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# Harmonic Mean Curvature Lines on Surfaces Immersed in ℝ³

## 1. Introduction

In this paper are studied the harmonic mean curvature configurations associated to immersions of oriented surfaces into $`^3`$. They consist on the umbilic points and parabolic curves, as singularities, and of the lines of harmonic mean curvature of the immersions, as the leaves of the two transversal foliations in the configurations. The normal curvature of the immersion along these lines is given by the harmonic mean of the principal curvatures, defined by $`𝒦/=\left(\left(1/k_1+1/k_2\right)/2\right)^1`$, in terms of the standard curvature functions: principal curvatures $`k_1,k_2`$, arithmetic mean curvature $`=\left(k_1+k_2\right)/2`$ and Gaussian curvature $`𝒦=k_1k_2`$.

The two transversal foliations, called here harmonic mean curvature foliations, are well defined and regular only on the non-umbilic part of the elliptic region of the immersion, where the Gaussian Curvature is positive. In fact, there they are the integral curves of smooth quadratic differential equations. The set where the Gaussian Curvature vanishes, the parabolic set, is generically a regular curve which is the border of the elliptic region; see . The umbilic points are those at which the principal curvatures coincide, generically are isolated and disjoint from the parabolic curve. See section 2 for precise definitions.

This study is a natural development and extension of previous results about the Arithmetic Mean Curvature and Asymptotic Configurations, dealing with the qualitative properties of the lines along which the normal curvature is the arithmetic mean of the principal curvatures (i.e. is the standard Mean Curvature) or is null. This has been considered previously by the authors; see  and , and has also been extended recently to the case of the Geometric Mean Curvature .

The point of departure of this line of research, however, can be found in the classical works of Euler, Monge, Dupin and Darboux, concerned with the lines of principal curvature and umbilic points of immersions. See  for an initiation on the basic facts on this subject; see  for a discussion of the classical contributions and for their analysis from the point of view of structural stability of differential equations. A modern general presentation of structural stability of dynamical systems can be found in .

This paper establishes sufficient conditions, likely to be also necessary, for the structural stability of harmonic mean curvature configurations under small perturbations of the immersion. See section 7 for precise statements.

This extends to the harmonic mean curvature setting the main theorems on structural stability for the arithmetic and geometric mean curvature configurations and for the asymptotic configurations, proved in .

Three local ingredients are essential for this extension: the umbilic points, endowed with their harmonic mean curvature separatrix structure, the harmonic mean curvature cycles, with the calculation of the derivative of the Poincaré return map, through which is expressed the hyperbolicity condition and the parabolic curve, together with the parabolic tangential singularities and associated separatrix structure.

The conclusions of this paper, on the elliptic region, are complementary to results valid independently on the hyperbolic region (on which the Gaussian curvature is negative), where the separatrix structure near the parabolic curve and the asymptotic structural stability has been studied in .

The parallel with the conditions for principal, arithmetic mean curvature and asymptotic structural stability is remarkable. This can be attributed to the unifying role played by the notion of Structural Stability of Differential Equations and Dynamical Systems, coming to Geometry through the seminal work of Andronov and Pontrjagin  and Peixoto .

The interest on lines of harmonic mean curvature appears in the paper of Raffy ; see also Eisenhart , section 55. The work of Ogura  regards these lines in terms of his unifying notion T-Systems and makes a local analysis of the expressions of the fundamental quadratic forms in a chart whose coordinate curves are lines of harmonic mean curvature. A comparative study of these expressions with those corresponding to other lines of geometric interest, such as the principal, asymptotic, arithmetic and geometric mean curvature lines is carried out by Ogura in the context of T-Systems, away from singularities. In the paper of Occhipinti  is established the following interesting projective relationship: a line of harmonic mean curvature divides harmonically those of geometric mean curvature (both) and that (one) of arithmetic mean curvature . See , chapter 6.

For being more descriptive and coherent with that of previous recent papers already cited, we adopt in this work the denomination of harmonic mean curvature lines instead of characteristic or diagonal lines, also found in the literature.

No global examples, or even local ones around singularities, of harmonic mean curvature configurations seem to have been considered in the literature on differential equations of classic differential geometry, in contrast with the situations for the principal and asymptotic cases mentioned above. See also the work of Anosov, for the global structure of the geodesic flow , and that of Banchoff, Gaffney and McCrory  for the parabolic and asymptotic lines.

This paper is organized as follows:

Section 2 is devoted to the general study of the differential equations and general properties of Harmonic Mean Curvature Lines. Here are given the precise definitions of the Harmonic Mean Curvature Configuration and of the two transversal Harmonic Mean Curvature Foliations with singularities into which it splits. The definition of Harmonic Mean Curvature Structural Stability focusing on the preservation of the qualitative properties of the foliations and the configuration under small perturbations of the immersion, will be given at the end of this section.

In Section 3 the equation of lines of harmonic mean curvature is written in a Monge chart. The condition for umbilic harmonic mean curvature stability is explicitly stated in terms of the coefficients of the third order jet of the function which represents the immersion in a Monge chart. The local harmonic mean curvature separatrix configurations at stable umbilics is established for $`C^4`$ immersions and resemble the three Darbouxian patterns of principal and arithmetic mean curvature configurations . These patterns have been also recently established for the case of geometric mean curvature configurations .

In Section 4 the derivative of first return Poincaré map along a harmonic mean curvature cycle is established. It consists of an integral expression involving the curvature functions along the cycle.

In Section 5 are studied the foliations by lines of harmonic mean curvature near the parabolic set of an immersion, which typically is a regular curve. Three singular tangential patterns exist generically in this case: the folded node the folded saddle and the folded focus. However, these types alternate with the patterns established for the asymptotic lines on the hyperbolic region. The following is established and made precise here: an elliptic harmonic (resp. asymptotic) saddle goes adjacent with a hyperbolic (resp. harmonic) asymptotic node or focus. See subsection 5.1 and the pertinent bifurcation diagram. Notice also that it has been proved that in the geometric mean curvature case the folded focus is absent generically .

Section 6 presents new examples of Harmonic Mean Curvature Configurations on the Torus of revolution and the quadratic Ellipsoid, presenting non-trivial recurrences. This situation, impossible for lines of principal curvature, has been established, with different technical details, for arithmetic and geometric mean curvature configurations in .

In Section 7 the results presented in Sections 3, 4 and 5 are put together to provide sufficient conditions for Harmonic Mean Curvature Structural Stability. The density of these conditions is formulated and discussed at the end of this section, however its rather technical proof will be postponed to another paper.

Section 8 contains an initial discussion motivated by this and previous related papers. We inquire about the possibility and interest of developing a unifying general Theory for Mean Curvature Configurations, valid for those already studied and also for possible “new” mean curvature functions.

## 2. Differential Equations of Harmonic Mean Curvature Lines

Let $`\alpha :𝕄^2^3`$ be a $`C^r,r4,`$ immersion of an oriented smooth surface $`𝕄^2`$ into $`^3`$. This means that $`D\alpha `$ is injective at every point in $`𝕄^2`$.

The space $`^3`$ is oriented by a once for all fixed orientation and endowed with the Euclidean inner product $`<,>`$.

Let $`N`$ be a vector field orthonormal to $`\alpha `$. Assume that $`(u,v)`$ is a positive chart of $`𝕄^2`$ and that $`\{\alpha _u,\alpha _v,N\}`$ is a positive frame in $`^3`$.

In the chart $`(u,v)`$, the first fundamental form of an immersion $`\alpha `$ is given by:

$`I_\alpha =<D\alpha ,D\alpha >=Edu^2+2Fdudv+Gdv^2`$, with

$`E=<\alpha _u,\alpha _u>`$, $`F=<\alpha _u,\alpha _v>`$, $`G=<\alpha _v,\alpha _v>`$

The second fundamental form is given by:

$`II_\alpha =<N,D^2\alpha >=edu^2+2fdudv+gdv^2`$.

The normal curvature at a point $`p`$ in a tangent direction $`t=[du:dv]`$ is given by:

$$k_n=k_n\left(p\right)=\frac{II_\alpha (t,t)}{I_\alpha (t,t)}.$$

The lines of harmonic mean curvature of $`\alpha `$ are regular curves $`\gamma `$ on $`𝕄^2`$ having normal curvature equal to the harmonic mean curvature of the immersion, i.e., $`k_n=\frac{𝒦}{}`$, where $`𝒦`$ = $`𝒦_\alpha `$ and $``$ = $`_\alpha `$ are the Gaussian and Arithmetic Mean curvatures of $`\alpha `$.

Therefore the pertinent differential equation for these lines is given by:

$$\frac{edu^2+2fdudv+gdv^2}{Edu^2+2Fdudv+Gdv^2}=\frac{𝒦}{}$$

Or equivalently by

$$\left[g\frac{𝒦}{}G\right]dv^2+2\left[f\frac{𝒦}{}F\right]dudv+\left[e\frac{𝒦}{}E\right]du^2=0.$$
(1)
Also, as remarked by Occhipinti in , the equation of harmonic curvature lines can be written as

$$Jac(Jac(II,I),II)=0,$$

which leads to:

$`L`$ $`dv^2+Mdudv+Ndu^2=0,`$ (2)
$`L=`$ $`g\left(gEeG\right)+2f\left(gFfG\right)`$
$`M=`$ $`2g\left(fEeF\right)+2e\left(fGgF\right)`$
$`N=`$ $`e\left(eGgE\right)+2f\left(fEeF\right)`$
This equation is defined only on the closure of the Elliptic region, $`𝔼𝕄^2_\alpha `$, of $`\alpha `$, where $`𝒦>0`$. It is bivalued and $`C^{r2},r4,`$ smooth on the complement of the umbilic, $`𝒰_\alpha `$, and parabolic, $`𝒫_\alpha `$, sets of the immersion $`\alpha `$. In fact, on $`𝒰_\alpha `$ , where the principal curvatures coincide, i.e where $`^2𝒦=0`$, the equation vanishes identically; on $`𝒫_\alpha `$, it is univalued.

The developments above allow us to organize the lines of harmonic mean curvature of immersions into the harmonic mean curvature configuration, as follows:

Through every point $`p𝔼𝕄^2{}_{\alpha }{}^{}(𝒰_\alpha 𝒫_\alpha )`$, pass two harmonic mean curvature lines of $`\alpha `$. Under the orientability hypothesis imposed on $`𝕄`$, the harmonic mean curvature lines define two foliations: $`_{\alpha ,1}`$, called the minimal harmonic mean curvature foliation, along which the geodesic torsion is negative (i.e $`\tau _g=\sqrt{𝒦}\sqrt{^2𝒦}/\left|\right|`$ ), and $`_{\alpha ,2}`$, called the maximal harmonic mean curvature foliations, along which the geodesic torsion is positive (i.e $`\tau _g=\sqrt{𝒦}\sqrt{^2𝒦}/\left|\right|`$).

By comparison with the arithmetic mean curvature directions, making angle $`\pi /4`$ with the minimal principal directions, the harmonic ones are located between them and the principal ones, making an angle $`\theta _h`$ such that $`tan\theta _h`$ =$`\pm \sqrt{\frac{k_1}{k_2}}`$, as follows from Euler’s Formula. The particular expression for the geodesic torsion given above results from the formula $`\tau _g=\left(k_2k_1\right)sin\theta cos\theta `$ , is found in the work of Occhipinti . See also Lemma 1 in Section 4 below. In  is also proved that geometric mean curvature lines are between the harmonic and arithmetic mean curvature ones, making an angle $`\theta _g`$ such that $`tan\theta _g`$ =$`\pm \sqrt{\frac{k_1}{k_2}}`$.

With this data, Occhipinti , has proved that the two lines of mean geometric curvature, that of mean harmonic and geometric curvature form a harmonic quadruple of lines.

The quadruple $`_\alpha =\{𝒫_\alpha ,𝒰_\alpha ,_{\alpha ,1},_{\alpha ,2}\}`$ is called the harmonic mean curvature configuration of $`\alpha `$.

It splits into two foliations with singularities:

$$𝔾_\alpha ^i=\{𝒫_\alpha ,𝒰_\alpha ,_{\alpha ,i}\},i=1,2.$$

Let $`𝕄^2`$ be also compact. Denote by $`^{r,s}\left(𝕄^2\right)`$ be the space of $`C^r`$ immersions of $`𝕄^2`$ into the Euclidean space $`^3`$, endowed with the $`C^s`$ topology.

An immersion $`\alpha `$ is said $`C^s`$-local harmonic mean curvature structurally stable at a compact set $`C𝕄^2`$ if for any sequence of immersions $`\alpha _n`$ converging to $`\alpha `$ in $`^{r,s}\left(𝕄^2\right)`$ there is a neighborhood $`V_C`$ of $`C`$, sequence of compact subsets $`C_n`$ and a sequence of homeomorphisms mapping $`C`$ to $`C_n`$ converging to the identity of $`𝕄^2`$ such that on $`V_C`$ it maps umbilic and parabolic points and arcs of the harmonic mean curvature foliations $`_{\alpha ,i}`$ to those of $`_{\alpha _n,i}`$ for $`i=1,\mathrm{\hspace{0.33em}2}`$.

An immersion $`\alpha `$ is said to be $`C^s`$-harmonic mean curvature structurally stable if the compact $`C`$ above is the closure of $`𝔼𝕄^2_\alpha `$.

Analogously, $`\alpha `$ is said to be i- $`C^s`$-harmonic mean curvature structurally stable if only the preservation of elements of i-th, i=1,2 foliation with singularities is required.

A general study of the structural stability of quadratic differential equations (not necessarily derived from normal curvature properties) has been carried out by Guíñez . See also the work of Bruce and Fidal  Bruce and Tari ,  and Davydov  for the analysis of umbilic points for general quadratic and also implicit differential equations.

For a study of the topology of foliations with non-orientable singularities on two dimensional manifolds, see the works of Rosenberg and Levitt . In these works the leaves are not defined by normal curvature properties.

## 3.  Harmonic mean curvature lines near umbilic points

Let $`0`$ be an umbilic point of a $`C^r,r4,`$ immersion $`\alpha `$ parametrized in a Monge chart $`(x,y)`$ by $`\alpha (x,y)=(x,y,z(x,y))`$, where

$$h(x,y)=\frac{k}{2}\left(x^2+y^2\right)+\frac{a}{6}x^3+\frac{b}{2}xy^2+\frac{c}{6}y^3+O\left(4\right)$$
(3)
This reduced form is obtained by means of a rotation of the $`x,y`$-axes. See .

According to Darboux , the differential equation of principal curvature lines is given by:

$$\left[by+P_1\right]dy^2+\left[\left(ba\right)x+cy+P_2\right]dxdy+\left[by+P_3\right]dx^2=0.$$
(4)
As an starting point, recall the behavior of principal lines near Darbouxian umbilics in the following proposition.

###### Proposition 1.

 Assume the notation established in 3. Suppose that the transversality condition $`T:b(ba)0`$ holds and consider the following situations:

* $`\mathrm{\Delta }_P>0`$
* $`\mathrm{\Delta }_P<0`$ and $`{\displaystyle \frac{a}{b}}>1`$
* $`{\displaystyle \frac{a}{b}}<1`$

Here $`\mathrm{\Delta }_P=4b(a2b)^3c^2(a2b)^2`$

Then each principal foliation has in a neighborhood of $`0`$, one hyperbolic sector in the $`D_1`$ case, one parabolic and one hyperbolic sector in $`D_2`$ case and three hyperbolic sectors in the case $`D_3`$. These points are called principal curvature Darbouxian umbilics.

###### Proposition 2.

Assume the notation established in 3. Suppose that the transversality condition $`T_h:kb(ba)0`$ holds and consider the following situations:

* $`\mathrm{\Delta }_h>0`$
* $`\mathrm{\Delta }_h<0`$ and $`{\displaystyle \frac{a}{b}}>1`$
* $`{\displaystyle \frac{a}{b}}<1.`$

Here $`\mathrm{\Delta }_h=4c^2(2ab)^2[3c^2+(a5b)^2][3(a5b)(ab)+c^2].`$

Then each harmonic mean curvature foliation has in a neighborhood of $`0`$, one hyperbolic sector in the $`H_1`$ case, one parabolic and one hyperbolic sector in $`H_2`$ case and three hyperbolic sectors in the case $`H_3`$. These umbilic points are called harmonic mean curvature Darbouxian umbilics.

The harmonic mean curvature foliations $`_{\alpha ,i}`$ near an umbilic point of type $`H_k`$ has a local behavior as shown in Figure 1. The separatrices of these singularities are called umbilic separatrices.

###### Proof.

Near $`0`$, the functions $`𝒦`$ and $``$ have the following Taylor expansions.

$$𝒦=k^2+\left(a+b\right)kx+cky+O_1\left(2\right),=k+\frac{1}{2}\left(a+b\right)x+\frac{1}{2}cy+O_2\left(2\right).$$

The differential equation of the harmonic mean curvature lines

$$\left[g\frac{𝒦}{}G\right]dv^2+2\left[f\frac{𝒦}{}F\right]dudv+\left[e\frac{𝒦}{}E\right]du^2=0$$
(5)
is given by:

$`\left[\left(ba\right)x+cy+M_1(x,y)\right]dy^2+`$ $`\left[4by+M_2(x,y)\right]dxdy`$ (6)
$`\left[\left(ba\right)x+cy+M_3(x,y)\right]dx^2=`$ $`0`$
where $`M_i`$, $`i=1,2,3`$, represent functions of order $`O\left(\left(x^2+y^2\right)\right).`$

Thus, at the level of first jet, the differential equation 6 is the same as that of the arithmetic mean curvature lines given by

$$\left[gG\right]dv^2+2\left[fF\right]dudv+\left[eE\right]du^2=0,$$

as follows from the obvious fact that $``$ and $`\frac{𝒦}{}`$ have the same $`1`$jet at $`0`$.

The conditions on $`\mathrm{\Delta }_h`$ coincide with those on $`\mathrm{\Delta }_H`$, established to characterize the arithmetic mean curvature Darbouxian umbilics studied in detail in . Thus reducing the analysis of the umibilic points to that of the hyperbolicity saddles and nodes whose phase portrait is determined only by the first jet of the equation. ∎

###### Theorem 1.

An immersion $`\alpha ^{r,s}\left(𝕄^2\right)`$, $`r4`$, is $`C^3`$local harmonic mean curvature structurally stable at $`𝒰_\alpha `$ if and only if every $`p𝒰_\alpha `$ is one of the types $`H_i`$, $`i=1,2,3`$ of proposition 2.

###### Proof.

Clearly proposition 2 shows that the condition $`H_i`$, $`i=1,2,3`$ together with $`T_h:kb\left(ba\right)0`$ imply the $`C^3`$local harmonic mean curvature structural stability. This involves the construction of the homeomorphism (by means of canonical regions), mapping simultaneously minimal and maximal harmonic mean curvature lines around the umbilic points of $`\alpha `$ onto those of a $`C^4`$ slightly perturbed immersion.

We will discuss the necessity of the condition $`T_h:k\left(ba\right)b0`$ and of the conditions $`H_i`$, $`i=1,\mathrm{\hspace{0.17em}2},\mathrm{\hspace{0.17em}3}`$. The first one follows from its identification with a transversality condition that guarantees the persistent isolatedness of the umbilic points of $`\alpha `$ and its separation from the parabolic set, as well as the persistent regularity of the Lie-Cartan surface $`𝒢`$, obtained from the projectivization of the equation 5. Failure of $`T_h`$ condition has the following implications:

* $`b\left(ba\right)=0`$; in this case the elimination or splitting of the umbilic point can be achieved by small perturbations.
* $`k=0`$ and $`b\left(ba\right)0`$; in this case a small perturbation separates the umbilic point from the parabolic set.

The necessity of condition $`H_i`$ follows from its dynamic identification with the hyperbolicity of the equilibria along the projective line of the vector field obtained lifting equation (5) to the surface $`𝒢`$. Failure of this condition would make possible to change the number of harmonic mean curvature umbilic separatrices at the umbilic point by means a small perturbation of the immersion. ∎

## 4. Periodic Harmonic Mean Curvature Lines

Let $`\alpha :𝕄^2^3`$ be an immersion of a compact and oriented surface and consider the foliations $`_{\alpha ,i}`$, $`i=1,\mathrm{\hspace{0.33em}2}`$, given by the harmonic mean curvature lines.

In terms of geometric invariants, here is established an integral expression for the first derivative of the return map of a periodic harmonic mean curvature line, called harmonic mean curvature cycle. Recall that the return map associated to a cycle is a local diffeomorphism with a fixed point, defined on a cross section normal to the cycle by following the integral curves through this section until they meet again the section. This map is called holonomy in Foliation Theory and Poincaré Map in Dynamical Systems, .

A harmonic mean curvature cycle is called hyperbolic if the first derivative of the return map at the fixed point is different from one.

The harmonic mean curvature foliations $`_{\alpha ,i}`$ has no harmonic mean curvature cycles such that the return map reverses the orientation. Initially, the integral expression for the derivative of the return map is obtained in class $`C^6`$; see Lemma 2 and Proposition 3. Later on, in Remark 2 it is shown how to extend it to class $`C^3`$.

The characterization of hyperbolicity of harmonic mean curvature cycles in terms of local structural stability is given in Theorem 2 of this section.

###### Lemma 1.

Let $`c:I𝕄^2`$ be a harmonic mean curvature line parametrized by arc length. Then the Darboux frame is given by:

$`T^{}`$ $`=k_gNT+{\displaystyle \frac{𝒦}{}}N`$
$`\left(NT\right)^{}`$ $`=k_gT+\tau _gN`$
$`N^{}`$ $`={\displaystyle \frac{𝒦}{}}T\tau _gNT`$
where $`\tau _g=\pm \sqrt{𝒦}\frac{\sqrt{^2𝒦}}{||}`$. The sign of $`\tau _g`$ is positive (resp. negative) if $`c`$ is maximal (resp. minimal) harmonic mean curvature line.

###### Proof.

The normal curvature $`k_n`$ of the curve $`c`$ is by the definition the harmonic mean curvature $`\frac{𝒦}{}`$. From the Euler equation $`k_n=k_1\mathrm{cos}^2\theta +k_2\mathrm{sin}^2\theta =\frac{𝒦}{}`$, get $`\mathrm{tan}\theta =\pm \sqrt{\frac{k_1}{k_2}}`$. Therefore, by direct calculation, the geodesic torsion is given by $`\tau _g=\left(k_2k_1\right)\mathrm{sin}\theta \mathrm{cos}\theta =\pm \sqrt{𝒦}\frac{\sqrt{^2𝒦}}{}`$. ∎

###### Remark 1.

The expression for the geodesic curvature $`k_g`$ will not be needed explicitly in this work. However, it can be given in terms of the principal curvatures and their derivatives using a formula due to Liouville .

###### Lemma 2.

Let $`\alpha :𝕄^3`$ be an immersion of class $`C^r`$, $`r6`$, and $`c`$ be a mean curvature cycle of $`\alpha `$, parametrized by arc length and of length $`L`$. Then the expression,

$$\alpha (s,v)=c\left(s\right)+v\left(NT\right)\left(s\right)+\left[\left(2\left(s\right)\frac{𝒦}{}\left(s\right)\right)\frac{v^2}{2}+\frac{A\left(s\right)}{6}v^3+v^3B(s,v)\right]N\left(s\right)$$

where $`B(s,0)=0`$, defines a local chart $`(s,v)`$ of class $`C^{r5}`$ in a neighborhood of $`c`$.

###### Proof.

The curve $`c`$ is of class $`C^{r1}`$ and the map $`\alpha (s,v,w)=c\left(s\right)+v\left(NT\right)\left(s\right)+wN\left(s\right)`$ is of class $`C^{r2}`$ and is a local diffeomorphism in a neighborhood of the axis $`s`$. In fact $`[\alpha _s,\alpha _v,\alpha _w](s,0,0)=1`$. Therefore there is a function $`W(s,v)`$ of class $`C^{r2}`$ such that $`\alpha (s,v,W(s,v))`$ is a parametrization of a tubular neighborhood of $`\alpha c`$. Now for each $`s`$, $`W(s,v)`$ is just a parametrization of the curve of intersection between $`\alpha \left(𝕄\right)`$ and the normal plane generated by $`\{\left(NT\right)\left(s\right),N\left(s\right)\}`$. This curve of intersection is tangent to $`\left(NT\right)\left(s\right)`$ at $`v=0`$ and notice that $`k_n\left(NT\right)\left(s\right)=2\left(s\right)\frac{𝒦}{}\left(s\right)`$. Therefore,

$`\alpha (s,v,W(s,v))=`$ $`c\left(s\right)+v\left(NT\right)\left(s\right)`$ (7)
$`+`$ $`\left[\left(2\left(s\right){\displaystyle \frac{𝒦}{}}\left(s\right)\right){\displaystyle \frac{v^2}{2}}+{\displaystyle \frac{A\left(s\right)}{6}}v^3+v^3B(s,v)\right]N\left(s\right),`$
where $`A`$ is of class $`C^{r5}`$ and $`B(s,0)=0`$. ∎

We now compute the coefficients of the first and second fundamental forms in the chart $`(s,v)`$ constructed above, to be used in proposition 3.

$`N(s,v)=`$ $`{\displaystyle \frac{\alpha _s\alpha _v}{\alpha _s\alpha _v}}=\left[\tau _g\left(s\right)v+O\left(2\right)\right]T\left(s\right)`$
$``$ $`\left[\left(2\left(s\right){\displaystyle \frac{𝒦}{}}\left(s\right)\right)v+O\left(2\right)\right]\left(NT\right)\left(s\right)+\left[1+O\left(2\right)\right]N\left(s\right).`$
Therefore it follows that $`E=<\alpha _s,\alpha _s>`$, $`F=<\alpha _s,\alpha _v>`$, $`G=<\alpha _v,\alpha _v>`$, $`e=<N,\alpha _{ss}>,`$ $`f=<N,\alpha _{sv}>`$ and $`g=<N,\alpha _{vv}>`$ are given by

$`E(s,v)`$ $`=12k_g\left(s\right)v+h.o.t`$ (8)
$`F(s,v)`$ $`=0+0.v+h.o.t`$
$`G(s,v)`$ $`=1+0.v+h.o.t`$
$`e(s,v)`$ $`={\displaystyle \frac{𝒦}{}}\left(s\right)+v\left[\tau _g^{}\left(s\right)2k_g\left(s\right)\left(s\right)\right]+h.o.t`$
$`f(s,v)`$ $`=\tau _g\left(s\right)+\left\{\left[2\left(s\right){\displaystyle \frac{𝒦}{}}\left(s\right)\right]^{}+k_g\left(s\right)\tau _g\left(s\right)\right\}v+h.o.t`$
$`g(s,v)`$ $`=2\left(s\right){\displaystyle \frac{𝒦}{}}\left(s\right)+A\left(s\right)v+h.o.t`$
###### Proposition 3.

Let $`\alpha :𝕄^3`$ be an immersion of class $`C^r`$, $`r6`$ and $`c`$ be closed harmonic line $`c`$ of $`\alpha `$, parametrized by arc length $`s`$ and of total length $`L`$. Then the derivative of the Poincaré map $`\pi _\alpha `$ associated to $`c`$ is given by:

$$ln\pi _\alpha ^{}\left(0\right)=_0^L\left[\frac{\left[\frac{𝒦}{}\right]_v}{2\tau _g}+\frac{k_g}{\tau _g}\left(\frac{𝒦}{}\right)\right]𝑑s.$$

Here $`\tau _g`$=$`\pm \frac{\sqrt{𝒦}}{}\sqrt{^2𝒦}`$.

###### Proof.

The Poincaré map associated to $`c`$ is the map $`\pi _\alpha :\mathrm{\Sigma }\mathrm{\Sigma }`$ defined in a transversal section to $`c`$ such that $`\pi _\alpha \left(p\right)=p`$ for $`pc\mathrm{\Sigma }`$ and $`\pi _\alpha \left(q\right)`$ is the first return of the harmonic mean curvature line through $`q`$ to the section $`\mathrm{\Sigma }`$, choosing a positive orientation for $`c`$. It is a local diffeomorphism and is defined, in the local chart $`(s,v)`$ introduced in Lemma 2, by $`\pi _\alpha :\left\{s=0\right\}\left\{s=L\right\}`$, $`\pi _\alpha \left(v_0\right)=v(L,v_0)`$, where $`v(s,v_0)`$ is the solution of the Cauchy problem

$$\left(g\frac{𝒦}{}\right)dv^2+2\left(f\frac{𝒦}{}F\right)dsdv+\left(e\frac{𝒦}{}E\right)ds^2=0,v(0,v_0)=v_0.$$

Direct calculation gives that the derivative of the Poincaré map satisfies the following linear differential equation:

$$\frac{d}{ds}\left(\frac{dv}{dv_0}\right)=\frac{N_v}{M}\left(\frac{dv}{dv_0}\right)=\frac{\left[e\frac{𝒦}{}\left(s\right)E\right]_v}{2\left[f\frac{𝒦}{}\left(s\right)F\right]}\left(\frac{dv}{dv_0}\right)$$

Therefore, using equation 8 it results that

$$\frac{\left[e\frac{𝒦}{}\left(s\right)E\right]_v}{2\left[f\frac{𝒦}{}\left(s\right)F\right]}=\frac{\tau _g^{}}{2\tau _g}\frac{\left[\frac{𝒦}{}\left(s\right)\right]_v}{2\tau _g}\frac{k_g}{\tau _g}\left(\frac{𝒦}{}\right).$$

Integrating the equation above along an arc $`[s_0,s_1]`$ of harmonic mean curvature line, it follows that:

$$\frac{dv}{dv_0}|_{v_0=0}=\frac{\left(\tau _g\left(s_1\right)\right)^{\frac{1}{2}}}{\left(\tau _g\left(s_0\right)\right)^{\frac{1}{2}}}exp[_{s_0}^{s_1}[\frac{\left[\frac{𝒦}{}\right]_v}{2\tau _g}+\frac{k_g}{\tau _g}(\frac{𝒦}{})]ds.$$
(9)
Applying 9 along the harmonic mean curvature cycle of length $`L`$, obtain

$$\frac{dv}{dv_0}|_{v_0=0}=exp[_0^L[\frac{\left[\frac{𝒦}{}\right]_v}{2\tau _g}+\frac{k_g}{\tau _g}(\frac{𝒦}{})]ds.$$

From the equation $`𝒦=\left(egf^2\right)/\left(EGF^2\right)`$ evaluated at $`v=0`$ it follows that $`𝒦=\frac{𝒦}{}\left[2\frac{𝒦}{}\right]\tau _g^2.`$ Solving this equation it follows that $`\tau _g`$=$`\pm \frac{\sqrt{𝒦}}{}\sqrt{^2𝒦}`$

This ends the proof. ∎

###### Remark 2.

At this point we show how to extend the expression for the derivative of the hyperbolicity of harmonic mean curvature cycles established for class $`C^6`$ to class $`C^3`$ (in fact we need only class $`C^4`$).

The expression 9 is the derivative of the transition map for a harmonic mean curvature foliation (which at this point is only of class $`C^1`$), along an arc of harmonic mean curvature line. In fact, this follows by approximating the $`C^3`$ immersion by one of class $`C^6`$. The corresponding transition map (now of class $`C^4`$) whose derivative is given by expression 9 converges to the original one (in class $`C^1`$) whose expression must given by the same integral, since the functions involved there are the uniform limits of the corresponding ones for the approximating immersion.

###### Proposition 4.

Let $`\alpha :𝕄^3`$ be an immersion of class $`C^r`$, $`r6`$, and $`c`$ be a maximal harmonic mean curvature cycle of $`\alpha `$, parametrized by arc length and of length $`L`$. Consider a chart $`(s,v)`$ as in lemma 2 and consider the deformation

$$\beta _ϵ(s,v)=\beta (ϵ,s,v)=\alpha (s,v)+ϵ\left[\frac{A_1\left(s\right)}{6}v^3\right]\delta \left(v\right)N\left(s\right)$$

where $`\delta =1`$ in neighborhood of $`v=0`$, with small support and $`A_1(s)=\tau _g(s)>0`$.

Then $`c`$ is a harmonic mean curvature cycle of $`\beta _ϵ`$ for all $`ϵ`$ small and $`c`$ is a hyperbolic harmonic mean curvature cycle for $`\beta _ϵ`$, $`ϵ0`$.

###### Proof.

In the chart $`(s,v)`$, for the immersion $`\beta _ϵ`$, it is obtained that:

$`E_ϵ(s,v)`$ $`=12k_g\left(s\right)v+h.o.t`$
$`F_ϵ(s,v)`$ $`=0+0.v+h.o.t`$
$`G_ϵ(s,v)`$ $`=1+0.v+h.o.t`$
$`e_ϵ(s,v)`$ $`={\displaystyle \frac{𝒦}{}}\left(s\right)+v[\tau _g^{}\left(s\right)2k_g\left(s\right)\left(s\right))]+h.o.t`$
$`f_ϵ(s,v)`$ $`=\tau _g\left(s\right)+\left[\left(2\left(s\right){\displaystyle \frac{𝒦}{}}\left(s\right)\right)^{}+k_g\tau _g\right]v+h.o.t`$
$`g_ϵ(s,v)`$ $`=2\left(s\right){\displaystyle \frac{𝒦}{}}\left(s\right)+v\left[A\left(s\right)+ϵA_1\left(s\right)\right]+h.o.t`$
In the expressions above $`E_ϵ=<\beta _s,\beta _s>`$, $`F_ϵ=<\beta _s,\beta _v>`$, $`G_ϵ=<\beta _v,\beta _v>`$, $`e_ϵ=<\beta _{ss},N>`$, $`f_ϵ=<N,\beta _{sv}>,`$ $`g_ϵ=<N,\beta _{vv}>`$, where $`N=N_ϵ=\beta _s\beta _v/\beta _s\beta _v.`$

For all $`ϵ`$ small it follows that:

$`\left(e_ϵ{\displaystyle \frac{𝒦_ϵ}{_ϵ}}E_ϵ\right)(s,0,ϵ)=`$ $`0`$
$`𝒦_{ϵ}^{}{}_{v}{}^{}(s,0,ϵ)=`$ $`ϵ{\displaystyle \frac{𝒦_ϵ}{_ϵ}}A_1\left(s\right)+f_1(k_g,\tau _g,𝒦,)\left(s\right)`$
$`_{ϵ}^{}{}_{v}{}^{}(s,0,ϵ)=`$ $`{\displaystyle \frac{1}{2}}ϵA_1\left(s\right)+f_2(k_g,\tau _g,𝒦,)\left(s\right)`$
$`{\displaystyle \frac{d}{dϵ}}\left[{\displaystyle \frac{𝒦_ϵ}{_ϵ}}\right]_v|_{ϵ=0}=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{𝒦}{^2}}A_1\left(s\right).`$
Therefore $`c`$ is a maximal harmonic mean curvature cycle for all $`\beta _ϵ`$.

Assuming that $`A_1\left(s\right)=4\tau _g\left(s\right)>0`$, it results that

$$\frac{d}{dϵ}\left(ln\pi ^{}\left(0\right)\right)|_{ϵ=0}=_0^L\frac{d}{dϵ}\left(\frac{\left(\frac{𝒦_ϵ}{_ϵ}\right)_v}{2\tau _g}+\frac{k_g}{\tau _g}\left(_ϵ\frac{𝒦_ϵ}{_ϵ}\right)\right)𝑑s=_0^L\frac{𝒦}{^2}𝑑s>0.$$

As a synthesis of propositions 3 and 4, the following theorem is obtained.

###### Theorem 2.

An immersion $`\alpha ^{r,s}\left(𝕄^2\right)`$, $`r6`$, is $`C^6`$local harmonic mean curvature structurally stable at a harmonic mean curvature cycle $`c`$ if only if,

$$_0^L\left[\frac{\left[\frac{𝒦}{}\right]_v}{2\tau _g}+\frac{k_g}{\tau _g}\left(\frac{𝒦}{}\right)\right]𝑑s0.$$

###### Proof.

Using propositions 3 and 4, the local topological character of the foliation can be changed by small perturbation of the immersion, when the cycle is not hyperbolic. ∎

## 5.  Harmonic Mean Curvature Lines near the Parabolic Curve

Let $`0`$ be a parabolic point of a $`C^r,r6`$, immersion $`\alpha `$ parametrized in a Monge chart $`(x,y)`$ by $`\alpha (x,y)=(x,y,z(x,y))`$, where

$`z(x,y)=`$ $`{\displaystyle \frac{k}{2}}y^2+{\displaystyle \frac{a}{6}}x^3+{\displaystyle \frac{b}{2}}xy^2+{\displaystyle \frac{d}{2}}x^2y+{\displaystyle \frac{c}{6}}y^3`$ (10)
$`+`$ $`{\displaystyle \frac{A}{24}}x^4+{\displaystyle \frac{B}{6}}x^3y+{\displaystyle \frac{C}{4}}x^2y^2+{\displaystyle \frac{D}{6}}xy^3+{\displaystyle \frac{E}{24}}y^4+O\left(5\right)`$
The coefficients of the first and second fundamental forms are given by:

$`E(x,y)=`$ $`1+O\left(4\right)`$ (11)
$`F(x,y)=`$ $`+O\left(3\right)`$
$`G(x,y)=`$ $`1+k^2y^2+O\left(3\right)`$
$`e(x,y)=`$ $`ax+dy+{\displaystyle \frac{A}{2}}x^2+Bxy+{\displaystyle \frac{C}{2}}y^2+O\left(3\right)`$
$`f(x,y)=`$ $`dx+by+{\displaystyle \frac{B}{2}}x^2+Cxy+{\displaystyle \frac{D}{2}}y^2+O\left(3\right)`$
$`g(x,y)=`$ $`k+bx+cy+{\displaystyle \frac{C}{2}}x^2+Dxy+{\displaystyle \frac{1}{2}}\left(Ek^3\right)y^2+O\left(3\right)`$
The Gaussian and the Arithmetic Mean curvatures are given by

$`𝒦(x,y)=`$ $`k\left(ax+dy\right)+{\displaystyle \frac{1}{2}}\left(Ak+2ab2d^2\right)x^2+\left(Bk+acbd\right)xy`$ (12)
$`+`$ $`{\displaystyle \frac{1}{2}}\left(Ck+2cd2b^2\right)y^2+O\left(3\right),`$
$`(x,y)=`$ $`{\displaystyle \frac{1}{2}}k+{\displaystyle \frac{1}{2}}\left(a+b\right)x+{\displaystyle \frac{1}{2}}\left(c+d\right)y+\left(A+C\right){\displaystyle \frac{x^2}{4}}`$
$`+`$ $`\left(B+D\right)xy+\left(E3k^3+C\right){\displaystyle \frac{y^2}{4}}+O\left(3\right)`$
The coefficients of the quadratic differential equation 2 are given by

$`L=`$ $`k^2+k\left(2ba\right)x+k\left(2cd\right)y+\left(2kCAk+2b^2+4d^22ab\right){\displaystyle \frac{x^2}{2}}`$ (13)
$`+`$ $`\left(3dbac+2kDkB+2cb\right)xy`$
$`+`$ $`\left(2c^2+4b^2+2kE2cdkC2k^4\right){\displaystyle \frac{y^2}{2}}+O\left(3\right)`$
$`M=`$ $`2k(d.x+b.y)+(4ad+2kB+4bd){\displaystyle \frac{x^2}{2}}+2(b^2+d^2+ab+kC+cd)xy`$
$`+`$ $`\left(4bd+2kD+4cb\right){\displaystyle \frac{y^2}{2}}+O\left(3\right)`$
$`N=`$ $`k\left(ax+dy\right)+\left(2a^2+4d^22abAk\right){\displaystyle \frac{x^2}{2}}`$
$`+`$ $`\left(2adkB+3bdac\right)xy+\left(2d^2+4b^2kC2cd\right){\displaystyle \frac{y^2}{2}}+O\left(3\right)`$
###### Lemma 3.

Let $`0`$ be a parabolic point and consider the parametrization $`(x,y,h(x,y))`$ as above. If $`k>0`$ and $`a^2+d^20`$ then the set of parabolic points is locally a regular curve normal to the vector $`(a,d)`$ at $`0`$.

If $`a0`$ the parabolic curve is transversal to the minimal principal direction $`(1,0)`$.

If $`a=0`$ then the parabolic curve is tangent to the principal direction given by $`(1,0)`$ and has quadratic contact with the corresponding minimal principal curvature line if $`dk(Ak3d^2)0`$.

###### Proof.

If $`a0`$, from the expression of $`𝒦`$ given by equation 12 it follows that the parabolic line is given by $`x=\frac{d}{a}y+O_1\left(2\right)`$ and so is transversal to the principal direction $`(1,0)`$ at $`(0,0)`$.

If $`a=0`$, from the expression of $`𝒦`$ given by equation 12 it follows that the parabolic line is given by $`y=\frac{2d^2Ak}{2dk}x^2+O_2\left(3\right)`$ and that $`y=\frac{d}{2k}x^2+O_3\left(3\right)`$ is the principal line tangent to the principal direction $`(1,0)`$. Now the condition of quadratic contact $`\frac{2d^2Ak}{2dk}\frac{d}{2k}`$ is equivalent to $`dk\left(Ak3d^2\right)0`$.∎

###### Proposition 5.

Let $`0`$ be a parabolic point and the Monge chart $`(x,y)`$ as above.

If $`a0`$ then the mean harmonic curvature lines are transversal to the parabolic curve and the mean curvatures lines are shown in the picture below, the cuspidal case.

If $`a=0`$ and $`\sigma =k^2(Ak3d^2)0`$ then the mean harmonic curvature lines are shown in the picture below. In fact, if $`\sigma >0`$ then the mean harmonic curvature lines are folded saddles. Otherwise, if $`\sigma <0`$ then the mean harmonic curvature lines are folded nodes or folded focus according to $`\delta =23d^2+8Ak`$ be positive or negative. The two separatrices of these tangential singularities, folded saddle and folded node, as illustrated in the Figure 2 below, are called parabolic separatrices.

###### Proof.

Consider the quadratic differential equation

$$H(x,y,[dx:dy])=Ldy^2+Mdxdy+Ndx^2=0$$

and the Lie-Cartan line field $`X`$ of class $`C^{r3}`$ defined by

$`x^{}=`$ $`H_p`$
$`y^{}=`$ $`pH_p`$
$`p^{}=`$ $`\left(H_x+pH_y\right),p={\displaystyle \frac{dy}{dx}}`$
where $`L`$, $`M`$ and $`N`$ are given by equation 13.

If $`a0`$ the vector $`Y`$ is regular and therefore the mean harmonic curvature lines are transversal to the parabolic line and at parabolic points these lines are tangent to the principal direction $`(1,0)`$.

If $`a=0`$, direct calculation gives $`H\left(0\right)=0,H_x\left(0\right)=0,H_y\left(0\right)=kd,H_p\left(0\right)=0.`$

$`DX\left(0\right)=\left(\begin{array}{ccc}2kd& 2kb& 2k^2\\ 0& 0& 0\\ Ak4d^2& kB3bd& kd\end{array}\right)`$ (14)
The non vanishing eigenvalues of $`DX\left(0\right)`$ are

$$\lambda _1=\left(\frac{1}{2}d+\frac{1}{2}\sqrt{23d^2+8Ak}\right)k,\lambda _2=\left(\frac{1}{2}d\frac{1}{2}\sqrt{23d^2+8Ak}\right)k$$

Therefore, $`\lambda _1\lambda _2=2k^2\left(Ak3d^2\right)`$.

It follows that $`0`$ is a hyperbolic singularity provided $`\sigma \left(Ak3d^2\right)kd0`$. If $`\sigma >0`$ then the mean harmonic curvature lines are folded saddles and if $`\sigma <0`$ then the mean harmonic curvature lines are folded nodes $`\left(8Ak23d^2>0\right)`$ or folded focus $`\left(8Ak23d^2<0\right)`$. See Figure 2 above.

###### Theorem 3.

An immersion $`\alpha ^{r,s}\left(𝕄^2\right)`$, $`r6`$, is $`C^6`$local harmonic mean curvature structurally stable at a tangential parabolic point $`p`$ if only if, the condition $`\sigma \delta 0`$ in proposition 5 holds.

###### Proof.

Direct from Lemma 3 and proposition 5, the local topological character of the foliation can be changed by small perturbation of the immersion when $`\delta \sigma =0`$. ∎

### 5.1.  Asymptotic Lines near a Parabolic Curve

###### Proposition 6.

Let $`0`$ be a parabolic point and the Monge chart $`(x,y)`$ as above.

If $`a0`$ then the mean asymptotic lines are transversal to the parabolic curve and are shown in the picture below, the cuspidal case.

If $`a=0`$ and $`\sigma =k^2(Ak3d^2)0`$ then the asymptotic are shown in the picture below. In fact, if $`\sigma <0`$ then the asymptotic lines are folded saddles. Otherwise, if $`\sigma >0`$ then the asymptotic lines are folded nodes or folded focus according to $`\delta _a=25d^28Ak`$ be positive or negative. The two separatrices of these tangential singularities, folded saddle and folded node, as illustrated in Figure 3 below, are called parabolic separatrices.

###### Proof.

The proof follows from direct calculations similar to those performed in proposition 5. In fact, considering the implicit differential equation

$$𝒜(x,y,p)=gp^2+2fp+e=0,p=\frac{dy}{dx}$$

where $`e`$, $`f`$ and $`g`$ are given by equation 11 and the Lie-Cartan line field

$$Y=𝒜_p\frac{}{x}+p𝒜_p\frac{}{y}\left(𝒜_x+p𝒜_y\right)\frac{}{x},$$

it follows that

$`DY\left(0\right)=\left(\begin{array}{ccc}2d& 2b& 2k\\ 0& 0& 0\\ A& B& 3d\end{array}\right)`$ (15)
The non vanishing eigenvalues of $`DY\left(0\right)`$ are

$$r_1=\frac{1}{2}d+\frac{1}{2}\sqrt{25d^28Ak},r_2=\frac{1}{2}d\frac{1}{2}\sqrt{25d^28Ak}$$

Therefore, $`r_1r_2=2\left(Ak3d^2\right)`$.

It follows that $`0`$ is a hyperbolic singularity provided $`Ak3d^20`$. If $`Ak3d^2<0`$ then the mean harmonic curvature lines are folded saddles; if $`Ak3d^2>0`$ then the mean harmonic curvature lines are folded nodes $`\left(25d^28Ak>0\right)`$ or folded focus $`\left(25d^28Ak<0\right)`$. See Figure 3 above. ∎

###### Remark 3.

The geometric conditions of asymptotic folded saddles, nodes and focus near a parabolic line was obtained in .

###### Remark 4.

In the plane $`k=1`$ the diagram of folded saddles, folded nodes and folded focus for harmonic mean curvature lines and asymptotic lines is as shown in Figure 4 below.

## 6. Examples of Harmonic Mean Curvature Configurations

As mentioned in the Introduction, no examples of harmonic mean curvature foliations are given in the literature, in contrast with the principal and asymptotic foliation. In this section are studied the harmonic mean curvature configurations in two classical surfaces: The Torus and the Ellipsoid. In contrast with the principal case  (but in concordance with the arithmetic mean curvature one ) non-trivial recurrence can occur here.

###### Proposition 7.

Consider a torus of revolution $`T(r,R)`$ obtained by rotating a circle of radius $`r`$ around a line in the same plane and at a distance $`R`$, $`R>r`$, from its center. Define the function $`\rho `$ of $`a=\frac{r}{R}`$, as follows:

$$\rho =\rho \left(a\right)=_{\frac{\pi }{2}}^{\frac{\pi }{2}}\sqrt{\frac{a}{\mathrm{cos}s\left(1+a\mathrm{cos}s\right)}}𝑑s.$$

Consider the regular curves (folded extended harmonic lines) defined as the union of harmonic lines and parabolic points ( a harmonic line of one foliation that arrive at the parabolic set at a given point is continued through the line of the other foliation leaving the parabolic set at this point and so on). Then the folded extended harmonic mean curvature lines on $`T(r,R)`$, defined in the elliptic region are all closed or all recurrent according to $`\rho `$ or $`\rho `$. Furthermore, both cases occur for appropriate $`(r,R)`$.

###### Proof.

The torus of revolution $`T(r,R)`$ is parametrized by

$$\alpha (s,\theta )=(\left(R+r\mathrm{cos}s\right)\mathrm{cos}\theta ,\left(R+r\mathrm{cos}s\right)\mathrm{sin}\theta ,r\mathrm{sin}s).$$

Direct calculation shows that $`E=r^2,`$ $`F=0`$, $`G=\left[R+r\mathrm{cos}s\right]^2,`$ $`e=r`$, $`f=0`$ and $`g=\mathrm{cos}s\left(R+r\mathrm{cos}s\right)`$. Clearly $`(s,\theta )`$ is a principal chart.

The differential equation of the harmonic mean curvature lines, in the principal chart $`(s,\theta )`$, is given by $`eds^2gd\theta ^2=0`$. This is equivalent to

$$\mathrm{cos}s\left(1+a\mathrm{cos}s\right)d\theta ^2+ads^2=0,a=\frac{r}{R}$$

Solving the equation above it follows that,

$$_{\theta _0}^{\theta _1}𝑑\theta =\pm _{s_0}^{s_1}\sqrt{\frac{a}{\mathrm{cos}s\left(1+a\mathrm{cos}s\right)}}𝑑s.$$

So the two Poincaré maps, $`\pi _\pm :\left\{s=\frac{\pi }{2}\right\}\left\{s=\frac{\pi }{2}\right\}`$, defined by $`\pi _\pm \left(\theta _0\right)=\theta _0\pm 2\pi \rho \left(\frac{r}{R}\right)`$ have rotation number equal to $`\pm \rho \left(\frac{r}{R}\right)`$. Direct calculations gives that $`\rho \left(a\right)0`$ and $`\rho ^{}\left(a\right)0`$ for $`a>0`$. Therefore, both the rational and irrational cases occur. This ends the proof. ∎

###### Proposition 8.

Consider the ellipsoid $`𝔼_{a,b,c}`$ with three axes $`a>b>c>0`$. Then $`𝔼_{a,b,c}`$ have four umbilic points located in the plane of symmetry orthogonal to middle axis; they are of the type $`H_1`$ for harmonic mean curvature lines and of type $`D_1`$ for the principal curvature lines.

###### Proof.

This follows from proposition 2 and the fact that the arithmetic mean curvature lines have this configuration, as established in . ∎

###### Proposition 9.

Consider the ellipsoid $`𝔼_{a,b,c}`$ with three axes $`a>b>c>0`$. On the ellipse $`\mathrm{\Sigma }𝔼_{a,b,c}`$, containing the four umbilic points,$`p_i`$, $`i=1,\mathrm{},4,`$ oriented counterclockwise, denote by $`S_1=_{b^2}^{c^2}\frac{1}{\sqrt{h(v)}}𝑑v`$ the distance between the adjacent umbilic points $`p_1`$ and $`p_2`$ and by $`S_2=_{a^2}^{b^2}\frac{1}{\sqrt{h(u)}}𝑑u`$ the distance between the adjacent umbilic points $`p_1`$ and $`p_4`$, where $`h(x)=(x+a^2)(x+b^2)(x+c^2)`$. Define $`\rho =\frac{S_2}{S_1}`$.

Then if $`\rho `$ (resp. $`\rho `$) all the harmonic mean curvature lines are recurrent ( resp. all, with the exception of the harmonic mean curvature umbilic separatrices, are closed).

###### Proof.

The ellipsoid $`𝔼_{a,b,c}`$ belongs to the triple orthogonal system of surfaces defined by the one parameter family of quadrics, $`\frac{x^2}{a^2+\lambda }+\frac{y^2}{b^2+\lambda }+\frac{z^2}{c^2+\lambda }=1`$ with $`a>b>c>0`$, see also  and .

The following parametrization of $`𝔼_{a,b,c}`$.

$$\alpha (u,v)=(\pm \sqrt{\frac{M(u,v,a)}{W(a,b,c)}},\pm \sqrt{\frac{M(u,v,b)}{W(b,a,c)}},\pm \sqrt{\frac{M(u,v,c)}{W(c,a,b)}})$$

where,

$`M(u,v,w)=w^2\left(u+w^2\right)\left(v+w^2\right)`$ and $`W(a,b,c)=\left(a^2b^2\right)\left(a^2c^2\right)`$, define the ellipsoidal coordinates $`(u,v)`$ on $`𝔼_{a,b,c}`$, where $`u(b^2,c^2)`$ and $`v(a^2,b^2)`$.

The first fundamental form of $`𝔼_{a,b,c}`$ is given by:

$$I=ds^2=Edu^2+Gdv^2=\frac{1}{4}\frac{\left(uv\right)u}{h\left(u\right)}du^2+\frac{1}{4}\frac{\left(vu\right)v}{h\left(v\right)}dv^2$$

The second fundamental form is given by

$$II=edu^2+gdv^2=\frac{abc\left(uv\right)}{4\sqrt{uv}h\left(u\right)}du^2+\frac{abc\left(vu\right)}{4\sqrt{uv}h\left(v\right)}dv^2,$$

where $`h\left(x\right)=\left(x+a^2\right)\left(x+b^2\right)\left(x+c^2\right)`$. The four umbilic points are $`(\pm x_0,0,\pm z_0)=(\pm a\sqrt{\frac{a^2b^2}{a^2c^2}},0,\pm c\sqrt{\frac{c^2b^2}{c^2a^2}})`$.

The differential equation of the harmonic mean curvature lines is given by:

$$\frac{\left(du\right)^2}{h\left(u\right)}\frac{\left(dv\right)^2}{h\left(v\right)}=0$$

Define $`d\sigma _1=\frac{1}{\sqrt{h\left(u\right)}}du`$ and $`d\sigma _2=\frac{1}{\sqrt{h\left(v\right)}}dv`$. By integration, this leads to the chart $`(\sigma _1,\sigma _2)`$, in which the differential equation of the harmonic mean curvature lines is given by

$$d\sigma _1^2d\sigma _2^2=0.$$

On the ellipse $`\mathrm{\Sigma }=\left\{(x,0,z)\right|\frac{x^2}{a^2}+\frac{z^2}{c^2}=1\}`$ the distance between the umbilic points $`p_1=(x_0,0,z_0)`$ and $`p_4=(x_0,0,z_0)`$ is given by $`S_1=_{b^2}^{c^2}\frac{1}{\sqrt{h\left(v\right)}}𝑑v`$ and that between the umbilic points $`p_1=(x_0,0,z_0)`$ and $`p_2=(x_0,0,z_0)`$ is given by $`S_2=_{a^2}^{b^2}\frac{1}{\sqrt{h\left(u\right)}}𝑑u`$.

It is obvious that the ellipse $`\mathrm{\Sigma }`$ is the union of four umbilic points and the four principal umbilical separatrices for the principal foliations. So $`\mathrm{\Sigma }\backslash \{p_1,p_2,p_3,p_4\}`$ is a transversal section of both harmonic mean curvature foliations. The differential equation of the harmonic mean curvature lines in the principal chart $`(u,v)`$ is given by $`edu^2gdv^2=0`$, which amounts to $`d\sigma _1=\pm d\sigma _2`$. Therefore near the umbilic point $`p_1`$ the harmonic mean curvature lines with a harmonic mean curvature umbilic separatrix contained in the region $`\left\{y>0\right\}`$ define a the transition map $`\sigma _+:\mathrm{\Sigma }\mathrm{\Sigma }`$ which is an isometry, reversing the orientation, with $`\sigma _+\left(p_1\right)=p_1`$. This follows because in the principal chart $`(u,v)`$ this map is defined by $`\sigma _+:\left\{u=b^2\right\}\left\{v=b^2\right\}`$ which satisfies the differential equation $`\frac{d\sigma _2}{d\sigma _1}=1`$. By analytic continuation it results that $`\sigma _+`$ is an orientation reversing isometry, with two fixed points $`\{p_1,p_3\}`$. The harmonic reflection $`\sigma _{}`$, defined in the region $`y<0`$ have the two umbilics $`\{p_2,p_4\}`$ as fixed points.

So on the ellipse parametrized by arclength defined by $`\sigma _i`$, the Poincaré return map $`\pi _1:\mathrm{\Sigma }\mathrm{\Sigma }`$ ( composition of two isometries $`\sigma _+`$ and $`\sigma _{}`$) is a rotation with rotation number given by $`\frac{S_2}{S_1}`$.

Analogously for the other harmonic mean curvature foliation, with the Poincaré return map given by $`\pi _2=\tau _+\tau _{}`$, where $`\tau _+`$ and $`\tau _{}`$ are two isometries having respectively $`\{p_2,p_4\}`$ and $`\{p_1,p_3\}`$ as fixed points. ∎

## 7. On Harmonic Mean Curvature Structural Stability

In this section the results of sections 3, 4 and 5 are put together to provide sufficient conditions for harmonic mean curvature stability, outlined below.

###### Theorem 4.

The set of immersions $`𝒜_i\left(𝕄^2\right),i=1,\mathrm{\hspace{0.33em}2}`$ which satisfy conditions $`i`$), … , $`v`$) below are i-$`C^s`$-mean curvature structurally stable and $`𝒜_i,i=1,\mathrm{\hspace{0.33em}2}`$ is open in $`^{r,s}\left(𝕄^2\right),rs6`$.

* The parabolic curve is regular : $`𝒦=0`$ implies $`d𝒦0`$ and the tangential singularities are saddles and nodes.
* The umbilic points are of type $`H_i`$, $`i=1,\mathrm{\hspace{0.33em}2},\mathrm{\hspace{0.33em}3}`$.
* The harmonic mean curvature cycles of $`_{\alpha ,i}`$ are hyperbolic.
* The harmonic mean curvature foliations $`_{\alpha ,i}`$ has no separatrix connections. This means that there is no harmonic mean curvature line joing two umbilic or tangential parabolic singularities and being separatrices at both ends. See propositions 2 and 5
* The limit set of every leaf of $`_{\alpha ,i}`$ is a parabolic point, umbilic point or a harmonic mean curvature cycle.

###### Proof.

The openness of $`𝒜_i\left(𝕄^2\right)`$ it follows from the local structure of the harmonic mean curvature lines near the umbilic points of types $`H_i`$, $`i=1,2,3`$, near the harmonic mean curvature cycles and by the absence of umbilic harmonic mean curvature separatrix connections and the absence of recurrences. The equivalence can be performed by the method of canonical regions and their continuation as was done in  for principal lines, and in , for asymptotic lines. ∎

Notice that Theorem 4 can be reformulated so as to give the mean harmonic stability of the configuration rather than that of the separate foliations. To this end it is necessary to consider the folded extended lines, that is to consider the line of one foliation that arrive at the parabolic set at a given transversal point as continuing through the line of the other foliation leaving the parabolic set at this point, in a sort of “billiard”. This gives raise to the extended folded cycles and separatrices that must be preserved by the homeomorphism mapping simultaneously the two foliations.

Therefore the third, fourth and fifth hypotheses above should be modified as follows:

* the extended folded periodic cycles should be hyperbolic,
* the extended folded separatrices should be disjoint,
* the limit set of extended lines should be umbilic points, parabolic singularities and extended folded cycles.

The class of immersions which verify the extended five conditions i), ii), iii’), iv’), v’) of a compact and oriented manifold $`𝕄^2`$ will be denoted by $`𝒜\left(𝕄^2\right)`$.

This procedure has been adopted by the authors in the case of asymptotic lines by the suspension operation in order to pass from the foliations to the configuration and properly formulate the stability results. See .

###### Remark 5.

In the space of convex immersions $`_c^{r,s}(𝕊^2)`$ ( $`𝒦_\alpha >0`$), the sets $`𝒜(𝕊^2)`$ and $`𝒜_1(𝕊^2)𝒜_2(𝕊^2)`$ coincide.

The genericity result involving the five conditions above is formulated now.

###### Theorem 5.

The sets $`𝒜_i,i=1,\mathrm{\hspace{0.33em}2}`$ are dense in $`^{r,2}\left(𝕄^2\right),r6`$.

In the space $`_c^{r,2}\left(𝕊^2\right)`$ the set $`𝒜\left(𝕊^2\right)`$ is dense.

The main ingredients for the proof of this theorem are the Lifting and Stabilization Lemmas, essential for the achievement of condition five. The conceptual background for this approach goes back to the works of Peixoto and Pugh.

The elimination of non-trivial recurrences – the so called “Closing Lemma Problem”– as a step to achieve condition $`v)`$is by far the most difficult of these details. See the book of Palis and Melo, , for a presentation of these ideas in the case of vector fields on surfaces.

The proof of theorem 5 will be postponed to a forthcoming paper . It involves technical details that are closer to those of the proofs of genericity theorems given by Gutierrez and Sotomayor, , for principal curvature lines and by Garcia and Sotomayor, , for arithmetic curvature lines.

## 8. Additional Comments and a Related Problem

The study of families of curves on surfaces defined by normal curvature properties and their singularities has attracted the interest of generations of mathematicians, among whom can be mentioned Euler, Monge, Dupin, Gauss, Cayley, Darboux, Gullstrand, Caratheodory, Hamburger. See  for references.

On the other hand, the ideas on the “Qualitative Theory of Differential Equations” initiated by Poincaré and culminating with the study of the Structural Stability and Genericity of differential equations on surfaces, made systematic from $`1937`$ to $`1962`$ due to the seminal work of Andronov Pontrjagin and Peixoto, were assimilated by Gutierrez, Garcia and Sotomayor and, reformulated, were applied to principal curvature lines  as well as to other differential equations of classical geometry: asymptotic lines , arithmetic and geometric mean curvature lines , and harmonic mean curvature lines studied here.

Thus, progress in Differential Equations and Geometry led to delineate a fruitful field of interaction of Geometry and Analysis.

The work of Monge, on the principal configuration of the Ellipsoid; that of Dupin, on Triply Orthogonal families of surfaces and the study of Darboux, on umbilic points on a surface, are the classical geometric paradigms of this field of interaction.

An overview of the ensemble of recent contributions of the authors and others, cited here, reveals that there is a common ground. In fact, they share an analogy in purpose, problems and methods of analysis. It seems, therefore, appropriate to inquire here for the common mathematical features they enjoy and for the discrepancies they present.

In principle any expression such as $`\mu `$= $`\mu (k_1,k_2)[k_1,k_2]`$, involving the principal curvatures, could be rightly called a “mean curvature”.

The situations that appear in the works quoted above correspond to the Principal Curvatures: $`\mu `$=$`k_1`$ or $`\mu `$=$`k_2`$, Arithmetic, Geometric and Harmonic Mean Curvatures: $`\mu `$ = $``$, $`\mu `$ = $`𝒦^{1/2}`$ and $`\mu `$ = $`\frac{𝒦}{}`$. The asymptotic lines correspond to $`\mu =0`$. To these five functions we will refer to as the “classical” mean curvature functions.

At this point, a pertinent problem is proposed to provoke the discussion. Problem 1. Formulate and prove a general theorem from which the results obtained before for the “classical” mean curvature functions would follow and that also would include an interesting class of “new” curvature functions $`\mu `$= $`\mu (k_1,k_2)`$ and associated differential equations.

There are a great number of means that are of interest in Analysis. For instance the Holder Means

$$H_r(k_1,k_2)=\left[\left(k_1^r+k_2^r\right)/2\right]^{1/r},$$

which contains, in the form of a one parameter family, the classical means. In fact, Arithmetic, corresponds to $`r=1`$; Geometric, corresponds to $`r=0`$, understood as a limit as $`r0`$; Harmonic, corresponds to $`r=1`$. See Hardy et al. .

There are also more subtle, non-algebraic means, such as the AGM-mean, obtained from the limit of the Arithmetic and Geometric. This limit was studied classically by Gauss and Legendre. See the book of Borwein and Borwein  for the connections of these means with differential equations and the number $`\pi `$. The interest of this mean for Geometry seems to have been overlooked so far.

A satisfactory answer to Problem 1 involves an analysis of the limits of the methods introduced in the recent papers and their adaptability to deal with configurations associated to “new” mean curvature functions. Bearing in mind the “ closing lemma” difficulties mentioned at the end of the previous section, this analysis will be postponed to another work, , which contains a proposal for a partial solution.

Jorge Sotomayor
Instituto de Matemática e Estatística,
Universidade de São Paulo,
Rua do Matão 1010, Cidade Universitária,
CEP 05508-090, São Paulo, S.P., Brazil
Ronaldo Garcia
Instituto de Matemática e Estatística,
Universidade Federal de Goiás,
CEP 74001-970, Caixa Postal 131,
Goiânia, GO, Brazil


text:
# Strings in de Sitter space

## I Introduction

A number of different topological defects  are thought to have been formed during the phase transitions in the early universe. Depending on the topology of the vacuum manifold $``$ these are domain walls, strings, monopoles and textures corresponding to the homotopy groups $`\pi _0()`$, $`\pi _1()`$, $`\pi _2()`$ and $`\pi _3()`$, respectively. Cosmic strings  have always gained a lot of interest since they are thought to be important for the structure formation in the universe due to their huge energy per unit length (roughly $`10^{21}\frac{kg}{m}`$ for a string formed at GUT scale $`10^{16}GeV`$).

A classical field theory model which has string-like solutions is the Abelian Higgs model . These solutions, also sometimes called “vortices”, correspond to infinitely long objects. They have a core radius inverse proportional to the Higgs boson mass and magnetic flux tubes with radius proportional to the inverse of the gauge boson mass. Coupling the Abelian Higgs model minimally to gravity, the influence of the vortex on the geometry of space-time was investigated analytically . It was shown that far away from the core of the string the space-time is Minkowski minus a wedge. It was also realised  that if the vacuum expectation value of the Higgs field is sufficiently large (corresponding to strings having formed at a phase transition with energy scale much higher than the GUT scale), then a different type of solution is possible. These so-called “supermassive strings” exist only on a finite interval of the radial coordinate and have a curvature singularity at the maximal value of the radial coordinate. The existence of further solutions was investigated in a detailed numerical analysis . It was found that the parameter space is indeed divided by the curve of maximal angular deficit $`2\pi `$. If the deficit is smaller than $`2\pi `$, so-called “open”, i.e. infinitely extended solutions were found. One is the above mentioned cosmic string solution  which however has a “shadow” solution of Melvin-type for all values of the coupling constants. For deficit large than $`2\pi `$, only the “supermassive”, “closed” solutions exist .

The static solutions of the model without gauge field, so-called global strings, have also been studied . Like all global defects, the global string has a long-range Goldstone field which leads to a divergent energy. Moreover, the global string is characterised by a logarithmically divergent deficit angle in contrast to the local string which has a constant deficit angle. The coupling to gravity in the case of the static global monopole leads to a singularity-free monopole solution  in the sense that while the energy is still linearly divergent, the solid deficit angle is now finite. For the static global string the corresponding singularity can not be removed by coupling the system to gravity and only the assumption that the metric be time-dependent removes the singularity .

Since a number of astrophysical observations like e.g. the measurement of redshifts of Type Ia supernovae  has led scientists to believe that we live in a universe with positive cosmological constant, the study of topological defects in de Sitter (dS) space seems interesting. But it also is of interest from another point of view, namely the dS/CFT correspondence . This correspondence suggests a holographic duality between gravity in a $`d`$-dimensional dS space and a conformal field theory (CFT) “living” on the boundary of the dS spacetime and thus being $`d1`$-dimensional.

Recently, Nielsen-Olesen strings in the background of a $`4`$-dimensional de Sitter spacetime $`dS_4`$ have been studied . However, to our knowledge, the full system of coupled matter and metric field equations has not been studied yet. One of the aims of this paper is the investigation of exactly this point.

Motivated by some recent work on a composite system of a global and local monopole in curved space-time , we investigate the composite system of a global and Nielsen-Olesen string in a curved space-time with cosmological constant as well.

Our paper is organised as follows: we give the model and static, cylindrically symmetric Ansatz in Section 2. We give the equations of motion in Section 3. We discuss the pure Nielsen-Olesen solutions in Section 4, the global string solutions in Section 5 and the composite system of a global and Nielsen-Olesen string in Section 6. We give our summary in Section 7.

## II The Model

The model which describes a gravitating Nielsen-Olesen string interacting with a global one in the presence of a non-vanishing cosmological constant is given by the following action:

$$S=d^4x\sqrt{g}\left(\frac{1}{16\pi G}(R2\mathrm{\Lambda })+_{NO}+_{global}+_{inter}\right)$$
(1)
where $`R`$ is the Ricci scalar, $`G`$ denotes Newton’s constant and $`\mathrm{\Lambda }`$ is the cosmological constant. The Lagrangian of the Abelian Higgs model is given by :

$$_{NO}=\frac{1}{2}D_\mu \varphi (D^\mu \varphi )^{}\frac{1}{4}F_{\mu \nu }F^{\mu \nu }\frac{\lambda _1}{4}\left(\varphi \varphi ^{}\eta _1^2\right)^2$$
(2)
with the covariant derivative $`D_\mu =_\mu ieA_\mu `$ and the field strength $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu `$ of the U(1) gauge potential $`A_\mu `$ with coupling constant $`e`$. $`\varphi `$ is a complex scalar field (the Higgs field) with vacuum expectation value $`\eta _1`$ and self-coupling constant $`\lambda _1`$. The Lagrangian of the global string reads :

$$_{global}=\frac{1}{2}_\mu \chi ^\mu \chi ^{}\frac{\lambda _2}{4}\left(\chi \chi ^{}\eta _2^2\right)^2$$
(3)
where $`\chi `$ is a complex scalar field (the Goldstone field) with vacuum expectation value $`\eta _2`$ and self-coupling $`\lambda _2`$. Finally, following  we introduce an extra potential which couples (with coupling constant $`\lambda _3`$) the two sectors of the model directly to each other:

$$_{inter}=\frac{\lambda _3}{4}\left(\varphi \varphi ^{}\eta _1^2\right)\left(\chi \chi ^{}\eta _2^2\right)$$
(4)
Without this term, the global and local string would be coupled only indirectly over gravity. In this paper we will use units which $`\mathrm{}=c=1.`$

### A The Ansatz

In the following we shall analyse the classical equations of motion associated with the above system. In order to do that, let us write down the matter and gravitational fields as shown below. The most general, cylindrically symmetric line element invariant under boosts along the $`z`$direction is:

$$ds^2=N^2(\rho )dt^2d\rho ^2L^2(\rho )d\phi ^2N^2(\rho )dz^2.$$
(5)
The non-vanishing components of the Einstein tensor $`G_{\mu \nu }`$ then read:

$`G_{tt}=G_{zz}={\displaystyle \frac{N}{L}}\left(L_{\rho \rho }N+_\rho N_\rho L+N_{\rho \rho }L\right),`$ (6)
$`G_{rr}={\displaystyle \frac{_\rho N}{N^2L}}(2_\rho LN+_\rho NL),G_{\phi \phi }={\displaystyle \frac{L^2}{N^2}}(2N_{\rho \rho }N+(_\rho N)^2),`$ (7)
where $`_\rho `$ denotes the derivative with respect to $`\rho `$.

For the matter and gauge fields, we have:

$$\varphi (\rho ,\phi )=\eta _1h(\rho )e^{in\phi },$$
(8)
$$\chi (\rho ,\phi )=\eta _1f(\rho )e^{im\phi },$$
(9)
$$A_\mu dx^\mu =\frac{1}{e}(nP(\rho ))d\phi .$$
(10)
$`n`$ and $`m`$ are integers indexing the vorticity of the Higgs and Goldstone fields, respectively, around the $`z`$axis.

Substituting the above configurations into the matter Lagrangian density $`_M=_{NO}+_{global}+_{inter}`$, we obtain:

$`_M`$ $`=`$ $`{\displaystyle \frac{\eta _1^2}{2}}(_\rho h(\rho ))^2{\displaystyle \frac{\eta _1^2}{2}}(_\rho f(\rho ))^2{\displaystyle \frac{n^2}{2e^2L^2(\rho )}}(_\rho P(\rho ))^2`$ (11)
$``$ $`{\displaystyle \frac{\eta _1^2n^2}{2L^2(\rho )}}h^2(\rho )P^2(\rho ){\displaystyle \frac{\eta _1^2m^2}{2L^2(\rho )}}f^2(\rho ){\displaystyle \frac{\lambda _1\eta _1^4}{4}}(h^2(\rho )1)^2`$ (12)
$``$ $`{\displaystyle \frac{\lambda _2\eta _1^4}{4}}(f^2(\rho )q^2)^2{\displaystyle \frac{\lambda _3\eta _1^4}{2}}(h^2(\rho )1)(f^2(\rho )q^2).`$ (13)
## III Equations of Motion

We define the following dimensionless variable and function:

$$x=\sqrt{\lambda _1}\eta _1\rho ,L(x)=L(\rho )\eta _1\sqrt{\lambda _1}.$$
(14)
Then, the total Lagrangian only depends on the following dimensionless coupling constants

$$\gamma =8\pi G\eta _1^2,\alpha =e^2/\lambda _1,q=\frac{\eta _2}{\eta _1},\overline{\mathrm{\Lambda }}=\frac{\mathrm{\Lambda }}{\lambda _1\eta _1^2},\beta _i^2=\frac{\lambda _i}{\lambda _1},i=1,2,3.$$
(15)
Varying (1) with respect to the matter fields and metric functions, we obtain a system of five non-linear differential equations. The Euler-Lagrange equations for the matter field functions read:

$$\frac{(N^2Lh^{})^{}}{N^2L}=\frac{n^2}{L^2}hP^2+h(h^21)+\beta _3^2h(f^2q^2),$$
(16)
$$\frac{(N^2Lf^{})^{}}{N^2L}=\frac{m^2f}{L^2}+\beta _2^2f(f^2q^2)+\beta _3^2f(h^21),$$
(17)
$$\frac{L}{N^2}\left(\frac{N^2P^{}}{L}\right)^{}=\alpha h^2P,$$
(18)
while the Einstein equations

$$G_{\mu \nu }+\overline{\mathrm{\Lambda }}g_{\mu \nu }=\gamma T_{\mu \nu },\mu ,\nu =t,x,\phi ,z$$
(19)
read:

$`{\displaystyle \frac{(LNN^{})^{}}{N^2L}}`$ $`=`$ $`\overline{\mathrm{\Lambda }}+\gamma [{\displaystyle \frac{n^2(P^{}(x))^2}{2\alpha L^2}}{\displaystyle \frac{1}{4}}(h^2(x)1)^2{\displaystyle \frac{\beta _2^2}{4}}(f^2(x)q^2)^2`$ (20)
$``$ $`{\displaystyle \frac{\beta _3^2}{2}}(h^2(x)1)(f^2(x)q^2)]`$ (21)
and

$`{\displaystyle \frac{(N^2L^{})^{}}{N^2L}}`$ $`=`$ $`\overline{\mathrm{\Lambda }}\gamma [{\displaystyle \frac{n^2h^2(x)P^2(x)}{L^2(x)}}+{\displaystyle \frac{m^2f^2(x)}{L^2(x)}}+{\displaystyle \frac{n^2(P^{}(x))^2}{2\alpha L^2(x)}}+{\displaystyle \frac{1}{4}}(h^2(x)1)^2`$ (22)
$`+`$ $`{\displaystyle \frac{\beta _2^2}{4}}(f^2(x)q^2)^2+{\displaystyle \frac{\beta _3^2}{2}}(h^2(x)1)(f^2(x)q^2)]`$ (23)
Moreover, defining $`u=\sqrt{g}=N^2L`$ we get the following equation:

$`{\displaystyle \frac{u^{\prime \prime }(x)}{u(x)}}`$ $`=`$ $`3\overline{\mathrm{\Lambda }}\gamma [{\displaystyle \frac{n^2h^2(x)P^2(x)}{L^2(x)}}+{\displaystyle \frac{m^2f^2(x)}{L^2(x)}}{\displaystyle \frac{n^2(P^{}(x))^2}{2\alpha L^2(x)}}`$ (24)
$`+`$ $`{\displaystyle \frac{3}{4}}(h^2(x)1)^2+{\displaystyle \frac{3\beta _2^2}{4}}(f^2(x)q^2)^2`$ (25)
$`+`$ $`{\displaystyle \frac{3\beta _3^2}{2}}(h^2(x)1)(f^2(x)q^2)].`$ (26)
The prime now denotes the derivatives with respect to $`x`$.

### A Boundary Conditions

The requirement of regularity at the origin leads to the following boundary conditions:

$$h(0)=0,f(0)=0,P(0)=n$$
(27)
for the matter fields and

$$N(0)=1,N^{}(0)=0,L(0)=0,L^{}(0)=1.$$
(28)
for the metric fields. Since a cosmological horizon appears naturally in de Sitter space, we integrate the equations only up to this value of the coordinate $`x`$, $`x=x_0`$. In order for the core of the local string to lie completely within the horizon we require:

$$h(x=x_0)=1,f(x=x_0)=q,P(x=x_0)=0.$$
(29)
Note that due to the fact that the $`x`$ interval is finite, this is not (like in asymptotically flat space) a necessary condition for finite energy solutions. However, we have chosen these boundary conditions such that the energy-momentum tensor vanishes at $`x=x_0`$. In addition, the limit $`\overline{\mathrm{\Lambda }}0`$ which leads to $`x_0\mathrm{}`$ can be taken with these boundary conditions.

## IV Nielsen-Olesen strings in de Sitter space

First, we are interested in the case of the pure Nielsen-Olesen string. This corresponds to setting $`f(x)0`$ and $`q0`$ in the previous equations.

### A Vacuum solution

For the case of the pure gauge string, there is a vacuum solution of the equations. Setting $`P(x)=0`$ and $`h(x)=1`$, we find from (24), that:

$$N^2(x)L(x)=A\mathrm{sin}(\sqrt{3\overline{\mathrm{\Lambda }}}x)+B\mathrm{cos}(\sqrt{3\overline{\mathrm{\Lambda }}}x),A,B\mathrm{constants}.$$
(30)
Using the boundary conditions (28), we find the following solution:

$$N^2(x)L(x)=\frac{1}{\sqrt{3\overline{\mathrm{\Lambda }}}}\mathrm{sin}(\sqrt{3\overline{\mathrm{\Lambda }}}x).$$
(31)
This then can be put into (20) and (22) and we find the solutions:

$$N(x)=\mathrm{cos}^{2/3}(\sqrt{3\overline{\mathrm{\Lambda }}}\frac{x}{2})$$
(32)
and

$$L(x)=\frac{2^{2/3}}{\sqrt{3\overline{\mathrm{\Lambda }}}}[\mathrm{sin}(\sqrt{3\overline{\mathrm{\Lambda }}}x)]^{1/3}[\mathrm{tan}(\sqrt{3\overline{\mathrm{\Lambda }}}\frac{x}{2})]^{2/3}$$
(33)
where the coefficients again result from the boundary conditions (28). The first zero of $`N(x)`$ lies at $`x_0^v=\pi /\sqrt{3\overline{\mathrm{\Lambda }}}`$. At the same time, $`L(xx_0^v)\mathrm{}`$. This is the cosmological horizon of the vacuum solution. If we expand the metric functions around this horizon, we obtain:

$$N(xx_0^v)(\frac{\sqrt{3\overline{\mathrm{\Lambda }}}}{2})^{2/3}(xx_0^v)^{2/3}+\mathrm{}$$
(34)
and

$$L(xx_0^v)(\frac{\sqrt{3\overline{\mathrm{\Lambda }}}}{2})^{4/3}(xx_0^v)^{1/3}+...$$
(35)
This has the behaviour of a so-called Kasner solution :

$$ds^2=(k\rho )^{2a}dt^2d\rho ^2C^2(k\rho )^{2(b1)}\rho ^2d\phi ^2(k\rho )^{2c}dz^2$$
(36)
with $`a=c=2/3`$, $`b=1/3`$, $`k=\frac{\sqrt{3\overline{\mathrm{\Lambda }}}}{2}`$, $`C=1`$. These type of “closed” solutions have been found previously  for the case $`\overline{\mathrm{\Lambda }}=0`$ and were called “supermassive” strings. When calculating the Kretschmann scalar $`K=R^{\mu \nu \rho \sigma }R_{\mu \nu \rho \sigma }`$ one obtains  that $`K(xx_0^v)^4`$ and thus the solution has indeed a curvature singularity at $`x=x_0^v`$. Remarkable is that in the case of $`\overline{\mathrm{\Lambda }}=0`$, these type of solutions only appear for sufficiently high vacuum expectation values (vev) of the Higgs field corresponding to strings having formed at energy scales much higher than the GUT scale . For smaller values of the vev no singularity appears and the solutions exist on the full interval $`[0:\mathrm{}[`$. Accordingly, the numerical study showed  that these solutions exist for a $`\gamma >\gamma _{cr}`$.

### B Numerical results

Subject to the boundary conditions (28), we have studied the coupled system of equations numerically.

First, we fixed $`\alpha `$ and $`\overline{\mathrm{\Lambda }}`$ to study the influence of the gravitational coupling $`\gamma `$ on the solutions. We determined the value of $`x`$ at which the metric function $`N(x)`$ vanishes, i.e. $`N(x=x_0)=0`$. Our results for $`\alpha =1.0`$, $`\overline{\mathrm{\Lambda }}=0.005`$ and $`n=1`$, $`2`$ are shown in Fig. 1. As expected the value of $`x_0`$ decreases with increasing gravitational coupling $`\gamma `$. Moreover, we observe a steep decrease in $`x_0`$ for a relatively small range of $`\gamma `$. We have only plotted results for $`\gamma `$’s corresponding to $`x_05`$ since for large $`\gamma `$’s the numerics becomes increasingly difficult. The reason for this is indicated in Fig. 2, where we show the profiles of the metric functions $`N(x)`$, $`L(x)`$ as well as those of the matter field functions $`P(x)`$ and $`h(x)`$ for $`\alpha =1.0`$, $`\overline{\mathrm{\Lambda }}=0.005`$, $`n=1`$ and two different choices of $`\gamma `$. For $`\gamma =1.5`$, the value of $`x`$ at which the matter field functions reach their asymptotic values $`0`$ and $`1`$, respectively, is much smaller than the value of $`x_0`$. This means that the horizon clearly lies outside the core of the string. For $`\gamma =1.7`$, however, the situation is different. The value of $`x`$ at which $`h(x)`$ reaches $`1`$ is roughly equal to $`x_0`$, while $`P(x)`$ seems to be still greater than $`0`$ on the plot we present. This is due to the fact that the “real” solution would have a slightly higher $`x_0`$ at which $`P(x=x_0)=0`$. However, since $`L(xx_0)\mathrm{}`$, it is numerically impossible to reach the final solution. Nevertheless, the plot indicates that -like $`h(x)`$\- $`P(x)`$ just reaches its asymptotic value $`0`$ at $`x=x_0`$. Thus the horizon lies very close to the core of the string.

Then, we fixed $`\alpha `$ and $`\gamma `$ and determined $`x_0`$ in dependence on $`\overline{\mathrm{\Lambda }}`$. Our results for $`\alpha =\gamma =0.5`$ and $`n=1`$, $`2`$ together with the location of the cosmological horizon of the vacuum solution, $`x_0^v`$, are given in Fig. 3.

We clearly observe that the value of the cosmological horizon decreases with the increase of the cosmological constant, as expected. Moreover, an increase in the vorticity $`n`$ leads to a decrease of $`x_0`$ for the same $`\overline{\mathrm{\Lambda }}`$. For small $`\overline{\mathrm{\Lambda }}`$, $`x_0`$ of both the $`n=1`$ and the $`n=2`$ solution is very close to the corresponding $`x_0^v`$. This can again be explained by studying the behaviour of the matter field functions for varying $`\overline{\mathrm{\Lambda }}`$. As observed previously , we find that for fixed $`\alpha `$ and $`\gamma `$ and increasing $`\overline{\mathrm{\Lambda }}`$, the value of the coordinate $`x`$ at which the matter field functions reach their asymptotic values also increases, e.g. for $`\alpha =\gamma =0.5`$, $`n=2`$ we find that for $`\overline{\mathrm{\Lambda }}=0.001`$ the value of $`x`$, where the gauge field function reaches $`P(x^{0.1})=0.1`$ is $`x^{0.1}(\overline{\mathrm{\Lambda }}=0.001)6.2`$, while for $`\overline{\mathrm{\Lambda }}=0.005`$, we find $`x^{0.1}(\overline{\mathrm{\Lambda }}=0.005)6.45`$. This can be interpreted as representing a thicker string core due to an increased cosmological expansion. Thus the cosmological horizon lies closer and closer to the core of the string for increasing $`\overline{\mathrm{\Lambda }}`$ and so only for small $`\overline{\mathrm{\Lambda }}`$ the solution close to the cosmological horizon can be described by the vacuum solution. In Fig. 4, we show the profiles of $`N(x)`$ and $`L(x)`$ for $`\overline{\mathrm{\Lambda }}=0.01`$, $`\alpha =\gamma =0.5`$ and $`n=2`$ both for the Nielsen-Olesen string and the vacuum solution. Clearly, the solutions differ quite strongly.

## V Global strings in de Sitter space

This is the case of setting $`P(x)n`$ and $`h(x)0`$ (which implies $`\eta _10`$). The global string without a cosmological constant, i.e. $`\overline{\mathrm{\Lambda }}=0`$ has been studied extensively . To have a good starting solution for the construction of dS global strings, we have reconstructed the global string without cosmological constant. We find that the metric function $`N(x)`$ deviates very little from one, but that the quantity $`|N(x=0)N(x^{})|`$ is increasing with $`x^{}\mathrm{}`$. Moreover, $`L(x)`$ grows approximately linearly with $`x`$. This is the behaviour found in , namely that outside the core of the global string the metric functions behave like $`N^2=1\frac{\gamma }{2}\mathrm{ln}(\frac{x}{x_{gc}})`$, $`L^2=x^2(1\gamma \mathrm{ln}(\frac{x}{x_{gc}}))`$ with $`x_{gc}(q\beta _2)^1`$ being the core of the global string in our rescaled coordinates. Moreover, we recover the behaviour of the Goldstone field function $`f(x\mathrm{})=qO(x^2)`$.

### A Numerical results

For non-vanishing cosmological constant we find that the behaviour of $`N(x)`$ and $`L(x)`$ resembles that of the metric functions in the case of the Nielsen-Olesen string in de Sitter space (see previous section). Again, for all constants fixed and $`\overline{\mathrm{\Lambda }}`$ varied, we find that the value at which $`N(x=x_0)=0`$ decreases with increasing $`\overline{\mathrm{\Lambda }}`$, e.g. for $`\beta _2=1`$, $`q=0.1`$, $`\gamma =0.1`$, we find that $`x_0(\overline{\mathrm{\Lambda }}=10^4)180`$, while $`x_0(\overline{\mathrm{\Lambda }}=10^3)57`$. At the same time, the value of $`x`$ at which the function $`f(x)`$ reaches its vev increases with increasing $`\overline{\mathrm{\Lambda }}`$ which is due to the increased cosmological expansion thus leading to an extended string core. The behaviour of the function $`f(x)`$ depends crucially on the cosmological constant which determines the cosmological horizon and the parameters $`\beta _2`$ and $`q`$, which determine the radius of the string core. We will discuss these features in more detail in the context of composite topological defects in the next section.

## VI Composite system of global and Nielsen-Olesen string

Unlike in the case of the “pure” Nielsen-Olesen string, a complete analytical analysis of the composite system seems to be impossible. However, some additional information can be gained by analysing the energy density per unit length. Before discussing our numerical results, we make some remarks on this point in the following section.

The energy density per unit length of the composite defect is given by :

$$=\sqrt{g_3}T_0^0𝑑x_1𝑑x_2$$
(37)
where $`g_3`$ is the determinant of the $`2+1`$ dimensional metric $`ds^2=N^2(\rho )dt^2d\rho ^2L^2(\rho )d\phi ^2`$ and $`T_0^0=_M`$ is the $`00`$-component of the energy-momentum tensor. In the cylindrical coordinates, we get:

$``$ $`=`$ $`\pi \eta _1^2{\displaystyle _0^{x_0}}dxN(x)L(x)[{\displaystyle \frac{n^2}{\alpha L^2(x)}}(P^{}(x))^2+(h^{}(x))^2+(f^{}(x))^2`$ (38)
$`+`$ $`{\displaystyle \frac{n^2h^2(x)P^2(x)}{L^2(x)}}+{\displaystyle \frac{m^2f^2(x)}{L^2(x)}}+{\displaystyle \frac{1}{2}}(h^2(x)1)^2+{\displaystyle \frac{\beta _2^2}{2}}(f^2(x)q^2)^2`$ (39)
$`+`$ $`\beta _3^2(h(x)^21)(f^2(x)q^2)].`$ (40)
From this, we can observe that the composite defect has a finite energy density. There are two different scenarios now. If the product $`\beta _2q`$ is large enough the core of the global string is small and the cores of both strings lie within the cosmological horizon $`x_0`$. We can then assume that $`f(x_0)=q`$, $`f^{^{}}(x_0)=0`$, $`P(x_0)=0`$, $`h(x_0)=1`$. From before, we know that $`L(x)`$ goes to infinity close to the horizon, while $`N(x)L(x)`$ remains finite. Thus the integrand of (38) tends to zero like $`m^2q^2\frac{N(x)}{L(x)}`$. If the product $`\beta _2q`$ is small, the core of the global string extends to outside the horizon $`x_0`$. Then the integrand of (38) becomes $`N(x)L(x)\left[(f^{}(x))^2+\frac{m^2f^2(x)}{L^2(x)}+\frac{\beta _2^2}{2}(f^2(x)q^2)^2\right]`$. Since close to the horizon, the product $`N(x)L(x)`$ tends to zero, this is finite. We have indeed confirmed numerically that this is the case.

### A Numerical Results

Assuming that the behaviour of the metric functions $`N(x)`$ and $`L(x)`$ persists in the presence of all (non-trivial) matter fields (which indeed our numerical analysis confirms), we can insert (32) and (33) into (17). We obtain that:

$$f(xx_0)q+C(xx_0)^{8/3},C\mathrm{constant}$$
(41)
We have construct the composite model solution by starting from the Nielsen-Olesen (NO) string and increasing the parameter $`q`$ gradually from zero. Our numerical analysis confirms the assumption that the radius of the NO string core is smaller than that of the global string. Moreover, we find that the NO string always resides inside the horizon. As for the global string, we find that when the coupling constant $`\beta _2`$ is small the function $`f(x)`$ reaches the imposed expectation value $`f(x_0)=q`$ with a positive concavity, in particular the derivative $`f^{}|_{x=x_0}`$ is non zero and our numerical solution clearly suggests that the behaviour $`f(xx_0)q+C(xx_0)^{8/3}`$ is not fulfilled. This is demonstrated in Fig. 5, where we show $`f(x)`$ of the composite defect for $`\beta _2^2=1`$, $`\alpha =\gamma =\beta _1^2=1`$, $`q=0.1`$, $`\beta _3^2=0`$ and $`\overline{\mathrm{\Lambda }}=0.001`$. This suggests that for small values of the product $`\beta _2q`$, the argument demonstrated above doesn’t hold.

Increasing the value of $`\beta _2`$ we were able to produce solutions which seem to have the expected behaviour, i.e. $`f(0)=0`$, $`f(x=x_0)=q`$ and $`f^{}|_{x=x_0}=0`$. This is shown in Fig. 5 for $`\alpha =\gamma =\beta _1^2=1`$, $`q=0.1`$, $`\beta _3^2=0`$, $`\overline{\mathrm{\Lambda }}=0.001`$ and $`\beta _2^2=5`$, $`10`$, $`20`$, $`50`$, respectively. Of course, the occurrence of the singularity at $`x=x_0`$ renders the interpretation of the numerical results not hundred percent certain but we are rather confident that composite string defects which are regular inside the horizon exist for large enough $`\beta _2`$.

All these results are obtained for the case of $`\beta _3=0`$, i.e. the two defects interact with each other only indirectly over gravity. We have also attempted to construct solutions with $`\beta _30`$. We find that only for large enough values of the quotient $`\beta _2^2/\beta _3^2`$, the solutions seem well behaved. If $`\beta _2^2/\beta _3^2`$ is roughly of the order of $`10^2`$ (for $`\alpha =\gamma =\beta _1^2=1`$, $`q=0.1`$ and $`\overline{\mathrm{\Lambda }}=0.001`$), the behaviour of the functions is very similar to that in the case of $`\beta _3=0`$. For $`\beta _2^2/\beta _3^2`$ smaller than that, however, the functions $`f(x)`$ and $`h(x)`$ start to develop oscillations close to the cosmological horizon. The number of oscillations increases with the decrease of the quotient $`\beta _2^2/\beta _3^2`$. Thus, we conclude that directly interacting composite defects without the global string singularity only exist if the self-interaction of the global string is much larger than the interaction between the two defects.

## VII Conclusion

In this paper we have analysed both Nielsen-Olesen and global strings as well as the composite system of both defects in de Sitter space. When the matter fields are set equal to their vacuum expectation values (vev) in the case of the “pure” Nielsen-Olesen string, we were able to construct analytic solutions of the Einstein equations in terms of trigonometric functions. The metric tensor resembles that of so-called “supermassive” strings which exist in asymptotically flat space only for sufficiently high enough values of the vev of the Higgs field . These were considered as being “unphysical” since they should have formed at energy scales high above the GUT scale. Since recent observations indicate that we live in a universe with positive cosmological constant, and since we find that the existence of our solutions is not restricted to values of the Higgs field’s vev being large enough, these solutions might well be of relevance.

Our numerical analysis suggests that the general behaviour of the vacuum metric persists in the presence of the matter fields. E.g. comparing the location of the cosmological horizon $`x_0`$ in dependence on the coupling constants for the “pure” Nielsen-Olesen string and that of the vacuum solution, $`x_0^v`$, we find that for small $`\overline{\mathrm{\Lambda }}`$ and/or $`\gamma `$, $`x_0`$ and $`x_0^v`$ are nearly equal. For increasing $`\overline{\mathrm{\Lambda }}`$ and/or $`\gamma `$, the difference between the two increases. The reason for this is that the radius of the string core becomes comparable to the radius of the cosmological horizon and thus the assumption of a “vacuum” at the cosmological horizon is not valid any longer.

Constructing the global string and the composite defect of Nielsen-Olesen and global string, we find that the existence of solutions without a singularity resulting from the global string itself depends crucially on the product $`\beta _2q`$ which (in our rescaled coordinates) is inverse proportional to the radius of the global string’s core. If (for fixed $`q`$) $`\beta _2`$ is too small, the core of the global string extends to outside the cosmological horizon and the function $`f`$ reaches its vev with positive concavity. For large enough values of $`\beta _2`$, the core of the global string lies inside the horizon and our numerical results seem to indicate that a global string/composite defect without the normal singularity of the global string exists. However, note that the removal of the global string singularity which exists in asymptotically flat space can be achieved only by introducing a “new” singularity, the curvature singularity at the horizon.
Acknowledgement YB acknowledges the Belgian FNRS for financial support. BH was supported by an EPSRC grant.
Note added After finishing the manuscript, B. Linet has brought to our intention his paper “The static, cylindrically symmetric strings in general relativity with cosmological constant” \[J. Math. Phys. 27 (1986), pp. 1817-1818\], in which he discusses the vacuum solutions (32) and (33) “re-found” by us.