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# Closed Universes With Black Holes But No Event Horizons As a Solution to the Black Hole Information ProblemThis work was supported in part by the National Science Foundation under grant number DMS-97-32058.

## 1 Introduction

One of the outstanding questions of black hole physics is determining what happens to the information that falls into a black hole. Hawking has shown  that a black hole radiates away its mass, and he pointed out that if a black hole were to completely evaporate — which it inevitably will in a universe that exists forever in cosmological proper time (a Planck size remnant would probably be inconsistent with the Bekenstein Bound (, , ).) — then any information exclusively inside the black hole would disappear from the universe, violating unitarity. Many solutions have been proposed to resolve this paradox. Hawking himself believes that unitarity is indeed violated, but it has been argued that such a resolution would be inconsistent with locality and/or conservation of energy . Susskind (, ) and ’t Hooft  propose that all information inside a black hole is also completely encoded on its surface, so there is no net information inside the black hole. But at the semi-classical level, this “holographic principle” would not resolve the paradox, because the generators of an event horizon — the black hole surface — cannot end in spacetime, but at a singularity which itself would annihilate any information on the horizon. To avoid unitarity violation, the information must get outside the black hole event horizon.

Bekenstein  has pointed out that the Hawking radiation is not quite a blackbody spectrum, and thus it carries some information about the initial state of the black hole. He has shown that the permitted information outflow rate can be as large as the rate of black hole’s entropy decrease, and hence it is possible for information to gradually leak out of a black hole during evaporation. However, Bekenstein emphasized that he had not demonstrated that all the information got out, just that it was possible that it did, and if only one bit of information fails to escape, unitarity will be violated. Bekenstein also did not address the semi-classical event horizon problem.

We shall show in this paper that a purely classical gravity solution to the black hole information problem is possible and consistent with all observations: the universe may have no event horizons at all. In such a universe, there would be no black hole event horizons to prevent the exchange of information between one part of the cosmos and another. A spacetime with no event horizons has a future c-boundary (, pp. 217–221) which is topologically a single point, and hence has been called  an Omega Point Spacetime. It can be shown  that if a spacetime’s future c-boundary is a single point, then the spacetime necessarily admits compact Cauchy surfaces, and the global spacetime topology is $`S\times R^1`$, where $`S`$ is the topology of any Cauchy surface. Even in a universe with compact Cauchy surfaces, we would expect black holes to evaporate to completion if the universe were to expand forever. Hence a spacetime which avoids the black hole information paradox because of the absence of event horizons would have to end in a final singularity before any black hole would have time to evaporate. Since the expected black hole lifetime is $`10^{64}(M/M_{})^3`$ years, , our universe would have to expand to a maximum size and recontract before $`10^{64}`$ years have passed. It can be shown (, ) that the only two simple topologies possible for universe with a maximal Cauchy hypersurface and satisfying the weak energy condition are $`S^3`$ and $`S^2\times S^1`$.

We shall construct in this paper a spherically symmetric $`S^3`$ universe with a black hole but with no event horizons. The spacetime will be shown to satisfy all the standard energy conditions. Indeed, the stress energy tensor for the spacetime with be just pressure-free dust in its expanding phase. We shall discuss various definitions of “black hole” in closed universes, and show that the spacetime we construct has a black hole by any of these definitions. The parameters of the constructed spacetime can be chosen so that the black hole is identical to a black hole in any dust spherically symmetric (Tolman-Bondi) $`S^3`$ universe — and hence it would be in appearance a black hole with event horizons according to any observations that could be carried out in the expanding phase of a closed universe. The null generators of what is apparently the event horizons stay close to the trapped surfaces during the expanding phase of the closed universe, and only expand out into the universe at large very close to the final singularity. This means the standard astrophysical analysis of black holes and their collisions (e.g., , , ) can be trusted, since they are in the short run the same as in asymptotically flat spacetime. Thus our proposal is quite different from many proposals which eliminate event horizons by eliminating black hole type trapped surfaces. In our proposal, black hole trapped surfaces exist as usual, but they do not give rise to event horizons.

Our paper will be organized as follows. In Section 2 we shall construct a Friedmann-Robertson-Walker (FRW) universe which is a standard dust FRW closed universe until arbitrarily near the final singularity when we join it to a metric which satisfies all the energy conditions, which has a final singularity, but which has no event horizons. In Section 3 we show that the no event horizon metric constructed in Section 2 satisfies the Einstein equations for a scalar field with a suitably chosen exponential potential. In Section 4, we shall generalize the FRW $`w=1/3`$ universe to the spherically symmetric case, obtaining an inhomogeneous (but spherically symmetric) spacetime which satisfies all the standard energy conditions, yet has a future c-boundary which is a single point. In Section 5, we join this modified version of the FRW event horizonless metric to a general Tolman-Bondi closed universe. In Section 6, we discuss various definitions for a black hole in a closed universe, and show that the Tolman-Bondi universe parameters of the metric in section 5 can be chosen so that by any of these definitions, the expanding phase of the universe has a black hole. In Section 7, we show that the recent supernova observations which strongly suggest that the universe is currently accelerating are consistent with a universe which recollapses to a final singularity before any black hole has time to completely evaporate, provided the acceleration is due to quintessence with certain specified properties. Finally in our concluding Section 8, we shall point out how our “no event horizon” solution to the black hole information paradox naturally complements the “holographic principle” resolution, which assumes that all information in a black hole interior is coded also on its surface.

## 2 A 3-sphere FRW Universe with Final Singularity But No Event Horizons

The Friedmann equation for an $`S^3`$ closed universe is

$$\left(\frac{1}{R}\frac{dR}{dt}\right)^2=\frac{8\pi GM}{3R^{3(1+w)}}\frac{1}{R^2}$$
(2.1)
where the pressure $`p=w\rho `$, with $`w=\gamma 1`$, where $`\gamma `$ is the adiabatic index and $`\rho `$ the mass density. If $`w=1/3`$, then

$$R(t)=\sqrt{(8\pi GM/3)1}(t_ft)$$
(2.2)
is a solution to (2.1) for $`t<t_f`$ with a final singularity at $`t=t_f`$, provided $`(8\pi GM/3)>1`$. The second order equation for the Friedmann universe,

$$\frac{1}{R}\frac{d^2R}{dt^2}=\frac{4\pi G}{3}\left(\rho +3p\right)$$
(2.3)
is automatically satisfied for $`p=(1/3)\rho `$ and $`d^2R/dt^2=0`$.

The closed FRW universe with the scale factor (2.2), namely

$$ds^2=dt^2+R_0^2(t_ft)^2[d\chi ^2+\mathrm{sin}^2\chi (d\theta ^2+\mathrm{sin}^2\theta d\phi ^2)],$$
(2.4)
has no event horizons; that is, its future c-boundary consists of a single point — the Omega Point. Indeed, the equation for future directed null geodesics, $`ds^2=0`$ can be integrated for radial null geodesics to give

$$\mathrm{\Delta }\chi =^{t_f}\frac{dt}{R(t)}=+\mathrm{}$$
(2.5)
which shows that radial null geodesics circumnavigate the universe an infinite number of times as the future c-boundary at $`t=t_f`$ is approached. By homogeneity and isotropy, we can transpose the coordinate system so that any spatial location $`(\chi ,\theta ,\varphi )`$ can reach any other location $`(\chi ^{},\theta ^{},\varphi ^{})`$ via a radial null geodesic segment, and (2.5) shows such radial geodesics can be exchanged an infinite number of times. Hence all future endless timelike curves define the same c-boundary point: the future c-boundary is a single point.

A perfect fluid with $`w=1/3`$ satisfies the weak, the strong, and the dominant energy conditions, since Hawking and Ellis have shown (, pp. 89-95) that for diagonalizable stress energy tensors (Type I matter), the weak energy condition will hold if $`\rho 0`$ and $`\rho +p0`$; the strong energy condition will hold if $`\rho +p0`$ and $`\rho +3p0`$; and the dominant energy condition will hold if $`\rho 0`$ and $`\rho p\rho `$.

It is possible to join the metric with scale factor (2.2) to any closed FRW universe at any time in the collapsing phase. Consider for example the dust ($`w=0`$) scale factor:

$`R(\tau )={\displaystyle \frac{R_{max}}{2}}(1\mathrm{cos}\tau )`$ (2.6)
$`t(\tau )={\displaystyle \frac{R_{max}}{2}}(\tau \mathrm{sin}\tau )`$ (2.7)
where $`0<\tau <2\pi `$ is the conformal time, and $`R_{max}`$ is the radius of the universe at maximum expansion, which occurs when $`\tau =\pi `$. We will make the join at conformal time $`\pi t_{join}<2\pi `$, which by (2.7) gives a proper time of

$$t_{join}t_{join}(\tau _{join})=\frac{R_{max}}{2}(\tau _{join}\mathrm{sin}\tau _{join})$$

The standard junction conditions require continuity of the metric and its first derivatives at the join:

$`R(\tau _{join})={\displaystyle \frac{R_{max}}{2}}(1\mathrm{cos}\tau _{join})=R(t_{join})=Qt_{join}+A`$ (2.8)
$`dR/dt|_{\tau _{join}}=\left({\displaystyle \frac{dR/d\tau }{dt/d\tau }}\right)|_{\tau _{join}}={\displaystyle \frac{\mathrm{sin}\tau _{join}}{1\mathrm{cos}\tau _{join}}}=dR/dt|_{t_{join}}=Q`$ (2.9)
where $`Q\sqrt{8\pi GM/31}`$ and $`At_fQ`$. Solving for $`t_f`$ and $`M`$ yield

$`{\displaystyle \frac{8\pi GM}{3}}={\displaystyle \frac{2}{1\mathrm{cos}\tau _{join}}}`$ (2.10)
$`t_f={\displaystyle \frac{R_{max}}{2}}\left(\tau _{join}+{\displaystyle \frac{2[\mathrm{cos}\tau _{join}1]}{\mathrm{sin}\tau _{join}}}\right)`$ (2.11)
Notice that as $`\tau _{join}\pi ^+`$, we have $`t_f+\mathrm{}`$, which means joining at the time of maximum expansion would yield the Einstein static universe thereafter. As $`\tau _{join}2\pi `$, we have $`t_f\pi R_{max}`$ and $`M+\mathrm{}`$, which means that an arbitrarily large total mass of the $`w=1/3`$ matter is required to eliminate event horizons if the join is made arbitrarily close to the usual proper time end of a dust FRW universe, $`t_f=\pi R_{max}`$.

The standard junction conditions yield a global metric which is $`C^{\mathrm{}}`$, except at the join, where it is $`C^1`$. One can smooth this metric to one which is $`C^{\mathrm{}}`$ everywhere and which satisfies the energy conditions everywhere by allowing $`w`$ to vary smoothly from $`0`$ to $`1/3`$ in a neighborhood $`[t_{join},t_{join}\mathrm{\Delta }t)`$. By the constraint FRW equation $`(R^1dR/dt)^2=R^2+8\pi G\rho /3`$ and the dynamical FRW equation $`2R^1d^2R/dt^2=(R^1dR/dt)^2R^28\pi Gp`$, continuity in $`p`$ and $`\rho `$ would insure that $`R(t)`$ is $`C^2`$, and repeatedly differentiating the dynamical equation would yield that $`R(t)`$ is $`C^{\mathrm{}}`$ (the constraint and dynamical FRW equations imply the conservation equation $`T_{;\nu }^{\mu \nu }=0`$).

Since $`R_\mu ^\mu =8\pi GT_\mu ^\mu =16\pi G\rho =16\pi GM/R^2`$ for the $`w=1/3`$ equation of state, where $`R_\mu ^\mu `$ is the Ricci scalar, the Omega Point singularity at $`t=t_f`$ (at $`R=0`$) is a p.p. curvature singularity (, p. 260). The spacetime is a counter-example to a conjecture by R.K. Sachs  that the only Omega Point spacetimes are formed by suitably identifying Minkowski space, which would have locally extendible singularities.

## 3 A $`w=1/3`$ Perfect Fluid Can Be Generated By a Quintessence Scalar Field With an Exponential Potential

We shall now show that a scalar field with exponential potential will generate, at least in a FRW universe, a $`w=1/3`$ perfect fluid behavior near the final singularity. That is, the $`w=1/3`$ perfect fluid behaviour will be seen if the potential for the scalar field $`\varphi `$ is of the form $`V(\varphi )=V_0e^{B\varphi }`$, where $`V_0`$ and $`B`$ are constants. Such a potential is often discussed as a particularly plausible potential for the inflaton field which is thought to be responsible for inflation in the early universe, and as a model of the quintessence field which is responsible for the cosmological acceleration in the present epoch. This will show that a $`w=1/3`$ equation of state is physically plausible near the final singularity of a closed universe, and thus that the absence of event horizons is physically possible.

The stress energy tensor for a scalar field $`\varphi `$ with potential $`V(\varphi )`$ is

$$T_{\alpha \beta }=\left[\varphi _{;\alpha }\varphi _{;\beta }\frac{1}{2}g_{\alpha \beta }\left(\varphi _{;\mu }\varphi _{;\nu }g^{\mu \nu }+2V(\varphi )\right)\right]$$
(3.1)
In the FRW universe, we have $`\varphi =\varphi (t)`$, so $`\varphi _{;i}=0`$ and $`\varphi _{;0}=\varphi _{,0}`$, where the $`i`$ denotes a spatial coordinate, $`0`$ the time coordinate $`t`$, and the semicolon and comma denote the covariant and partial derivatives respectively. In a local orthonormal frame we obtain

$$T_{\widehat{0}\widehat{0}}=\frac{1}{2}(\varphi _{,\widehat{0}})^2+V(\varphi )$$
(3.2)
and

$$T_{\widehat{0}\widehat{0}}+3T_{\widehat{i}\widehat{i}}=2\left[(\varphi _{,\widehat{0}})^2V(\varphi )\right]$$
(3.3)
If $`w=1/3`$, $`T_{\widehat{0}\widehat{0}}+3T_{\widehat{i}\widehat{i}}=0`$, which means

$$V(\varphi )=(\varphi _{,\widehat{0}})^2=(\varphi _{,0})^2$$
(3.4)
where we have used $`\varphi _{,\widehat{0}}=\varphi _{,0}=d\varphi /dt`$. Thus

$$8\pi GT_{\widehat{0}\widehat{0}}=12\pi G(\varphi _{,0})^2=G_{\widehat{0}\widehat{0}}=\frac{3((R_{,0})^2+1)}{R^2}=\frac{3(R_0^2+1)}{R_0^2(t_ft)^2}$$
(3.5)
Taking the square root gives

$$\frac{d\varphi }{dt}=\frac{\sqrt{(R_0^2+1)/4\pi G}}{R_0(t_ft)}$$
(3.6)
which can be immediately integrated to yield

$$\varphi _0\varphi =\sqrt{(1/4\pi G)(1+1/R_0^2)}\mathrm{ln}(t_ft)$$
(3.7)
where $`\varphi _0`$ is a constant. Equation (3.7) can be written

$$(t_ft)^1=\mathrm{exp}\left[(\varphi \varphi _0)/\sqrt{(1/4\pi G)(1+1/R_0^2)}\right]$$
(3.8)
We thus obtain for the potential

$$V(\varphi )=(\varphi _{,0})^2=\frac{(R_0^2+1)}{4\pi GR_0^2}\left[\frac{1}{(t_ft)^2}\right]=V_0e^{B\varphi }$$
(3.9)
where

$$B=\sqrt{\frac{16\pi GR_0^2}{R_0^2+1}}$$
(3.10)
and

$$V_0=\frac{(R_0^2+1)}{4\pi GR_0^2}e^{B\varphi _0}$$
(3.11)
It was pointed out in the previous Section that the join between the dust (or radiation) dominated FRW part of the universe and the $`w=1/3`$ portion can be made at any time and at any radius. If the constants $`V_0`$ and $`B`$ are fixed by the laws of physics, then as the above relation between these constants and the constants $`R_0`$ and $`\varphi _0`$ indicate, the physical laws would also restrict the radius of the join, and the value of the scalar field at the join.

It is interesting to confirm that the potential (3.9) satisfies the second order equation of motion for a scalar field in the FRW universe with $`R(t)=R_0(t_ft)`$. The equation of motion with arbitrary scalar potential $`V(\varphi )`$ is (, p. 466; , p. 431):

$$\varphi _{;\alpha }^{;\alpha }=\frac{V(\varphi )}{\varphi }$$
(3.12)
In the FRW universe we have $`\varphi _{;\alpha }^{;\alpha }=(\varphi _{,0})^{;0}=(\varphi ^{,0})_{;0}=(\varphi _{,0})_{;0}`$, and in a coordinate basis, the identity $`A_{;\alpha }^\alpha =(1/\sqrt{g})(\sqrt{g}A^\alpha )_{,\alpha }`$, for any vector field $`A^\alpha `$, applies. Thus in a FRW coordinate basis, the scalar field equation of motion can be written

$$\frac{1}{R^3}\left(R^3(\varphi _{,0})\right)_{,0}=\frac{V(\varphi )}{\varphi }$$
(3.13)
which can be reduced to the standard expression $`\ddot{\varphi }+3H\dot{\varphi }+V^{}(\varphi )=0`$ as follows. In both a coordinate basis, and in an orthonormal basis, we have $`A_{,0}=dA/dt`$, for any function $`A`$. Thus, for an exponential potential, we have $`V(\varphi )/\varphi =BV(\varphi )=B(\varphi _{,0})^2`$. Using $`R=R_0(t_ft)`$ and the expression (3.6) for $`\varphi _{,0}`$, it is confirmed that (3.13) is indeed an identity.

An alternative derivation of the fact that the $`w=1/3`$ equation of state can be generated by a scalar field with exponential potential would be to make use of Barrow’s work (, ) on scalar fields with exponential potentials in flat space (FRW k = 0). Barrow in fact noted  that in the far future, an exponential potential could give rise to the $`w=1/3`$ equation of state in the k = +1 case, but he did not attempt to derive the constants ($`B`$ and $`V_0`$ above) that would allow the $`w=1/3`$ equation of state to be joined to a dust equation of state for earlier times, which is why we did the calculation above. In addition, Vilenkin  (see also ) has pointed out that a $`w=1/3`$ equation of state can be generated by a tangled network of very light cosmic strings.

In joining two metrics with different equations of state, one effectively assumes that one form of matter disappears and is replaced by the other. More realistically, if a scalar field were to be present near a final singularity, we would expect it to be in addition to dust or radiation already present. In such a situation, a pure exponential potential uncoupled to the other forms of matter would not give rise to a single c-boundary point, if its stress-energy tensor increased as $`R^2`$, since dust and radiation would increase as $`R^3`$ and $`R^4`$ respectively; such a universe would inevitably become radiation dominated sufficiently near the singularity. However, in a FRW universe, we can always find, for any assumed mixture of dust and radiation, a suitable potential $`V(\varphi )`$ which would have the effect of cancelling out the gravitational force of the dust and matter fields, leaving an effective pure exponential scalar field (this is in effect what happens after the join between the $`w=1/3`$ equation of state and the $`w=0`$ equation of state fluids).

But the actual universe is not expected to be FRW near the final singularity. Even if the universe were FRW in the beginning, we would expect it to become curvature dominated near the final singularity, since the “effective energy density” curvature perturbations around FRW grow as $`R^6`$, much faster than the densities of dust or radiation (, p. 807). So in the actual universe, the elimination of event horizons would have to be carried out by the global collective interactions (of known forces) which give rise to the Misner mixmaster horizon elimination mechanism, as described in .

On the other hand, a pure scalar inflaton (quintessence field) with exponential potential might be expected to be the entire matter content in the very early universe, and the initial singularity might be expected to be FRW. In such a case the effect of such an inflaton field would be to eliminate the particle horizons. In other words, with an exponential inflaton (quintessence) field, the horizon problem of cosmology would be automatically resolved.

## 4 Generalizing the FRW $`w=1/3`$ Omega Point Spacetime to the Spherically Symmetric Case

The approach used in Section 2 for creating spacetimes with no event horizons can be generalized to yield a wider class of such spacetimes. Instead of using the metric (2.4), we introduce functions $`N(\chi )`$ and $`Z(\chi )`$, where $`N`$ is positive on $`[0,\pi ]`$ and $`Z`$ is positive on $`(0,\pi )`$, vanishing at $`0`$ and $`\pi `$. The metric we then use is

$$ds^2=dt^2+(t_ft)^2[N^2d\chi ^2+Z^2(d\theta ^2+\mathrm{sin}^2\theta d\phi ^2)]$$
(4.1)
###### Proposition 1

A Tolman-Bondi spacetime with metric (4.1) has a c-boundary which is a single point.

Proof. To check that this spacetime actually has no event horizons, we mimic the calculation of the same proposition for the $`w=1/3`$ FRW universe in section 2. Let $`N_{max}`$ be the maximum value of $`N`$ on $`[0,\pi ]`$. Then

$$\mathrm{\Delta }\chi =^{t_f}\frac{dt}{N(\chi )(t_ft)}^{t_f}\frac{dt}{N_{max}(t_ft)}=+\mathrm{}.$$
(4.2)
Thus in this class of spacetimes, radial null geodesics are capable of hitting every value of $`\chi `$ an infinite number of times. In order to conclude that every point in space can communicate with every other point, however, we must refine the argument given in Section 2 a bit, for we no longer have the symmetry of the 3-sphere to exploit. We do, however, still have (2-)spherical symmetry. Therefore we can say that a null geodesic may be sent from the origin to any $`(\chi ,\theta ,\phi )`$, and vice versa. Hence, given points $`P_1=(\chi _1,\theta _1,\phi _1)`$ and $`P_2=(\chi _2,\theta _2,\phi _2)`$ which desire to communicate with one another, there exists a piecewise $`C^{\mathrm{}}`$ null curve from $`P_1`$ to $`P_2`$, consisting of a null curve from $`P_1`$ to the origin and then a null curve from the origin to $`P_2`$. Applying an elementary result of Penrose (, Lemma 2.16), we conclude that there exists a timelike or null curve from $`P_1`$ to $`P_2`$, which is precisely what we wanted. QED.

We would like the spacetime (4.1) to satisfy the weak, dominant, and strong energy conditions . Let $`G`$ be the Einstein tensor of this spacetime. Using the equations for the nonzero components of the Einstein tensor in , we can compute $`G`$ in the orthonormal basis $`\omega ^{\widehat{ı}}`$, where:

$$\omega ^{\widehat{0}}=dt,\omega ^{\widehat{1}}=N(t_ft)d\chi ,\omega ^{\widehat{2}}=Z(t_ft)d\theta ,\omega ^{\widehat{3}}=Z(t_ft)\mathrm{sin}\theta d\phi .$$

In this basis, all off-diagonal terms of $`G`$ are zero. Thus all matter is Type I , and the energy conditions will hold if the following six conditions are satisfied:

$`G^{\widehat{0}\widehat{0}}0`$ (4.3)
$`G^{\widehat{0}\widehat{0}}+G^{\widehat{1}\widehat{1}}+G^{\widehat{2}\widehat{2}}+G^{\widehat{3}\widehat{3}}0`$ (4.4)
$`G^{\widehat{0}\widehat{0}}+G^{\widehat{1}\widehat{1}}0`$ (4.5)
$`G^{\widehat{0}\widehat{0}}G^{\widehat{1}\widehat{1}}0`$ (4.6)
$`G^{\widehat{0}\widehat{0}}+G^{\widehat{2}\widehat{2}}=G^{\widehat{0}\widehat{0}}+G^{\widehat{3}\widehat{3}}0`$ (4.7)
$`G^{\widehat{0}\widehat{0}}G^{\widehat{2}\widehat{2}}=G^{\widehat{0}\widehat{0}}G^{\widehat{3}\widehat{3}}0`$ (4.8)
The strong energy condition is (4.3) and (4.4), the weak is (4.3), (4.5), and (4.7), and the dominant is (4.3) and (4.5)-(4.8). Computing these expressions with our metric (4.1), we see that $`G^{00}+G^{11}+G^{22}+G^{33}=0`$ identically, and (4.3), (4.5), (4.6), (4.7), and (4.8) are equivalent to, respectively:

$`3+{\displaystyle \frac{1}{Z^2}}{\displaystyle \frac{1}{N^2}}\left({\displaystyle \frac{2Z^{\prime \prime }}{Z}}{\displaystyle \frac{2Z^{}N^{}}{ZN}}+{\displaystyle \frac{(Z^{})^2}{Z^2}}\right)0`$ (4.9)
$`2{\displaystyle \frac{2}{N^2}}\left({\displaystyle \frac{Z^{\prime \prime }}{Z}}{\displaystyle \frac{Z^{}N^{}}{ZN}}\right)0`$ (4.10)
$`4+{\displaystyle \frac{2}{Z^2}}{\displaystyle \frac{2}{N^2}}\left({\displaystyle \frac{Z^{\prime \prime }}{Z}}{\displaystyle \frac{Z^{}N^{}}{ZN}}+{\displaystyle \frac{(Z^{})^2}{Z^2}}\right)0`$ (4.11)
$`2+{\displaystyle \frac{1}{Z^2}}{\displaystyle \frac{1}{N^2}}\left({\displaystyle \frac{Z^{\prime \prime }}{Z}}{\displaystyle \frac{Z^{}N^{}}{ZN}}+{\displaystyle \frac{(Z^{})^2}{Z^2}}\right)0`$ (4.12)
$`4+{\displaystyle \frac{1}{Z^2}}{\displaystyle \frac{1}{N^2}}\left({\displaystyle \frac{3Z^{\prime \prime }}{Z}}{\displaystyle \frac{3Z^{}N^{}}{ZN}}+{\displaystyle \frac{(Z^{})^2}{Z^2}}\right)0`$ (4.13)
where prime () denotes differentiation with respect to $`\chi `$ (everything is a function of $`\chi `$). In the FRW case, $`N=R_0`$, $`Z=R_0\mathrm{sin}\chi `$, and the energy condition equations are all are equivalent to:

$$1+\frac{1}{R_0^2}0.$$

In other words, in the FRW case, the energy conditions are always satisfied.

We shall now show that if the metric (4.1) defines a universe that is “sufficiently large,” it will automatically satisfy the energy conditions. Suppose we are given functions $`N_0(\chi )`$ and $`Z_0(\chi )`$ such that there exist constants $`R_1,R_2,ϵ_1,ϵ_2>0`$ with $`N_0(\chi )=R_1`$ and $`Z_0(\chi )=R_1\mathrm{sin}\chi `$ for $`0\chi <ϵ_1`$ and $`N_0(\chi )=R_2`$ and $`Z_0(\chi )=R_2\mathrm{sin}\chi `$ for $`\pi ϵ_2<\chi \pi `$. In other words, $`N_0`$ and $`Z_0`$ look like the $`N`$ and $`Z`$ from FRW universes near $`\chi =0`$ and $`\chi =\pi `$. Then we know that near $`\chi =0`$ and $`\chi =\pi `$, the energy conditions are satisfied for $`N=RN_0`$ and $`Z=RZ_0`$, where $`R`$ is an arbitrary positive constant. Then since the expressions multiplied by $`\frac{1}{N^2}`$ in the energy conditions are bounded for $`\chi [ϵ_1,\pi ϵ_2]`$, we may find a constant multiplier $`R`$ such that the metric (4.1) with $`N=RN_0`$ and $`Z=RZ_0`$ satisfies all the energy conditions everywhere. The current observational evidence indicates that the universe is very close to being spatially flat, so the actual universe satisfies the “sufficiently large” criterion.

## 5 A 3-Sphere Universe Containing a Black Hole But Having No Event Horizons

We will produce a large class of $`S^3\times R^1`$ spacetimes which are in their expanding phase, special cases of the general spherically symmetric dust solution  and which are eventually joined to a spacetime of the type described in section 4, so that they end with a c-boundary of a point (and hence have no event horizons), and satisfy the energy conditions everywhere.

### 5.1 General Dust Solution

The general spherically symmetric pressureless dust solution  is:

$$ds^2=dt^2+(1f^2)^1\left(\frac{Y}{\chi }\right)_t^2d\chi ^2+Y^2(d\theta ^2+\mathrm{sin}^2\theta d\phi ^2)$$
(5.1)
where the notation $`(\frac{Y}{\chi })_t`$ denotes differentiation of $`Y`$ with respect to $`\chi `$ where the independent variables are $`t`$, $`\chi `$, $`\theta `$, and $`\phi `$ (subscripts to differentials in general will specify independent variables, with the assumption that $`\theta `$ and $`\phi `$ are always independent), $`f`$ is an arbitrary function of $`\chi `$ alone taking values in $`[0,1]`$ and $`Y`$ and $`t`$ are given by:

$`t=t_0(\chi )+(\eta \mathrm{sin}\eta ){\displaystyle \frac{m(\chi )}{f(\chi )^3}}`$ (5.2)
$`Y=(1\mathrm{cos}\eta ){\displaystyle \frac{m(\chi )}{f(\chi )^2}}.`$ (5.3)
In the above expressions, $`t_0`$ is an arbitrary function of $`\chi `$ alone, $`m`$ is another arbitrary function of $`\chi `$ positive on $`(0,\pi )`$, and $`\eta `$ is defined by (5.2). The only restrictions on these free functions are that to maintain the nondegeneracy of the metric in a closed universe, $`f`$ should equal 1 at one $`\chi `$-value in the interior of $`[0,\pi ]`$, at which point $`m^{}`$, $`f^{}`$ and $`t_0^{}`$ should all be zero. The general dust metric becomes degenerate whenever $`Y^{}=0`$ and $`f1`$ or $`Y^{}0`$ and $`f=1`$. Such 2-spheres of degeneracy correspond to shell-crossing singularities, and if these degeneracy spheres occur before the final singularity at $`\eta =2\pi `$, they will give rise to a breakdown in global hyperbolicity, as is well-known. We shall assume that the free functions $`m,f,t_0`$ are so chosen that this does not occur.

The dust case of the FRW metric (the case where $`w=0`$) is a special case of this general metric. Letting

$$f=\mathrm{sin}\chi ,m=\frac{R_{max}}{2}\mathrm{sin}^3\chi ,\mathrm{and}t_0=0,$$

one obtains

$$t=\frac{R_{max}}{2}(\eta \mathrm{sin}\eta ),Y=\frac{R_{max}}{2}(1\mathrm{cos}\eta )\mathrm{sin}\chi ,$$

$$\mathrm{and}\left(\frac{Y}{\chi }\right)_t=\frac{R_{max}}{2}(1\mathrm{cos}\eta ).$$

The resulting metric is

$$ds^2=dt^2+\left[\frac{R_{max}}{2}(1\mathrm{cos}\eta )\right]^2[d\chi ^2+\mathrm{sin}^2\chi (d\theta ^2+\mathrm{sin}^2\theta d\phi ^2],$$

precisely the Friedmann collapsing dust $`S^3`$ solution.

### 5.2 The Join

We have shown above that (2.4) can be joined in a $`C^1`$ manner to any collapsing dust FRW $`S^3`$ universe at any time in the collapsing phase by a suitable choice of the constants $`R_0`$ and $`t_f`$. We shall now generalize this construction substantially, joining a certain class of Tolman-Bondi pressureless dust solutions (including the FRW $`S^3`$ collapsing dust solution) to universes of the sort (4.1), so that we produce a large class of universes which start with pressureless dust and in the end have no event horizons.

In making this join, we will allow the hypersurface $`𝒥`$ along which the two metrics are joined to vary as a free function. For convenience, we will take $`𝒥`$ to be spherically symmetric, parametrized as $`(t_𝒥,\chi ,\theta ,\phi )`$ in the dust universe, where $`\eta _𝒥=\eta _𝒥(\chi )`$ is a free function of $`\chi `$, and

$$t_𝒥t(\eta _𝒥(\chi ),\chi )=t_0(\chi )+(\eta _𝒥\mathrm{sin}\eta _𝒥)m(\chi )/f^3(\chi )$$
(5.4)
We will also assume that the $`t`$, $`\chi `$, $`\theta `$, and $`\phi `$ coordinates agree across $`𝒥`$. Therefore, we will have six degrees of freedom altogether: $`t_0`$, $`m`$, $`f`$, $`\eta _𝒥`$, $`N`$, and $`Z`$, all free functions of $`\chi `$.

To make the join $`C^1`$, we first must make it continuous across $`𝒥`$. This in particular means that the metric coefficients will agree along $`𝒥`$ itself. Therefore the metric coefficients will agree in all derivatives along vectors tangent to $`𝒥`$, and thus in order to check that the join is $`C^1`$, one must only check that the first derivatives of the metric coefficients agree in a direction independent to the tangent spaces of $`𝒥`$. The direction we choose is $`(/t)_\chi `$. This direction is linearly independent to the tangent spaces of $`𝒥`$ because $`(/\eta )_\chi `$ is never tangent to $`𝒥`$ (since $`𝒥`$ is parametrized with $`\eta `$ a function of $`\chi `$), and

$$\left(\frac{}{t}\right)_\chi =\frac{f^3}{m(1\mathrm{cos}\eta )}\left(\frac{}{\eta }\right)_\chi .$$

Since we are assuming that the coordinates are the same on the dust universe as on the universe (4.1), the off-diagonal coefficients already agree (they are 0 on both sides of $`𝒥`$), and $`g_{tt}`$ is -1 on both sides of $`𝒥`$. Furthermore, since we have spherical symmetry on both sides of $`𝒥`$, we need check only one of $`g_{\theta \theta }`$ and $`g_{\phi \phi }`$. We are left with four junction conditions:

$`{\displaystyle \frac{(Y^{})^2}{1f^2}}=N^2(t_ft_𝒥)^2`$ $`(g_{\chi \chi }\mathrm{continuous})`$ (5.5)
$`Y^2=Z^2(t_ft_𝒥)^2`$ $`(g_{\theta \theta }\mathrm{continuous})`$ (5.6)
$`{\displaystyle \frac{2Y^{}\dot{Y}^{}}{1f^2}}=2N^2(t_ft_𝒥)`$ $`(g_{\chi \chi }C^1)`$ (5.7)
$`2Y\dot{Y}=2Z^2(t_ft_𝒥)`$ $`(g_{\theta \theta }C^1).`$ (5.8)
Here the dot ($`\dot{}`$) denotes application of $`(/t)_\chi `$ and the prime () denotes application of $`(/\chi )_t`$. These tangent vectors arise from the coordinate system $`(t,\chi ,\theta ,\phi )`$, and thus they commute with one another, so that (5.7) makes sense.

Therefore we have six free functions — $`t_0(\chi ),m(\chi ),f(\chi )`$ on the Tolman-Bondi side of the join, and $`\eta _𝒥(\chi ),N(\chi ),Z(\chi )`$ on the final singularity side of the join — and four differential equations relating them. One would expect that these four equations would determine four of the functions in terms of the other two, and this is exactly what happens. We find it convenient to choose $`m(\chi )`$ and $`f(\chi )`$ as the arbitrary functions, and expressing all other functions in terms of these two. After some manipulation of the above equations we obtain

$`{\displaystyle \frac{(1+\mathrm{cos}\eta _𝒥)^2}{|\mathrm{sin}^3\eta _𝒥|}}=C{\displaystyle \frac{m}{f^3}}`$ (5.9)
$`t_0=t_f+\left({\displaystyle \frac{2(1\mathrm{cos}\eta _𝒥)}{\mathrm{sin}\eta _𝒥}}\eta _𝒥\right){\displaystyle \frac{m}{f^3}}`$ (5.10)
$`N={\displaystyle \frac{|\dot{Y}^{}(\eta _𝒥,\chi )|}{\sqrt{1f^2}}}`$ (5.11)
$`Z=|\dot{Y}(\eta _𝒥,\chi )|.`$ (5.12)
where $`C`$ is a constant of integration. Equation (5.9) can be inverted to give $`\eta _𝒥(\chi )`$. Then $`\eta _𝒥`$ is inserted into equations (5.10), (5.11), and (5.12)to yield $`t_0(\chi )`$, $`N(\chi )`$, and $`Z(\chi )`$ respectively in terms of the arbitrary functions$`m(\chi )`$ and $`f(\chi )`$, and the constants $`t_f`$ and $`C`$ . Notice that the allowed Tolman-Bondi dust metrics are no longer completely general, since the function $`t_0`$ is now fixed rather than being completely arbitrary. The constants $`t_f`$ and $`C`$ allow the join to be made as far in the future in proper time (the constant $`t_f`$) and in $`\eta `$ time (the constant $`C`$) as one wishes. To see the latter, note that equation (5.9) is of the form $`F(\eta _𝒥)=Cm/f^3`$, where $`F`$ increases monotonically from 0 to $`+\mathrm{}`$ as $`\eta _𝒥`$ ranges from $`\pi `$ to $`2\pi `$. Thus if we make $`C`$ arbitrarily large, $`\eta _𝒥`$ can be made arbitrarily close to $`2\pi `$, i.e. as close as we wish to the final singularity. Furthermore, one observes that the boundary requirement of $`t_0^{}`$ (that it is 0 whenever $`Y^{}`$ and hence $`m^{}`$ and $`f^{}`$ are 0) is automatically satisfied, since by the junction conditions

$$t_0^{}=\frac{m}{f^3}\left(\frac{m^{}}{m}3\frac{f^{}}{f}\right)\left(\frac{(1\mathrm{cos}\eta _𝒥)\mathrm{sin}\eta _𝒥}{2+\mathrm{cos}\eta _𝒥}\eta _𝒥+\mathrm{sin}\eta _𝒥\right).$$

The join in Section 2 is in fact a special case of this construction. Consider the FRW choices for $`m`$ and $`f`$:

$$m(\chi )=\frac{R_{max}}{2}\mathrm{sin}^3\chi ,\mathrm{and}f(\chi )=\mathrm{sin}\chi .$$

Then $`m/f^3=1`$ identically, so that by (5.9) $`\eta _𝒥`$ will be a constant, and then by (5.10) $`t_0`$ will be constant. Choosing $`t_f`$ appropriately, we may make $`t_0`$ identically zero, so that our Tolman-Bondi universe is in fact the FRW collapsing dust universe. As noted above, we may make the join at any time in the collapsing phase, just as in the FRW construction of Section 2, and a simple calculation reveals that the $`N`$ and $`Z`$ forced by the join are precisely those which give the $`w=1/3`$ universe.

### 5.3 Join With a Possible “Weak” Shell-Crossing Singularity

In order to make the metric coefficients differentiable across $`𝒥`$, we had to impose four conditions on six functions. We would, however, like to join a completely arbitrary Tolman-Bondi metric to the metric (4.1), and this will require eliminating one of the equations. The junction condition which on physical grounds is the least important is (5.7), the requirement that $`g_{\chi \chi }`$ be $`C^1`$. If $`g_{\chi \chi }`$ is not $`C^1`$ at $`𝒥`$, then the curvature will be a $`\delta `$ function on $`𝒥`$, but this $`\delta `$ function will correspond to a shell-crossing singularity, a singularity that is generally agreed to be unphysical. (Notice also that requiring $`g_{\chi \chi }`$ be $`C^1`$ across $`𝒥`$ actually requires that the radii $`Y`$ of the constant $`\chi `$ spheres have one of its second derivatives, $`\dot{Y}^{}`$, be continuous across $`𝒥`$.) So we drop the junction condition (5.7). A little manipulation yields

$`\eta _𝒥2\mathrm{tan}{\displaystyle \frac{\eta _𝒥}{2}}={\displaystyle \frac{f^3(t_ft_0)}{m}}`$ (5.13)
$`t_𝒥=t_0(\chi )+(\eta _𝒥\mathrm{sin}\eta _𝒥){\displaystyle \frac{m(\chi )}{f^3(\chi )}}`$ (5.14)
$`N(\chi )={\displaystyle \frac{|Y^{}(\eta _𝒥,\chi )|}{(t_ft_𝒥)\sqrt{1f^2}}}`$ (5.15)
$`Z(\chi )=|\dot{Y}(\eta _𝒥,\chi )|`$ (5.16)
We proceed as in the previous section, solving first for $`\eta _𝒥`$ and then substituting this into the other equations. Note that in order to invert equation (5.13), solving for $`\eta _𝒥`$, the fact that $`t_0`$ must be less than $`t_f`$ (the final $`t`$-value of the universe) implies that the LHS should be positive for all values of $`\chi `$. But then since the positive values of $`u2\mathrm{tan}(u/2)`$ for $`u[0,\mathrm{\hspace{0.17em}2}\pi ]`$ are all at least $`2\pi `$, we must therefore have the RHS being at least $`2\pi `$ for all values of $`\chi `$. Since $`m`$, $`f`$, and $`t_0`$ are all defined on the same compact interval, we may (and must) choose the constant $`t_f`$ so large that the RHS is always at least $`2\pi `$. Notice that the differentiability of $`N`$ in equation 5.15 will be guaranteed when $`Y^{}=0`$ and $`f=1`$ because the value of $`(Y^{})/(1f^2)`$ as $`\chi `$ approaches such a point is well defined and positive, and thus $`(t_ft_0)`$ will be just the square root of this positive value. This means that the more standard type of shell-crossing singularity ($`Y^{}=0`$ but $`f1`$, so that $`g_{\chi \chi }=0`$) is assumed not to occur on $`𝒥`$. For this reason, we called the allowed singularity a “weak” shell-crossing singularity.

Therefore, if we make the appropriate choice of $`t_f`$ as described above, we may join an arbitrary Tolman-Bondi closed dust metric to the metric (4.1) provided we allow for a possible shell-crossing singularity. The only additional restriction we must impose on the Tolman-Bondi functions $`m`$, $`f`$, and $`t_0`$ is that they must be chosen to make the universe “sufficiently large” as discussed in Section 4.

## 6 Black Holes

One interesting consequence of the above constructions is that they provide examples of spacetimes satisfying the energy conditions which can contain black holes, but do not contain event horizons. In order for this statement to make sense, however, we need a good definition of a black hole in a closed universe, for in a closed universe the black hole singularity is actually just a component of the final singularity (cf. ). We will discuss in detail three such definitions, the first due to Hayward , the second due to Tipler , and the third due to Wheeler .

In the standard definition of a black hole (cf. Wald (, p. 300, or , p. 924), the black hole $`B`$ is the spacetime region $`BMJ^{}(^+)`$, where $`M`$ is the spacetime manifold, $`^+`$ is “scri plus” — future null infinity, and $`J^{}(S)`$ is the causal past of a set $`S`$, which is to say that $`J^{}(S)`$ is the set of all spacetime points $`p`$ which can be reached by a past-directed timelike or null curve from $`S`$ to $`p`$. (Discussions of global general relativity and the definitions of concepts used in this discipline can be found in Wald (, chapter 8; Misner, Thorne and Wheeler , Chapter 34; or () and ().) This definition cannot be applied in a closed universe, because $`^+`$ does not exist in a closed universe with a final singularity. However, this standard definition of a black hole is never used in practice. When astrophysicists search for black holes, they look for gravitational fields implying the presence of trapped or marginally trapped surfaces. In asymptotically flat spacetimes, (1) all trapped surfaces can be proven to be inside of a black hole (in the standard definition), and (2) black holes are expected to evolve rapidly to a Schwarzschild or Kerr black hole, in which there are trapped surfaces arbitrarily close to the boundary of the black hole $`J^{}(^+)`$ — the event horizon. Now trapped surfaces can be in closed universes.

### 6.1 Trapped and Marginally Trapped Surfaces

Thus, the fundamental concept in Hayward’s and Tipler’s definitions of a black hole is that of a trapped surface (cf. Hayward ). Let $`𝒮`$ be a compact spacelike 2-surface embedded in our spacetime manifold. Let $`P`$ be a point of $`𝒮`$. There are precisely two null directions normal to $`𝒮`$ at $`P`$. Suppose furthermore that these null directions can be expressed as two vector fields $`N_+`$ and $`N_{}`$ defined on all of $`𝒮`$. We can choose both of $`N_+`$ and $`N_{}`$ to be future-directed. Now, allowing $`𝒮`$ to evolve along $`N_+`$ and $`N_{}`$, we can measure its area at every instant, and logarithmically differentiate the resulting function with respect to the evolution parameter. Call these quantities $`\theta _+`$ and $`\theta _{}`$, respectively.

###### Definition 1

$`𝒮`$ is called a (future) trapped surface if both $`\theta _+<0`$ and $`\theta _{}<0`$. If one of these quantities is zero and the other is negative, then $`𝒮`$ is called a marginally trapped surface.

The intuition here is that light rays emitted from a trapped surface will converge, no matter whether they are sent “outward” or “inward.” This is certainly a necessary property of a black hole, and it would be sufficient if it weren’t for the fact that the cosmological singularity produces a wealth of trapped surfaces as the universe collapses. In a FRW closed universe, for example, there is a trapped surface passing through every spatial point in the collapsing phase. In order to distinguish these cosmological trapped surfaces from non-cosmological ones — black hole type trapped surfaces — we need additional criteria.

### 6.2 Hayward’s Black Hole Definition

Marginally trapped surfaces are important because in some sense they are where the horizon of a prospective black hole should be. To distinguish trapped surfaces arising from black holes from those arising from the collapse of the universe, therefore, Hayward considers what should be happening in a neighborhood of a marginally trapped surface which arises because of a black hole. Without loss of generality let $`\theta _+=0`$, $`\theta _{}<0`$ along the marginally trapped surface $`𝒮`$. Then $`N_+`$ can sensibly be called “outward,” $`N_{}`$ “inward.” Outward-directed light rays run instantaneously parallel to the surface, and inward-directed light rays converge. In the case of black hole-based marginally trapped surfaces, however, we would like to say that outward light rays just outside $`𝒮`$ diverge, while outward light rays just inside $`𝒮`$ converge. This can be accomplished mathematically by extending the embedding of $`𝒮`$ to a “double-null foliation” (cf. Hayward ) in the direction of $`N_+`$ and $`N_{}`$, extending $`\theta _+`$ appropriately, and computing the sign of $`_{}\theta _+`$, where $`_{}`$ denotes the Lie derivative in the direction of $`N_{}`$.

###### Definition 2

A marginally trapped surface with $`\theta _+=0`$ (resp. $`\theta _{}=0`$) is called inner if $`_{}\theta _+`$ (resp. $`_+\theta _{}`$) is positive, outer if $`_{}\theta _+`$ (resp. $`_+\theta _{}`$) is negative, and degenerate otherwise.

As makes sense, inner marginally trapped surfaces correspond to cosmological collapse, and outer marginally trapped surfaces correspond to non-cosmological collapse, i.e., to the marginally trapped surfaces we would expect to find inside black holes.

As mentioned above, in asymptotically flat spacetimes, all the trapped surfaces are inside the black hole, and furthermore, all future directed causal (timelike or null) curves from any trapped surface $`𝒯_i`$ can also be shown to be inside the black hole. Thus if $`B`$ is the black hole region, we must have $`J^+(_iT_i)B`$ in order to capture the astrophysically defining feature of a black hole in a black hole definition applicable to a closed universe. Also, in asymptotically flat spacetimes, any spacetime point $`p`$ whose causal future eventually enters the causal future of a trapped surface can be proven to be inside a black hole. This means that we should also include in the black hole $`B`$ all points $`p`$ such that $`J^+(J^+(p)J^{}(𝒯_i))J^{}(𝒯_i)`$.

This gives

###### Definition 3

(Hayward) a black hole is the set of all spacetime points $`p`$ such that $`J^+(J^+(p)J^{}(𝒯_i))J^{}(𝒯_i)`$. where $`𝒯_i`$ is the union of all outer marginally trapped surfaces

### 6.3 Tipler’s Black Hole Definition

Tipler’s criterion () is related to Hayward’s, but perhaps is a bit simpler (see Hayward  for a short discussion of how these criteria relate).

Instead of using a double-null foliation to test whether a given marginally trapped surface corresponds to the cosmological collapse or to a local black hole, Tipler instead supposes that the marginally trapped surface in question is contained in the boundary of a spacelike hypersurface-with-boundary $`𝒯`$ whose interior $`𝒯𝒯`$ is foliated by trapped surfaces. He then (assuming without loss of generality that $`\theta _+=0`$, $`\theta _{}<0`$) makes the following

###### Definition 4

If the family of null vectors $`N_{}`$ (which are all on $`𝒯`$) point in the direction of $`𝒯`$, then all trapped surfaces which can be obtained from trapped surfaces in $`𝒯`$ by an acausal homotopy foliated by trapped surfaces will be called non-cosmological.

In particular, any trapped surface in $`𝒯`$ is non-cosmological in this case. Thus black hole type trapped surfaces would be non-cosmological trapped surfaces, and we have

###### Definition 5

(Tipler) a black hole is the set of all spacetime points $`p`$ such that $`J^+(J^+(p)J^{}(𝒯_i))J^{}(𝒯_i)`$, where $`𝒯_i`$ is the union of all non-cosmological trapped surfaces

### 6.4 Hayward-Tipler Black Holes in Tolman-Bondi Closed Universes

Specializing to the Tolman Dust case, we already have a convenient foliation by 2-spheres, and we will use this foliation to assist in evaluating the two definitions outlined in the previous section.

First of all, note that the normal bundle to this foliation is spanned by the vector fields $`/t`$ and $`/\chi `$. Therefore we may set

$$N_\pm =\frac{}{t}\pm \frac{\sqrt{1f^2}}{Y^{}}\frac{}{\chi },$$

since $`/t`$ is future-directed and $`g(/t,N_\pm )=1`$. Since the area of the 2-sphere at $`(t,\chi )`$ is $`4\pi Y^2`$, we can then easily compute

$$\theta _\pm =N_\pm (\mathrm{log}(4\pi Y^2))=\frac{2f^3}{(1\mathrm{cos}\eta )m}\left(\mathrm{cot}\frac{\eta }{2}\pm \frac{\sqrt{1f^2}}{f}\right).$$

Note that in order for the 2-sphere at $`(t,\chi )`$ to be marginally trapped, we are forced to have $`\theta _+=0`$ and $`\theta _{}<0`$ (since $`\theta _+>\theta _{}`$).

Let us consider first Tipler’s definition. Choose $`𝒯`$ to be a constant-$`t`$ hypersurface. An example of a vector pointing in the direction of $`𝒯`$ is $`\nu =(\theta _+)^{}(/\chi )`$ (here primes are as in the join conditions above), since $`\theta _+`$ will decrease to become negative on $`𝒯`$, where the 2-spheres will be trapped surfaces. Thus a sufficient condition for cosmological trapped surfaces in a neighborhood of a marginally trapped surface at $`(t,\chi )`$ is

$$0<g(\nu ,N_{})=(\theta _+)^{}\frac{Y^{}}{\sqrt{1f^2}}.$$

Expanding this a bit, letting $`Q=m/f^3`$, ignoring positive multipliers and using the fact that $`\theta _+=0`$, we obtain the condition

$$\frac{Y^{}}{\sqrt{1f^2}}\left[\frac{t_0^{}+(\eta \mathrm{sin}\eta )Q^{}}{4f^4Q}\frac{f^{}}{f^2\sqrt{1f^2}}\right]>0.$$

We now consider how Hayward’s definition applies. We are taking the derivative in the $`N_{}`$ direction of $`\theta _+`$, and determining its sign. To that end, we will have a Hayward black-hole-type marginally trapped surface if

$$0>_{}\theta _+=\frac{1}{Y^{}}\left\{\frac{1}{2f^3Q}\left(\frac{f^{}}{f}\frac{Q^{}}{Q}\right)\frac{\sqrt{1f^2}}{2f^6Q^2}[t_0^{}+(\eta \mathrm{sin}\eta )Q^{}]\right\}.$$

### 6.5 Black Holes in a Joined Universe

Now let us suppose that we are looking for a black hole in a pressureless dust universe which can be joined to the $`N`$-$`Z`$ universe defined above. We first consider the case of the differentiable join. Leaving $`m`$ and $`f`$ free as in our derivation of the join conditions, we compute Tipler’s criterion to be

$$\frac{Y^{}}{\sqrt{1f^2}}\left[\frac{(T+\eta \mathrm{sin}\eta )Q^{}}{4f^4Q}\frac{f^{}}{f^2\sqrt{1f^2}}\right]>0,$$

and Hayward’s to be

$$\frac{1}{2Y^{}f^3Q}\left\{\frac{f^{}}{f}\frac{Q^{}}{Q}\frac{Q^{}(T+\eta \mathrm{sin}\eta )\sqrt{1f^2}}{Qf^3}\right\}<0,$$

where $`T(\chi )`$ is defined

$$T=\frac{3\mathrm{sin}\eta _𝒥}{2+\mathrm{cos}\eta _𝒥}\eta _𝒥.$$

It is clear that we can choose $`m,f,t_f`$ in the $`C^1`$ join in such a way that the resulting joined universe contains black holes in either the Hayward or Tipler sense, and satisfies the energy conditions.

### 6.6 Wheeler’s Black Hole Definition

Following Wheeler and Qadir , we will consider black holes in the spherically symmetric dust universe to be regions in which the universe is collapsing much faster than elsewhere. An intuitive measure of the rate of collapse of the universe in any region is a measurement of the elapsed time between the initial and final singularities.

We can use physical models to approximate the elapsed time between singularities in black hole regions. For simplicity, we will consider a one solar mass black hole. Misner, Thorne, and Wheeler  give the time for a particle to fall from radius $`R_i`$ to the singularity in a standard Schwarzschild black hole as $`\pi (R_i^3/8GM)^{1/2}`$. Taking $`R_i`$ to be the Schwarzschild event horizon $`R_i=2GM/c^2`$, we have that the elapsed time from the penetration of the event horizon to the final singularity is approximately $`t_{horizon}=5\times 10^6\mathrm{sec}(M/M_{})`$. A dust cloud generating such a black hole would have a total lifetime of twice this, giving us the elapsed time from initial to final singularity as

$$t_{total}=10^5\mathrm{sec}\left(\frac{M}{M_{}}\right)$$
(6.1)
in the vicinity of a black hole.

Misner, Thorne and Wheeler  cite the illustrative time that might be expected to elapse from the beginning to the end of a typical closed FRW universe (without black hole regions)as

$$t_{total}=60\times 10^9\mathrm{years}=1.8\times 10^{17}\mathrm{sec}.$$

Combining this result with the above calculation, we conclude that the elapsed time between initial and final singularities in the vicinity of a 1 $`M_{}`$ black hole will be on the order of $`10^{22}`$ times smaller than that in non-black hole regions of the universe. Since an upper bound to the mass of a black hole in the current epoch of universe history is believed to be $`10^{10}M_{}`$, we would expect that the elapsed time between the initial and final singularities inside the largest black hole in existence today would be on the order of $`10^{12}`$ times smaller than that in non-black hole regions of the universe, since by (6.1), a black hole lifetime scales linearly with its mass.

The elapsed time from the beginning to the end of the universe along any timelike curves of constant $`\chi `$ can be obtained from (5.2) by computing $`t(2\pi ,\chi )t(0,\chi )`$. Thus the total time elapsed from initial to final singularity along a timelike curve of constant $`\chi `$ is simply $`2\pi m(\chi )/f(\chi )^3`$. Therefore we can assert that if $`\chi _a`$ corresponds to a black hole region of some hypersurface and $`\chi _b`$ corresponds to the cosmological region, we should obtain that:

$$\frac{t_{total}(\chi _b)}{t_{total}(\chi _a)}=\frac{m(\chi _b)/f(\chi _b)^3}{m(\chi _a)/f(\chi _a)^3}>10^{13}.$$
(6.2)
To apply this notion of black holes in the dust universe to our joined metric, we consider any 2-sphere with coordinate radius $`\chi _a`$ to be inside a black hole if (6.2) is satisfied when $`\chi _b`$ is the coordinate radius of a 2-sphere whose size evolves like the 2-spheres of spherical symmetry in a FRW universe. It will be sufficient that there exist a pair of 2-spheres with coordinate radii $`\chi _a`$ and $`\chi _b`$ such that (6.2) is satisfied. Alternatively, we could simply restrict attention to $`1M_{}`$ black holes and fix $`\chi _b`$. An elementary calculation shows that a solar mass black hole is a 2-sphere with radius corresponding to the radial value $`\chi =10^{23}`$. A third way of picking the pair of 2-spheres is to require that the $`\chi _a`$ 2-sphere is the “largest” 2-sphere in the universe “today”. This would mean that the $`\chi _a`$ 2-sphere is an extremal — maximal — 2-sphere embedded in the 3-sphere corresponding to “today”. We have to require the 2-sphere to be extremal since one can construct a non-extremal 2-sphere of arbitrary size embedded in a 3-sphere.

Wheeler points out  that the natural meaning of “today” — the choice of a spacelike hypersurface though the Earth — is the constant mean curvature hypersurface through the Earth today. Tipler (, p. 440) has shown that if the strong energy condition holds, and if the universe began close to homogeneity and isotropy, an Omega Point spacetime can be uniquely foliated by constant mean curvature hypersurfaces, so Wheeler’s proposal does indeed define a unique “today” over the entire universe (Tipler also shows that a constant mean curvature hypersurface probably coincides with the rest frame of the CBR at any event, so Wheeler’s “today across the entire universe” is even easy to locate experimentally.) Putting all of these criteria together yields

###### Definition 6

(Wheeler) a black hole is the set of all spacetime points $`p`$ such that $`J^+(J^+(p)J^{}(𝒮))J^{}(𝒮)`$, where $`𝒮`$ is any 2-sphere with coordinate radius $`\chi _a`$ for which (6.2) holds when $`\chi _b`$ is the coordinate radius of a maximal 2-sphere in the constant mean curvature hypersurface which includes the 2-sphere with coordinate radius $`\chi _a`$.

It is clear that since (6.2) does not depend on the function $`t_0`$, just on the functions $`m,f`$, it is possible to construct even in the case of the $`C^1`$ join a universe which is essentially a closed dust FRW everywhere outside a small black hole by Wheeler’s definition, a black hole which is centered at the origin of coordinates $`\chi =0`$.

## 7 Quintessence and Recollapse

The “no event horizon solution” to the black hole information problem requires that the universe recollapse to a final singularity before black holes have time to evaporate. However, the best observations , independently confirmed by a number of groups, indicate that the universe is currently accelerating. Furthermore, the observed structure is best explained (given a Hubble constant of $`65\pm 5`$ km/sec-Mpc and spatial flatness) via a $`\mathrm{\Lambda }`$CDM model . If this acceleration were to continue — as it would if it were due to a positive cosmological constant — then the universe would expand forever, and our proposed solution to the BH unitarity problem would be incorrect: unitarity would be violated.

However, Barrow (, see also ) was the first to point out that an accelerating universe today need not preclude a recollapse in the far future of a closed universe. Since the acceleration of the scale factor $`R`$ is given by equation (2.3), namely $`\ddot{R}=(4\pi G/3)R(\rho +3p)=(4\pi G/3)R(1+3w)\rho `$, acceleration today implies that $`w<1/3`$ today (the data give $`w<5/9`$ today at the 95% confidence level ), but if eventually $`w>1/3`$ for all time greater than some far future value $`t_{future}`$, then the recollapse theorems of Barrow, Galloway and Tipler  will apply, and recollapse will occur.

Thus unitarity implies that the observed acceleration “today” (meaning most of past proper time) cannot be due to a positive cosmological constant, but must instead be due to quintessence. This is of course the general expectation of cosmologists, since the only plausible non-zero values of the cosmological constant are near the Planck density of $`(10^{19}\mathrm{GeV})^4`$, or near the density of the SM Higgs field at its minimum $`(200\mathrm{GeV})^4`$, whereas the observed density of the material causing the acceleration is of the order of the closure density, $`(10^3\mathrm{eV})^4`$ (, ).

The “standard model” of quintessence (, ) is a scalar field $`\varphi `$ with a very shallow potential $`V(\varphi )`$ in the present epoch, resulting in scalar field excitations of very small mass, $`m_\varphi \sqrt{V^{\prime \prime }(\varphi )/2}H_010^{33}\mathrm{eV}`$. Since we know very little more than this about $`V(\varphi )`$, the potential could have a minimum around which the field will oscillate in the far future. In such a case, in the far future the leading term in the expansion of the potential about the minimum would be $`\frac{1}{2}m_\varphi ^2\varphi ^2`$, yielding  an oscillation frequency $`\omega =m_\varphi `$ and $`w0`$ in the far future where $`m_\varphi >>H(t)`$. With such a potential for the quintessence, recollapse would occur, since the curvature term in the Friedmann equation decreases as $`R^2`$ whereas the quintessence term would eventually decrease like the matter, $`R^3`$.

Or the potential could be an exponential with no minimum. These are the most popular current models of quintessence, since such potentials are suggested by supersymmetry. There are many exponential potentials which allow recollapse, as established by Barrow . For example, if the potential dies off sufficiently fast with $`\varphi `$, then in the far future, the density will drop off as $`R^6`$ as does a massless scalar field, the universe will become matter and then curvature dominated in the far future, and recollapse will result.

In summary, there are many quintessence models consistent with all current observations which allow recollapse in the far future. Thus the scenario of horizon elimination proposed in this paper is consistent with all current astronomical observations.

## 8 Conclusion

The “holographic principle” (, , ) claims that all physics on a manifold —especially quantum gravity — can be completely described by a theory defined only on the boundary of that manifold. This is a completely reasonable principle in the case that the boundary of the manifold is a Cauchy surface for the manifold, because in this situation the data on the boundary uniquely determines the manifold and the properties of all physical fields defined on the manifold. For a classical black hole which forms by collapse in an asymptotically flat spacetime and then settles down to a Schwarzschild exterior in the far future, the black hole event horizon is indeed a Cauchy surface for the interior. More generally, if the spacetime is globally hyperbolic, we would expect the event horizon to still be a Cauchy surface for the black hole interior. If we include the c-boundary points in anti deSitter space, then the Cauchy horizons surrounding a region plus the points on the c-boundary where the horizon generators terminate form a Cauchy surface for the interior spacetime region enclosed by the Cauchy horizons; once again we would expect the holographic principle to be valid.

But there are problems with the holographic principle in the case of black holes which evaporate to completion. Since the entire spacetime is no longer globally hyperbolic, it is not clear that the event horizon is a Cauchy surface for the interior. There are problems with the c-boundary completion: looked at from inside a black hole, the c-boundary inside a spherically symmetric black hole is a 2-sphere (the TIPs define a 2-sphere), whereas looked at from the future after the evaporation is complete, the c-boundary is a single point (the TIFs define a point). That is, the causal completion does not define the boundary of the interior manifold uniquely. Even if the event horizon were actually a Cauchy surface for the black hole interior, the information can never leave the horizon to the exterior spacetime, since the event horizon generators must terminate at the singularity which ends the black hole evaporation.

This problem is obviated in an Omega Point spacetime. The null generators of the black hole apparent horizon will actually be a Cauchy horizon for the entire spacetime, for it can be shown that $`I^+(p)`$ is a Cauchy surface for the entire spacetime for any point $`p`$ in the spacetime (Lemma 1 in, p. 436). Thus the holographic principle is true for all manifolds which are future sets (sets for which $`I^+(S)S`$). In particular, for all points $`p_i`$ we wish to include in “black holes” (by any of the defintions given above), the boundary $`I^+(p_i)`$ will be a Cauchy surface for the spacetime, and so the holographic principle will hold for the surfaces of black holes in Omega Point spacetimes.

Another area of general relativity that is naturally complemented by the no-event-horizons resolution of the black hole information problem is the computation of gravitational radiation from colliding black holes. Matzner et al  have noted that the computer simulation of a black hole collision is much simpler if characteristic evolution is used in the black hole exterior, because in asymptotically flat spacetimes, the characteristic formulation can be compactified. In an Omega Point spacetime, the characteristic formulation is automatically compactified: the null boundary $`I^+(p)`$ of any point $`p`$ in an Omega Point spacetime has been shown by Tipler to be a compact Cauchy surface (, p. 436), as we pointed out above. We conjecture that the calculation would be even easier done in an Omega Point background space , such as the spherically symmetric Omega Point spacetimes exhibited in Sections 2 and 4. In an Omega Point spacetime, it is not necessary to add the c-boundary points to compactify characteristic null surfaces like $`I^+(p)`$. This is important, because as York has recently emphasized, in general coordinate systems, the initial value problem cannot be well-posed in general relativity. However, Tipler has shown (, p. 440) that Omega Point spacetimes which satisfy the strong energy condition and begin in a “crushing” singularity” (all FRW singularities are of this type, as are all “stable” singularities) possess a unique foliation by constant mean curvature hypersurfaces, and York has shown that the initial data problemis well posed on such a hypersurface. (If the universe is currently accelerating, the strong energy condition will not hold everywhere, but nevertheless a constant mean curvature foliation will still exist, (, p. 439). However, the foliation may only be unique in the very early universe and in the very late universe where the strong energy condition will hold.) As we have emphasized repeatedly, we define black holes operationally in terms of trapped surfaces, just as is done by the groups trying to compute the amount of radiation emitted from colliding black holes. Locally, their calculations of the black hole surfaces would be the same in asymptotically flat space and in an Omega Point spacetime. No quantum effects would effect the location or the size or the existence of trapped surfaces evolved in the black hole collision calculations.

Finally, we point out that many of the well-known difficulties associated with doing quantum field theory in curved spacetimes disappear in Omega Point spacetimes. As we mentioned in Section 1, Omega Point spacetimes necessarily are foliated by compact Cauchy surfaces, and in spacetimes with compact Cauchy surfaces — i.e., in closed universes — there exists a natural unitary equivalence class of quantum field theory constructions, specifically, those constructed from all the Hadamard vacuum states (, p.96). (Roughly speaking, a “Hadamard state” is one in which the short distance singularity structure of the two point function in curved space is the same as it is in Minkowski space , pp. 92–95). In spacetimes without compact Cauchy surface, there are no unitarily equivalent representations of the quantum field algebra, and it was this fact which led many relativists to give up the postulate of unitarity. In an Omega Point spacetime, it is not necessary to give up unitarity.

It is not even necessary to give up the notion of “particle” or “vacuum state” in a curved Omega Point spacetime, as many relativists have previously believed (e.g. , p. 59 and p. 96). The method of Hamiltonian diagonalization (, p. 65) will define a unique vacuum and Fock space with respect to any given Cauchy surface, and we pointed out above that a unique foliation of the spacetime by constant mean curvature exists in a physically realistic Omega Point spacetime (unique except possibly in the periods where the universe is accelerating). These constant mean curvature hypersurfaces are the natural “rest frame” of the universe, and are the natural corresponding frames to the global Lorentz frames in Minkowski space. In FRW universes, the constant mean curvature hypersurfaces are the “rest frames” of the CBR — observers on worldlines normal to these hypersurfaces would measure isotropic CBR temperature. With respect to such a unique global foliation, the notion of “particle” and ”vacuum state” is defined and is unique in curved spacetime.

And such notions must be defined if quantum field theory in curved spacetime is to be a legitimate low energy limit of the (still unknown) quantum theory of gravity. Weinberg (, p. 2) has pointed out that quantum field theories are regarded today as “mere effective field theories,” just low energy approximations to a more fundamental theory. Quantum field theories are not themselves fundamental, but we use them only because any relativistic quantum theory will closely approximate a quantum field theory when applied to particles at a low enough energy. If this is true, then quantum particles are more fundamental than quantum fields, and thus a semi-classical theory like quantum field theory in a classical curved space background must contain a natural definition of the more fundamental entity, the particle.

In short, assuming the universe to end in a c-boundary which is a single point — assuming the universe to be an Omega Point spacetime — solves the black hole information problem, allows the standard concepts of relativistic quantum mechanics to be carried over into curved spacetimes, simplifies the characteristic initial value problem, and is consistent with all astronomical observations. The actual universe may indeed be an Omega Point spacetime.


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# Abductive and Consistency-Based Diagnosis Revisited: a Modeling Perspective

## Introduction

Several characterizations have been given for Model-Based Diagnosis (?). All approaches assume that a model of the system to be diagnosed is available: either a model of the correct behavior of the system, or a model of its abnormal behavior, or both.

Diagnostic reasoning has been characterized as a form of nonmonotonic reasoning: either as consistency-based reasoning, or abductive reasoning. In the first case a set of assumptions of correct behavior must be rejected in order to restore consistency with (abnormal) observations; in the second case, a set of assumptions of abnormal behavior must be introduced to entail the abnormal observations.

In (?) the two definitions are shown to be two extremes of a spectrum whose intermediate points may also be relevant, depending on the assumptions about the completeness of the model. Poole also pointed out (?) the importance of the representation problem for logic-based diagnosis, i.e. what has to be represented about the modeled system in order to use the different conceptualizations.

In spite of such previous work, several confusions remain in the field, for example, the confusion of declarative issues with computational issues, such as backward vs forward chaining along the model, and the lack of acknowledgement that in some significant cases the approaches are equivalent.

Moreover, in Model-Based Diagnosis a common view is that modeling is the problem; in particular, any model is an abstraction and the problem is in finding the right way of abstracting the behavior of the system to be modeled. This is a particularly significant issue since one of the claimed advantages of model-based systems is that they can rely on the same model of the system for different reasoning tasks, e.g. planning, diagnosis, configuration, reconfiguration after failure; but, unfortunately, which is the right abstraction, and then the right model, may depend on the task.

This paper, based on a general notion of prediction, illustrates, summarizing and complementing several views in the literature, how the appropriate notion of diagnosis and explanation depends on the predictiveness of the model. In particular, for deterministic models abduction and consistency-based explanation are equivalent, while for nondeterministic models, even if at first sight consistency seems to be the one providing the correct diagnoses, abduction can usually be adapted to provide the same correct diagnoses with a better (at least for someone) notion of explanation.

## Basic definitions

In this paper we assume to rely on a component-based model of the system to be diagnosed; such a model describes the normal and/or abnormal behavior of the system in terms of the normal and/or abnormal behavior of its components. In the classical Reiter’s approach (?) there was no distinction between different abnormal behaviors, and no model or constraints for the abnormal behavior of a component; in later papers (??) the concept of behavioral mode was introduced, and we similarly assume that:

* the system is composed of a set $`COMPS`$ of components;
* each component has different, mutually exclusive, behavioral modes, typically one normal mode and several abnormal modes.

In the classical example of combinatorial circuits, a component could be an AND gate and one of its (abnormal) behavioral modes could be “stuck-at-0”.

In a logical representation of the model, the fact that AND gate $`a`$ is in mode $`stuckat0`$ would be represented with the atomic formula $`stuckat0(a)`$, which would occur in the formulae defining or constraining such behavioral mode, in this case $`andgate(a)stuckat0(a)output(a,0)`$

Here we do not assume that the model is represented in logic, it could also be, e.g., a set of qualitative equations. In this case the equation for the ok mode of the AND gate would be $`out(a)=and(inp1(a),inp2(a))`$, with an appropriate definition of the function $`and`$, while the equation corresponding to the $`stuckat0`$ mode would be $`out(a)=0`$.

In any case we are interested in the notion of parameter in the model. In a model including AND gates, a parameter could be, e.g., the output of AND gate $`a_1`$, which in logic would be the lambda expression111This is the expression that, for example, applied to 0 gives the formula $`output(a_1,0)`$ $`\lambda x.output(a_1,x)`$ while in an equational model would be the variable $`out(a_1)`$. A subset of the parameters is the set of observable parameters. Each parameter has a domain of possible values; the parameter in the gate example has domain $`\{0,1\}`$ and in general, in the qualitative models commonly used in Model-Based Diagnosis, the domain would be finite. The granularity of such a domain is a major modeling choice, as, in general, is the choice of the appropriate qualitative abstraction; a first step in providing support for this is given in (?).

As mentioned above, we do not make unnecessary restrictions on the way the model is described and, therefore, on which is the basic inference mechanism. E.g. the model could be a set of logical formulae, with entailment as the inference mechanism, or a set of equations or (more generally) constraints on finite domains, in which case constraint propagation would be the inference mechanism. What the model is required to provide is a notion of prediction relating component behavior to observations as described in the following.

A diagnostic problem is characterized by a set of observations, i.e. an assignment of values to some or all the observable parameters. As in (?) we distinguish between a set $`CXT`$ of “contextual” observations (i.e. “inputs” to the system, e.g. to a circuit) and a set $`OBS`$ of observations to be explained by a diagnosis.

A mode assignment is an assignment of one behavior mode to each component in $`COMPS`$.

We assume that the way the system is modeled provides a notion of prediction, i.e. states whether a mode assignment $`F`$ predicts the set $`S`$ of values for parameter $`p`$ in context $`CXT`$. This means that, in context $`CXT`$ and given the assumptions $`F`$ on the behavior of components, the model of the system implies that $`p`$ takes one of the values in $`S`$.

For example, in a logical framework, where the system is modeled in a set $`MODEL`$ of logical formulae, for a finite set $`S=\{v_1,\mathrm{},v_n\}`$ of values, $`F`$ predicts values $`S`$ for $`p`$ in context $`CXT`$, iff $`MODELFCXTp(v_1)\mathrm{}p(v_n)`$ and the same condition does not hold for any $`S^{}S`$, since we are interested in the most specific prediction.

In an equational model, given the equations $`MODEL`$ representing the system, and the equations $`F`$ and $`CXT`$ corresponding to the mode assignment and the context, the prediction for $`p`$ will be the set $`S`$ of values parameter $`p`$ takes in the solutions of the system of equations $`MODELFCXT`$.

A particularly significant case is of course the one where $`S`$ is a singleton, i.e. the model is able to predict an exact value for the parameter. We will refer to this case as a deterministic prediction. For example, any mode assignment that gives the “stuck-at-0” mode to the andgate $`A_1`$ predicts the value $`0`$ for the output of $`A_1`$, while of course for the “ok” mode the prediction will depend on the context and on the mode of other components.

At the other extreme is the case of a fault making no prediction on a parameter $`p`$, which we intend to coincide with the case where the prediction is the whole domain of the parameter.

An observation on a parameter $`p`$ will, in general, be a set of values $`O`$; in a precise observation (at least as precise as the domain granularity of $`p`$) such a set will be a singleton.

###### Definition 1

Given the prediction $`S`$ on parameter $`p`$ of a mode assignment $`F`$ in context $`CXT`$ and the observation $`O`$ for $`p`$, we say that:

* the prediction is consistent with the observation if $`SO\mathrm{}`$
* the prediction implies the observation if $`SO`$

Obviously, if prediction $`S`$ implies $`O`$ then it is consistent with it222Since, as noticed above, we consider no prediction as predicting the whole domain of $`p`$, $`S`$ cannot be empty..

Moreover, in the particular case of a precise observation $`O=\{v\}`$, a consistent prediction must include $`O`$, while to imply $`O`$ a prediction must coincide with $`O`$, i.e. predicting value $`v`$ fr $`p`$.

In (?) a spectrum of definitions of diagnoses is introduced, i.e. a definition with a parameter $`OBS^+OBS`$ representing the subset of the observations to be explained abductively, while for all (other) observation consistency is required. In the terminology introduced above, such a definition can be reformulated as follows.

###### Definition 2

Given diagnostic problem characterized by observations $`CXT`$ and $`OBS`$, and a subset $`OBS^+`$ of $`OBS`$, a diagnosis is a mode assignment $`F`$ such that

1. the predictions of $`F`$ are consistent with $`OBS`$
2. the predictions of $`F`$ imply observations $`OBS^+`$

If $`OBS^+=\mathrm{}`$ this definition is consistency-based diagnosis, if $`OBS^+=OBS`$ it is abductive diagnosis (thus imposing, in general, a stronger requirement than consistency-based diagnosis, reducing therefore the set of diagnoses), and all intermediate choices are possible; in (?) some guidelines are given for this choice, based on the completeness of the model, i.e. on the fact that all the possible explanations for the observations have been provided on the model; this corresponds to the idea of “anticipating explanations” in (?), and will be referred here as backward completeness for the reasons that will be clear in the following.

## Fully predictive models

In the literature there are results on conditions that make abductive and consistency based diagnoses coincide (??), but such results are only formulated for logical representations where predictions are truth values (i.e. a prediction on $`p`$ is either entailing $`p`$ or entailing $`\neg p`$).

In the context of the previous section, we introduce the notion of a model whose prediction is deterministic on all observable parameters.

###### Definition 3

A model is fully predictive if for any context $`CXT`$, for any mode assignment $`F`$, for any observable parameter, $`F`$ makes a deterministic prediction on $`p`$ in context $`CXT`$.

Of course this condition can hardly be met if the domain of a parameter is the set of real numbers, but it is more sensible for e.g. the binary domain of combinatorial circuits and for qualitative abstractions of domains (moreover, in some cases a model can be sensibly expressed in a form that makes it fully predictive, as we will discuss in the next sections).

This condition corresponds to another notion of completeness of the model: a model where the consequences of assumptions can be given non-ambiguously, and, moreover, all the consequences of assumptions have been written down: therefore we can refer to it as forward completeness, as opposed to backward completeness mentioned above.

A trivial result is the following.

###### Property 1

For a fully predictive model, the choice of $`OBS^+`$ in definition 2 is irrelevant, i.e. abductive and consistency-based diagnosis coincide.

Proof. For a fully predictive model, a prediction on $`p`$ is a singleton $`\{v\}`$. If it is consistent with the observation, such observation on $`p`$ must be a set $`S`$ including $`v`$ (or the set $`\{v\}`$ itself). Therefore the prediction implies the observation in $`p`$.

## Nondeterministic models

Even with the underlying assumption that the system to be diagnosed behaves, at a macroscopic level333I.e. the one of classical physics, rather than quantum physics., deterministically444A faulty system can be intermittently faulty, or, more generally, its behavior could be time-varying. Here we do not consider the temporal dimension — see (?) for the different ways of taking it into account — and we mean that the system behaves deterministically in a time interval during which it is in the same behavioral mode., a model cannot be assumed to be able to predict observations with infinite precision. This is the reason why we mentioned above that fully predictiveness can be too restrictive if the domain of observations are the real numbers.

Models are, usually, a convenient abstraction of a system, and qualitative abstractions of real values have emerged in AI as a meaningful and (sometimes) useful abstraction. Such an abstraction may have pragmatical value, allowing to represent a whole class of possible worlds at a time, and also some cognitive value, since humans (including, sometimes, scientists and engineers) are able to perform qualitative inferences or even tend to reason qualitatively, at least in some stage in the analysis of a system.

Our view is therefore that the system behaves deterministically; it is abstraction which makes the model nondeterministic. Sometimes this abstraction is due to lack of knowledge, sometimes it is just a modeling convenience. For example, we introduce the “flat” fault mode for a battery to include a whole range of values for its voltage, which would avoid predicting exactly the voltage of a flat battery (we will return to this example below).

The problem of abductive hypotheses being insufficiently predictive to entail observations has been discussed early in (?)555Dating back to 1987 as a Technical Report. in the framework of plan recognition, proposing as a simple example the fact that the plan of getting food does not explain why the agent, whose plan we are trying to recognize, is going to a specific supermarket: the plan will presumably only entail going to some supermarket. For this reason Kautz rejects the explicit use of abduction and relies on a form of closure to achieve the intended explanations. Such a closure is similar to the ones in (???) (and also explanatory closure in (?)) which in fact provide results showing the equivalence of abduction to deduction (and consistency-based reasoning is a form of deduction) under an appropriate closure.

A different solution can be given based on the following idea in (?). Given an entity, e.g. $`lube`$ $`oil`$, more specific than another, e.g. $`fluid`$, (so that $`lube\mathrm{\_}oil(x)fluid(x)`$), if we want to explain $`lube\mathrm{\_}oil(a)`$, but our assumption only entails $`fluid(a)`$, we rely on transforming the implication $`lube\mathrm{\_}oil(x)fluid(x)`$ into the equivalence $`fluid(x)etc(x)lube\mathrm{\_}oil(x)`$, where $`etc`$ is assumable — corresponding to the assumption that the fluid happens to be lube oil. Assuming $`etc(a)`$ allows entailing $`fluid(a)`$.

Similar ideas are part of the representation methodology in (?), in particular the idea of “anticipating explanations” which is also combined with the idea of “ parametrizing assumptions”. The latter is used for example to represent the model of a flat battery with

$$battery(B)flat(B,V)voltage(B,T)$$

$$flat(B,V)0V1.2$$

where $`flat`$ is assumable, so that e.g. $`voltage(b1,0.8)`$, given $`battery(b1)`$, is explained by $`flat(b1,0.8)`$ which is also consistent with the constraint. This achieves the result of being able to describe concisely a class of faults as well as reasoning, when necessary, on a specific instance of the class.

The parametrized assumption methodology has been adopted e.g. in (?) for the same reason, and in (?) for temporal constraints between the temporal extent of “causes” and “effects”, or, in general, explanans and explanandum. In that case, in fact, the same problem arises unless the temporal extent of the cause uniquely determines the one of the effect.

In general, this problem arises with any case where there are non-functional constraints between parameters of the explanans and those of the explanandum, i.e. the constraints do not allow to entail exact values for the latter even given exact values for the former.

In (?), however, the parametrizing assumptions methodology is rejected due to the potential proliferation of hypotheses, and a notion of explanation is introduced where “explaining” is not entailing, in particular, having a prediction which is an abstraction of the observation is sufficient. Further, a notion of conditional explanation is introduced where prediction and observation must have something that is more specific than both (e.g. $`A`$ for $`AB`$ and $`AC`$). In terms of predicting and observing values for parameters (as in the definitions above) this coincides with prediction and observation having an intersection, i.e. with consistency-based explanation.

## Qualitative deviations

In this section we discuss abductive and consistency-based explanations in the context of a representational abstraction we have used in recent years for modeling systems in the Vehicle Model-Based Diagnosis (VMBD) project: qualitative deviations (???).

The system is modeled in terms of differential equations that include appropriate parameters for components, whose values correspond to different (correct or faulty) behavior modes of the component. From these equations666Due to the qualitative abstraction, the exact form of the quantitative equation is not necessary to build the qualitative model; it could however be necessary for fault detection., corresponding equations for qualitative deviations are derived:

* for each variable x, its deviation $`\mathrm{\Delta }x(t)`$ is defined as $`\mathrm{\Delta }x(t)=x(t)x_{ref}(t)`$, where $`x_{ref}(t)`$ is a reference behavior (one choice is to consider the correct behavior of all the system as the reference behavior);
* from any equation $`A=B`$, the corresponding equation $`\mathrm{\Delta }A`$ $`=`$ $`\mathrm{\Delta }B`$ is derived;
* finally, the corresponding sign equation \[$`\mathrm{\Delta }A`$\] = \[$`\mathrm{\Delta }B`$\] is derived; it equates the signs of the two deviations. There are rules for expressing this equation in terms of signs of deviations of individual variables rather than expressions.

These models are useful to express concisely a number of dependencies. For example, for a tank containing a liquid, with an input flow $`in`$ and an output flow $`out`$, the equation

$$\mathrm{\Delta }level=[\mathrm{\Delta }in][\mathrm{\Delta }out]$$

where $`\mathrm{\Delta }level`$ is the sign of the derivative of the deviation of $`level`$ and $``$ is subtraction in the sign algebra, expresses how the level of liquid deviates from the expected value in a wide (and exhaustive) range of cases. In particular, the reference behavior of the system need not be a stable state: even in such a behavior, flows and level may be continuously varying. What the model states is, for example, that:

* starting from the reference behavior, the level does not deviate from it, if the flows do not;
* if the outflow has no deviation and the inflow has a negative deviation, the level will start deviating negatively — this includes the cases where it decreases instead of being constant, decreases more than expected, increases less than expected, becomes constant instead of increasing, and decreases instead of increasing.

But what if the outflow also has a negative deviation? Subtracting a negative number from another can give a positive, negative or zero result. Again, the qualitative abstraction makes the model nondeterministic, at least in some case.

We do not discuss here an appropriate notion of diagnosis for dynamic systems (see (?)), nor a complete model for a system including the tank, but suppose that the inflow is due to a pump (so that a pump fault makes the inflow negatively deviated) and the outflow is regulated by a control system.

If the pump fault occurs, there is a negative deviation of the inflow, so a negative deviation of the level’s derivative, and then of the level; then (we omit the model) the control system reacts with a negative deviation of the outflow, and, given the qualitative model, any result is possible for the level deviation’s derivative. Therefore the fault will not entail any observation on the further trend of the level; this means that it would not be an abductive diagnosis for any observation, while it would be a consistency-based diagnosis for any observation. But would it be considered a good explanation?

We can do something better without abandoning the convenience of qualitative abstractions and using abduction. Suppose e.g. we observe that the level deviation’s derivative changes sign: the pump fault is consistent, but does not predict this; what is the least presumptive assumption that predicts this? The assumption that $`\mathrm{\Delta }out<\mathrm{\Delta }in`$ (which for absolute values means $`|\mathrm{\Delta }out|>|\mathrm{\Delta }in|`$), so that $`[\mathrm{\Delta }in][\mathrm{\Delta }out]`$ gives ’+’. A natural language expression of this explanation is that the control system is compensating for the fault. Notice that the assumption $`\mathrm{\Delta }out<\mathrm{\Delta }in`$ is still a qualitative assumption and could correspond to a natural way of interpreting what is going on in the system.

Thus, in general, for all cases where the result of sign operators is ambiguous, we can introduce assumptions that make the result unambiguous, e.g. for the sum $`[a][b]`$ where $`a`$ and $`b`$ have opposite signs, we can use the assumptions $`|a|<|b|`$, $`|a|=|b|`$, $`|a|>|b|`$ to predict values ’-’,0,’+’ respectively.

## Conclusions

In this paper we have reviewed several points of view in the literature on the relation of the notion of diagnosis with properties of the model of the system to be diagnosed, in particular, properties related to the abstractions in the model with respect to the real system.

We have pointed out that ideas that have appeared in the literature on this subject can be successfully integrated with modeling abstractions that have become widely used more recently.

The problem of identifying the right modeling abstraction for a task is far from being solved, but some work on this is being done in the model-based reasoning community (see e.g. (?) for the temporal dimension in diagnosis) and we expect in the near future more work in this direction, starting e.g. from the results in (?).