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# STRUCTURE OF MALICIOUS SINGULARITIES

## 1 Introduction

Among various kinds of singularities one meets in studying solutions to Einstein field equations there are some of especially difficult character. They deserved names such as: strong curvature singularities (Tipler, 1977a, b; Rudnicki et al., 2002), crushing singularities (Eardley, 1979), malicious singularities (Heller and Sasin, 2002). These classes do not necessarily coincide, but there are singularities that belong to all of them. Typical examples are the initial and final singularities in Roberston-Walker-Friedman-Lemaître (RWFL) cosmological models and the central singularity in the Schawarzschild solution. They are usually described as elements (ideal points) of various singular boundaries of spacetime, but one knows hardly anything about their geometric nature besides their defining properties, i.e., that the spacetime curvature blows up as one approaches such a singularity, that it compresses any suitably defined volume to zero, or that the fibre in the frame bundle over the singularity degenerates to a single point. In the present paper, we make an attempt to say something more about the malicious singularity by looking directly into its geometric nature.

To do so we must leave the category of smooth manifolds within which singularities can be reached only by a kind of a limiting process. In this paper, we treat spacetime together with its singular boundary as a noncommutative space. Although such a space is, in principle, nonlocal (the concepts of point and its neighborhood are meaningless in it), it can be studied in terms of representations of a certain noncommutative algebra in Hilbert spaces. It turns out that such an approach can provide some information about the nature of singularities. This method has been elaborated in the framework of our program of studying singularities (Heller and Sasin, 1994, 1996, 1999, 2002). The present paper is a direct continuation of (Heller and Sasin 2002), we continue to focus on malicious singularities and, by consequently applying to them the theory of representations, we tray to obtain a deeper insight into their geometric and physical nature.

The geometric context of our approach is the following. First, we consider singularities as elements of the $`b`$-boundary of spacetime (Schmidt, 1971). Although serious difficulties arise when this construction is applied to spacetime with some strong singularities, such as the ones in the closed RWFL model or in the Schwarzschild solution (Bosshard, 1976; Johnson, 1977), they can be overcome if the $`b`$-boundary construction is carried out in the category of structured spaces (Heller and Sasin, 2002). Schmidt’s construction of the $`b`$-boundary of spacetime consists in defining the Cauchy completion $`\overline{E}`$ of the total space of the frame bundle $`E`$ over spacetime $`M`$ (with the help of a Riemann metric on $`E`$), and “projecting it down” (by the action of the Lorentz group that is a structured group of the fame bundle) to obtain the $`b`$-completed spacetime $`\overline{M}=M_bM`$, where $`_bM`$ is the $`b`$-boundary of spacetime $`M`$. An element of $`_bM`$ is said to be a malicious singularity if the fiber in $`\overline{E}`$ over it consists of a single point. Second, we construct the transformation groupoid $`\mathrm{\Gamma }=\overline{E}\times G`$, where $`G`$ is the structral group of the frame bundle, and a suitable noncommutative algebra $`𝒜`$ on it. This algebra plays the analogous role to the algebra of smooth functions on a manifold and defines a noncommutative space that encodes “noncommutative properties” of spacetime with singularities. It is a standard method of changing the usual space into a noncommutative space (Connes, 1994, pp. 99-103). And finally, we use the groupoid representation theory (or a representation of a suitable algebra on this groupoid) to investigate the structure of both singular and nonsingular groupoid fibres. Happily enough, there exists the bijective correspondence between unitary representations of the transformation groupoid $`\mathrm{\Gamma }=\overline{E}\times G`$ and the systems of imprimitivity of the Lie group $`G`$. This fact allows us to reduce the problem to the study of unitary representations of the group $`G`$ in a Hilbert space (which are better known than groupoid representations).

Our main result is that at any regular (nonsingular) point of spacetime the unitary representation, being a part of the system of imprimitivity of the group $`G`$, does not contain discrete components ($`G`$ has no discrete series of representations). This is not true as far as malicious singularities are concerned. In this case, the condition for the system of imprimitivity is satisfied trivially. In particular, the corresponding group representation can be a single irreducible representation or a direct sum of such representations.

Spacetimes with $`b`$-boundaries are truly malicious geometric objects. This is demonstrated, among others, by the fact that the initial and final singularities in the closed RWFL cosmological model form a single “point” in the corresponding $`b`$-boundary, and are not Hausdorff separated from the rest of spacetime (Bosshard, 1976; Johnson, 1977). Our analysis does not change these conclusions, but the geometric tools used by us are powerful enough to give us some insight into such seemingly untractable situation. It is no longer a pathology, but rather a mathematical structure that could be used, if necessary, to model physical reality.

The organization of our material is the following. In section 2, we present some elements of the groupoid structure. Our notation is basically the same as in (Heller and Sasin, 2002), but to make the present paper self-consistent we repeat some definitions and prepare necessary tools from the theory of group representations and systems of imprimitivity. In section 3, we establish the bijective correspondence between representations of the transformation groupoid $`\mathrm{\Gamma }=\overline{E}\times G`$ and the system of imprimitivity of the group $`G`$. Our main results, concerning both regular points and malicious singularities, are obtained in section 4, and are illustrated on a typical example of the two-dimensional closed RWFL world model in section 5. Finally, in section 6, we collect some comments and interpretative remarks.

## 2 Mathematical Preliminaries

### 2.1 Groupoids and Their Representations

We begin with a brief description of the groupoid concept \[see, for instance, (Paterson, 1999, chapter 1)\] mainly to fix notation. Groupoid is a set $`\mathrm{\Gamma }`$ with a distinguished subset $`\mathrm{\Gamma }^2\mathrm{\Gamma }\times \mathrm{\Gamma }`$, called the set of composable elements, together with two mappings:

$`:\mathrm{\Gamma }^2\mathrm{\Gamma }`$ defined by $`(x,y)xy,`$ called multiplication, and

$`{}_{}{}^{1}:\mathrm{\Gamma }\mathrm{\Gamma }`$ defined by $`xx^1`$ such that $`(x^1)^1=x`$, called inversion.

Both mappings are supposed to satisfy the following conditions

(i) if $`(x,y),(y,z)\mathrm{\Gamma }^2`$ then $`(xy,z),(x,yz)\mathrm{\Gamma }^2`$ and $`(xy)z=x(yz)`$,

(ii) $`(y,y^1)\mathrm{\Gamma }^2`$ for all $`y\mathrm{\Gamma }`$, and if $`(x,y)\mathrm{\Gamma }^2`$ then $`x^1(xy)=y`$ and $`(xy)y^1=x.`$

We also define the set of units $`\mathrm{\Gamma }^0=\{xx^1:x\mathrm{\Gamma }\}\mathrm{\Gamma },`$ and the following mappings:

$`d:\mathrm{\Gamma }\mathrm{\Gamma }^0`$ by $`d(x)=x^1x,`$ called source mapping, and

$`r:\mathrm{\Gamma }\mathrm{\Gamma }^0`$ by $`r(x)=xx^1`$, called target mapping.

Let us notice that $`(x,y)\mathrm{\Gamma }^2`$ if and only if $`d(x)=r(y)`$.

For each $`u\mathrm{\Gamma }^0`$ we define the sets

$$\mathrm{\Gamma }_u=\{x\mathrm{\Gamma }:d(x)=u\}=d^1(u)$$

and

$$\mathrm{\Gamma }^u=\{x\mathrm{\Gamma }:r(x)=u\}=r^1(u).$$

Both these sets give different fibrations of $`\mathrm{\Gamma }`$. The set $`\mathrm{\Gamma }_u^u:=\mathrm{\Gamma }^u\mathrm{\Gamma }_u`$ is closed under multiplication and inverse. It is called the isotropy group at $`u`$.

The above construction is purely algebraic, but it can be equipped with the smoothness structure. In this case, it is called a smooth or Lie groupoid (Paterson, 1999, chapter 2.3).

The so-called transformation groupoids (or action groupoids) form an important class of Lie groupoids. Let $`E`$ be a differential manifold with a group $`G`$ acting on it to the right, $`E\times GE`$. This action leads to the bundle $`(E,\pi _M,M=E/G)`$. The Cartesian product $`\mathrm{\Gamma }=E\times G`$ has the structure of a groupoid, and is called a transformation groupoid. The elements of $`\mathrm{\Gamma }`$ are pairs $`\gamma =(p,g)`$ where $`pE`$ and $`gG`$. Two such pairs $`\gamma _1=(p,g)`$ and $`\gamma _2=(pg,h)`$ are composed in the following way

$$\gamma _2\gamma _1=(pg,h)(p,g)=(p,gh).$$

The inverse of $`(p,g)`$ is $`(pg,g^1).`$ We could think on $`\gamma =(p,g)`$ as on an arrow beginning at $`p`$ and ending at $`pg`$. Two arrows $`\gamma _1`$ and $`\gamma _2`$ can be composed if the beginning of $`\gamma _2`$ coincides with the end of $`\gamma _1.`$

The set of units is

$$\mathrm{\Gamma }^0=\{\gamma ^1\gamma :\gamma \mathrm{\Gamma }\}=\{(p,e):pE\}.$$

We shall often consider the “fibres” of this groupoid

$$\mathrm{\Gamma }_{(p,e)}=\{(p,g):gG\},$$

$$\mathrm{\Gamma }^{(p,e)}=\{(ph^1,h):hG\}.$$

In the following, we shall abbreviate the symbols $`\mathrm{\Gamma }_{(p,e)}`$ and $`\mathrm{\Gamma }^{(p,e)}`$ to $`\mathrm{\Gamma }_p`$ and $`\mathrm{\Gamma }^p`$, respectively. If an element $`\gamma =(p,g)\mathrm{\Gamma }`$ is represented as an arrow from $`p`$ to $`pg`$, the set $`\mathrm{\Gamma }_p`$ should be thought of as the set of arrows which begin in $`(p,e)`$, and the set $`\mathrm{\Gamma }^{p,}`$ as the set of arrows which end at $`(p,e)`$.

In what follows, we shall assume that $`G`$ is a unimodular group (the Haar measure exists on $`G`$). Since all fibres of the groupoid $`\mathrm{\Gamma }`$ are isomorphic with $`G`$, the Haar system can be defined on $`\mathrm{\Gamma }`$, and $`\mathrm{\Gamma }`$ can be regarded as a locally compact Hausdorff groupoid (Paterson, 1999, p. 32).

Let us now recall the definition of a groupoid representation. Let $`\mathrm{\Gamma }`$ be a locally compact groupoid, $`\mathrm{\Gamma }^0`$ its space of units, and $`(\mathrm{\Gamma }^0,\{H_u\}_{u\mathrm{\Gamma }^0},\mu )`$ a Hilbert bundle. Here $`\{H_u\}`$ is a collection of Hilbert spaces with $`u`$ ranging over $`\mathrm{\Gamma }^0`$, and $`\mu `$ is a probability measure on $`\mathrm{\Gamma }^0`$. By a section of the Hilbert bundle we mean a function $`f:\mathrm{\Gamma }^0_{u\mathrm{\Gamma }^0}H_u`$ where $`f(u)H_u`$.

###### Definition 2.1

A representation $`𝒰`$ of the locally compact groupoid $`\mathrm{\Gamma }`$ is given by a Hilbert bundle $`(\mathrm{\Gamma }^0,\{H_u\}_{u\mathrm{\Gamma }^0},\mu )`$, where $`\mu `$ is a quasi-invariant measure on $`\mathrm{\Gamma }^0`$, and a mapping $`\mathrm{\Gamma }xL(x)B(H_{d(x)},H_{r(x)})`$, where $`d`$ and $`r`$ are the source and the range mappings, respectively. $`L`$ is supposed to satisfy the following conditions

(i) $`L(u)=\mathrm{id}_{H_u},u\mathrm{\Gamma }^0`$,

(ii) $`L(x)L(y)=L(xy)`$, almost everywhere with respect of the groupoid measure, for all $`x,y\mathrm{\Gamma }`$ that can be composed with each other (in the case considered in the present paper this condition is satisfied everywhere),

(iii) $`L(x)^1=L(x^1)`$, almost everywhere, for every $`xG`$,

(iv) for any two sections $`\xi ,\eta (L^2(\mathrm{\Gamma }^0,\{H_u\}_{u\mathrm{\Gamma }^0},\mu )`$ of the Hilbert bundle, the function

$$x(L(x)\xi (d(x)),\eta (r(x)))$$

is measurable on $`\mathrm{\Gamma }`$ (Landsman, 1998, pp. 282-285).

### 2.2 Induced Representations and Systems of Imprimitivity

Let $`G`$ be a unimodular Lie group and $`K`$ its closed subgroup (therefore, $`K`$ is also unimodular). In such a case, there exists on $`M=K\backslash G`$ (the set of right cosets) a $`G`$-invariant measure. Let further $`(L,V)`$ be a unitary representation of the group $`K`$ in a Hilbert space $`V`$ (which can also be finitely dimensional). Now, we form the Hilbert space $`H_L=L^2(M,V,d\mu )`$ of a new representation of the group $`G`$. $`H_L`$ consists of functions defined on $`G`$ with values in $`V`$ such that

(i) the function $`g(f(g),v)`$, for every $`gG`$ and $`vV`$, is measurable (with respect to the Haar measure $`dg`$ on $`G`$),

(ii) $`f(kg)=L(k)f(g)`$ for every $`kK`$ and $`gG`$ (covariance condition),

(iii) $`_Mf(g)^2d[g]<\mathrm{}`$ where $`[g]=Kg`$.

The space $`H_L`$ with thy scalar product

$$(f|f^{})_{H_L}=_M(f(g),f^{}(g))_Vd[g]$$

is indeed the Hilbert space.

Let us define the operator

$$U^L(g_0)f(g)=f(gg_0).$$

###### Definition 2.2

The representation $`(U^L,H_L)`$ of the group $`G`$ is called the induced representation of $`G`$ from the subgroup $`K`$ through the representation $`(L,V)`$.

This representation is unitary with respect to the above scalar product (this follows from the invariance of the measure). Let us notice that the regular representation111Let us recall that the left regular representation of a unimodular Lie group $`G`$ in the Hilbert space $`L^2(G,dg)`$ is given by $`U(g)=L_g`$ where $`L_gf(x):=f(g^1x)`$, and the right regular representation of $`G`$ by $`U(g)=R_g`$ where $`U(g)f(x)=f(xg)`$, for every $`gG`$. $`(R,L^2(G))`$ of the group $`G`$ is the induced representation from the trivial subgroup $`\{e\}`$ by $`(L,V)`$ with $`L=1`$ and $`V=𝐂`$.

Let again $`G`$ be a unimodular Lie group, $`(U,H)`$ its unitary representation in a Hilbert space $`H`$, and $`M`$ a $`G`$-space, i.e., a space with a (right) action of $`G`$ (the action is not necessarily transitive). Let further $`P`$ be a spectral measure on $`M`$, i.e., a measure on Borel subsets of $`M`$ with values in the space of projection operators in the Hilbert space $`H`$. If $`BM`$ is a Borel subset then $`P(B)`$ is an orthogonal projection in $`H`$.

###### Definition 2.3

A quadruple $`(G,U,M,P)`$ is a system of imprimitivity (S.I. for short) of the group $`G`$ for the representation $`U`$ with the base $`M`$ if the following conditions are satisfied

(i) $`P(M)=\mathrm{id}_H,`$

(ii) $`U(g)P(B)U(g^1)=P(Bg^1)`$

for every $`gG`$ and $`BM`$, $`B`$ being a Borel set.

Condition (ii) expresses a “covariance” of $`P`$ with respect to $`U`$. S.I. is said to be transitive if $`G`$ acts transitively on $`M`$. In such a case, $`M=K\backslash G`$ where $`K`$ is a closed subgroup of $`G`$.

There exists another (equivalent) definition of S.I.

###### Definition 2.4

S.I. of the group $`G`$ for the representation $`U`$ with the base $`M`$ is the quadruple $`(G,U,M,\pi )`$ where $`(\pi ,H)`$ is a nondegenerate representation of the $``$-algebra $`C_0(M)`$ of continuous functions on $`M`$ vanishing at infinity in a Hilbert space $`H`$. Conditions (i) and (ii) from the previous definition are now replaced by

$$U(g)\pi (f)U(g^1)=\pi (R_gf)$$

where $`R_gf(x)=f(xg)`$, $`xM,gG,`$$`fC_0(M)`$. S.I. defined in this way is said to be smooth if $`(\pi ,H)`$ is a nondegenerate representation of the algebra $`C_0^{\mathrm{}}(M)`$ of smooth functions on $`M`$ vanishing at infinity.

###### Theorem 2.5

(Mackey). If $`(G,U,M,P)`$ is a transitive S.I. (i.e., $`M=K\backslash G`$) then the representation $`(U,H)`$ of the group $`G`$ is induced from its subgroup $`K`$ or, more precisely there exists a unitary representation $`(L,U^L)`$ of the subgroup $`KG`$ and the isomorphism of Hilbert spaces $`J:HH_L`$ such that

$$JU(g)J^1=U^L(g),$$

$$JP(B)J^1=P^L(B)$$

for every $`gG`$ and every Borel subset $`BM`$. In other words the representations $`U`$ and $`U^L`$ are unitary equivalent (Mackey, 1952). $`\mathrm{}`$

## 3 Systems of Imprimitivity and Representations of the Transformation Groupoid

In this section, we find the correspondence between representations of the transformation groupoid $`\mathrm{\Gamma }=E\times G`$ and systems of imprimitivity of the group $`G`$. It is given by the following theorem.

###### Theorem 3.1

Let $`(G,U,X,\pi )`$ be the S.I. of the group $`G`$ for the representation $`U`$ with base $`X`$, and let $`𝒰`$ be a representation of the transformation groupoid $`\mathrm{\Gamma }=X\times G`$. There exists a one-to-one correspondence

$$\{(G,U,X,\pi ))\{𝒰\}.$$

Proof is a combination of theorem 3.4.4, corollary 3.4.6 and corollary 3.7.4 from (Landsman, 1998), and theorem 3.1.1 from (Paterson, 1999) \[see also formula (3.20) from the book by Paterson\]. $`\mathrm{}`$

We shall now directly construct the above correspondence for the differential groupoid $`\mathrm{\Gamma }=\overline{E}\times G`$.

Step 1. In this step we will construct another realization of S.I. for our case. We choose a point $`p_0E`$ such that $`\tau (p_0)=m`$, where $`\tau :EM`$ is the canonical projection, and construct the space

$$_G(E_m,H)=\{\psi :E_mH:\psi (p_0g)=U(g^1)\psi (p_0)\}$$

where $`H`$ is a Hilbert space of the representation $`U`$ (or of $`\pi `$). The space $`_G`$ consists of continuous functions.222Strong continuity is assumed as a part of the definition of the unitary representation of a Lie group, i.e., it is assumed that, for every $`hH`$, the function $`GgU(g)hH`$ is continuous. We equip this space with the scalar product

$$(\psi _1|\psi _2)=(\psi _1(p_0),\psi _2(p_0))_H$$

changing it into a Hilbert space. We define the operator $`\overline{U}`$ on the space $`_G`$

$$[\overline{U}(g)\psi ](p)=U(g)\psi (p),$$

and the representation $`\overline{\pi }`$ of $`C_0(E)`$ in the space $`_G`$

$$[\overline{\pi }(f)\psi ](p_0g)=\pi (R_{g^1}f)\psi (p_0g)$$

for every $`\psi _G(E_m,H)`$, $`fC_0(E)`$, and for a point $`p_0`$ such that $`\tau (p_0)=m`$; that is to say

$$[\overline{\pi }(f)\psi ](p_0)=\pi (f)\psi (p_0).$$

This condition enforces $`(G,\overline{U},E,\overline{\pi })`$ to be an S.I.

###### Proposition 3.2

$`(G,\overline{U},E,\overline{\pi })`$ is an S.I. of the group $`G`$ for the representation $`\overline{U}`$with base $`E`$.

Proof. By using the covariance of the S.I. $`(G,U,E,\pi )`$ and the properties of functions from $`_G`$ we check the condition

$$\psi _G\overline{\pi }(f)_G$$

and the covariance condition for $`(G,\overline{U},E,\overline{\pi })`$. $`\mathrm{}`$

Step 2. First, we construct a Hilbert spaces which will form the Hilbert bundle. Let $`p_0E`$, and $`p_1=p_0g_0`$.

$$^{p_0}=\{F:\mathrm{\Gamma }^{p_0}H:F(p_0g^1,g)=U(g)F(p_0,e)\}.$$

Of course, functions $`F`$ are continuous, and we have the Hilbert bundle $`(E,^p,d\mu )`$ where $`d\mu `$ is the measure on $`E`$.

Now, we define the representation operator of the groupoid $`\mathrm{\Gamma }=E\times G`$

$$𝒰(p_0,g_0):^{p_0}^{p_1}$$

by

$$[𝒰(p_0,g_0)F]=F(\gamma ^1\eta )=F(p_1g^_1,gg_0^1).$$

Here $`\gamma =(p_0,g_0)`$, $`\eta =(p_1g^1,g)`$.

Unitarity of the operator $`𝒰(p_0,g_0)`$ is implied by the definitions of the scalar products in $`^{p_0}`$ and $`^{p_1}`$

$$(F_1,F_2)_{^{p_0}}=(F_1(p_0,e),F_2(p_0,e))_H,$$

$$(\overline{F}_1,\overline{F}_2)_{^{p_1}}=(\overline{F}_1(p_1,e),\overline{F}_2(p_1,e))_H.$$

We can easily check that all conditions of the groupoid representation are satisfied (in this case, “almost everywhere” is replaced by “everywhere”).

Step 3. Now, we should check that the constructed groupoid representation corresponds to the initial S.I. To this end, let us define the isomorphism of Hilbert spaces

$$J_{p_0}:^{p_0}_G(E_m,H),$$

where $`m=\tau (p_0)`$, by

$$\psi (p_0g^_1)=F(p_0g^_1,g)$$

where $`J_{p_0}F=\psi `$.

###### Theorem 3.3

The isomorphisms $`J_p`$ “transform operators $`𝒰(p_0,g_0)`$ onto operators $`\overline{U}(g_0^1)`$” in the sense that $`𝒰(p_0,g_0)=J_{p_1}^1\overline{U}(g^1)J_{p_0}`$. In other words, the following diagram commutes

Proof is by direct computation. $`\mathrm{}`$

## 4 Systems of Imprimitivity for Singular Spacetimes

Let us notice that the groupoid $`\mathrm{\Gamma }`$ is the disjoint sum of $`\mathrm{\Gamma }_m=E_m\times G`$, i.e., $`\mathrm{\Gamma }=_{mM}\mathrm{\Gamma }_m`$. And if the malicious singularity is present at $`m_1`$, $`\overline{\mathrm{\Gamma }}=_{mM}\mathrm{\Gamma }_m\mathrm{\Gamma }_{m_1}`$ where $`\mathrm{\Gamma }_{m_1}=\{(0,0,\mathrm{}0)\}\times G`$.

###### Definition 4.1

Let $`m_0\overline{M}`$, and $`\overline{M}=M\{m_1\}`$. The $`\mathrm{l}\mathrm{o}\mathrm{c}\mathrm{a}\mathrm{l}`$ S.I. at the point $`m_0`$ of the group $`G=SO(3,1)`$ for the representation $`(U,H)`$ of $`G`$ is $`(G,U,\overline{E}_{m_0},\pi )`$. Let us notice that the base of this S.I. is $`E_{m_0}`$.

###### Proposition 4.2

Let $`mM`$ be a regular point. The S.I. $`(G,U,E,\pi )`$ determines the local S.I. at the point $`m`$: $`(G,U,E_m,\pi _1)`$.

Proof. Let us consider the algebra $`C_0(E_m)`$ of continuous functions on $`E_m`$ vanishing at infinity. We choose a point $`p_0E_m`$, and want to show that $`fC_0(E_m)`$ can be “extended” to $`\stackrel{~}{f}C_0(E)`$.

Let $`\{(𝒪_n,f_n)\}_{n𝐍}`$ be the approximate unit for the algebra $`C_0(M)`$; $`𝒪_n`$ is here a sequence of sets such that the closure $`\overline{𝒪}_n`$ of each of them is compact, and supp$`f_n𝒪_n`$. We also assume that every $`𝒪_n`$ is the domain of trivialization of the bundle $`EM`$. Let further,

$$\stackrel{~}{f_n}(m,g)=f_n(m)f(p_0g).$$

Of course, $`\stackrel{~}{f}_nC_0(E)`$. Finally, we define the representation $`\pi _1`$ of the algebra $`C_0(E_m)`$ in the space $`H`$

$$\pi _1(f)=\underset{n\mathrm{}}{lim}\pi (\stackrel{~}{f}_n)$$

where the limit is understood in the sense of strong topology on the Hilbert space $`H`$. $`\mathrm{}`$

###### Theorem 4.3

Let $`(G,\overline{U},E_m,\overline{\pi })`$ be a local S.I. at a regular point $`mM`$. Then the representation $`(\overline{U},_G(E_m,H))`$, and consequently the representation $`(U,H)`$, is unitary equivalent to the factor representation of the regular representation of the group $`G`$ in the Hilbert space $`L^2(G)`$.

Proof. Let us notice that $`E_m=K\backslash G`$ where $`K=\{e\}`$. Therefore, the considered S.I. is transitive. On the strength of the Mackey theorem, the representation $`(U,H)`$ is equivalent to the induced representation from the subgroup $`K=\{e\}`$. The inducing representation is given by the operator $`L=\mathrm{id}_V`$. (If the subgroup is trivial, the only representation operator is the multiplication by 1, but the representation space $`V`$ can be $`n`$-dimensional.) Consequently, the representation induced by $`L`$ is given by the factor representation containing the regular representation in the space $`L^2(G)`$ with the multiplicity equal to dim$`(V)`$. $`\mathrm{}`$

###### Corollary 4.4

The representation $`(U,H)`$, being a part of the local S.I., does not contain discrete irreducible components.

Proof. The regular representation of the group $`G=SO(3,1)`$ has no discrete series. $`\mathrm{}`$

Let us notice, however, that this result depends on the dimension of space. The group $`SO(n,1)`$ has no discrete series for $`n=2k+1`$, but it has the discrete series for $`n=2k`$.

Let us now consider the situation in the malitiously singular fiber; such a fiber is $`\mathrm{\Gamma }_{m_1}=\{pt\}\times G`$ where $`\tau (pt)=m_1\overline{M}M`$. In fact, $`\mathrm{\Gamma }_{m_1}`$ can be regarded as a well defined groupoid (indeed, $`(pt,g_1)(pt,g_2)=(pt,g_2g_1)`$), and we can consider the space $`^{pt}`$. If $`F^{pt}`$ then

$$F(pt,g)=U(g)F(pt,e).$$

We see that the operator $`U(g)`$ acts according to the rule, but in the trivial way. The same is true for the operator of the groupoid representation

$$[𝒰(pt,g_0)F](pt,g)=F(pt,gg_0^1)=U(g_0^1)F(pt,g).$$

Let now $`(G,U,E_{m_1},\pi )`$ be the local S.I. at the point $`pt`$. We have $`C_0(E_{m_1})𝐑`$, and the condition of imprimitivity

$$U(g)\pi (f)U(g^1)=\pi (f),f=\mathrm{const},\pi (f)=a\mathrm{id}_H$$

is satisfied trivially.

This means that if $`(G,U,E_{m_1},\pi )`$ is the local S.I. at the malitiously singular point $`pt`$, then the condition for S.I. does not impose any limitations on the representation $`(U,H)`$. In particular, it can be an irreducible representation. $`\mathrm{}`$

## 5 Example: Two-Dimensional RWFL World Model

In this section, we consider a simplified (two-dimensional) RWFL cosmological model with its two malicious singularities that often serves as a typical example in the classical singularity problem (Bosshard, 1976; Dodson, 1978).

Let us consider the spacetime

$$M=\{(\eta ,\chi ):\eta (0,T),\chi S^1\},$$

where $`(0,T)𝐑`$, carrying the metric

$$ds^2=R^2(\eta )(d\eta ^2+d\chi ^2).$$

This model has the initial singularity: $`R^2(\eta )0`$ as $`\eta 0`$, and the final singularity: $`R^2(\eta )0`$ as $`\eta T`$ (for the detailed presentation of this model see (Dodson 1978) or (Heller and Sasin 2002).

To make a contact with our previous construction, let us list all relevant magnitudes:

$`M=(0,T)\times S^1`$,

$`(\eta ,\chi ,\lambda )E`$, $`t𝐑`$,

$`\gamma =(\eta ,\chi ,\lambda ,t)\mathrm{\Gamma }`$,

$`d(\gamma )=(\eta ,\chi ,\lambda )`$,

$`r(\gamma )=(\eta ,\chi ,\lambda +t)`$,

$`\mathrm{\Gamma }^p=\{(pt^1,t):t\}=\{(\eta ,\chi ,\lambda t,t\}`$.

To obtain the groupoid representation corresponding to a given representation $`(U,H)`$ of the group $`G`$, we construct the Hilbert space for a chosen regular point $`p_0=(\eta ,\chi ,t_0)`$

$$=\{F:\mathrm{\Gamma }^{p_0}H:F(p_0g^1,g)=U(g)F(p_0,e)\}$$

$$=\{F(\eta ,\chi ,\lambda _0t,t)=U(t)F(\eta ,\chi ,\lambda _0,0)\}.$$

And for the groupoid representation operator we have

$$𝒰(p_0,g_0)F:=𝒰(\eta ,\chi ,\lambda _0,t_0)F(\eta ,\chi ,\lambda _0+t_0t,t)$$

$$=F(\eta ,\chi ,\lambda _0+t_0t,tt_0)=U(t_0)F(\eta ,\chi ,\lambda _0t,t).$$

To obtain the corresponding S.I. $`(G,U,E_{(\eta ,\chi )},P)`$, for $`G=𝐑`$, we make use of the generalized Stone theorem \[Neimark, Ambrose, Godement; see Barut and Ra̧czka, 1977, p. 160)\] which says that a representation $`(U,H)`$ of the group $`𝐑`$ in any Hilbert space can be expressed, with the help of a spectral measure $`P`$, in the following way

$$U(t)=_𝐑e^{its}𝑑P(s).$$

We have

$$_G(E_m,H)=\{\psi :E_mH:\psi (\eta ,\chi ,\lambda _0+t)=U(t)\psi (\eta ,\chi ,\lambda _0)\}.$$

In this Hilbert space the spectral measure is

$$P(B)\psi (\eta ,\chi ,t)=\chi _B(t)\psi (\eta ,\chi ,t)$$

where $`B𝐑`$ is a Borel set, and $`\chi _B`$ its characteristic function.

It can be easily seen that the system $`(G,U,E_m,P)`$ indeed satisfies conditions of S.I. Therefore, the results obtained in the previous sections remain valid. For regular points, the representation $`(U,H)`$ is equivalent to the regular representation of the group $`𝐑`$ in $`L^2(𝐑)`$, possibly with the multiplicity greater than 1. For malicious singularities, every representation $`(U,H)`$ of the group $`𝐑`$ satisfies the conditions of S.I. The regular representation of $`𝐑`$ in $`L^2(𝐑)`$ has, exactly as for $`SO(3,1)`$, no discrete components.

## 6 Interpretation and Comments

So far our results were purely formal; let us now try to read from them a physical meaning. In physical applications systems of imprimitivity appear in the following circumstances.

Let us consider a quantum physical system having the symmetry group $`P`$. It is described by a pair $`(U(P),H)`$ where $`U(P)`$ is a unitary representation of the group $`P`$ in a Hilbert space $`H`$. Let us further assume that a classical system is described by the pair $`(P,M)`$, where $`M`$ is the space of a classical observable that charctersizes the state of this system (e.g. the space of positions or space of momenta), and $`P`$ is acting on $`M`$ as its symmetry group. If in $`H`$ there is a state $`\psi _x`$ in which the value of an observable is $`xM`$, we say that the quantum state $`\psi _x`$ corresponds to the classical magnitude $`x`$. Let us denote

$$H_x=\{\psi _aH:a=x\}.$$

If such correspondence exists, i.e., if the quantum system has an interpretation in terms of classical observables, the following conditions hold

(i) $`H_x=_{xM}H_x,`$

(ii) $`U(p)H_xH_{px}`$,

and there exists the system of imprimitivity for the representation $`U(p)`$ of the symmetry group $`P`$ (Mensky, 1976a, b). The above is visualized in the following diagram, the left column of which represents quantum description and its right column the corresponding classical description.

If $`P`$ acts on $`M`$ transitively, i.e., if there is a subgroup $`KP`$ such that $`M=K\backslash P`$, then, on the strength of the Mackey theorem, any imprimitive representation of the group $`P`$ is induced from the subgroup $`K`$ (Mackey, 1978, 1998).

Let us now apply this analysis to the case of spacetime with malicious singularities. The groupoid representation is given by the pair $`(𝒰,\{H_u\}_{uE})`$. Although in the present work we consider classical singularities, we can say that the above pair provides a quantum description of the singularity (or something analogous to quantum description since it uses typically quantum mathematical tools). We also have its classical description given by the action of the group $`G=SO(3,1)`$ on $`E`$, $`E\times GE`$ (Lorentz rotations of local frames). Since the groupoid representation $`𝒰`$ corresponds bijectively to the system of imprimitivity $`(G,U,E,\pi )`$, we could say that the quantum description of our model corresponds to its classical description. This somehow justifies the fact that although we are facing the classical singularity problem, it can be dealt with in terms of mathematical structures typical for quantum theory (unitary operators, Hilbert spaces, etc.).

In our case, the Mackey theorem says that the unitary representation of the Lorentz group $`G=SO(3,1)`$, which is the part of the corresponding S.I., is induced from its subgroup $`K`$ such that $`E_m=K\backslash G`$. If $`mM`$ is a regular point then $`K=\{e\}`$; if $`m\overline{M}M`$ is a malicious singularity then $`K=G`$. This means that in our model the correspondence between quantum description and classical description is complete, if we do not take into account malicious singularities. At maliciously singular points this correspondence formally also takes place, but the S.I. condition is always trivially satisfied.

There can exist “intermediate” singularities for which the isotropy group $`K`$ is a proper subgroup of $`G`$; they are not regular points of spacetime, but as singularities are weaker than malicious ones \[for examples see (Ellis and Schmidt, 1977)\]. Let $`K_p`$ be the isotropy group of a point $`pE`$. We have, $`K_p=K_q`$ if there is $`gG`$ such that $`q=pg`$, and $`E_m=K_p\backslash G`$. Since $`E_m`$, for an “intermdiate” singularity at $`m`$, is a quotient space, the Mackey theorem applies, and consequently the represenation, that is a part of the S.I. with the base $`E_m`$, is an induced representation by a certain representation of the subgroup $`K`$.

Let us notice that if $`m`$ is a regular point of spacetime, dim$`E_m=\mathrm{dim}G`$; if $`m`$ is an “intermediate” singularity, dim$`E_m=`$ dim$`G`$dim$`K`$; if $`m`$ is a malicious singularity, dim$`E_m=0`$. In this sense, $`K`$ may be regarded as measuruing the “strength” of a given singulatrity.

At regular points the group representation, which is an element of S.I., does not have discrete components (the group $`SO(3,1)`$ has no discrete series). In the quantum field theory this implies the impossibility to localize an elementary particle. At the malicious singularity such a group representation can be a single irreducible representation or a direct sum of such representations. Formally speaking, this would mean that at the singularity elementary particles can be localized. Since, however this follows from the fact that the S.I. condition does not impose any limitations on what can happen here, the correct interpretation seems to be that general relativity is essentially an incomplete theory: malicious singularities are its “open windows” that claim for a more general (and more complete) theory. This is not true, however, that we know nothing about the nature of the malicious singularity; as we have shown, some of its characteristics surrender to the analysis in terms of representations in Hilbert spaces.

REFERENCES

Barut, A. O. and Ra̧czka, R. (1980). Theory of Group Representations and Applications, Polish Scientific Publishers, Warsaw.

Bosshard, B. (1976). Communications in Mathematical Physicsm 46, 263.

Connes, A. (1994). Noncommutative Geometry, Academic Press, New York.

Dodson, C. T. J. (1978). International Journal of Theoretical Physics 18, 898.

Ellis, G. F. R. and Schmidt, B. G. (1977). General Relativity and Gravitation 11, 915.

Eardley, D. M. and Smarr, L. (1979). Physical Review D19, 2239.

Heller, M. and Sasin, W. (1994). General Relativity and Gravitation 26, 797.

Heller, M. and Sasin, W. (1996). Journal of Mathematical Physics 37, 5665.

Heller, M. and Sasin, W. (1999). General Relativity and Gravitation 31, 555.

Heller, M. and Sasin, W. (2002). International Journal of Theoretical Physics 41, 919.

Johnson, R. A. (1977). Journal of Mathematical Physics 18, 898.

Landsman N. P, Mathematical Topics between Classical and Quantum Mechanics, Springer, New York, 1998.

Mackey, G. W. (1952). Annals of Mathematics 55, 101.

Mackey, G. W. (1978). Unitary Group Representations in Physics, Probability and Number Theory, Benjamin, Counings.

Mackey, G. W. (1998). Contemporary Mathematics 214, 91.

Mensky, M. B. (1976a). Communications in Mathematical Physics 47, 97.

Mensky, M. B. (1976b). The Method of Induced Variables: Spacetime and the Concept of Particle, Nauka, Moscow (in Russian).

Paterson, A. L. T. (1999). Groupoids, Inverse Semigroups, and Their Operator Algebras, Birkhäuser, Boston - Basel - Berlin.

Rudnicki, W., Budzyński, R. J. and Kondracki, W. (2002) Modern Physics Letters A17, 387.

Schmidt, B. G. (1971). General Relativity and Gravitation 1, 269.

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Tipler, F. J. (1977b). Nature 270, 500.


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# Nonlinear dynamics in the Cournot duopoly game with heterogeneous players

## 1 Introduction

An oligopoly is a market system which is controlled by a few number of firms producing homogeneous products. The dynamic of oligopoly game is more complex because oligopolist must consider not only the behaviors of the consumers, but also the reactions of the other competitors. Cournot, in 1838  introduced the first formal theory of oligopoly, who treated the case with naive expectations, so that in every step each player assumes the last values taken by the competitors without estimation of their future reactions.

Recently several works have shown that the Cournot model may lead to complex behaviors such as cyclic and chaotic, see for example . Among the first to do this was Puu  who found a variety complex dynamics arising in the Cournot duopoly case including the appearance of attractors with fractal dimension. Others study of the dynamics of oligopoly models with more firms and other modifications include Ahmed and Agiza , Agiza  and Agiza et al.  such efforts have been extended by Bischi and Kopel  in a duopoly game with adaptive expectations. The development of complex oligopoly dynamics theory have been reviewed in .

Expectations play a key role in modelling economics phenomena. A producer can choose his expectations rules of many available techniques to adjust his production outputs. May be in the market of duopoly model each firm behaves with different expectations strategies, so we are going to apply this kind of expectations in our model which is common in reality.

In this paper we consider a duopoly model which is introduced in  but each player form a different strategy in order to compute his expected output. We take firm 1 represent a boundedly rational player while firm 2 has naive expectations. Each player adjusts his outputs towards the profit maximizing amount as target and use his expectations rule. Recently examples of oligopoly games with homogenous expectations are studied by Puu , Kopel , Agiza , Agiza et al . It was shown that the dynamics of Cournot oligopoly game may never settle to a steady state, and in the long run they exhibit bounded dynamic which may be periodic or chaotic. Economic model with heterogeneous players is introduced see . Also the dynamics of heterogeneous two-dimensional cobweb model have been studied by Onozaki et al, see .

The main aim of this work is to investigate the dynamic behaviors of a heterogenous model representing two firms using heterogeneous expectations rules. This mechanism was applied in cobweb model  and gave us a guide to apply it in our study.

The paper is organized as follows. In section 2 we describe the evolution of dynamical systems of players with heterogeneous expectations rules. In section 3, the dynamics of a duopoly game with boundedly rational player and naive player is modelled by a two dimensional map .The existence and local stability of the equilibrium points of the nonlinear map are analyzed. Complex dynamics of behavior occur under some changes of control parameters of the model which are shown by numerical experiments. Fractal dimension of the strange attractor of the map is measured numerically.

## 2 Heterogeneous expectations

In oligopoly game players choose simple expectations such as naive or complex as rational expectations. The players can use the same strategy (homogenous expectations) or use different strategies (heterogeneous expectations). Several economic models represent the dynamics of heterogeneous firms, have been proposed in recent years see for example . In this study we consider duopoly game where each player has different strategy to maximize his profit.

Firms can use rational expectations if they assume perfect knowledge of underlying market and this may not be available in real economic market. Also it is well known that in a duopoly model with a heterogeneous firms their outputs depend upon expectations of all competitors. Hence rational expectations can only be achieved under unrealistic assumptions. For this reason firms try to use another and my more realistic method which is called bounded rationality. Firms usually do not have a complete knowledge of the market, hence they try to use partial information based on the local estimates of the marginal profit. At each time period $`t`$ each firm increases (decreases) its production $`q_i`$at the period$`(t+1)`$ if the marginal profit is positive (negative). If the players use this kind of adjustments then they are boundedly rational players.

Let us consider a Cournot duopoly game where $`q_i`$ denotes the quantity supplied by firm $`i,i=1,2`$. In addition let $`P(q_i+q_j)`$, $`ij,`$ denote a twice differentiable and nonincreasing inverse demand function and let $`C_i(q_i)`$ denote the twice differentiable increasing cost function. Hence the profit of firm $`i`$ is given by

$$\mathrm{\Pi }_i=P(q_i+q_j)q_iC_i(q_i)$$
(1)
At each time period every player must form an expectation of the rival’s output in the next time period in order to determine the corresponding profit-maximizing quantities for period $`t+1`$. If we denote by $`q_i(t)`$ the output of firm $`i`$ at time period $`t`$, then its production $`q_i(t+1),i=1,2`$for the period $`t+1`$is decided by solving the two optimization problems.

$$\{\begin{array}{c}q_1(t+1)=\mathrm{arg}\mathrm{max}_{q_1}\mathrm{\Pi }_1(q_1(t),q_2^e(t+1))\\ q_2(t+1)=\mathrm{arg}\mathrm{max}_{q_2}\mathrm{\Pi }_2(q_1^e(t+1),q_2(t)),\end{array}$$
(2)
where the function $`\mathrm{\Pi }_i(.,.)`$ denotes the profit of the $`i`$ the firm and $`q_j^e(t+1)`$ represents the expectation of firm $`i`$ about the production decision of firm $`j,(j=1,2,ji)`$. Cournot  assumed that $`q_i^e(t+1)=q_i(t),`$ firm $`i`$ expects that the production of firm $`j`$ will remain the same as in current period ( naive expectations). The solution of the optimization problem of producer $`i`$ can be expressed as$`q_1(t+1)=f(q_2(t))`$,and $`q_2(t+1)=g(q_1(t))`$, so that the time evolution of the duopoly system is obtained by the iteration of the two-dimensional map $`T:R^2R^2`$ given by

$$T:\{\begin{array}{c}q_1^{}=f(q_2)\\ q_2^{}=g(q_1)\end{array}$$
(3)
where represents the one-period advancement operator.

The map (3) describes the duopoly game in the case of homogenous expectations (naive). The fixed points of the map (3) are located at the intersections of the two reaction functions $`q_1=f(q_2)`$ and $`q_2=f(q_1)`$and are called Cournot-Nash equilibria of the two-players game.

Firms try to use more complex expectations such as bounded rationality, hence they try to use local information based on the marginal profit $`\frac{\mathrm{\Pi }_i}{q_i}`$ . At each time period $`t`$ each firm increases (decreases) its production $`q_i`$at the period$`(t+1)`$ if the marginal profit is positive (negative). If the players use this kind of adjustments then they are boundedly rational players and the dynamical equation of this game has the form

$$q_i(t+1)=q_i(t)+\alpha _iq_i(t)\frac{\mathrm{\Pi }_i}{q_i(t)},t=0,1,2,..$$
(4)
where $`\alpha _i`$ is a positive parameter which represents the speed of adjustment. The dynamics of the game (4) was studied by Bischi and Naimzada \[7 \].

In duopoly game with players use a different expectations for example the first player is boundedly rational player and the other is naive. Hence the duopoly game in this case are composed from the first equation of (4) and the second equation of (3). Thus the discrete dynamical system in this case is described by:

$$\{\begin{array}{c}q_1(t+1)=q_1(t)+\alpha _1q_1(t)\frac{\mathrm{\Pi }_1}{q_1(t)}\\ q_2(t+1)=g(q_1(t))\end{array}$$
(5)
Therefore Eq. (5) describes the dynamics of a duopoly game with two players using heterogenous expectations. In the next section we are going to apply this technique to a duopoly model with linear demand and cost functions.

## 3 The model

Let $`q_i(t),i=1,2`$ represents the output of $`i`$th supplier during period $`t`$, with a production cost function $`C_i(q_i).`$ The price prevailing in period $`t`$ is determined by the total supply $`Q(t)=q_1(t)+q_2(t)`$ through a linear demand function

$$P=f(Q)=abQ$$
(6)
where $`a`$ and $`b`$ positive constants of demand function. The cost function is taken in the linear form

$$C_i(q_i)=c_iq_i,i=1,2$$
(7)
where $`c_i`$ is the marginal cost of $`i`$th firm. With these assumptions the single profit of $`i`$th firm is given by

$$\mathrm{\Pi }_i=q_i(abQ)c_iq_i,i=1,2$$
(8)
Then the marginal profit of $`i`$th firm at the point $`(q_1,q_2)`$of the strategy space is given by

$$\frac{\mathrm{\Pi }_i}{q_i}=ac_i2bq_ibq_j,i,j=1,2,ji$$
(9)
This optimization problem has unique solution in the form

$$q_i=r_i(q_j)=\frac{1}{2b}(ac_ibq_j)$$
(10)
If the two firms are naive players, then the duopoly game is describe from Eq.(3) by using Eq. (10) which has a linear form and the Nash equilibrium is asymptotically stable . In this study we consider two players with different expectation, which the first is boundedly rationality player and the other naive player. The dynamic equation of the first player (boundedly rational player) is obtained from inserting (9) in (3) which has the form:

$$q_1(t+1)=q_1(t)+\alpha q_1(t)(ac_12bq_1(t)bq_2(t))$$
(11)
Using second equation of Eq. (3) the second player (naive) updates his output according to the dynamic equation:

$$q_2(t+1)=\frac{1}{2b}(ac_2bq_1(t))$$
(12)
Then the duopoly game with heterogeneous players is described by a two-dimensional nonlinear map

$$T(q_1,q_2)(q_1^{},q_2^{})$$

which is defined from coupling the dynamic equations (11) and (12) as follows:

$$T:\{\begin{array}{c}q_1^{}=q_1+\alpha q_1(ac_12bq_1bq_2)\hfill \\ q_2^{}=\frac{1}{2b}(ac_2bq_1)\hfill \end{array}$$
(13)
The map (13) is a noninvertable map of the plane. The study of the dynamical properties of the map (13) allows us to have information on the long-run behavior of heterogenous players. Starting from given initial condition $`(q_{1_0,}q_{2_0})`$, the iteration of equation (13) uniquely determines a trajectory of the states of firms output.

$`(q_1(t),q_2(t))=T^t(q_{1_0,}q_{2_0}),t=0,1,2,\mathrm{}`$

### 3.1 Equilibrium points and local stability

The fixed points of the map (13) are obtained as nonnegative solutions of the algebraic system

$`q_1(ac_12bq_1bq_2)`$ $`=`$ $`0`$
$`(ac_22bq_2bq_1)`$ $`=`$ $`0`$
which is obtained by setting $`q_i^{}=q_i,i=1,2`$ in Eq. (13). We can have at most two fixed points $`E_0=(0,\frac{ac_2}{2b})`$and $`E_{}=(q_1^{},q_2^{}).`$ The fixed point $`E_0`$ is called a boundary equilibrium  and have economic meaning when $`c_2<a`$. The second equilibrium $`E_{}`$ is called Nash equilibrium where

$$q_1^{}=\frac{a+c_22c_1}{3b}\mathrm{and}\mathrm{q}_2^{}=\frac{\mathrm{a}+\mathrm{c}_12\mathrm{c}_2}{3\mathrm{b}}$$
(14)
provided that

$$\{\begin{array}{c}2c_1c_2<a\\ 2c_2c_1<a\end{array}$$
(15)
It is easy to verify that the equilibrium point $`E_{}`$ is located at the intersection of the two reaction curves which represent the locus of points of vanishing marginal profit in Eq. (9). In the following, we assume that Eq. (15) is satisfied, so the Nash equilibrium $`E_{}`$ exists.

The study of the local stability of equilibrium solutions is based on the localization, on the complex plane of the eigenvalues of the Jacobian matrix of the two dimensional map (Eq. (13)).

The study of the local stability of equilibrium solutions is based on the localization, on the complex plane of the eigenvalues of the Jacobian matrix of the two dimensional map (Eq. (13)).

The Jacobian matrix of the map (13) at the state $`(q_1,q_2)`$has the from:

$$J(q_1,q_2)=\left[\begin{array}{cc}1+\alpha (a4bq_1bq_2c_1)& \alpha bq_1\\ \frac{1}{2}& 0\end{array}\right]$$
(16)
The determinant of the matrix $`J`$ is

$$Det=\frac{1}{2}\alpha bq_1$$

Hence the map (13) is dissipative dynamical system when $`\left|\alpha bq_1\right|<2.`$

Lemma 1:  The fixed point $`E_0`$ of the map (Eq. (13)) is unstable .

Proof:  In order to prove this results, we estimate the eigenvalues of Jacobian matrix $`J`$ at $`E_0`$. The Jacobian matrix has the form

$$J(E_0)=\left[\begin{array}{cc}1+\frac{\alpha }{2}(a2c_1+c_2)& 0\\ \frac{1}{2}& 0\end{array}\right]$$

The matrix $`J(E_0)`$has two eigenvalues $`\lambda _1=1+\frac{\alpha }{2}(a2c_1+c_2)`$ and $`\lambda _2=0.`$ From condition (15), it follows that $`\left|\lambda _1\right|>1`$. Then $`E_0`$ is unstable fixed point (saddle point) for the map (13) and this completes the proof

#### 3.1.1 Local stability of Nash equilibrium

We study the local stability of Nash equilibrium of two-dimensional map (13). The Jacobian matrix (16) at $`E_{}`$, which take the form

$$J(E_{})=\left[\begin{array}{cc}12\alpha bq_1^{}\hfill & \alpha bq_1^{}\hfill \\ \frac{1}{2}\hfill & 0\hfill \end{array}\right]$$
(17)
The characteristic equations of $`J(E_{})`$ is $`P(\lambda )=\lambda ^2Tr\lambda +Det=0`$ where $`Tr`$ is the trace and $`Det`$ is the determinant of the Jacobian matrix defines in (17), $`Tr=12\alpha bq_1^{}`$ and $`Det=\frac{1}{2}\alpha bq_1^{},`$

Since $`(Tr)^24Det=(12\alpha bq_1^{})^2+2\alpha bq_1^{}`$. It is clear that $`(Tr)^24Det>0`$ ( has positive discriminant), then we deduce that the eigenvalues of Nash equilibrium are real. The local stability of Nash equilibrium is given by using Jury’s conditions  which are:

1. $`\left|Det\right|<1`$
2. $`1Tr+Det>0,`$and
3. $`1+Tr+Det>0`$

The first condition is $`\left|\alpha bq_1^{}\right|<2,`$ which implies that

$$\alpha <\frac{6}{(a2c_1+c_2)}$$
(18)
The second condition $`1Tr+Det=\frac{3}{2}\alpha bq_1^{}>0`$, then the second condition is satisfied. Then the third condition becomes:

$$\frac{5}{2}\alpha bq_1^{}2<0$$

This inequality is equivalent to

$$\alpha <\frac{12}{5(a2c_1+c_2)}$$
(19)
Form (18) and (19) it follows that the Nash equilibrium is stable if $`\alpha <\frac{12}{5(a2c_1+c_2)}`$ and hence the following lemma is proved.

Lemma 2:  The Nash equilibrium $`E_{}`$of the map (Eq. (13)) is stable provided that $`\alpha <\frac{12}{5(a2c_1+c_2)}.`$

From the previous lemma, we obtain information of the effects of the model parameters on the local stability of Nash equilibrium point $`E_{}`$. For example, an increase of the speed of adjustment of boundedly rational player with the other parameters held fixed, has a destabilizing effect. In fact, an increase of $`\alpha `$, starting from a set of parameters which ensures the local stability of the Nash equilibrium, can bring out the region of the stability of Nash equilibrium point, crossing the flip bifurcation surface $`\alpha =\frac{12}{5(a2c_1+c_2)}`$. Similar argument apply if the parameters $`\alpha ,b,`$ $`c_1`$ and $`c_2`$ are fixed parameters and the parameter $`a`$, which represents the maximum price of the good produced, is increased. In this case the region of stability of $`E_{}`$ becomes small, and this implies that $`E_{}`$ losses its stability. Complex behaviors such as period doubling and chaotic attractors are generated where the maximum Lyapunov exponents of the map (16) become positives.

### 3.2 Numerical investigations

The main purpose of this section is to show that the qualitative behavior. of the solutions of the duopoly game (13 ) with heterogeneous player generates a complex behavior that the case of duopoly game with homogenous (naive) player.

To provide some numerical evidence for the chaotic behavior of system (13), we present various numerical results here to show the chaoticity, including its bifurcations diagrams, strange attractors, Laypunov exponents, Sensitive dependence on initial conditions and fractal structure. In order to study the local stability properties of the equilibrium points, it is convenient to take the parameters values as follows: $`a=10,b=.5,c_1=3`$ and $`c_2=5.`$

The Figure 1 shows the bifurcation diagram with respect to the parameter $`\alpha `$ (speed of adjustment of boundedly rational player), while the other parameters are fixed ( $`a=10,b=.5,c_1=3,`$ and $`c_2=5).`$ In fact a bifurcation diagram of a two-dimensional map (13) shows attractor of the model (13) as a multi-valued of two-dimensional map of one parameter. In Figure 1 the bifurcation scenario is occurred, if $`\alpha `$ is small then three exists a stable equilibrium point (Nash). As one can see the Nash equilibrium point $`(6,2)`$ is locally stable for small values of $`\alpha `$. As $`\alpha `$ increases, the Nash equilibrium becomes unstable, infinitely many period doubling bifurcations of the quantity behavior becomes chaotic, as $`\alpha `$ increased. It means for a large values of speed of adjustment of bounded rational player $`\alpha `$, the system converge always to complex dynamics. Also one can see that the period doubling bifurcation occur at $`\alpha =\frac{4}{15}`$. If the case of $`\alpha >\frac{4}{15}`$, one observes flip bifurcation occurs and complex dynamic behavior begin to appear for $`\frac{4}{15}<\alpha <1.`$

A bifurcation diagram with respect to the marginal cost of the first player $`c_1`$, while other parameters are fixed as follow $`a=10,b=.5,`$ $`c_2=5`$ and $`\alpha =.335`$, is shown in Figure 2.

We show the graph of a strange attractor for the parameter constellation $`(a,b,c_1,c_2,\alpha )=(10,.5,3,5,.42)`$ in Figure 3, which exhibits a fractal structure similar to Henon attractor .

In order to analyze the parameter sets for which aperiodic behavior occurs, one can compute the maximal Lyapunov exponent depend on $`\alpha `$. For example, if the maximal Lyapunov exponent is positive, one has evidence for chaos. Moreover, by comparing the standard bifurcation diagram in $`\alpha `$, one obtains a better understanding of the particular properties of the system. In order to study the relations between the local stability of the Nash equilibrium point and the speed of adjustment of boundedly rational player $`\alpha `$, one can compute the maximal Lyapunov exponents for adjustment factor in the environment of $`1`$. Figure 4 displays the related maximal Lyapunov exponents as a function of $`\alpha `$. From Figure 4, one can easily determine the degree of the local stability for different values of $`\alpha (\frac{4}{15},1)`$. At value of $`\alpha >\frac{4}{15}`$ the maximal Lyapunov exponents is positive. A positive value of maximal Lyapunov exponents implies sensitive dependence on initial condition for chaotic behavior. From the maximal Lyapunov exponents diagram it is easy to determine the parameter-sets for which the system converges to cycles, aperiodic, chaotic behavior. Beyond that its even possible to differentiate between cycles of very higher order and aperiodic behavior of the map (13) see Figure 4.

#### 3.2.1 Sensitive dependence on initial conditions

To demonstrate the sensitivity to initial conditions of system (13), we compute two orbits with initial points $`(q_{1_0},q_{2_0})`$ and $`(q_{1_0}+.0001,q_{2_0})`$, respectively. The results are show in Fig. 5 and Fig. 6. At the beginning the time series are indistinguishable; but after a number of iterations, the difference between them builds up rapidly.

Figure 5 and figure 6 show sensitive dependence on initial conditions, $`q_1`$-coordinates of the two orbits, for system (13), plotted against the time with the parameter constellation $`(a,b,c_1,c_2,\alpha )=(10,.5,3,5,.4)`$; the $`q_1`$-coordinates of initial conditions differ by $`0.0001`$, the other coordinate kept equal.

#### 3.2.2 Fractal dimension of the map (13)

Strange attractors are typically characterized by fractal dimensions. We examine the important characteristic of neighboring chaotic orbits to see how rapidly they separate each other. The Lyapunov dimension see  is defined as follows:

$$d_L=j+\frac{_{i=1}^{i=j}\lambda _i}{\left|\lambda _j\right|}$$

with $`\lambda _1,\lambda _2,\mathrm{}.,\lambda _n`$, where $`j`$ is the largest integer such that $`_{i=1}^{i=j}\lambda _i0`$ and $`_{i=1}^{i=j+1}\lambda _i<0.`$

In our case of the two dimensional map has the Lyapunov dimension which is given by

$$d_L=1+\frac{\lambda _1}{\left|\lambda _2\right|},\lambda _1>0>\lambda _2$$

By the definition of the Lyapunov dimension and with help of the computer simulation one can show that the Lyapunov dimension of the strange attractor of system (13). At the parameters values $`(a,b,c_1,c_2,\alpha )=(10,.5,3,5,.41)`$ two Lyapunov exponents exists and are $`\lambda _1=0.28`$ and $`\lambda _2=1.06.`$ Therefore the map (13) has a fractal dimension $`d_L1+\frac{0.28}{1.06}1.26`$, which is the same fractal dimension of Henon map .

## 4 Conclusions

We have investigated the dynamics of a nonlinear, two-dimensional duopoly game, which contains two-types of heterogeneous players: boundedly rational player and naive player. This game is described by a two-dimensional noninvertible map. The stability of equilibria, bifurcation and chaotic behavior are analyzed. The influence of the main parameters (such as the speed of adjustment of boundedly rational player, the maximum price of demand function and the marginal costs of players) on the local stability is studied. We deduced that introducing heterogeneous expectations for players in the duopoly game cause a market structure to behave chaotically.

$`\mathrm{𝐀𝐜𝐤𝐧𝐨𝐰𝐥𝐞𝐝𝐠𝐦𝐞𝐧𝐭}:`$ We thank T. Onazaki for his comments.

Figure Captions

> Fig.1. Shows the bifurcation diagram with respect to the parameter $`\alpha `$ speed of adjustment of bounded rational player, with other fixed parameters $`a=10,b=.5,c_1=3,`$ and $`c_2=5.`$
>
> Fig.2. A bifurcation diagram with respect to the marginal cost of the first player $`c_1`$, with other parameters fixed at $`a=10,b=.5,`$ $`c_2=5`$ and $`\alpha =.335`$
>
> Fig.3. We show the graph of a strange attractor for the parameter constellation $`(a,b,c_1,c_2,\alpha )=(10,.5,3,5,.41)`$.
>
> Fig.4. displays the related maximal Lyapunov exponents as a function of $`\alpha `$.
>
> Fig.5. and Fig 6 show sensitive dependence on initial conditions, $`q_1`$-coordinates of the two orbits, for system (12), at the parameter values $`(a,b,c_1,c_2,\alpha )=(10,.5,3,5,.4)`$;


text:
# Inflation with blowing-up solution of cosmological constant problem

## I introduction

There are three cosmological constants or vacuum energies which we try to understand now. The first and most difficult problem is understanding the vanishing cosmological constant at the minimum of the potential, which is the so-called cosmological constant problem, $`\mathrm{`}\mathrm{`}`$Why is the cosmological constant zero at a natural scale of the Planck mass $`M_{Pl}=2.44\times 10^{18}`$ GeV?”. The second is the needed huge vacuum energy at the time of inflation. The third is the present tiny vacuum energy $`(0.003\mathrm{eV})^4`$ observed by the supernova cosmology project . Among these, the second one is understood by particle physics models of appropriate inflaton potentials. One example is the chaotic inflation that the vacuum energy at the time of inflation is huge during 60 or more e-folding time. The third one is also understood by particle physics models under the name of quintessence.

At present, understanding the cosmological constant(c.c.) problem is the most difficult and unsolved problem. It is a fine-tuning problem in four-dimensional(4D) space-time. In 4D, in order to have the flat space the cosmological constant $`\mathrm{\Lambda }_{eff}`$ must be exactly zero, otherwise the space is curved. In higher dimensional space-time, this problem has another twist. The reason is that we require only the effective 4D space-time is flat after integrating out the extra space, even though the bulk is curved with a warp factor. Thus, with extra spaces there is more freedom. Indeed, the brane models a la Randall and Sundrum(RS) give some hope toward understanding this problem.

The recent self-tuning solutions of the cosmological constant problem are worked out in the RS type models in five dimensions(5D). These self-tuning solutions are distinguished by the weak self-tuning solution and the strong self-tuning solution. The weak self-tuning solution requires just the existence of a 4D flat space solution consistent with the imposed boundary conditions. On the other hand, the strong self-tuning solution requires that the 4D flat space solution is the only solution consistent with the boundary conditions. So far, there does not exist a strong self-tuning solution. But, there are examples of the weak self-tuning solutions: with antisymmetric tensor field $`H_{MNPQ}`$  in RS-II type models and with the addition of the Gauss-Bonnet term.

The needed inflation in the brane world scenario is to obtain a de Sitter space solution at $`t=\mathrm{}`$ and transform it into a flat space solution at $`t=0`$ when the standard Big Bang cosmology commences. The study of time dependence is needed.

With the existing weak self-tuning solution, we studied the time dependence of a flat space at $`t=\mathrm{}`$ to a flat space at $`t=\mathrm{}`$ as the brane tension $`\mathrm{\Lambda }_1`$, located at $`y=0`$, changes. It will be possible to study the time dependence of a transition from a de Sitter space solution at $`t=\mathrm{}`$ to a flat space solution at $`t=\mathrm{}`$, with weak self-tuning solution. At present we have not obtained a closed form de Sitter space solution with the weak self-tuning solution, and hence cannot study this kind of time dependence explicitly. But, it has been possible to study the time dependence of a flat space at $`t=\mathrm{}`$ to a flat space at $`t=\mathrm{}`$ since we obtained closed form flat space solutions. Therefore, it seems that it is not a trivial problem to introduce inflation with the self-tuning solutions.

In this paper, we consider inflation with the known closed form weak self-tuning solution. In this Kim-Kyae-Lee(KKL) model, the flat solutions with a finite Planck mass is possible in a finite range of brane tension $`\mathrm{\Lambda }_1`$, This idea can be used in any self-tuning model with a band of blowing-up solutions.

$$\sqrt{6\mathrm{\Lambda }_b}<\mathrm{\Lambda }_1<\sqrt{6\mathrm{\Lambda }_b}$$
(1)
where $`\mathrm{\Lambda }_b`$ is the AdS bulk c.c., and we set the 5D fundamental mass $`M=1`$. Therefore, one anticipates that the flat solutions are not possible at $`|\mathrm{\Lambda }_1|>\sqrt{6\mathrm{\Lambda }_b}`$ where however de Sitter space solutions may be possible. If so, a sufficient inflation is possible in the de Sitter space. Then, by letting the brane tension $`\mathrm{\Lambda }_1`$ fall in the range of Eq. (1), one can terminate the inflation and reaches a flat space. One such example is the hybrid inflation at the brane.

Fig. 1. The blowing-up of the 4D singular point $`\mathrm{\Lambda }_{eff}=0`$ (a)

into a finite range of 5D parameter $`\mathrm{\Lambda }_1`$ (b).

This idea is sketched in Fig. 1. The cosmological constant problem in 4D is a fine-tuning problem that the flat space is possible only for $`\mathrm{\Lambda }_{eff}=0`$ as shown in Fig. 1(a). Only at this one point the flat space is obtained. In our self-tuning solutions, the flat spaces are possible in a finite range of 5D parameters, as shown in (1). This can be viewed as a blowing-up of the one point, as shown in Fig. 1(b). One notable feature is that the KKL model does not allow flat space solutions outside the range given in (1), namely the inflation can be naturally introduced in the range of parameters, $`|\mathrm{\Lambda }_1|>\sqrt{6\mathrm{\Lambda }}`$. Exit from inflation is achieved by a hybrid inflation at the brane B1, by making $`\mathrm{\Lambda }_1`$ fall in the region allowed in Eq. (1). In this case, it is not a fine-tuning since it is possible to have a flat space in a finite range of $`\mathrm{\Lambda }_1`$. The KKL solution, however, is a weak self-tuning solution since it allows dS and AdS solutions also within the band (1). If a strong self-tuning solution were found with the above type of a blowing-up mode, it will be much more satisfactory.Even if the strong self-tuning solution of Ref.  works without the problem pointed out in Ref. , it does not belong to the class of blowing-up solutions.

In Sec. II, we review some salient features of the KKL solution, which is needed for later discussions. In Sec. III we show that there exists the de Sitter space solutions outside the region of Eq. (1). In Sec. IV, we discuss the hybrid inflation at the brane so that $`\mathrm{\Lambda }_1`$ falls inside the region given in (1) after a sufficient inflation. In Sec. V, realization of zero cosmological constant is discussed. Sec. VI is a brief conclusion.

## II The weak self-tuning solution: blowing-up model of the cosmological constant singularity

There are weak self-tuning solutions in 5D . Among these we choose the KKL model where a closed form self-tuning solution was obtained. In this model, we introduce a three-form field $`A_{MNP}(M,N,P=0,1,\mathrm{},4)`$, where its field strength is $`H_{MNPQ}`$. The relevant action is§§§In Ref., another closed form is given with a logarithmic function of $`H^2`$.

$$S=d^4x𝑑y\sqrt{g}\left(\frac{1}{2}R+\frac{24!}{H^2}\mathrm{\Lambda }_b+_m\delta (y)\right)$$
(2)
where $`y`$ is the fifth coordinate, $`H^2=H_{MNPQ}H^{MNPQ}`$, and we set the fundamental mass parameter $`M=1`$ which can be recovered when its explicit expression is needed. Also, we assume a $`Z_2`$ symmetry of the solution, $`\beta (y)=\beta (y)`$. The sign of $`1/H^2`$ was chosen such that at the vacuum the propagating field $`A_{MNP}`$ has a standard kinetic energy term.

### A Flat space solutions

The flat space ansatz for the metric is

$$ds^2=\beta ^2(y)\eta _{\mu \nu }dx^\mu dx^\nu +dy^2$$
(3)
where $`(\eta _{\mu \nu })=\mathrm{diag}.(1,+1,+1,+1)`$. The Einstein tensors are

$$G_{\mu \nu }=g_{\mu \nu }\left[3\left(\frac{\beta ^{}}{\beta }\right)^2+3\left(\frac{\beta ^{\prime \prime }}{\beta }\right)\right],G_{55}=6\left(\frac{\beta ^{}}{\beta }\right)^2$$
(4)
where prime denotes differentiation with respect to $`y`$. The energy-momentum tensors are

$$T_{MN}=g_{MN}\mathrm{\Lambda }_bg_{\mu \nu }\delta _M^\mu \delta _N^\nu \mathrm{\Lambda }_1\delta (y)+44!\left(\frac{4}{H^4}H_{MNPQ}H_N{}_{}{}^{PQR}+\frac{1}{2}g_{MN}\frac{1}{H^2}\right).$$
(5)
The field equation of $`H`$,

$$_M\left(\sqrt{g}\frac{H^{MNPQ}}{H^4}\right)=0,$$
(6)
is satisfied with the following $`y`$ dependence of the four-form field

$$H_{\mu \nu \rho \sigma }=\sqrt{g}\frac{ϵ_{\mu \nu \rho \sigma }}{n(y)}.$$
(7)
The brane B1 located at $`y=0`$ has a $`\delta `$-function discontinuity of $`\beta ^{}(0)`$, which dictates the following boundary condition at $`y=0^+`$,

$$\frac{\beta ^{}}{\beta }|_{y=0^+}=\frac{\mathrm{\Lambda }_1}{6}.$$
(8)
Then, the flat solution is given by

$$\beta (|y|)=\left(\frac{k}{a}\right)^{1/4}\frac{1}{\mathrm{cosh}(4k|y|+c)^{1/4}}$$
(9)
where

$$k=\sqrt{\frac{\mathrm{\Lambda }_b}{6}},a=\sqrt{\frac{1}{6A}}$$
(10)
with a positive constant $`A>0`$, and $`c`$ is an integration constant to be determined by the boundary condition (8).

The condition (8) determines $`c`$ as

$$c=\mathrm{tanh}^1\left(\frac{\mathrm{\Lambda }_1}{\sqrt{6\mathrm{\Lambda }_b}}\right)$$
(11)
which allows the flat solution only in the interval

$$\sqrt{6\mathrm{\Lambda }_b}<\mathrm{\Lambda }_1<\sqrt{6\mathrm{\Lambda }_b}.$$
(12)
One important point of the KKL solution summarized above is that the flat 4D space is possible only in the band of $`\mathrm{\Lambda }_1`$ shown in Eq. (12). One can envision this situation in 5D as a blowing-up of a singular point $`\mathrm{\Lambda }_{eff}=0`$ of the flat 4D case, as sketched in Fig. 1.

The 4D Planck mass is expressed as

$$M_{P,eff}^2=2M^3\sqrt{\frac{k}{a}}_0^{\mathrm{}}𝑑y\frac{1}{\sqrt{\mathrm{cosh}(4ky+c)}}.$$
(13)
Thus, the order of the 4D Planck mass squared is $`M^3/\sqrt{ka}`$.

### B De Sitter and anti de Sitter space solutions

The action (2) allows the de Sitter and anti de Sitter space solutions. The ansatz for these curved spaces are taken as

$$ds^2=\beta ^2(y)\overline{g}_{\mu \nu }dx^\mu dx^\nu +dy^2$$
(14)
where

$$\overline{g}_{\mu \nu }=\mathrm{diag}.(1,e^{2\sqrt{\overline{\mathrm{\Lambda }}}t},e^{2\sqrt{\overline{\mathrm{\Lambda }}}t},e^{2\sqrt{\overline{\mathrm{\Lambda }}}t}),\text{(}dS_4\text{ background, }\overline{\mathrm{\Lambda }}>0\text{)}$$
(15)
and

$$\overline{g}_{\mu \nu }=\mathrm{diag}.(e^{2\sqrt{\overline{\mathrm{\Lambda }}}t},e^{2\sqrt{\overline{\mathrm{\Lambda }}}t},e^{2\sqrt{\overline{\mathrm{\Lambda }}}t},1),\text{(}AdS_4\text{ background, }\overline{\mathrm{\Lambda }}<0\text{)}.$$
(16)
One important equation, relating $`\beta (y)`$ and $`\beta ^{}(y)`$, is

$$\left|\frac{\beta ^{}}{\beta }\right|=\sqrt{\frac{\overline{k}^2}{\beta ^2}+k^2a^2\beta ^8}$$
(17)
where the 4D effective curvature $`\overline{k}`$ and the bulk curvature $`k`$ are

$$\overline{k}=\sqrt{\frac{\overline{\mathrm{\Lambda }}}{6}},k=\sqrt{\frac{\mathrm{\Lambda }_b}{6}}$$
(18)
It was shown that there exist de Sitter and anti de Sitter space solutions. It can be studied by investigating Eq. (17) in the limit of $`\beta 0`$ or $`\beta ^{}0`$.

### C Rescaling of $`\beta (0)`$

We can rescale $`\beta (0)`$ for our convenience. But this rescaling is possible due to our implicit assumption that the effective 4D Planck mass is the definition of a scale. If a trans-Plankian physics is present, then the defining scale can be given at a higher-than-Planck scale and the following discussion on the rescaling of $`\beta (0)`$ is not allowed.

Let us see how the parameters are changed under the rescaling, in the de Sitter space for an explicit presentation. Defining $`\stackrel{~}{\beta }`$ as

$$\stackrel{~}{\beta }^2=\frac{\beta ^2(y)}{\beta ^2(0)},\stackrel{~}{\beta }^2(0)=1,$$
(19)
we can consistently redefine the space-time coordinates,

$$\stackrel{~}{t}=|\beta (0)|t,\stackrel{~}{x}^i=|\beta (0)|x^i,$$
(20)
such that the metric (15) takes the following form,

$$ds^2=\stackrel{~}{\beta }^2(y)\left(d\stackrel{~}{t}^2+d\stackrel{~}{x}^id\stackrel{~}{x}^ie^{2\sqrt{\overline{\mathrm{\Lambda }}}\frac{\stackrel{~}{t}}{|\beta (0)|}}\right)+dy^2.$$
(21)
The curvature in the new coordinate system is

$$\stackrel{~}{\mathrm{\Lambda }}=\frac{\overline{\mathrm{\Lambda }}}{\beta ^2(0)}.$$
(22)
The 4D Planck mass in the tilded coordinate is given by

$$\stackrel{~}{M}_{P,eff}^2=\frac{M_{P,eff}^2}{\beta ^2(0)}$$
(23)
where

$$M_{P,eff}^2=2M^3_0^{\mathrm{}}𝑑y\beta ^2(y).$$
(24)
Therefore, the curvature in units of the Planck mass is the same in the untilded and tilded coordinates,

$$\frac{\overline{\mathrm{\Lambda }}/M^2}{M_{P,eff}^2}=\frac{\stackrel{~}{\mathrm{\Lambda }}/M^2}{\stackrel{~}{M}_{P,eff}^2}.$$
(25)
Now, the derivative equation (17) becomes,

$$\left|\frac{\stackrel{~}{\beta }^{}}{\stackrel{~}{\beta }}\right|=\sqrt{\frac{\stackrel{~}{k}^2}{\stackrel{~}{\beta }^2}+k^2a^2\beta ^8(0)\stackrel{~}{\beta }^8}$$
(26)
where

$$\stackrel{~}{k}^2=\frac{\overline{k}^2}{\beta ^2(0)}.$$
(27)
Thus, the derivative at $`0^+`$ is given by

$$|\stackrel{~}{\beta }^{}|_{0^+}=\sqrt{\stackrel{~}{k}^2+k^2a^2\beta ^8(0)}.$$
(28)
## III Existence of de-Sitter-space-only region

In this section, we study time dependent but spatially homogenious 4D solutions which can be useful for cosmological studies.

### A The nearby flat and curved space solutions

To compare the nearby solutions, it is convenient to use the tilded coordinate where $`\stackrel{~}{\beta }(0)`$ is defined to be 1. Let us consider the nearby solutions for the flat, de Sitter(dS), and anti de Sitter(AdS) spaces. In this case, three solutions will be almost identical up to the point $`y=(verylarge)`$ so that the flat solution tail is negligible. The dS space solution has the horizon(the point where $`\stackrel{~}{\beta }(y_h)=0`$) at $`y_h\mathrm{}`$. Also, the AdS space solution has the first cycle(up to the point where $`\stackrel{~}{\beta }^{}(y_A)=0`$ and $`\stackrel{~}{\beta }(y_A)=ϵ^+`$) extending almost to $`y_A\mathrm{}`$. The three cases of these nearby solutions are depicted in Fig. 2. Since the AdS solution can be discussed similarly as for the dS case, we compare below the flat and dS solutions only.

Fig. 2. The schematic behaviors of nearby flat, de Sitter, and anti de Sitter

space solutions. The numerical values of $`M_{Pl}`$ are almost the same.

In the tilded coordinate, it is easy to compare the nearby solutions since $`\stackrel{~}{\beta }(0)`$ is defined to be 1. The boundary condition at B1, (28), should be the same for the flat and dS solutions since we look for solutions with the same $`\mathrm{\Lambda }_1`$. Thus, if both flat and dS solutions exist, we have an equality,

$$\sqrt{k^2a_\mathrm{F}^2\beta _\mathrm{F}^8(0)}=\sqrt{ϵ+k^2a_{\mathrm{dS}}^2\beta _{\mathrm{dS}}^8(0)}$$
(29)
where $`ϵ`$ is the infinitesimal curvature $`\delta \stackrel{~}{k}^2`$ near the flat solution, and subscripts F and dS denote the respective values in the flat and dS space solutions. We can choose the integration constant $`a_{\mathrm{dS}}^2`$ such that $`a_{\mathrm{dS}}^2\beta _{\mathrm{dS}}^8(0)=a_\mathrm{F}^2\beta _\mathrm{F}^8(0)+ϵ`$, satisfying the boundary condition (29). Thus, we conclude that there exists a nearby dS space solution close to the flat space solution, which means that in the band for the flat solutions (12) there exist de Sitter space solutions. A similar conclusion can be drawn for AdS solutions. Therefore, in the region where flat space solutions are allowed, the dS and AdS solutions are also allowed. It was shown previously that these dS and AdS solutions exist by studying the behavior of $`\beta ^{}`$ in Ref. .

### B De Sitter space solutions at $`|\mathrm{\Lambda }_1|>\sqrt{6\mathrm{\Lambda }_b}`$

Let us rewrite (26) as,

$$|\stackrel{~}{\beta }^{}|=\sqrt{\stackrel{~}{k}^2+k^2\stackrel{~}{\beta }^2\stackrel{~}{a}^2\stackrel{~}{\beta }^{10}}$$
(30)
where

$$\stackrel{~}{a}^2=a^2\beta ^8(0).$$
(31)
We know that dS space solutions are possible if

$$\stackrel{~}{\beta }(y_h)=0,\stackrel{~}{\beta }^{}(y_h)0$$
(32)
are satisfied. Note that the discontinuity condition of the derivative of $`\beta `$ at $`y=0`$ is

$$\left|\frac{\stackrel{~}{\beta }^{}}{\stackrel{~}{\beta }}\right|_{0^+}=\sqrt{\stackrel{~}{k}^2+k^2\stackrel{~}{a}^2}=\left|\frac{\mathrm{\Lambda }_1}{6}\right|.$$

Thus, in the region where flat space solutions are forbidden, we obtain an inequality,

$$\sqrt{\stackrel{~}{k}^2+k^2\stackrel{~}{a}^2}>\sqrt{\frac{\mathrm{\Lambda }_b}{6}}$$

which is

$$\stackrel{~}{k}^2>\stackrel{~}{a}^2,$$
(33)
or the effective 4D curvature $`\overline{\mathrm{\Lambda }}`$ is bounded as

$$\overline{\mathrm{\Lambda }}>6a^2M^2\beta ^{10}(0)$$
(34)
where we recovered $`M^2`$. Thus, we conclude that in the region $`|\mathrm{\Lambda }_1|>\sqrt{6\mathrm{\Lambda }_b}`$ both flat and AdS solutions are forbidden. Only dS solutions are allowed with the curvature bounded from below. Note that the de Sitter space solution is obtained for the negative tension also, $`\mathrm{\Lambda }_1<\sqrt{6\mathrm{\Lambda }_b}`$. In this case, the 4D gravity at the brane is antigravity and one must be careful in studying cosmological effects at the negative tension brane.

To estimate the order of the magnitude, let us observe that the flat space solution (9) shows that $`a^2\beta ^8(0)`$ is proportional to $`k^2`$. Thus, we guess that a rough inequality is $`\overline{\mathrm{\Lambda }}>6M^2k^2\beta ^2(0)`$, or

$$\overline{\mathrm{\Lambda }}>\frac{\mathrm{\Lambda }_b}{M}\beta ^2(0).$$
(35)
## IV Hybrid inflation at the brane

Consider the de Sitter space solution where $`\mathrm{\Lambda }_1>\sqrt{6\mathrm{\Lambda }_b}`$, i.e. the positive tension brane outside the region given in Eq. (12). In the previous section, in this region of $`\mathrm{\Lambda }_1`$ it was shown that the dS space solution is the only possibility. Also, the conventional 4D Einstein equations are obtained at the positive tension brane. This positive tension 3-brane is called B1. Now we can treat $`\mathrm{\Lambda }_1`$ as the vacuum energy at B1. Namely, $`\mathrm{\Lambda }_1`$ here is the vacuum energy of the Lagrangian given in Eq. (2). Therefore, the field evolution at B1 can be studied as in the usual 4D cosmology.

Any reasonable inflation model can be adopted to transform the dS-only region to the region given in (12). Probably, the most modern and attractive inflationary model is the hybrid inflation which we adopt here for the purpose of lucid presentation. In the hybrid inflation, at least two fields participate in the inflationary period. One field $`\varphi `$(the inflaton field) is responsible for keeping the potential flat during enough e-foldings and another field $`\psi `$(the waterfall field) is responsible for exiting the inflationary period by radiating light particles. Below we discuss cosmology at brane B1.

Since it is sufficient to present our idea with the simplest original model of hybrid inflation, we adopt this model in this paper. The coupled potential of the inflaton and waterfall fields is assumed as

$`V={\displaystyle \frac{1}{2}}m^2\varphi ^2+{\displaystyle \frac{1}{4}}\lambda (\psi ^2\mu ^2)^2+{\displaystyle \frac{1}{2}}\lambda ^{}\psi ^2\varphi ^2=V_0+{\displaystyle \frac{1}{2}}m^2\varphi ^2`$ (36)
$`+{\displaystyle \frac{1}{2}}(m_\psi ^2+\lambda ^{}\varphi ^2)\psi ^2+{\displaystyle \frac{1}{2}}\lambda ^{}\psi ^2\varphi ^2`$ (37)
where $`V_0=\frac{1}{4}m_\psi ^2\mu ^2,m_\psi ^2=\lambda \mu ^2`$, and we treat $`\mu ^2`$ and $`m^2`$ as large and small parameters, respectively. Studying the effective mass of the waterfall field $`\psi `$, we can see immediately that $`\psi `$ sits at $`\psi =0`$ if the inflaton field $`\varphi `$ is greater than the critical value $`\varphi _c`$,We will consider the positive $`\varphi `$ region during the inflationary period.

$$\varphi _c\sqrt{\frac{\lambda }{\lambda ^{}}}\mu .$$
(38)
If $`\varphi `$ moves below the critical value, the waterfall field $`\psi `$ feels the tachionic potential and rolls down to the minimum at $`\psi =\mu `$. It was shown that the time needed to roll down the hill after $`\varphi `$ passes $`\varphi _c`$ is of order one Hubble time. In the region $`|\varphi |\varphi _c`$, the inflaton potential looks like $`V_0+\frac{1}{2}m^2\varphi ^2`$, and for a small value of $`m^2`$ a sufficient inflation is possible. One can take $`m`$ TeV.

During the inflationary period, the height of the potential is of order

$$V_0=\frac{\lambda }{4}\mu ^4.$$
(39)
During the inflation, we require an almost flat potential, implying $`m^2\frac{1}{2}\lambda ^{}\mu ^2`$. Namely, we require that $`\mu ^2`$ is a large parameter and $`m^2`$ is a small parameter. At the time when $`\varphi `$ reaches $`\varphi _c`$, the Hubble parameter becomes

$$H^2=\frac{\lambda \mu ^4}{12M_{Pl}^2}.$$
(40)
Requiring $`m`$ smaller than the Hubble parameter, $`m^2H^2`$, we have

$$\mu ^2\sqrt{\frac{12}{\lambda }}mM_{Pl}.$$
(41)
With this condition a sufficient inflation is guaranteed. Furthermore, it was argued that even a value of $`m^2O(H^2)`$ does not ruin the needed inflation.

The condition of forbidding the flat space solution, namely the condition for inflation, is

$$|\mathrm{\Lambda }_1|>\sqrt{6M^3|\mathrm{\Lambda }_b|},$$
(42)
which is equivalent to

$$\mu ^4>\sqrt{\frac{96}{\xi \lambda ^2}M_{Pl}^2k_a|\mathrm{\Lambda }_b|}$$
(43)
where

$$k_a\sqrt{ak},$$
(44)
and $`\xi `$ is the integral in the definition of $`M_{P,eff}^2=M_{Pl}^2`$ in Eqs. (13) and (24)

$$M_{Pl}^2=\xi \frac{M^3}{k_a}.$$
(45)
$`\xi _{flat}(c)`$ of the flat space solution is estimated as

$$\xi _{flat}(c)=\frac{1}{2}_0^{\mathrm{}}𝑑x\frac{1}{\sqrt{\mathrm{cosh}(x+c)}}\xi _{flat}(0)=\sqrt{\frac{8}{\pi }}\left(\mathrm{\Gamma }(\frac{5}{4})\right)^21.311.$$
(46)
If we consider the parameters in the range, $`\xi 1,\lambda 1,M=[10^{16}\mathrm{GeV},10^{18}\mathrm{GeV}],`$ then $`k_a`$ falls in the range $`[1.7\times 10^{11}\mathrm{GeV},1.7\times 10^{17}\mathrm{GeV}]`$. Thus, the inflation condition becomes

$$\mu >[1.3\times 10^{13}\mathrm{GeV},1.8\times 10^{18}\mathrm{GeV}].$$
(47)
As an eyeball number, let us take

$$\mathrm{\Lambda }_b=10^{14}\mathrm{GeV},k_a=10^{14}\mathrm{GeV},\xi =1,\lambda =1.$$
(48)
Then

$$M=8.4\times 10^{16}\mathrm{GeV},\mu >2.2\times 10^{15}\mathrm{GeV}.$$
(49)
From Eq. (35), we can estimate the allowed vacuum energy $`V_0`$ which must be bounded,

$$V_0\overline{\mathrm{\Lambda }}>(1.86\times 10^{13}\mathrm{GeV})^4\beta ^2(0).$$
(50)
Since we take $`\mu >2.2\times 10^{15}`$ GeV (Note that $`V_0=\frac{\lambda }{4}\mu ^4`$.), it is consistent with the above condition for the de Sitter space curvature $`\overline{\mathrm{\Lambda }}`$ in the de-Sitter-space-only region.

Thus, there is a reasonable range of parameters satisfying the inflationary condition.

After a sufficient inflation in the effective 4D cosmology, the brane tension at B1 changes when the brane field inflaton $`\varphi `$ becomes smaller than the critical value $`\varphi _c`$. Within an order of the Hubble time at $`\varphi \varphi _c`$, the brane vacuum energy or the brane tension $`\mathrm{\Lambda }_1`$ falls in the range of Eq. (12) which allows flat space solution. Within this range, however, not only the flat solutions but also curved solutions are possible. If the dS space solution is chosen, a further inflation would result. On the other hand, if a flat space solution is chosen, we exit from inflation and go into the standard Big Bang cosmology. The most probable case is that a flat space is chosen and inflation ends as in the standard hybrid inflation scenario in the flat space background. The question is how the flat space solution is chosen after $`\mathrm{\Lambda }_1`$ falls in the range given in Eq. (12).

## V Vanishing cosmological constant

In Fig. 1, we sketched the parameter change from Point D to Point F. Point D allows only the de Sitter space and inflation is achieved without any difficulty. However, in the KKL model Point F allows flat, de Sitter and anti de Sitter space solutions. Only when a flat space is chosen, we obtain the vanishing cosmological constant. In this regard, obtaining a strong self-tuning solution with a blowing-up mode is of utmost importance. With a strong self-tuning solution, then Point F allows only flat space solutions and we arrive at the zero cosmological constant vacuum after exiting from the inflationary phase.

With the weak self-tuning solution as discussed in this paper, we must rely on an additional principle to choose flat space solutions. In Ref. , Hawking’s probabilistic selection was used. With the present form of hybrid inflation, this probabilistic choice can be more elegantly phrased. The initial condition for the universe is the state D in Fig. 1(b). With this initial condition, it is unavoidable to have an inflationary period. When the inflaton field $`\varphi `$ passes the point $`\varphi _c`$, the parameter set is given such that the band of Eq. (1) is chosen. Now there are infinite ways to choose classical pathes, starting from Point D and ending at Point F. The probability to end at D with a flat solution is infinitely larger than the probability to end with dS or AdS solutions. It is most probable that flat space solutions are chosen as soon as the path enters in the band of Eq. (1). Hawking’s argument can be repeated in this situation. The Euclidian space integral involves $`𝑑yd^4x_E(\mathrm{})`$ where $`(\mathrm{})`$ represent the relevant vacuum energy. This integral is maximum where a flat space is chosen at every point of $`y`$, which means that as soon as the bound (1) is satisfied a flat space is chosen and continues to be so. The flat space obtained in this way corresponds to the field values where equations of motion are satisfied, presumably at the minimum of the potential. The above argument is notably qualitative. One can question, $`\mathrm{`}\mathrm{`}`$What is the dominant sourse for ending the inflation?” We can say qualitatively that it is the waterfall field in the flat background. It will be interesting to see more accurately how the inflation terminates.

Thus, the present tiny vacuum energy above the point of a true minimum in the flat background will show up after the matter energy becomes comparable to dark energy $`(0.003\mathrm{eV})^4`$. Eventually, the universe feels the hill of this tiny tiny potential and will give the vanishing cosmological constant as soon as this tiny hill provides an oscillationIt is stated in the framework of a very very light pseudo-Goldstone boson type quintessence. and this oscillating mode behaves like cold dark matter.

## VI Conclusion

We introduced a reasonable scenario for a sufficient inflation and transition to a vacuum with the vanishing cosmological constant in RS-II type models. Here, the observable sector fields are located at the brane B1. The necessary ingredient is the de-Sitter-space-only region in a blowing-up solution of the cosmological constant problem. We discussed the scheme with a previously found blowing-up solution in the form of weak self-tuning solution. This idea can be applied to any blowing-up solution of the cosmological constant problem with a de-Sitter-space-only region. Inflation is unavoidable for some initial conditions of the universe due to the existence of de-Sitter-space-only region. Fine-tuning is avoided because the flat space solutions are allowed in a finite range of parameter $`\mathrm{\Lambda }_1`$. Exit from inflation can be realized in any reasonable inflationary model. In particular, we showed that it is possible to introduce a hybrid inflation, being consistent with the blowing-up region of the model we discussed. Since the example we choose for the blowing-up solution is a weak self-tuning solution, we must rely on another principle to choose the flat space after inflation. For this we adopted Hawking’s probabilistic argument.

###### Acknowledgements.

I thank K.-S. Choi, H. B. Kim and H. M. Lee for useful discussions. I also thank Humboldt Foundation for the award. This work is supported in part by the BK21 program of Ministry of Education, and the KOSEF Sundo Grant.