & =\hfill & \overline{C}x+\overline{h}(u)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$
(1.1.10)
A system such as (1.1.7) or, equivalently (1.1.10), is said to be in observable form .

We shall also require that the second derivative of $`\overline{f}`$ is bounded, i.e., for any $`x,\xi IR^n,uU`$,

$`\left|{\displaystyle \frac{^2\overline{f}}{x_ix_j}}(x,u)\xi _i\xi _j\right|L|\xi |^2.`$ (1.1.11)
On the left we employ the convention of summing on repeated indices.

###### Theorem 1.1.1

(Main Theorem) Suppose

* the system (1.1.1) is uniformly observable for any input and so without loss of generality we can assume that is in the form (1.1.10) and satisfies the Lipschitz conditions (1.1.9),
* the second derivative of $`\overline{f}`$ is bounded (1.1.11),
* $`x(t),y(t)`$ are any state and output trajectories generated by (1.1.10),
* $`G`$ has been chosen to be invertible,
* $`\widehat{x}(t)`$ and $`P(t)`$ are a solution of the extended Kalman filter (1.1.5) where $`P(0)`$ is positive definite and $`\stackrel{~}{x}(0)=x(0)\widehat{x}(0)`$ is sufficiently small,

Then $`|x(t)\widehat{x}(t)|0`$ exponentially as $`t\mathrm{}`$.

### 1.2 Proof of the Main Theorem

We extend the method of proof of . Since the system is in observable form

$$\begin{array}{ccccccccccccccccccccccccccccccccc}A(t)\hfill & =\hfill & \overline{A}+\stackrel{~}{A}(t)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ C(t)\hfill & =\hfill & \overline{C}\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$
(1.2.1)
where

$$\stackrel{~}{A}(t)=\frac{\overline{f}}{x}(\widehat{x}(t),u(t)),$$

and

$$\frac{\overline{f}_{ir}}{x_{jk}}(\widehat{x}(t))=0$$

if $`k>r`$.

First we show that there exists $`m_1>0`$ such that for all $`t0`$

$$\begin{array}{ccccccccccccccccccccccccccccccccc}P(t)\hfill & \hfill & m_1I^{n\times n}.\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$
(1.2.2)
Consider the optimal control problem of minimizing

$`\xi ^{}(0)P(0)\xi (0)+{\displaystyle _0^t}\xi ^{}(s)\mathrm{\Gamma }\xi (s)+\mu ^{}(s)\mu (s)ds`$
subject to

$`\dot{\xi }(s)`$ $`=`$ $`A^{}(s)\xi (s)\overline{C}^{}\mu (s)`$
$`\xi (t)`$ $`=`$ $`\zeta .`$
It is well-known that the optimal cost is

$`\zeta ^{}P(t)\zeta `$
where $`P(t)`$ is the solution of (1.1.5).

Following  for $`\theta >0`$ we define $`S(\theta )`$ as the solution of

$`\overline{A}^{}S(\theta )+S(\theta )\overline{A}\overline{C}^{}\overline{C}`$ $`=`$ $`\theta S(\theta ).`$ (1.2.3)
It is not hard to see that $`S(\theta )`$ is positive definite for $`\theta >0`$ as it satisfies the Lyapunov equation

$`\left(\overline{A}{\displaystyle \frac{\theta }{2}}I\right)^{}S(\theta )+S(\theta )\left(\overline{A}{\displaystyle \frac{\theta }{2}}I\right)`$ $`=`$ $`\overline{C}^{}\overline{C}`$
where $`\overline{C},\left(\overline{A}\frac{\theta }{2}I\right)`$ is an observable pair and $`\left(\overline{A}\frac{\theta }{2}I\right)`$ has all eigenvalues equal to $`\frac{\theta }{2}`$. It follows from (1.2.3) that

$`S_{ij,\rho \sigma }(\theta )`$ $`=`$ $`{\displaystyle \frac{S_{ij,\rho \sigma }(1)}{\theta ^{j+\sigma 1}}}={\displaystyle \frac{(1)^{j+\sigma }}{\theta ^{j+\sigma 1}}}\left(\begin{array}{c}j+\sigma 2\\ j1\end{array}\right).`$
Let $`T(\theta )=S^1(\theta )>0`$ then

$`T_{ij,\rho \sigma }(\theta )`$ $`=`$ $`\theta ^{j+\sigma 1}T_{ij,\rho \sigma }(1)`$
and $`T(\theta )`$ satisfies the Riccati equation

$`\overline{A}T(\theta )T(\theta )\overline{A}^{}+T(\theta )\overline{C}^{}\overline{C}T(\theta )`$ $`=`$ $`\theta T(\theta ).`$
We apply the suboptimal control $`\mu =\overline{C}T(\theta )\xi `$ to the above optimal control problem and conclude that

$`\zeta ^{}P(t)\zeta `$ $``$ $`\xi ^{}(0)P(0)\xi (0)+{\displaystyle _0^t}\xi ^{}(s)\left(\mathrm{\Gamma }+T(\theta )\overline{C}^{}\overline{C}T(\theta )\right)\xi (s)𝑑s`$ (1.2.5)
where

$`\dot{\xi }(s)`$ $`=`$ $`\left(A^{}(s)+\overline{C}^{}\overline{C}T(\theta )\right)\xi (s)`$
$`\xi (t)`$ $`=`$ $`\zeta .`$
Now

$`{\displaystyle \frac{d}{ds}}\xi ^{}(s)T(\theta )\xi (s)`$ $`=`$ $`\xi ^{}(s)\left(\theta T(\theta )+T(\theta )\overline{C}^{}\overline{C}T(\theta )\right)\xi (s)`$
$`\xi ^{}(s)\left(\stackrel{~}{A}(s)T(\theta )+T(\theta )\stackrel{~}{A}^{}(s)\right)\xi (s).`$
Because of the Lipschitz condition (1.1.9) we conclude that

$$|A(s)|L$$

and

$$|\stackrel{~}{A}(s)|L+|\overline{A}|.$$

From the form of $`\stackrel{~}{A}(s)`$ and $`T(\theta )`$ we conclude that

$`\left(\stackrel{~}{A}(s)T(\theta )\right)_{ij,\rho \sigma }`$ $`=`$ $`O(\theta )^{j+\sigma 1}`$
while on the other hand

$`\theta T_{ij,\rho \sigma }(\theta )`$ $`=`$ $`\theta ^{j+\sigma }T_{ij,\rho \sigma }(1).`$
Hence we conclude that for any $`\alpha >0`$ there exists $`\theta `$ sufficiently large so that

$`\theta T(\theta )+T(\theta )\overline{C}^{}\overline{C}T(\theta )\stackrel{~}{A}(s)T(\theta )T(\theta )\stackrel{~}{A}^{}(s)\alpha I^{n\times n}.`$
Therefore for $`0st`$

$`\xi ^{}(s)T(\theta )\xi (s)`$ $``$ $`e^{\alpha (st)}\zeta ^{}\zeta `$
Now there exists $`m_2(\theta )>0`$ such that

$$\xi ^{}(s)\xi (s)m_2(\theta )\xi ^{}(s)T(\theta )\xi (s)$$

so we conclude that

$$\xi ^{}(s)\xi (s)m_2(\theta )e^{\alpha (st)}\zeta ^{}\zeta .$$

There exist constants $`m_3>0,m_4(\theta )>0`$ such that

$`P(0)`$ $``$ $`m_3I^{n\times n}`$
$`\mathrm{\Gamma }+T(\theta )\overline{C}^{}\overline{C}T(\theta )`$ $``$ $`m_4(\theta )I^{n\times n}`$
From (1.2.5) we obtain the desired conclusion,

$`\zeta ^{}P(t)\zeta `$ $``$ $`m_3e^{\alpha t}\zeta ^{}\zeta +m_4(\theta ){\displaystyle _0^t}e^{\alpha (st)}\zeta ^{}\zeta 𝑑s`$
$`\zeta ^{}P(t)\zeta `$ $``$ $`m_3\zeta ^{}\zeta +m_4(\theta ){\displaystyle _{\mathrm{}}^t}e^{\alpha (st)}\zeta ^{}\zeta 𝑑s`$
$`\zeta ^{}P(t)\zeta `$ $``$ $`{\displaystyle \frac{m_3+m_4(\theta )}{\alpha }}\zeta ^{}\zeta `$
Define

$$Q(t)=P^1(t)$$

then $`Q`$ satisfies

$$\begin{array}{ccccccccccccccccccccccccccccccccc}\dot{Q}(t)\hfill & =\hfill & A^{}(t)Q(t)Q(t)A(t)Q(t)\mathrm{\Gamma }Q(t)+\overline{C}^{}\overline{C}\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ Q(0)\hfill & =\hfill & P^1(0)>0\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$
(1.2.6)
Next we show that there exists $`m_5>0`$ such that for all $`t0`$

$`Q(t)`$ $``$ $`m_5I^{n\times n}.`$
This will imply that

$`P(t)`$ $``$ $`{\displaystyle \frac{1}{m_5}}I^{n\times n}.`$ (1.2.7)
Consider the optimal control problem of minimizing

$`\xi ^{}(0)Q(0)\xi (0)+{\displaystyle _0^t}\xi ^{}(s)\overline{C}^{}\overline{C}\xi (s)+\mu ^{}(s)\mu (s)ds`$
subject to

$`\dot{\xi }(s)`$ $`=`$ $`A(s)\xi (s)+G\mu (s)`$
$`\xi (t)`$ $`=`$ $`\zeta .`$
It is well-known that the optimal cost is

$`\zeta ^{}Q(t)\zeta `$
where $`Q(t)`$ is the solution of (1.1.5).

We use the suboptimal control

$$\mu (s)=G^1(\alpha I^{n\times n}A(s))\xi (s)$$

so that the closed loop dynamics is

$`\dot{\xi }(s)`$ $`=`$ $`\alpha \xi (s)`$
$`\xi (t)`$ $`=`$ $`\zeta `$
$`\xi (s)`$ $`=`$ $`e^{\alpha (st)}\zeta .`$
From this we obtain the desired bound

$`\zeta ^{}Q(t)\zeta `$ $``$ $`\xi ^{}(0)Q(0)\xi (0)`$
$`+{\displaystyle _0^t}\xi ^{}(s)\left(\overline{C}^{}\overline{C}+(\alpha I^{n\times n}A^{}(s))\mathrm{\Gamma }^1(\alpha I^{n\times n}A(s))\right)\xi (s)𝑑s`$
$`\zeta ^{}Q(t)\zeta `$ $``$ $`e^{2\alpha t}\zeta ^{}Q(0)\zeta +{\displaystyle _0^t}e^{2\alpha (st)}\zeta ^{}\left(\overline{C}^{}\overline{C}+(\alpha +L)^2\mathrm{\Gamma }^1\right)\zeta 𝑑s`$
$`\zeta ^{}Q(t)\zeta `$ $``$ $`\left(m_6+{\displaystyle \frac{m_7}{2\alpha }}\right)\zeta ^{}\zeta `$
where

$`Q(0)`$ $``$ $`m_6I^{n\times n}`$
$`\overline{C}^{}\overline{C}+(\alpha +L)^2\mathrm{\Gamma }^1`$ $``$ $`m_6I^{n\times n}.`$
Now let $`x(t),u(t),y(t)`$ be a trajectory of the system (1.1.10) starting at $`x^0`$. Let $`\widehat{x}(t)`$ be the trajectory of the extended Kalman filter (1.1.5) starting at $`\widehat{x}^0`$ and $`\stackrel{~}{x}(t)=x(t)\widehat{x}(t)`$, $`\stackrel{~}{x}^0=x^0\widehat{x}^0`$. Then

$`{\displaystyle \frac{d}{dt}}\stackrel{~}{x}^{}(t)Q(t)\stackrel{~}{x}(t)`$ $`=`$ $`\stackrel{~}{x}^{}(t)\left(\overline{C}^{}\overline{C}+Q(t)\mathrm{\Gamma }Q(t)\right)\stackrel{~}{x}(t)`$
$`+2\stackrel{~}{x}^{}(t)Q(t)\left(\overline{f}(x(t),u(t))\overline{f}(\widehat{x}(t),u(t))\stackrel{~}{A}(t)\stackrel{~}{x}(t)\right).`$
Now following

$`\overline{f}(x(t),u(t))\overline{f}(\widehat{x}(t),u(t))\stackrel{~}{A}(t)\stackrel{~}{x}(t)`$ $`=`$ $`{\displaystyle _0^1}{\displaystyle _0^1}r{\displaystyle \frac{^2\overline{f}}{x_ix_j}}(\widehat{x}(t)+rs\stackrel{~}{x}(t),u(t))\stackrel{~}{x}_i(t)\stackrel{~}{x}_j(t)𝑑s𝑑r`$
$``$ $`L|\stackrel{~}{x}(t)|^2.`$
Since $`G`$ is invertible there exists $`m_7>0`$ such that

$`\mathrm{\Gamma }`$ $``$ $`m_7I^{n\times n}`$
and so

$`{\displaystyle \frac{d}{dt}}\stackrel{~}{x}^{}(t)Q(t)\stackrel{~}{x}(t)`$ $``$ $`{\displaystyle \frac{m_7}{m_1^2}}|\stackrel{~}{x}(t)|^2+m_5L|\stackrel{~}{x}(t)|^3`$
$``$ $`{\displaystyle \frac{m_7}{m_1^2m_5}}\stackrel{~}{x}^{}(t)Q(t)\stackrel{~}{x}(t)+m_5L(m_1\stackrel{~}{x}^{}(t)Q(t)\stackrel{~}{x}(t))^{\frac{3}{2}}`$
If

$$(\stackrel{~}{x}^{}(t)Q(t)\stackrel{~}{x}(t))^{\frac{1}{2}}<\frac{m_7}{2m_1^{\frac{7}{2}}m_5^2L}$$

then

$`{\displaystyle \frac{d}{dt}}\stackrel{~}{x}^{}(t)Q(t)\stackrel{~}{x}(t)`$ $``$ $`{\displaystyle \frac{m_7}{2m_1^2m_5}}\stackrel{~}{x}^{}(t)Q(t)\stackrel{~}{x}(t)`$
so $`\stackrel{~}{x}^{}(t)Q(t)\stackrel{~}{x}(t)0`$ exponentially as $`t\mathrm{}`$. Therefore if

$$(\stackrel{~}{x}^{}(t)Q(t)\stackrel{~}{x}(0))^{\frac{1}{2}}<\frac{m_7}{2m_1^{\frac{7}{2}}m_5^2L}$$

the extended Kalman filter converges.

### 1.3 Conclusions

The above result does not follow from that of Baras, Bensoussan and James . To show local convergence of the extended Kalman filter they required ”uniform detectability”. They define this as follows. The system

$$\begin{array}{ccccccccccccccccccccccccccccccccc}\dot{x}\hfill & =\hfill & f(x)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ y\hfill & =\hfill & Cx\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$
(1.3.1)
is uniformly detectable if there exists a bounded Borel matrix-valued function $`\mathrm{\Lambda }(x)`$ and a constant $`\alpha >0`$ such that for all $`x,\xi IR^n`$

$`\xi ^{}\left({\displaystyle \frac{f}{x}}(x)+\mathrm{\Lambda }(x)C\right)\xi `$ $``$ $`\alpha |\xi |^2.`$
This is a fairly restrictive condition as not all observable linear systems are uniformly detectable. Consider

$`\dot{x}`$ $`=`$ $`\left[\begin{array}{ccccccccc}0& 1& & & & & & & \\ a_1& a_2& & & & & & & \end{array}\right]x`$
$`y`$ $`=`$ $`\left[\begin{array}{ccccccccc}1& 0& & & & & & & \end{array}\right]x.`$
Suppose

$$\mathrm{\Lambda }(x)=\left[\begin{array}{ccccccccc}\lambda _1(x)& & & & & & & & \\ \lambda _2(x)& & & & & & & & \end{array}\right]$$

then

$$\frac{f}{x}(x)+\mathrm{\Lambda }(x)C=\left[\begin{array}{ccccccccc}\lambda _1(x)& 1& & & & & & & \\ \lambda _2(x)+a_1& a_2& & & & & & & \end{array}\right].$$

If $`a_2>0`$ and $`\xi ^{}=\left[\begin{array}{ccccccccc}0& 1& & & & & & & \end{array}\right]`$ then

$`\xi ^{}\left({\displaystyle \frac{f}{x}}(x)+\mathrm{\Lambda }(x)C\right)\xi `$ $`=`$ $`a_2>0`$
so the system is not uniformly detectable. This system does satisfies the conditions of Theorem 1.1.1 so an extended Kalman filter would converge locally. Since the system is linear, an extended Kalman filter is also a Kalman filter that converges globally

An example  of a highly nonlinear problem where an EKF may fail to converge is

$$\begin{array}{ccccccccccccccccccccccccccccccccc}\dot{x}\hfill & =\hfill & f(x)=x(1x^2)\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \\ y\hfill & =\hfill & h(x)=x^2x/2\hfill & & & & & & & & & & & & & & & & & & & & & & & & & & & & & & \end{array}$$
(1.3.4)
where $`x,yIR`$. The system is observable as $`y,\dot{y},\ddot{y}`$ separate points but it is not uniformly observable. The dynamics has two stable equilibria at $`x=\pm 1`$ and an unstable equilibrium at $`x=0`$. Under certain initial conditions, the extended Kalman filter fails to converge. Suppose the $`x^0=1`$ so $`x(t)=1`$ and $`y(t)=1/2`$ for all $`t0`$. But $`h(1/2)=1/2`$ so if $`\widehat{x}^01/2`$ the extended Kalman filter will not converge. To see this notice that when $`\widehat{x}(t)=1/2`$, the term $`y(t)h(\widehat{x}(t))=0`$ so $`\dot{\widehat{x}}=f(\widehat{x}(t))=f(1/2)=3/8`$. Therefore $`\widehat{x}(t)1/2`$ for all $`t0`$.

### 1.4 Dedication

This paper is dedicated to my esteemed colleague and good friend, Professor Anders Lindquist on the occasion of his $`60^{th}`$ birthday.


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# SUSX-TH/02-027 HU-EP-02/52 hep-th/0212263 Flop Transitions in M-theory Cosmology

## 1 Introduction

Space-like curvature singularities arising in cosmological solutions to low-energy string effective actions and their potential resolution constitute a challenging problem in string and M-theory. On the other hand, the string resolution of certain time-like singularities, such as those arising from collapsed cycles in the internal manifold, is, at least in principle, understood. In the course of a string/M-theory phase transition, triggered by cosmological evolution of moduli fields, these singularities may, in fact, arise at a particular instance in time. For example, a flop-transition  corresponds to a collapsing two-cycle in the internal Calabi-Yau space while a conifold transition  corresponds to a collapsing three-cycle. Clearly, such transitions are of interest for string and M-theory early universe cosmology. For example, one would like to know whether the topological transition can actually be realized dynamically, that is, whether the topology of the internal manifold could have indeed changed during the cosmological evolution. Further, one would like to understand, in this cosmological context, the role of the states which become light at the transition and how precisely the transition effects the evolution of the fields.

In this paper, we will be answering these questions for the mildest form of topology change, namely the flop. A related discussion, but in the context of black-hole solutions, has been carried out in Ref. . We will be working in the context of M-theory on Calabi-Yau three-folds leading to an effective description in terms of five-dimensional $`N=1`$ supergravity theories . Flop-transitions arise from collapsing two-cycles within the Calabi-Yau manifold and are, therefore, controlled by the Kähler moduli which, together with $`U(1)`$ gauge fields, are contained in five-dimensional vector multiplets. Membranes wrapping Calabi-Yau two-cycles lead to hypermultiplet states in five dimensions with a mass proportional to the volume of the cycle. When the cycle collapses at the transition the hypermultiplet becomes massless and can no longer be ignored in the effective theory. In our analysis, we will include these hypermultiplet states explicitly into the five-dimensional effective action. In the following, we will also refer to these states as ”transition states”. In the case of M-theory on Calabi-Yau three-folds, there are no non-geometrical phases , that is, transitions are sharp. This implies that, going through the transition by first collapsing the cycle and then blowing it up in a topologically different way, leads to a another, topologically distinct Calabi-Yau space. While the Hodge numbers of the original and the “flopped” Calabi-Yau space are the same other topological quantities, such as the intersection numbers, change across the transition.

In terms of the five-dimensional effective supergravity theory, the transition can be described in a non-singular way once the additional hypermultiplet is included. For example, the jump in the intersection numbers which appear in the five-dimensional Chern-Simons term is accounted for by loop-corrections involving the hypermultiplet states  while the Kähler moduli space metric is continuous across the transition . It turns out that the additional hypermultiplet is charged with respect to a particular linear combination of the vector multiplet gauge fields. Supersymmetry then implies the existence of a potential which depends on the transition states and the vector multiplet scalars. It is this potential which will play an important role in our cosmological analysis. Practically, we will, therefore, study time-evolution in Kähler moduli space close to the flop region including the effect of the transition states and their potential.

The plan of the paper is as follows. In the next section, we will review $`N=1`$ supergravity in eleven and five dimensions and the five-dimensional effective action for M-theory on Calabi-Yau three-folds. With this machinery at hand, we then go on to derive the effective five-dimensional action of the transition states. Section 3 analyses the cosmology of the five-dimensional theory for arbitrary Calabi-Yau spaces, first with vanishing and then with non-vanishing transition states. In section 4, we focus on a specific example of two Calabi-Yau spaces related by a flop and study the cosmological evolution numerically. We conclude in section 5.

## 2 The five-dimensional effective action of M-theory

To set the notation, we will first review $`N=1`$ supergravity in eleven and five dimensions and the structure of the five-dimensional effective action for M-theory on Calabi-Yau three-folds. Subsequently, we will show how to couple to this action the hypermultiplet which contains the transition states. The five-dimensional effective action including this hypermultiplet will be the basis for the subsequent cosmological analysis.

### 2.1 Supergravity in eleven and five dimensions

The bosonic part of eleven-dimensional supergravity is given by

$$S_{11}=\frac{1}{2\kappa ^2}_{M_{11}}\left\{d^{11}x\sqrt{g}\left(\frac{1}{2}R+\frac{1}{4!}G_{IJKL}G^{IJKL}\right)+\frac{2}{3}CGG\right\},$$
(2.1)
where $`G=dC`$ is the field strength of the three-form potential $`C`$ and $`\kappa `$ is the 11-dimensional Newton constant, as usual. Indices $`I,J,K,\mathrm{}=0,\mathrm{},10`$ label the 11-dimensional coordinates $`x^I`$. Later, we will also need the bosonic part of the membrane action

$$S_{M_3}=T_2_{M_3}\left\{d^3\sigma \sqrt{\gamma }+2\widehat{C}\right\}$$
(2.2)
which couples to $`C`$. The membrane world-volume is parametrised by coordinates $`\sigma ^n`$, where $`n,m,p,\mathrm{}=0,1,2`$, and its embedding into 11-dimensional space-time is specified by $`X^I=X^I(\sigma )`$. The pull-backs $`\gamma _{nm}`$ and $`\widehat{C}`$ of the space-time metric and the three-form are defined by

$`\gamma _{nm}`$ $`=`$ $`_nX^I_mX^Jg_{IJ},`$ (2.3)
$`\widehat{C}_{nmp}`$ $`=`$ $`_nX^I_mX^J_pX^KC_{IJK},`$ (2.4)
as usual. In terms of the 11-dimensional Newton constant, the membrane tension $`T_2`$ is given by

$$T_2=\left(\frac{8\pi }{\kappa ^2}\right)^{\frac{1}{3}}.$$
(2.5)
Let us now move on to five-dimensional $`N=1`$ supergravity focusing on the aspects relevant to this paper. For a more complete account we refer to the literature .

We denote five-dimensional space-time indices by $`\alpha ,\beta ,\gamma ,\mathrm{}=0,1,2,3,4`$. In addition to the supergravity multiplet, consisting of the vielbein, an Abelian vector field and the gravitini, there are two types of matter multiplets, namely vector- and hyper-multiplets. In general, one can have any number, $`n_\mathrm{V}`$, of vector multiplets each containing a real scalar field and an Abelian vector field plus fermionic partners and any number, $`n_\mathrm{H}`$, of hypermultiplets each containing four real scalars plus fermions. It is useful to treat the Abelian gauge fields in the vector multiplets and the supergravity multiplet on the same footing and collectively denote them by $`A_\alpha ^i`$ where $`i,j,k,\mathrm{}=0,\mathrm{},n_\mathrm{V}`$. The real scalars contained in the vector multiplets are described by $`n_\mathrm{V}+1`$ fields $`b^i`$. These define a manifold of very special geometry  with metric

$$G_{ij}=_i_j\mathrm{ln}K,$$
(2.6)
which is given in terms of the degree three homogeneous polynomial

$$K=d_{ijk}b^ib^jb^k.$$
(2.7)
Here $`d_{ijk}`$ are constant coefficients. The $`b^i`$ are subject to the constraint

$$K=6$$
(2.8)
which reduces the number of independent fields to $`n_\mathrm{V}`$, as required.

Further, we denote by $`Q^u`$, where $`u,v,w,\mathrm{}=1,\mathrm{},4n_\mathrm{H}`$, the hypermultiplet scalars. They parametrise a quaternionic manifold, that is, a manifold with holonomy $`SU(2)\times Sp(2n_\mathrm{H})`$. The metric on this manifold, $`h_{uv}`$, is hermitian with respect to the three complex structures

$$J_{u}^{}{}_{}{}^{v}=J_{u}^{a}{}_{}{}^{v}\tau _a$$
(2.9)
satisfying the quaternionic algebra

$$J_u^{av}J_v^{bw}=\delta ^{ab}\delta _u^w+ϵ^{abc}J_u^{cw},$$
(2.10)
where $`a,b,c,\mathrm{}=1,2,3`$. Here $`\tau _a`$ are the hermitian Pauli matrices so that the complex structures fill out the adjoint of $`SU(2)`$. The associated triplet of Kähler forms is given by

$$𝒦_{uv}=J_{u}^{}{}_{}{}^{w}h_{wv}.$$
(2.11)
We also need to introduce the $`SU(2)`$ part $`\omega _u=\omega _u^a\tau _a`$ of the spin connection.

Let us assume that the metric $`h_{uv}`$ admits $`n_\mathrm{V}+1`$ Killing vectors $`k_i^u`$. These Killing vectors should respect the quaternionic structure which means they originate from prepotentials $`𝒫_i=𝒫_i^a\tau _a`$ via the relation

$$k_i^u𝒦_{uv}=_v𝒫_i+[\omega _v,𝒫_i].$$
(2.12)
With these conventions the bosonic part of the supergravity and vector multiplet action reads

$$S_\mathrm{V}=\frac{1}{2\kappa _5^2}_{M_5}\left\{d^5x\sqrt{g}\left(\frac{1}{2}R+\frac{1}{4}G_{kl}_\alpha b^k^\alpha b^l+\frac{1}{2}G_{kl}F_{\alpha \beta }^kF^{l\alpha \beta }\right)+\frac{2}{3}d_{klm}A^kF^lF^m\right\},$$
(2.13)
where $`\kappa _5`$ is the five-dimensional Newton constant. The bosonic part of the hypermultiplet action takes the form

$$S_\mathrm{H}=\frac{1}{2\kappa _5^2}_{M_5}d^5x\sqrt{g}\left\{h_{uv}D_\alpha Q^uD^\alpha Q^v+V\right\},$$
(2.14)
with the potential $`V`$ given by

$$V=\frac{1}{2}g^2\left[4(G^{ij}b^ib^j)\text{tr}(𝒫_i𝒫_j)+\frac{1}{2}b^ib^jh_{uv}k_i^uk_j^v\right].$$
(2.15)
The trace in this expression is performed over the Pauli matrices. The covariant derivative $`D_\alpha `$ includes the gauging of the hypermultiplets with respect to the vector fields $`A^i`$ and is defined by

$$D_\alpha Q^u=_\alpha Q^u+gA^ik_i^u,$$
(2.16)
where $`g`$ is the gauge coupling. Note that the appearance and the structure of the potential (2.15) is directly linked to this gauging of the hypermultiplets.

### 2.2 M-theory on Calabi-Yau three-folds

Let us now briefly review the reduction  of the action (2.1) for 11-dimensional supergravity on a Calabi-Yau three-fold $`X`$ with Hodge numbers $`h^{1,1}`$ and $`h^{2,1}`$. This leads to a five-dimensional $`N=1`$ supergravity theory of the type described in the previous subsection with $`n_\mathrm{V}=h^{1,1}1`$ vector multiplets, $`n_\mathrm{H}=h^{2,1}+1`$ hypermultiplets and no gauging of the hypermultiplets.

We now need to specify the geometrical origin of some of these five-dimensional fields. The 11-dimensional metric on the direct product space $`M_{11}=M_5\times X`$ can be written as

$$ds_{11}^2=𝒱^{2/3}g_{\alpha \beta }dx^\alpha dx^\beta +g_{AB}dx^Adx^B,$$
(2.17)
where $`A,B,C,\mathrm{}=5,\mathrm{},10`$ label the coordinates on the Calabi-Yau space, $`g_{AB}`$ is the Ricci-flat metric on $`X`$ and $`g_{\alpha \beta }`$ is the five-dimensional metric. The Calabi-Yau volume modulus $`𝒱`$ is defined by

$$𝒱=\frac{1}{v}_Xd^6x\sqrt{g_6},$$
(2.18)
where $`v`$ is an arbitrary six-dimensional reference volume. We note that the five-dimensional Newton constant $`\kappa _5`$ is related to its 11-dimensional counterpart $`\kappa `$ by

$$\kappa _5^2=\frac{\kappa ^2}{v}.$$
(2.19)
The Kähler form $`\omega _{AB}`$ of $`X`$ can be expanded as

$$\omega _{AB}=a^i\omega _{iAB}$$
(2.20)
into a basis $`\{\omega _{iAB}\}`$ of $`(1,1)`$ forms. We take this basis of $`(1,1)`$ forms to be dual to an (effective) basis $`\{𝒲^i\}`$ of the second homology, that is,

$$v^{1/3}_{𝒲^i}\omega _j=\delta _j^i.$$
(2.21)
The $`h^{1,1}`$ expansion coefficients $`a^i`$ are the Kähler moduli of the Calabi-Yau space. As stands, they are, of course, not independent from the volume modulus $`𝒱`$. However, we can define volume-independent moduli $`b^i`$ by

$$b^i=𝒱^{1/3}a^i.$$
(2.22)
These constitute $`n_\mathrm{V}=h^{1,1}1`$ independent fields as they can be shown to satisfy the constraint (2.8). They should be interpreted as the scalar fields in the vector multiplets. The coefficients $`d_{ijk}`$ which appear in Eq. (2.7) should then be identified as the intersection numbers of the Calabi-Yau space.

The three-form $`C`$ can be expanded as

$$C=\overline{C}+A^i\omega _i+\xi \mathrm{\Omega }+\overline{\xi }\overline{\mathrm{\Omega }},$$
(2.23)
where $`\mathrm{\Omega }`$ is the holomorphic $`(3,0)`$ form on $`X`$. The $`h^{1,1}`$ five-dimensional vector fields $`A_\alpha ^i`$ account for the gauge fields in the vector multiplets and in the gravity multiplet. The five-dimensional three-form $`\overline{C}`$ can be dualised to a scalar and forms, together with the complex scalar $`\xi `$ and the volume modulus $`𝒱`$, the universal hypermultiplet. There are $`h^{2,1}`$ additional hypermultiplets which originate from the complex structure moduli and the $`(2,1)`$ part of $`C`$ which we have omitted in Eq. (2.23). These standard hypermultiplets will not be of particular importance, in the following.

Let us now review some relevant features of M-theory flop transitions following Refs. . A flop constitutes a transition from the Calabi-Yau space $`X`$ to a topologically different space $`\stackrel{~}{X}`$ due to a complex curve $`𝒞`$ in $`X`$ shrinking to zero size and subsequently being blown up in a topologically distinct way. Concretely, let us expand the class $`𝒲`$ of the curve $`𝒞`$ in our homology basis as

$$𝒲=\beta _i𝒲^i$$
(2.24)
with constant coefficients $`\beta ^i`$. The volume of $`𝒞`$ can then be written as

$$\mathrm{Vol}(𝒞)=_𝒞\omega =(v𝒱)^{1/3}b$$
(2.25)
where we have introduced the particular linear combination

$$b=\beta _ib^i$$
(2.26)
of vector multiplet moduli. Within the moduli space of $`X`$ we have $`b^i>0`$, for all $`i`$, as well as $`b>0`$ and the limit $`b0`$ corresponds to approaching the flop. Continuing further to negative values of $`b`$ leads into the moduli space of the birationally equivalent Calabi-Yau space $`\stackrel{~}{X}`$. This new Calabi-Yau space $`\stackrel{~}{X}`$ has the same Hodge numbers and, hence, the same five-dimensional low-energy spectrum as the original space $`X`$. However, the intersection numbers have changed across the transition . More specifically, setting $`(\beta _i)=(1,0,\mathrm{},0)`$ for simplicity the new intersection numbers $`\stackrel{~}{d}_{ijk}`$ (expressed in terms of the field basis $`b^i`$) are given by

$$\stackrel{~}{d}_{111}=d_{111}\frac{1}{6}$$
(2.27)
with all other components unchanged. Sometimes a new basis of fields $`\stackrel{~}{b}^i`$, defined by

$$\stackrel{~}{b}^1=b^1,\stackrel{~}{b}^i=b^ib^1,$$
(2.28)
for all $`i1`$, is introduced  to cover the moduli space of $`\stackrel{~}{X}`$. These new fields have the advantage of being positive throughout the moduli space of $`\stackrel{~}{X}`$ which is not the case for the original fields $`b^i`$. For our applications we will find it usually more practical to use a single set of fields to cover the moduli spaces for both $`X`$ and $`\stackrel{~}{X}`$.

How does the five-dimensional effective theory change across the transition? Inspection of the action (2.13), (2.14) without gauging and potential shows that only the vector multiplet part (2.13) is affected through the change (2.27) in the intersection numbers. From Eq. (2.6), the metric $`G_{ij}`$ takes the specific form

$$G_{ij}=d_{ijk}b^k+\frac{1}{4}d_{ikl}d_{jmn}b^kb^lb^mb^n,$$
(2.29)
where we have used that $`K=6`$. This form shows that, despite the jump (2.27) in the intersection number the metric remains continuous across the flop since $`d_{111}`$ is always multiplied by $`b^1`$ which vanishes at the transition. We remark that the associated connection

$$\mathrm{\Gamma }_{ij}^k=\frac{1}{2}G^{kl}\frac{G_{ij}}{b^l}$$
(2.30)
which appears in the five-dimensional equations of motion contains a term proportional to $`d_{ijk}`$ (without additional fields $`b^i`$) and, hence, jumps across the flop. Given the continuity of the metric $`G_{ij}`$ the only discontinuous term in the action is the Chern-Simons term in Eq. (2.13) which is proportional to the intersection numbers. It has been shown , that its jump can be accounted for by loop corrections which involve the transition states. Let us now discuss these additional states in more detail.

### 2.3 The transition states

The five-dimensions particles which become massless at the flop originate from a membrane which wraps the collapsing complex curve $`𝒞`$ with homology class $`𝒲`$. We can find the world-line action for these transition states by starting with the membrane action (2.2). Introducing a complex world-volume coordinate $`\sigma =\sigma ^1+i\sigma ^2`$ and world-time $`\tau =\sigma ^0`$ we consider an embedding of the membrane into 11-dimensional space of the form

$$X^\alpha =X^\alpha (\tau ),X^A=X^A(\sigma ),X^{\overline{A}}=X^{\overline{A}}(\overline{\sigma }),$$
(2.31)
where here $`A`$ and $`\overline{A}`$ are holomorphic and anti-holomorphic indices on the Calabi-Yau space, respectively, and $`X^A=X^A(\sigma )`$ parametrises the complex curve $`𝒞`$. The reduction of the membrane action on this curve leads to the following world-line action

$$S_p=(v^{1/3}T_2)_{}\left\{dt(\beta _ib^i)\sqrt{_\tau X^\alpha _\tau X^\beta g_{\alpha \beta }}+2\beta _i\widehat{A}^i\right\}.$$
(2.32)
This particle has four transverse (scalar) degrees of freedom and must, hence, form a hypermultiplet in five dimensions. We denote the scalars in this hypermultiplet by $`q^u`$, where $`u,v,w,\mathrm{}=1,2,3,4`$. It is charged with respect to the particular linear combination

$$𝒜\beta _iA^i,$$
(2.33)
of vector fields with associated gauge coupling

$$g=2v^{1/3}T_2=2\left(\frac{8\pi }{\kappa _5^2}\right)^{1/3},$$
(2.34)
as can be seen from the last term in (2.32). From the first term in the world-line action we can read off the mass which is given by

$$m=\frac{1}{2}gb=T_2𝒱^{1/3}\text{Vol}(𝒞).$$
(2.35)
What does this information tell us about the five-dimensional effective action of these transition states? Clearly, these states being hypermultiplets, their effective action must be of the general form (2.14). We assume that the associated hypermultiplet moduli space metric is flat, so that

$$h_{uv}=\delta _{uv}.$$
(2.36)
As we will see shortly, this assumption is consistent with the above properties of the transition states and the constraints enforced by five-dimensional supergravity. To work this out explicitly, let us first recall the quaternionic structure on the four-dimensional flat moduli space. Introducing the t’Hooft $`\eta `$-symbols

$`\eta _{bc}^a=`$ $`\overline{\eta }_{bc}^a`$ $`=ϵ_{bc}^a,`$ (2.37)
$`\eta _{b0}^a=`$ $`\overline{\eta }_{0b}^a`$ $`=\delta _b^a,`$ (2.38)
which satisfy the properties

$`[\eta ^i,\overline{\eta }^j]`$ $`=`$ $`0,`$ (2.39)
$`(\eta ^i)^T=(\eta ^i)^1,`$ $`(\overline{\eta }^i)^T=(\overline{\eta }^i)^1,`$
the triplet of complex structures can be written as

$$J_u^{av}\overline{\eta }_{uw}^a\delta ^{wv},$$
(2.40)
which satisfy the quaternionic algebra (2.10), as required. The associated triplet of Kähler forms is given by

$$𝒦_{uv}^a=\overline{\eta }_{uv}^a.$$
(2.41)
We know that the transition states are charged under the particular combination of gauge fields (2.33). Hence the vectors $`k_i^u`$ must be proportional to $`\beta _i`$ and, at the same time, be Killing vectors on flat four-dimensional space. We know that this gauging must lead to a potential of the form (2.15). As $`q^u0`$ this potential must vanish so that the moduli $`b^i`$ indeed parametrise flat directions in this limit. This implies that the Killing vectors $`k_i^u`$ should not correspond to translations but rather to rotations and, hence, be of the form

$$k_i^u=\beta _it_{}^{u}{}_{v}{}^{}q^v,$$
(2.42)
where $`t`$ is an arbitrary anti-symmetric matrix. In addition, these Killing vectors must originate from a prepotential, that is, they must satisfy Eq. (2.12). This is the case precisely if $`[t,\overline{\eta }^a]=0`$ for $`a=1,2,3`$, or, equivalently, if the matrix $`t`$ is of the form

$$t_{uv}=n_a\eta _{uv}^a,$$
(2.43)
where $`n_a`$ are real coefficients. This matrix represents the generator of $`SO(2)`$ in the representation $`\mathrm{𝟐}\mathrm{𝟐}`$. We require the standard normalisation $`\mathrm{tr}(t^2)=4`$ or, equivalently, $`n_an^a=1`$. The associated prepotential then reads

$$𝒫_i^a=\frac{1}{2}\beta _iq^v(\overline{\eta }_{vw}^an_b\eta _u^{bw})q^u+\xi _i^a,$$
(2.44)
where $`\xi _i^a`$ are arbitrary integration constant. They represent the generalisation of Fayet-Illiopoulos terms to five-dimensional $`N=1`$ supergravity. As they lead to terms in the potential which do not vanish for vanishing $`q^u`$ we will set them to zero in the following.

Inserting (2.36), (2.42), (2.43) and (2.44) into the general hypermultiplet action (2.14) we obtain

$$S_q=\frac{1}{2\kappa _5^2}_{M_5}d^5x\sqrt{g}\{D_\alpha q^uD^\alpha q_u+V)\},$$
(2.45)
with the potential

$$V=\frac{1}{4}g^2\left[b^2q_uq^u+4(G^{kl}\beta _k\beta _lb^2)(q_uq^u)^2\right]$$
(2.46)
and the covariant derivative

$$D_\alpha q^u=_\alpha q^u+g𝒜t_{uv}q^v.$$
(2.47)
Consequently, the hypermultiplet current $`j_\alpha `$ which couples to the gauge field $`𝒜_\alpha `$ is given by

$$j_\alpha =gq^ut_{uv}_\alpha q^v.$$
(2.48)
We recall that $`b=\beta _ib^i`$, defined in Eq. (2.26), is proportional to the volume of the collapsing cycle and the generator $`t`$ has been given in Eq. (2.43). So far, we have only used that the transition states are charged under the gauge field $`𝒜`$. Clearly, the gauge coupling $`g`$ which appears in the covariant derivative (2.47) has to be identified with the value (2.34) obtained from the reduction of the membrane action. Then, the above hypermultiplet action (2.45) is completely fixed. From the first term in the potential (2.46) we can now read off the mass of the hypermultiplet which is given by $`gb/2`$. This value indeed coincides with the one obtained from the membrane reduction, Eq. (2.35), as it should for consistency.

In addition, we have found a potential term quartic in the transition states which was not anticipated from the membrane reduction but imposed on us by five-dimensional supergravity. This quartic term plays an important role in lifting “unwanted” flat directions. While the potential should be flat for vanishing transition states, $`q^u=0`$, and arbitrary $`b^i`$, a flat direction along the flop at $`b=0`$ and arbitrary $`q^u`$ would be a surprise <sup>5</sup><sup>5</sup>5Such a flat direction with non-vanishing transition states would correspond to a Higgs branch where the gauge symmetry corresponding to the vector field $`𝒜`$ is broken. The resulting change in the number of light vector multiplets would be inconsistent with the fact that Hodge numbers are unchanged across the flop.. Fortunately, this potential flat direction is lifted by the second term in Eq. (2.46).

## 3 Cosmology

### 3.1 Cosmological ansatz and equations of motion

Let us briefly summarise the discussion so far. We have seen that M-theory on a Calabi-Yau three-fold $`X`$ with Hodge numbers $`h^{1,1}`$ and $`h^{2,1}`$ is effectively described by the five-dimensional supergravity action (2.13), (2.14) with $`n_\mathrm{V}=h^{1,1}1`$ vector multiplets and $`n_\mathrm{H}=h^{2,1}+1`$ hypermultiplets and no gauging. When a flop-transition to a topologically distinct Calabi-Yau space $`\stackrel{~}{X}`$ occurs the Hodge numbers and hence the number of massless particles remains the same while the structure of the five-dimensional action changes in accordance with the change (2.27) in the intersection numbers. In addition, at and near the flop-transition region another light hypermultiplet appears whose action (2.45) has to be added to the previous one for an accurate description across the transition. It is important not to confuse these transition hypermultiplet states which arises at the flop with the standard hypermultiplets associated with the complex structure moduli space of the Calabi-Yau space.

Which parts of this five-dimensional effective action are we actually interested in for our cosmological applications? Since we would like to study flop-transitions which arise by moving in the Calabi-Yau Kähler moduli space we should certainly consider the associated moduli fields, that is the vector multiplet scalars $`b^i`$. Clearly, we should also keep the transition states $`q^u`$ which become light at the flop. However, these states are charged and generically source the vector fields. Hence, it seems we have to allow for non-trivial vector field backgrounds for consistency. Fortunately, we can avoid such a considerable complication by setting all scalars $`q^u`$ equal to each other, that is, $`q2q^u`$ for all $`u=1,2,3,4`$ and a single scalar $`q`$. This configuration is consistent with the $`q^u`$ equations of motion, as can be seen from (2.46), and leads to a vanishing current (2.48). Consequently, the vector fields can be consistently set to zero in this case. The standard hypermultiplets, in fact, completely decouple from the other fields and are, hence, not essential for our purpose. From these standard hypermultiplet scalars we will only keep the dilaton $`𝒱=e^\varphi `$ since it represents the overall volume of the internal Calabi-Yau space and is, therefore, of particular physical relevance.

In summary, the spectrum of our five-dimensional effective action can be consistently truncated to the five-dimensional metric, the $`h^{1,1}1`$ Kähler moduli space scalars $`b^i`$, the universal transition scalar $`q`$ and the dilaton $`\varphi `$. From Eq. (2.13) and Eq. (2.45), the accordingly truncated effective action then reads

$`S_5`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa _5^2}}{\displaystyle _{M_5}}d^5x\sqrt{g}\{{\displaystyle \frac{1}{2}}R+{\displaystyle \frac{1}{4}}_\alpha \varphi ^\alpha \varphi +{\displaystyle \frac{1}{4}}G_{kl}_\alpha b^k^\alpha b^l+\lambda (K6)`$
$`+_\alpha q^\alpha q+V\},`$
$`V`$ $`=`$ $`{\displaystyle \frac{1}{4}}g^2\left[(\beta _lb^l)^2q^2+(G^{kl}\beta _k\beta _l(\beta _lb^l)^2)q^4\right].`$ (3.2)
A Lagrange multiplier term has been added to enforce the constraint $`K=6`$, Eq. (2.8), on the moduli $`b^i`$. The value of the gauge coupling $`g`$ has been given in Eq. (2.34). We also recall that the “Kähler potential” $`K`$ and the metric $`G_{ij}`$ have been defined in Eq. (2.7) and Eq. (2.6), respectively.

We are now ready to consider the cosmological evolution of our system. We focus on backgrounds depending on time $`\tau `$ only and a metric with a three-dimensional maximally symmetric subspace which we take to be flat, for simplicity. Accordingly, we consider the following Ansatz

$`ds^2`$ $`=e^{2\nu (\tau )}d\tau ^2+e^{2\alpha (\tau )}d𝐱^2+e^{2\beta (\tau )}dy^2`$ (3.3)
$`\varphi `$ $`=\varphi (\tau )`$ (3.4)
$`b^i`$ $`=b^i(\tau )`$ (3.5)
$`q`$ $`=q(\tau ),`$ (3.6)
where $`𝐱=(x^1,x^2,x^3)`$ and $`y=x^4`$. Note that $`\alpha `$ and $`\beta `$ are the scale factors of the three-dimensional universe and the additional spatial dimension, respectively. For later convenience, we have also included a lapse function $`\nu `$. The equations of motion for this Ansatz, derived from the action (3.1), are given by

* Einstein equations:

$`3(\dot{\alpha }^2+\dot{\alpha }\dot{\beta })`$ $`=`$ $`+{\displaystyle \frac{1}{4}}\left(\dot{\varphi }^2+G_{ij}\dot{b}^i\dot{b}^j+4\dot{q}^2\right)+e^{2\nu }V`$
$`3(\ddot{\alpha }\dot{\nu }\dot{\alpha }+2\dot{\alpha }^2)`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(\dot{\varphi }^2+G_{ij}\dot{b}^i\dot{b}^j+4\dot{q}^2\right)+e^{2\nu }V`$ (3.7)
$`2\ddot{\alpha }+\ddot{\beta }+3\dot{\alpha }^2+\dot{\beta }^2+2\dot{\alpha }\dot{\beta }2\dot{\nu }\dot{\alpha }\dot{\nu }\dot{\beta }`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(\dot{\varphi }^2+G_{ij}\dot{b}^i\dot{b}^j+4\dot{q}^2\right)+e^{2\nu }V`$
* Field equations of motion:

$`\ddot{\varphi }+(3\dot{\alpha }+\dot{\beta }\dot{\nu })\dot{\varphi }=0`$ (3.8)
$`\ddot{b}^k+(3\dot{\alpha }+\dot{\beta }\dot{\nu })\dot{b}^k+\mathrm{\Gamma }_{ij}^k\dot{b}^i\dot{b}^j+2e^{2\nu }\left(G^{kj}{\displaystyle \frac{V}{b^j}}{\displaystyle \frac{2}{3}}b^iV\right)=0`$ (3.9)
$`\ddot{q}+(3\dot{\alpha }+\dot{\beta }\dot{\nu })\dot{q}+{\displaystyle \frac{1}{2}}e^{2\nu }{\displaystyle \frac{V}{q}}=0`$
$`K=6.`$

In these equations, we have already used the result $`\lambda =V/9`$ for the Lagrange multiplier $`\lambda `$ which follows by contracting the $`b^i`$ equations of motion <sup>6</sup><sup>6</sup>6Some relations for very special geometry which are useful in this context have been collected in Ref. . with $`b_i=G_{ij}b^j`$. The connection $`\mathrm{\Gamma }_{ij}^k`$ associated to the moduli space metric $`G_{ij}`$ has been defined in Eq. (2.30).

The above action and evolution equations have been written for a definite topology of the internal space with intersection numbers $`d_{ijk}`$. When an evolution leads to a flop transition, the Kähler potential $`K`$, the metric $`G_{ij}`$ and the connection $`\mathrm{\Gamma }_{ij}^k`$ have to be changed ”by hand” in accordance with the change (2.27) in the intersection numbers to obtain the equations of motion for the new topology. As discussed earlier, this implies continuity of $`K`$ and the metric while the connection jumps across the transition. We also note that, from Eq. (3.2), the potential $`V`$ is continuous while its derivatives with respect to $`b^i`$ contain the connection and, hence, jump. From these properties and the equations of motion we conclude that all fields and their first time derivatives and, hence, the stress energy for all fields is continuous across the flop.

### 3.2 An approximate solution for vanishing transition states

It is clear from the Eqs. (3.7) and (3.9) that the transition state $`q`$ can be set to zero consistently and we will now analyse the cosmological evolution in this case. From the structure of the equations of motion, the configuration $`q=0`$ seems rather non-generic and having a non-vanishing, perhaps small initial value for $`q`$ appears to be more plausible. We will study this generic case further below. However, setting $`q=0`$ corresponds to the conventional picture of a flop transition as being induced by slow free rolling in moduli space. It is, therefore, useful to consider this case in some detail, if only as a point of reference.

Setting the transition state $`q`$ and, hence, the potential $`V`$, to zero simplifies the equations of motion considerably. Another simplification arises if we choose the gauge $`\nu =3\alpha +\beta `$ for the lapse function. In this gauge, we will denote time by $`\tau `$ in the following. The second term in the $`b^i`$ equations vanishes for this choice and multiplying the remainder by $`\dot{b}_i`$ we find by integration that

$$kG_{ij}\frac{b^i}{\tau }\frac{b^j}{\tau }=\text{const.}.$$
(3.10)
Hence, the kinetic energy $`k`$ of the Kähler moduli is constant on hyper-surfaces of constant time $`\tau `$. Note that this is no longer true for proper cosmological time related to $`\tau `$ by $`dt^2=e^{6\alpha +2\beta }d\tau ^2`$. It is straightforward to integrate the Einstein equations (3.7) and the $`\varphi `$ equation of motion for time $`\tau `$. The result can be easily rewritten in terms of proper time $`t`$ where it takes the form

$$\alpha =p_\alpha \mathrm{ln}|t|,\beta =p_\beta \mathrm{ln}|t|,\varphi =p_\varphi \mathrm{ln}|t|.$$
(3.11)
Here, we have dropped trivial additive integration constants for all three fields and the origin of time, for simplicity. The expansion powers $`p_\alpha `$, $`p_\beta `$ and $`p_\varphi `$ must satisfy the constraints

$`3p_\alpha +p_\beta `$ $`=`$ $`1,`$ (3.12)
$`p_\alpha ^2+p_\alpha p_\beta `$ $`=`$ $`{\displaystyle \frac{1}{12}}\left(p_\varphi ^2+k\right),`$ (3.13)
and the relation between proper time $`t`$ and $`\tau `$ is simply

$$\tau =\mathrm{ln}|t|.$$
(3.14)
We still need to find the explicit form of $`b^i`$ for a complete solution. To do this, we have to solve the following system of equations

$`\ddot{b}^i+\mathrm{\Gamma }_{jk}^i\dot{b}^j\dot{b}^k`$ $`=`$ $`0`$ (3.15)
$`d_{ijk}b^ib^jb^k`$ $`=`$ $`6`$ (3.16)
$`G_{ij}\dot{b}^i\dot{b}^j`$ $`=`$ $`k.`$ (3.17)
Here the dot denotes the derivative with respect to $`\tau `$. Hence, in this time coordinate, the fields $`b^i`$ move along geodesics in moduli space subject to the constraint (3.16) from special geometry and the kinetic energy constraint (3.17). Unfortunately, the equation (3.15) is hard to solve in general due to the second non-linear term. However, for a sufficiently small time interval and slow motion this term can be neglected. In other words, the geodesics are well approximated by straight lines

$$b^i=c^i+p^i\tau +O(\tau ^2)$$
(3.18)
in moduli space, where $`c^i`$ and $`p^i`$ are constants, as long as

$$|\tau |\left|\frac{2p^i}{\mathrm{\Gamma }_{jk}^i(c)p^ip^j}\right|.$$
(3.19)
This approximation also implies that we neglect the kinetic energy of the fields $`b^i`$ compared to the other fields, that is, from Eq. (3.17), we consider a solution with $`k0`$. Accordingly, this value for $`k`$ has to be inserted into the relation (3.13). Within our approximation, the special geometry constraint (3.16) turns into two conditions, namely

$$d_{ijk}c^ic^jc^k=6,d_{ijk}c^ic^jp^k=0.$$
(3.20)
These algebraic equations can be easily solved for given intersection numbers. This completes our approximate solution.

Let us now apply this result to a flop transition. We assume, for simplicity, that the flop occurs in the $`b^1`$ direction and at $`b^1=0`$. By setting $`c^1=0`$ in our solution (3.18) we can, in fact, arrange the flop to take place at time $`\tau =0`$. Now we consider two solutions of the above type with intersection numbers $`d_{ijk}`$ and $`\stackrel{~}{d}_{ijk}`$. We recall that $`d_{111}`$ is the only intersection number which changes (as given in Eq. (2.27)) across the transition. Since we have set $`c^1=0`$ this particular intersection number drops out of the constraints (3.20) which need to be satisfied for a valid solution. We are, therefore, free to choose the same constants $`c^i`$, $`p^i`$, solving the constraints (3.18), on both sides of the flop. This leads to two solutions, for either topology, which can be continuously matched together at the flop transition for $`\tau =0`$. Further, our approximation is valid for a certain period of time before and after the flop as quantified by the condition (3.19). The scale factors $`\alpha `$ and $`\beta `$ and the dilaton $`\varphi `$ are unaffected by the transition in that they evolve according to (3.11) with the same expansion powers $`p_\alpha `$, $`p_\beta `$ and $`p_\varphi `$ on both sides of the transition. These results suggest that the system indeed evolves through the transition into the moduli space of the topologically distinct Calabi-Yau space and, hence, that the topology change is dynamically realized. This picture will be confirmed by our numerical integration further below.

### 3.3 Evolution for non-vanishing transition states

If the transition states no longer vanish, that is $`q0`$, the potential becomes operative and the conclusions of the previous subsection do not apply any more. Clearly, we should not expect to find analytic solutions in this case any more. However, some qualitative features of the evolution can be inferred from the structure of the potential (3.2).

Let us consider small values of the transition state such that the potential (3.2) is dominated by the first term. It is then approximately given by $`Vb^2q^2`$. Note, that this potential, for fixed non-zero $`q`$ has a minimum at $`b=0`$, that is, precisely at the flop point. From this observation and the general shape of the potential it is intuitively clear that a generic evolution will lead to oscillations around $`b=0`$ and will finally settle down to this point. In other words, there is a clear preference for the system to settle down at the transition point rather than complete the transition.

The complete potential (3.2) must still have a minimum at small $`b`$ for fixed non-zero $`q`$ at least as long as $`q`$ is sufficiently small. This suggests that the above argument generalises to this case and this will indeed be confirmed by our numerical integration. In conclusion, this suggest that the system behaves quite differently if we allow non-zero values of the transition states. Previously, for vanishing transition states, we have found that the topology does change dynamically. If $`q0`$, on the other hand, the potential becomes important and favours the region in moduli space close to the flop transition. In this case, the system tends to settle down in the transition region so that the topology change is not completed.

## 4 An explicit model

In this section, we would like to substantiate our previous claims by numerically studying the cosmological evolution of our system. To do this we need to consider a particular example, that is, a particular pair of Calabi-Yau manifolds related by a flop transition which provides us with a concrete set of intersection numbers. We will use the Calabi-Yau spaces described in Refs.  and applied to black hole physics in Refs. .

Concretely, we consider two elliptically fibred Calabi-Yau spaces $`X`$ and $`\stackrel{~}{X}`$, both with a Hirzebruch $`F_1`$ base space and with $`h^{1,1}=3`$. These spaces share a boundary of the Kähler moduli space which corresponds to a flop transition. Following Ref. , both moduli spaces can be covered by a single set of coordinates $`(W,U,T)`$ with the flop transition along $`W=U`$. The Kähler moduli space of $`X`$ corresponds to the coordinate range

$$U>W>0,T>\frac{3}{2}U,$$
(4.1)
and the associated Kähler potential is given by

$$K=\frac{9}{4}U^3+3T^2UW^3.$$
(4.2)
We can use the constraint $`K=6`$ to solve for $`T`$ in terms of the other two moduli resulting in

$$T=\frac{1}{6}\left(\frac{27U^312W^372}{U}\right)^{1/2}.$$
(4.3)
The fields $`b^i`$ which we have previously used are related to $`(W,U,T)`$ by

$$b^1=UW,b^2=W,b^3=T\frac{3}{2}U.$$
(4.4)
This definition implies, from Eq. (4.1), that the fields $`b^i`$ are indeed positive throughout the moduli space of $`X`$. The flop transition is approached as $`b^10`$. Hence, the coefficients $`(\beta ^i)`$ which enter the potential (3.2) are given by $`(\beta ^1,\beta ^2,\beta ^3)=(1,0,0)`$.

For the second Calabi-Yau space $`\stackrel{~}{X}`$ the moduli are in the range

$$W>U>0,T>W+\frac{1}{2}U,$$
(4.5)
and the Kähler potential is given by

$$\stackrel{~}{K}=\frac{5}{4}U^3+3U^2W3UW^2+3T^2U.$$
(4.6)
Solving $`\stackrel{~}{K}=6`$ for $`T`$, as before, leads to

$$\stackrel{~}{T}=\frac{1}{6}\left(\frac{15U^3+36U^2W36UW^272}{U}\right)^{1/2}.$$
(4.7)
From Eq. (2.28), fields $`\stackrel{~}{b}^i`$ which are positive in the moduli space of $`\stackrel{~}{X}`$ can be defined by

$$\stackrel{~}{b}^1=b^1=WU,\stackrel{~}{b}^2=b^2b^1=2WU,\stackrel{~}{b}^3=b^3b^1=T\frac{5}{2}U+W.$$
(4.8)
Note, that the two moduli spaces (4.1) and (4.5) indeed have a common boundary at $`b^1=UW=0`$ which is where the flop transition occurs. Also, using the basis $`b^i`$ as defined above, it is easy to see that the Kähler potentials (4.2) and (4.6) are related by the shift (2.27) in the intersection numbers, as is required for a flop transition.

We will now study the above example using $`W`$ and $`U`$ or, equivalently, $`b^1`$ and $`b^2`$ as the independent variables. It is useful to plot the potential (3.2) as a function of these variables for a fixed value of $`q`$. This has been done in Fig. 1 for a value of $`q=1/3`$.

Obviously, this potential has a minimum in both directions which happens to be at

$$U=W=\left(\frac{3}{10}\right)^{1/3}$$
(4.9)
independent of the value of $`q`$. The associated potential value at the minimum (in units where $`g=1`$) is

$$V_{\mathrm{min}}=\frac{300^{2/3}}{16}q^4.$$
(4.10)
From our previous general argument, we did anticipate a minimum in the direction $`b^1=UW`$. However, a minimum for both fields, located precisely at the flop and, hence, at field values (4.9) independent of $`q`$, comes as a surprise. We do not know whether this is a general feature of the potential (3.2) near flop transitions or particular to this example. Incidentally, we note that, having fixed all moduli $`b^i`$, the shape of the potential (4.10) in the remaining $`q`$-direction is well-suited for inflation. Unfortunately, to be in the slow-roll regime we need that $`q1`$ which, in turn, implies that $`V1`$ in units of the fundamental Planck scale. Such potential values clearly go beyond the region of validity of our five-dimensional effective action and it is, therefore, difficult to conclude anything definite about this tantalising possibility. In any case, we will restrict field values such that $`V`$ does not become too large in the following.

Before studying the flop-transition numerically, let us briefly discuss the other boundaries of the moduli space as described by the conditions (4.1) and (4.5) in relation to the potential. We note that the potential steeply increases towards the boundary directions $`W0`$, $`W\mathrm{}`$ and $`U0`$. Hence, as long as the potential is operative (that is, $`q`$ is non-zero) it prevents evolution towards these boundaries. The same is true for the boundary prescribed by $`U^3(W^3+6)/9`$ as long as one stays in the $`X`$ part of the moduli space, $`b^1=UW>0`$, and $`W`$ is sufficiently small. The potential barrier rapidly vanishes in this direction for increasing $`W`$ in the $`\stackrel{~}{X}`$ part of the moduli space. In our numerical evolution, we will simply avoid this direction of moduli space by choosing suitable initial conditions.

We have numerically integrated the system of equations (3.7), (3.9) for the above example, that is for the Kähler potentials (4.2) and (4.6). Here, we present the results for three characteristic sets of initial conditions which lead to an evolution towards the flop transition region. The precise initial values of all fields are specified in table 1.

Fig. 2 shows the corresponding evolution of the fields as a function of proper time $`t`$. The first set of initial conditions in table 1 leads to a vanishing transitions state, that is, we have chosen $`q(0)=0`$ and $`\dot{q}(0)=0`$. This is precisely the case we have discussed in subsection (3.2). The resulting evolution is shown in the first column of fig. 2. It can be seen that the system, starting off in the moduli space of $`X`$ at $`b^1>0`$, evolves towards the flop transition $`b^1=UW0`$ and then moves on to negative values of $`b^1`$, corresponding to the moduli space of $`\stackrel{~}{X}`$. Hence, the topological transition is indeed dynamically realized as suggested by the previous analytic solution. The picture changes considerably once we allow for a non-vanishing transition state. The second set of initial conditions in table 1 corresponds to small, non-vanishing values of $`q(0)`$ and $`\dot{q}(0)`$. Again, the system starts out in the $`X`$ moduli space and evolves towards the flop. The associated plots in the second row of fig. 2 show that after a few large initial oscillations around $`b^1=0`$ the system stabilises at $`b^1=UW0`$ and, hence, at the flop transition. A similar behaviour can be observed for larger initial values $`q(0)`$, as in the third set in table 1 with associated plots in the third column of fig. 2.

## 5 Conclusions

We have shown in this paper that the dynamics of M-theory flop transitions strongly depends on whether or not the transition states which become light at the flop are taken into account. If these modes are exactly set to zero the moduli space evolution proceeds freely and the topology change can indeed be dynamically realized, that is, the system moves between two topologically different Calabi-Yau spaces related by a flop for appropriate but generic initial conditions. For non-vanishing values of the transition modes, however, a potential becomes operative which generically stabilises moduli fields at the flop. Hence, the system does not really evolve into the moduli space of the flopped Calabi-Yau manifold and the transition remains incomplete. One may argue that this latter case is likely since non-vanishing values of the transition states represent a more generic set of field configurations in the early universe. If this is indeed the case, the region in moduli space close to a flop is preferred by the dynamics of the system.

It is likely that our results can be transferred to heterotic M-theory which provides a more realistic setting for low-energy physics from M-theory. To do this, we have to compactify the fifth dimension on a line interval and couple the five-dimensional $`N=1`$ bulk supergravity used in this paper to $`N=1`$ theories on the two boundaries . The vacuum state of this theory is a static BPS domain wall which corresponds to a certain path in the Calabi-Yau Kähler moduli space as one moves between the boundaries. Using this property of the vacuum state, one can, in fact, construct static vacua of heterotic M-theory with an inherent flop transition , that is, vacua with the flop occurring at a particular point in the interval. Assuming the results of this paper indeed transfer to heterotic M-theory, it is these inherently flopped vacua which would be preferred by the dynamical evolution of the system.

Acknowledgements
We would like to thank Natxo Alonso-Alberca for collaboration at an early stage of this project. A. L. is supported by a PPARC Advanced Fellowship. M. B. is supported by a Graduiertenkolleg Fellowship of the DFG.


text:
# 𝐿₁ Compactness of bounded 𝐵𝑉 Sets

## Proof

For the purpose of establishing the compactness criterion, it will be necessary to bound integrals of the form $`_0^1V(x+h)V(x)dx`$ for monotone non-decreasing $`V`$ on $`[0,1]`$, constant on $`[1,\mathrm{})`$, for $`h>0`$. Since $`_0^1V(x+h)𝑑x=_h^{1+h}V(x)𝑑x`$, the difference integrates to $`_1^{1+h}V(x)𝑑x_0^hV(x)𝑑x`$, bounded by $`2h[V(1)V(0)]`$. It thus appears that the integral of the differences goes to 0 with $`h`$, uniformly in the rise $`V(1)V(0)`$ of $`V`$. If $`V`$ is the variation of a $`BV`$ function $`F`$, then the same bound holds for $`|F(x+h)F(x)|𝑑x`$. If the $`V`$ are functions of other variables, one can also obtain this uniformity for the integrals extended over bounded (in measure) subsets of these.

## The Compactness Criterion

A bounded subset $`𝒦`$ of $`L_1(U)`$ ($`U`$ open bounded), satisfying$`lim_{t0}|f(s+t)f(s)|𝑑s=0`$ uniformly for $`f𝒦`$ is precompact.

The hypothesis entails (by $`ss+t_0`$) the formally stronger $`|f(s+t)f(s+t_0)|𝑑s0`$ for every $`t_0`$ and uniformly in $`t_0`$ as well as in $`𝒦`$.

$`(M_rf)s:=\text{-}_{B_r}f(s+t)𝑑t`$ ($`\text{-}_E:=(1/|E|)`$, average of integrand over measurable $`E`$; $`B_r:=`$ centered ball of radius $`r`$) is uniformly equicontinuous in $`𝒦`$ and $`rr_0>0`$ and has the same $`L_1`$ norm as $`f`$ – hence, this set of $`M_rf`$ is precompact (in $`C`$, by Ascoli, hence) in $`L_1`$.

$`M_rff=|\text{-}_{B_r}f(s+t)f(s)dt|𝑑sf_{B_r}|f(s+t)f(s)|𝑑s𝑑tsup_{tB_r}|f(s+t)f(s)|𝑑s0`$ as $`r0`$, uniformly in $`𝒦`$. It thus suffices to verify that $`\{M_rf:r>0,f𝒦\}`$ is precompact and for this, that every sequence with $`r0`$ has a subsequence every two terms of which are $`<1/n`$ apart. For any such sequence, find an $`r_0`$ below which $`M_rf`$ is within $`1/2n`$ of $`f`$ uniformly in $`𝒦`$ and use the precompactness of the $`M_{r_0}f`$ to extract such a subsequence. By diagonalizing, this will produce a Cauchy subsequence.

## $`BV`$ Varieties

The (more precisely, “A”) *variation* of an $`n`$\- argument real-valued locally integrable function $`F`$ in an open bounded set $`U`$ is defined to be the sup of $`_UF\phi dx`$ over the $`C^{}\phi `$ to $`[1+1]`$ with compact support in $`U`$.

The integral is a sum of $`n`$ terms $`_UF\phi _ı/x_ıdx_ıd\stackrel{~}{x}_ı`$ where $`d\stackrel{~}{x}_ı`$ is the element of $`(n1)`$-volume in the co-ordinate hyperplane orthogonal to the $`x_ı`$\- axis and $`\phi _ı`$ is the $`ı^{th}`$ component of $`\phi `$. Since $`\phi `$ could have just this component different from 0, the sup of the sum dominates the sup of each term; and the sum of these non-negative sups dominates the sup of their sum. Hence bounded variation comes to finiteness of the $`n`$ sups of $`_UF\phi _ı/x_ıdx_ıd\stackrel{~}{x}_ı=_U\phi _ıd_ıFd\stackrel{~}{x}_ı`$ where $`d_ıF`$ is the distribution in $`x_ı`$ obtained from $`F`$ by fixing the other co-ordinates; the minus sign can be dropped since the $`\phi `$’s are closed for negation. The value of the integral is unchanged by making $`F`$ right continuous in $`x_ı`$, so assume it so. The sup is dominated by the “Tonelli Variation” $`V_x(F)𝑑\stackrel{~}{x}`$, the integrand being the classical variation of right continuous $`F`$ with all the variables other than $`x`$ fixed.111The integrand is positive measurable as limit of a sequence of such; a priori the integral could be infinite. This quantity is actually attained by the sup as we now show.

It would suffice to attain an arbitrary approximating sum whose terms are measures of finitely many disjoint $`\stackrel{~}{x}`$-measurable subsets with values of the integrand at points in the sets as coefficients: this integrand is itself a sup of approximating sums: $`\mathrm{\Sigma }|F(t_{1+1})F(t_ı)|`$ with $`t_ı`$ points of continuity of $`F`$.

It is easy to find a sequence of $`[1,+1]`$-valued $`C^{}`$ functions on a real interval $`[s_ıt]`$ vanishing, along with their derivatives, at $`s`$ and $`t`$ which increase pointwise to $`1_{(s_ıt)}`$; the integral of this sequence against $`BVdF`$ converges to $`F(t^{})F(s^+)`$. Glueing together translates of this sequence or its negative yields a $`C^{}`$ sequence to $`[1,+1]`$ whose integral against $`dF`$ converges to $`\mathrm{\Sigma }|F(t_{1+1})F(t_ı)|`$ provided the partition points $`t_ı`$ are restricted to points of continuity of $`F`$.

One can also find a sequence of $`[1,+1]`$\- valued $`C^{}`$ functions on $`\stackrel{~}{X}`$ which converges a.e. to the characteristic function of a given measurable set: represent the set and its complement a.e. as a union of a sequence of closed sets; for like-indexed pairs find (by Urysohn) a continuous function 1 on the contained closed set and 0 on the one disjoint; and approximate the resulting sequence (by Weierstrass-Stone) by a $`C^{}`$ sequence with the same pointwise limit. The $`\stackrel{~}{x}`$-integral of these functions converges to the measure of the set (which the function characterizes) and so their pairwise product with the real ($`x`$-) variable sequence previously constructed yields a $`C^{}`$ sequence on $`\stackrel{~}{X}\times X`$ to $`[1,+1]`$ whose $`\phi 𝑑F𝑑x`$ converges to $`\mathrm{\Sigma }|F(t_{i+ı})F(t_i)|`$ multiplied by the measure of the $`\stackrel{~}{x}`$-subset, which is one term of the sought for approximating sum; adding these finitely many sequences pointwise yields a sequence converging to the full sum.

P.S. The same result is valid with the usual (Vitali) notion of $`BV`$: Over a bounded domain, a uniformly $`BV`$, $`L_1`$-bounded set of functions is uniformly bounded (for if the values at some point were unbounded then by $`BV`$ uniformity so would be their lower bounds uniformly over the domain; and then again by uniform $`BV`$, the pointwise bounded set would be uniformly bounded over the domain). By Helly’s Selection Theorem, some subsequence converges pointwise, whence by the uniform boundedness, in $`L_1`$.