text:
# The redshift determination of GRB 990506 and GRB 000418 with the Echellete Spectrograph Imager on Keck

## 1 Introduction

The determination of redshifts continue to play a crucial rôle in the understanding of the physics of GRBs. Without redshifts, we are unable to translate observed fluences and angular burst-host offsets into physically meaningful quantities. That redshift is an integral part of the physical modeling of the afterglow is best demonstrated by the immense difficulty in modeling the afterglow of GRB 980329 (Yost et al., 2002), a GRB that enjoys an abundance of pan-chromatic afterglow observations but unfortunately lacked a measurement of redshift.

Emission spectra of GRB hosts themselves are valuable given the potential use of GRBs to infer the star-formation history of the Universe. Since $`\gamma `$-rays penetrate dust, a GRB-defined sample does not suffer from the well known biases of optical/UV samples. In addition, the high-accuracy astrometric localizations afforded by radio observations (with, e.g., the Very Large Array; VLA) and/or X-ray (Chandra) offer significant observational advantages over a sub-millimeter-defined sample. Indeed, one great hope for the utility of GRBs is in revealing the star-formation history at extremely high redshifts (e.g., Bromm & Loeb, 2002) since the brilliance of the prompt emission allows these events to be seen to redshifts well beyond 10 (Lamb & Reichart, 2000).

GRB 990506, is a canonical “dark burst,”111GRB 970828 is another such dark burst, with a similar detection history as GRB 990506 (Djorgovski et al., 2001a): later optical observations showed that the radio-localized host of GRB 970828 was a dusty galaxy at $`z1`$. with a radio-detected afterglow with no optical transient emission (Taylor et al., 2000). Since no transient optical emission was detected from the afterglow, an optical absorption-line redshift of GRB 990506 was impossible to obtain. Taylor et al. (2000) discovered an apparent two-galaxy system in optical data from Keck consistent with the radio transient position. Subsequent imaging from the Hubble Space Telescope (HST) revealed the putative two-galaxy system to be morphologically distinct (Holland et al., 2000). Bloom et al. (2002) later refined the radio$``$HST astrometry to show that the radio afterglow position is only consistent with the southwest component; this component is identified as the host of GRB 990506. However, given the poor astrometric tie between the radio and the optical positions, as noted by Bloom et al., the GRB 990506–galaxy association is one of the more tenuous identifications of a host galaxy.

GRB 000418 is famous for two reasons. First, it is still one of the best cases for collimated ejecta of a GRB explosion (Berger et al., 2001). More important, the host galaxy has been detected in the radio (using the Very Large Array, VLA) and the sub-millimeter bands (using the Sub-millimeter Common User Bolometer Array, SCUBA, on the James Clerk Maxwell Telescope); see Berger et al. (2002). If the sub-mm emission arises from reprocessing of stellar UV light by dust (as opposed to arising from AGN activity) then the inferred star-formation rate is very high. If so, this galaxy can potentially provide information about the nature of these ultra-luminous galaxies and their contribution to the global star formation rate.

Here we present the spectroscopic observations of the hosts of GRB 000418 and GRB 990506. The discussion of GRB 000418 here expands our preliminary announcement of the redshift of the host (Bloom et al., 2000b). In §2 we describe the observations and reductions that led to the redshift determinations (presented in §§34). In §5 we discuss some of the implications of the redshift detections in the context of GRB host galaxies.

## 2 Observations and Reductions

The observations of both GRB host galaxies were obtained in the echellete mode of the Echellete Spectrograph Imager (ESI; Sheinis et al., 2002) on the Keck II 10-m telescope atop Mauna Kea, Hawaii. The detector is a $`2\mathrm{k}\times 4\mathrm{k}`$ pixel Lincoln Labs CCD with low readnoise (r.m.s. $``$ 2.6 electron) and small dark current (2.1 electron pixel-1 hr-1). The wavelength coverage is complete from $`3900`$ Å to 1 $`\mu `$m spanning 10 echellete orders (orders 15 through 6, increasing with wavelength). The (inverse) dispersion is nearly constant at 11.5 km s-1 pixel-1. For all of our observations we used the 1.0 arcsec $`\times `$ 20.0 arcsec slit.

The putative host galaxies were identified as the galaxies nearest the astrometric position of the GRB afterglows. Bloom et al. (2002) estimated the chance that the afterglows were unrelated to the presumed host at $`P_{\mathrm{ch}}=0.044`$ (GRB 990506) and $`P_{\mathrm{ch}}=0.0004`$ (GRB 000418). The brightness of these galaxies are $`R=24.0\pm 0.3`$ mag (GRB 000418; Bloom et al., 2000a) and $`R=24.3\pm 0.3`$ mag (GRB 990506; Taylor et al., 2000). Both the galaxies are compact (half-light radius $`<`$ 0.2 arcsec) as measured by HST/STIS observations (Metzger et al., 2000; Holland et al., 2000; Bloom et al., 2002). A summary of the observations of both GRB hosts is presented in Table 1. For both sources, we centered the slit on a bright nearby star and then offset the telescope to the host galaxy by a distance derived from our ground-based astrometric solution of the field. Exposures of the listed spectrophotometric standard stars from Oke (1990) were obtained immediately following the last GRB host exposure. All science and calibration data were taken near the parallactic angle.

The data were reduced and calibrated using the standard spectral reduction packages in IRAF222IRAF is distributed by the National Optical Astronomy Observatories, which are operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the National Science Foundation., primarily the packages CCDRED, NOAO/ONEDSPEC and ECHELLE. For completeness we outline the steps taken. The data were first debiased using the overscan region of the CCD and then bad pixels were replaced using FIXPIX. A flat field was constructed from five domeflats taken at the beginning of the night and applied to the science data. Cosmic-rays were identified by finding statistically significant high-valued pixels in the ratio of each science image with the median of the science images. The cosmic ray pixels were then replaced using FIXPIX. Using IDENTIFY, REIDENTIFY, and FITCOORDS we characterized the curvature of the 10 echellete orders using a trace of a bright star which we stepped along the slit with a constant two arcsecond offset. A plate scale in the spatial direction for each echellete order was also obtained using these spectra. Rectification (setting the dispersion and spatial axes to be orthogonal) of the science image was performed using the task TRANSFORM with flux conservation.

In each image, the 10 orders were then cut into individual longslit 2-d spectra. The background sky was removed from each spectra using BACKGROUND. Since a feature near 8600 Å was readily identifiable (see below) in order seven (8006 Å $`<\lambda <`$ 9377 Å) of each exposure of GRB 990506 we coadded the background subtracted spectra in order seven using IMCOMBINE by determining the offset in pixels along the spatial direction of this feature from exposure to exposure. Spectrograms in the other orders were combined by scaling the offsets determined in order seven using the empirically-determined spatial scales in each order. Similarly, for GRB 000418, we determined offsets using the emission feature at 7900 Å.

The continuum of the host of GRB 990506 is not detected in the blue (orders 15 to 9 corresponding to 3756 Å $`<\lambda <`$7297 Å) and marginally detected in the three remaining red orders. Wavelength calibration was performed in the red orders using the night sky lines only. The density of these lines in the red is sufficiently high that arc line spectra were not required for wavelength calibration. In the seventh echellete order, a good wavelength solution was obtained with a seven order Legendre polynomial which resulted in an r.m.s. uncertainty of 0.16 Å. The small air-to-vacuum and heliocentric corrections were made using DISPTRANS, RVCORRECT, and DOPCOR. The flux calibration using the standard star observations were performed using STANDARD, SENSFUNC, and CALIBRATE.

We produced a final co-added flux calibrated spectrum of the host of GRB 000418 using the five 1200-s exposures (Table 1) and following the reduction procedure as described above for GRB 990506. We dereddened the 000418 host spectrum using the extinction measure of $`E(BV)`$ = 0.3296 from Schlegel et al. (1998). Unlike the case for GRB 990506, since the night was not photometric, a zero-point adjustment was made using the calibrated and extinction corrected Gunn i magnitude (i = 23.38 $`\pm `$ 0.10 mag) from Berger et al. (2001) at the time of the spectroscopic observations. Using the zeropoint from Fukugita et al. (1995), the continuum flux at the effective wavelength of the Gunn i (for a spectrum with $`f_\nu \nu ^2`$) should have been $`f_\nu (7973`$ Å) $`=2.12\mu `$Jy whereas the measured value is 1.10 $`\mu `$Jy. We thus scaled the spectrum by a factor of 1.93 and estimate a zeropoint error of 30%.

## 3 The Redshift of GRB 990506

We visually identified an apparent doublet emission feature near 8600 Å in order seven of each 900s spectrum. The spatial location of this feature was used to coadd the dithered spectra as described above. Unfortunately this apparent doublet is separated by a sky line (O-H 8597.4 Å). However, given that the sky line and the fringing at this wavelength are both relatively weak, we are confident that the sky subtraction did not significantly alter the morphology of the feature; that is, we believe the feature is indeed a doublet (such as \[O II\]) and not a single broad emission line (such as Lyman $`\alpha `$). In fact the sky line only overlaps the redward wing of the bluer emission line; the shape and flux in the red emission line is largely unaffected by the sky line. A portion of the 2-dimensional spectrogram of the host of GRB 990506 is displayed in Figure 1. The \[O II\] emission doublet is clearly visible as is the faint continuum.

Using the $`\chi ^2`$-minimization deblending algorithm in IRAF/SPLOT we preliminarily fit two Gaussian profiles plus a continuum to the emission features in surrounding region allowing all the parameters to be fit independently. The central wavelengths of the two emission lines was found to be $`\lambda _1`$ = 8596.80 Å and $`\lambda _2`$ = 8603.25 Å. If we associate these lines with \[O II\] $`\lambda \lambda `$ 3727.092, 3729.875 then the implied redshift is $`z_1`$ = 1.30657 and $`z_2`$ = 1.30658. That these two redshifts agree, greatly strengthens the association of these lines with \[O II\] emission.

Given the interpretation of the emission features as due to \[O II\], we refine the redshift determination by fixing the relative separation of the two features to be the ratio of the \[O II\] doublet in vacuo. Since the blueward line was closer in wavelength to the sky line we also fix the Gaussian FWHM of the blueward feature to be that of the redward feature (3.9 pixels). The emission redshift of the host of GRB 990506 so determined is $`z(990506)=1.306576\pm 0.000042`$. This includes the statistical uncertainty in the wavelength solution and the wavelength centering of the doublet.

A confirmation of the redshift using other emission lines proves difficult as most of the other strong nebular line emission features associated with star formation (H$`\alpha \lambda `$6563, H$`\beta \lambda `$4861, \[O III\] $`\lambda `$4363, $`\lambda `$ 4959, $`\lambda `$ 5007) are redshifted outside the ESI bandpass. However, the detection of the galaxy in the R-band (Taylor et al., 2000) implies that the feature could certainly not be Lyman $`\alpha `$ $`\lambda `$1216.

Assuming a flat CDM cosmology (e.g., de Bernardis et al., 2000) with $`H_0=65`$ km s-1 Mpc-1, $`\mathrm{\Omega }_M=0.3`$, and $`\mathrm{\Lambda }_0=0.7`$ the luminosity distance to the galaxy is $`3.056\times 10^{28}`$ cm and 1 arcsec is 9.03 kpc (physical) in projection.

## 4 The Redshift of GRB 000418

We detect a strong doublet at $`\lambda 7898`$ Å and identify this doublet with the \[O II\] doublet due to emission from the underlying host galaxy at redshift $`z1.1181`$. A subsequent search for associated star-formation emission lines reveals the presence of three faint lines (He I, \[Ne III\], H $`\gamma `$) in the spectrum which corroborate the redshift. The detection of H $`\gamma `$ is marginal relative to the other detections. The identifications of the lines are listed in Table 2. The spectrum in the vicinity of \[O II\] and He I & Ne III are shown in Figure 2. Unlike in the spectrum of GRB 990506, the \[O II\] doublet is not particularly affected/overshadowed by a neighboring sky line, although the proximity of a faint sky line just blueward of the 3727.11 Å line adds to the uncertainty in the measured equivalent width (EW) and luminosity.

The luminosity weighted redshift using the \[O II\], He I and \[Ne III\] lines is $`z(000418)=1.1181\pm 0.0001`$. Using the cosmology assumed above, the luminosity distance to the galaxy is $`2.520\times 10^{28}`$ cm and 1 arcsec is 8.83 kpc (physical) in projection.

## 5 The Nature of the hosts galaxies

### 5.1 The Host Galaxy of GRB 990506

We estimate the unobscured star formation in the host by measuring the flux of the \[O II\] line. First, we assess the accuracy of our flux calibration. At 8600 Å we find that the flux of the continuum is 0.57 $`\mu `$Jy with a red continuum, the slope of which is difficult to fit over a large wavelength range. Taking the continuum spectral index to be $`0.2<\alpha <0.8`$, with $`f_\nu \lambda ^\alpha `$, the flux at the central wavelength of the $`R_C`$ filter is $`0.54>f_\nu (6415`$ Å) $`>0.45\mu `$Jy. Using the zeropoint from Fukugita et al. (1995), the corresponding R-band spectroscopic magnitude is $`24.37<R_C(\mathrm{spect})<24.57`$ mag. This spectrophotometric flux estimate agrees reasonably well with the photometric measurement of $`R=24.3\pm 0.3`$ mag from Taylor et al. (2000). From the difference ($``$ 0.1 mag) we estimate a conservative systematic uncertainty of our flux calibration at 20%.

Using the line-deblending method described above we found the observed flux in the emission doublet to be $`F_{8596}=(7.01\pm 1.2)\times 10^{18}`$ erg s-1 cm-2 and $`F_{8603}=(12.47\pm 1.1)\times 10^{18}`$ erg s-1 cm-2. According to the dust maps of Schlegel et al. (1998), the Galactic extinction in the direction of GRB 990506 is $`E(BV)`$ = 0.0686 mag. Assuming the $`R_V=3.1`$ extinction curve of Cardelli et al. (1989) the dereddened flux at 8600 Å is 10.7% higher than observed. The total dereddened flux in the \[O II\] line is thus, $`F_{[\mathrm{OII}]}=(2.16\pm 0.18)\times 10^{17}`$ erg s-1 cm-2.

The total luminosity in the \[O II\] line is $`L_{[\mathrm{OII}]}=(2.53\pm 0.21)\times 10^{41}`$ erg s-1. We have no a priori determination of the intrinsic extinction due to dust external to the Galaxy so this luminosity should be considered a lower limit. The implied unobscured star formation rate in the GRB host galaxy is, using the relation from Kennicutt (1992), 12.6 $`M_{}`$ yr-1. This estimate is uncertain by $``$10% (statistical) and 20% (systematic).

In the restframe, the total equivalent width is EW$`{}_{[\mathrm{OII}]}{}^{}=36.5\pm 5.44`$ Å. No comparison sample of field galaxy \[O II\] EW measures at comparable redshifts has yet been published, but it is clear that the EW is not especially higher than an extrapolation from the low-redshift sample of Hogg et al. (1998) \[Aside from the redshift differences, we caution against the use of the Hogg sample as a representative sample for comparison to GRB hosts; galaxies in that sample were selected on the basis of optical magnitudes and, given the trend of decreasing EW with increasing apparent galaxy brightness, systematically selects against galaxies of high EW.\] Nevertheless, to this end, the star formation rate per unit mass does not appear to be particularly high for star forming galaxies at comparable redshifts.

The observed EW in the two \[O II\] lines are EW$`{}_{3727.11}{}^{}=30.6\pm 7.9`$ Å and EW$`{}_{3729.86}{}^{}=53.6\pm 9.7`$ Å. The ratio of the lines EW3729/EW$`{}_{3727}{}^{}=1.75\pm 0.55`$. This is consistent with the ratio expected (1.5) in the limit of low density in the host galaxy HII regions (Osterbrock, 1974). Note that the formal error on this ratio, found assuming the statistical errors quoted above on both lines, is likely an overestimate of the true uncertainty since the uncertainty in the continuum level—which is essentially the same for both lines—dominates the statistical error.

### 5.2 The Host Galaxy of GRB 000418

The fluxes and equivalent widths of the observed lines are given in Table 2 and were found using the same deblending method as above. None of the lines appear to be extended beyond the instrumental resolution; that is, all of the lines are narrow. The total (dereddend) flux in the \[O II\] line is $`F_{[\mathrm{OII}]}=(1.4\pm 0.2)\times 10^{16}`$ erg s-1 cm-2 corresponding to a luminosity in the \[O II\] line of $`L_{[\mathrm{OII}]}=(1.1\pm 0.16)\times 10^{42}`$ erg s-1. The implied unobscured star formation rate in the GRB host galaxy is, using the relation from Kennicutt (1992), 55 $`M_{}`$ yr-1. This estimate is uncertain by $``$10% (statistical) and 30% (systematic).

The total observed equivalent width of the \[O II\] line is EWobs = 111 $`\pm `$ 6 Å corresponding to a restframe EWrest = 52.4 $`\pm `$ 2.8 Å. This does appear to be higher than an extrapolation of the Hogg sample and is suggestive of high star formation per unit mass. The ratio of the \[Ne III\] to \[O II\] flux is of interest both as a starburst/AGN discriminator (e.g., Rola et al., 1997) and because several other GRB hosts appear to have a large ratio, indicating very hot HII regions (e.g., Bloom et al., 2001). The observed ratio, $`0.03`$, is lower than that inferred from GRB 970228 and rules out a Seyfert 2 origin of emission (following Fig. 4 of Rola et al., 1997). With the lines observed, we cannot directly address whether the galaxy is a LINER (both H$`\beta `$ and \[O III\] are redshifted outside the range of observability with ESI). However, assuming Case B recombination and little intrinsic extinction, the implied $`\mathrm{H}\beta `$ flux is $`F_{\mathrm{H}\beta }F_{\mathrm{H}\gamma }/0.474=8.4\times 10^{18}`$ erg s-1 cm-2. The implied flux ratios of \[O II\]/H$`\beta `$ and \[Ne III\]/H$`\beta `$, then, place this source comfortably near starburst galaxies and sufficiently away from the locus of known LINERs (Fig. 3a of Rola et al., 1997). We thereby identify the host of GRB 000418 as a starburst galaxy.

The radio and sub-mm detections of the host galaxy of GRB 000418 also indicate a high star formation rate. We estimated the star formation rate using the formulation of Yun & Carilli (2002). As detailed in Berger et al. (2002), the flux density at 350 GHz, $`F_\nu (350\mathrm{GHz})=3.2`$ mJy, implies $`\mathrm{SFR}700`$ M yr-1, while the flux density at 8.46 GHz, $`F_\nu (8.46\mathrm{GHz})=51`$ $`\mu `$Jy, implies $`\mathrm{SFR}330`$ M yr-1. For the radio-to-SFR conversion we assume $`\alpha =0.6`$ (Fomalont et al., 2002). The discrepancy between the two SFR estimates is expected since in both cases there is a $`25\%`$ uncertainty in the flux density. Thus, the SFR implied from the long-wavelength observations is in the range $`250900`$ M yr-1.

Clearly, this SFR estimate is about a factor of $`1020`$ higher than the estimate from the \[O II\] emission. This is not surprising given that the \[O II\] luminosity is a measure of the unobscured SFR, and correction factors of $`510`$ for high redshift galaxies are not uncommon (Adelberger & Steidel, 2000). Interestingly, there was little to no host galaxy extinction inferred in the GRB afterglow itself (Berger et al., 2001).

## 6 Discussion and conclusion

Traditionally, low-resolution spectroscopy ($`R1000`$) has been used to determine emission-line redshifts of GRB hosts. Indeed, on the night previous to the \[O II\] detection of the host of GRB 990506 in echellete mode, a one hour low-resolution long-slit prism spectrum was obtained and no lines were detected. This non-detection motivated our subsequent use of the spectrograph in echellete (medium resolution) mode.

Medium- to high-resolution spectrometers have already been used for the detection of absorption-line redshifts of GRBs (Castro et al., 2000a, b; Mirabal et al., 2002; Savaglio et al., 2002), but the redshifts of the hosts of GRB 000418 and GRB 990506 are the first emission-line redshifts found with a medium-resolution ($`R=13000`$) echellete spectrograph.

This point is worth highlighting from an observational perspective. Given that the throughput of ESI in echellete mode ($`<12\%`$) is approximately 40% smaller than that of the prism long-slit (“high-throughput”) mode (cf. Sheinis et al., 2002), it is not immediately obvious why echellete spectroscopy would be able to detect the redshift of GRB 990506 whereas long-slit spectroscopy failed to detected the line. While both observing modes provide similar wavelength coverage and slit widths, however, the prism long-slit mode results in a lower dispersion with increasing wavelengths (from 1 Å/pixel at 4000 Å to $``$10 Å/pixel at 10,000 Å). This effect causes the numerous sky emission lines to overlap to the extent that, beyond about 6000 Å, almost all pixels are dominated by dispersed sky emission lines. In the echellete-mode, the sky lines are always resolved except for the largest slit widths. Even if sky subtraction were perfect, the noise from the high sky background levels in low-resolution mode more than mitigates, in terms of signal–to–noise, against the gain in throughput.

Is it clear from previous studies that GRB hosts contain moderate levels of unobscured star formation, resulting in strong Balmer line, \[O II\] and Ly $`\alpha `$ emission-lines (see Djorgovski et al., 2001b, for review). Most GRBs, however, appear to occur at redshifts near unity and so H$`\alpha `$ and Ly$`\alpha `$ lines are outside the range of detectability for optical CCDs. At such redshifts, \[O II\], typically the third most luminous star-formation line, resides at $`\lambda >6000`$ ($`z>0.6`$) in the observer’s frame; however, this is the onset of the wavelength regime where the number of prominent sky lines becomes numerous and densely packed. As a faint, typically narrow line (observed FWHM $`<6`$ Å), the \[O II\] line can be easily outshone from a nearby night sky line when the dispersion is low. This was clearly the case in GRB 990506 (Figure 1).

Medium-resolution spectroscopy also affords a better insight into the nature of any emission line detections. Specifically, the ambiguity of single line redshifts (see Stern et al., 2000) is essentially removed since the resolution of ESI is large enough to resolve the \[O II\] doublet (restframe separation of 2.75 Å) for redshifts greater than $`z0.5`$.

From the optical lines, we have shown that the unobscured star-formation rates in the hosts of GRB 990506 and GRB 000418 are $`13`$ and $`55`$ M yr-1, respectively. This may be contrasted with $`\mathrm{SFR}600`$ M yr-1 from sub-mm and radio observations of GRB 000418. Such a discrepancy has been observed in many high-$`z`$ galaxies and it is probably due to dust obscuration. Such a trend, for GRB galaxies, has been previously noted by comparing infrared photometry with spectroscopic star-formation indicators (Chary et al., 2002). More importantly, however, spectroscopy of GRB 000418 has allowed us to determine the redshift to a sub-mm galaxy. This is a significant result since there are only a handful of such galaxies with a measured redshift (e.g., Ledlow et al., 2002). This hints at the unique potential of GRB-selected galaxies in uncovering the redshift distribution of the population of sub-mm galaxies.

Since GRB 990506 is one of only a handful of well-studied dark bursts (also, GRB 000210, Piro et al. 2002 and GRB 970828, Djorgovski et al. 2001a) the measurement of a redshift near the median of other long-duration bursts may suggest a common progenitor population. This emerging trend, of similar redshift distributions, will almost certainly be testable with the advent of systematic absorption redshift determinations for Swift bursts.

The authors thank the generous support of the staff of the W. M. Keck Foundation. JSB gratefully acknowledges the fellowship from the Fannie and John Hertz Foundation and a research grant from the Harvard-Smithsonian Center for Astrophysics. SRK’s research in GRBs is supported by NSF and NASA. SGD acknowledges partial funding from the Bressler Foundation. We thank S. Castro for helpful discussions concerning ESI reductions. The National Radio Astronomy Observatory is a facility of the National Science Foundation operated under cooperative agreement by Associated Universities, Inc. The authors wish to extend special thanks to those of Hawaiian ancestry on whose sacred mountain we are privileged to be guests. Without their generous hospitality, the observations presented herein would not have been possible.


format: text

text:
# Spinor field with induced nonlinearity in a Bianchi type-I Universe

## 1 Introduction

The problem of initial singularity still remains at the center of modern day cosmology. Though Big Bang theory is deep rooted among the scientists dealing with early day cosmology, it is natural to look back if one can model a Universe free from initial singularity.

The nonlinear generalization of classical field theory remains one of the possible ways to over come the difficulties of the theory which considers elementary particles as mathematical points. The gravitational field equation is nonlinear by nature and the field itself is universal and unscreenable. These properties lead to definite physical interest for the proper gravitational field to be considered.

FRW models are widely considered as good approximation of the present and early stages of the universe. But the large scale matter distribution in the observable universe, largely manifested in the form of discrete structures, does not exhibit homogeneity of a higher order. Recent space investigations detect anisotropy in the cosmic microwave background. The theoretical arguments  and recent experimental datas that support the existence of an anisotropic phase that approaches an isotropic one leads to consider the models of universe with anisotropic back-ground. Zel’dovich was first to assume that the early isotropization of cosmological expanding process can take place as a result of quantum effect of particle creation near singularity . This assumption was further justified by several authors .

A Bianchi type-I (BI) Universe, being the straightforward generalization of the flat Freidmann-Robertson-Walker (FRW) Universe, is one of the simplest models of an anisotropic Universe that describes a homogenous and spatially flat Universe. Unlike the FRW Universe which has the same scale factor for each of the three spatial directions, a BI Universe has a different scale factor in each direction, thereby introducing an anisotropy to the system. It moreover has the agreeable property that near the singularity it behaves like a Kasner Universe, even in the presence of matter, and consequently falls within the general analysis of the singularity given by Belinskii et al . Also in a Universe filled with matter for $`p=\zeta \epsilon ,\zeta <1`$, it has been shown that any initial anisotropy in a BI Universe quickly dies away and a BI Universe eventually evolves into a FRW Universe . Since the present-day Universe is surprisingly isotropic, this feature of the BI Universe makes it a prime candidate for studying the possible effects of an anisotropy in the early Universe on present-day observations.

Nonlinear spinor field (NLSF) in external FRW cosmological gravitational field was first studied by Shikin . Here we would like to note that the presence of a singular point to time in its space-time metric is another important property of the isotropic model. The presence such a singular point means that the time is restricted. The motivation for introduction a nonlinear term in the spinor field Lagrangian was to answer the natural question that arises in connection with the presence of singular point, i.e., to what extent the presence of a singular point is an inherent property of the relativistic cosmological models or whether it is only a consequence of specific simplifying assumptions underlying these models. The study by Shikin  shows that the presence of spinor filed nonlinearity is not enough to remove singularity in a FRW space-time. The natural choice was to introduce anisotropy in the model and analyze the nonlinear spinor field equations in an external BI universe that was carried out in  Recently, we study  the role of the cosmological constant ($`\mathrm{\Lambda }`$) in the Lagrangian which together with Newton’s gravitational constant ($`G`$) is considered as the fundamental constants in Einstein’s theory of gravity. We also considered an interacting system of spinor and scalar field in a BI space-time .

In this report we consider a self-consistent system of spinor, scalar and Bianchi type-I gravitation fields in presence of perfect fluid and $`\mathrm{\Lambda }`$-term in an attepmt to
$``$ Obtain exact solutions to the nonlinear spinor, scalar and gravitational fields;
$``$ Study initial singularity and possibilities of its elimination;
$``$ Isotropization of initially anisotropic cosmological model;
$``$ Possibility of the existence of oscillating models;
$``$ Role of $`\mathrm{\Lambda }`$-term and perfect fluid in the evolution of BI universe.

## 2 Fundamental Equations and general solutions

The action of the nonlinear spinor, scalar and gravitational fields can be written as

$$𝒮(g;\psi ,\overline{\psi },\phi )=L\sqrt{g}𝑑\mathrm{\Omega }$$
(1)
with

$$L=L_\mathrm{g}+L_{\mathrm{sp}}+L_{\mathrm{sc}}+L_{\mathrm{int}}+L_\mathrm{m}.$$
(2)
Here $`L_{\mathrm{sp}}`$ is the spinor field Lagrangian given by

$$L_{\mathrm{sp}}=\frac{i}{2}\left[\overline{\psi }\gamma ^\mu _\mu \psi _\mu \overline{\psi }\gamma ^\mu \psi \right]m\overline{\psi }\psi .$$
(3)
The mass-less scalar field Lagrangian is chosen as

$$L_{\mathrm{sc}}=\frac{1}{2}\phi _{,\alpha }\phi ^{,\alpha }$$
(4)
while the interaction Lagrangian we choose

$$L_{\mathrm{int}}=\frac{\lambda }{2}\phi _{,\alpha }\phi ^{,\alpha }F,$$
(5)
with $`\lambda `$ being the coupling constant and $`F`$ is some arbitrary functions of invariants generated from the real bilinear forms of a spinor field. We choose the nonlinear $`F`$ to be the function of $`I=S^2=(\overline{\psi }\psi )^2`$ and $`J=P^2=(i\overline{\psi }\gamma ^5\psi )^2`$, i.e., $`F=F(I,J)`$, that describes the nonlinearity in the most general of its form .

$`L_\mathrm{g}`$ corresponds to the gravitational field

$$L_\mathrm{g}=\frac{R+2\mathrm{\Lambda }}{2\kappa },$$
(6)
where $`R`$ is the scalar curvature, $`\kappa =8\pi G`$ with G being the Einstein’s gravitational constant and $`\mathrm{\Lambda }`$ is the cosmological constant. The gravitational field in our case is given by a Bianchi type I (BI) metric in the form

$$ds^2=dt^2a^2(t)dx^2b^2(t)dy^2c^2(t)dz^2,$$
(7)
with $`a(t),b(t),c(t)`$ being the functions of time only.

Variation of (1) with respect to spinor field $`\psi (\overline{\psi })`$ gives nonlinear spinor field equations

$`i\gamma ^\mu _\mu \psi m\psi +𝒟\psi +𝒢i\gamma ^5\psi `$ $`=`$ $`0,`$ (9)
$`i_\mu \overline{\psi }\gamma ^\mu +m\overline{\psi }𝒟\overline{\psi }𝒢i\overline{\psi }\gamma ^5`$ $`=`$ $`0,`$ (10)
where we denote

$$𝒟=\lambda S\phi _{,\alpha }\phi ^{,\alpha }\frac{F}{I},𝒢=\lambda P\phi _{,\alpha }\phi ^{,\alpha }\frac{F}{J},$$

whereas, variation of (1) with respect to scalar field yields the following scalar field equation

$$\frac{1}{\sqrt{g}}\frac{}{x^\nu }\left(\sqrt{g}g^{\nu \mu }(1+\lambda F)\phi _{,\mu }\right)=0.$$
(11)
Varying (1) with respect to metric tensor $`g_{\mu \nu }`$ one finds the Einstein’s field equation

$`{\displaystyle \frac{\ddot{b}}{b}}+{\displaystyle \frac{\ddot{c}}{c}}+{\displaystyle \frac{\dot{b}}{b}}{\displaystyle \frac{\dot{c}}{c}}`$ $`=`$ $`\kappa T_1^1\mathrm{\Lambda },`$ (13)
$`{\displaystyle \frac{\ddot{c}}{c}}+{\displaystyle \frac{\ddot{a}}{a}}+{\displaystyle \frac{\dot{c}}{c}}{\displaystyle \frac{\dot{a}}{a}}`$ $`=`$ $`\kappa T_2^2\mathrm{\Lambda },`$ (14)
$`{\displaystyle \frac{\ddot{a}}{a}}+{\displaystyle \frac{\ddot{b}}{b}}+{\displaystyle \frac{\dot{a}}{a}}{\displaystyle \frac{\dot{b}}{b}}`$ $`=`$ $`\kappa T_3^3\mathrm{\Lambda },`$ (15)
$`{\displaystyle \frac{\dot{a}}{a}}{\displaystyle \frac{\dot{b}}{b}}+{\displaystyle \frac{\dot{b}}{b}}{\displaystyle \frac{\dot{c}}{c}}+{\displaystyle \frac{\dot{c}}{c}}{\displaystyle \frac{\dot{a}}{a}}`$ $`=`$ $`\kappa T_0^0\mathrm{\Lambda },`$ (16)
where point means differentiation with respect to $`t`$ and $`T_\nu ^\mu `$ is the energy-momentum tensor of the material field given by

$$T_\mu ^\nu =T_{\mathrm{sp}\mu }^\nu +T_{\mathrm{sc}\mu }^\nu +T_{\mathrm{int}\mu }^\nu +T_{\mathrm{m}\mu }^\nu .$$
(17)
Here $`T_{\mathrm{sp}\mu }^\nu `$ is the energy-momentum tensor of the spinor field

$$T_{\mathrm{sp}\mu }^\rho =\frac{i}{4}g^{\rho \nu }\left(\overline{\psi }\gamma _\mu _\nu \psi +\overline{\psi }\gamma _\nu _\mu \psi _\mu \overline{\psi }\gamma _\nu \psi _\nu \overline{\psi }\gamma _\mu \psi \right)\delta _\mu ^\rho L_{sp}$$
(18)
where $`L_{sp}`$ with respect to (2) takes the form

$$L_{sp}=\left(𝒟S+𝒢P\right).$$
(19)
The energy-momentum tensor of the scalar field $`T_{\mathrm{sc}\mu }^\nu `$ is given by

$$T_{\mathrm{sc}\mu }^\nu =\phi _{,\mu }\phi ^{,\nu }\delta _\mu ^\nu L_{\mathrm{sc}}.$$
(20)
For the interaction field we find

$$T_{\mathrm{int}\mu }^\nu =\lambda F\phi _{,\mu }\phi ^{,\nu }\delta _\mu ^\nu L_{\mathrm{int}}.$$
(21)
$`T_{\mu (m)}^\nu =(\epsilon ,p,p,p)`$ is the energy-momentum tensor of a perfect fluid. Energy $`\epsilon `$ is related to the pressure $`p`$ by the equation of state $`p=\zeta \epsilon `$. Here $`\zeta `$ varies between the interval $`0\zeta \mathrm{\hspace{0.17em}1}`$, whereas $`\zeta =\mathrm{\hspace{0.17em}0}`$ describes the dust Universe, $`\zeta =\frac{1}{3}`$ presents radiation Universe, $`\frac{1}{3}<\zeta <\mathrm{\hspace{0.17em}1}`$ ascribes hard Universe and $`\zeta =\mathrm{\hspace{0.17em}1}`$ corresponds to the stiff matter.

The explicit form of the covariant derivative of spinor is

$`_\mu \psi `$ $`=`$ $`{\displaystyle \frac{\psi }{x^\mu }}\mathrm{\Gamma }_\mu \psi ,`$ (23)
$`_\mu \overline{\psi }`$ $`=`$ $`{\displaystyle \frac{\overline{\psi }}{x^\mu }}+\overline{\psi }\mathrm{\Gamma }_\mu ,`$ (24)
where $`\mathrm{\Gamma }_\mu (x)`$ are spinor affine connection matrices. For the metric (7) one has the following components of the affine spinor connections

$`\mathrm{\Gamma }_0=0,\mathrm{\Gamma }_1={\displaystyle \frac{1}{2}}\dot{a}(t)\overline{\gamma }^1\overline{\gamma }^0,\mathrm{\Gamma }_2={\displaystyle \frac{1}{2}}\dot{b}(t)\overline{\gamma }^2\overline{\gamma }^0,\mathrm{\Gamma }_3={\displaystyle \frac{1}{2}}\dot{c}(t)\overline{\gamma }^3\overline{\gamma }^0.`$ (25)
We study the space-independent solutions to the spinor and scalar field equations (2) and (11) so that $`\psi =\psi (t)`$ and $`\phi =\phi (t)`$. defining

$$\tau =abc=\sqrt{g}$$
(26)
from (11) for the scalar field we have

$$\phi =C\frac{dt}{\tau (1+\lambda F)}.$$
(27)
The spinor field equation (9) we rewrite as

$$i\overline{\gamma }^0\left(\frac{}{t}+\frac{\dot{\tau }}{2\tau }\right)\psi m\psi +𝒟\psi +𝒢i\gamma ^5\psi =0.$$
(28)
Setting $`V_j(t)=\sqrt{\tau }\psi _j(t),j=1,2,3,4,`$ from (28) one deduces the following system of equations:

$`\dot{V}_1+i(m𝒟)V_1𝒢V_3`$ $`=`$ $`0,`$ (30)
$`\dot{V}_2+i(m𝒟)V_2𝒢V_4`$ $`=`$ $`0,`$ (31)
$`\dot{V}_3i(m𝒟)V_3+𝒢V_1`$ $`=`$ $`0,`$ (32)
$`\dot{V}_4i(m𝒟)V_4+𝒢V_2`$ $`=`$ $`0.`$ (33)
From (9) we also write the equations for the invariants $`S,P`$ and $`A=\overline{\psi }\overline{\gamma }^5\overline{\gamma }^0\psi `$

$`\dot{S}_02𝒢A_0`$ $`=`$ $`0,`$ (35)
$`\dot{P}_02(m𝒟)A_0`$ $`=`$ $`0,`$ (36)
$`\dot{A}_0+2(m𝒟)P_0+2𝒢S_0`$ $`=`$ $`0,`$ (37)
where $`S_0=\tau S,P_0=\tau P`$, and $`A_0=\tau A`$, leading to the following relation

$$S^2+P^2+A^2=C^2/\tau ^2,C^2=\mathrm{const}.$$
(38)
Giving the concrete form of $`F`$ from (28) one writes the spinor functions in explicit form and using the solutions obtained one can write the components of spinor current:

$$j^\mu =\overline{\psi }\gamma ^\mu \psi .$$
(39)
The component $`j^0`$

$$j^0=\frac{1}{\tau }\left[V_1^{}V_1+V_2^{}V_2+V_3^{}V_3+V_4^{}V_4\right],$$
(40)
defines the charge density of spinor field that has the following chronometric-invariant form

$$\varrho =(j_0j^0)^{1/2}.$$
(41)
The total charge of spinor field is defined as

$$Q=\underset{\mathrm{}}{\overset{\mathrm{}}{}}\varrho \sqrt{^3g}𝑑x𝑑y𝑑z=\varrho \tau V,$$
(42)
where $`V`$ is the volume. From the spin tensor

$$S^{\mu \nu ,ϵ}=\frac{1}{4}\overline{\psi }\left\{\gamma ^ϵ\sigma ^{\mu \nu }+\sigma ^{\mu \nu }\gamma ^ϵ\right\}\psi .$$
(43)
one finds chronometric invariant spin tensor

$$S_{\mathrm{ch}}^{ij,0}=\left(S_{ij,0}S^{ij,0}\right)^{1/2},$$
(44)
and the projection of the spin vector on $`k`$ axis

$$S_k=\underset{\mathrm{}}{\overset{\mathrm{}}{}}S_{\mathrm{ch}}^{ij,0}\sqrt{^3g}𝑑x𝑑y𝑑z=S_{\mathrm{ch}}^{ij,0}\tau V.$$
(45)
Let us now solve the Einstein equations. To do it we first write the expressions for the components of the energy-momentum tensor explicitly:

$`T_0^0`$ $`=`$ $`mS+{\displaystyle \frac{C^2}{2\tau ^2(1+\lambda F)}}+\epsilon ,`$ (46)
$`T_1^1`$ $`=`$ $`T_2^2=T_3^3=𝒟S+𝒢P{\displaystyle \frac{C^2}{2\tau ^2(1+\lambda F)}}p.`$ (48)
In account of (46) from (13), (14),(15) we find the metric functions

$`a(t)`$ $`=`$ $`(D_1^2D_3)^{1/3}\tau ^{1/3}\text{exp}\left[{\displaystyle \frac{2X_1+X_3}{3}}{\displaystyle \frac{dt}{\tau (t)}}\right],`$ (49)
$`b(t)`$ $`=`$ $`(D_1^1D_3)^{1/3}\tau ^{1/3}\text{exp}\left[{\displaystyle \frac{X_1X_3}{3}}{\displaystyle \frac{dt}{\tau (t)}}\right],`$ (50)
$`c(t)`$ $`=`$ $`(D_1D_3^2)^{1/3}\tau ^{1/3}\text{exp}\left[{\displaystyle \frac{X_1+2X_3}{3}}{\displaystyle \frac{dt}{\tau (t)}}\right].`$ (51)
As one sees from (49), (50) and (51), for $`\tau =t^n`$ with $`n>1`$ the exponent tends to unity at large $`t`$, and the anisotropic model becomes isotropic one. Let us also write the invariants of gravitational field. They are the Ricci scalar $`I_1=R1/\tau `$, $`I_2=R_{\mu \nu }R^{\mu \nu }R_\mu ^\nu R_\nu ^\mu 1/\tau ^3`$ and the Kretschmann scalar $`I_3=R_{\alpha \beta \mu \nu }R^{\alpha \beta \mu \nu }1/\tau ^6`$. As we see, the space-time becomes singular at a point where $`\tau =0`$, as well as the scalar and spinor fields. Thus we see, all the functions in question are expressed via $`\tau `$. In what follows, we write the equation for $`\tau `$ and study it in details.

Summation of Einstein equations (13), (14),(15) and (16) multiplied by 3 gives

$$\frac{\ddot{\tau }}{\tau }=\frac{3}{2}\kappa \left(mS+𝒟S+𝒢P+\epsilon p\right)3\mathrm{\Lambda }.$$
(52)
For the right-hand-side of (52) to be a function of $`\tau `$ only, the solution to this equation is well-known .

From energy-momentum conservation law

$$T_{\mu ;\nu }^\nu =T_{\mu ,\nu }^\nu +\mathrm{\Gamma }_{\rho \nu }^\nu T_\mu ^\rho \mathrm{\Gamma }_{\mu \nu }^\rho T_\rho ^\nu =0$$
(53)
in account of $`p=\zeta \epsilon `$ we obtain

$$\epsilon =\frac{\epsilon _0}{\tau ^{1+\zeta }},p=\frac{\zeta \epsilon _0}{\tau ^{1+\zeta }}.$$
(54)
In our consideration of $`F`$ as a function of $`I`$, $`J`$ or $`I\pm J`$ we get these arguments, as well as $`𝒟`$ and $`𝒢`$ as functions of $`\tau `$. Hence the right-hand-side of (52) is a function of $`\tau `$ only. Then (52), multiplied by $`2\dot{\tau }`$ can be written as

$$2\dot{\tau }\ddot{\tau }=\left[3\left(\kappa (mS+𝒟S+𝒢P+\epsilon p)2\mathrm{\Lambda }\right)\tau \right]\dot{\tau }=\mathrm{\Psi }(\tau )\dot{\tau }$$
(55)
Solution to the equation (55) we write in quadrature

$$\frac{d\tau }{\sqrt{\mathrm{\Psi }(\tau )𝑑\tau }}=t+t_0.$$
(56)
From here on we set $`t_0=0`$, as it only gives the shift of the initial time. Given the explicit form of $`F(I,J)`$, from (56) one finds concrete function $`\tau (t)`$. Once the value of $`\tau `$ is obtained, one can get expressions for components $`\psi _j(t),j=1,2,3,4.`$ Thus the initial systems of spinor, scalar and gravitational field equations are completely integrated.

## 3 Analysis of the results

In this section we analyze the system of spinor, scalar and gravitational field for some concrete form of $`F`$.

As it was mentioned earlier, we choose $`F`$ to be a function of $`I`$ and $`J`$ only. We first consider the case with $`F=F(I)`$, that will followed by $`F=F(J)`$.

case (i) Let us consider the case with $`F=F(I)`$. In this case from (35) one finds

$$S=C_0/\tau ,C_0=\mathrm{const}.$$
(57)
In this case for spinor field components we find

$`\psi _1(t)`$ $`=`$ $`{\displaystyle \frac{C_1}{\sqrt{\tau }}}e^{i\beta },\psi _2(t)={\displaystyle \frac{C_2}{\sqrt{\tau }}}e^{i\beta },`$ (58)
$`\psi _3(t)`$ $`=`$ $`{\displaystyle \frac{C_3}{\sqrt{\tau }}}e^{i\beta },\psi _4(t)={\displaystyle \frac{C_4}{\sqrt{\tau }}}e^{i\beta },`$ (60)
with $`C_i`$ being the integration constants and are related to $`C_0`$ as $`C_0=C_1^2+C_2^2C_3^2C_4^2.`$ Here $`\beta =(m𝒟)𝑑t`$.

For the components of the spin current from (39) we find

$`j^0`$ $`=`$ $`{\displaystyle \frac{1}{\tau }}\left[C_1^2+C_2^2+C_3^2+C_4^2\right],j^1={\displaystyle \frac{2}{a\tau }}\left[C_1C_4+C_2C_3\right]\mathrm{cos}(2\beta ),`$ (61)
$`j^2`$ $`=`$ $`{\displaystyle \frac{2}{b\tau }}\left[C_1C_4C_2C_3\right]\mathrm{sin}(2\beta ),j^3={\displaystyle \frac{2}{c\tau }}\left[C_1C_3C_2C_4\right]\mathrm{cos}(2\beta ),`$ (62)
whereas, for the projection of spin vectors on the $`X`$, $`Y`$ and $`Z`$ axis we find

$`S^{23,0}={\displaystyle \frac{C_1C_2+C_3C_4}{bc\tau }},S^{31,0}=0,S^{12,0}={\displaystyle \frac{C_1^2C_2^2+C_3^2C_4^2}{2ab\tau }}.`$ (63)
Total charge of the system in a volume $`𝒱`$ in this case is

$$Q=[C_1^2+C_2^2+C_3^2+C_4^2]𝒱.$$
(64)
Thus, for $`\tau 0`$ the components of spin current and the projection of spin vectors are singularity-free and the total charge of the system in a finite volume is always finite.

Let us set $`F=S^n`$. In this case for $`\tau `$ we write the second order equation

$$\ddot{\tau }=\frac{3\kappa }{2}\left(m+\lambda n\tau ^{n1}/2(\lambda +\tau ^n)^2+\epsilon _0(1\zeta )/\tau ^\zeta \right)3\mathrm{\Lambda }\tau ,$$
(65)
or the one of first order

$$\frac{d\tau }{\sqrt{\kappa [m\tau +\lambda \tau ^n/2(\lambda +\tau ^n)]\mathrm{\Lambda }\tau ^2+\epsilon _0\tau ^{1\zeta }+y_1^2}}=\sqrt{3}t.$$
(66)
Here we set $`C=1`$ and $`C_0=1`$. It should be emphasized that, $`\tau `$ cannot be negative, i.e., it has a lower limit. On the other hand, for $`\mathrm{\Lambda }>0`$, for the integrant of (66) to be positive definite, $`\tau `$ should have some upper limit. $`y_1`$ in (66) is an arbitrary integration constant. Giving boundary conditions the equation (65) can be solved by continuous analog of Newton method , whereas given initial (or asymptotical) value one can numerically solve (66) by Runge-Kutta method. Since $`y_1`$ in (66) is arbitrary, we use continuous analog of Newton method.

Let us formulate the boundary condition. At initial stage perfect fluid plays the principal role and $`\tau `$ at this stage obeys

$$\ddot{\tau }=\frac{3\kappa }{2}\epsilon _0(1\zeta )/\tau ^\zeta ,$$
(67)
with the solution

$$\tau |_{t0}=A=\left[\frac{1+\zeta }{2}(\sqrt{3\kappa \epsilon _0}t+c_1)\right]^{2/(1+\zeta )},c_1=\mathrm{const}.$$
(68)
whereas, at large $`t`$ we have for $`\tau `$

$$\ddot{\tau }=\frac{3\kappa }{2}m3\mathrm{\Lambda }\tau ,$$
(69)
with the solutions

$$\tau |_t\mathrm{}=B=\{\begin{array}{cc}(3/4)\kappa mt^2,& \mathrm{\Lambda }=0,\\ \mathrm{sin}(\sqrt{3\mathrm{\Lambda }}t)+(\kappa m/2\mathrm{\Lambda }),& \mathrm{\Lambda }>0,\\ \mathrm{sinh}(\sqrt{3\mathrm{\Lambda }}t)+(\kappa m/2\mathrm{\Lambda }),& \mathrm{\Lambda }<0.\end{array}$$
(70)
Note that, for the solutions to be regular, $`\tau `$ should be non-zero. On the other hand, being $`\sqrt{g}`$, $`\tau `$ is non-negative. As one sees, in this case the right hand side of (65) is a continuous function. A positive $`c_1`$ in (68) provides us non-zero $`\tau `$ as $`t0`$, whereas, manipulating the parameters $`\kappa ,m,\mathrm{\Lambda }`$ in (70) we always have a positive $`\tau `$ as $`t\mathrm{}.`$

Further, setting

$$\tau =\xi +[(BA)/(t_Nt_0)]t+(t_NAt_0B)/(t_Nt_0),$$
(71)
into (65) we get the second order equation for $`\xi (t)`$

$$\ddot{\xi }=\mathrm{\Phi }(\xi ),$$
(72)
where $`Phi(\xi )`$ coincides with the right hand side of (65) with $`\tau `$ substituted by (71). The boundary conditions in this case regardless to the value of $`\mathrm{\Lambda }`$ read

$`\xi (t)|_{t=t_0}=0,\xi (t)|_{t=t_N}=0.`$ (73)
Let us now solve (72) together with (73). For this we rewrite (72) in the form

$$\mathrm{\Psi }(\xi )=\frac{d^2\xi }{dt^2}\mathrm{\Phi }(\xi )=0.$$
(74)
Assume

$$\xi =\xi (t,\sigma ),0<\sigma <+\mathrm{},$$
(75)
with $`\sigma `$ being some parameter. Further we demand

$$\frac{d\mathrm{\Psi }[\xi (t,\sigma )]}{d\sigma }=\mathrm{\Psi }[\xi (t,\sigma )].$$
(76)
In this case we obtain

$$\mathrm{\Psi }[\xi (t,\sigma )]=\mathrm{\Psi }[\xi (t,0)]e^\sigma |_{\sigma +\mathrm{}}0.$$
(77)
It means for $`\sigma `$ large enough we tend to our initial problem. Let us assume that $`\xi `$ possesses continuous differentiation. Then the left hand side of (76) can be written as

$$\frac{^2}{t^2}\left(\frac{d\xi }{d\sigma }\right)\frac{\mathrm{\Phi }}{\xi }\frac{d\xi }{d\sigma }=\frac{d^2\eta }{dt^2}\frac{\mathrm{\Phi }}{\xi }\eta $$
(78)
where we define

$$\frac{d\xi }{d\sigma }=\eta .$$
(79)
Thus we now have the following equation for $`\eta `$:

$$\frac{d^2\eta }{dt^2}\frac{\mathrm{\Phi }}{\xi }\eta =\left[\frac{d^2\xi }{dt^2}\mathrm{\Phi }(\xi )\right],$$
(80)
with the boundary conditions

$$\eta (0,\sigma )=0,\eta (\mathrm{},\sigma )=0.$$
(81)
Thus we now have the boundary value problem (80) and (81). To solve (80) we need to give some initial value of $`\xi `$. Setting

$$\xi (t,\sigma =0)=\xi _0,$$
(82)
from (80) we find $`\eta (t,0)`$. Further from (79) we find

$$\xi (t,\sigma )=\xi _0+(\mathrm{\Delta }\sigma )\eta (t,0),$$
(83)
where $`\mathrm{\Delta }\sigma `$ is the step along $`\sigma `$ and lies between $`[0,1]`$, i.e., $`0\mathrm{\Delta }\sigma 1`$. For $`\mathrm{\Delta }\sigma =1`$ we have the classical Newton method. This process is performed again and again until $`\eta `$ becomes small enough.

Function $`\xi _0`$ is completely problem depended. Since $`\xi =0`$ at both left and right boundary, we have to choose $`\xi _0`$ that is zero at the end-points. In our particular case, as an initial approximation of $`\xi `$ one may consider any non-negative function that tends to zero at $`t_0`$ ($`t=0`$) and $`t_N`$ ($`t=\mathrm{}`$), e.g.,

$$\xi (t)=(tt_0)\times (t_Nt),$$
(84)
or,

$$\xi (t)=\mathrm{sin}(\frac{\pi }{t_Nt_0}t).$$
(85)
Note that the equation (65) with boundary conditions (68) and (70) is a multi-parametric problem. The parameters in questions are the Einstein’s gravitational constant $`\kappa `$, spinor mass $`m`$, coupling constant $`\lambda `$, power of nonlinearity $`n`$, $`\zeta `$, cosmological constant $`\mathrm{\Lambda }`$ and the constant of integration $`c_1`$. We choose $`\kappa =1`$ and $`c_1=1.0E10`$ for all cases. It should be emphasized that the power of nonlinearity $`n`$ may be any number including a negative one. In our case we set $`n=2`$. Note that $`\tau `$ bahaves more or less in the same manner when $`n`$ is even, whereas, for odd $`n`$ we have totally different picture depending on its concrete value. For spinor mass we put $`m=1`$. The coupling constant $`\lambda `$ may be both positive and negative and plays a crucial role here. We set $`\lambda =1`$ and $`\lambda =0`$ for interacting and case with minimal coupling, respectively. The parameter $`\zeta `$ describes perfect fluid and takes the values $`\zeta =0`$ (dust), $`\zeta =1/3`$ (radiation), $`\zeta =2/3`$ (hard universe) and $`\zeta =1`$ (stiff matter). In the figures the notations ”d”, ”r”, ”h” and ”s” stand for dust, radiation, hard universe and stiff matter, respectively. Finally, for cosmological constant we set $`\mathrm{\Lambda }=(0.4,0.0,0.4)`$. Changing these parameters we can manipulate the evolution of $`\tau `$, e.g., for $`\mathrm{\Lambda }>0`$ we can obtain $`\tau `$ that is positive everywhere. The numerical experiment with different values of these parameters we leave for some future papers. Here we solve the problem for some definite values mentioned earlier and chalk out the main feature. For a positive $`\mathrm{\Lambda }`$ we always have oscillatory mode, whereas for negative $`\mathrm{\Lambda }`$ we have inflation-like solution. In absence of $`\mathrm{\Lambda }`$-term we have the solution that steadily approaches to isotropic stage for a massive spinor, while as will be shown later in case of $`F=P^n`$, for a massless spinor field isotropization does not take place. It should be mentioned that interaction term plays no significant role in this case, hence we have the identical picture for minimal coupling and direct interaction between spinor and scalar fields. Spinor mass plays a crucial role in absence of $`\mathrm{\Lambda }`$-term. Note that, for a negative $`\mathrm{\Lambda }`$-term evolution of $`\tau `$ is completely dominated by $`\mathrm{\Lambda }`$, and independent to the value of $`m`$, $`n`$ and $`\zeta `$ we always have the same picture. As it was mentioned earlier, at a space-time point where $`\tau =0`$, we have singularity, whereas, in the intervals where $`\tau <0`$, corresponding solution is not a physical one. We would like to remark that, giving suitable values for the parameters, it is possible to find solutions those are everywhere non-negative, but singularity-free solutions can be achieved only for $`\mathrm{\Lambda }>0`$. It should also be emphasized that, regular solutions may be obtained by virtue of spinor field nonlinearity  or interaction term , but this singularity-free solutions are attained at the cost of broken dominant energy condition in Hawking-Penrose theorem .

The energy density of the system in this case has the form

$$T_0^0=\frac{mC_0}{\tau }+\frac{C^2\tau ^{n2}}{2(\tau ^n+\lambda C_0^n)}+\frac{\epsilon _0}{\tau ^{1+\zeta }}.$$
(86)
For the total energy we then have

$$E=\underset{\mathrm{}}{\overset{\mathrm{}}{}}T_0^0\sqrt{^3g}𝑑x𝑑y𝑑z=\left[mC_0+\frac{C^2\tau ^{n1}}{2(\tau ^n+\lambda C_0^n)}+\frac{\epsilon _0}{\tau ^\zeta }\right]𝒱.$$
(87)
As one sees from (87), if $`\tau `$ is nontrivial, then the total energy of the system in a finite volume $`𝒱`$ is always finite.

case (ii) Let us consider the case when $`F=F(J)`$. In the case considered we assume the spinor field to be massless. It gives $`𝒟=0`$. Let us note that, in the unified nonlinear spinor theory of Heisenberg, the massive term remains absent, and according to Heisenberg, the particle mass should be obtained as a result of quantization of spinor prematter . In the nonlinear generalization of classical field equations, the massive term does not possess the significance that it possesses in the linear one, as it by no means defines total energy (or mass) of the nonlinear field system. Thus without losing the generality we can consider mass-less spinor field putting $`m=\mathrm{\hspace{0.17em}0}.`$ Then from (36) one gets

$$P=D_0/\tau ,D_0=\mathrm{const}.$$
(88)
In this case the spinor field components take the form

$`\psi _1`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{\tau }}}\left(D_1e^{i\sigma }+iD_3e^{i\sigma }\right),\psi _2={\displaystyle \frac{1}{\sqrt{\tau }}}\left(D_2e^{i\sigma }+iD_4e^{i\sigma }\right),`$ (89)
$`\psi _3`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{\tau }}}\left(iD_1e^{i\sigma }+D_3e^{i\sigma }\right),\psi _4={\displaystyle \frac{1}{\sqrt{\tau }}}\left(iD_2e^{i\sigma }+D_4e^{i\sigma }\right).`$ (91)
The integration constants $`D_i`$ are connected to $`D_0`$ by $`D_0=2(D_1^2+D_2^2D_3^2D_4^2).`$ Here we set $`\sigma =𝒢𝑑t`$.

For the components of the spin current from (39) we find

$`j^0`$ $`=`$ $`{\displaystyle \frac{2}{\tau }}\left[D_1^2+D_2^2+D_3^2+D_4^2\right],j^1={\displaystyle \frac{4}{a\tau }}\left[D_2D_3+D_1D_4\right]\mathrm{cos}(2\sigma ),`$ (92)
$`j^2`$ $`=`$ $`{\displaystyle \frac{4}{b\tau }}\left[D_2D_3D_1D_4\right]\mathrm{sin}(2\sigma ),j^3={\displaystyle \frac{4}{c\tau }}\left[D_1D_3D_2D_4\right]\mathrm{cos}(2\sigma ),`$ (93)
whereas, for the projection of spin vectors on the $`X`$, $`Y`$ and $`Z`$ axis we find

$`S^{23,0}={\displaystyle \frac{2(D_1D_2+D_3D_4)}{bc\tau }},S^{31,0}=0,S^{12,0}={\displaystyle \frac{D_1^2D_2^2+D_3^2D_4^2}{2ab\tau }}`$ (94)
Let us now choose $`F=P^n`$. In this case in view of massless spinor field for $`\tau `$ we obtain

$$\ddot{\tau }=\frac{3\kappa }{2}\left(\lambda n\tau ^{n1}/2(\lambda +\tau ^n)^2+\epsilon _0(1\zeta )/\tau ^\zeta \right)3\mathrm{\Lambda }\tau .$$
(95)
At $`t=0`$ we have the boundary condition as in the previous case, i.e.,

$$\tau |_{t0}=\left[\frac{1+\zeta }{2}(\sqrt{3\kappa \epsilon _0}t+c_1)\right]^{2/(1+\zeta )},c_1=\mathrm{const}.,$$
(96)
whereas, at large $`t`$ we have

$$\tau (t)|_t\mathrm{}=\{\begin{array}{ccc}q_1t+q_2,& \mathrm{\Lambda }=0,& \\ \mathrm{sin}(\sqrt{3\mathrm{\Lambda }}t),& \mathrm{\Lambda }>0& \\ \mathrm{sinh}(\sqrt{3\mathrm{\Lambda }}t),& \mathrm{\Lambda }<0.& \end{array}$$
(97)
Here $`q_1,q_2`$ are constants of integration. We solve the equations (95), (96) and (97) numerically using continuous analog of Newton method.

It should be mentioned that the results for $`\zeta =0`$ and $`\zeta =1`$ are obtained with $`|\eta |<1.0E13`$. Iteration in this case varies from 20 to 80. For $`\zeta =1/3`$ and $`\zeta =2/3`$ the value of $`|\eta |`$ is rather rough. In case of massless spinor field within the scope of parameters chosen here, no solutions were available with a positive $`\mathrm{\Lambda }`$ for radiation and hard universe. Corresponding solutions are presented graphically in the figures followed. As one observes in the following figures, solutions are singular at initial time and isotropization process takes place for massive spinor field. For positive $`\mathrm{\Lambda }`$-term solutions are always oscillatory and the amplitude of oscillations decreases as the value of $`\zeta `$ increases. In absence of $`\mathrm{\Lambda }`$-term beside the spinor mass perfect fluid plays a significant role. Especially, for dust and radiation, expansion of $`\tau `$ starts beginning from some positive value of $`t`$.

## 4 Conclusion

Within the framework of the simplest model of interacting spinor and scalar fields it is shown that the $`\mathrm{\Lambda }`$ term plays very important role in BI cosmology. In particular, it invokes oscillations in the model which is not the case when $`\mathrm{\Lambda }`$ term remains absent. It should be noted that regularity of the solutions obtained by virtue of $`\mathrm{\Lambda }`$ term, specially for the linear spinor field does not violate dominant energy condition, while this is not the case when regular solutions are attained by means of nonlinear term. Note that in presence of $`\mathrm{\Lambda }`$-term the role of other parameters such as order of nonlinearity $`n`$, perfect fluid parameter $`\zeta `$ and spinor mass in the evolution process are rather local, while the global process are totally determined by the $`\mathrm{\Lambda }`$-term, e.g., for a positive $`\mathrm{\Lambda }`$ we have always oscillatory mode, while for a negative $`\mathrm{\Lambda }`$ solution is always inflation-like.


text:
# 1 Introduction

## 1 Introduction

The Hawking-Bekenstein relationship  between entropy and area is a fundamental property of quantum gravity. In recent years it has become possible to build microscopic models of black holes, and show that the entropy – area relationship indeed holds . But in these calculations the underlying reason for a universal connection between entropy and area remains obscure, since the black hole microstates are only explicitly constructed in a limit where the geometry is singular.

The advent of the AdS/CFT correspondence  and its generalizations  should make it possible to better understand the relationship between entropy and area. In the AdS/CFT framework the entropy of the black hole can be identified with the thermal entropy of the CFT, while the area of the horizon should in principle be calculable within the CFT. However to date not much progress has been made in this direction. The problem is that we do not understand in detail how quasi-local bulk gravitational physics emerges from the dual CFT. This makes the direct CFT definition of horizon area difficult.

We will work in the context of the duality between 0-brane quantum mechanics and 0-brane black holes . In the regime where the black holes are well-described by supergravity the quantum mechanics is strongly coupled. In  we developed a mean-field approximation scheme for the strongly-coupled quantum mechanics, and showed that it captures some of the essential physics of the dual gravity theory. Similar approximations have been used in  in the framework of the IKKT matrix model .

In the end the mean-field approximation suggests the following very simple picture of the quantum mechanics. The finite-temperature quantum mechanics has an effective description in terms of a collection of non-interacting quasi-particles 111The quasi-particles we consider have nontrivial two-point functions, but no multi-particle interactions., which we identify with the individual matrix elements appearing in the matrix fields $`X(t)`$. There are a total of $`N^2`$ quasi-particles. Some of the quasi-particles have an energy of order the temperature and can be thermally excited. The remaining quasi-particles are too heavy to be thermally excited. The light quasi-particles are unstable, and decay with a characteristic lifetime of order the inverse temperature.

We would like to stress that the validity of the quasi-particle picture we have described is compatible with, but does not rely on, the validity of any particular mean-field approximation. But given our mean-field results, the quasi-particle properties can be extracted as follows. The imaginary time two-point function $`X(\tau )X(0)`$ has a spectral representation, which we study in ref.  and appendix A of the present work. There we find that the spectral density $`\rho (\omega )`$ has two peaks. One peak is concentrated at a frequency of order the temperature and the other is concentrated at a frequency of order one in ’t Hooft units . Moreover in appendix A we show that the low-frequency peak has a width of order the temperature, which implies that the lifetime of the light quasi-particles is approximately $`1/T`$. There are a total of $`N^2`$ quasi-particles. But at temperature $`T`$, only

$$N_{\mathrm{eff}}=N^2_{\text{first peak}}𝑑\omega \rho (\omega )$$

of the quasi-particles can be thermally excited. The number of light quasi-particles depends on the temperature. In  we computed the entropy of the quantum mechanics in the mean-field approximation and found agreement with the black hole entropy up to factors of order unity. Thus we take the number of light quasi-particles to be about equal to the entropy of the black hole, $`N_{\mathrm{eff}}S_{\mathrm{BH}}`$ up to constant factors.

To summarize, our picture of the quantum mechanics is that it consists of $`N_{\mathrm{eff}}S_{\mathrm{BH}}`$ light quasi-particles, each with an energy $`T`$ and a lifetime $`1/T`$. We propose that these light quasi-particles give a holographic description of the dual black hole. That is, in the dual gravitational description we take the quasi-particles to correspond to the stretched horizon degrees of freedom, which provide a holographic description of the black hole together with its low-energy excitations. We take the stretched horizon to be located where the proper temperature is equal to the Planck temperature. As we will see in section 3.3, this is necessary to have a consistent stretched horizon description of the low-energy excitations of the black hole.

We should point out that the picture of black holes we are advocating draws heavily on previous work. It is closely related to the membrane paradigm description of black holes . It also has significant overlap with the work of Susskind and others on black hole complementarity .

An outline of this paper is as follows. In section 2 we show that the quasi-particle picture correctly reproduces the equilibrium thermodynamic properties of the black hole, including a relationship between the entropy and radius of the black hole. In section 3 we compute the thermalization rate of the black hole, and use this to derive the relationship between entropy and horizon area. Section 4 contains some comments and conclusions. In appendix A we relate the quasi-particle picture of 0-brane quantum mechanics to our previous results on the mean-field approximation and deduce the quasi-particle lifetime. In appendix B we study quasi-normal modes of a scalar field in the black hole background, and show that their lifetime matches that of the quasi-particles.

## 2 Equilibrium properties

In this section we study four equilibrium thermodynamic properties of the quasi-particle gas, namely the entropy, energy, specific heat and radius. We will argue that they have the same qualitative behavior on both sides of the duality.

First let’s consider the quantum mechanics side. We model the quantum mechanics as made up of $`N_{\mathrm{eff}}`$ harmonic oscillators with frequency $`\omega T`$. Thus at temperature $`T`$ we have an entropy

$$S_{\mathrm{QM}}=\left(1\beta \frac{}{\beta }\right)\mathrm{log}ZN_{\mathrm{eff}},$$
(1)
an energy

$$E_{\mathrm{QM}}=\frac{}{\beta }\mathrm{log}ZN_{\mathrm{eff}}T,$$

and a specific heat

$$c_{\mathrm{QM}}=\beta ^2\frac{^2}{\beta ^2}\mathrm{log}ZN_{\mathrm{eff}}.$$

On the black hole side the entropy is given by

$$S_{\mathrm{BH}}N^2(T/\lambda ^{1/3})^{9/5}$$

where $`\lambda =g_{\mathrm{YM}}^2N`$ is the ’t Hooft coupling of the quantum mechanics. Thus the entropies agree provided the number of quasi-particles is about the same as the entropy of the black hole, $`N_{\mathrm{eff}}S_{\mathrm{BH}}`$. At the moment we must simply assume that this relationship holds, although up to factors of order one, it can be shown to follow from the mean-field approximation . The energy of the black hole is

$$E_{\mathrm{BH}}N^2\lambda ^{1/3}(T/\lambda ^{1/3})^{14/5}TS_{\mathrm{BH}}$$

in agreement with the quasi-particle prediction. Finally the specific heat of the black hole is

$$c_{\mathrm{BH}}N^2(T/\lambda ^{1/3})^{9/5}S_{\mathrm{BH}}$$

again in agreement with the quasi-particle prediction.

Now let us consider the size of the black hole in the quantum mechanics. The matrix fields $`X(t)`$ are related to a collection of canonically normalized harmonic oscillators by $`X=(\frac{\lambda }{N})^{1/2}Y`$. So we identify

$$R_\mathrm{h}^2=\frac{1}{N}\mathrm{Tr}X^2=\frac{\lambda }{N^2}\mathrm{Tr}Y^2$$
(2)
with the squared radius of the black hole. Following Susskind  we suppress high-frequency contributions to the expectation value, so that only the $`N_{\mathrm{eff}}`$ light degrees of freedom contribute to the trace in (2). This procedure is made possible by the clear separation of scales in the double-peaked spectral density. Thus

$$R_\mathrm{h}^2\frac{\lambda }{N^2}N_{\mathrm{eff}}x^2\frac{\lambda N_{\mathrm{eff}}}{N^2T}$$

where we have used the fact that at temperature $`T`$ a single harmonic oscillator with $`\omega T`$ has $`x^21/T`$. That is, the quantum mechanics predicts a relation between the horizon radius and the entropy

$$R_\mathrm{h}^2\frac{\lambda S}{N^2T}.$$
(3)
Rather remarkably, this relationship indeed holds for 0-brane black holes , since the supergravity expression for the horizon radius is222denoted $`U_0`$ in

$$R_\mathrm{h}\lambda ^{1/3}(T/\lambda ^{1/3})^{2/5}.$$

## 3 Horizon area and thermalization time

### 3.1 Measuring the area

Our original motivation for this paper was to gain insight into the relationship between entropy and area. In this section we report on our progress in this direction.

The first step is to find a meaningful way of measuring the area of the horizon. For black holes in asymptotically flat space a simple way to measure the horizon area is to perform a scattering experiment. The classical absorption cross section (geometric optics cross section) for high-energy particles is proportional to the area of the black hole. However this is not true for black holes in asymptotically AdS-like spaces. For example in string frame a null geodesic with energy $`E`$ and angular momentum $`\mathrm{}`$ in the near-horizon geometry (14) obeys

$$\left(\frac{dU}{d\tau }\right)^2+\frac{\mathrm{}^2U^5}{c\lambda }\left(1\frac{U_0^7}{U^7}\right)=E^2.$$

Here $`c=240\pi ^5`$, $`\lambda `$ is the ’t Hooft coupling, and $`U`$ is a radial coordinate with the horizon located at $`U=U_0`$. All geodesics fall into the horizon, and there are no classical scattering states. Another possibility is to work at low energy. For minimally coupled scalars in asymptotically flat space the absorption cross section at zero frequency is exactly the area of the black hole . In asymptotically AdS-like spaces one must regard scattering as a tunneling problem and use non-normalizable solutions to the wave equation to compute ‘absorption’ cross-sections , which in the low-energy limit do turn out to be proportional to the horizon area. It would be interesting to apply this approach to 0-brane black holes. Unfortunately by working in a low energy limit one loses any intuitive connection between cross section and area.

We therefore turn to a different way of measuring horizon area, namely the fact that a hot object with surface area $`A`$ will emit blackbody radiation at a rate proportional to $`A`$.333A related procedure (in a low-frequency limit) was used to define horizon area in , for black holes in asymptotically flat space. Following  we model the black hole as made up of a set of degrees of freedom living at a stretched horizon which is located just outside the true event horizon. The Stefan-Boltzmann law gives the rate at which the stretched horizon emits energy in outgoing Hawking radiation.

$$\frac{dE_{\mathrm{proper}}^{\mathrm{out}}}{dt_{\mathrm{proper}}}AT_{\mathrm{proper}}^{10}.$$

Here $`E_{\mathrm{proper}}`$, $`t_{\mathrm{proper}}`$ and $`T_{\mathrm{proper}}`$ are proper energies, times and temperatures measured at the stretched horizon. It is convenient to multiply this equation by $`g_{tt}`$, to get a relation between the corresponding Schwarzschild quantities.

$$\frac{dE^{\mathrm{out}}}{dt}=AT_{\mathrm{proper}}^8T^2.$$
(4)
Again this is the rate at which the stretched horizon emits energy.444For black holes in asymptotically flat space only a tiny fraction of this energy flux ever reaches infinity, as most of the outgoing radiation eventually falls back onto the horizon . In thermal equilibrium, of course, this is balanced against an equal and opposite flux of infalling energy. From the membrane paradigm point of view, the energy flux (4) is the rate at which energy leaves the membrane, turns around, and eventually falls back onto the membrane. Thus in thermal equilibrium it measures the rate at which energy gets redistributed among the quasi-particle degrees of freedom which live on the stretched horizon. We take the stretched horizon to be located at a radius where the proper temperature is equal to the Planck temperature.555For more on this choice see section 3.3 and the discussion section. The rate at which energy is redistributed on the stretched horizon is then

$$\frac{dE}{dt}=\frac{A}{\mathrm{}_P^8}T^2.$$
(5)
We will use this to measure the horizon area in Planck units.

### 3.2 Relating entropy to area

The quantum mechanics has on average $`N_{\mathrm{eff}}`$ quasi-particles each with an energy $`T`$ and a lifetime $`1/T`$. In thermal equilibrium as these quasi-particles decay new quasi-particles are continually created. The rate at which the total energy gets redistributed by this process is

$$\frac{dE}{dt}N_{\mathrm{eff}}T^2.$$
(6)
Comparing this to the black hole result (5) we are led to identify

$$N_{\mathrm{eff}}\frac{A}{\mathrm{}_P^8}.$$
(7)
But the entropy of the quantum mechanics $`S_{\mathrm{QM}}N_{\mathrm{eff}}`$. Thus

$$S_{\mathrm{QM}}\frac{A}{\mathrm{}_P^8}.$$
(8)
This gives a simple direct connection between the area of the black hole as measured in Planck units and the entropy of the dual quantum mechanics. Up to a numerical coefficient of order one it agrees with the Hawking–Bekenstein formula.

### 3.3 Thermalization time

We conclude by computing the thermalization time of the quasi-particle gas, and showing that it matches the thermalization time of the black hole.

First let us consider the black hole side. In thermal equilibrium the rate at which energy is radiated by the stretched horizon (4) is balanced against an equal and opposite flux of infalling energy. But suppose we perturb the temperature of the black hole $`TT+\mathrm{\Delta }T`$, while keeping the temperature outside the stretched horizon fixed. Then there will be a net flux of energy out of the black hole, given by

$$\frac{d\mathrm{\Delta }E}{dt}AT_{\mathrm{proper}}^8T\mathrm{\Delta }T.$$

But the perturbation to the energy is $`\mathrm{\Delta }E=c\mathrm{\Delta }T`$, where $`c`$ is the specific heat, so

$$\frac{d\mathrm{\Delta }E}{dt}\frac{1}{c}AT_{\mathrm{proper}}^8T\mathrm{\Delta }E.$$

Recall that for these black holes the specific heat is proportional to the entropy, $`cSAT_{\mathrm{proper}}^8`$. Thus the thermalization time of the black hole is

$$\tau _{\mathrm{BH}}1/T.$$
(9)
Now consider the quantum mechanics side. The thermalization time of the quantum mechanics is set by the quasi-particle lifetime, so

$$\tau _{\mathrm{QM}}1/T$$

in agreement with the black hole.

Note that the result (9) relies on putting the stretched horizon at the Planck temperature. In appendix B we show that (9) matches the lifetime of quasi-normal excitations of the black hole background. This matching is expected if the stretched horizon degrees of freedom provide a holographic description of the black hole together with low-energy excitations of the spacetime fields around the black hole. This shows that for a consistent holographic description we must take the proper temperature at the stretched horizon to be equal to the Planck temperature.

## 4 Discussion and conclusions

We have proposed a quasi-particle description of 0-brane quantum mechanics, and shown that certain simple properties of the quasi-particle gas are responsible for the entropy–area relationship. These properties are just the energy $`T`$ and lifetime $`1/T`$ of the individual quasi-particles. The quasi-particle picture correctly reproduces many properties of the black hole; this strongly suggests that the quasi-particle picture is correct. In appendix A we give further evidence that the quasi-particle description can be derived from a mean-field approximation to the quantum mechanics.

Let us make a few comments on our main result (8). First, the Stefan-Boltzmann argument depends crucially on putting the stretched horizon at the Planck temperature. This is necessary to have a consistent holographic description, as we saw for example in section 3.3. Nonetheless it is worthwhile examining other motivations for this choice. We want to use (4) to extract the thermalization rate of the quantum mechanics. For this purpose one must get close enough to the horizon. One might think that staying one string length outside the horizon is the right thing, but this is not the case. The energy stored in closed string modes outside a sphere one string length away from the horizon is of order one in ’t Hooft units, while the black hole mass is of order $`N^2`$. Thus one cannot expect to pick up enough degrees of freedom if one stops at the string length. In contrast it is well known from brick wall models  that at one Planck length outside the event horizon the energy stored in closed string modes becomes of order the black hole mass.

Second, the use of the Stefan–Boltzmann law to describe radiation from the stretched horizon is only an approximation. The relation of Stefan–Boltzmann to a more precise calculation is as follows. Consider a scalar field in the Hartle–Hawking vacuum. In terms of Schwarzschild modes the Hartle–Hawking vacuum looks thermal, with an outgoing flux of radiation from the horizon. There is an energy flux associated with this outgoing radiation. For large black holes, where the near-horizon geometry is approximately Rindler, the flux of energy is given by the Stefan–Boltzmann law .

We should point out similarities of our picture with previous ideas. In a gauge-fixed formalism we identify the quasi-particles with the entries in the matrix fields $`X(t)`$.666For a discussion of gauge symmetry in the mean-field approximation see . We take these to be a convenient set of degrees of freedom to describe the black hole. Of course gauge invariant operators are formed from traces of products of the matrices $`X(t)`$, but such operators do not form a convenient set. This reminds us of the picture that black hole energy and entropy are encoded in open strings (or half closed strings) stuck to the horizon of the black hole . Our introduction of a stretched horizon is suggested by the membrane paradigm. Note that the timescale for linear response of a classical membrane has been shown to be of order the inverse temperature , in agreement with our results. Finally, our choice of a special distance just outside the event horizon is motivated by the brick wall model .

Acknowledgements

We are grateful to Gary Horowitz, Samir Mathur and Lenny Susskind for valuable discussions. NI and DK are supported by the DOE under contract DE-FG02-92ER40699. The research of DL is supported in part by DOE grant DE-FE0291ER40688-Task A. DK, DL and GL are supported in part by US–Israel Bi-national Science Foundation grant #2000359.

## Appendix A Mean-field approximation

In  we developed and applied a mean-field approximation scheme to the quantum mechanics of $`N`$ D0-branes at finite temperature. Working in the imaginary-time formalism, the approximation gives a set of two-point correlators evaluated at Matsubara frequencies. In this section we will focus on a particular scalar propagator, denoted $`\mathrm{\Delta }^2(k)`$ in . In this section we argue that the mean-field approximation gives rise to a quasi-particle picture of the quantum mechanics which is compatible with the properties that we have been discussing.

To extract quasi-particle properties from mean-field correlators, it is useful to introduce a spectral representation for the correlators. Thus we write the Euclidean propagator as

$$\mathrm{\Delta }^2(k)=_0^{\mathrm{}}𝑑\omega \rho (\omega )\frac{1}{k^2+\omega ^2}$$
(10)
where the spectral density is given by

$$\rho (\omega )=\frac{1}{Z}\underset{m}{}e^{\beta E_m}\underset{n>m}{}\left|n|\varphi |m\right|^2\mathrm{\hspace{0.17em}2}\omega \left(1e^{\beta \omega }\right)\delta (\omega E_n+E_m).$$
(11)
One can regard $`\rho (\omega )d\omega `$ as the number of single-string states with energy between $`\omega `$ and $`\omega +d\omega `$. In principle, the spectral density is uniquely determined by the Euclidean propagator evaluated at the Matsubara frequencies

$$k_l=2\pi l/\beta l$$

together with some information about behavior at infinity . But in practice it is extremely difficult to invert (10) to solve for $`\rho (\omega )`$.

Similar spectral representations were used in , where mean-field methods were applied to study the dynamics of a 0-brane probe of the black hole background. In that work we analytically continued the probe gap equations to determine the probe propagators in between the Matsubara frequencies. This additional information made it possible to uniquely determine the spectral density of the probe using standard inverse-problem methods. A striking feature found in  was that, for small probe radius $`R`$, the spectral density consists of two well-defined and well-separated peaks. Once $`R`$ becomes smaller than the radius corresponding to the string-scale stretched horizon the probe becomes indistinguishable from the 0-branes that make up the black hole. We therefore expect the spectral density for the black hole background to have two well-defined peaks.

To determine the spectral density for the propagators describing the black hole background we could proceed as in , and analytically continue the gap equations of  away from the Matsubara frequencies. But rather than carry out this rather involved procedure, we begin by applying inverse-problem methods to the propagator evaluated only at the Matsubara frequencies.777We determine the propagator by solving the gap equations given in (32) – (40) of . We apply the Tikhonov regularization method described in  to obtain the spectral density subject to a positivity constraint. In figure 1 we show the results for the spectral density at inverse temperature $`\beta =2`$. A two-peak structure of the density of states clearly emerges. We also see that the low-frequency peak is symmetrical, and extends down to close to zero frequency. This behavior seems to persist as we lower the temperature, at least to $`\beta =4`$. Thus we take the width of the low-frequency peak to be of order its mass.

We should mention a number of caveats in this analysis. It is possible that the peak width observed here is an artifact of evaluating the propagator only at Matsubara frequencies. However the convergence of the regularization method, and its independence of the frequency resolution used, are signs that the density of states obtained this way is reliable. For $`\beta >4`$ the method does not give convergent results. A more precise determination of the widths will be presented in future work on the continued gap equations.

To determine the dependence of the masses and widths on temperature, we proceed to make an ansatz for the form of the propagator, and determine the parameters appearing in the ansatz by fitting to the propagator evaluated at Matsubara frequencies. This will allow us to analyze inverse temperatures $`\beta >4`$. Motivated by the results of , we expect the retarded propagator to have two pairs of poles in the lower half plane.

$$G_R(k)=\frac{A_1}{(k+i\mathrm{\Gamma }_1/2)^2m_1^2}\frac{A_2}{(k+i\mathrm{\Gamma }_2/2)^2m_2^2}.$$

This corresponds to two species of quasi-particles, with masses $`m_1`$, $`m_2`$ and lifetimes $`1/\mathrm{\Gamma }_1`$, $`1/\mathrm{\Gamma }_2`$. The corresponding spectral density is

$$\rho (\omega )=\frac{2\omega }{\pi }\mathrm{Im}G_R(\omega )=\frac{\omega }{2\pi }\underset{i=1,2}{}\frac{A_i\mathrm{\Gamma }_i}{m_i}\left(\frac{1}{(\omega m_i)^2+\mathrm{\Gamma }_i^2/4}\frac{1}{(\omega +m_i)^2+\mathrm{\Gamma }_i^2/4}\right)$$

which in turn implies that our ansatz for the Euclidean Green’s function is

$$G_E(k)=\frac{A_1}{(|k|+\mathrm{\Gamma }_1/2)^2+m_1^2}+\frac{A_2}{(|k|+\mathrm{\Gamma }_2/2)^2+m_2^2}.$$
(12)
Note that the Euclidean propagator is non-analytic at zero momentum.

The spectral density satisfies the sum rule $`_0^{\mathrm{}}𝑑\omega \rho (\omega )=1`$ which implies that $`A_1+A_2=1`$ . This leaves five parameters to be determined. Unfortunately, it does not seem possible to reliably extract the values of all five parameters just given the propagators at Matsubara frequencies. We therefore fix the widths by hand, and minimize

$$\chi ^2=\underset{l=0}{\overset{\mathrm{}}{}}\left(\mathrm{\Delta }^2(2\pi l/\beta )G_E(2\pi l/\beta )\right)^2$$

to determine the best-fit values of the remaining three parameters $`m_1`$, $`m_2`$, $`A_1=1A_2`$. Without loss of generality we take $`m_1<m_2`$.

Results for $`m_1(T)`$ and $`m_2(T)`$ are shown in Fig. 2, where we have allowed $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }_2`$ to vary over the ranges

$$T/2<\mathrm{\Gamma }_1<m_1T/2<\mathrm{\Gamma }_2<m_2/2.$$
(13)
We find that we get quite good fits over these ranges. As can be seen in the figure, the results for $`m_1`$ are not particularly sensitive to our choice for the widths. The three curves for $`m_1`$ shown in Fig. 2 are all well fit by $`m_11.5T`$. This linear dependence of $`m_1`$ on temperature is consistent with the density of states from Tikhonov regularization. Likewise the range of widths $`\mathrm{\Gamma }_1`$ compatible with a given $`m_1`$ are consistent with the regularization results that indicate a linear relation between width and mass.

The area under the first peak in the spectral density $`A_1`$ does not seem to be particularly sensitive to our choice for the widths. At very low temperatures $`A_1`$ falls off like a power law and is well fit by $`A_11.2\beta ^{0.9}`$. $`A_1`$ should really fall off faster with $`\beta `$ in order to reproduce the black hole entropy $`S_{\mathrm{BH}}\beta ^{1.8}`$. This is a shortcoming of the particular gap equations we have used, which only correctly reproduce the entropy up to $`\beta 4`$. This difficulty is discussed in more detail in .

For $`\beta >2.5`$ the ansatz (12) provides a very good fit to the propagators. $`\chi ^2`$ increases with $`\beta `$, but even at $`\beta =25`$ for widths in the range (13) we have

$`\chi ^27\times 10^3`$
$`\underset{l}{\mathrm{max}}\left|\mathrm{\Delta }^2(2\pi l/\beta )G_E(2\pi l/\beta )\right|0.05\text{(off by about 10\%)}.`$
Given that the goodness-of-fit is quite insensitive to our choice of the widths we cannot determine the widths with any accuracy. At high temperatures, roughly $`\beta <0.5`$, the propagator is well fit by a spectral density with a single sharp peak at a frequency $`m1.8/\beta ^{1/4}`$.888This follows from the high-temperature analysis in . In the notation of that paper we are setting $`m^21/\mathrm{\Delta }_0^2m_\mathrm{\Delta }^2`$. The double Lorentzian ansatz does not give a good fit to the propagators in the range $`0.5<\beta <2.5`$. We expect that only the more general inverse-problem methods will be useful in pinning down the spectral density in this regime.

## Appendix B Quasinormal modes

In this appendix we compute the thermalization time of the black hole by studying quasi-normal excitations of the black hole background. Note that this computation is independent of the considerations leading to (9).

Quasinormal modes for black holes in asymptotically AdS spaces were studied in . The starting point is the near-horizon Einstein frame metric

$`ds^2`$ $`=`$ $`\mathrm{const}.U^{21/8}\left[h(U)dt^2+h^1(U)dU^2+{\displaystyle \frac{c^{1/2}(g_{YM}^2N)^{1/2}}{U^{3/2}}}d\mathrm{\Omega }_8^2\right]`$
$`h(U)`$ $`=`$ $`{\displaystyle \frac{U^{7/2}}{c^{1/2}(g_{YM}^2N)^{1/2}}}\left(1{\displaystyle \frac{U_0^7}{U^7}}\right).`$ (14)
Here $`c=240\pi ^5`$ and $`g_{YM}^2`$ is the coupling constant of the dual gauge theory. The horizon is located at $`U=U_0`$, while the ‘boundary of space’ is at $`U=\mathrm{}`$. The dilaton, for example, obeys the minimal scalar wave equation $`^2\varphi =0`$. Separating variables $`\varphi (t,U,\mathrm{\Omega })=e^{i\omega t}\varphi (U)Y_{\mathrm{}}(\mathrm{\Omega })`$ where $`Y_{\mathrm{}}`$ is a spherical harmonic on $`S^8`$ leads to the radial wave equation

$$_U\left(U^8\left(1\frac{U_0^7}{U^7}\right)_U\varphi \right)+\left(\frac{cg_{YM}^2N\omega ^2U}{1U_0^7/U^7}\mathrm{}(\mathrm{}+7)U^6\right)\varphi =0.$$

Introduce a new dimensionless radial coordinate $`x=\mathrm{log}\left(1U_0^7/U^7\right)`$. The horizon is at $`x=\mathrm{}`$, while the boundary of space is at $`x=0`$. The wave equation takes the canonical form

$$\left(\frac{d^2}{dx^2}+\frac{\rho ^2}{(1e^x)^{9/7}}\frac{\mathrm{}(\mathrm{}+7)}{49}\frac{e^x}{(1e^x)^2}\right)\varphi =0$$

where the dimensionless parameter $`\rho `$ is

$$\rho =\frac{c^{1/2}(g_{YM}^2N)^{1/2}\omega }{7U_0^{5/2}}.$$

Quasinormal frequencies are determined by requiring ingoing waves at the future horizon, while as in  we will impose Dirichlet boundary conditions at $`x=0`$.

$`\varphi (t,x)`$ $``$ $`e^{i\rho xi\omega t}\text{as }x\mathrm{}\text{ with }x\omega t/\rho \text{ fixed}`$
$`\varphi `$ $`=`$ $`0\text{at }x=0.`$ (15)
The main point now follows simply from dimensional analysis. The boundary conditions (15) can only be satisfied for discrete complex values of $`\rho `$, labeled by a radial quantum number $`n`$ and an angular quantum number $`\mathrm{}`$. Thus

$$\rho _n\mathrm{}=f(n,\mathrm{})$$

or equivalently

$$\omega _n\mathrm{}\frac{U_0^{5/2}}{(g_{YM}^2N)^{1/2}}f(n,\mathrm{})Tf(n,\mathrm{}).$$

This shows that both the real and imaginary parts of the quasinormal frequencies are proportional to the Hawking temperature of the black hole. In the dual picture this means that the thermalization time of the quantum mechanics is proportional to $`1/T`$. A similar scaling argument for conformal $`p`$-branes was presented in . Related scaling arguments work for the near horizon geometry of all $`p`$-branes, and show that the thermalization time for all these theories is proportional to $`1/T`$ .

Determining the quasinormal frequencies requires some numerical analysis. It is convenient to work in terms of a new radial variable $`w=e^x`$, which puts the horizon at $`w=0`$ and the boundary of space at $`w=1`$. For s-waves the radial wave equation becomes

$$\left(w\frac{d}{dw}w\frac{d}{dw}+\frac{\rho ^2}{(1w)^{9/7}}\right)\varphi =0.$$

This equation can be solved in a power series about $`w=0`$. The solution which is ingoing at the horizon has the expansion

$$\varphi (w)=w^{i\rho }\left(1\frac{9\rho ^2}{714i\rho }w+\mathrm{}\right).$$

As in  we truncate the series at some finite order $`N`$; imposing the Dirichlet condition $`\varphi |_{w=1}=0`$ then gives an algebraic equation for $`\rho `$. We have carried out this procedure keeping terms up to order $`w^{19}`$, which gives the lowest quasinormal frequency

$$\rho =0.560.93i.$$

This result is fairly stable; the lowest quasinormal frequency does not change significantly with the truncation order provided $`N>10`$.

These quasi-normal frequencies will show up as poles in the complex frequency plane of correlators of supergravity excitations . We may map such correlators into correlation functions of scaling operators in the quantum mechanics, following the dictionary worked out in . Such correlators reduce to convolutions of products of the elementary quasi-particle two-point functions. The width of the first peak in the quasi-particle spectral density should therefore exhibit the same temperature dependence as the quasi-normal mode frequencies.


text:
# Definition 1 (Lie symmetry).

New Integrable Family in the $`n`$-Dimensional Homogeneous Lotka–Volterra Systems
with Abelian Lie Algebra

Kenji Imai and Yoshihiro Hirata

$`^{}`$School of Liberal Arts and Sciences, Daido Institute of Technology,
Nagoya, 457-8530, Japan
kimai@daido-it.ac.jp

$`^{}`$Graduate School of Human Informatics, Nagoya University,
Nagoya, 464-8601, Japan
hirata@ncube.human.nagoya-u.ac.jp

Abstract. We present an $`n`$-dimensional integrable homogeneous Lotka–Volterra system, which has $`(n^21)`$-dimensional Lie symmetry algebra. Moreover a wider integrable family is derived from the structure of the Lie algebra.

The $`n`$-dimensional homogeneous Lotka–Volterra (HLV) system is given by

$$\frac{\mathrm{d}x_i}{\mathrm{d}t}=f_i(x)=x_i\underset{j=1}{\overset{n}{}}a_{ij}x_j,i=1,\mathrm{},n,$$
(1)
where $`a_{ij},i,j=1,\mathrm{},n`$ are complex parameters. Integrability of the HLV system (1) has been fairly investigated in some particular cases, e.g. soliton systems, the $`2`$-dimensional systems or the $`3`$-dimensional ABC system. Almost all the above studies dealt with first integrals in the criterions of integrability. However it is known that a system of ordinary differential equations is also integrable if the system has enough Lie symmetry vector fields. In this letter we treat Lie symmetries and find a new integrable family in the $`n`$-dimensional HLV systems, named the ladder system or the generalized ladder system.

We rewrite the considered system (1) into a vector field form as

$$X_f=\underset{i=1}{\overset{n}{}}f_i(x)\frac{}{x_i}.$$

A Lie symmetry is a vector field which commutes the vector field $`X_f`$.

###### Definition 1 (Lie symmetry).

A vector field $`X`$ is called a Lie symmetry with respect to the system (1) if $`X`$ commutes $`X_f`$, i.e.,

$$[X_f,X]:=X_fXXX_f=0.$$

A set of all the Lie symmetries forms a Lie algebra, and if the algebra has an $`(n1)`$-dimensional solvable sub-algebra, the system can be integrated by quadrature.

Let us consider a particular system in the HLV systems, which we call the $`n`$-dimensional ladder system. We introduced the $`3`$-dimensional ladder system in Ref. . The $`n`$-dimensional ladder system possesses polynomial Lie symmetries which constitute $`(n1)`$-dimensional Abelian Lie algebra. Hence the $`n`$-dimensional ladder system can be integrated by using the Lie algebra.

###### Definition 2 (The ladder system).

The $`n`$-dimensional HLV system (1) with the coefficients

$$A:=(a_{ij})_{1i,jn}=\left(\begin{array}{cccc}1& 0& \mathrm{}& n+2\\ 2& 1& \mathrm{}& n+3\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ n& n1& \mathrm{}& 1\end{array}\right)$$
(2)
is called the $`n`$-dimensional (homogeneous Lotka–Volterra) ladder system.

The ladder system has rational Lie symmetries as introduced below.

###### Theorem 1.

The $`n`$-dimensional ladder system (1) with eq. (2) possesses the following Lie symmetries:

$$Y_m^l=x_mu^{lm1}\left(Du\frac{}{x_l}\right),l,m=1,\mathrm{},n,$$

where

$`u={\displaystyle \underset{j=1}{\overset{n}{}}}x_j,`$
$`D={\displaystyle \underset{j=1}{\overset{n}{}}}x_j{\displaystyle \frac{}{x_j}}.`$
A proof is straightforward and hence we omit it. Now we also present several basic properties for $`Y_m^l`$ without proofs.

###### Proposition 1.

$$[Y_m^l,Y_m^{}^l^{}]=\delta _{m^{},l}Y_m^l^{}\delta _{m,l^{}}Y_m^{}^l,$$
(3)
$$\underset{l=1}{\overset{n}{}}Y_l^l=0.$$

$$Y_m^l(u)=0,$$
(4)
$$[Y_m^l,D]=(lm)Y_m^l,$$

and especially,

$$[Y_l^l,D]=0.$$

Now let us introduce the following linear space

$$=\{.\underset{l,m=1}{\overset{n}{}}a_l^mY_m^l|a_l^m𝐂\}.$$

###### Theorem 2.

The linear space $``$ forms $`(n^21)`$-dimensional Lie algebra.

###### Proof.

It is evident that $``$ forms a closed algebra from eq. (3). Hence we only show that $``$ has $`n^21`$ dimensions.

$`Y_m^l`$ have homogeneous rational coefficients of order $`lm`$. We therefore consider the dimension of each homogeneous subset. First, consider the linear combination of $`Y_{lk}^l,n<k<n,k0`$ as

$$\underset{l=k+1}{\overset{k+n}{}}\alpha _lY_{lk}^l=0,$$

where $`\alpha _l𝐂`$ and $`\alpha _l=0`$ for $`l0,n+1l`$. If $`k>0`$, the coefficient of $`/x_1`$ is written as

$$u^{k1}\underset{l=k+1}{\overset{k+n}{}}\alpha _lx_{lk}x_1.$$

Obviously $`l`$, $`\alpha _l=0`$. Hence when $`k>0`$, $`Y_{lk}^l`$ are linearly independent over $`𝐂`$. In the same way, if $`k<0`$, by considering the coefficient of $`/x_n`$, one can show the linear independency.

Next we deal with the “diagonal” elements $`Y_l^l`$. The linear combination of $`Y_l^l,\mathrm{\hspace{0.17em}1}ln`$ is rewritten as

$`{\displaystyle \underset{l=1}{\overset{n}{}}}\alpha _lY_l^l`$ $`=u^1\left({\displaystyle \underset{l=1}{\overset{n}{}}}\alpha _lx_l{\displaystyle \underset{j=1}{\overset{n}{}}}x_j{\displaystyle \frac{}{x_j}}{\displaystyle \underset{l=1}{\overset{n}{}}}\alpha _lx_l{\displaystyle \underset{j=1}{\overset{n}{}}}x_j{\displaystyle \frac{}{x_l}}\right)`$
$`=u^1\left({\displaystyle \underset{j=1}{\overset{n}{}}}\alpha _jx_j{\displaystyle \underset{l=1}{\overset{n}{}}}x_l{\displaystyle \frac{}{x_l}}{\displaystyle \underset{l=1}{\overset{n}{}}}\alpha _lx_l{\displaystyle \underset{j=1}{\overset{n}{}}}x_j{\displaystyle \frac{}{x_l}}\right)`$
$`=u^1{\displaystyle \underset{j=1}{\overset{n}{}}}{\displaystyle \underset{j=1}{\overset{n}{}}}(\alpha _j\alpha _l)x_jx_l{\displaystyle \frac{}{x_l}}.`$
Hence $`\alpha _lY_l^l=0`$ if and only if $`\alpha _1=\mathrm{}=\alpha _n`$. Thus the linear space

$$^{}=\{.\underset{l=1}{\overset{n}{}}a_lY_l^l|a_l𝐂\}$$

has $`n1`$ dimensions. This completes a proof. ∎

In particular $``$ has $`(n1)`$-dimensional Abelian sub-algebra constituted with polynomial Lie symmetries.

###### Corollary 1.

The polynomial $`(n1)`$-dimensional sub-algebra spanned by $`\{Y_1^n,\mathrm{},Y_{n1}^n\}`$ is Abelian. Hence the ladder system is integrable.

The following statement, obtained as a by-product of the proof of Theorem 2, is essential for generalization of the ladder system.

###### Corollary 2.

The $`(n1)`$-dimensional linear space $`^{}`$ forms $`(n1)`$-dimensional Abelian sub-algebra.

Now we generalize the ladder system by using the Abelian sub-algebra $`^{}`$. Since $`[Y_l^l,Y_m^m]=0`$ and $`[Y_l^l,D]=0`$, arbitrary linear combinations of $`Y_m^m,m=1,\mathrm{},n`$ and $`D`$ over $`𝐂`$ commute every $`Y_l^l`$ as

$$[Y_l^l,\alpha _0D\underset{m=1}{\overset{n}{}}\alpha _mY_m^m]=0,$$

where $`\alpha _m𝐂,m=0,1,\mathrm{},n`$. Moreover from eq. (4), the following relation

$$[Y_l^l,\alpha _0uDu\underset{m=1}{\overset{n}{}}\alpha _mY_m^m]=0$$
(5)
holds.

On the other hand

$`\alpha _0uDu{\displaystyle \underset{m=1}{\overset{n}{}}}\alpha _mY_m^m`$ $`=\alpha _0u{\displaystyle \underset{j=1}{\overset{n}{}}}x_j{\displaystyle \frac{}{x_j}}{\displaystyle \underset{m=1}{\overset{n}{}}}\alpha _mx_m\left(Du{\displaystyle \frac{}{x_m}}\right)`$
$`=\alpha _0{\displaystyle \underset{i,j=1}{\overset{n}{}}}x_ix_j{\displaystyle \frac{}{x_j}}{\displaystyle \underset{m=1}{\overset{n}{}}}\alpha _mx_m{\displaystyle \underset{k=1}{\overset{n}{}}}x_k\left({\displaystyle \frac{}{x_k}}{\displaystyle \frac{}{x_m}}\right)`$
$`=\alpha _0{\displaystyle \underset{i,j=1}{\overset{n}{}}}x_ix_j{\displaystyle \frac{}{x_i}}{\displaystyle \underset{k,m=1}{\overset{n}{}}}\alpha _mx_kx_m{\displaystyle \frac{}{x_k}}+{\displaystyle \underset{k,m=1}{\overset{n}{}}}\alpha _mx_kx_m{\displaystyle \frac{}{x_m}}`$
$`={\displaystyle \underset{i,j=1}{\overset{n}{}}}(\alpha _0+\alpha _i\alpha _j)x_ix_j{\displaystyle \frac{}{x_i}}.`$
Hence $`\alpha _0uDu_{m=1}^n\alpha _mY_m^m`$ defines the HLV system with the coefficients $`a_{ij}=\alpha _0+\alpha _i\alpha _j`$. It can be regarded as a generalization of the ladder system: if one puts $`\alpha _0=1,\alpha _j=j,j=1,\mathrm{},n`$, then the generalized ladder system becomes the ladder system.

###### Definition 3 (The generalized ladder system).

The HLV system (1) with $`a_{ij}=\alpha _0+\alpha _i\alpha _j,\alpha _j𝐂,\mathrm{\hspace{0.17em}0}jn`$ is called the (homogeneous Lotka–Volterra) generalized ladder system.

Equation (5) implies the following statement.

###### Theorem 3.

The generalized ladder system possesses the $`(n1)`$-dimensional Abelian Lie algebra $`^{}`$. Hence it is integrable.

The generalized ladder system also possesses the following Lie symmetries besides $`Y_l^l,l=1,\mathrm{},n`$.

###### Proposition 2.

$`\stackrel{~}{Y}_m^l=x_mu^{\alpha _l\alpha _m1}(Du/x_l),l,m=1,\mathrm{},n`$ are Lie symmetries for the generalized ladder system.

A proof is straightforward. Note that the above Lie symmetries are logarithmic in general. Moreover the $`(n^21)`$-dimensional linear space $`\stackrel{~}{}`$ defined by

$$\stackrel{~}{}=\{.\underset{m,l=1}{\overset{n}{}}a_l^m\stackrel{~}{Y}_m^l|a_l^m𝐂\}$$

has the same algebraic structure with $``$. One can easily show the following proposition.

###### Proposition 3.

The commutators among $`\stackrel{~}{Y}_m^l,l,m=1,\mathrm{},n`$ are given by

$$[\stackrel{~}{Y}_m^l,\stackrel{~}{Y}_m^{}^l^{}]=\delta _{m^{},l}\stackrel{~}{Y}_m^l^{}\delta _{m,l^{}}\stackrel{~}{Y}_m^{}^l.$$

Hence $`\stackrel{~}{}`$.

Thus although we construct the generalized ladder system by extracting the Abelian sub-algebra $`^{}`$, the same algebraic structure is restored.

Since the generalized ladder system is integrable, there exist $`n1`$ first integrals. However the first integrals are not always polynomial or rational functions. The first integrals can easily be composed by the Lie symmetries $`\stackrel{~}{Y}_m^l`$.

###### Proposition 4.

$`{\displaystyle \frac{x_m}{x_l}}u^{\alpha _l\alpha _m},l,m=1,\mathrm{},n`$ are first integrals for the generalized ladder system.

###### Proof.

If there exist two Lie symmetries $`X`$ and $`X^{}`$, and exists a function $`F`$ such that $`X^{}=FX`$, then $`F`$ is a first integrals. One can compose the first integrals by using the obtained Lie symmetries in Proposition 2. ∎

In this letter we have first introduced the $`n`$-dimensional ladder system (1) with eq. (2). The ladder system possesses the Lie symmetry algebra $``$, and it is integrable since $``$ has $`(n1)`$-dimensional Abelian sub-algebra (Corollary 1). Moreover, by extracting the Abelian Lie sub-algebra $`^{}`$, we have constructed the new integrable family in the HLV systems, the generalized ladder system. Although $``$ is not Lie symmetry algebra for the generalized ladder system anymore, the generalized ladder system possesses the Lie symmetry algebra $`\stackrel{~}{}`$, which is isomorphic to $``$.

The first integrals given in this letter are rational for the ladder system and generally logarithmic for the generalized ladder system. Thus despite the first integrals which belong to different classes, the structure of the Lie symmetry algebra is just the same between the ladder and the generalized ladder systems.

We have presented the method to derive new integrable systems using Lie symmetry sub-algebra. The universality of the method is open.