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# Monodromy, Duality and Integrability of Two Dimensional String Effective Action

## 1 Introduction

The field theories in two space-time dimensions have attracted considerable attention over the past few decades. They possess a variety of interesting features. Some of these field theories, capture several salient characteristics of four dimensional theories and, therefore, such two dimensional models are used as theoretical laboratories. Moreover, the nonperturbative properties of field theories are much simpler to study in two dimensional models. There are classes of two dimensional theories which are endowed with a rich symmetry structure: integrable models  and conformal field theories  belong to this special category among others. Under special circumstances, in the presence of isometries, a four dimensional theory may also be described by an effective two dimensional theory.

The string theories are abundantly rich in their symmetry content. The tree level string effective action, dimensionally reduced to lower dimensions, is known to possess enlarged symmetries . Let us consider, toroidal compactification of heterotic string on a $`d`$-dimensional torus, from $`10`$-dimensional space-time to $`10d`$ dimensions. The reduced theory is known to be invariant under the non-compact T-duality group, $`O(d,d+16)`$. For the case $`d=6`$, namely, in the case of reduction to four space-time dimensions, the field strength of the two form anti-symmetric tensor can be traded for the pseudoscalar axion. Furthermore, the dilaton and axion can be combined to parameterize the coset $`\frac{SL(2,R)}{U(1)}`$. Thus, the four dimensional theory possesses the T-duality as well as the S-duality group of symmetries. When the string effective action is reduced to two space-time dimensions we encounter an enhancement in symmetry as has been studied by several authors . The string effective action describes supergravity theories and the integrability properties of such theories have been investigated in the recent past . It is worth while to mention that higher dimensional Einstein theory, dimensionally reduced to effective two dimensional theories, has been studied in the past . One of the approaches is to derive the monodromy matrix which encodes some of the essential features of integrable field theories. An effective two dimensional action naturally appears when one considers some aspects of black hole physics, colliding plane waves as well as special types of cosmological models. Recently, we have shown that the two dimensional string effective action has connection with integrable systems from a new perspective in the sense that one can construct the monodromy matrix for such theories with well defined prescriptions . It was shown, while investigating the collision of plane fronted stringy waves, that the monodromy matrix can be constructed explicitly for a given set of background configurations . Subsequently, we were able to give the procedures for deriving the monodromy matrix under general settings. It is worth while to mention that some of the interesting aspects of black hole physics can be described by an effective two dimensional theory . Moreover, there is an intimate relation between colliding plane waves and the description of four dimensional space-time with two commuting Killing vectors.

Chandrasekhar and Xanthopoulos , in their seminal work, have shown that a violently time dependent space-time with a pair of Killing vectors provides a description of plane colliding gravitational waves. Furthermore, Ferrari, Ibanez and Bruni  have demonstrated that the colliding plane wave metric can be identified, locally, to be isometric to the interior of a Schwarzschild metric. In another important step, Yurtsever  constructed the transformation which provides a connection between a metric describing colliding waves and one corresponding to the Schwarzschild black hole. As is well known, from the study of colliding plane gravitational waves  corresponding to massless states of strings, there is a curvature singularity in the future. Recently, the appearance of the future singularity, has found an alternative description in the context of Pre-Big Bang (PBB) scenario . The incoming plane waves are to be identified as the initial stringy vacuua of the Universe, which collide and lead to the creation of the Universe. Indeed, the solutions correspond to Kasner type metric and the exponents fulfill the requirements of PBB conditions. A very important fact, in this context, is that one starts from a four dimensional effective action; however, the physical process is effectively described by a two dimensional theory.

When we focus our attention to address these problems in the frame work of string theory, it is essential to keep in mind the special symmetries, such as dualities, which are an integral part of the stringy symmetries. We have investigated  the behavior of the monodromy matrix under T-duality transformation of the backgrounds under a general setting when the two dimensional action is derived from a $`D`$-dimensional string effective action through compactification on a $`d`$-dimensional torus, $`T^d`$. It was shown that the monodromy matrix transforms non-trivially under the duality group $`O(d,d)`$. Therefore, it opens up the possibility of studying integrable systems which might appear in the context of string theories. As an example, we considered the Nappi-Witten  model, which is a solution to an exact conformal field theory described by a WZW model. We first obtained the monodromy matrix for the case when the 2-form anti-symmetric tensor is set to zero. It is also well known that an anti-symmetric tensor background can be generated through an $`O(2,2)`$ transformation from the initial backgrounds . We can construct the monodromy matrix for the new set of backgrounds using our prescriptions. On the other hand, the new monodromy matrix can be constructed directly by utilizing the transformation rules discovered by us. Indeed, we explicitly, demonstrated that the monodromy matrices obtained via the two different routes are identical. It is obvious from the preceding discussions that the symmetries of the effective action play an important role in the construction of the monodromy matrix and its transformation properties under those symmetry transformations. Therefore, it is natural to expect intimate connections between the integrability properties of the two dimensional theory and the full stringy symmetry groups of T and S dualities.

In this lecture, we review the works reported in . We provide prescriptions for the construction of the monodromy matrix, $`\widehat{}`$, for the string theoretic two dimensional effective action. We present the pole structure of the monodromy matrix from general arguments. The duality transformation properties of $`\widehat{}`$ follow from the definition and construction of this matrix. For example, if the action respects T-duality, then one can derive how $`\widehat{}`$ transforms under the group, whereas, if the underlying symmetry corresponds to S-duality an appropriate transformation rule for monodromy matrix can also be derived. Our paper is organized as follows: In Section II, we recapitulate the form of the two dimensional action obtained by toroidal compactification from higher dimensions. Then, we present the equations of motion. A key ingredient, in the derivation of the monodromy matrix, is the coset space reformulation of the reduced action. We devote Section III to the construction of the monodromy matrix for the problem under consideration. The transformation rules for $`\widehat{}`$, under a T-duality transformation, are derived once the matrix is constructed. An interesting observation is that the expression for $`\widehat{}`$ already captures the stringy symmetry in an elegant manner. In this section, we also present explicit forms of $`\widehat{}`$ for simple background configurations which still preserve some of the general features. We present an illustrative example in Section IV, namely, the structure of the Nappi-Witten model in the present context is analyzed in detail. We present a brief conclusion in Section V.

## 2 Two dimensional effective action

In this section, we will briefly recapitulate the form of the string effective action in two dimensions, which will form the basis for all our subsequent discussions. Let us consider, for simplicity, the tree level string effective action in $`D`$-dimensions consisting of the graviton, the dilaton and the anti-symmetric tensor field,

$$\widehat{S}=d^Dx\sqrt{\widehat{G}}e^{\widehat{\varphi }}\left(R_{\widehat{G}}+\left(\widehat{}\widehat{\varphi }\right)^2\frac{1}{12}\widehat{H}_{\widehat{\mu }\widehat{\nu }\widehat{\rho }}\widehat{H}^{\widehat{\mu }\widehat{\nu }\widehat{\rho }}\right),$$
(1)
Here, $`\widehat{G}_{\widehat{\mu }\widehat{\nu }}`$ is the $`D`$-dimensional metric in the string frame with signature $`(,+,\mathrm{},+)`$, and $`\widehat{G}=det\widehat{G}_{\widehat{\mu }\widehat{\nu }}`$. $`\widehat{R}_{\widehat{G}}`$ is the scalar curvature, $`\widehat{\varphi }`$ is the dilaton and $`\widehat{H}_{\widehat{\mu }\widehat{\nu }\widehat{\rho }}=_{\widehat{\mu }}\widehat{B}_{\widehat{\nu }\widehat{\rho }}+_{\widehat{\rho }}\widehat{B}_{\widehat{\mu }\widehat{\nu }}+_{\widehat{\nu }}\widehat{B}_{\widehat{\rho }\widehat{\mu }}`$ is the field strength for the second-rank anti-symmetric tensor field, $`\widehat{B}_{\widehat{\mu }\widehat{\nu }}.`$

If we compactify this action on a $`d`$-dimensional torus, $`T^d`$, where $`d=D2`$, then, the resulting dimensionally reduced action would describe the two dimensional string effective action, which has the form ,

$$S=𝑑x^0𝑑x^1\sqrt{g}e^{\overline{\varphi }}\left(R+\left(\overline{\varphi }\right)^2+\frac{1}{8}\mathrm{Tr}\left(_\alpha M^1^\alpha M\right)\right)$$
(2)
Here $`\alpha ,\beta =0,1`$ are the two-dimensional space-time indices, $`g_{\alpha \beta }`$ is the two-dimensional space-time metric with $`g=detg_{\alpha \beta }`$. $`R`$ is the corresponding two dimensional scalar curvature, while the shifted dilaton is defined as

$$\overline{\varphi }=\varphi \frac{1}{2}\mathrm{log}detG_{ij}$$
(3)
where $`G_{ij}`$ is the metric in the internal space, corresponding to the toroidally compactified coordinates $`x^i`$, $`i,j=2,3,\mathrm{},D1`$ $`(d=D2)`$. Finally, $`M`$ is a $`2d\times 2d`$ symmetric matrix of the form

$$M=\left(\begin{array}{cc}G^1& G^1B\\ BG^1& GBG^1B\end{array}\right)$$
(4)
where $`B`$ represents the moduli coming from the dimensional reduction of the $`\widehat{B}`$-field in $`D`$-dimensions. In general, there will be additional terms in (2) associated with $`d`$ Abelian gauge fields arising from the metric, $`\widehat{G}_{\widehat{\mu }\widehat{\nu }}`$, and another set of $`d`$ Abelian gauge fields coming from the anti-symmetric tensor, $`\widehat{B}_{\widehat{\mu }\widehat{\nu }}`$, as a result of dimensional reduction  . Furthermore, there would also have been terms involving the field strength of the two dimensional tensor field, $`B_{\alpha \beta }`$. Since we are in two space-time dimensions, we have dropped the gauge field terms and, in the same spirit, have not kept the field strength of $`B_{\alpha \beta }`$, which can always be removed, if it depends only on the coordinates $`x^0`$ and $`x^1`$. Later, we will comment on the gauge fields, which assume a significant role, when Abelian gauge fields are present in the original string effective action (1).

The matrix $`M`$ corresponds to a symmetric representation of the group $`O(d,d)`$ and the dimensionally reduced action in (2) is invariant under the global $`O(d,d)`$ transformations

$`g_{\alpha \beta }`$ $``$ $`g_{\alpha \beta },\overline{\varphi }\overline{\varphi }`$ (5)
$`M`$ $``$ $`\mathrm{\Omega }^TM\mathrm{\Omega }`$ (6)
where $`\mathrm{\Omega }O(d,d)`$ is the global transformation matrix, which preserves the $`O(d,d)`$ metric

$$\eta =\left(\begin{array}{cc}0& \mathrm{𝟏}_d\\ \mathrm{𝟏}_d& 0\end{array}\right)$$
(7)
with $`\mathrm{𝟏}_d`$ representing the identity matrix in $`d`$ dimensions. Namely, $`\mathrm{\Omega }`$ satisfies $`\mathrm{\Omega }^T\eta \mathrm{\Omega }=\eta `$.

The equations of motion for the different fields follow from the dimensionally reduced effective action (2). For example, varying the effective action (2) with respect to the shifted dilaton, $`\overline{\varphi }`$, and the metric, $`g_{\alpha \beta }`$, leads respectively to

$`R+2g^{\alpha \beta }D_\alpha D_\beta \overline{\varphi }g^{\alpha \beta }_\alpha \overline{\varphi }_\beta \overline{\varphi }+{\displaystyle \frac{1}{8}}g^{\alpha \beta }Tr\left(_\alpha M^1_\beta M\right)`$ $`=`$ $`0`$ (8)
$`R_{\alpha \beta }+D_\alpha D_\beta \overline{\varphi }+{\displaystyle \frac{1}{8}}Tr\left(_\alpha M^1_\beta M\right)`$ $`=`$ $`0`$ (9)
It follows from these that

$$D_\alpha D^\alpha e^{\overline{\varphi }}=0$$
(10)
The variation of the effective action with respect to $`M`$ needs some care since $`M`$ is a symmetric $`O(d,d)`$ matrix satisfying $`M\eta M=\eta `$. A simple method, for example, would involve adding the constraint to the effective action through a Lagrange multiplier. In any case, since there is no potential term in the effective action involving the matrix $`M`$, the Euler-Lagrange equation of motion following from the variation of the action with respect to $`M`$ has the form of a conservation law

$$_\alpha \left(e^{\overline{\varphi }}\sqrt{g}g^{\alpha \beta }M^1_\beta M\right)=0$$
(11)
We can further simplify these equations by working in the light-cone coordinates

$$x^+=\frac{1}{\sqrt{2}}(x^0+x^1),x^{}=\frac{1}{\sqrt{2}}(x^0x^1)$$
(12)
and choosing the conformal gauge for the two dimensional metric, namely,

$$g_{\alpha \beta }=e^{F(x^+,x^{})}\eta _{\alpha \beta }$$
(13)
In this case, eqs. (10) and (11) take respectively the forms

$`_+_{}e^{\overline{\varphi }}`$ $`=`$ $`0`$ (14)
$`_+\left(e^{\overline{\varphi }}M^1_{}M\right)+_{}\left(e^{\overline{\varphi }}M^1_+M\right)`$ $`=`$ $`0`$ (15)
while eqs. (8) and (9) can be written explicitly as

$`_+^2\overline{\varphi }_+F_+\overline{\varphi }+{\displaystyle \frac{1}{8}}\mathrm{Tr}\left(_+M^1_+M\right)`$ $`=`$ $`0`$
$`_+_{}\overline{\varphi }_+_{}F+{\displaystyle \frac{1}{8}}\mathrm{Tr}\left(_+M^1_{}M\right)`$ $`=`$ $`0`$
$`_{}^2\overline{\varphi }_{}F_{}\overline{\varphi }+{\displaystyle \frac{1}{8}}\mathrm{Tr}\left(_{}M^1_{}M\right)`$ $`=`$ $`0`$ (16)
It is well known  that the moduli appearing in the definition of the $`M`$ matrix (see eq. (4)) parameterize the coset $`\frac{O(d,d)}{O(d)\times O(d)}`$. Correspondingly, it is convenient to introduce a triangular matrix $`V\frac{O(d,d)}{O(d)\times O(d)}`$, of the form

$$V=\left(\begin{array}{cc}E^1& 0\\ BE^1& E^T\end{array}\right)$$
(17)
such that $`M=VV^T`$. Here, $`E`$ is the vielbein in the internal space so that $`(E^TE)_{ij}=G_{ij}`$. Under a combined global $`O(d,d)`$ and a local $`O(d)\times O(d)`$ transformation

$$V\mathrm{\Omega }^TVh(x)$$
(18)
where $`\mathrm{\Omega }O(d,d)`$ and $`h(x)O(d)\times O(d)`$,

$$M=VV^T\mathrm{\Omega }^TM\mathrm{\Omega }$$
(19)
Namely, the $`M`$ matrix is sensitive only to a global $`O(d,d)`$ rotation.

From the matrix $`V`$, we can construct the current $`V^1_\alpha V`$ , which belongs to the Lie algebra of $`O(d,d)`$ and can be decomposed as

$$V^1_\alpha V=P_\alpha +Q_\alpha $$
(20)
Here, $`Q_\alpha `$ belongs to the Lie algebra of the maximally compact subgroup $`O(d)\times O(d)`$ and $`P_\alpha `$ belongs to the complement. Furthermore, it follows from the symmetric space automorphism property of the coset $`\frac{O(d,d)}{O(d)\times O(d)}`$ that $`P_\alpha ^T=P_\alpha ,Q_\alpha ^T=Q_\alpha `$ so that we can identify

$`P_\alpha `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(V^1_\alpha V+(V^1_\alpha V)^T\right)`$
$`Q_\alpha `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(V^1_\alpha V(V^1_\alpha V)^T\right)`$ (21)
It is now straightforward to check that

$$\mathrm{Tr}\left(_\alpha M^1_\beta M\right)=4\mathrm{T}\mathrm{r}\left(P_\alpha P_\beta \right)$$
(22)
Furthermore, under a global $`O(d,d)`$ rotation, the currents in (21) are invariant, while under a local $`O(d)\times O(d)`$ transformation, $`VVh(x)`$,

$$P_\alpha h^1(x)P_\alpha h(x),Q_\alpha h^1(x)Q_\alpha h(x)+h^1(x)_\alpha h(x)$$
(23)
Namely, under a local $`O(d)\times O(d)`$ transformation, $`Q_\alpha `$ transforms like a gauge field, while $`P_\alpha `$ transforms as belonging to the adjoint representation. It is clear, therefore, that (22) is invariant under the global $`O(d,d)`$ as well as the local $`O(d)\times O(d)`$ transformations. Consequently, the action in (2) is also invariant under the local $`O(d)\times O(d)`$ transformations.

This brings out, naturally, the connection between the system under study and two dimensional integrable systems. First, let us note that, in the absence of gravity and the dilaton (namely, if $`g_{\alpha \beta }=\eta _{\alpha \beta },\overline{\varphi }=0`$), the action in (2) simply corresponds to a flat space sigma model defined over the coset $`\frac{O(d,d)}{O(d)\times O(d)}`$, which can be analyzed through a zero curvature condition with a constant spectral parameter (to be discussed in more detail in the next section). In the presence of gravity as well as the dilaton, we can eliminate the dilaton from the action (2) by choosing the particular conformal gauge $`g_{\alpha \beta }=e^{\overline{\varphi }}\eta _{\alpha \beta }`$. In this case, the action will describe a sigma model, defined over the coset $`\frac{O(d,d)}{O(d)\times O(d)}`$, coupled to gravity. As we will show in the next section, this system can also be analyzed through a zero curvature condition much like the flat space case, although consistency requires the spectral parameter, in this case, to be space-time dependent.

So far, we have only discussed the two dimensional string effective action starting from the $`D`$-dimensional action in (1) involving the graviton, the dilaton and the anti-symmetric tensor field. However, the action in (1) can be generalized by adding $`n`$ Abelian gauge fields, with the additional action of the form (such terms naturally arise in heterotic string theory)

$$\widehat{S}_{\widehat{A}}=\frac{1}{4}d^Dx\sqrt{\widehat{G}}e^{\widehat{\varphi }}\left(\widehat{g}^{\widehat{\mu }\widehat{\rho }}\widehat{g}^{\widehat{\nu }\widehat{\lambda }}\delta _{IJ}\widehat{F}_{\widehat{\mu }\widehat{\nu }}^I\widehat{F}_{\widehat{\rho }\widehat{\lambda }}^J\right)$$
(24)
where $`I,J=1,2,\mathrm{},n`$ and

$$\widehat{F}_{\widehat{\mu }\widehat{\nu }}^I=_{\widehat{\mu }}\widehat{A}_{\widehat{\nu }}^I_{\widehat{\nu }}\widehat{A}_{\widehat{\mu }}^I$$
(25)
This action can also be dimensionally reduced  to two dimensions and the resulting effective action takes the form

$$S_A=\frac{1}{4}𝑑x^0𝑑x^1\sqrt{g}e^{\overline{\varphi }}\left(F_{\alpha \beta }^IF^{I\alpha \beta }+2F_{\alpha j}^IF^{I\alpha j}\right)$$
(26)
where we have defined

$`a_i^I`$ $`=`$ $`\widehat{A}_i^I`$
$`A_\alpha ^{(1)I}`$ $`=`$ $`\widehat{G}_\alpha ^I`$
$`A_\alpha ^{(3)I}`$ $`=`$ $`\widehat{A}_\alpha ^Ia_j^IA_\alpha ^{(1)j}`$
$`F_{\alpha \beta }^{(1)i}`$ $`=`$ $`_\alpha A_\beta ^{(1)i}_\beta A_\alpha ^{(1)i}`$ (27)
$`F_{\alpha \beta }^{(3)I}`$ $`=`$ $`_\alpha A_\beta ^{(3)I}_\beta A_\alpha ^{(3)I}`$
$`F_{\alpha \beta }^I`$ $`=`$ $`F_{\alpha \beta }^{(3)I}+F_{\alpha \beta }^{(1)i}a_i^I`$
$`F_{\alpha i}^I`$ $`=`$ $`_\alpha a_i^I`$
In the presence of the Abelian gauge fields, the field strength, $`H`$, associated with the second rank anti-symmetric tensor field, $`B`$, needs to be redefined for gauge invariance as

$`H_{\alpha ij}`$ $`=`$ $`_\alpha B_{ij}+{\displaystyle \frac{1}{2}}\left(a_i^I_\alpha a_j^Ia_j^I_\alpha a_i^I\right)`$
$`H_{\alpha \beta i}`$ $`=`$ $`C_{ij}F_{\alpha \beta }^{(1)j}+F_{\alpha \beta i}^{(2)}a_i^IF_{\alpha \beta }^{(3)I}`$
$`H_{\alpha \beta \gamma }`$ $`=`$ $`_\alpha B_{\beta \gamma }{\displaystyle \frac{1}{2}}𝒜_\alpha ^r\eta _{rs}_{\beta \gamma }^s+\mathrm{cyc}.\mathrm{perms}.`$
where $`𝒜_\alpha ^r=(A_\alpha ^{(1)i},A_{\alpha i}^{(2)},A_\alpha ^{(3)I})`$, $`_{\alpha \beta }^r=_\alpha 𝒜_\beta ^r_\beta 𝒜_\alpha ^r`$ and

$`A_{\alpha i}^{(2)}`$ $`=`$ $`\widehat{B}_{\alpha i}+B_{ij}A_\alpha ^{(1)j}+{\displaystyle \frac{1}{2}}a_i^IA_\alpha ^{(3)I}`$
$`F_{\alpha \beta i}^{(2)}`$ $`=`$ $`_\alpha A_{\beta i}^{(2)}_\beta A_{\alpha i}^{(2)}`$
$`C_{ij}`$ $`=`$ $`{\displaystyle \frac{1}{2}}a_i^Ia_j^I+B_{ij}`$ (29)
Once again, it is easy to see that, in two space-time dimensions, the field strength $`H_{\alpha \beta \gamma }`$ can be set to zero. Furthermore, keeping all other terms, the complete two dimensional string effective action can be shown to have the same form as in (2) with

$$M=\left(\begin{array}{ccc}G^1& G^1C& G^1a^T\\ CG^1& G+C^TG^1C& C^TG^1a^T+a^T\\ aG^1& aG^1C+a& 1+aG^1a^T\end{array}\right)$$
(30)
In this case, $`M`$ is a symmetric $`d\times (d+n)`$ matrix ($`d=D2`$) belonging to $`O(d,d+n)`$. Under a $`O(d,d+n)`$ transformation

$$M\mathrm{\Omega }^TM\mathrm{\Omega }$$
(31)
where the parameter of transformation $`\mathrm{\Omega }O(d,d+n)`$ satisfying $`\mathrm{\Omega }^T\eta \mathrm{\Omega }=\eta `$, where

$$\eta =\left(\begin{array}{ccc}0& \mathrm{𝟏}_d& 0\\ \mathrm{𝟏}_d& 0& 0\\ 0& 0& \mathrm{𝟏}_n\end{array}\right)$$
(32)
represents the metric for $`O(d,d+n)`$. As in the earlier case, it is more convenient to introduce a matrix $`V\frac{O(d,d+n)}{O(d)\times O(d+n)}`$ of the form

$$V=\left(\begin{array}{ccc}E^{1T}& 0& 0\\ C^TE^{1T}& E^T& a^T\\ aE^{1T}& 0& 1\end{array}\right)$$
(33)
such that $`M=VV^T`$. As before, under a combined global $`O(d,d+n)`$ and a local $`O(d)\times O(d+n)`$ transformation

$$V\mathrm{\Omega }^TVh(x)$$
(34)
where $`\mathrm{\Omega }O(d,d+n)`$ and $`h(x)O(d)\times O(d+n)`$. However, the matrix $`M`$ is not sensitive to the local $`O(d)\times O(d+n)`$ transformations. We can now define the current $`V^1_\alpha V`$ which belongs to the Lie algebra of $`O(d,d+n)`$ and which can be decomposed as

$$V^1_\alpha V=P_\alpha +Q_\alpha $$
(35)
In the present case, $`Q_\alpha `$ belongs to the Lie algebra of the maximal compact subgroup $`O(d)\times O(d+n)`$, while $`P_\alpha `$ belongs to the complement. Under a global $`O(d,d+n)`$ transformation, $`P_\alpha `$ and $`Q_\alpha `$ are invariant, while under a local $`O(d)\times O(d+n)`$ transformation, $`VVh(x)`$,

$$P_\alpha h^1(x)P_\alpha h(x),Q_\alpha h^1(x)Q_\alpha h(x)+h^1(x)_\alpha h(x)$$
(36)
and all the discussion for the earlier case can again be carried through.

## 3 Monodromy Matrix

In the last section, we saw that the two dimensional string effective action, dimensionally reduced from $`D`$-dimensions, has a natural description of a sigma model defined on a coset, coupled to gravity. In the case when there are no Abelian gauge fields present in the starting string action, the sigma model is defined on the coset $`\frac{O(d,d)}{O(d)\times O(d)}`$ where $`d=D2`$. On the other hand, if $`n`$ Abelian gauge fields are present in the starting string action, the coset can be identified with $`\frac{O(d,d+n)}{O(d)\times O(d+n)}`$. In this section, we will further analyze the integrability properties of such a system and construct the monodromy matrix associated with the system.

Let us consider a general sigma model in flat space-time, defined on the coset $`G/H`$. The two cases of interest for us are when $`G=O(d,d),H=O(d)\times O(d)`$ and $`G=O(d,d+n),H=O(d)\times O(d+n)`$. Let $`VG/H`$ and $`M=VV^T`$. Then, as we have noted in the last section, we can decompose the current $`V^1_\alpha V`$ belonging to the Lie algebra of $`G`$ as

$$V^1_\alpha V=P_\alpha +Q_\alpha $$
(37)
where $`Q_\alpha `$ belongs to the Lie algebra of $`H`$, while $`P_\alpha `$ belongs to the complement. The integrability condition, following from this, corresponds to the zero curvature condition

$$_\alpha (V^1_\beta V)_\beta (V^1_\alpha V)+[(V^1_\alpha V),(V^1_\beta V)]=0$$
(38)
Explicitly, this equation gives

$`_\alpha Q_\beta _\beta Q_\alpha +[Q_\alpha ,Q_\beta ]+[P_\alpha ,P_\beta ]`$ $`=`$ $`0`$
$`D_\alpha P_\beta D_\beta P_\alpha `$ $`=`$ $`0`$ (39)
where we have defined

$$D_\alpha P_\beta =_\alpha P_\beta +[Q_\alpha ,P_\beta ]$$
(40)
The equations of motion for the flat space sigma model (see eq. (11))

$$\eta ^{\alpha \beta }_\alpha (M^1_\beta M)=0$$
(41)
can be rewritten in the form

$$\eta ^{\alpha \beta }D_\alpha P_\beta =0$$
(42)
Let us next introduce a one parameter family of matrices $`\widehat{V}(x,t)`$ where $`t`$ is a constant parameter (and not time), also known as the spectral parameter, such that $`\widehat{V}(x,t=0)=V(x)`$ and

$$\widehat{V}^1_\alpha \widehat{V}=Q_\alpha +\frac{1+t^2}{1t^2}P_\alpha +\frac{2t}{1t^2}ϵ_{\alpha \beta }P^\beta $$
(43)
Then, it is straightforward to check that the integrability condition

$$_\alpha (\widehat{V}^1_\beta \widehat{V})_\beta (\widehat{V}^1_\alpha \widehat{V})+[(\widehat{V}^1_\alpha \widehat{V}),(\widehat{V}^1_\beta \widehat{V})]=0$$
(44)
leads naturally to eqs. (39),(42). Namely, the integrability condition (39) as well as the equation of motion for the flat space sigma model are obtained from the zero curvature condition associated with a potential which depends on a constant spectral parameter.

In the presence of gravity, however, the equation for the sigma model modifies . In the conformal gauge $`g_{\alpha \beta }=e^{\overline{\varphi }}\eta _{\alpha \beta }`$, eq. (11) takes the form

$`\eta ^{\alpha \beta }_\alpha (e^{\overline{\varphi }}M^1_\beta M)`$ $`=`$ $`0`$
$`\mathrm{or},\eta ^{\alpha \beta }D_\alpha (e^{\overline{\varphi }}P_\beta )=D_\alpha (e^{\overline{\varphi }}P^\alpha )`$ $`=`$ $`0`$ (45)
As before, we can introduce a one parameter family of potentials depending on a spectral parameter and with a decomposition of the form (43). However, in this case, it is easy to check that the zero curvature condition in (44) leads to the correct dynamical equation as well as the integrability condition provided the spectral parameter is space-time dependent and satisfies

$$_\alpha t=\frac{1}{2}ϵ_{\alpha \beta }^\beta \left(e^{\overline{\varphi }}(t+\frac{1}{t})\right)$$
(46)
In the conformal gauge, as we have seen earlier in (14), the shifted dilaton satisfies a simple equation. Therefore, defining

$$\rho (x)=e^{\overline{\varphi }}$$
(47)
we note that the solution following from the equation for the shifted dilaton can be written as

$$\rho (x)=\rho _+(x^+)+\rho _{}(x^{})$$
(48)
With this, the solution to eq. (46) can be written as

$$t(x)=\frac{\sqrt{\omega +\rho _+}\sqrt{\omega \rho _{}}}{\sqrt{\omega +\rho _+}+\sqrt{\omega \rho _{}}}$$
(49)
where $`\omega `$ is the constant of integration, which can be thought of as a global spectral parameter. It is clear that the solutions in eq. (49) are double valued in nature.

There are several things to note from our discussion so far. First of all, the one parameter family of connections (currents) does not determine the potential $`\widehat{V}(x,t)`$ uniquely, namely, $`\widehat{V}`$ and $`S(\omega )\widehat{V}`$ , where $`S(\omega )`$ is a constant matrix, yield the same one parameter family of connections. Second, in the presence of the spectral parameter, the symmetric space automorphism can be generalized as

$$\eta ^{\mathrm{}}(\widehat{V}(x,t))=\eta (\widehat{V}(x,\frac{1}{t}))=\left(\widehat{V}^1(x,\frac{1}{t})\right)^T$$
(50)
It can be shown, following from this, that

$$\left(\widehat{V}^1(x,\frac{1}{t})_\alpha \widehat{V}(x,\frac{1}{t})\right)^T=\widehat{V}^1(x,t)_\alpha \widehat{V}(x,t)$$
(51)
Given these, let us define

$$=\widehat{V}(x,t)\widehat{V}^T(x,\frac{1}{t})$$
(52)
It follows now, from eq. (51), that

$$_\alpha =0$$
(53)
Namely, $`=(\omega )`$ and is independent of space-time coordinates. $`(\omega )`$ is known as the monodromy matrix for the system under study and encodes properties of integrability such as the conserved quantities associated with the system.

Let us next describe how the monodromy matrix is constructed for such systems. For simplicity, we will consider the action in (2), which describes a sigma model defined on the coset $`\frac{O(d,d)}{O(d)\times O(d)}`$. The other case can be studied in a completely analogous manner. To start with, let us set the anti-symmetric tensor field to zero, namely, $`B=0`$. In this case, we can write

$$M^{(B=0)}=\left(\begin{array}{cc}G^1& 0\\ 0& G\end{array}\right),V^{(B=0)}=\left(\begin{array}{cc}E^1& 0\\ 0& E\end{array}\right)$$
(54)
Let us further assume that the matrix $`E`$ and, therefore, $`G`$ are diagonal, as is relevant in the study of colliding plane waves. Namely, let us parameterize

$`E`$ $`=`$ $`\mathrm{diag}.(e^{\frac{1}{2}(\lambda +\psi _1)},e^{\frac{1}{2}(\lambda +\psi _2)},\mathrm{},e^{\frac{1}{2}(\lambda +\psi _d)})`$
$`G`$ $`=`$ $`\mathrm{diag}.(e^{\lambda +\psi _1},e^{\lambda +\psi _2},\mathrm{},e^{\lambda +\psi _d})`$ (55)
with $`_i\psi _i=0`$ so that $`\lambda =\frac{1}{d}\mathrm{log}detG`$, as adopted in .

In this case, it follows that (see (21))

$`P_\alpha `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left((V^{(B=0)})^1_\alpha V^{(B=0)}+((V^{(B=0)})^1_\alpha V^{(B=0)})^T\right)=\left(\begin{array}{cc}E^1_\alpha E& 0\\ 0& E^1_\alpha E\end{array}\right)`$ (58)
$`Q_\alpha `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left((V^{(B=0)})^1_\alpha V^{(B=0)}((V^{(B=0)})^1_\alpha V^{(B=0)})^T\right)=0`$ (59)
so that we have

$$(\widehat{V}^{(B=0)})^1_+\widehat{V}^{(B=0)}=\frac{1t}{1+t}P_+,(\widehat{V}^{(B=0)})^1_{}\widehat{V}^{(B=0)}=\frac{1+t}{1t}P_{}$$
(60)
Since $`P_\pm `$ are diagonal matrices and $`\widehat{V}^{(B=0)}(x,t=0)=V^{(B=0)}(x)`$ is diagonal, it follows that we can write

$$\widehat{V}^{(B=0)}(x,t)=\left(\begin{array}{cc}\overline{V}^{(B=0)}(x,t)& 0\\ 0& (\overline{V}^{(B=0)})^1(x,t)\end{array}\right)$$
(61)
with $`\overline{V}^{(B=0)}(x,t)`$ a diagonal matrix of the form $`(\overline{V}_1,\overline{V}_2,\mathrm{},\overline{V}_d)`$. Let us assume that

$$\overline{V}_i=\frac{t_{d+i}}{t_i}\frac{tt_i}{tt_{d+i}}E_i^1,i=1,2,\mathrm{},d$$
(62)
where $`t_i`$ is the spectral parameter corresponding to the constant $`\omega _i`$. Clearly, for $`t=0`$, this leads to the diagonal elements of $`V^{(B=0)}`$. Furthermore, noting the form of $`P_\pm `$ in (59) and recalling that the spectral parameters satisfy

$$_\pm t=\frac{1t}{1\pm t}_\pm \mathrm{ln}\rho ,_\pm t_i=\frac{1t_i}{1\pm t_i}_\pm \mathrm{ln}\rho $$
(63)
it is easy to verify that

$$\overline{V}_i^1_\pm \overline{V}_i=_\pm \mathrm{ln}E_i^1\frac{t}{1\pm t}_\pm \mathrm{ln}\left(\frac{t_i}{t_{d+i}}\right)=\frac{1t}{1\pm t}_\pm \mathrm{ln}E_i^1$$
(64)
provided we identify ($`t_i`$ and $`t_{d+i}`$ have opposite signatures following from the double valued nature of the solutions in (49))

$$\frac{t_i}{t_{d+i}}=E_i^2$$
(65)
In that case, we can write

$$\left(\widehat{V}^{(B=0)}\right)^1_\pm \widehat{V}^{(B=0)}=\frac{1t}{1\pm t}\left(\begin{array}{cc}E^1_\pm E& 0\\ 0& E^1_\pm E\end{array}\right)=\frac{1t}{1\pm t}P_\pm $$
(66)
Thus, we see that, in the present case,

$$\overline{V}_i=\frac{t_{d+i}}{t_i}\frac{tt_i}{tt_{d+i}}E_i^1=\sqrt{\frac{t_{d+i}}{t_i}}\frac{tt_i}{tt_{d+i}}$$
(67)
and the matrix $`\widehat{V}^{(B=0)}(x,t)`$ has $`2d`$ simple poles - one pair for every diagonal element $`E_i`$. Furthermore, it is simple to check from eq. ( 49) that the spectral parameters satisfy

$$\frac{\omega \omega _i}{\omega \omega _{d+i}}=\frac{t_{d+i}}{t_i}\frac{tt_i}{tt_{d+i}}\frac{\frac{1}{t}t_i}{\frac{1}{t}t_{d+i}}$$
(68)
so that we can determine the monodromy matrix to be of the form

$$\widehat{}^{(B=0)}=\widehat{V}^{(B=0)}(x,t)(\widehat{V}^{B=0)})^T(x,\frac{1}{t})=\left(\begin{array}{cc}(\omega )& 0\\ 0& ^1(\omega )\end{array}\right)$$
(69)
where $`(\omega )`$ is diagonal with

$$_i(\omega )=\overline{V}_i(x,t)\overline{V}_i(x,\frac{1}{t})=\frac{\omega \omega _i}{\omega \omega _{d+i}}$$
(70)
We note that the double valued relation between the global and the local spectral parameters allows us to choose $`\omega _{d+i}=\omega _i`$, in which case, we have

$$_i(\omega )=\frac{\omega _i\omega }{\omega _i+\omega }$$
(71)
This determines the monodromy matrix for the case when $`B=0`$.

Let us note next that we are dealing with a sigma model, obtained through dimensional reduction of a higher dimensional tree level string effective action. Therefore, the symmetries present in the string theory, such as $`T`$ \- duality, should be encoded in the monodromy matrix as well. For example, it is known that one can generate new backgrounds (of the string theory) starting from given ones through $`T`$-duality transformations. In particular, starting from a background where $`B=0`$, it is possible, in some models (such as the Nappi-Witten model), to generate backgrounds with $`B0`$ through a $`T`$-duality rotation. It is natural, therefore, to examine how the monodromy matrix transforms under such transformations, for, then, we can determine the monodromy matrix for more complicated backgrounds starting from simpler ones.

Let us note that the $`T`$-duality transformation, within the context of string theory (without Abelian gauge fields), corresponds to a global $`O(d,d)`$ rotation. Since the one parameter family of matrices $`\widehat{V}(x,t)\frac{O(d,d)}{O(d)\times O(d)}`$ much like $`V(x)=\widehat{V}(x,t=0)`$, it follows that under a global $`O(d,d)`$ rotation

$`\widehat{V}(x,t)`$ $``$ $`\mathrm{\Omega }^T\widehat{V}(x,t)`$
$`\widehat{}(\omega )=\widehat{V}(x,t)\widehat{V}^T(x,{\displaystyle \frac{1}{t}})`$ $``$ $`\mathrm{\Omega }^T\widehat{V}(x,t)\widehat{V}^T(x,{\displaystyle \frac{1}{t}})\mathrm{\Omega }=\mathrm{\Omega }^T\widehat{}(\omega )\mathrm{\Omega }`$ (72)
Let us also recall that, under a local $`O(d)\times O(d)`$ transformation, $`\widehat{V}(x,t)\widehat{V}(x,t)h(x)`$. Therefore, the only local transformations which will preserve the global nature of the monodromy matrix are the ones that do not depend on the local spectral parameter explicitly. We have already seen that the matrix $`M=VV^T`$ is only sensitive to the global $`O(d,d)`$ transformations even though $`V(x)`$ transforms non-trivially under a combined global $`O(d,d)`$ and a local $`O(d)\times O(d)`$ transformation. In a similar manner, $`\widehat{}(\omega )`$ is only sensitive to the global $`O(d,d)`$ rotation. We will check this explicitly in the case of the Nappi-Witten model in the next section. For the moment, let us note that this brings out an interesting connection between the integrability properties of the two dimensional string effective action and its $`T`$-duality properties, which can be used as a powerful tool in determining solutions.

For completeness, we record here the transformation properties of $`\widehat{}`$ under an infinitesimal $`O(d,d)`$ transformation. Let us denote

$$\widehat{}=\left(\begin{array}{cc}\widehat{}_{11}& \widehat{}_{12}\\ \widehat{}_{21}& \widehat{}_{22}\end{array}\right)$$
(73)
where each element represents a $`d\times d`$ matrix. Infinitesimally, we can write

$$\mathrm{\Omega }=\left(\begin{array}{cc}1+X& Y\\ Z& 1+W\end{array}\right)$$
(74)
where the infinitesimal parameters of the transformation satisfy $`Y^T=Y,Z^T=Z`$ and $`W=X^T`$. Under such an infinitesimal transformation, it follows from (74) that

$`\delta \widehat{}_{11}`$ $`=`$ $`\widehat{}_{11}X+X^T\widehat{}_{11}Z\widehat{}_{12}+\widehat{}_{12}Z`$
$`\delta \widehat{}_{12}`$ $`=`$ $`\widehat{}_{11}Y+X^T\widehat{}_{12}Z\widehat{}_{22}\widehat{}_{12}X^T`$
$`\delta \widehat{}_{21}`$ $`=`$ $`Y\widehat{}_{11}X\widehat{}_{21}+\widehat{}_{21}X+\widehat{}_{22}Z`$
$`\delta \widehat{}_{22}`$ $`=`$ $`\widehat{}_{21}YY\widehat{}_{12}X\widehat{}_{22}\widehat{}_{22}X^T`$ (75)
## 4 Application

The ideas presented in the earlier section can be applied to various physical systems. For example, if we are considering collision of plane-fronted waves, which correspond to massless states of closed strings, because of the isometries in the problem, this can be described effectively by a two dimensional theory and all our earlier discussions can be carried over . In this section, we will discuss one other class of physical phenomena where our results can be explicitly verified and prove quite useful.

### 4.1 The Nappi-Witten Model

The Nappi-Witten model  is an example of a cosmological solution following from the string theory. Let us note that, to leading order in $`\alpha ^{}`$, the string tension, there are several solutions to the string equations following from (1) that constitute exact CFT backgrounds. One of these solutions, studied by Nappi and Witten, corresponds to a gauged $`\frac{SL(2,R)}{SO(1,1)}\times \frac{SU(2)}{U(1)}`$ Wess-Zumino-Witten model and describes a closed expanding universe in $`3+1`$ dimensions. The backgrounds consist of the metric, the dilaton and the anti-symmetric tensor fields of the forms (Here, we identify $`x^0=\tau `$.)

$`ds^2`$ $`=`$ $`d\tau ^2+dx^2+{\displaystyle \frac{1}{1\mathrm{cos}2\tau \mathrm{cos}2x}}(4\mathrm{cos}^2\tau \mathrm{cos}^2xdy^2+4\mathrm{sin}^2\tau \mathrm{sin}^2xdz^2)`$
$`\varphi `$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{log}(1\mathrm{cos}2\tau \mathrm{cos}2x)`$
$`B_{12}`$ $`=`$ $`B_{21}=b={\displaystyle \frac{(\mathrm{cos}2\tau \mathrm{cos}2x)}{(1\mathrm{cos}2\tau \mathrm{cos}2x)}}`$ (76)
Here, we have set an arbitrary constant parameter appearing in the Nappi-Witten solution to zero for simplicity.

Note that the backgrounds do not depend on two of the coordinates, namely, $`(y,z)`$ and, consequently, following from our earlier discussions, the system has an $`O(2,2)`$ symmetry. It is known that these backgrounds can be obtained from a much simpler background, with a vanishing $`B`$ field, of the form

$`ds^2`$ $`=`$ $`d\tau ^2+dx^2+{\displaystyle \frac{1}{\mathrm{tan}^2\tau }}dy^2+\mathrm{tan}^2xdz^2`$
$`\overline{\varphi }`$ $`=`$ $`\mathrm{log}(\mathrm{sin}2\tau \mathrm{sin}2x).`$ (77)
through an $`O(2,2)`$ rotation. In the language of our earlier discussion, we note that we can write

$$G^{B=0}=\left(\begin{array}{cc}e^{\lambda ^{(0)}+\psi ^{(0)}}& 0\\ 0& e^{\lambda ^{(0)}\psi ^{(0)}}\end{array}\right)=\left(\begin{array}{cc}\xi _1& 0\\ 0& \xi _2\end{array}\right)$$
(78)
with

$$\xi _1=\mathrm{exp}(\lambda ^0+\psi ^0)=\frac{1}{\mathrm{tan}^2\tau },\xi _2=\mathrm{exp}(\lambda ^0\psi ^0)=\frac{1}{\mathrm{tan}^2x}$$
(79)
where the superscript “$`0`$” denotes the vanishing $`B`$ field. In this case, therefore, we have

$$M^{(B=0)}=\left(\begin{array}{cc}(G^{(B=0)})^1& 0\\ 0& G^{(B=0)}\end{array}\right)$$
(80)
On the other hand, it is easy to check that we can write

$`G^{(B)}`$ $`=`$ $`\left(\begin{array}{cc}\frac{2\xi }{1+\xi _1\xi _2}& 0\\ 0& \frac{2\xi _2}{1+\xi _1\xi _2}\end{array}\right)`$ (83)
$`B`$ $`=`$ $`{\displaystyle \frac{1\xi _1\xi _2}{1+\xi _1\xi _2}}ϵ=bϵ`$ (84)
where $`ϵ`$ is the $`2\times 2`$ anti-symmetric matrix

$$ϵ=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)$$
(85)
so that

$$M^{(B)}=\left(\begin{array}{cc}(G^{(B)})^1& (G^{(B)})^1B\\ B(G^{(B)})^1& G^{(B)}B(G^{(B)})^1B\end{array}\right)$$
(86)
It is now a simple matter to check that

$$M^{(B)}=\mathrm{\Omega }^TM^{(B=0)}\mathrm{\Omega }$$
(87)
where

$$\mathrm{\Omega }=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}I& ϵ\\ ϵ& I\end{array}\right)$$
(88)
belongs to $`O(2,2)`$. Here, $`I`$ represents the $`2\times 2`$ identity matrix while $`ϵ`$ is the $`2\times 2`$ anti-symmetric matrix defined in (85). This shows that the backgrounds with a nontrivial anti-symmetric tensor field can be generated from a much simpler background with a vanishing $`B`$ field through a global $`O(2,2)`$ rotation.

It follows from eq. (78) that we can write

$$E^{(B=0)}=\left(\begin{array}{cc}\sqrt{\xi _1}& 0\\ 0& \sqrt{\xi _2}\end{array}\right)$$
(89)
so that we have

$$V^{(B=0)}=\left(\begin{array}{cc}(E^{(B=0)})^1& 0\\ 0& E^{(B=0)}\end{array}\right)$$
(90)
and it follows that (see eq. (59))

$`P_\pm ^{(B=0)}`$ $`=`$ $`\left(\begin{array}{cc}(E^{(B=0)})^1_\pm E^{(B=0)}& 0\\ 0& (E^{(B=0)})^1_\pm E^{(B=0)}\end{array}\right)=\left(\begin{array}{cccc}\frac{(_\pm \xi _1)}{\xi _1}& 0& 0& 0\\ 0& \frac{(_\pm \xi _2)}{\xi _2}& 0& 0\\ 0& 0& \frac{(_\pm \xi _1)}{\xi _1}& 0\\ 0& 0& 0& \frac{(_\pm \xi _2)}{\xi _2}\end{array}\right)`$ (97)
$`Q_\pm ^{(B=0)}`$ $`=`$ $`0`$ (98)
In this case, therefore, the one parameter family of potentials, $`\widehat{V}^{(B=0)}(x,t)`$, have to satisfy (since $`Q_\pm ^{(B=0)}=0`$)

$$(\widehat{V}^{(B=0)})^1(x,t)_\pm \widehat{V}^{(B=0)}(x,t)=\frac{1t}{1\pm t}P_\pm ^{(B=0)}$$
(99)
where $`t`$ is the space-time dependent spectral parameter.

Following our earlier construction (see (67)), we can determine

$$\widehat{V}^{(B=0)}(x,t)=\mathrm{diag}.(\overline{V}_1,\mathrm{},\overline{V}_4)=\mathrm{diag}.(\sqrt{{\scriptscriptstyle \frac{t_3}{t_1}}}{\scriptscriptstyle \frac{tt_1}{tt_3}},\sqrt{{\scriptscriptstyle \frac{t_4}{t_2}}}{\scriptscriptstyle \frac{tt_2}{tt_4}},\sqrt{{\scriptscriptstyle \frac{t_1}{t_3}}}{\scriptscriptstyle \frac{tt_3}{tt_1}},\sqrt{{\scriptscriptstyle \frac{t_2}{t_4}}}{\scriptscriptstyle \frac{tt_4}{tt_2}})$$
(100)
where

$$\frac{t_1}{t_3}=(E_1^{(B=0)})^2=\frac{1}{\xi _1},\frac{t_2}{t_4}=(E_2^{(B=0)})^2=\frac{1}{\xi _2}$$
(101)
It can be checked explicitly, using the equation satisfied by the spectral parameter, (63), that $`\widehat{V}^{(B=0)}(x,t)`$ in (100) does indeed satisfy (99). The monodromy matrix, in this case, follows to be

$`\widehat{}^{(B=0)}`$ $`=`$ $`\left(\begin{array}{cc}(\omega )& 0\\ 0& ^1(\omega )\end{array}\right)=\left(\begin{array}{cccc}\frac{\omega \omega _1}{\omega \omega _3}& 0& 0& 0\\ 0& \frac{\omega \omega _2}{\omega \omega _4}& 0& 0\\ 0& 0& \frac{\omega \omega _3}{\omega \omega _1}& 0\\ 0& 0& 0& \frac{\omega \omega _4}{\omega \omega _2}\end{array}\right)`$ (108)
$`=`$ $`\left(\begin{array}{cccc}\frac{\omega _1\omega }{\omega _1+\omega }& 0& 0& 0\\ 0& \frac{\omega _2\omega }{\omega _2+\omega }& 0& 0\\ 0& 0& \frac{\omega _1+\omega }{\omega _1\omega }& 0\\ 0& 0& 0& \frac{\omega _2+\omega }{\omega _2\omega }\end{array}\right)`$ (113)
where we have identified $`\omega _3=\omega _1,\omega _4=\omega _2`$.

When $`B0`$, we can similarly obtain

$`E^{(B)}`$ $`=`$ $`\left(\begin{array}{cc}\sqrt{\frac{2\xi _1}{1+\xi _1\xi _2}}& 0\\ 0& \sqrt{\frac{2\xi _2}{1+\xi _1\xi _2}}\end{array}\right)`$ (116)
$`V^{(B)}`$ $`=`$ $`\left(\begin{array}{cc}(E^{(B)})^1& 0\\ B(E^{(B)})^1& E^{(B)}\end{array}\right)`$ (119)
It follows now that

$`P_\pm ^{(B)}`$ $`=`$ $`\left(\begin{array}{cc}(E^{(B)})^1_\pm E^{(B)}& \frac{1}{2}(E^{(B)})^1(_\pm B)(E^{(B)})^1\\ \frac{1}{2}(E^{(B)})^1(_\pm B)(E^{(B)})^1& (E^{(B)})^1_\pm E^{(B)}\end{array}\right)`$ (122)
$`Q_\pm `$ $`=`$ $`\left(\begin{array}{cc}0& \frac{1}{2}(E^{(B)})^1(_\pm B)(E^{(B)})^1\\ \frac{1}{2}(E^{(B)})^1(_\pm B)(E^{(B)})^1& 0\end{array}\right)`$ (125)
In this case, therefore, $`Q_\pm 0`$ and the one parameter family of potentials has to satisfy

$$(\widehat{V}^{(B)})^1(x,t)_\pm \widehat{V}^{(B)}(x,t)=Q_\pm ^{(B)}+\frac{1t}{1\pm t}P_\pm ^{(B)}$$
(126)
It is straightforward to check that

$$V^{(B)}(x)=\mathrm{\Omega }^TV^{(B=0)}(x)h(x)$$
(127)
where $`\mathrm{\Omega }`$ is the $`O(2,2)`$ matrix defined in (88) and $`h(x)O(2)\times O(2)`$ and is of the form

$$h(x)=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}\sqrt{1b}I& \sqrt{1+b}ϵ\\ \sqrt{1+b}ϵ& \sqrt{1b}I\end{array}\right)$$
(128)
It can also be checked that

$$\widehat{V}^{(B)}(x,t)=\mathrm{\Omega }^T\widehat{V}^{(B=0)}(x,t)h(x)$$
(129)
$$=\frac{1}{2}\left(\begin{array}{cccc}\alpha \overline{V}_1+\beta \overline{V}_4& 0& 0& \beta \overline{V}_1\alpha \overline{V}_4\\ 0& \alpha \overline{V}_2+\beta \overline{V}_3& \beta \overline{V}_2+\alpha \overline{V}_3& 0\\ 0& \alpha \overline{V}_2+\beta \overline{V}_3& \beta \overline{V}_2+\alpha \overline{V}_3& 0\\ \alpha \overline{V}_1\beta \overline{V}_4& 0& 0& \beta \overline{V}_1+\alpha \overline{V}_4\end{array}\right)$$
(130)
where $`\alpha =\sqrt{1b}`$ and $`\beta =\sqrt{1+b}`$, satisfies the defining relation in (126). We note here that,when $`B0`$, while $`V^{(B)}(x)`$ is triangular, $`\widehat{V}^{(B)}(x,t)`$ is not in general and that both $`V^{(B)}`$ and $`\widehat{V}^{(B)}`$ are related to their counterparts with $`B=0`$ through a combined global $`O(2,2)`$ and a local $`O(2)\times O(2)`$ transformation. Furthermore, as was pointed out earlier, the local transformation does not depend explicitly on the spectral parameter. This is quite crucial, for it immediately leads to

$`\widehat{}^{(B)}`$ $`=`$ $`\widehat{V}^{(B)}(x,t)(\widehat{V}^{(B)})^T(x,{\displaystyle \frac{1}{t}})=\mathrm{\Omega }^T\widehat{V}^{(B=0)}(x,t)h(x)h^T(x)(\widehat{V}^{(B=0)})^T(x,{\displaystyle \frac{1}{t}})\mathrm{\Omega }=\mathrm{\Omega }^T\widehat{}^{(B=0)}\mathrm{\Omega }`$ (135)
$`=`$ $`{\displaystyle \frac{1}{2}}\left(\begin{array}{cccc}_1+_2^1& 0& 0& _1_2^1\\ 0& _2+_1^1& _2+_1^1& 0\\ 0& _2+_1^1& _2+_1^1& 0\\ _1_2^1& 0& 0& _1+_2^1\end{array}\right)`$
where $`_1=\frac{\omega _1\omega }{\omega _1+\omega }`$ and $`_2=\frac{\omega _2\omega }{\omega _2+\omega }`$ are the two diagonal elements of $`(\omega )`$ in (113). This shows explicitly that, for backgrounds related by a duality transformation (in the present example, an $`O(2,2)`$ rotation), the corresponding monodromy matrices are also related in a simple manner, as was pointed out in the last section.

## 5 Summary and Discussion

In this talk, we have described the prescriptions for the construction of the monodromy matrix for two dimensional string effective action. We adopted the procedure commonly followed in the construction of the monodromy matrix for a class of two dimensional $`\sigma `$-models in curved space. As mentioned earlier, in most of the cases, the $`\sigma `$-model arises from the dimensional reduction of higher dimensional Einstein-Hilbert action to two dimensional space-time due to the presence of isometries. In the context of string theory, a similar approach was adopted in the past to construct the monodromy matrix as was the case with dimensionally reduced models in gravity.

One of our principal objective was to take into account the symmetries associated with the string effective action and construct the monodromy matrix which contains information about these symmetries. We have succeeded in introducing a procedure for the construction of the monodromy matrix under general grounds with some mild requirements such as factorizability and presence of isolated poles. Furthermore, we have demonstrated that the monodromy matrix transforms non-trivially under the non-compact T-duality group when the two dimensional string effective action respects that symmetry. We feel, this is an interesting and important result. The procedure, adopted by us, allows us to construct the monodromy matrix, once a set of string background configurations are known. As a result, if we know monodromy matrix for a given set of simple string vacuum backgrounds, we can directly obtain the corresponding monodromy matrix for another set of more complicated backgrounds, if the latter can be derived by duality transformations from the simpler backgrounds.

We have discussed an illustrative example in Section IV as an application of our methods. We considered the Nappi-Witten model which is exactly solvable for both vanishing and non-vanishing two form potential $`B`$. This is a good testing ground for duality transformation properties of the monodromy matrix. We have constructed this matrix for the case $`B=0`$. Subsequently, we have also constructed it for the case $`B0`$. Then, as a consistency check, we have derived the $`\widehat{}^B`$ from $`\widehat{}^{B=0}`$ following our rules of the transformations of $`\widehat{}`$ under duality. Indeed, it is found that the monodromy matrix computed using the two different ways, mentioned above, coincide. Although we have not discussed, the black hole solutions in heterotic string theory can also be described in this way . Namely, the monodromy matrix for the ‘seed’ Schwarzschild black hole in heterotic string theory can be constructed and that for charged black hole solutions can be obtained from this, since the T-duality transformations which generate charged black hole solutions are already known.

It is worth while to mention that all our results are derived for the case of classical two dimensional effective theory as is the case for effective two dimensional theories derived from higher dimensional Einstein-Hilbert action. It might be interesting to explore systematically the construction of the monodromy matrix and its properties in quantum theory. We hope the work presented here will find applications in diverse directions where one encounters effective two dimensional models in the context of string theory.

Acknowledgment: One of us (AD) would like to thank the organizers of the workshop on integrable models for the kind hospitality. This work is supported in part by US DOE Grant No. DE-FG 02-91ER40685.


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# Can Supermassive Black Holes alter Cold Dark Matter cusps through accretion?

## 1 Introduction

Over the past few decades, the idea of dark matter has become deeply rooted within the astrophysical community. In particular the $`\mathrm{\Lambda }`$CDM (cold dark matter with a cosmological constant) theory has done very well in reproducing experimental results on large scales (see e.g. Bahcall et. al. 1999 or Sellwood & Kosowsky 2000).

However, on small scales (galaxies and smaller), the success of cold dark matter has been less striking \[Moore 2001\]. On galactic scales, current experiments which measure the velocity dispersion of a galaxy as a function of radius, have found enormous mass to light ratios in all galaxies from dwarfs to giants \[Salucci & Borriello 2000\]. While this is strong evidence for the existence of dark matter, the derived mass profiles do not compare well with those predicted from simulations involving cold dark matter \[Moore 2001\]. In particular, cold dark matter simulations predict the presence of a central cusp in the density profile, whereas the observed profiles seem to have a well defined core \[Salucci & Borriello 2000\]. This apparent misalignment of theory and experiment has lead to three main types of solution:
1. Dark matter is real but not cold \[Moore 2001\].
2. Dark matter is not the solution and we should look to alternative theories \[Milgrom 1983\].
3. Cold dark matter is correct but current theories are missing some important physics.

In other words: does the absence of a central dark matter cusp tell us something about the nature of dark matter, or does it tell us something about galaxy formation? Understanding this is essential for facilitating direct search experiments for dark matter such as DAMA \[Bernabei et. al. 2001\]. With any number of particle candidates for dark matter and the difficulty of removing noise from direct detection experiments, particle physicists almost need to know what they are looking for before they can find it. As such, any complimentary method which can rule out some candidates is extremely important. Unfortunately, before any robust conclusions about the nature of dark matter can be made from the rotation curve measurements of nearby galaxies, we need to be sure that what we are measuring is the dark matter profile as it would have been before the formation of a galaxy. It is this profile which contains information about the detailed nature of dark matter. If the profile has been changed due to astrophysical effects such as matter outflow \[Gnedin & Zhao 2001\] or bars \[Athanassoula. 2001\] then some or maybe all of the information about the nature of dark matter could have been lost. It is important to work out which astrophysical effects we should consider and which are not important.

In this paper, we explore the fate of a CDM cusp in the presence of a central black hole. Recently, Zhao, Haehnelt & Rees 2001 (hereafter ZHR) have suggested that tidal stirring from infalling satellites could lead to significant dark matter accretion, accounting for some 20-40% of the mass of a central supermassive black hole if loss cone refilling can be efficient enough. As such, we consider whether or not supermassive black holes can alter the dark matter distribution in a galaxy in any significant way.

In section 2, we recall that the steady state accretion rate of cold dark matter onto a supermassive black hole is negligible. In section 3, we present a toy model for calculating the mass of cold dark matter accreted during merger events. In section 4, we discuss the validity of our model and the subsequent effect on the underlying dark matter distribution. Finally, in section 5 we conclude.

## 2 The Steady State Accretion Rate

The steady state accretion rate of matter onto a black hole has been treated by several authors (e.g. Lightman & Shapiro 1977). Any particles which lie on orbits which bring them within the Schwarzschild radius of the hole (see equation 11) will be swallowed. Since both low energy, high angular momentum and high energy, low angular momentum particles can be swallowed the problem is necessarily two-dimensional. The fraction of particles in phase space which will be swallowed is described by the ‘loss cone’ \[Lightman & Shapiro 1977\] and any particles lying within the loss cone will be swept away in a dynamical time $``$ the time taken for a particle to complete one orbit.

As can be seen in figure 1, the loss cone can be thought of as the locus of points swept out from trying to point a particle at the black hole from some distance r away.

Now, by considering particle orbits in a Schwarzschild metric \[Wald 1984\], any particle with an angular momentum per unit mass less than $`L_{max}=\sqrt{12}GM_{BH}/c`$ will fall within the Schwarzschild radius and be swallowed (where $`M_{BH}`$ is the mass of the black hole, c is the speed of light in vacuo and G is the gravitational constant).

The solid angle subtended by the loss cone, $`\mathrm{\Omega }`$ can be written as:

$`\mathrm{\Omega }`$ $`=`$ $`{\displaystyle _0^{2\pi }}{\displaystyle _0^\theta }\mathrm{sin}\theta ^{}d\theta ^{}d\varphi `$ (1)
$``$ $`\pi \theta ^2\pi (v_t/v)^2=\pi (L_{max}/rv)^2`$
So, given some phase space density of dark matter particles, $`f(r,v)`$, the total mass inside the loss cone $`M_{lc}`$ is given by:

$`M_{lc}`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle _{r_s}^{r_{200}}}\mathrm{\Omega }4\pi r^24\pi v^2f(r,v)𝑑r𝑑v`$ (2)
$`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle _{r_s}^{r_{200}}}16\pi ^3L_{max}^{}{}_{}{}^{2}f(r,v)𝑑r𝑑v`$
Notice that the lower limit for the integral over r is the Schwarzschild radius. This is because the black hole itself must provide a cut-off for the dark matter distribution. The upper limit is given by $`r_{200}`$, the virial radius \[Navarro, Frenk & White 1996\].

Assuming a Maxwell Boltzmann distribution for the velocity density of the dark matter particles and an NFW profile \[Navarro, Frenk & White 1996\] for the spatial density gives us:

$`f(r,v)`$ $`=`$ $`\rho _{NFW}(r)g_{MB}(v)`$ (3)
$`=`$ $`{\displaystyle \frac{\rho _0}{(\frac{r}{r_0})(1+\frac{r}{r_0})^2}}\left({\displaystyle \frac{3}{2<v^2>\pi }}\right)^{\frac{3}{2}}e^{\left(\frac{3v^2}{2<v^2>}\right)}`$
Where $`\rho _0`$ and $`r_0`$ are the scale factors for a particular galaxy, and $`<v^2>^{1/2}`$ is the velocity dispersion of the dark matter halo. The velocity dispersion is taken to be a constant, which is a reasonable approximation given the observed rotation curves in many galaxies.

For a $`10^6`$ M black hole at the centre of a Milky Way type galaxy (we take scaling values as in table 1), the dark mass within the loss cone is $``$0.6 M, while the total mass of dark matter is some $`1.9\times 10^{12}`$M. Thus a tiny fraction of the dark matter is accreted in a crossing time but then not much else can happen until the loss cone is refilled. For stars refilling can be achieved by two-body interactions, continuing satellite mergers and dynamical friction, allowing a continual diffusion of matter into the loss cone \[Lightman & Shapiro 1977\]. However, for cold dark matter, the interaction cross section is presumed to be so small that the time taken to re-fill the loss cone by diffusion is very much longer than the age of the universe.

The problem can be avoided by postulating that dark matter can self-interact thus raising the interaction cross section and allowing significant steady-state accretion rates \[Ostriker 2000\]. ZHR have also suggested that tidal stirring from infalling satellites could refill the loss cone. We look at this idea in more detail in the following section.

## 3 Accretion during merger events

As shown above, the steady state accretion rate of dark matter is negligible. However, during a galaxy merger event, while a central supermassive black hole is stationary with respect to the dark matter in its host galaxy, it is not stationary with respect to the dark matter in the merger galaxy. In the rest frame of one of the galaxies, the central black hole, belonging to the other galaxy will spiral in, sweeping up dark matter on its way. As the two galaxies merge, their CDM halos will be tidally stripped out to the Roche limit \[Roche 1859\] where the density of a halo approximately matches that of its surroundings. We can expect, then, that the CDM cusps from the two galaxies should make it right into the centre of the forming merger remnant.

This idea is borne out by various numerical studies (see e.g. Van Albada & Van Gorkom 1977 & more recently Milosavljevic & Merritt 2002) which show that the initial conditions are statistically preserved in major merger events. As such, it is not clear that a dark matter cusp will survive during galaxy mergers. Two black holes could, in principle, mutually accrete dark matter from each other’s host cusp. The magnitude of the effect will depend on the loss cone refilling rate during such a merger process and it is this that we will discuss in 3.1 and 3.2.

The presence of a significant bulge component in galaxies, apparently correlated with the central black hole mass, can set a limit on the efficiency of this process. If the cusp depletion is found to be very efficient then it must occur in the early stages of bulge growth, or in low surface brightness (LSB) galaxies where the dark matter dominates over the baryonic matter even in the central regions.

Faber et. al 1997 examined the central density profile of 61 elliptical galaxies and spiral bulges. They found that, while all of the galaxies in their sample were well fit by a power law profile, the brightest galaxies contained a central core in the light profile at a break radius of $`10100`$ parsecs. They suggest, as have others (e.g. Quinlan 1996 and Milosavljevic & Merritt 2001, hereafter MM), that the central cusp depletion could be due to scattering during major merger events as two massive black holes form a hard binary. We consider a complimentary mechanism, operating earlier in the merger process, based on the accretion of scattered material during galaxy mergers. We show that this mechanism is not important for growing black holes or rearranging dark matter cusps.

Although in our analysis we will talk mainly about the effect on the central dark matter, our analysis could be applied equally to the central baryonic matter cusps which are observed in bright galaxies.

We treat the infalling black hole as a scattering body which spirals into the centre of a galaxy via dynamical friction. Some of the dark matter which it scatters will be scattered back onto itself - self scattering, and some will be scattered into the loss cone of the other hole - mutual scattering. The sum of these two effects will give us an estimate of the total accretion rate of dark matter. We now look at these effects quantitatively.

### 3.1 Self Scattering

Consider two in-spiralling black holes, A and B, from the reference frame stationary relative to hole B. In the self scattering case we consider the in-spiralling black hole, A, as an effective cross sectional area sweeping through phase space.

We need only consider the growth of hole A though, by symmetry, hole B will also grow via this mechanism. We can then parameterise hole B solely by the nature of its host galaxy. This is because of the empirically observed correlation between black hole mass and bulge velocity dispersion \[Ferrarese et. al. 2001\]. Small black holes reside in shallow potential wells, larger black holes reside in larger potential wells.

We assume that hole A is brought in via dynamical friction from the dark matter and baryonic matter in the centre of the stationary galaxy (hole B’s host galaxy). Following the Chandrasekhar prescription (c.f. Binney & Tremaine 1987), we have that the inward velocity of the hole, $`\frac{dr}{dt}`$ is given by:

$$\frac{dr}{dt}=\frac{KM_A}{v_c^3}r\rho (r)$$
(4)
where, $`\rho (r)`$ is the density distribution of the central matter (baryons and dark matter), $`M_A`$ is the mass of hole A, $`v_c(r)`$ is the local circular velocity and K is approximately a constant. For a Maxwell Boltzmann distribution of particle velocities, $`K`$ is given by \[Binney & Tremaine 1987\]:

$`K`$ $`=`$ $`0.428G^22\pi \mathrm{ln}(1+\mathrm{\Lambda }^2)`$ (5)
$`\mathrm{\Lambda }`$ $`=`$ $`{\displaystyle \frac{b_{max}<v^2>}{GM_A}}`$ (6)
where, $`G`$ is the gravitational constant, $`b_{max}`$ is the maximum impact parameter for the in-spiralling hole and $`<v^2>^{\frac{1}{2}}`$ is the mean velocity dispersion of the surrounding baryonic and dark matter.

From equation 4, we can derive the dynamical friction infall time $`t_{dyn}`$ for the hole starting at radius $`r_i`$. This gives us:

$$t_{dyn}=_0^{r_i}\frac{1}{KM_A}\frac{v_c(r)^3}{r\rho (r)}𝑑r$$
(7)
Equation 7 is the Chandrasekhar equation for dynamical friction and is approximately valid provided that the infalling mass does not exceed the mass interior to its orbit \[Binney & Tremaine 1987\]. Notice that the minus sign in equation 4 has been substituted for swapped integration limits.

We can also use equation 4 to derive the amount of mass swept up by the black hole as it moves from a radius $`a`$ to a radius $`b`$. The distance travelled by the hole in a time $`dt`$ is given by:

$$ds=dtv_c(r)=\frac{v_c(r)^4dr}{Kr\rho (r)}$$
(8)
If the black hole cross section is given by $`\sigma _A(r)`$ then the mass of dark matter swept up by the hole by moving through a distance $`ds`$ is then:

$$dM_A=\frac{v_c(r)^4\sigma _A(r)\rho (r)dr}{Kr\rho (r)}$$
(9)
and so the total mass swept up as the hole moves from a radius $`a`$ to $`b`$ is:

$$\mathrm{\Delta }M_A=_b^a𝑑M_A=_b^a\frac{1}{KM_A}\frac{v_c(r)^4\sigma _A(r)}{r}𝑑r$$
(10)
#### 3.1.1 The black hole cross section

If the black hole cross section were just $`\pi r_s^2`$, where $`r_s`$ is the Schwarzschild radius, then the volume swept up in phase space would be truly tiny. The Schwarzschild radius is given by:

$$r_s=\frac{2GM_A}{c^2}$$
(11)
where $`c`$ is the speed of light in vacuo. So, for a $`10^6M_{}`$ black hole, $`r_s10^7`$ parsecs.

However, a massive body such as a black hole interacts with the medium through which it moves, preferentially scattering particles onto orbits which will bring them within the Schwarzschild radius, allowing them to be swallowed. Taking this gravitational focusing into account gives us a total cross section of \[Binney & Tremaine 1987\]:

$`\sigma _A(r)`$ $`=`$ $`\pi r_s^2+{\displaystyle \frac{2\pi GM_Ar_s}{v_c(r)^2}}`$ (12)
$`=`$ $`\pi r_s^2\left(1+{\displaystyle \frac{c^2}{v_c(r)^2}}\right)`$
$``$ $`{\displaystyle \frac{4\pi G^2M_A^2}{c^2v_c(r)^2}}`$
Since $`v_c(r)`$ must always be less than the speed of light, the cross section due to gravitational focusing will always be much more important than the physical cross section of the black hole.

Putting this all together we get, for the mass swallowed as the hole moves from radius $`a`$ to $`b`$:

$`\mathrm{\Delta }M_A`$ $`=`$ $`{\displaystyle _b^a}AM_A{\displaystyle \frac{v_c(r)^2}{r}}𝑑r`$ (13)
$`A`$ $`=`$ $`{\displaystyle \frac{2}{0.428\mathrm{ln}(1+\mathrm{\Lambda }^2)c^2}}`$ (14)
Using equation 13 we can now calculate the mass swept up as the black hole spirals in. We cannot, however, naively integrate from some start radius to zero to obtain the mass swallowed. This is because, if the black hole manages to complete a whole orbit before moving inwards a distance greater than $`\sqrt{\sigma _A}`$ then we have the problem of shell crossing; that is, we would be counting the mass more than once. In order to avoid this problem, we can make the distance $`a`$ to $`b`$ some small interval and then numerically sum each mass shell $`\mathrm{\Delta }m`$, comparing each $`\mathrm{\Delta }m`$ with the actual mass of cold dark matter present, and taking the smaller value. In this way, we avoid divergent mass consumption at small radii where the same part of configuration space is swept out many times but the mass within that space can be swept up only once. Quantitatively, this means that we require:

$$\mathrm{\Delta }M_A<4\pi _b^ar^2\rho (r)𝑑ra,b$$
(15)
#### 3.1.2 The Density Profile

The density profile for the dark and luminous matter in most galaxies can be well approximated, within a few kiloparsecs of the centre, by a power law \[Blais-Ouellette & Carignan 2002\]. As such, we adopt the following form for $`\rho (r)`$:

$$\rho (r)=\rho _0\left(\frac{r}{r_0}\right)^\alpha $$
(16)
For the dark matter, $`\alpha `$ is observed to be typically $`\alpha <1`$, whereas CDM simulations predict dark matter slopes of $`\alpha >1`$ \[Blais-Ouellette & Carignan 2002\].

The local circular velocity is then given by \[Binney & Tremaine 1987\]:

$`v_c(r)^2`$ $`=`$ $`{\displaystyle \frac{4\pi G}{r}}{\displaystyle _0^r}r^2\rho (r^{})𝑑r^{}`$ (17)
$`=`$ $`{\displaystyle \frac{4\pi G\rho _0r_0^\alpha }{3\alpha }}r^{2\alpha }`$
For a power law profile, it can be shown (see Appendix I) that:

$$<v^2>v_c^2$$
(18)
and if the maximum impact parameter, $`b_{max}`$, is taken to be the starting radius of the hole, $`r_i`$, this gives us:

$$\mathrm{\Lambda }=\frac{4\pi \rho _0r_0^\alpha r_i}{M_A(3\alpha )}r^{2\alpha }$$
(19)
Figure 2 plots $`\mathrm{ln}(1+\mathrm{\Lambda }^2)`$ against $`r`$ for initial conditions set up as in table 1 and for varying $`\alpha `$. For $`r>0.01`$kpc, or $`\alpha >0.5`$, $`\mathrm{ln}(1+\mathrm{\Lambda }^2)`$ constant. However, in general it is not constant over the full range of $`r`$ and hence neither is $`A`$ (see equation 14). We assume that $`A`$ is constant over the small change in $`r`$, $`\mathrm{\Delta }r=ab`$, but does vary as a function of $`a`$.

Thus, putting this all together gives us, for the mass swept up by hole A:

$`\mathrm{\Delta }M_A`$ $`=`$ $`{\displaystyle \frac{4\pi GA(a)M_A\rho _0r_0^\alpha }{(3\alpha )(2\alpha )}}(a^{2\alpha }b^{2\alpha })\alpha <3,\alpha 2`$
$`\mathrm{\Delta }M_A`$ $`=`$ $`4\pi GA(a)M_A\rho _0r_0^2\mathrm{ln}({\displaystyle \frac{a}{b}})\alpha =2`$
#### 3.1.3 Initial Conditions

From equation LABEL:eqn:deltama, we can see that the important factors for determining the amount of mass accreted are $`M_A`$, the mass of the hole, and $`\rho _0`$, $`r_0`$ and $`\alpha `$, the density parameters for the central cusp.

The initial infall radius of the hole can be taken from numerical simulations performed by MM. We use 1kpc as our starting position for the hole.

The density parameters are scaled such that the galaxy has the same mass as an NFW-type profile within 1kpc. The NFW profile is given by \[Navarro, Frenk & White 1996\]:

$`\rho _{NFW}`$ $`=`$ $`{\displaystyle \frac{\rho _0^{}}{(\frac{r}{r_0^{}})(1+\frac{r}{r_0^{}})^2}}`$ (21)
$`\underset{r<<r_0^{}}{lim}\rho _{NFW}`$ $``$ $`{\displaystyle \frac{\rho _0^{}r_0^{}}{r}}`$ (22)
Where $`\rho _0^{}`$ and $`r_0^{}`$ are given by:

$`\rho _0^{}`$ $`=`$ $`\delta _0\rho _{crit}`$ (23)
$`\delta _0`$ $`=`$ $`{\displaystyle \frac{200}{3}}{\displaystyle \frac{c_n^3}{\mathrm{ln}(1+c_n)\frac{c_n}{1+c_n}}}`$ (24)
$`r_0^{}`$ $`=`$ $`r_{200}/c_n`$ (25)
$`r_{200}`$ $`=`$ $`\left({\displaystyle \frac{M_{200}}{\frac{4}{3}\pi 200\rho _{crit}}}\right)^{\frac{1}{3}}`$ (26)
Where $`r_{200}`$ is the virial radius, $`M_{200}`$ is the mass within the virial radius and is taken to be the mass of the galaxy, $`c_n`$ is the NFW concentration parameter, and $`\rho _{crit}=277.3h^2`$M kpc<sup>-3</sup> is the critical density.

The only free parameter in the NFW profile is $`M_{200}`$ since the concentration parameter is found, numerically, to be a function of the mass of a galaxy \[Navarro, Frenk & White 1996\].

The power law scale density and radius ($`\rho _0`$, $`r_0`$) we use are then scaled to contain the same mass as the NFW profile within 1kpc. Thus:

$`r_0`$ $`=`$ $`r_0^{}`$ (27)
$`\rho _0`$ $`=`$ $`\rho _0^{}\left({\displaystyle \frac{r_0}{1kpc}}\right)^{1\alpha }{\displaystyle \frac{(3\alpha )}{2}}`$ (28)
Recall that this density profile describes the galaxy which is in the stationary frame. The infalling galaxy is parameterised only by the mass of its black hole. Thus, by setting up the profiles for a Milky Way type galaxy, we can model the full range of mergers, from equal mass to minor mergers, by scaling the infalling black hole mass.

A summary of all of the initial conditions used is given in table 1. The parameters are broken up into those which are put into the model and those which are subsequently derived. The scaling parameters for the NFW profile, for example, are set up consistently for a halo which contains a mass of $`1.9\times 10^{12}`$M within the virial radius. A halo of this mass has a concentration parameter of about 13.3 \[Navarro, Frenk & White 1996\].

#### 3.1.4 Results

The numerical integration was performed using IDL, with the initial conditions set up as in table 1 and with a numerical resolution of $`\mathrm{\Delta }r=ab=0.1`$ parsecs. The results are displayed in figure 3.

As can be seen, most of the accretion occurs in the outer regions and increases with $`\alpha `$. However, even for $`\alpha =2.9`$, the effect is small, with less than $`100`$M accreted in total. This is a tiny fraction of the black hole’s mass, which is some $`10^6`$M. For an NFW profile, with $`\alpha =1`$ (dotted line, figure 3), the total mass accreted is less than in the steady state case. Finally, from equation LABEL:eqn:deltama, we can see that the total mass accreted scales linearly with $`M_A`$, so the fractional increase in black hole mass is unaffected by any increase in $`M_A`$.

### 3.2 Mutual Scattering

Now we consider the case where the black holes scatter dark matter into each others’ loss cone. Consider, as in the self scattering scenario, a black hole, A, spiralling into a hole B, from a reference frame stationary with respect to the hole B. As before, each black hole has its own bound CDM cusp. The dark matter hole A scatters, for example, is that which resides in hole B’s CDM cusp.

Hole A will scatter some fraction, $`\eta _A`$, of particles within its sphere of influence into the loss cone of hole B, and these particles will then be quickly swallowed in a dynamical time. Similarly, hole B will scatter particles into hole A’s loss cone and hence both holes will grow via accretion as they merge.

The problem, then, is similar to the self scattering case except that now, the effective black hole cross section is due to the sphere of influence of hole A, and hole A causes the growth of hole B.

Since each hole induces the growth of the other, we should consider both $`M_A`$ and $`M_B`$ as functions of $`r`$ and consider the growth of both holes. However, we will make the assumption that $`\frac{\mathrm{\Delta }M_A}{M_A}\frac{\mathrm{\Delta }M_B}{M_B}`$ small so that $`M_A`$ and $`M_B`$ are $``$ constant.

The sphere of influence of hole A is given by:

$$r_{sph,a}=\frac{GM_A}{<v^2>}$$
(29)
Where $`M_A`$ is the mass of hole A and $`<v^2>^{1/2}`$ is the local spherical velocity dispersion in hole B’s host galaxy. For a $`10^6`$M black hole in a Milky Way type galaxy, $`r_{sph,a}0.3`$ parsecs. Thus the effective black hole cross sectional area, $`\pi r_{sph,a}^2`$ is $`0.1`$pc<sup>2</sup>, whereas the effective cross sectional area for the self scattering case was just $`10^6`$ pc<sup>2</sup>. As such, if the scattering efficiency, $`\eta _A`$,is large enough, this could be an important mechanism for growing black holes.

From equations 10 and 29, we get for the mass accreted by hole B as black hole A moves from a radius $`a`$ to $`b`$:

$$\mathrm{\Delta }M_B=_b^a\frac{\eta _A\pi G^2M_A}{K}\frac{v_c(r)^4}{<v^2>^2r}𝑑r$$
(30)
For a power law density profile (see equation 16) and using equation 18, this gives us:

$`\mathrm{\Delta }M_B`$ $`=`$ $`A^{}(a)M_A\eta _A\mathrm{ln}({\displaystyle \frac{a}{b}})`$ (31)
$`A^{}`$ $`=`$ $`{\displaystyle \frac{1}{0.856\mathrm{ln}(1+\mathrm{\Lambda }^2)}}`$ (32)
#### 3.2.1 The scattering efficiency

Comparing equations LABEL:eqn:deltama and 31, we can see straight away that, if the scattering efficiency, $`\eta _A`$, were nearly 1 then nearly all of the central dark matter would be swept up as the holes spiral together. This is because the constant, $`A^{}`$ is larger than $`A`$ by a factor $`c^2`$. As such, the value of $`\eta _A`$ is key to determining the magnitude of the accretion effect.

We can obtain a crude estimate for $`\eta _A`$ if we assume that all dark matter particles are scattered randomly. If this is the case then the probability, $`P_A`$, that a particle will be scattered into hole B’s loss cone will be simply the fraction of phase space subtended by its loss cone.

Thus we get, from equations 1, 3, 17 and 18:

$`P_A`$ $``$ $`{\displaystyle \frac{1}{4\pi }}{\displaystyle _0^{\mathrm{}}}\mathrm{\Omega }4\pi v^2g(v)𝑑v`$ (33)
$`=`$ $`{\displaystyle \frac{9GM_B^2(3\alpha )}{2\pi c^2\rho _0r_0^\alpha r^{(4\alpha )}}}`$ (34)
If $`N_A`$ is the number of times hole A crosses the same section of configuration space, then the fraction of particles scattered into B’s loss cone will be:

$$\eta _A=1(1P_A)^{N_A}$$
(35)
$`N_A`$ is essentially the number of attempts hole A can make at scattering the same particles into hole B’s loss cone.

Thus, if the time taken for hole A to complete one orbit at a radius, $`r`$ is given by $`T(r)=\frac{2\pi r}{v_c(r)}`$, then $`N_A`$ is given by:

$`dN_A`$ $``$ $`{\displaystyle \frac{dt}{T(r)}}`$
$`=`$ $`{\displaystyle \frac{v_c(r)^4}{2\pi KM_Ar^2\rho (r)}}dr`$
$``$
$`N_A`$ $`=`$ $`{\displaystyle \frac{8A^{}(a)\rho _0r_0^\alpha }{M_A(3\alpha )^3}}(a^{3\alpha }b^{3\alpha })`$ (36)
So that $`N_A`$ is now the number of times hole A crosses the same section of phase space as it moves from a radius $`a`$ to a radius $`b`$. Thus, if $`ab=\mathrm{\Delta }ra`$, such that $`P_A(a)P_A(b)`$ and if $`\eta _A1`$ then:

$`\eta _A(a)`$ $``$ $`1e^{N_AP_A}`$ (37)
$``$ $`1\mathrm{exp}\left({\displaystyle \frac{36GA^{}(a)M_B^2(ab)}{\pi c^2M_A(3\alpha )a^2}}\right)`$
Notice that the scattering efficiency is maximised for $`M_AM_B`$. This is because the size of hole B’s loss cone is proportional to $`M_B^2`$ (see equation 2) and so as $`M_B`$ increases, the chance of hole A scattering matter into B’s loss cone increases as $`M_B^2`$. As $`M_A`$ increases, the infall time for hole A decreases and so hole A will cross the same section of configuration space fewer times, reducing the scattering efficiency.

The dependence of the scattering efficiency on $`\alpha `$ is seemingly very weak. However, $`A^{}`$ is a strong function of $`\alpha `$, particularly for small $`r`$ (see figure 2 and equation 32). Since $`A^{}`$ increases as $`\alpha `$ is reduced, we can expect that $`\eta _A`$ will be similarly correlated.

Notice also that $`\eta _A`$ is independent of $`\rho _0`$ and $`r_0`$. This is because increasing the central density normalisation $`\rho _0r_0^\alpha `$, while keeping the black hole mass constant reduces the fraction of phase space subtended by the loss cone, and so $`P_A`$ falls. However, the number of times hole A sweeps through the same section of phase space, $`N_A`$, is subsequently increased. The two effects cancel out, so that the scattering efficiency depends only on the slope of the density profile and not its normalisation.

Finally, notice that the scattering efficiency is a strong function of radius and will be maximised for small $`a`$. For most radii, the scattering efficiency is absolutely tiny. Figure 4 plots $`\eta _A(a)`$ against $`a`$ for $`M_A=M_B=10^8M_{}`$, $`\alpha =1`$. As can be seen for almost all radii, as might be expected physically, the scattering efficiency is practically zero. Only when the holes are close does it become large enough to produce any significant amount of accretion.

#### 3.2.2 Results

The numerical integration was performed using IDL, with the initial conditions set up as in table 1 and with a numerical resolution of $`\mathrm{\Delta }r=ab=0.1`$ parsecs. The results are displayed in figure 5.

As can be seen from equations 37, 31 and figure 4, accretion becomes significant only for small $`r`$. Reducing $`\alpha `$, the slope of the cusp, pushes the radius at which accretion becomes significant to larger radii but does not significantly affect the total mass accreted.

Figure 5(a) shows an extreme case - for $`M_A=M_B=10^8`$M. Here, some $`10^5`$M is accreted. While this amounts to only $`0.1\%`$ of the mass of hole B, it is sufficient to completely remove all of the dark matter within $`r_c20`$ parsecs (see figure 6). Figure 5(b) shows a more likely scenario - for $`M_A=M_B=10^6`$M. For an NFW type inner slope of $`\alpha `$=1 or shallower, $`100`$M is accreted. However for steeper slopes this rapidly falls to a mere $`0.1`$M, which is accreted only within the inner few parsecs. Figure 5(c) shows the case for $`M_A=100`$M, $`M_B=10^8`$M. While only a few tens of solar masses are accreted, in the early stages of black hole growth, many low mass holes could have coalesced to form a supermassive central black hole. Miralda-Escude & Gould (2000) estimate that some 25,000 low mass black holes would have fallen into the central few parsecs of the Milky Way by the present day. If each of these scatters $`10`$M of dark matter onto the central black hole then all of the dark matter within $`r_c0.01`$ parsecs ($`2.4\times 10^5`$M) would be swept up. As with the case (a), this amounts to only $`0.1\%`$ of the mass of hole B. Finally, Figure 5(d) shows the case for $`M_A=100`$M, $`M_B=10^6`$M. As with the case (c), many infalling black holes could lead to all of the dark matter within $`r_c1`$ parsec or so being swept up. However, this amounts to only $`2000`$M, again only $`0.1\%`$ of the mass of hole B.

## 4 Discussion

We have looked at some simple models which treat black holes in spherical systems as scattering bodies. A fraction of the scattered material is removed by accretion onto the scattering bodies, either through self scattering or mutual scattering as discussed above.

Self scattering is most effective when the black holes are at their maximum separation, and for steep central density slopes. However, even in the most extreme situations, the overall mass accreted is negligible, and usually less than that accreted in the steady state scenario.

Mutual scattering is more effective, but only at very small radii. The main problem with this is that at radii of a few to a few tens of parsecs, the black holes are likely to form a stable hard binary \[Milosavljevic & Merritt 2001\]. Dynamical friction then no longer applies since, as the binary hardens, much of the central matter is scattered away leaving little to disrupt the binary system. This mechanism, proposed by Quinlan (1996) and others, is effective on a scale of hundreds of parsecs. However, dense central clusters are found around massive black holes, so this process cannot be universal. Lauer et al. (2002) have recently identified several galaxies where central luminosity profiles are seen with cores of $`20`$ parsecs. It seems likely, then, that well before any significant accretion could take place, much of the central matter would have already been removed by the formation of a hard supermassive black hole binary. This binary system would then decay, in the usual way, via gravitational radiation.

The mutual scattering mechanism can, however, also be applied to infalling massive satellites. A small bound system would survive right into the centre but be disrupted well before the formation of a binary. It seems unlikely, however, that the satellite would remain bound as close as 10 parsecs to a supermassive black hole. The main point though is that, even if this were the case, the total mass accreted would still be a tiny fraction of the central black hole’s starting mass and would affect a cold dark matter cusp only on the scale of a few parsecs. It seems that supermassive black holes cannot alter a central dark matter distribution on the kiloparsec scale required to align cold dark matter theory predictions with data from rotation curves.

Finally, removing the constraint of spherical symmetry is unlikely to drastically alter our results. Although the model we present is rather crude, the magnitude of the accretion affect is found to be so small, that it is hard to imagine how a change in initial assumptions could lead to significant accretion. While it is true that particles lying on highly eccentric orbits are more likely to be accreted, the effect of strong dynamical friction as required in our model is likely to circularise the orbits of the stars and dark matter, reinforcing our initial assumptions \[Polnarev & Rees 1994\].

This seems to contradict the value cited by ZHR of up to 20-40% of the central black hole’s mass being comprised of dark matter, however the reason for this discrepancy is clear. ZHR look at the effect of the diffusion of dark matter and stars into the loss cone via relaxation, whereas we look at refilling the loss cone by scattering from massive infalling bodies. As mentioned above, if the loss cone refilling rate is significant, then all of the dark matter within 1kpc could be swept up leading to a significant fraction of a black hole’s mass comprising of dark matter. In previous literature (see e.g. Lightman & Shapiro 1977) the diffusion rate of matter into the loss cone was calculated by making three main assumptions:
1. The supermassive black holes are fed from shallow cores.
2. The stellar distribution is spherical or axisymmetric and angular momentum is conserved.
3. Star-star relaxation is the dominant process for repopulating the loss cone.
ZHR question these three assumptions in their paper and show that, the loss cone refilling rate could be significantly higher than previously thought. They then go on to add that if there were no depletion of orbits for the dark matter, that is, if the loss cone were kept continually filled then some 20-40% of a supermassive black hole’s mass could be comprised of dark matter. While this is true, it is somewhat misleading.

The relaxation time for N particles in a collisionless system and assuming that each particle moves in the mean potential of all the others is given by \[Binney & Tremaine 1987\]:

$$t_{relax}(r)=\frac{N}{8\mathrm{ln}N}\left(\frac{r^3}{GM(r)}\right)^{\frac{1}{2}}$$
(38)
Where $`M(r)`$ is the mass interior to radius $`r`$, and $`N`$ is the number of particles.

Now, given that the number of dark matter particles must be very very large, and since $`t_{relax}N`$, the dark matter-dark matter relaxation time will be very much longer than the age of the universe. However, a dark matter particle moving in the granular field of many stars will behave in the same way a particle of any mass moving through the same field. As such, the dark matter, even if cold and with very low self-interaction cross section, can be relaxed in the same way as the stars by the stars.

The question is at what radius does the relaxation time for stars and dark matter fall below a Hubble time? If we simply model a galaxy as an exponential disk of stars, a central massive black hole and a power law dark matter profile, then the relaxation time is given by:

$$t_{relax}(r)=\frac{N_{}}{8\mathrm{ln}N_{}}\left(\frac{r^3}{G(M_{bh}+M_b(r)+M_{dm}(r)}\right)^{\frac{1}{2}}$$
(39)
Where $`M_{bh}`$ is the black hole mass, $`M_b(r)`$ is the mass distribution of the baryons and $`M_{dm}`$ is the mass distribution of the dark matter. We can approximate $`N_{}M_b(r)/M_{}`$ and so, for given mass profiles and a given central black hole mass, the relaxation time can be found as a function of radius. For a Milky Way type galaxy, the relaxation time is only less than a Hubble time within 2 parsecs of the central black hole. The total matter out to this radius is not a significant fraction of the central black hole’s start mass. ZHR argue that the relaxation time will be less than given in equation 39 due to the relaxation of assumptions 1-3 above. They present some plausible arguments that could reduce the relaxation time and then state that, should it be sufficiently low that the loss cone can be kept refilled out to the black hole’s sphere of influence, then 20-40% of a central supermassive black hole’s mass could comprise of dark matter. It is not clear, however, whether the relaxation time really could be low enough to produce significant loss cone refilling. Even if it were, the radius to which the effect can be considered important must be less than the sphere of influence of the black hole, and so cannot be important for producing dark matter cores on the scale of a kiloparsec or so - the kind of core which would be required to reconcile measurements from rotation curves with cold dark matter theory. Finally, they do not consider the effect of mergers on the central matter profile. As stated above, a merging binary black hole can eject much of the central matter from a galaxy on the scale of 10-100 parsecs or so. Even if the relaxation time at 100 parsecs were quite low, it is likely that the matter in this region would be removed by merging black holes before it would have the chance to be accreted - either by diffusion due to the coarse grained stellar potential, as suggested by ZHR, or by scattering from merging supermassive black holes as suggested here.

## 5 Conclusions

We have shown that supermassive black holes cannot alter a power law density cusp via accretion, whether during mergers or in the steady state. This represents another vital piece in the debate surrounding the nature of dark matter. If winds and bars also prove to be ineffective at altering a primordial dark matter cusp, we will be drawn inexorably towards the conclusion that dark matter is more complex than the simple cold particle envisaged so far.

## 6 Acknowledgements

We would like to thank Mark Wilkinson and the referee for useful comments and discussion which led to this final manuscript. This work was funded by a PPARC studentship.

## 7 Appendix I - The velocity dispersion in a power law density profile

For spherically symmetric, isotropic, systems we have \[Binney & Tremaine 1987\]:

$$\frac{1}{\rho }\frac{d(\rho <v^2>)}{dr}=\frac{v_c^2}{r}$$
(40)
If the density, $`\rho (r)`$, is given by equation 16 then $`v_c^2`$ is given by equation 17 and equation 40 becomes:

$$\alpha r^1<v^2>+\frac{d<v^2>}{dr}=\frac{4\pi G\rho _0r_0^\alpha }{3\alpha }r^{1\alpha }$$
(41)
$``$

$`<v^2>`$ $`=`$ $`{\displaystyle \frac{2\pi G\rho _0r_0^\alpha }{(3\alpha )(\alpha 1)}}r^{2\alpha }1<\alpha <3`$
$`=`$ $`2\pi G\rho _0r_0^2x\mathrm{ln}x\alpha =1`$
$`x`$ $`=`$ $`{\displaystyle \frac{r}{r_0}}`$ (42)
Since the power law density is describing the inner parts of the halo, we require $`r<r_0`$ always and so $`x<1`$. Thus $`\mathrm{ln}x`$ will always be negative such that $`<v^2>`$ is still positive for $`\alpha =1`$. Thus substituting everywhere for $`v_c^2`$ (see equation 17) we get:

$`<v^2>`$ $`=`$ $`{\displaystyle \frac{v_c^2}{2(\alpha 1)}}`$ (43)
$``$ $`v_c^21<\alpha <3`$
$`<v^2>`$ $`=`$ $`v_c^2\mathrm{ln}x`$ (44)
$``$ $`v_c^2\alpha =1`$