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# A Discontinuity in the Distribution of Fixed Point Sums

## 1 Introduction

Let $`f(n,r)`$ denote the number of permutations of $`[n]=\{1,2,\mathrm{},n\}`$, the sum of whose fixed points is $`r`$. For example, when $`n=3`$ we find the values

$`r`$ 0 1 2 3 6  $`f(3,r)`$ 2 1 1 1 1
Here is the graph of $`f(15,r)`$:

The plot shows an interesting steep drop from $`r=n`$ to $`r=n+1`$, and this paper arose in providing a quantification of the observed plunge. We think that this problem is a nice example of an innocent-looking asymptotic enumerative situation in which thoughts of discontinuities might be far from the mind of an investigator, yet they materialize in an interesting and important way. A quick explanation for the discontinuity is as follows: about $`74\%`$ of permutations have fewer than two fixed points, and of course with only one or no fixed points the sum cannot exceed $`n`$.

Given this explanation for the discontinuity at $`r=n`$, it seems reasonable to expect further discontinuities. For example, when $`r=n+(n1)`$ two fixed points suffice, but $`r=2n`$ requires at least three fixed points. Thus, the lack of further discontinuities in the graph of $`f(15,r)`$ may, at first, seem counterintuitive. We discuss it in the next section.

To explore the presence of this gap behavior in other situations, we require some terminology.

###### Definition 1

For each $`n>0`$, let $`𝒢_n`$ be a set of structures of some sort containing $`n`$ points whose labels are the set $`[n]=\{1,2,\mathrm{},n\}`$. We call them labeled structures. Let $`G_n=|𝒢_n|`$ and, for convenience, $`G_0=1`$.

Suppose the notion of fixed is defined for points in these structures.

* Let $`𝒟_n`$ be the elements of $`𝒢_n`$ without fixed points and let $`D_n=|𝒟_n|`$.
* If $`𝒦[n]`$, let $`G_{n,𝒦}`$ be the number of structures in $`𝒢_n`$ whose fixed points have exactly the labels $`𝒦`$ and let $`G_{n,k}`$ be the number of structures having exactly $`k`$ fixed points. Thus $`D_n=G_{n,0}`$.
* For each integer $`r`$, let $`f(n,r)`$ be the number of structures in $`𝒢_n`$ such that the sum of the labels of its fixed points equals $`r`$.

We can roughly describe when the gap at $`r=n`$ will occur. Suppose $`G_n`$, $`D_n`$ and the way labels can be used are reasonably well behaved. Here are two descriptions of when we can expect the gap to occur.

* There is a gap if and only if the exponential generating function $`G(x)=G_nx^n/n!`$ has radius of convergence $`\rho <\mathrm{}`$. In this case $`f(n,r)\varphi (r/n)(G_nD_n)/n`$, where $`\varphi `$ is a function that has discontinuities only at $`0`$ and $`1`$. Furthermore, if $`\rho =0`$, then $`\varphi `$ is the characteristic function of the interval $`(0,1]`$.
* Let $`X_n`$ be a random variable equal to the sum of the fixed points in an element of $`𝒢_n\backslash 𝒟_n`$ chosen uniformly at random. There is a gap if and only if the expected value of $`X_n`$ grows linearly with $`n`$. In this case, $`n\mathrm{Prob}(X_n=r)\varphi (r/n)`$, where $`\varphi `$ is the function in (i).

Our focus will be on the existence of a nontrivial gap; i.e., $`0<\rho <\mathrm{}`$. We phrase our results in terms of counts rather than probabilities.

###### Definition 2

Let $`𝒢_n`$ be a set of structures as in Definition 1. We call the $`𝒢_n`$ a Poisson family with parameters $`0<C<\mathrm{}`$ and $`0<\lambda <\mathrm{}`$ if the following three conditions hold.

* For each $`k`$ we have $`G_{n,𝒦}C^kD_{nk}`$ uniformly as $`n\mathrm{}`$ with $`𝒦[n]`$ and $`|𝒦|=k`$.
* $`\underset{n\mathrm{}}{lim\; sup}\underset{0mn}{\mathrm{max}}\left(\left({\displaystyle \frac{G_m/m!}{G_n/n!}}\right)^{nm}\right)<\mathrm{}`$
* For each fixed $`k0`$, $`G_{n,k}=G_n\left(e^\lambda \lambda ^k/k!+o(1)\right)`$ as $`n\mathrm{}`$.

###### Remark 1

The meaning of the statement that $`A(n,x)0`$ uniformly as $`n\mathrm{}`$ with $`x_n`$ is that

$$\underset{n\mathrm{}}{lim}\underset{x_n}{sup}|A(n,x)|=0.$$

Thus in order to bring our objects of study (Poisson families) into the scope of Definition 2(a), we need only to take $`_n`$ be the set of $`k`$-subsets of $`[n]`$.

###### Remark 2

To understand the definition better, we look at how it applies when $`𝒢_n`$ is the set of permutations of $`[n]`$ and fixed points have their usual meaning.

* $`D_n`$ is the number of derangements of $`[n]`$.
* With $`C=1`$, (a) is in fact an equality for all $`𝒦[n]`$. It follows from the fact that the permutations of $`[n]`$ with fixed points $`𝒦`$ are the derangements of $`[n]\backslash 𝒦`$.
* Since $`G_n=n!`$, (b) holds.
* For (c), first recall $`D_nn!/e`$, as proven, for example, in  and on page 144 of . Then note that $`G_{n,k}=\left(\genfrac{}{}{0pt}{}{n}{k}\right)D_{nk}`$ since we choose $`k`$ fixed points and derange the rest. Hence

$$G_{n,k}\frac{n!}{k!(nk)!}\frac{(nk)!}{e}=\frac{G_n}{ek!}$$

and so $`\lambda =1`$.

The fact that permutations are a Poisson family also follows easily from the next lemma with $`C=\rho =1`$.

###### Lemma 1

Given a family of labeled structures, suppose that for some $`0<\rho ,C<\mathrm{}`$ the following hold.

* For all $`𝒦[n]`$ we have $`G_{n,𝒦}=C^{|𝒦|}D_{n|𝒦|}`$.
* $`nG_{n1}/G_n\rho `$.

Then the family of structures is Poisson with parameters $`C`$ and $`\lambda =C\rho `$.

###### Remark 3

The conditions deserve some comment. Suppose there are $`C`$ types of fixed points. Condition (i) follows if there is no constraint on structures based on labels and one can build structures with fixed points $`S`$ by

* choosing independently a type for each fixed point,
* choosing any fixed-point free structure $`D`$ on $`n|S|`$ labels for the rest of the structure and
* replacing $`i`$ by $`a_i`$ in $`D`$ where $`[n]\backslash S=\{a_1<a_2<\mathrm{}\}`$.

At first, deciding the truth or falsity of (i) in a particular instance may seem trivial. Not so, however.

* Permutations in which elements in the same cycle must have the same parity have a label-based constraint on structures. Hence the replacement in (c) may not give a valid structure.
* Permutations with an odd number of cycles violate (b) because the parity of the number of cycles in the structure $`D`$ chosen there must be opposite the parity of $`|S|`$ so that the final structure will have an odd number of cycles. See Example 4 below for further discussion.

Condition (ii) merely asserts that the exponential generating function for $`G_n`$ has radius of convergence $`\rho `$ and that the $`G_n`$ grow smoothly. Since $`\rho `$ is the radius of convergence and we assumed $`0<\rho <\mathrm{}`$, the lemma does not apply to entire functions or to purely formal power series. In those cases, if the $`G_n`$ are well behaved the situation is, in a sense, like having $`\lambda =\mathrm{}`$ and $`\lambda =0`$, respectively. We will discuss this further in the examples.

Let

$$\chi (\mathrm{statement})=\{\begin{array}{cc}1,\hfill & \text{if statement is true,}\hfill \\ 0,\hfill & \text{if statement is false.}\hfill \end{array}$$

Recall that $`f(n,r)`$ is the number of labeled structures in $`𝒢_n`$ for which the labels of the fixed points sum to $`r`$.

###### Theorem 1

If $`𝒢_n`$ is a Poisson family of structures with parameters $`C`$ and $`\lambda `$, then the graph of $`f(n,r)`$, appropriately scaled, exhibits one and only one gap as $`n\mathrm{}`$ and that at $`r=n`$. More precisely, there is a continuous strictly decreasing function $`K_\mu `$ with domain $`(0,\mathrm{})`$ such that, for any constants $`0<a<b<\mathrm{}`$,

$$f(n,r)=D_{n1}\left(K_{\lambda /C}(r/n)+\chi (rn)+o(1)\right)$$
(1.1)
uniformly as $`n\mathrm{}`$ is such a way that $`r=r(n)`$ satisfies $`ar/nb`$. In fact,

$$K_\mu (\alpha )=\underset{k=2}{\overset{\mathrm{}}{}}\frac{c_k(\alpha )(\alpha \mu )^{k1}}{k!(k1)!}$$

where, for $`k2`$, $`c_k`$ is the decreasing continuous function

$$c_k(\alpha )=\underset{0j<\alpha }{}\left(\genfrac{}{}{0pt}{}{k}{j}\right)(1)^j\left(1\frac{j}{\alpha }\right)^{k1}$$

having domain $`(0,\mathrm{})`$, codomain $`[0,1]`$ and support $`(0,k)`$.

Here is a small table of $`K_\mu (\alpha )`$, rounded in the fifth decimal place.

$`\alpha `$ $`K_1(\alpha )`$ $`K_{1/e}(\alpha )`$ $`K_{1/2e}(\alpha )`$   0.5 0.27172 0.09483 0.04670   1.0 0.59064 0.19557 0.09483   1.5 0.39670 0.10991 0.05034   2.0 0.11525 0.01273 0.00300   2.5 0.04645 0.00391 0.00083   3.0 0.01162 0.00042 0.00005   3.5 0.00324 0.00008 0.00001   4.0 0.00074 0.00001 0.00000
## 2 Some Examples

In this section, we look at some examples and at the question of why there is only one gap.

###### Example 1

All Permutations.  For permutations of $`[n]`$, $`G_n=n!`$. Apply Lemma 1 with $`C=1`$ and $`\rho =1`$ to see that Theorem 1 applies with $`C=\lambda =1`$.

###### Example 2

All Functions.  Consider the set of all functions from $`[n]`$ to $`[n]`$ and call $`x`$ a fixed point when $`f(x)=x`$. Then $`G_n=n^n`$. We can apply Lemma 1 with $`C=1`$ and $`\rho =1/e`$ since

$$\underset{n\mathrm{}}{lim}\frac{nG_{n1}}{G_n}=\underset{n\mathrm{}}{lim}\frac{n(n1)^{n1}}{n^n}=\underset{n\mathrm{}}{lim}\frac{n}{n1}\left(1\frac{1}{n}\right)^n=1/e.$$

Thus, Theorem 1 applies with $`C=1`$ and $`\lambda =1/e`$.

###### Example 3

Partial Functions.  A partial function $`f`$ from $`[n]`$ to $`[n]`$ is a function from a subset $`𝒟`$ of $`[n]`$ to $`[n]`$ and is undefined on $`[n]\backslash 𝒟`$. The number of partial functions is $`(n+1)^n`$. Call $`x`$ a fixed point if either $`f(x)=x`$ or $`f(x)`$ is undefined. We can apply Lemma 1 with $`C=2`$ and $`\rho =1/e`$. The value $`C=2`$ arises because there are two ways to make $`x`$ into a fixed point. The value of $`\rho `$ is found as was done for all functions. Hence $`\lambda =2/e`$.

###### Example 4

Permutations with Restricted Cycle Lengths.  Consider permutations of $`[n]`$ with all cycle lengths odd. The exponential generating function for $`G_n`$ is $`\sqrt{(1+x)/(1x)}`$. By Darboux’s Theorem, $`G_nn!/\sqrt{\pi n/2}`$. (For Darboux’s Theorem see, for example,  or .) Thus Lemma 1 applies with $`C=1`$ and $`\rho =1`$.

###### Example 5

Labeled Forests of Rooted Trees.  Let $`𝒢_n`$ be the labeled forests on $`[n]`$ where each tree is rooted. Call a 1-vertex tree a fixed point. The number of labeled rooted trees is well known to be $`n^{n1}`$. (See, for example, .) Since there are $`n`$ ways to root a labeled tree and since removing vertex $`n`$ from unrooted $`n`$-vertex trees gives a bijection with rooted $`(n1)`$-vertex forests of rooted trees, there are $`(n+1)^{n1}`$ $`n`$-vertex forests of rooted trees. We can apply Lemma 1 with $`C=1`$ and $`\rho =1/e`$.

###### Example 6

Labeled Forests of Unrooted Trees.  This is similar to the preceding example. The exact formula for the number of forests involves Hermite polynomials ; however, the asymptotics is simple : $`G_ne^{1/2}n^{n2}`$. Thus we can apply Lemma 1 with $`C=1`$ and $`\rho =1/e`$.

###### Example 7

Permutations with a Restricted Number of Cycles.  Consider permutations of $`[n]`$ with an odd number of cycles. Although Lemma 1(i) fails, we claim this is a Poisson family and we may take $`\lambda =1`$. It suffices to show that $`G_n`$, $`G_{n,k}`$, and $`D_n`$ are asymptotically half their values for all permutations. The generating function for all permutations, with $`x`$ keeping track of size, $`y`$ of fixed points and $`z`$ of number of cycles, is

$$P(x,y,z)=\mathrm{exp}\left(xyz+\underset{k=2}{\overset{\mathrm{}}{}}\frac{x^kz}{k!}\right)=e^{x(y1)z}(1x)^z.$$

By multisection of series, the generating function $`G(x,y)`$ for our present problem is

$$G(x,y)=\frac{P(x,y,1)}{2}\frac{P(x,y,1)}{2}.$$

The first term on the right is half the generating function for permutations and the last term is entire. Thus only the first term matters asymptotically. Hence we obtain asymptotic estimates for $`G_n`$ and $`G_{n,k}`$ that differ from those for all permutations by a factor of 2. Thus $`C=1`$ and $`\lambda =1`$. Other restrictions on number of cycles can often be handled in a similar manner. Similar results hold for functions with restrictions on the number of components in the associated functional digraphs.

What happens when Definition 2 fails because we would need $`\lambda =0`$ or $`\lambda =\mathrm{}`$? Let $`f(n)`$ be the maximum of $`f(n,r)`$.

* When $`\lambda =0`$, fixed points are rare. We can expect $`f(n)=f(n,0)`$ and, for each $`r>0`$, $`f(n,r)=o(f(n,0))`$.
* When $`\lambda =\mathrm{}`$, fixed points are common. We can expect the $`r`$ for which $`f(n)=f(n,r)`$ to grow faster than $`n`$ and $`f(n,r)=o(f(n))`$ for $`r=O(n)`$.

Here are some examples.

###### Example 8

Involutions.  A permutation whose only cycle lengths are 1 and 2 is an involution. Let $`𝒢_n`$ be the involutions on $`[n]`$. Since $`G_{n,𝒦}=D_{n|𝒦|}`$, condition (a) of Definition 2 trivially holds. The number of fixed-point free involutions is easily seen to be

$$D_n=\{\begin{array}{cc}0,\hfill & \text{if }n\text{ is odd,}\hfill \\ \frac{n!}{2^{n/2}(n/2)!},\hfill & \text{if }n\text{ is even.}\hfill \end{array}$$

Hence we have

$$G_{n,k}=\left(\genfrac{}{}{0pt}{}{n}{k}\right)D_{nk}=\{\begin{array}{cc}0,\hfill & \text{if }nk\text{ is odd,}\hfill \\ \left(\genfrac{}{}{0pt}{}{n}{k}\right)^{}\frac{(nk)!}{2^{(nk)/2}((nk)/2)!},\hfill & \text{if }nk\text{ is even.}\hfill \end{array}$$

Using standard techniques for estimating sums, one obtains $`lim_n\mathrm{}G_{n,k}/G_n=\mathrm{\hspace{0.17em}0}`$ for all fixed $`k`$ and so $`\lambda =\mathrm{}`$.

###### Example 9

Partitions of Sets.  Let $`𝒢_n`$ be the partitions of $`[n]`$ and let the fixed points be the blocks of size 1. Then $`G_{n,𝒦}=D_{n|𝒦|}`$. Let $`[x^ny^k]F(x,y)`$ denote the coefficient of $`x^ny^k`$ in the generating function $`F(x,y)`$. It turns out that

$$G_{n,k}=n![x^ny^k]\mathrm{exp}(e^x+xyx1)=(n!/k!)[x^n]x^k\mathrm{exp}(e^xx1).$$

Using methods as in Section 6.2 of , it can be shown that

$$[x^n]x^k\mathrm{exp}(e^xx1)u_n^ke^{u_n}[x^n]\mathrm{exp}(e^x1),$$

where $`u_n\mathrm{ln}n`$. Since $`n![x^n]\mathrm{exp}(e^x1)=G_n`$, we again have $`\lambda =\mathrm{}`$.

###### Example 10

All Graphs.  Let $`𝒢_n`$ be all $`n`$-vertex labeled graphs. Then $`G_n=2^N`$, where $`N=\left(\genfrac{}{}{0pt}{}{n}{2}\right)`$ and $`D_nG_n`$ because almost all graphs are connected. This is a $`\lambda =0`$ situation. It turns out that $`f(n,r)=o(f(n))`$ for all $`r`$. The situation can be made more interesting by limiting our attention to graphs with $`q(n)`$ edges where $`q(n)`$ grows appropriately. If $`ne^{2q(n)/n}\lambda `$ where $`0<\lambda <\mathrm{}`$, then Definition 2(c) follows from . Since $`q(n)(n\mathrm{log}n)/2`$,

$$G_n=\left(\genfrac{}{}{0pt}{}{N}{q(n)}\right)\left(\frac{en}{\mathrm{log}n}\right)^{q(n)}.$$

Thus, as for all graphs, $`G_nx^n/n!`$ has radius of convergence $`\rho =0`$. One can show that the limsup in Definition 2(b) is zero. Definition 2(a) fails: one would need $`C`$ to be an unbounded function of $`n`$. The fact that, in a sense, $`C\mathrm{}`$ makes it possible to still prove (1.1); however, since $`\lambda /C0`$, $`K_{\lambda /C}`$ becomes $`K_00`$. All of this is typical of the situation where the structures are well behaved but $`G_n`$ grows too rapidly, except that one often has $`\lambda =0`$.

Why is there only one gap? This is closely related to the fact that a fixed point has exactly one label.

A single label chosen at random is uniformly distributed on $`[n]`$, the set of possible labels. This leads to a discontinuity in the “sum” of a single label at $`n`$. The distribution of a sum of $`k>1`$ labels chosen at random has a maximum near $`kn/2`$ and is much smaller near the extreme values the sum can achieve. Consider how the various $`k`$ contribute to $`f(n,r)`$. When the radius of convergence $`\rho `$ of $`G(x)`$ is between 0 and $`\mathrm{}`$, the contributions of the various $`k`$ scale in such a way that all contribute but the contribution falls off rapidly with increasing $`k`$, thus leading to a convergent series in which the $`k=1`$ term is significant. When $`\rho =0`$, the contribution of the various $`k`$ falls off more and more as $`n\mathrm{}`$ so that only $`k=1`$ contributes in the limit. When $`\rho =\mathrm{}`$, the series is no longer convergent and so the discontinuity of $`k=1`$, being of a lower order than the entire sum, vanishes in the limit.

What would happen if fixed points had more than one label? For example, suppose we perversely said that the fixed points of a permutation were the 2-cycles. Thus, a set of fixed points must have at least 2 labels and so we cannot have $`k=1`$ in the preceding paragraph. Consequently, the discontinuity of $`f(n,r)`$ vanishes. On the other hand, if we had defined fixed points to be 1-cycles and 2-cycles, then $`k=1`$ would be possible and so $`f(n,r)`$ would again have a gap at $`r=n`$.

## 3 Proof of Lemma 1

Clearly Lemma 1(i) is stronger than Definition 2(a).

From Lemma 1(ii), there is an $`N`$ such that

$$nG_{n1}/G_n<2\rho \mathrm{whenever}nN.$$
(3.1)
Note that $`G_N0`$. Let $`A\mathrm{max}(2\rho ,1)`$ be such that $`\frac{G_m/m!}{G_N/N!}<A^{Nm}`$ whenever $`m<N`$. From (3.1), $`\frac{G_m/m!}{G_n/n!}(2\rho )^{nm}`$ whenever $`nN`$ and $`n>mN`$. Combining these two results gives $`\frac{G_m/m!}{G_n/n!}A^{nm}`$ whenever $`nN`$ and $`mn`$. This proves Definition 2(b).

Let $`D(x)=D_nx^n/n!`$, $`G(x)=G_nx^n/n!`$ and $`G(x,y)=G_{n,k}x^ny^k/n!`$. From (i) we have $`G_{n,k}=\left(\genfrac{}{}{0pt}{}{n}{k}\right)C^kD_{nk}`$ since there are $`\left(\genfrac{}{}{0pt}{}{n}{k}\right)`$ choices for $`S`$ with $`|S|=k`$. Thus

$$G(x,y)=\frac{D_{nk}x^{nk}(Cxy)^k}{(nk)!k!}=D(x)e^{Cxy}.$$
(3.2)
With $`y=1`$, $`D(x)=G(x)e^{Cx}`$.

From (3.2),

$$G_{n,k}=n![x^ny^k]G(x,y)=n!\left([x^{nk}]D(x)\right)\frac{C^k}{k!}.$$
(3.3)
From $`D(x)=G(x)e^{Cx}`$, $`[x^{nk}]D(x)=[x^n]\left(G(x)x^ke^{Cx}\right)`$. From Lemma 1(ii), $`G(x)`$ has radius of convergence $`\rho `$. Since $`x^ke^{Cx}`$ is entire, it follows from Lemma 1(ii) and Schur’s Lemma (, problem I.178) that $`[x^{nk}]D(x)\rho ^ke^{C\rho }(G_n/n!)`$. Substituting into (3.3), we have

$$G_{n,k}\frac{(C\rho )^ke^{C\rho }G_n}{k!}.$$

This completes the proof of Lemma 1.

## 4 The General Plan

For simplicity in this overview we ignore questions of uniformity.

Given a set $`𝒦`$, let $`𝒦`$ denote the sum of the elements in $`𝒦`$. Let $`E(r,k,n)`$ be the number of $`k`$-subsets $`𝒦`$ of $`[n]`$ with $`𝒦=r`$. By definition,

$$f(n,r)=\underset{{\scriptscriptstyle \genfrac{}{}{0pt}{}{𝒦[n]}{𝒦=r}}}{}G_{n,𝒦}=\underset{k1}{}\underset{{\scriptscriptstyle \genfrac{}{}{0pt}{}{|𝒦|=k}{𝒦=r}}}{}G_{n,𝒦}.$$

By Definition 2(a), this becomes

$$f(n,r)\underset{k1}{}C^kD_{nk}\underset{{\scriptscriptstyle \genfrac{}{}{0pt}{}{|𝒦|=k}{𝒦=r}}}{}1=\underset{k1}{}C^kD_{nk}E(r,k,n).$$

A little thought shows that

$$E(r,1,n)=\{\begin{array}{cc}1,\hfill & \text{if }0<rn\text{,}\hfill \\ 0,\hfill & \text{otherwise.}\hfill \end{array}$$
(4.1)
Thus

$$f(n,r)=D_{n1}\left(\chi (0<rn)+\underset{k>1}{}E(r,k,n)\frac{D_{nk}}{D_{n1}}\right).$$
(4.2)
To use the sum (4.2) for asymptotics, we need estimates for $`D_{nk}/D_{n1}`$ and $`E(r,k,n)`$.

We begin with $`D_{nk}/D_{n1}`$. From Definition 2(a),

$$G_{n,t}\left(\genfrac{}{}{0pt}{}{n}{t}\right)C^tD_{nt}n^tC^tD_{nt}/t!$$

and, from Definition 2(c),

$$G_{n,t}G_ne^\lambda \lambda ^t/t!.$$

Combining these two, we have

$$D_{nt}e^\lambda (\lambda /Cn)^tG_n.$$
(4.3)
With $`t=k`$ and $`t=1`$ we obtain

$$\frac{D_{nk}}{D_{n1}}(\lambda /Cn)^{k1}.$$
(4.4)
Estimates for $`E(r,k,n)`$ are not so easy to come by for general values of the three parameters $`(r,k,n)`$. Szekeres  has obtained an asymptotic formula valid for $`r\mathrm{}`$ with $`k,n`$ in neighborhoods of their expected values $`k_0(r),n_0(r)`$. However, the range of use to us in this investigation is $`n\mathrm{}`$, $`r/n`$ bounded, and $`k`$ relatively small, say up to $`n^ϵ`$. This is more easily handled than, but completely outside the range covered by, Szekeres’ formula.

In the next section we study $`c_k(\alpha )`$, which plays a role in estimating $`E(r,k,n)`$. Asymptotics for $`E(r,k,n)`$ are established in Section 6. With this groundwork, it is a fairly simple matter to prove Theorem 1 in Section 7.

## 5 The Sum $`c_k(\alpha )`$

We recall the formula for $`c_k(\alpha )`$ from Theorem 1:

$$c_k(\alpha )=\underset{0j<\alpha }{}\left(\genfrac{}{}{0pt}{}{k}{j}\right)(1)^j\left(1\frac{j}{\alpha }\right)^{k1},$$
(5.1)
which we now take as a definition of $`c_k(\alpha )`$ for $`k1`$ and all $`\alpha `$.

###### Lemma 2

Let $`c_k(\alpha )`$ be given by (5.1) for $`k1`$. Then

* If $`\alpha 0`$ or $`\alpha >k`$, then $`c_k(\alpha )=0`$.
* If $`0<\alpha 1`$, then $`c_k(\alpha )=1`$.
* $`c_1(\alpha )=\chi (0<\alpha 1)`$.
* If $`k2`$, the function $`c_k(\alpha )`$ is continuous for $`\alpha >0`$.
* If $`k>\alpha 1`$, then $`c_k(\alpha )`$ is strictly decreasing and so $`1c_k(\alpha )>0`$ for $`0<\alpha <k`$.

Proof When $`\alpha 0`$, the sum (5.1) is empty and so $`c_k(\alpha )=0`$. Suppose $`\alpha >k`$. We have

$$c_k(\alpha )=\underset{j=0}{\overset{k}{}}\left(\genfrac{}{}{0pt}{}{k}{j}\right)(1)^j\left(1\frac{j}{\alpha }\right)^{k1}=\underset{j=0}{\overset{k}{}}\left(\genfrac{}{}{0pt}{}{k}{j}\right)(1)^j\underset{t=0}{\overset{k1}{}}\left(\genfrac{}{}{0pt}{}{k1}{t}\right)(j/\alpha )^t.$$

Interchanging the order of summation gives and using the familiar identity<sup>1</sup><sup>1</sup>1One way to prove the identity is to compute $`(xd/dx)^t(1x)^k`$ at $`x=1`$.

$$\underset{j=0}{\overset{k}{}}\left(\genfrac{}{}{0pt}{}{k}{j}\right)(1)^jj^t=0\text{for }0t<k\text{,}$$

we obtain $`c_k(\alpha )=0`$.

One easily obtains (c) from (a) and (b) or by direct observation.

We now prove the continuity of $`c_k(\alpha )`$ for $`k>1`$. First, note that

for $`k>1`$, we may change the range of summation in (5.1) to $`0j\alpha `$ (5.2)
because the $`j=\alpha `$ term is zero for $`k>1`$. Since each term of the sum in (5.1) is continuous, the only possible discontinuities are at the positive integers where the number of summands in (5.1) changes. Using (5.2) eliminates this problem.

We now prove (e) by induction on $`k`$. In some open interval $`(j_0,j_0+1)`$, where $`j_0`$ is an integer, we find that $`c_{k+1}`$ is differentiable, namely,

$`{\displaystyle \frac{d}{d\alpha }}c_{k+1}(\alpha )`$ $`=`$ $`{\displaystyle \frac{d}{d\alpha }}{\displaystyle \underset{j=0}{\overset{j_0}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{k+1}{j}}\right)(1)^j\left(1{\displaystyle \frac{j}{\alpha }}\right)^k`$
$`=`$ $`{\displaystyle \frac{k}{\alpha ^2}}{\displaystyle \underset{j=0}{\overset{j_0}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{k+1}{j}}\right)j(1)^j\left(1{\displaystyle \frac{j}{\alpha }}\right)^{k1}`$
$`=`$ $`{\displaystyle \frac{k(k+1)}{\alpha ^2}}{\displaystyle \underset{j=1}{\overset{j_0}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{k}{j1}}\right)(1)^j\left(1{\displaystyle \frac{j}{\alpha }}\right)^{k1}`$
$`=`$ $`{\displaystyle \frac{k(k+1)}{\alpha ^2}}{\displaystyle \underset{j=0}{\overset{j_01}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{k}{j}}\right)(1)^{j+1}\left(1{\displaystyle \frac{j+1}{\alpha }}\right)^{k1}.`$
Using $`\left(1\frac{j+1}{\alpha }\right)^{k1}=\left(1\frac{1}{\alpha }\right)^{k1}\left(1\frac{j}{\alpha 1}\right)^{k1}`$, this becomes

$`{\displaystyle \frac{d}{d\alpha }}c_{k+1}(\alpha )`$ $`=`$ $`{\displaystyle \frac{k(k+1)}{\alpha ^2}}\left(1{\displaystyle \frac{1}{\alpha }}\right)^{k1}{\displaystyle \underset{j=0}{\overset{j_01}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{k}{j}}\right)(1)^j\left(1{\displaystyle \frac{j}{\alpha 1}}\right)^{k1}`$ (5.3)
$`=`$ $`{\displaystyle \frac{k(k+1)}{\alpha ^2}}\left(1{\displaystyle \frac{1}{\alpha }}\right)^{k1}c_k(\alpha 1).`$
By (e), or by (c) if $`k=1`$, we see that this is strictly negative if $`1<\alpha <k+1`$. Since $`c_{k+1}(\alpha )`$ is continuous, it is strictly decreasing for $`1<\alpha <k+1`$. By continuity and (a), positivity follows.

###### Remark 4

The delay differential equation (5.3), plus continuity, completely determine the function $`c_{k+1}`$. Functions whose defining summations somewhat resemble ours were introduced by Bernstein  to give a constructive proof of the Weirstrass approximation theorem.

## 6 Asymptotics for $`E(r,k,n)`$

We recall that $`E(r,k,n)`$ is the number of $`k`$-subsets of $`[n]`$ whose elements sum to $`r`$.

###### Lemma 3

Fix $`0<a<b<\mathrm{}`$ and define $`\alpha =r/n`$. Then

$$E(r,k,n)=\frac{c_k(\alpha )+o(1)}{k!}\left(\genfrac{}{}{0pt}{}{r1}{k1}\right),$$

uniformly as $`n\mathrm{}`$ with $`a\alpha b`$, $`k^\alpha =o(n^{1/12})`$ and $`k=O(n^{1/4})`$.

Proof If $`k\alpha `$, then $`E(r,k,n)=0`$ and $`c_k(\alpha )=0`$. If $`k=1`$, then $`E(r,1,n)=\chi (1rn)`$, which equals $`c_1(r/n)`$ and the lemma is true. Thus we assume from now on that $`k>1`$ and $`k>\alpha `$.

Let $`C_{r,k}(𝐒)`$ (respectively, $`P_{r,k}(𝐒)`$) denote the number of compositions (respectively, partitions) of $`r`$ into exactly $`k`$ parts satisfying S. Thus

$$E(r,k,n)=P_{r,k}(n\text{ and})=(1/k!)C_{r,k}(n\text{ and}),$$
(6.1)
where “$`n\text{ and}`$” indicates the parts do not exceed $`n`$ and are distinct.

We require the following formulas, where $`\mathrm{}`$ indicates that there are no conditions on the parts.

$$\underset{L=A}{\overset{B}{}}\left(\genfrac{}{}{0pt}{}{A+L}{j1}\right)\left(\genfrac{}{}{0pt}{}{BL}{k1}\right)=\left(\genfrac{}{}{0pt}{}{A+B+1}{j+k1}\right),$$
(6.2)
$$C_{r,k}(\mathrm{})=\left(\genfrac{}{}{0pt}{}{r1}{k1}\right),$$
(6.3)
$$P_{r,k}(>n)=P_{rkn,k}(\mathrm{}),$$
(6.4)
$$P_{r,k}(\mathrm{})=(1/k!)C_{r+\left(\genfrac{}{}{0pt}{}{k}{2}\right),k}(),$$
(6.5)
$$\left(\genfrac{}{}{0pt}{}{r1}{k1}\right)C_{r,k}()\left(\genfrac{}{}{0pt}{}{r1}{k1}\right)\left(\genfrac{}{}{0pt}{}{k}{2}\right)\left(\genfrac{}{}{0pt}{}{r2}{k2}\right).$$
(6.6)
Equation (6.2) can be proved by counting the $`(j+k1)`$-element subsets of $`[A+B+1]`$ according to the size $`A+L+1`$ of the $`j`$-th smallest element in the subset. Equation (6.3) is a fundamental result in enumeration. (See, for example,  or .) Equations (6.4) and (6.5) are simple. The left side of (6.6) follows from (6.3). To obtain the right side, we subtract off an upper bound for the number of compositions with equal parts. This is obtained by choosing two positions that have equal parts, choosing their size (say $`t`$), and summing the number of ways to fill in the remaining $`k2`$ parts arbitrarily:

$`C_{r,k}(\mathrm{some}=)`$ $``$ $`\left({\displaystyle \genfrac{}{}{0pt}{}{k}{2}}\right){\displaystyle \underset{t1}{}}C_{r2t,k2}(\mathrm{})=\left({\displaystyle \genfrac{}{}{0pt}{}{k}{2}}\right){\displaystyle \underset{t1}{}}\left({\displaystyle \genfrac{}{}{0pt}{}{r2t1}{k3}}\right)_{}`$ (6.7)
$``$ $`\left({\displaystyle \genfrac{}{}{0pt}{}{k}{2}}\right){\displaystyle \underset{t1}{}}\left({\displaystyle \genfrac{}{}{0pt}{}{rt2}{k3}}\right)=\left({\displaystyle \genfrac{}{}{0pt}{}{k}{2}}\right)\left({\displaystyle \genfrac{}{}{0pt}{}{r2}{k2}}\right),`$
where the last sum is (6.2) with $`A=1`$, $`B=r2`$, $`j=1`$, and $`k`$ replaced by $`k2`$.

We return to the proof of the lemma. It follows from (6.7) that

$$C_{r,k}(n\text{ and some}=)\left(\genfrac{}{}{0pt}{}{k}{2}\right)\left(\genfrac{}{}{0pt}{}{r2}{k2}\right)=\left(\genfrac{}{}{0pt}{}{r1}{k1}\right)o(k^3/r).$$

Thus, the lemma is equivalent to showing that

$$C_{r,k}(n)=\left(c_k(\alpha )+o(1)\right)\left(\genfrac{}{}{0pt}{}{r1}{k1}\right)$$
(6.8)
uniformly under the constraints of the lemma plus $`k>\alpha `$ and $`k>1`$.

The number of compositions of $`r`$ with $`k`$ parts, in which $`j`$ parts larger than $`n`$ are distinguished, is clearly

$$(k)_j\underset{L}{}P_{L,j}(>n)C_{rL,kj}(\mathrm{}),$$

where $`(k)_j`$ is the falling factorial. Hence, by inclusion/exclusion,

$$C_{r,k}(n)=\underset{0j<\alpha }{}(1)^j(k)_j\underset{L}{}P_{L,j}(>n)C_{rL,kj}(\mathrm{}),$$
(6.9)
where the range of $`j`$ was obtained by noting that terms with $`j>r/(n+1)`$ vanish since $`P_{L,j}(>n)=0`$. We note that, since $`\alpha b`$, $`j`$ is bounded.

The first step is to estimate the inner sum in (6.9), which we denote $`\sigma (j,k,n,r)`$:

$$\sigma (j,k,n,r)=\underset{L}{}P_{L,j}(>n)C_{rL,kj}(\mathrm{}).$$

We claim that, for $`0jk`$,

$$\frac{1}{j!}\left[\left(\genfrac{}{}{0pt}{}{rM}{k1}\right)\left(\genfrac{}{}{0pt}{}{j}{2}\right)\left(\genfrac{}{}{0pt}{}{rM1}{k2}\right)\right]\sigma (j,k,n,r)\frac{1}{j!}\left(\genfrac{}{}{0pt}{}{rM}{k1}\right),$$
(6.10)
where

$$M=jn\left(\genfrac{}{}{0pt}{}{j}{2}\right)+1.$$

To see this, use (6.3)–(6.6) to obtain

$`{\displaystyle \frac{1}{j!}}\left[\left({\displaystyle \genfrac{}{}{0pt}{}{LM}{j1}}\right)\left({\displaystyle \genfrac{}{}{0pt}{}{j}{2}}\right)\left({\displaystyle \genfrac{}{}{0pt}{}{LM1}{j2}}\right)\right]\left({\displaystyle \genfrac{}{}{0pt}{}{rL1}{kj1}}\right)`$
$`P_{L,j}(>n)C_{rL,kj}(\mathrm{})`$
$`{\displaystyle \frac{1}{j!}}\left({\displaystyle \genfrac{}{}{0pt}{}{LM}{j1}}\right)\left({\displaystyle \genfrac{}{}{0pt}{}{rL1}{kj1}}\right)`$
and then use (6.2) to sum over $`L`$.

First suppose that $`j\alpha n^{1/3}`$. Since $`j<\alpha `$, there is at most one such $`j`$. In this case,

$$rMr(\alpha n^{1/3})n+O(1)=n^{2/3}+O(1)$$

and so

$$\left(\genfrac{}{}{0pt}{}{rM}{k1}\right)\left(\genfrac{}{}{0pt}{}{r1}{k1}\right)\left(\frac{rM}{r1}\right)^{k1}\left(\genfrac{}{}{0pt}{}{r1}{k1}\right)\left(O(n^{1/3})\right)^{k1}\left(\genfrac{}{}{0pt}{}{r1}{k1}\right)O(n^{(k1)/4}).$$

Thus

$$\sigma (j,k,n,r)\frac{1}{j!}\left(\genfrac{}{}{0pt}{}{r1}{k1}\right)O(n^{(k1)/4}).$$
(6.11)
Now suppose that $`j<\alpha n^{1/3}`$. We have $`rM=\mathrm{\Omega }(n^{2/3})`$ and so

$`\left({\displaystyle \genfrac{}{}{0pt}{}{rM}{k1}}\right)`$ $`=`$ $`\left({\displaystyle \genfrac{}{}{0pt}{}{r1}{k1}}\right)\left({\displaystyle \frac{rM}{r1}}\right)^{k1}\left(1+O(k^2/n^{2/3})\right)`$
$`=`$ $`\left({\displaystyle \genfrac{}{}{0pt}{}{r1}{k1}}\right)\left({\displaystyle \frac{rM}{r1}}\right)^{k1}\left(1+O(n^{1/6})\right),`$
where we have used

$$1\frac{(T)_{k1}}{T^{k1}}(1k/T)^k=1+O(k^2/T),\mathrm{provided}k^2/T=O(1).$$
(6.12)
Now, since $`j<\alpha b`$, $`r=\alpha nan`$, and $`1j/\alpha >n^{1/3}b`$,

$$\frac{rM}{r1}=1\frac{M}{r}+O(1/r)=1\frac{j}{\alpha }+O(j^2/r).$$

Thus

$$\left(\frac{rM}{r1}\right)^{k1}=\left(1\frac{j}{\alpha }\right)^{k1}\left(1+O(kn^{1/3})\right)$$

and so, since $`k=O(n^{1/4})`$,

$$\left(\genfrac{}{}{0pt}{}{rM}{k1}\right)=\left(\genfrac{}{}{0pt}{}{r1}{k1}\right)\left(1\frac{j}{\alpha }\right)^{k1}\left(1+O(n^{1/12})\right).$$
(6.13)
Further,

$$\left(\genfrac{}{}{0pt}{}{j}{2}\right)\left(\genfrac{}{}{0pt}{}{rM1}{k2}\right)=\left(\genfrac{}{}{0pt}{}{rM}{k1}\right)O(j^2k/r)=\left(\genfrac{}{}{0pt}{}{rM}{k1}\right)O(n^{1/4})$$
(6.14)
and so, from (6.10), (6.13) and (6.14),

$$\sigma (j,k,n,r)=\frac{1}{j!}\left(\genfrac{}{}{0pt}{}{r1}{k1}\right)\left(1\frac{j}{\alpha }\right)^{k1}\left(1+O(n^{1/12})\right).$$
(6.15)
Substituting (6.15) into (6.9), we obtain

$`C_{r,k}(n)`$ $`=`$ $`{\displaystyle \underset{0j<\alpha }{}}(1)^j{\displaystyle \frac{(k)_j}{j!}}\left(1{\displaystyle \frac{j}{\alpha }}\right)^{k1}\left({\displaystyle \genfrac{}{}{0pt}{}{r1}{k1}}\right)`$ (6.16)
$`+`$ $`{\displaystyle \underset{0j<\alpha }{}}(k)_j\left({\displaystyle \genfrac{}{}{0pt}{}{r1}{k1}}\right)O(n^{1/12})+T,`$
where $`T=0`$ if the fractional part of $`\alpha `$ exceeds $`n^{1/3}`$. Otherwise, from (6.11) with $`j=\beta =[\alpha ]`$,

$$|T|=\frac{(k)_\beta }{\beta !}\left((1\beta /\alpha )^{k1}+O(n^{(k1)/4})\right)=\frac{(k)_\beta }{\beta !}O(n^{(k1)/4}),$$

since $`(1\beta /\alpha )n^{1/3}`$. Thus $`|T|=o(k^\alpha n^{1/4})`$ and so (6.16) becomes

$$C_{r,k}(n)=\left(c_k(\alpha )+O(k^\alpha n^{1/12})\right)\left(\genfrac{}{}{0pt}{}{r1}{k1}\right),$$

completing the proof.

## 7 Proof of Theorem 1

This section is devoted to the proof of Theorem 1.

Our starting point is (4.2) and (4.4):

$$f(n,r)=D_{n1}\left(\chi (0<\alpha 1)+\underset{k>1}{}E(r,k,n)\frac{D_{nk}}{D_{n1}}\right)$$

$$\frac{D_{nk}}{D_{n1}}(\lambda /Cn)^{k1}.$$

The latter holds for each fixed $`k`$ and so holds uniformly for $`k`$ not exceeding some sufficiently slowly growing unbounded function of $`n`$, say $`kk(n)`$. We also insist that $`k(n)`$ be small enough that the conditions in Lemma 3 are satisfied when $`kk(n)`$. Now

$$\underset{k>1}{}E(r,k,n)\frac{D_{nk}}{D_{n1}}\underset{k=2}{\overset{k(n)}{}}\frac{c_k(\alpha )+o(1)}{k!}\left(\genfrac{}{}{0pt}{}{r1}{k1}\right)(\lambda /Cn)^{k1}+\underset{k>k(n)}{}E(r,k,n)\frac{D_{nk}}{D_{n1}}$$

uniformly for $`a\alpha b`$ as $`n\mathrm{}`$.

Consider the first sum on the right. Using (6.12) we have

$$\left(\genfrac{}{}{0pt}{}{r1}{k1}\right)\frac{(\alpha n)^{k1}}{(k1)!}$$

uniformly for $`0<kk(n)`$ and so

$`{\displaystyle \underset{k=2}{\overset{k(n)}{}}}{\displaystyle \frac{c_k(\alpha )+o(1)}{k!}}\left({\displaystyle \genfrac{}{}{0pt}{}{r1}{k1}}\right)\left({\displaystyle \frac{\lambda }{Cn}}\right)^{k1}`$ $``$ $`{\displaystyle \underset{k=2}{\overset{k(n)}{}}}{\displaystyle \frac{c_k(\alpha )+o(1)}{(k1)!k!}}\left({\displaystyle \frac{\alpha \lambda }{C}}\right)^{k1}`$
$``$ $`{\displaystyle \underset{k=2}{\overset{k(n)}{}}}{\displaystyle \frac{c_k(\alpha )+o(1)}{(k1)!k!}}\left({\displaystyle \frac{\alpha \lambda }{C}}\right)^{k1}+o(1){\displaystyle \underset{k=2}{\overset{k(n)}{}}}{\displaystyle \frac{(\alpha \lambda /C)^{k1}}{(k1)!k!}}`$
$``$ $`K_{\lambda /C}(\alpha )+o(1).`$
To complete the proof of the theorem, we must show that

$$\underset{k>k(n)}{}E(r,k,n)\frac{D_{nk}}{D_{n1}}=o(1).$$
(7.1)
Using definitions and (6.6), we have

$`E(r,k,n)`$ $`=`$ $`P_{r,k}(n\text{ and})P_{r,k}()`$ (7.2)
$`=`$ $`{\displaystyle \frac{1}{k!}}C_{r,k}(){\displaystyle \frac{1}{k!}}\left({\displaystyle \genfrac{}{}{0pt}{}{r1}{k1}}\right)<{\displaystyle \frac{(\alpha n)^{k1}}{k!(k1)!}}.`$
From (4.3) with $`t=1`$, we have $`D_{n1}\lambda e^\lambda G_n/n`$. Combining this with $`D_mG_m`$, we see that there is some $`B`$ such that, for all sufficiently large $`n`$ and all $`k<n`$,

$$\frac{D_{nk}}{D_{n1}}B\frac{G_{nk}}{G_n/n}=B\frac{n}{(n)_k}\frac{G_{nk}/(nk)!}{G_n/n!}.$$

By Stirling’s formula and some crude estimates,

$$(n)_k=\frac{n!}{(nk)!}>\frac{Bn^{1/2}(n/e)^n}{(nk)^{1/2}((nk)/e))^{nk}}>B(n/e)^k$$

for some $`B>0`$. Combining the two previous equations with Definition 2(b), we see that there is some $`B`$ such that, for all sufficiently large $`n`$, $`D_{nk}/D_{n1}<B(B/n)^{k1}`$. Combining this with (7.2), the $`k`$-th term of (7.1) is bounded by

$$\frac{(\alpha n)^{k1}}{k!(k1)!}B(B/n)^{k1}=\frac{B(\alpha B)^{k1}}{k!(k1)!}.$$

Hence (7.1) is the tail of a convergent series and so is $`o(1)`$ as $`k(n)\mathrm{}`$.


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# A Class of Interstellar OH Masers Associated with Protostellar Outflows

## 1 Introduction

In the Milky Way, hydroxyl masers (OH) are found associated with either evolved stars (stellar masers), regions of massive star formation (interstellar masers), or the interface between SNRs and molecular material. Interstellar OH masers are often observed from molecular material surrounding ultra-compact HII (UCHII) regions. The OH masers in the source W3 OH are some of the strongest and best studied of their kind. In this source, the OH maser spots have been mapped with VLBI observations and found projected toward an UCHII region (Reid et al., 1980). Proper motions of these masers (Bloemhof, Reid, & Moran, 1992) suggest a slow, general expansion with a velocity of a few km s-1.

Interstellar H2O masers are often found in the same star forming regions as OH masers. However, frequently the H2O masers do not appear to be directly associated with UCHII regions. In fact, rarely can one detect a stellar source at the center of the H2O maser flow, not even at IR wavelengths, suggesting a deeply embedded and probably very young object. Moreover, H2O masers are also found in regions of low-mass star formation, which are devoid of OH masers. H2O masers often exhibit strong outflow motions, with expansion speeds $`30`$ km s-1, and sometimes high velocity features moving at hundreds of km s-1.

In this paper we present a detailed analysis of weak OH masers in the W3 OH region that do not appear to be associated with an UCHII region. Instead they seem to form at the edges of the outflow from the Turner–Welch object (Turner & Welch, 1984), a protostellar source or cluster of sources (Wyrowski, Schilke, Walmsley, & Menten, 1999) that drives the H2O masers near W3 OH (Alcolea, Menten, Moran, & Reid, 1993) and a synchrotron jet (Reid et al., 1995; Wilner, Reid, & Menten, 1999). Our observations suggest that protostellar outflows may be an important mechanism for the production of weak OH masers when no ionizing stars are present.

## 2 Observations and Results

### 2.1 VLA Observations and Results

W3 OH was observed in the 1612.231, 1665.4018, 1667.359, and 1720.530 MHz OH transitions with the NRAO111The National Radio Astronomy Observatory (NRAO) is operated by Associated Universities, Inc., under a cooperative agreement with the National Science Foundation. Very Large Array (VLA) on 1992 December 27 using all 27 antennas in the A-configuration. Three 1.5 minute scans were obtained in the 1665 transition, three 2.5 minute scans in the 1667 transition, and one 2.5 minute scan in each of the remaining two transitions. When a transition was observed more than once, scans were spread over about 3 hours. Weather conditions were excellent.

Observations were made in both left-circular (LCP) and right-circular (RCP) polarizations. These observations were part of a project to map a large sample of interstellar OH masers (Argon, Reid, & Menten, 2000). The observing bandwidth of 0.1953 MHz was centered at an LSR velocity of $``$44.0 km s-1. For each band the inner 128 spectral channels (out of a total of 256) were correlated, yielding a channel separation of 0.14 km s-1.

Calibration and imaging were done in the Astronomical Image Processing System (AIPS). Channel “0” observations (an average of the central 75$`\%`$ of each bandpass) were used to calibrate the complex instrumental gain for each antenna. We employed the standard method of boot-strapping the flux density of a (variable) secondary calibrator, B0212$`+`$735, from the flux density of the primary calibrator, 3C 286. We then determined complex gains for the secondary calibrator using the AIPS task CALIB, interpolated those gains to the W3 OH observation times with the task CLCAL, and applied them to the full spectral-line database with the tasks TACOP and SPLIT. Observations of the secondary calibrator were made immediately before and after each W3 OH scan to ensure accurate interpolation.

To remove the effects of any residual atmospheric phase corruption, we “self-calibrated” the data. This was accomplished by selecting a strong unresolved feature in one of the polarizations for each transition (called the “reference feature”), shifting the interferometer phase center to the position of that feature, determining residual phases using a point source, and subtracting those residual phases from the data in all spectral channels in both polarizations. The reference features chosen were the $`v_{LSR}=48.9`$ km s-1 and $`44.4`$ km s-1 channels at 1665 and 1667 MHz, respectively, both in LCP.

A comparison of the positions of the strong OH masers in our study (Argon, Reid, & Menten, 2000) and another study (Bloemhof, Reid, & Moran (1992) and references therein), taking into account the different map center locations, suggests that our absolute position error for the 1665 MHz transition is $`0\text{.}`$′′$`1`$ in each direction. Self-calibration was followed by imaging, whereby each spectral channel was mapped and CLEANed. We searched an area of $`128^{\prime \prime }\times 128^{\prime \prime }`$ ($`512\times 512`$ pixels). Note that because our sources can be 100% circularly polarized, we divided the maps produced by MX by a factor of two so that Stokes I is obtained by summing (rather than averaging) the RCP and LCP maps.

After imaging, selected peaks were fit with a two-dimensional Gaussian brightness distribution to determine their flux density, size, and offset from the reference feature. While strong OH maser emission for the UCHII region has been mapped before, we searched for emission beyond the innermost $`5^{\prime \prime }\times 5^{\prime \prime }`$. Spurious maser features were rejected by demanding that the following four constraints be met:

* 1) Peaks had to have a flux density of at least 4.5 times the channel rms noise. Typical channel rms noise levels were 28 mJy for the 1665.4018 MHz transition and 26 mJy for the 1667.359 MHz transition.
* 2) Peaks had to have a flux density of at least 1.3 times the absolute value of the largest negative peak in the channel map.
* 3) Peaks could not be any weaker than 1/150 of the peak in the map owing to dynamic range limitations, which are particularly severe at 1665 MHz because of the strong OH emission from the UCHII region between $`43<v_{LSR}<47`$ km s-1. Two “peaks” appear in the spectrum shown in Figure 1 that do not satisfy this criterion. They are artifacts of a 132 Jy ($``$46.3 km s-1, LCP) and a 201 Jy ($``$45.0 km s-1, RCP) feature.
* 4) Peaks had to persist over three or more adjacent channels to within a synthesized beam width.

We found two spots of OH maser emission satisfying all four criteria, one at 1665 and the other at 1667 MHz (see Table 1). Since the expected uncertainty for a point source is approximately half the synthesized beam ($`1^{\prime \prime }`$) divided by the signal-to-noise ratio, the relative position error in each coordinate is $`0\text{.}`$′′$`06`$ and $`0\text{.}`$′′$`07`$ for the 1665 and 1667 MHz transitions, respectively. Spectra of the two features at the pixel of their maximum flux density are shown in Figure 1. Both features are $`>8\sigma `$ detections and were detected by Gaume & Mutel (1987), who, while noting that they were in the vicinity of the water masers and HCN emission, did not discuss their significance. Our $`42.4`$ and $`49.3`$ km s-1 features were reported at $`42.8`$ and $`48.3`$ km s-1, respectively, by Gaume & Mutel, who list velocities of the peak channel emission in 1.1 km s-1 wide channels. Thus, the agreement in both position and velocity for these two measurements is reasonable. Gaume & Mutel also observed one additional spot of weak emission (0.1 Jy, a $`3\sigma `$ detection) outside of the central $`5^{\prime \prime }`$ x $`5^{\prime \prime }`$, that we fail to confirm. Our $`1\sigma `$ noise level was 0.026 Jy in this transition, so if the maser’s flux density was constant (or increasing) in time between their observations in 1985 and ours in 1992, we would have a $`4\sigma `$ detection. Either Gaume & Mutel’s detection is spurious, which is not highly unlikely in a $`10^{\prime \prime }`$ x $`10^{\prime \prime }`$ field (containing about 100 independent beams), or the feature weakened over the years.

### 2.2 VLBI Data and Results

In an attempt to confirm the 1665 MHz VLA detection and obtain a proper motion, we re-mapped the data from two epochs of VLBI observations: one in 1978 by Garcia-Barreto et al. (1988) and the other in 1986 by Bloemhof, Reid, & Moran (1992). (No archival VLBI data for the 1667.359 transition were available). At both epochs, RCP and LCP were observed and there were 96 spectral channels per IF, giving channel separations of 0.12 km s-1. Observations were centered at an LSR velocity of $``$46.0 km s-1. At both epochs, we searched for emission within ($`\pm 0\text{.}`$′′$`1`$) of the positions in Table 1. Since the features in W3 OH are weak and heavily resolved on long baselines, we used a (u–v)-taper of 20 M$`\lambda `$. The resulting rms noise levels in the channel maps were about 100 mJy and 35 mJy for 1978 and 1986 observations, respectively.

The VLBI results are given in Table 2 and displayed in Figure 2. The 1665 MHz LCP feature near $`v_{LSR}=42.4`$ km s-1 in our VLA data was found to be present in the 1978 and 1986 VLBI maps, albeit at a slightly different velocity ($`42.9`$ km s-1) in 1978. Note that Gaume & Mutel (1987) report a velocity of $`42.8`$ km s-1 for this feature. We registered the maps at the three epochs (two VLBI, one VLA) by using the strongest 1665 MHz LCP feature (132 Jy at $`46.3`$ km s-1 in the VLA data), which is located at $`\alpha _{B1950}=02^h23^m16\text{.}`$s$`322\pm 0\text{.}`$s$`01,\delta _{B1950}=61^{}38^{}57\text{.}`$′′$`66\pm 0\text{.}`$′′$`1`$. The VLBI relative position errors in Table 2 are $``$ 1 mas. Assuming these features trace a single cloud of gas, we find a proper motion of about $`32`$ km s-1 eastward and $`58`$ km s-1 northward, with a formal uncertainty of about $`2`$ km s-1 in each direction. A distance of 2.2 kpc was assumed. Because the line center velocity of the feature changes by $`0.5`$ km s-1 between the two epochs, a realistic proper motion uncertainty should include the possibility of structural changes in the feature. The span of position offsets over the three or more adjacent channels that comprise a feature is one way to estimate the magnitude of possible structural changes. A typical span was found to be $`2`$ mas, which gives rise to a more realistic proper motion uncertainty of $`4`$ km s-1 in each direction. Only the two VLBI epochs were used to estimate the motion since their positional accuracies are far better than the positional accuracy of the VLA epoch. The VLA position, however, is consistent with the derived VLBI motion and our OH motion is consistent with the bipolar outflow seen in the H2O masers (Alcolea, Menten, Moran, & Reid, 1993).

Why does the Doppler velocity change over the eight years between our two VLBI epochs? The possibility that structural changes have occurred in the feature was mentioned above. A second possibility is that these masers, unlike typical HII region masers, are likely to occur in a strongly accelerated region, the region between the terminus of the H2O outflow and the dense ambient molecular cloud. If this is the case, it would not be unreasonable to find a change of 0.5 km s-1 in Doppler velocity between the two epochs.

Bloemhof, Reid & Moran (1992) note a flux density calibration uncertainty of about 20$`\%`$ in the VLBI data. Since this can not account for the difference among the three epochs, we conclude that this feature is variable.

## 3 Discussion

### 3.1 OH Masers Associated with the TW protostar

The OH maser features described in this paper are not associated with the UCHII region in W3 OH, where strong OH and class II CH3OH maser emission is found (Reid et al., 1980; Bloemhof, Reid, & Moran, 1992; Menten, 1991; Moscadelli, Menten, Walmsley, & Reid, 1999). Instead, as seen in Fig. 2 their positions, and the 1665 MHz feature proper motion, suggest an association with the TW object and its intense H2O masers (Alcolea, Menten, Moran, & Reid, 1993). The association of some OH masers in W3 OH with the TW object and its H2O masers suggests that some interstellar OH masers that are offset from HII regions may be associated with protostellar outflows and very young stars which have yet to, or may never, ionize their surroundings.

The TW object is thought to be a newly formed or forming massive star (Turner & Welch, 1984; Wilner, Reid, & Menten, 1999) or stars (Wyrowski, Schilke, Walmsley, & Menten, 1999), which have yet to ionize their placental material. The “hot core” nature of the TW object was established by observations of high excitation NH3 (5,5) inversion lines, which yield an NH3 rotation temperature of 180 K (Mauersberger, Wilson, & Walmsley, 1986). While the TW object shows no detectable thermal bremsstrahlung, surprisingly, it is a source of synchrotron emission (Reid et al., 1995). When imaged at high resolution ($`0\text{.}`$′′$`2`$) and sensitivity (10 $`\mu `$Jy rms) with the VLA, the synchrotron source appears as an elongated, wiggling, double-sided jet (Wilner, Reid, & Menten, 1999). The predominantly east–west orientation of the synchrotron jet matches both the spatial distribution and proper motions of the H2O masers. Also, the center of the synchrotron jet lies, within measurement uncertainties of $`0\text{.}`$′′$`1`$, at the center of expansion of the H2O masers (Alcolea, Menten, Moran, & Reid, 1993).

Comparison of the positions and velocities of the TW source OH masers with the dust continuum and molecular line emission mapped by Wyrowski et al. (1997) and Wyrowski, Schilke, Walmsley, & Menten (1999) also indicates a very close correspondence. Both the 1665 and the 1667 MHz masers project on the edges of the dust continuum/molecular emission. The thermally excited molecular gas displays an apparent shift in velocity across the source, with $`v_{LSR}`$ changing from about $`52`$ km s-1 at the eastern edge to about $`45`$ km s-1 at the western edge. This trend of velocity increasing from east to west is consistent with our OH maser velocities.

The arrangement of the OH masers at, or just beyond, the ends of the H2O maser outflow is noteworthy. One possible explanation for this arrangement is that the H2O molecules in the outflow are dissociated at the extremities of the source, producing OH molecules with sufficient density to yield detectable maser emission. H2O masers are estimated to require H2 densities between $`10^8`$ and $`10^{10}`$ cm-3, whereas OH masers require densities between $`10^5`$ and $`10^7`$ cm-3 (Elitzur (1992) and references therein). The upper limits to the H2 densities are established by collisional thermalization of the level populations and quenching of the population inversions. The lower limits arise from estimates of the minimum column density necessary to achieve strong maser amplification over reasonable path lengths. Therefore, the transition from H2O to OH masing in a source like the TW object suggests a rapid decrease in density with distance and a sharp boundary for the elongated region of H2O maser activity.

Confirmation of a sharp molecular boundary comes from mm-wavelength observations of dust continuum emission. The molecular column density inside of the OH masers in the TW object, inferred from the dust continuum, of $`N_{H_2}3\times 10^{24}`$ cm-2 indicates a volume density of $`n_{H_2}10^8`$ cm-3, assuming a line of sight path length of 0.01 pc (P. Schilke, pers. comm.). The relatively sharp boundary of the dust continuum emission suggests that the molecular density must drop by a factor of 10 or more within a projected distance of about 0.005 pc at the edge of the source. Possibly, when molecular densities fall below $`10^7`$ cm-3, interstellar ultraviolet photons can dissociate H2O molecules and create OH radicals.

### 3.2 Comparison to Other Regions: Shock Chemistry

While most interstellar OH masers do not show evidence of strong outflows, there is conclusive evidence that H2O masers in regions of massive star formation partake in strong outflows from both 1) the large radial velocities observed, exceeding $`\pm 100`$ km s-1 in Orion-KL (Genzel, Reid, Moran, & Downes, 1981a), and 2) the proper motions measured there and in W51 Main (Genzel et al., 1981b), Sgr B2 (Reid et al., 1988), W49 N (Gwinn, Moran, & Reid, 1992). Of course the H2O masers in W3 OH-TW also show a clear bipolar flow (Alcolea, Menten, Moran, & Reid, 1993), and the $`50`$ km s-1 proper motion of one of the OH masers from the TW object suggests that at least some of the weak OH masers in the new class introduced by Gaume & Mutel (1987) are also associated with strong outflows.

The shock chemistry calculations of Neufeld & Dalgarno (1989) show that behind the front of a dissociative (“$`J`$”) shock of velocity 80 km s-1, OH re-forms at a high abundance approaching $`[\mathrm{OH}/\mathrm{H}]10^5`$, while the H2O abundance is about an order of magnitude lower. In contrast, behind a non-dissociative (“$`C`$”) shock almost all the oxygen becomes tied up in H2O (e.g., Draine, Roberge, & Dalgarno 1983). The velocities in most H2O-emitting outflows are lower than 50 km s-1, indicating non-dissociative shocks (in whose aftermath conditions are very conducive for pumping H2O masers; Elitzur (1992)). This might explain why the H2O masers are always much more powerful (by up to more than 4 orders of magnitude) than the OH masers in W3 OH-TW (and Orion-KL as discussed below). Alternatively, as mentioned above, the densities necessary for 22 GHz H2O maser action are two orders of magnitude higher than the values usually invoked for OH masers, and the OH maser emission should be quenched at these densities.

The masers associated with the TW object and those associated with source-I in the Orion-KL region (Menten & Reid 1995) have definite similarities. Both are associated with strong outflows. They have weak (or undetectable) thermal continuum emission at radio wavelengths and no clear, direct IR detections. Also both have strong H2O and weaker OH masers. If the OH masers in Orion-KL and W3 OH-TW have a similar origin, then why is it that toward Orion-KL Johnston, Migenes, & Norris (1989) find many dozen features in the 1665 MHz (and about 2 dozen in the 1612 MHz) OH line, while we detect only one each in the 1665 and 1667 MHz lines (and none in the 1612 MHz line) toward W3 OH-TW? Given our $`(4\sigma )`$ detection limit of roughly 0.1 Jy, we would detect a 2.5 Jy strong feature in Orion put at the roughly 5 times larger distance of W3OH. Thus, we would detect 25 of the Johnston et al. 1665 MHz features, many of them barely, and one of their 1612 MHz features. Although no strong correlation between H2O and OH luminosity seems to have been established yet, we note that the maser luminosity in both species is about an order of magnitude greater in Orion-KL than W3 OH-TW, as is the case for the infrared luminosity in both regions. This makes the paucity of OH features observed toward W3 OH-TW compared to Orion-KL understandable.

### 3.3 OH Maser/UCHII Region Association

In regions of massive star formation, one often finds interstellar OH masers. The traditional view is that interstellar hydroxyl masers (and class II methanol masers) form in the slowly expanding (3 to 10 km s-1), dense ($`<10^7`$ cm-3), and warm ($`150`$K) molecular layers driven by the expanding UCHII region (e.g., Elitzur & de Jong (1978); Cesaroni & Walmsley (1991); Menten (1997)), where the OH is likely formed by photo-dissociation of H2O. Since the strongest OH sources are generally associated with UCHII regions, most researchers have concluded that OH masers are probably associated with massive OB-type (ionizing) stars. However, it may well be that the “traditional” OH–UCHII region association picture emerged due to a selection effect, caused by the fact that earlier searches for OH masers were conducted predominantly toward HII regions. At least three surveys suggest that this is indeed the case.

In Argon, Reid, & Menten (2000), we selected for observation interstellar OH masers whose declinations were above $`45^{}`$ and peak flux densities were stronger than 1 Jy in both circular polarizations in at least one OH main-line transition. We observed 91 OH masers and noted that our sample was at least $`80\%`$ complete. Towards each of the observed OH maser regions, we also looked for 8.4 GHz continuum emission detectable above a noise level of $`0.15`$ mJy beam-1. The Maser–UCHII region association was judged by analogy to W3 OH. In W3 OH, the OH masers closer than $`3^{\prime \prime }`$ to the center of the brightest 8.4 GHz continuum emission ($`2^{\prime \prime }`$ from the edge) appear to be associated with the UCHII region, while the OH masers farther away (i.e., those we have associated with the TW source) are not. At a distance of 2.2 kpc (Humphreys 1978) to W3 OH, $`2^{\prime \prime }`$ corresponds to 0.02 pc. We then examined all sources in the Argon, Reid, & Menten (2000) survey and found that in only 49 of the 91 maser fields ($`54\%`$) were any of the OH masers closer than 0.02 pc to the edge of an UCHII region.

In another recent survey, Forster & Caswell (2000) presented a search for 8.5 GHz radio continuum emission toward 45 sites of OH and H2O maser emission with Galactic longitudes in the range $`352\text{.}`$$`52`$ to $`24\text{.}`$$`79`$. Only toward 17 of them did they find continuum emission above a detection threshold of approximately 0.5 mJy beam-1. (At this frequency, according to Forster & Caswell (2000), an ionization-bounded, optically thin, HII region produced by a ZAMS star of spectral type B1 at a distance of 5 kpc is 1 mJy and would have been detected.) If one considers only the OH maser regions and uses the maser-continuum association criterion described above, one finds that only 16 of the 26 ($`62\%`$) regions that contain OH masers have associated continuum emission.

Finally, Gaume & Mutel (1987) studied the ground state OH maser and 15 GHz continuum emission associated with 11 regions of star formation, demanding only that the 1720 MHz OH transition be present when selecting regions for study. They noted that $`7580\%`$ of the maser clusters within their 11 regions appeared to be closely associated with HII emission. Detection limits (rms noise levels) varied widely from source to source but typically were in the range of a 0.3 mJy beam-1 to 3 mJy beam-1. Although this percentage is not directly comparable to the percentages from the two previous surveys, since we did not attempt to subdivide maser regions into maser clumps when discussing those surveys, it does strengthen the argument that many OH masers have no associated continuum. Gaume & Mutel (1987) grouped these unassociated masers into a separate “class” and noted that they tended to be much weaker than other OH masers.

How does one explain the presence of OH masers with no associated continuum? At least two possibilities come to mind. First, the masers may be associated with a very young HII region that is currently below the detection limit because of its small size. While one might expect this phase in the development of an UCHII region to be very brief, Keto (2002) show that the strong gravitational attraction of material very close to a massive star can significantly extend the lifetime of this phase. In the future, these HII regions can be expected to grow larger and become detectable. An alternative possibility for the absence of an UCHII region near some OH masers is that these masers may be associated with a star that will never give rise to an HII region. The TW source and other outflow regions, for example, may contain a central star less massive than a B3 star and not produce sufficient ionizing photons to create a detectable UCHII region.

It is uncertain how many of the OH masers with no detected continuum emission are similar to the TW object masers. In general, OH masers associated with outflows can be expected to have weak features spanning tens of km s-1 in radial velocity. In the survey of Argon, Reid, & Menten (2000) $`20`$% of interstellar OH maser spectra have velocity spreads $`>10`$ km s-1 and $`5`$% have velocity spreads $`30`$ km s-1, the latter being inconsistent with the expansion velocity of a compact HII region. Unfortunately, it is possible that most surveys could have missed weak, high velocity, maser features owing to bandwidth and sensitivity limitations.

While the spread in radial velocity of the OH masers toward W3 OH is not large ($`9`$ km s-1), the observed proper motion of the 1665 MHz maser toward the TW source is very large, implying that the outflow in this source lies close to the plane of the sky. This is corroborated by the proper motions measured for the TW H2O masers by Alcolea, Menten, Moran, & Reid (1993). This may not be a coincidence, since there may be a preferential orientation for observing detectable masers in a bipolar outflow. For outflows, the longest gain paths are likely to be perpendicular to the outflow axis. Thus, these masers may be strong only when the outflow axis is nearly perpendicular to our line of sight, and they would show small Doppler shifts from the systemic velocity. If this effect is important, then a significant fraction of the OH masers with no detected continuum emission could be associated with outflows.

## 4 Conclusions

During an interferometric survey of OH masers in star-forming regions, we detected weak OH maser emission associated with the Turner-Welch object, a very deeply embedded protostellar object. Using archival VLBI data, we were able to determine the proper motion of one of the maser features, which is of comparable magnitude and direction as the proper motions of the H2O masers, which arise from a bipolar outflow centered on the TW object. While conventional wisdom associates OH masers with the slowly expanding molecular envelopes of ultracompact HII regions, we argue that the W3 OH/TW OH masers are part of a new class of OH masers that trace protostellar outflows. Another example of this class of OH masers might be the Orion-KL/IRc 2/Source-I masers and, possibly, some of the sources mapped by Forster & Caswell (2000) in which OH and H2O masers are coexistent and are offset from continuum emission.

The near spatial coincidence of OH and H2O maser emission in outflow sources may be explained by OH production by photo-dissociation of H2O by the interstellar radiation field. The densities required for H2O maser action are roughly two orders of magnitude higher than those suitable for OH masers. This is consistent with the observation that the OH maser spots are located at the outer edges of the H2O emission region. One important avenue of future research suggested by our results is high spatial resolution observations of this class of OH masers, since OH is an important chemical constituent of post-shock gas not otherwise observable with comparable resolution.


text:
# Big Bounce Singularity of a Simple Five-Dimensional Cosmological Model

thanks: hyliu@dlut.edu.cn

## Abstract

The big bounce singularity of a simple 5D cosmological model is studied. Contrary to the standard big bang space-time singularity, this big bounce singularity is found to be an event horizon at which the scale factor and the mass density of the universe are finite, while the pressure undergoes a sudden transition from negative infinity to positive infinity. By using coordinate transformation it is also shown that before the bounce the universe contracts deflationary. According to the proper-time, the universe may have existed for an infinitely long time.

The inflationary cosmology can resolve three important problems of the standard big bang models: the galaxy formation problem, the horizon problem, and the flatness problem. However, there are other deep questions of cosmology which inflation does not resolve 1 : What occurred at the initial singularity? Does time exists before the big bang? These issues have been popular in cosmology for a long time. Tolman 2  firstly discussed an oscillating cosmological model within the framework of general relativity. He pointed out that the main difficulty of such an oscillating model is that the universe has to pass through a cosmological singularity on each bounce, and during each cycle, enormous inhomogeneities would undoubtedly be generated. This is the so-called entropy problem of the oscillating models. Recently, an ekpyrotic cosmological model was presented by Khoury et. al. within the framework of the brane world scenario 3 ; 4 . According to this model, our big bang universe emerges from a collision between two branes. When the two branes collide inelastically and bounce off one another, brane kinetic energy is partially converted into matter and radiation and our universe begins to expand. In the ekpyrotic model the universe undergoes a single transition from contraction to expansion 3 ; 4 . Drawn from his idea, Steinhardt and Turok presented a cyclic model in which the universe undergoes an endless sequence of cosmic cycles each of which begins with a “big bang” and ends with a “big crunch” 1 . It was argued that in both the ekpyrotic and cyclic model all major cosmological problems may be resolved without any use of inflation 1 ; 3 ; 4 .

In this letter, we will discuss the big bounce cosmological model presented recently by Liu and Wesson 5 . This model differs from Tolman’s oscillating model as well as the cyclic model in that the universe in the big bounce model undergoes a single transition from contraction to expansion. It also differs from the ekpyrotic model in that the big bounce universe contracts, before the bounce, deflationary from an empty de Sitter vacuum 5 . We will focus on a simple exact solution of the big bounce model and study what occurred at and before the bounce.

The idea of extra spatial dimensions comes from the attempt of unifying gravity with other interactions. The space-time-matter (STM) theory developed by Wesson and coworkers is inspired by the unification of matter and geometry 6 ; 7 . In this theory, our 4D space-time is embedded in a 5D Ricci-flat manifold, and the 4D matter fields are assumed to be “induced” from pure geometry in 5D. Mathematically, the STM theory strongly relies on Compbell’s theorem which states that any solution of N-dimensional Einstein equations can locally be embedded in a Ricci-flat (N+1)-dimensional manifold 8 . It has been show that the STM theory agrees with all the classical tests of general relativity in the solar system 9 , and it also gives physically interesting effects such as a new (fifth) force 10 . There are equivalence between STM and brane model 11 . Recently, the bounce cosmology has been used to construct brane models 12 .

Within the framework of the STM theory, an exact 5D cosmological solution was given by Liu and Mashhoon in 1995 13 . Then, in 2001, Liu and Wesson restudied the solution and showed that it describes a cosmological model with a big bounce as opposed to a big bang 5 . The 5D metric of this solution reads

$$dS^2=B^2dt^2A^2\left(\frac{dr^2}{1kr^2}+r^2d\mathrm{\Omega }^2\right)dy^2$$
(1)
where $`d\mathrm{\Omega }^2\left(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2\right)`$ and

$`B`$ $`=`$ $`{\displaystyle \frac{1}{\mu }}{\displaystyle \frac{A}{t}}{\displaystyle \frac{\dot{A}}{\mu }}`$
$`A^2`$ $`=`$ $`\left(\mu ^2+k\right)y^2+2\nu y+{\displaystyle \frac{\nu ^2+K}{\mu ^2+k}}.`$ (2)
Here $`\mu =\mu (t)`$ and $`\nu =\nu (t)`$ are two arbitrary functions of $`t`$, $`k`$ is the 3D curvature index $`\left(k=\pm 1,0\right)`$, and $`K`$ is a constant. This solution satisfies the 5D vacuum equations $`R_{AB}=0`$. So we have

$$I_1R=0,\text{ }I_2R^{AB}R_{AB}=0,\text{ }I_3=R_{ABCD}R^{ABCD}=\frac{72K^2}{A^8}\text{ },$$
(3)
which shows that $`K`$ determines the curvature of the 5D manifold.

Using the 4D part of the 5D metric (1) to calculate the 4D Einstein tensor, one obtains

$`{}_{}{}^{(4)}G_{0}^{0}`$ $`=`$ $`{\displaystyle \frac{3\left(\mu ^2+k\right)}{A^2}}\text{ },`$
$`{}_{}{}^{(4)}G_{1}^{1}`$ $`=`$ $`{}_{}{}^{(4)}G_{2}^{2}=^{(4)}G_3^3={\displaystyle \frac{2\mu \dot{\mu }}{A\dot{A}}}+{\displaystyle \frac{\mu ^2+k}{A^2}}.`$ (4)
Suppose the induced matter is a perfect fluid with density $`\rho `$ and pressure $`p`$ moving with a 4-velocity $`u^\alpha dx^\alpha /ds,`$ i.e.,

$${}_{}{}^{(4)}T_{\alpha \beta }^{}=\left(\rho +p\right)u_\alpha u_\beta pg_{\alpha \beta }.$$
(5)
So $`u^\alpha =(u^0,0,0,0)`$ and $`u^0u_0=1`$. Substituting (4) and (5) into the 4D Einstein equations $`{}_{}{}^{\left(4\right)}G_{\alpha \beta }^{}=^{\left(4\right)}T_{\alpha \beta }`$, we find that

$`\rho `$ $`=`$ $`{\displaystyle \frac{3\left(\mu ^2+k\right)}{A^2}},`$
$`p`$ $`=`$ $`{\displaystyle \frac{2\mu \dot{\mu }}{A\dot{A}}}{\displaystyle \frac{\mu ^2+k}{A^2}}\text{ }.`$ (6)
The solutions given in equations (1)-(6) contain two arbitrary functions $`\mu \left(t\right)`$ and $`\nu \left(t\right)`$ and are, therefore, quite general. As soon as the two functions $`\mu \left(t\right)`$ and $`\nu \left(t\right)`$ are given, the solutions are fixed. In another hand, if the coordinate $`t`$ and the equation of state $`p=p\left(\rho \right)`$ are fixed, we can also fix the solution. In this letter, to illustrate the bounce properties explicitly, we will use the former to fix the solution. That is, we let

$`k`$ $`=`$ $`0,\text{ }K=1,`$
$`\nu \left(t\right)`$ $`=`$ $`t_c/t,\text{ }\mu \left(t\right)=t^{1/2},`$ (7)
where $`t_c`$ is a constant. Substituting (7) into (2) and (6), we have

$`A^2`$ $`=`$ $`t\left[1+\left(\left(y+t_c\right)/t\right)^2\right]`$
$`B^2`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left[1\left(\left(y+t_c\right)/t\right)^2\right]^2\left[1+\left(\left(y+t_c\right)/t\right)^2\right]^1`$ (8)
and

$`\rho `$ $`=`$ $`{\displaystyle \frac{3}{t^2\left[1+\left(\left(y+t_c\right)/t\right)^2\right]}}`$
$`p`$ $`=`$ $`{\displaystyle \frac{2}{t^2\left[1\left(\left(y+t_c\right)/t\right)^2\right]}}{\displaystyle \frac{1}{t^2\left[1+\left(\left(y+t_c\right)/t\right)^2\right]}}.`$ (9)
Equations (8) and (9) constitute a simple exact solution. From (8) we can show that in a given $`y=constant`$ hypersurface the scale factor $`A(t,y)`$ has a minimum point at

$$t=\left|y+t_c\right|t_b\text{ ,}$$
(10)
at which we have

$$A\left|{}_{_{t=t_b}}{}^{}=\left(2t_b\right)^{1/2}\text{ , }B\right|{}_{_{t=t_b}}{}^{}=0\text{ , }\dot{A}|{}_{_{t=t_b}}{}^{}=0\text{ .}$$
(11)
So at the bounce point $`t=t_b`$ the three invariants in equation (3) are normal. It means that there is no space-time singularity in the big bounce model. In equation (9), we can see that at the bounce point $`t=t_b`$ the pressure undergoes a transition from negative infinity to positive infinity, which corresponds to a phase transition of the matter, i.e., a matter singularity. For a radially moving photon we have $`ds^2=0`$, so $`(dr/dt)|{}_{t=t_b}{}^{}=0`$. This implies that $`B=0`$ corresponds to an event horizon. For illustration, we plot the 3D graph of the evolution of the scale factor $`A(t,y)`$ in Figure 1.

From Figure 1 we see that according to the t-coordinate, the universe evolves smoothly across its minimum at $`t=t_b`$. This strongly suggests that time, and the arrow of time, exist before the big bounce. However, we notice that $`t`$ is not the proper-time. To make sure, we need a coordinate transformation from $`t`$ to the proper-time $`\tau `$. Now we let $`t=t_b=\left|y+t_c\right|`$ corresponds to $`\tau =0`$, and we let the arrow of the $`\tau `$-coordinate points in the same direction as the $`t`$ -coordinate. Then from (1) and (8), the coordinate transformation reads

$$_0^\tau 𝑑\tau =_{t_b}^t\left|B\right|𝑑t=\frac{1}{2}_{t_b}^t\left(\left|1\left(t_b/t\right)^2\right|\left(1+\left(t_b/t\right)^2\right)^{1/2}\right)𝑑t.$$
(12)
The integration of (12) gives

$$\tau \left(t\right)=\frac{1}{2}\times \{\begin{array}{c}\sqrt{t^2+t_b^2}+t_b\mathrm{ln}\left(\frac{t}{t_b+\sqrt{t^2+t_b^2}}\right)+C\text{ },\text{ for }0<tt_b\\ \sqrt{t^2+t_b^2}t_b\mathrm{ln}\left(\frac{t}{t_b+\sqrt{t^2+t_b^2}}\right)C\text{ },\text{ for }t_bt+\mathrm{}\end{array},$$
(13)
where

$$C=t_b\left[\sqrt{2}\mathrm{ln}\left(\sqrt{2}1\right)\right].$$

In the coordinate transformation (13), we find that there is an one-to-one correspondence between $`t`$ and $`\tau `$, and as $`t`$ varies from zero to infinity, the proper-time $`\tau `$ varies from negative infinity to positive infinity. We also find that

$$\underset{tt_b^{}}{lim}\frac{d\tau }{dt}=\underset{tt_b^+}{lim}\frac{d\tau }{dt}=0.$$

It means that the proper-time joints together in a smooth way at the bounce point. The transformation (13) is shown in Figure 2 in which we have set $`t_b=1`$ without loss of generality.

Now we discuss the evolution of the scale factor $`A`$ versus the proper-time $`\tau `$. For simplicity, we consider it in an approximate way as follows. For $`0<tt_b`$ (corresponding to $`\mathrm{}<\tau 0`$), we keep only the leading term in (13), so we get

$`2\tau `$ $``$ $`t_b\mathrm{ln}t`$
$`A`$ $``$ $`t_bt^{\frac{1}{2}}t_be^{\tau /t_b}`$ (14)
Now the 5D line element of (1) reads

$$dS^2d\tau ^2t_b^2e^{2\tau /t_b}\left(dr^2+r^2d\mathrm{\Omega }^2\right)dy^2\text{ .}$$
(15)
The 4D part of equation (15) is in fact the de Sitter metric, which would be interpreted as having $`\rho =0`$ and $`\mathrm{\Lambda }=3/t_b^2`$. In equation (15), the scale factor is an exponential function of proper-time $`\tau `$ and corresponds to a deflationary stage of the universe. In equation (8), let $`t\mathrm{}`$ (corresponding to $`\tau \mathrm{}`$), then $`At^{1/2},`$ and $`B1`$, the universe expands as in the standard Friedmann-Robertson-Walker (FRW) model for the radiation dominated epoch. At $`t=t_b`$, the scale factor reaches to its minimum point at $`A=\left(2t_b\right)^{1/2}`$ which corresponds to the bounce point. Using (8), (9) and (12) we can show that

$`\underset{\tau 0^{}}{lim}{\displaystyle \frac{dA}{d\tau }}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{t_b}}}\text{}\underset{\tau 0^+}{lim}{\displaystyle \frac{dA}{d\tau }}={\displaystyle \frac{1}{\sqrt{t_b}}}\text{,}`$
$`\underset{\tau 0^{}}{lim}p`$ $`=`$ $`\mathrm{}\text{}\underset{\tau 0^+}{lim}p=+\mathrm{}\text{ .}`$ (16)
So the scale factor $`A`$ expressed in terms of the proper-time $`\tau `$ is continuous but not smooth at bounce point. Meanwhile, the pressure undergoes a transition from negative infinity to positive infinity. This implies that a matter singularity exists at the bounce point. When $`t0`$, $`\tau \mathrm{}`$, which means that according to the proper-time $`\tau `$, the universe has existed for an infinitely long time. Consequently, with the time elapsing in the range $`(0,t_b)`$, the universe contracts and crunches driven by negative pressure. At $`t=t_b`$ the universe gets to its minimum point, and then bounces off driven by positive pressure with radiation and matter creation. At that time the universe has a finite density $`\rho =3/\left(2t_b^2\right).`$From $`t_b`$ to now, the universe expands. In summary, the bounce singularity of a simple 5D cosmological model is studied. We point out that the bounce singularity with $`A0`$ and $`B\dot{A}/\mu =0`$ is not a space-time singularity. It is just a phase transition from de Sitter space to a FRW space. At the bounce point, the scale factor $`A`$ is continuous but not smooth with respect to the proper-time $`\tau `$, and the pressure has a jump from negative infinity to positive infinity which corresponds to a matter singularity and may represent a phase transition as in the inflationary models 14 . We point out that the $`B=0`$ singularity is an event horizon as is in the Schwarzschild solution. According to the proper-time, the whole bounce scenario can be described as follows. Our universe has been existed for an infinitely long time. Before the bounce, the universe contracts deflationary. When it approaches to the bounce point, it undergoes a crunch driven by an infinite negative pressure, and then it bounces off driven by an infinite positive pressure and accompanied by creation of radiation and matter. After the bounce, the universe expands asymptotically as is in the standard FRW models.

Acknowledgements We thank Paul Wesson and Guowen Peng for comments. This work was supported by NSF of P.R. China under Grants 19975007 and 10273004.