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# The spectral density function for the Laplacian on high tensor powers of a line bundle.

## 1. Introduction

Let $`X`$ be a compact $`2n`$-dimensional almost Kähler manifold, with symplectic form $`\omega `$ and almost complex structure $`J`$. Almost Kähler means that $`\omega `$ and $`J`$ are compatible in the sense that

$$\omega (Ju,Jv)=\omega (u,v)\text{ and }\omega (,J)0.$$

The combination thus defines an associated Riemannian metric $`\beta (,)=\omega (,J)`$. Any symplectic manifold possesses such a structure. We will assume further that $`\omega `$ is ‘integral’ in the cohomological sense. This means we can find a complex hermitian line bundle $`LX`$ with hermitian connection $``$ whose curvature is $`i\omega `$.

Recently, beginning with Donaldson’s seminal paper, , the notion of “nearly holomorphic” or “asymptotically holomorphic” sections of $`L^k`$ has attracted a fair amount of attention. Let us recall that one natural way to define spaces of such sections is by means of an analogue of the $`\overline{}`$-Laplacian .

The hermitian structure and connection on $`L`$ induce corresponding structures on $`L^k`$. In combination with $`\beta `$ this defines a Laplace operator $`\mathrm{\Delta }_k`$ acting on $`C^{\mathrm{}}(X;L^k)`$. Then the sequence of operators

$$𝒟_k=\mathrm{\Delta }_knk$$

has the same principal and subprincipal symbols as the d-bar Laplacian in the integrable case; in fact in the Kähler case $`𝒟_k`$ is the $`\overline{}`$-Laplacian. (By Kähler case we mean not only that $`J`$ is integrable but also that $`L`$ is hermitian holomorphic with $``$ the induced connection.) The large $`k`$ behavior of the spectrum of $`\mathrm{\Delta }_k`$ was studied (in somewhat greater generality) by Guillemin-Uribe . For our purposes, the main results can be summarized as follows:

###### Theorem 1.1.

 There exist constants $`a>0`$ and $`M`$ (independent of $`k`$), such that for large $`k`$ the spectrum of $`𝒟_k`$ lies in $`(ak,\mathrm{})`$ except for a finite number of eigenvalues contained in $`(M,M)`$. The number $`n_k`$ of eigenvalues in $`(M,M)`$ is a polynomial in $`k`$ with asymptotic behavior $`n_kk^n\mathrm{vol}(X)`$, and can be computed exactly by a symplectic Riemann-Roch formula.

Furthermore, if the eigenvalues in $`(M,M)`$ are labeled $`\lambda _j^{(k)}`$, then there exists a spectral density function $`qC^{\mathrm{}}(X)`$ such that for any $`fC()`$,

$$\frac{1}{n_k}\underset{j=1}{\overset{n_k}{}}f(\lambda _j^{(k)})\frac{1}{\mathrm{vol}(X)}_X(fq)\frac{\omega ^n}{n!},$$

as $`k\mathrm{}`$.

The proof of Theorem 1.1 is based on the analysis of generalized Toeplitz structures developed in .

By the remarks above, in the Kähler case all $`\lambda _j^{(k)}=0`$, corresponding to eigenfunctions which are holomorphic sections of $`L^k`$. Hence $`q0`$ for a true Kähler structure. In general, it is therefore natural to consider sections of $`L^k`$ spanned by the eigenvalues of $`𝒟_k`$ in $`(M,M)`$ as being analogous to holomorphic sections.

The goal of the present paper is to derive a simple geometric formula for the spectral density function $`q`$. Our main result is:

###### Theorem 1.2.

The spectral density function is given by

$$q=\frac{5}{24}|J|^2$$

###### Corollary 1.3.

The spectral density function is identically zero iff $`(X,J,\omega )`$ is Kähler.

It is natural to ask if one can choose $`J`$ so that $`q`$ is very small, i. e. if the symplectic invariant

$$j(X,\omega ):=inf\{|J|^2_{\mathrm{}};J\text{a compatible almost complex structure}\}$$

is always zero. We have learned from Miguel Abreu that for Thurston’s manifold $`j=0`$; it would be very interesting to find $`(X,\omega )`$ with $`j>0`$.

The proof of Theorem 1.2 starts with the standard and very useful observation that sections of $`L^k`$ are equivalent to equivariant functions on an associated principle bundle $`\pi :ZX`$. We endow $`Z`$ with a ‘Kaluza-Klein’ metric such that the fibers are geodesic. Then the main idea exploited in the proof is the construction of approximate eigenfunctions (quasimodes) of the Laplacian $`\mathrm{\Delta }_Z`$ concentrated on these closed geodesics. Such quasimodes are equivariant and thus naturally associated to sections of $`L^k`$. Moreover, the value of the spectral density function $`q(x)`$ is encoded in the eigenvalue of the quasimode concentrated on the fiber $`\pi ^1(x)Z`$.

## 2. Preliminaries

The associated principle bundle to $`L`$ is easily obtained as the unit circle bundle $`ZL^{}`$. There is a 1-1 correspondence between sections of $`L^k`$ and functions on $`Z`$ which are $`k`$-equivariant with respect to the $`S^1`$-action, i.e. $`f(z.e^{i\theta })=e^{ik\theta }f(z)`$.

The connection $``$ on $`L`$ induces a connection 1-form $`\alpha `$ on $`Z`$. The curvature condition on $``$ translates to

$$d\alpha =\pi ^{}\alpha ,$$

where $`\pi :ZX`$. Together with the Riemannian metric on $`X`$ and the standard metric on $`S^1=/2\pi `$, this defines a ‘Kaluza-Klein’ metric $`g`$ on $`Z`$ such that the projection $`ZX`$ is a Riemannian submersion with totally geodesic fibers. With these choices the correspondence between equivariant functions and sections extends to an isomorphism between

(2.1)
$$L^2(X,L^k)L^2(Z)_k,$$

where $`L^2(Z)_k`$ is the $`k`$-th isotype of $`L^2(Z)`$ under the $`S^1`$ action.

The Laplacian on $`Z`$ is denoted $`\mathrm{\Delta }_Z`$. By construction it commutes with the generator $`_\theta `$ of the circle action, and so it also commutes with the ‘horizontal Laplacian’:

(2.2)
$$\mathrm{\Delta }_h=\mathrm{\Delta }_Z+_\theta ^2.$$

The action of $`\mathrm{\Delta }_h`$ on $`L^2(Z)_k`$ is equivalent under (2.1) to the action of $`\mathrm{\Delta }_k`$ on $`L^2(X,L^k)`$.

For sufficiently large $`k`$, we let $`_kL^2(Z)_k`$ denote the span of the eigenvectors with eigenvalues in the bounded range $`(M,M)`$. The corresponding orthogonal projection is denoted $`\mathrm{\Pi }_k:L^2(Z)_k`$. The following fact appears in the course of the proof of Theorem 1.1:

###### Lemma 2.1.

 There is a sequence of functions $`q_jC^{\mathrm{}}(X)`$ such that

$$\mathrm{\Pi }_k\left(\mathrm{\Delta }_hnk\underset{j=0}{\overset{N}{}}k^j\pi ^{}q_j\right)\mathrm{\Pi }_k=O(k^{(N+1)}).$$

Moreover, the spectral density function $`q`$ in Theorem 1.1 is equal to $`q_0`$.

## 3. Quasimodes on the circle bundle

The key to the calculation of the spectral density function at $`x_0X`$ is the observation that, with the Kaluza-Klein metric, the assumptions on $`X`$ imply the stability of the geodesic fiber $`\mathrm{\Gamma }=\pi ^1(x_0)`$. Thus one should be able to construct an approximate eigenfunction, or quasimode, for $`\mathrm{\Delta }_Z`$ which is asymptotically localized on $`\mathrm{\Gamma }`$. The lowest eigenvalue of the quasimode (or rather a particular coefficient in its asymptotic expansion) will yield the spectral density function.

The computation is largely a matter of interpolating between two natural coordinate systems. From the point of view of writing down the Kaluza-Klein metric explicitly, the obvious coordinate system to use is given by first trivializing $`Z`$ to identify a neighborhood of $`\mathrm{\Gamma }`$ with $`S^1\times U_{x_0}`$, where $`U_{x_0}`$ is a neighborhood of $`x_0`$ in $`X`$ (the base point $`x_0`$ will be fixed throughout this section). On $`U_{x_0}`$ we can introduce geodesic normal coordinates centered at $`x_0`$. These coordinates will be denoted $`(\theta ,x^1,\mathrm{},x^{2n})`$. The base point $`z_0\mathrm{\Gamma }`$ corresponding to $`\theta =0`$ is arbitrary. In such coordinates the connection $`\alpha `$ takes the form $`\alpha =d\theta +\alpha _jdx^j`$.

We will follow the quasimode construction outlined in Babich-Buldyrev , which is essentially based in the normal bundle $`N\mathrm{\Gamma }TZ`$. Let $`\psi :N\mathrm{\Gamma }Z`$ be the map defined on each fiber $`N_z\mathrm{\Gamma }`$ by the restriction of the exponential map $`\mathrm{exp}_z:T_zZZ`$. Of course, $`\psi `$ is only a diffeomorphism near $`\mathrm{\Gamma }`$. The Fermi coordinate system along $`\mathrm{\Gamma }`$ is defined by the combination of $`\psi `$ and the choice of a parallel frame for $`N\mathrm{\Gamma }`$. Let $`\gamma (s)`$ be a parametrization of $`\mathrm{\Gamma }`$ by arclength, with $`\gamma (0)=z_0`$, $`\gamma ^{}(0)=_\theta `$. Let $`e_j(s)`$ be the frame for $`N_{\gamma (s)}\mathrm{\Gamma }`$ defined by parallel transport from the initial value $`e_j(0)=_j`$. Then the Fermi coordinates are defined by

$$(s,y^j)\psi (y^je_j(s)).$$

Note that $`s=\theta `$ only on $`\mathrm{\Gamma }`$.

### 3.1. The ansatz

Now we can formulate the construction of an asymptotic eigenfunction as a set of parabolic equations on $`N\mathrm{\Gamma }`$. Let $`\kappa `$ be an asymptotic parameter (eventually to be related to $`k`$). Setting $`u=e^{i\kappa s}U`$ we consider the equation

(3.1)
$$(\mathrm{\Delta }_Z\lambda )e^{i\kappa s}U(s,y)=0.$$

Since we are hoping to localize near $`y=0`$, the ansatz is to substitute $`u^j=\sqrt{\kappa }y^j`$ and do a formal expansion

(3.2)
$$e^{i\kappa s}\mathrm{\Delta }_Ze^{i\kappa s}=\kappa ^2+\kappa _0+\sqrt{\kappa }_1+_2+\mathrm{}.$$

This defines differential operators $`_j`$ on a neighborhood of the zero-section in $`N\mathrm{\Gamma }`$, but since the coefficients are polynomial in the $`y^j`$ variables, they extend naturally to all of $`N\mathrm{\Gamma }`$. We also make an ansatz of formal expansions for $`\lambda `$ and $`U`$:

$$\begin{array}{cc}\hfill \lambda & =\kappa ^2+\sigma +\mathrm{}\hfill \\ \hfill U& =U_0+\kappa ^1U_1+\mathrm{}\hfill \end{array}$$

Substituting these expansions into (3.1) and reading off the orders gives the equations

(3.3)
$$\begin{array}{cc}\hfill _0U_0& =0\hfill \\ \hfill _1U_0& =0\hfill \\ \hfill _0U_1& =(_2\sigma )U_0\hfill \end{array}$$

Since $`_j`$ is well-defined on $`N\mathrm{\Gamma }`$, we can seek global solutions $`U_j(s,y)`$, subject to the boundary condition $`lim_{|y|\mathrm{}}U_j=0`$. It turns out that $`_0`$ is a very familiar parabolic operator and the second equation is satisfied as a trivial consequence of the first. Solutions of the third equation exist only for a certain value of $`\sigma `$, and the main goal of this section is to compute this quantity.

By pulling back by $`\psi `$, we can use $`(\theta ,x)`$ as an alternate coordinate system on $`N\mathrm{\Gamma }`$ (near the zero section). We’ll use $`\overline{\beta }_{ij},\overline{\alpha }_i,\overline{\omega }_{ij},\overline{J}_j^i`$ to denote the various tensors lifted from $`X`$ and written in these coordinates (so all are independent of $`\theta `$). We let $`\overline{\mathrm{\Gamma }}_{\mu \nu }^\sigma `$ denote the Christoffel symbols of the Kaluza-Klein metric $`g`$ in the $`(\theta ,x)`$ coordinates. To reduce notational complexity insofar as possible, we will adopt the convention that unbarred expressions involving $`\beta _{ij},\alpha _i,\omega _{ij},J_j^i`$ and their derivatives are to be evaluated at the base point $`x_0X`$, e.g. $`\beta _{ij}=\overline{\beta }_{ij}|_{x=0}`$. The Christoffel symbols of $`\beta _{ij}`$ (evaluated at $`x_0`$) will be denoted by $`F_{jk}^l`$, with the same convention for derivatives. (Thus $`F_{jk}^l=0`$, but its derivatives are not zero.) The freedom in the trivialization of $`Z`$ may be exploited to assume that

$$\alpha _j=0,_j\alpha _k=\frac{1}{2}\omega _{jk}.$$

We’ll use $`g_{\mu \nu }`$ to denote the Kaluza-Klein metric expressed in the $`(\theta ,x)`$ coordinates (with the convention that Greek indices range over $`0,\mathrm{},2n`$ and Roman over $`1,\mathrm{},2n`$). Let $`_j`$ denote the vector field $`\frac{}{x^j}`$ on $`X`$. The horizontal lift of $`_j`$ to $`Z`$ is then

(3.4)
$$E_j=_j\overline{\alpha }_j_\theta .$$

The Kaluza-Klein metric is determined by the conditions:

$$g(E_j,_\theta )=0,g(_\theta ,_\theta )=1,g(E_j,E_k)=\overline{\beta }_{jk}.$$

Substituting in with (3.4) we quickly see that

$$g_{00}=1,g_{j0}=\overline{\alpha }_j,g_{jk}=\overline{\beta }_{jk}+\overline{\alpha }_j\overline{\alpha }_k.$$

In block matrix form we can write

(3.5)
$$g=\left(\begin{array}{cc}1& \overline{\alpha }\\ \overline{\alpha }& \overline{\beta }+\overline{\alpha }\overline{\alpha }\end{array}\right),$$

from which

(3.6)
$$g^1=\left(\begin{array}{cc}1+\overline{\alpha }\overline{\beta }^1\overline{\alpha }& \overline{\beta }^1\overline{\alpha }\\ \overline{\beta }^1\overline{\alpha }& \overline{\beta }^1\end{array}\right).$$

We’ll use $`G_{\mu \nu }`$ to denote the Kaluza-Klein metric written in the Fermi coordinates $`(s,y)`$, i.e.

$$G_{00}=g(\frac{}{s},\frac{}{s}),G_{0j}=g(\frac{}{s},\frac{}{y^j}),G_{ij}=g(\frac{}{y^i},\frac{}{y^j})$$

$`G_{\mu \nu }`$ is well-defined in a neighborhood of $`y=0`$, and with the ansatz above we only need to know its Taylor series to determine $`_j`$. As noted, the heart of the calculation will be the change of coordinates from $`(\theta ,x)`$ to $`(s,y)`$.

By assumption $`G_{\mu \nu }=\delta _{\mu \nu }`$ to second order in $`y`$. After the substitution $`u_j=\sqrt{\kappa }y_j`$, we can write the Taylor expansions of various components as

(3.7)
$$\begin{array}{cc}\hfill G_{00}& =1+\kappa ^1a^{(2)}+\kappa ^{3/2}a^{(3)}+\kappa ^2a^{(4)}+\mathrm{}\hfill \\ \hfill G_{0j}& =\kappa ^1b_j^{(2)}+\kappa ^{3/2}b_j^{(3)}+\mathrm{}\hfill \\ \hfill G_{jk}& =\delta _{jk}+\kappa ^1c_{jk}^{(2)}+\mathrm{},\hfill \end{array}$$

where $`(l)`$ denotes the term which is a degree $`l`$ polynomial in $`u`$. Then using the definition

$$\mathrm{\Delta }_Z=\frac{1}{\sqrt{G}}_\mu \left[\sqrt{G}G^{\mu \nu }_\nu \right],$$

we can substitute the expansions (3.7) into (3.2) and read off the first few orders in $`\kappa `$:

(3.8)
$$\begin{array}{cc}\hfill _0& =2i_sa^{(2)}_u^2\hfill \\ \hfill _1& =a^{(3)}+2ib_{}^{j}{}_{}{}^{(2)}\frac{}{u^j}+i(\frac{}{u^j}b_{}^{j}{}_{}{}^{(3)})\hfill \\ \hfill _2& =_s^2+2ia^{(2)}_sa^{(4)}+(a^{(2)})^2+(b^{(2)})^2\hfill \\ & +i\left[\frac{1}{2}_s\mathrm{Tr}c^{(2)}+2b_{}^{j}{}_{}{}^{(3)}\frac{}{u^j}+(\frac{}{u^j}b_{}^{j}{}_{}{}^{(3)})\right]\hfill \\ & +c_{}^{jk}{}_{}{}^{(2)}\frac{}{u^j}\frac{}{u^k}+(\frac{}{u^j}c_{}^{jk}{}_{}{}^{(2)})\frac{}{u^k}\frac{1}{2}\frac{}{u^j}[a^{(2)}+\mathrm{Tr}c^{(2)}]\frac{}{u^j}\hfill \end{array}$$

### 3.2. The metric in Fermi coordinates

For use in the calculation, let us first work out some simple implications of $`J^2=1`$. Using conventions as above, this means $`\overline{J}_j^k\overline{J}_k^m=\delta _j^m`$. Differentiating at the base point $`x_0`$ gives us

$$(_lJ_j^k)J_k^m=J_j^k(_lJ_k^m),J_j^k(_lJ_k^j)=0$$

The other basic fact is $`d\omega =0`$, which translates to

$$_l\omega _{jk}+_j\omega _{kl}+_k\omega _{lj}=0.$$

###### Lemma 3.1.

$$_lJ_j^l=0.$$

###### Proof.

Using the fact that $`J_j^l=\omega _{jk}\beta ^{kl}`$ we have

$$\begin{array}{cc}\hfill J_j^k(_lJ_k^l)& =(_lJ_j^k)J_k^l\hfill \\ & =(_l\omega _{jk})\omega ^{kl}\hfill \\ & =\frac{1}{2}(_l\omega _{jk}_k\omega _{jl})\omega ^{kl}\hfill \\ & =\frac{1}{2}(_j\omega _{kl})\omega ^{kl}\hfill \\ & =\frac{1}{2}(_jJ_k^l)J_l^k\hfill \\ & =0\hfill \end{array}$$

A similar fact, which will also be useful, is:

###### Lemma 3.2.

For any vector $`v^j`$ we have

$$(_lJ_j^m)v^j(\omega v)_m=0.$$

###### Proof.

$$\begin{array}{cc}\hfill (_lJ_j^m)v^j(\omega v)_m& =(_lJ_j^m)v^jJ_m^sv_s\hfill \\ & =(_lJ_m^s)v^jJ_j^mv_s\hfill \\ & =(_l\omega _{ms})(Jv)^mv^s\hfill \\ & =(_l\omega _{sm})(Jv)^mv^s\hfill \\ & =(_lJ_s^m)(\omega v)_mv^s\hfill \end{array}$$

To proceed, we must determine the terms in the Taylor expansion of $`G_{\mu \nu }`$ in terms of the geometric data $`\beta ,\omega ,J,\alpha `$. In terms of $`_j`$, let the parallel frame $`e_j(s)`$ be written $`T_j^k_k`$ (fixing $`j`$ for the moment). The parallel condition is

$$_sT_j^k=\overline{\mathrm{\Gamma }}_{0l}^kT_j^l,$$

where

$$\overline{\mathrm{\Gamma }}_{0l}^k|_{x=0}=\frac{1}{2}\beta ^{km}(_l\alpha _m_m\alpha _l)=\frac{1}{2}\beta ^{km}\omega _{lm}=\frac{1}{2}J_l^k.$$

The solution is

$$T_j^k=(e^{\frac{s}{2}J})_j^k.$$

Since this is the matrix relating the $`x`$-frame to the $`y`$-frame at $`x=0`$, we have $`\frac{x^k}{y^j}=T_j^k`$. This makes it convenient to introduce

$$z^k=T_j^ky^j.$$

The transformation to Fermi coordinates may now be written as

$$\theta =s+A(s,z),x^j=z^j+B^j(s,z).$$

The functions $`A`$ and $`B`$ are determined by the condition that the ray $`t(s,ty)`$ be a geodesic. Of course, we are really just interested in the Taylor expansions:

$$\begin{array}{cc}\hfill A& =\kappa ^1A^{(2)}+\kappa ^{3/2}A^{(3)}+\kappa ^2A^{(4)}+\mathrm{},\hfill \\ \hfill B^j& =\kappa ^1B_{}^{j}{}_{}{}^{(2)}+\kappa ^{3/2}B_{}^{j}{}_{}{}^{(3)}+\mathrm{},\hfill \end{array}$$

where degrees are labeled as above.

Denoting the $`t`$ derivative by a dot, the geodesic equations are

(3.9)
$$\begin{array}{cc}\hfill \ddot{\theta }& =\mathrm{\Gamma }_{00}^0\dot{\theta }^22\mathrm{\Gamma }_{0l}^0\dot{\theta }\dot{x}_l\mathrm{\Gamma }_{jl}^0\dot{x}_j\dot{x}_l\hfill \\ \hfill \ddot{x}_k& =\mathrm{\Gamma }_{00}^k\dot{\theta }^22\mathrm{\Gamma }_{0l}^k\dot{\theta }\dot{x}_l\mathrm{\Gamma }_{jl}^k\dot{x}_j\dot{x}_l\hfill \end{array}$$

The Christoffel symbols of $`g_{ij}`$ are

$$\begin{array}{cc}& \overline{\mathrm{\Gamma }}_{00}^0=\overline{\mathrm{\Gamma }}_{00}^j=0\hfill \\ & \overline{\mathrm{\Gamma }}_{0j}^0=\frac{1}{2}(\overline{J}\overline{\alpha })_j\hfill \\ & \overline{\mathrm{\Gamma }}_{jk}^0=\frac{1}{2}\left[_j\overline{\alpha }_k+_k\overline{\alpha }_j+\overline{\alpha }_j(\overline{J}\overline{\alpha })_k+\overline{\alpha }_k(\overline{J}\overline{\alpha })_j\right]\overline{F}_{jk}^l\overline{\alpha }_l\hfill \\ & \overline{\mathrm{\Gamma }}_{0k}^j=\frac{1}{2}\overline{J}_k^j\hfill \\ & \overline{\mathrm{\Gamma }}_{lk}^j=\frac{1}{2}\overline{J}_l^j\overline{\alpha }_k\frac{1}{2}\overline{J}_k^j\overline{\alpha }_l+\overline{F}_{lk}^j\hfill \end{array}$$

Substituting the Taylor expansion of the Christoffel symbols into (3.9) and equating coefficients, we find $`A^{(2)}=0`$, $`B^{(2)}=0`$,

(3.10)
$$\begin{array}{cc}\hfill A^{(3)}& =(_m_j\alpha _l)z^mz^jz^l\hfill \\ \hfill A^{(4)}& =\frac{1}{24}(_k_m_j\alpha _l)z^kz^mz^jz^l\frac{1}{24}(_kF_{jl}^i)z^kz^jz^l(\omega z)_i,\hfill \\ \hfill B_{}^{k}{}_{}{}^{(3)}& =\frac{1}{6}(_mF_{jl}^k)z^mz^jz^l.\hfill \end{array}$$

Using $`x=z+\kappa ^{3/2}B^{(3)}+\mathrm{}`$, we can then determine the coefficients of the expansion of $`\overline{\alpha }_k`$:

(3.11)
$$\begin{array}{cc}\hfill \overline{\alpha }_k^{(1)}& =\frac{1}{2}(\omega z)_k\hfill \\ \hfill \overline{\alpha }_k^{(2)}& =\frac{1}{2}(_l_m\alpha _k)z^lz^m\hfill \\ \hfill \overline{\alpha }_k^{(3)}& =\frac{1}{6}(_j_l_m\alpha _k)z^jz^lz^m+\frac{1}{12}\omega _{ki}(_mF_{jl}^i)z^mz^jz^l\hfill \end{array}$$

The Fermi coordinate vector fields are

$$\begin{array}{cc}\hfill _s& =(1+_sA)_0+(z_{}^{}{}_{}{}^{l}+B_{}^{}{}_{}{}^{l})_l,\hfill \\ \hfill \frac{}{y^j}& =(\frac{}{y^j}A)_0+(T_j^l+\frac{}{y^j}B^l)_l.\hfill \end{array}$$

Note that $`z^j=T_k^j(s)y^k`$, so $`z_{}^{}{}_{}{}^{j}=\frac{1}{2}(Jz)^j`$. To compute $`a^{(l)}`$, we use (3.10) and (3.11) to expand $`G_{00}=g(_s,_s)`$. The second order term is

(3.12)
$$a^{(2)}=2\alpha _l^{(1)}z_{}^{}{}_{}{}^{l}+z_{}^{}{}_{}{}^{l}z_l^{}=\frac{z^2}{4}$$

At third order we have

$$\begin{array}{cc}\hfill a^{(3)}& =2(A^{(3)})^{}+2\alpha _m^{(2)}z_{}^{}{}_{}{}^{m}\hfill \\ & =\frac{1}{3}(_j_l\alpha _m)[2z_{}^{}{}_{}{}^{j}z^lz^m+z^jz^lz_{}^{}{}_{}{}^{m}]+(_j_l\alpha _m)z^jz^lz_{}^{}{}_{}{}^{m}\hfill \\ & =\frac{1}{3}(_j_l\alpha _m)(Jz)^jz^lz^m\frac{1}{3}(_j_l\alpha _m)z^jz^l(Jz)^m\hfill \\ & =\frac{1}{3}(_l\omega _{jm})z^jz^l(Jz)^m\hfill \end{array}$$

Thus, by Lemma 3.2 we have

(3.13)
$$a^{(3)}=0.$$

The fourth order term is somewhat more complicated:

$$a^{(4)}=2A_{}^{}{}_{}{}^{(4)}+2\alpha _m^{(3)}z_{}^{}{}_{}{}^{m}+2\alpha _m^{(1)}(B_{}^{}{}_{}{}^{m})^{(3)}+z_{}^{}{}_{}{}^{l}(\beta _{lm}^{(2)}+\alpha _l^{(1)}\alpha _m^{(1)})z_{}^{}{}_{}{}^{m}+2z_{}^{}{}_{}{}^{m}(B_{}^{}{}_{}{}^{m})^{(3)}$$

We’ll expand the first term,

$$\begin{array}{cc}\hfill 2A_{}^{}{}_{}{}^{(4)}& =\frac{1}{24}(_k_m_j\alpha _l)[3z^kz^m(Jz)^jz^l+z^kz^mz^j(Jz)^l]\hfill \\ & +\frac{1}{24}(_kF_{jl}^i)[(Jz)^kz^jz^l(\omega z)_i+2z^kz^j(Jz)^l(\omega z)_i+z^kz^jz^lz_i]\hfill \end{array}$$

and the second,

$$2\alpha _k^{(3)}z_{}^{}{}_{}{}^{k}=\frac{1}{6}(_j_l_m\alpha _k)z^jz^lz^m(Jz)^k\frac{1}{12}\omega _{ki}(_mF_{jl}^i)z^mz^jz^l(Jz)^k.$$

The terms involving $`_m\alpha _k`$ combine to form factors of $`\omega _{mk}`$:

$$\begin{array}{cc}\hfill 2A_{}^{}{}_{}{}^{(4)}+2\alpha _k^{(3)}z_{}^{}{}_{}{}^{k}& =\frac{1}{8}(_j_l\omega _{mk})z^jz^lz^m(Jz)^k+\frac{1}{24}(_kF_{jl}^i)(Jz)^kz^jz^l(\omega z)_i\hfill \\ & +\frac{1}{12}(_kF_{jl}^i)z^kz^j(Jz)^l(\omega z)_i+\frac{1}{8}(_kF_{jl}^i)z^kz^jz^lz_i\hfill \end{array}$$

After noting that $`2\alpha _m^{(1)}(B_{}^{}{}_{}{}^{m})^{(3)}+2z_{}^{}{}_{}{}^{m}(B_{}^{}{}_{}{}^{m})^{(3)}=0`$, we are left with the term

$$z_{}^{}{}_{}{}^{l}(\beta _{lm}^{(2)}+\alpha _l^{(1)}\alpha _m^{(1)})z_{}^{}{}_{}{}^{m}=\frac{1}{8}(_j_k\beta _{lm})(Jz)^lz^jz^k(Jz)^m+\frac{z^4}{16}$$

So in conclusion,

(3.14)
$$\begin{array}{cc}\hfill a^{(4)}& =\frac{1}{8}(_j_l\omega _{mk})z^jz^lz^m(Jz)^k+\frac{1}{24}(_kF_{jl}^i)(Jz)^kz^jz^l(\omega z)_i\hfill \\ & +\frac{1}{12}(_kF_{jl}^i)z^kz^j(Jz)^l(\omega z)_i+\frac{1}{8}(_kF_{jl}^i)z^kz^jz^lz_i\hfill \\ & +\frac{1}{8}(_j_k\beta _{lm})(Jz)^lz^jz^k(Jz)^m+\frac{z^4}{16}\hfill \end{array}$$

For $`b_j=g(_s,_{y^j})`$ the third order term will prove irrelevant, so we compute only

(3.15)
$$\begin{array}{cc}\hfill b_j^{(2)}& =_{y^j}A^{(3)}+\alpha _m^{(2)}T_j^m\hfill \\ & =\frac{1}{6}(_k_l\alpha _m)[2T_j^kz^lz^m+z^kz^lT_j^m]+\frac{1}{2}(_k_l\alpha _m)z^kz^lT_j^m\hfill \\ & =\frac{1}{3}(_k_l\alpha _m)T_j^kz^lz^m+\frac{1}{3}(_k_l\alpha _m)z^kz^lT_j^m\hfill \\ & =\frac{1}{3}(_l\omega _{km})z^kz^lT_j^m\hfill \end{array}$$

Finally, we have $`c_{lm}=g(_{y^l},_{y^m})`$. It is convenient to insert factors of $`T`$:

(3.16)
$$\begin{array}{cc}\hfill T_j^lc_{lm}^{(2)}T_k^m& =\beta _{jk}^{(2)}+\alpha _j^{(1)}\alpha _k^{(1)}+(_{z^j}B_k^{(3)})+(_{y_k}B_j^{(3)})\hfill \\ & =\frac{1}{2}(_l_m\beta _{jk})z^lz^m+\frac{1}{4}(\omega z)_j(\omega z)_k\frac{1}{6}(_jF_{ilk})z^iz^l\hfill \\ & \frac{1}{3}(_mF_{jlk})z^mz^l\frac{1}{6}(_kF_{ilj})z^iz^l\frac{1}{3}(_mF_{klj})z^mz^l\hfill \end{array}$$

### 3.3. Parabolic equations

The first of the equations (3.3) involves the operator

$$_0=2i_s+\frac{u^2}{4}_u^2$$

The equation $`_0U_0=0`$ is then instantly recognizable as the Schrödinger equation for a harmonic oscillator. The “ground state” solution

(3.17)
$$U_0=e^{ins/2}e^{u^2/4}.$$

Now $`e^{i\kappa s}U`$ is supposed to be periodic, which means we must require

$$\kappa \frac{n}{2}=k.$$

A function on $`z`$ which is $`e^{iks}\times `$(periodic) comes from a section of $`L^k`$, so this $`k`$ is our usual asymptotic parameter, and

(3.18)
$$\kappa ^2=k^2+nk+\frac{n^2}{4}$$

By the standard analysis of the quantum harmonic oscillator, a complete set of solutions to $`_0U=0`$ can be generated by application of the “creation operator”

$$\mathrm{\Lambda }_j^{}=ie^{is/2}(_{u^j}\frac{u_j}{2})$$

We will need

$$U_{ij}=\mathrm{\Lambda }_i^{}\mathrm{\Lambda }_j^{}U_0,U_{ijkl}=\mathrm{\Lambda }_i^{}\mathrm{\Lambda }_j^{}\mathrm{\Lambda }_k^{}\mathrm{\Lambda }_l^{}U_0,$$

which are easily computed explicitly:

$$\begin{array}{cc}\hfill U_{ij}& =(u_ju_k+\delta _{ij})e^{is}U_0,\hfill \\ \hfill U_{ijkl}& =(u_iu_ju_ku_l\delta _{ij}u_ku_l\delta _{ik}u_ju_l\delta _{il}u_ju_k\delta _{jk}u_iu_l\hfill \\ & \delta _{kl}u_iu_j\delta _{lj}u_iu_k+\delta _{ij}\delta _{kl}+\delta _{il}\delta _{jk}+\delta _{ik}\delta _{jl})e^{2is}U_0\hfill \end{array}$$

Since $`a^{(3)}=0`$ and $`_{u^j}b_{}^{j}{}_{}{}^{(2)}=0`$, the next operator is

$$_1=2ib_{}^{j}{}_{}{}^{(2)}\frac{}{u^j}$$

It then follows from $`b_j^{(2)}u^j=0`$ that

$$_1U_0=0.$$

Moreover, it is easy to check, using the creation operators, that $`U_0`$ is the unique solution of $`_0U=0`$ for which this is true.

Consider finally the third equation

(3.19)
$$_0U_1=(_2\sigma )U_0,$$

from which we’ll determine $`\sigma `$. Since $`_2U_0`$ has coefficients polynomial in $`u_j`$ of order no more than four, we can expand

(3.20)
$$_2U_0=[C^{ijkl}u_iu_ju_ku_l+C^{ij}u_iu_j+C]U_0.$$

###### Proposition 3.3.

The equations (3.3) have a solution $`U_0`$, $`U_1C^{\mathrm{}}(N\mathrm{\Gamma })`$ if and only if

(3.21)
$$\sigma =C+C_{l}^{}{}_{}{}^{l}+3C_{kk}^{}{}_{}{}^{ll},$$

where the coefficients $`C^{ijkl}`$ are assumed symmetrized.

###### Proof.

In terms of the basis for the kernel of $`_0`$ we can rewrite (3.20) as

$$_2U_0=e^{2is}D^{ijkl}U_{ijkl}+e^{is}D^{ij}U_{ij}+DU_0.$$

Observe that

$$_0(e^{2is}U_{ijkl})=4U_{ijkl},_0(e^{is}U_{ij})=2U_{ij}.$$

So the equation $`_0U_1=(_2\sigma )U_0`$ has a solution only if $`\sigma =D`$, in which case we can set

$$U_1=\frac{1}{4}e^{2is}D^{ijkl}U_{ijkl}+\frac{1}{2}e^{is}D^{ij}U_{ij}.$$

To compute $`D`$ we note

$$C^{ij}u_iu_jU_0=C^{ij}e^{is}U_{ij}+C_{l}^{}{}_{}{}^{l}U_0,$$

and (with the symmetry assumption),

$$\begin{array}{cc}\hfill C^{ijkl}u_iu_ju_ku_lU_0& =C^{ijkl}e^{2is}U_{ijkl}+\left[6C_{j}^{}{}_{}{}^{jkl}u_ku_l3C_{kk}^{}{}_{}{}^{ll}\right]U_0\hfill \\ & =C^{ijkl}e^{2is}U_{ijkl}+(\mathrm{})e^{is}U_{jk}+3C_{kk}^{}{}_{}{}^{ll}U_0\hfill \end{array}$$

This means that

$$D=C+C_{l}^{}{}_{}{}^{l}+3C_{kk}^{}{}_{}{}^{ll}.$$

To conclude the computation, we will examine $`_2U_0`$ piece by piece and form the contractions of coefficients according to (3.21). From (3.8) we break up $`_2U_0=W_1+\mathrm{}W_6`$, where

$$\begin{array}{cc}\hfill W_1& =[_s^2+2ia^{(2)}_s]U_0\hfill \\ \hfill W_2& =[a^{(4)}+(a^{(2)})^2]U_0\hfill \\ \hfill W_3& =(b^{(2)})^2U_0\hfill \\ \hfill W_4& =i\left[\frac{1}{2}_s\mathrm{Tr}c^{(2)}+2b_{}^{j}{}_{}{}^{(3)}\frac{}{u^j}+(\frac{}{u^j}b_{}^{j}{}_{}{}^{(3)})\right]U_0\hfill \\ \hfill W_5& =\left[c_{}^{jk}{}_{}{}^{(2)}\frac{}{u^j}\frac{}{u^k}+(\frac{}{u^j}c_{}^{jk}{}_{}{}^{(2)})\frac{}{u^k}\right]U_0\hfill \\ \hfill W_6& =\frac{1}{2}\frac{}{u^j}[a^{(2)}+\mathrm{Tr}c^{(2)}]\frac{}{u^j}U_0\hfill \end{array}$$

By (3.17) we compute

$$W_1=[_s^2+2ia^{(2)}_s]U_0=\left[\frac{n^2}{4}\frac{nz^2}{4}\right]U_0$$

The contribution to $`\sigma `$ from $`W_1`$ is thus:

(3.22)
$$\frac{n^2}{4}$$

For $`W_2`$, from the calculations of $`a^{(2)}`$ and $`a^{(4)}`$ we have

$$\begin{array}{cc}\hfill a^{(4)}+(a^{(2)})^2& =\frac{1}{8}(_j_l\omega _{mk})z^jz^lz^m(Jz)^k\frac{1}{24}(_kF_{jl}^i)(Jz)^kz^jz^l(\omega z)_i\hfill \\ & \frac{1}{12}(_kF_{jl}^i)z^kz^j(Jz)^l(\omega z)_i\frac{1}{8}(_kF_{jl}^i)z^kz^jz^lz_i\hfill \\ & \frac{1}{8}(_j_k\beta _{lm})(Jz)^lz^jz^k(Jz)^m\hfill \end{array}$$

We symmetrize and take the contractions to find the contribution to $`\sigma `$:

$$\begin{array}{cc}& \frac{1}{8}(^j_j\omega _{mk})\omega ^{mk}+\frac{1}{4}(_j^l\omega _{lk})\omega ^{jk}\frac{1}{12}(\beta ^{lm}_kF_{lm}^k)\frac{1}{6}(^kF_{kl}^l)\hfill \\ & \frac{1}{4}(_j_k\beta _{lm})\omega ^{jl}\omega ^{km}\frac{1}{8}(\beta ^{lm}^k_k\beta _{lm})\hfill \end{array}$$

Let us simplify this expression. By $`d\overline{\omega }=0`$ we have

$$(_j^l\omega _{lk})\omega ^{jk}=\frac{1}{2}(^j_j\omega _{mk})\omega ^{mk}.$$

From $`\overline{\omega }_{mk}=\overline{\beta }_{mr}\overline{J}_k^r`$ we derive

$$(^j_j\omega _{mk})\omega ^{mk}=\beta ^{lm}^j_j\beta _{lm}(^j_jJ_k^m)J_m^k$$

Finally from $`\overline{J}^2=1`$ we obtain

$$(^j_jJ_k^m)J_m^k=(_jJ_k^m)(^jJ_m^k)=|J|^2.$$

Combining these facts gives

$$\frac{1}{8}(^j_j\omega _{mk})\omega ^{mk}+\frac{1}{4}(_j^l\omega _{lk})\omega ^{jk}=\frac{1}{4}\beta ^{lm}^j_j\beta _{lm}\frac{1}{4}|J|^2$$

Evaluating the Christoffel symbols gives

$$\begin{array}{cc}\hfill \beta ^{lm}_kF_{lm}^k& =\frac{1}{2}\beta ^{lm}^k[_l\beta _{mk}+_m\beta _{lk}_k\beta _{lm}]\hfill \\ & =^k^l\beta _{lk}\frac{1}{2}\beta ^{lm}^k_k\beta _{lm}\hfill \end{array}$$

and

$$^kF_{kl}^l=\frac{1}{2}\beta ^{lm}^k_k\beta _{lm}$$

Thus the final contribution from $`W_2`$ to $`\sigma `$ is

(3.23)
$$\frac{1}{4}|J|^2\frac{1}{4}(_j_k\beta _{lm})\omega ^{jl}\omega ^{km}+\frac{1}{12}\beta ^{lm}^k_k\beta _{lm}\frac{1}{12}^j^l\beta _{jl}$$

By our calculations,

$$(b^{(2)})^2=\frac{1}{9}(_l\omega _{km})z^kz^l(_iJ_j^m)z^iz^j,$$

which (recalling that $`^jJ_j^m=0`$) gives a contribution from $`W_3`$ of

$$\frac{1}{9}(_l\omega _{km})(^k\omega ^{lm})+\frac{1}{9}|J|^2$$

By $`d\overline{\omega }=0`$, we have

$$(_l\omega _{km})(^k\omega ^{lm})=\frac{1}{2}(_k\omega _{ml})(^k\omega ^{lm})=+\frac{1}{2}|J|^2.$$

So the contribution from $`W_3`$ simplifies to

(3.24)
$$\frac{1}{6}|J|^2$$

The terms in $`W_4`$ are purely imaginary and therefore must contribute zero because $`\sigma `$ is real. This can easily be confirmed explicitly.

To compute $`W_5`$ we need to consider

$$c_{}^{jk}{}_{}{}^{(2)}_{u^j}_{u^k}U_0+(_{u^j}c_{}^{jk}{}_{}{}^{(2)})_{u^k}U_0$$

Noting that $`_{u^j}U_0=\frac{u_j}{2}U_0`$, this becomes

$$\left[\frac{1}{4}c_{jk}^{(2)}u^ju^k\frac{1}{2}\beta ^{jk}c_{jk}^{(2)}\frac{1}{2}u_k(_{u^j}c_{}^{jk}{}_{}{}^{(2)})\right]U_0$$

If $`c_{}^{jk}{}_{}{}^{(2)}`$ is written $`E_{lm}^{jk}u^lu^m`$, then under contraction the contribution is

$$\begin{array}{cc}& \frac{1}{4}(\beta ^{lm}\beta _{jk}E_{lm}^{jk}+E_{jk}^{jk}+E_{kj}^{jk})\frac{1}{2}\beta ^{lm}\beta _{jk}E_{lm}^{jk}\frac{1}{2}(E_{jk}^{jk}+E_{kj}^{jk})\hfill \\ & =\frac{1}{4}(\beta ^{lm}\beta _{jk}E_{lm}^{jk}+E_{jk}^{jk}+E_{kj}^{jk})\hfill \end{array}$$

This is the same as the contribution of

$$\frac{1}{4}c_{jk}^{(2)}u^ju^k=\frac{1}{8}(_j_k\beta _{lm})z^jz^kz^lz^m+\frac{1}{4}(_mF_{jlk})z^mz^kz^jz^l,$$

yielding

$$\frac{1}{8}\beta ^{lm}(^j_j\beta _{lm})\frac{1}{4}(^j^k\beta _{jk})+\frac{1}{4}\beta ^{lm}_kF_{lm}^k+\frac{1}{2}(^mF_{mk}^k),$$

which vanishes upon substitution of the $`F`$. Hence the total contribution of $`W_5`$ to $`\sigma `$ is zero.

Finally, we evaluate the expression appearing in $`W_6`$:

$$\begin{array}{cc}\hfill \frac{1}{4}u^j_{u^j}[a^{(2)}+\mathrm{Tr}c^{(2)}]& =\frac{1}{2}[a^{(2)}+\mathrm{Tr}c^{(2)}]\hfill \\ & =\frac{1}{4}(\beta ^{lm}_j_k\beta _{lm})z^jz^k\frac{1}{6}(_lF_{ik}^l)z^iz^k\frac{1}{3}(_mF_{il}^l)z^mz^i\hfill \end{array}$$

The contribution is

$$\frac{1}{4}(\beta ^{lm}^k_k\beta _{lm})\frac{1}{6}(\beta ^{ik}_lF_{ik}^l)\frac{1}{3}(^mF_{ml}^l).$$

This contribution from $`W_6`$ can be reduced to

(3.25)
$$\frac{1}{6}(\beta ^{lm}^k_k\beta _{lm})\frac{1}{6}(^k^l\beta _{kl})$$

Adding together (3.22), (3.23), (3.24), and (3.25) gives

$$\sigma =\frac{n^2}{4}\frac{1}{12}|J|^2\frac{1}{4}(_j_k\beta _{lm})\omega ^{jl}\omega ^{km}+\frac{1}{4}\beta ^{lm}^k_k\beta _{lm}\frac{1}{4}^j^l\beta _{jl}$$

The last three terms on the right-hand side could be written in terms of the curvature tensors:

$$\frac{1}{4}(_j_k\beta _{lm})\omega ^{jl}\omega ^{km}+\frac{1}{4}\beta ^{lm}^k_k\beta _{lm}\frac{1}{4}^j^l\beta _{jl}=\frac{1}{4}(R+\frac{1}{2}R_{ljkm}\omega ^{lj}\omega ^{km}).$$

To complete the calculation we cite a lemma which can be found, for example, in .

###### Lemma 3.4.

For an almost Kähler manifold,

$$R+\frac{1}{2}R_{ljkm}\omega ^{lj}\omega ^{km}=\frac{1}{2}|J|^2.$$

This lemma leads us to the final result that

(3.26)
$$\sigma =\frac{n^2}{4}\frac{5}{24}|J|^2$$

### 3.4. Quasimodes

Let us introduce the function

$$h(x)=\frac{5}{24}|J(x)|^2$$

###### Proposition 3.5.

Fix $`x_0X`$ and let $`\mathrm{\Gamma }=\pi ^1(x_0)`$. There exists a sequence $`\psi _kL^2(Z)_k`$ with $`\psi _k=1`$ such that

(3.27)
$$(\mathrm{\Delta }_hnkh(x_0))\psi _k=O(k^{1/2}).$$

Moreover, $`\psi _k`$ is asymptotically localized on $`\mathrm{\Gamma }`$ in the sense that if $`\phi C^{\mathrm{}}(Z)`$ vanishes to order $`m`$ on $`\mathrm{\Gamma }`$, then

(3.28)
$$\psi _k,\phi \psi _k=O(k^{m/2}).$$

###### Proof.

Let $`W`$ be a neighborhood of $`\mathrm{\Gamma }`$ in which Fermi coordinates $`(s,y)`$ are valid, and $`\chi C^{\mathrm{}}(Z)`$ a cutoff function with supp$`(\chi )W`$ and $`\chi =1`$ in some neighborhood of $`\mathrm{\Gamma }`$. Then we define the sequence $`\psi _kC^{\mathrm{}}(Z)_k`$ by

$$\psi _k(s,y)=\mathrm{\Lambda }_k\chi e^{i\kappa s}[U_0+\kappa ^1U_1],$$

where $`U_j(s,y)`$ are the solutions obtained above, $`\kappa =k+n/2`$, and $`\mathrm{\Lambda }_k`$ normalizes $`\psi _k=1`$. This could be written as

(3.29)
$$\psi _k(s,y)=\mathrm{\Lambda }_k\chi e^{iks}[P_0+P_2(y)+\kappa P_4(y)]e^{\kappa y^2/4},$$

where $`P_l`$ is a polynomial of degree $`l`$ (with coefficients independent of $`k`$). Since $`P_0=1+O(k^1)`$, we have that

$$\mathrm{\Lambda }_k\left(\frac{k}{2\pi }\right)^{n/2}\text{ as }k\mathrm{}.$$

The concentration of $`\psi _k`$ on $`\mathrm{\Gamma }`$ described in (3.28) then follows immediately from (3.29).

By virtue of the factor $`e^{\kappa y^2/4}`$, we can turn the formal considerations used to obtain the operators $`_j`$ into estimates. With cutoff, $`\chi _j`$ could be considered an operator on $`Z`$ with support in $`W`$. By construction we have

$$\chi \left[e^{i\kappa s}\mathrm{\Delta }_Ze^{i\kappa s}\kappa ^2\kappa _0\sqrt{}_1_2\right]=\underset{l,m,|\beta |2}{}E_{l,m,\beta }(s,y)\kappa ^l_s^m_y^\beta ,$$

where $`A_{l,m,\beta }`$ is supported in $`W`$ and vanishes to order $`2l+|\beta |+1`$ at $`y=0`$. We also have

$$(\kappa _0+\sqrt{\kappa }_1+_2\sigma )(U_0+\kappa ^1U_1)=\kappa ^1(\sqrt{\kappa }_1+_2\sigma )U_1$$

Combining these facts with the definition of $`\psi _k`$ we deduce that

$$(\mathrm{\Delta }_Z\kappa ^2\sigma )\psi _k(s,y)=\mathrm{\Lambda }_k\underset{l4}{}k^lF_l(s,y)e^{\kappa y^2/4},$$

where $`F_l`$ is supported in $`W`$ and vanishes to order $`2l+1`$ at $`y=0`$. Using this order of vanishing we estimate

$$\mathrm{\Lambda }_kk^lF_le^{\kappa y^2/4}^2=O(k^1).$$

Noting that $`\mathrm{\Delta }_Z\kappa ^2\sigma =\mathrm{\Delta }_hnkh(x_0)`$ on $`L^2(Z)_k`$, we obtain the estimate (3.27). ∎

## 4. Spectral density function

Let $`\psi _kL^2(Z)_k`$ be the sequence produced by Proposition 3.5. As in §2, we let $`\mathrm{\Pi }_k`$ denote the orthogonal projection onto the span of low-lying eigenvectors of $`\mathrm{\Delta }_hnk`$. Consider

$$\varphi _k=\mathrm{\Pi }_k\psi _k\eta _k=(I\mathrm{\Pi }_k)\psi _k.$$

By Theorem 1.1 (for $`k`$ sufficiently large, which we’ll assume throughout),

$$(\mathrm{\Delta }_hnk)\varphi _k<M,(\mathrm{\Delta }_hnk)\eta _k>ak\eta _k.$$

By Proposition 3.5 we have a uniform bound

$$(\mathrm{\Delta }_hnk)\psi _kC,$$

so these estimates imply in particular that

$$ak\eta _k<C+M.$$

Hence $`\eta _k=O(k^1)`$.

From Lemma 2.1 we know that $`q`$ satisfies

$$\varphi _k,(\mathrm{\Delta }_hnk\pi ^{}q)\varphi _k=O(1/k).$$

Let $`r_k=(\mathrm{\Delta }_hnk+h(x_0))\psi _k`$, which by Proposition 3.5 satisfies $`r_k=O(k^{1/2})`$. So

(4.1)
$$\begin{array}{cc}& \varphi _k,(\mathrm{\Delta }_hnk\pi ^{}q)\varphi _k\hfill \\ & =\varphi _k,(h(x_0)\pi ^{}q)\varphi _k+\varphi _k,(\mathrm{\Delta }_hnkh(x_0))\varphi _k\hfill \\ & =\varphi _k,(h(x_0)\pi ^{}q)\varphi _k+\varphi _k,r_k\varphi _k,(\mathrm{\Delta }_hnkh(x_0))\eta _k.\hfill \end{array}$$

The left-hand side is $`O(1/k)`$, while the second term on the right is $`O(k^{1/2})`$, The third term term on the right-hand side is equal to

$$(\mathrm{\Delta }_hnk)\varphi _k,\eta _k<M\eta _k=O(k^1).$$

Therefore, the first term on the right-hand side of (4.1) can be estimated

$$\varphi _k,(h(x_0)\pi ^{}q)\varphi _k=O(k^{1/2}).$$

Because $`\eta _k=O(1/k)`$ this implies also that

$$h(x_0)\psi _k,(\pi ^{}q)\psi _k=O(k^{1/2}).$$

Since $`q`$ is smooth, the localization of $`\psi _k`$ on $`\mathrm{\Gamma }`$ from Proposition 3.5 implies that

$$\psi _k,(\pi ^{}q)\psi _k=q(x_0)+O(k^{1/2}).$$

Thus $`q(x_0)=h(x_0)`$. This proves Theorem 1.2.


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# SUBMITTED TO: Journal of Physics A Variational Principles for Lagrangian Averaged Fluid Dynamics

## 1 Introduction

#### Decomposition of multiscale problems and scale-up

In turbulence, in climate modeling and in other multiscale fluids problems, a major challenge is “scale-up.” This is the challenge of deriving models that correctly capture the mean, or large scale flow – including the influence on it of the rapid, or small scale dynamics.

In classical mechanics this sort of problem has been approached by choosing a proper “slow + fast” decomposition and deriving evolution equations for the slow mean quantities by using, say, the standard method of averages. For nondissipative systems in classical mechanics that arise from Hamilton’s variational principle, the method of averages may extend to the averaged Lagrangian method, under certain conditions.

#### Eulerian vs Lagrangian means

In meteorology and oceanography, the averaging approach has a venerable history and many facets. Often this averaging is applied in the geosciences in combination with additional approximations involving force balances (for example, geostrophic and hydrostatic balances). It is also sometimes discussed as an initialization procedure that seeks a nearby invariant “slow manifold.” Moreover, in meteorology and oceanography, the averaging may be performed in either the Eulerian, or the Lagrangian description. The relation between averaged quantities in the Eulerian and Lagrangian descriptions is one of the classical problems of fluid dynamics.

#### Generalized Lagrangian mean (GLM)

The GLM equations of Andrews and McIntyre \[1978a\] systematize the approach to Lagrangian fluid modeling by introducing a slow + fast decomposition of the Lagrangian particle trajectory in general form. In these equations, the Lagrangian mean of a fluid quantity evaluated at the mean particle position is related to its Eulerian mean, evaluated at the displaced fluctuating position. The GLM equations are expressed directly in the Eulerian representation. The Lagrangian mean has the advantage of preserving the fundamental transport structure of fluid dynamics. In particular, the Lagrangian mean commutes with the scalar advection operator and it preserves the Kelvin circulation property of the fluid motion equation.

#### Compatibility of averaging and reduction of Lagrangians for mechanics on Lie groups

In making slow + fast decompositions and constructing averaged Lagrangians for fluid dynamics, care must generally be taken to see that the averaging and reduction procedures do not interfere with each other. Reduction in the fluid context refers to symmetry reduction of the action principle by the subgroup of the diffeomorphisms that takes the Lagrangian representation to the Eulerian representation of the flow field. The theory for this yields the Euler-Poincaré (EP) equations, see Holm, Marsden and Ratiu \[1998a,b\] and Marsden and Ratiu .

#### Lagrangian averaged Euler-Poincaré (LAEP) equations

The compatibility requirement between averaging and reduction is handled automatically in the Lagrangian averaging (LA) approach. The Lagrangian mean of the action principle for fluids does not interfere with its reduction to the Eulerian representation, since the averaging process is performed at fixed Lagrangian coordinate. Thus, the process of taking the Lagrangian mean is compatible with reduction by the particle-relabeling group of symmetries for Eulerian fluid dynamics.

In this paper, we perform this reduction of the action principle and thereby place the LA fluid equations such as GLM theory into the EP framework. In doing this, we demonstrate the variational reduction property of the Lagrangian mean. This is encapsulated in the LAEP Theorem proven here:

###### Theorem 1.1 (Lagrangian Averaged Euler-Poincaré Theorem)

The Lagrangian averaging process preserves the variational structure of the Euler-Poincaré framework.

According to this theorem, the Lagrangian mean’s preservation of the fundamental transport structure of fluid dynamics also extends to preserving the EP variational structure of these equations. This preservation of structure may be visualized as a cube in Figure 1. As we shall explain, the LAEP theorem produces a cube consisting of four equivalence relations on each of its left and right faces, and four commuting diagrams (one on each of its four remaining faces).

#### Euler-Lagrange-Poincaré (ELP) cube

The front and back faces of the ELP cube live in the Eulerian (spatial) and Lagrangian (material) pictures of fluid dynamics, respectively. The top face contains four variational principles at its corners and the bottom face contains their corresponding equations of motion. The horizontal edges represent Lagrangian averaging and are directed from the left to the right. The left face contains the four equivalence relations of the Euler-Poincaré Theorem on its corners and the right face contains the corresponding averaged equivalence relations. Thus, the left and right faces of the ELP cube are equivalence relations, and its front, back, top and bottom faces are commuting diagrams.

The back face of the ELP cube displays the LA preservation of variational structure in the Lagrangian fluid picture. Hamilton’s principle with $`L`$ yields the Euler-Lagrange equations $`EL`$ in this picture, and Lagrangian averaging $`A`$ preserves this relation. Namely, Hamilton’s principle with the averaged Lagrangian $`\overline{L}`$ yields the averaged Euler-Lagrange equations $`\overline{EL}`$.

This pair of Hamilton’s principles and Euler-Lagrange equations has its counterpart in the Eulerian picture of fluid dynamics on the front face of the ELP cube – whose variational relations are also exactly preserved by the LA process.

The bottom front edge of the cube represents the GLM equations of Andrews and McIntyre \[1978a\]. Thus, the GLM equations represent a foundational result for the present theory.

The six faces of the ELP cube represent six interlocking equivalence relations and commutative diagrams that enable modeling and Lagrangian averaging to be performed equivalently either at the level of the equations, as in Andrews and McIntyre \[1978a\], or at the level of Hamilton’s principle. At the level of Hamilton’s principle, powerful theorems from other mean field theories are available. An example is Noether’s theorem, which relates symmetries of Hamilton’s principle to conservation laws of the equations of motion. Fluid conservation laws include mass, momentum and energy, as well as local conservation of potential vorticity. The latter yields the Casimirs of the corresponding Lie-Poisson Hamiltonian formulation of ideal fluid dynamics and is due to the symmetry of relabeling diffeomorphisms admitted by Hamilton’s principle for fluid dynamics, see Arnold  and Holm, Marsden, Ratiu and Weinstein . In certain cases, the fluid vorticity winding number (called helicity – a topological quantity) is also conserved. Lagrangian averaging preserves all of these conservation laws.222We note that the conserved mean topological quantity resulting after Lagrangian averaging is the helicity of the mean fluid vorticity, not the mean of the original helicity. Thus, the LA Hamilton’s principle yields the LA fluid equations in either the Lagrangian, or the Eulerian fluid picture, and one may transform interchangeably along the edges of the cube in search of physical and mathematical insight.

###### Remark 1.2 (Eulerian mean)

Of course, the preservation of variational structure resulting in the interlocking commuting relationships and conservation laws of the LAEP Theorem is not possible with the Eulerian mean, because the Eulerian mean does not preserve the transport structure of fluid mechanics.

###### Remark 1.3 (Balanced approaches)

The LAEP Theorem puts the approach using averaged Hamilton’s principles and the method of Lagrangian averaged equations onto equal footing. This is quite a bonus for both approaches to modeling fluids. According to the LAEP Theorem, the averaged Hamilton’s principle produces dynamics that is guaranteed to be verified directly by averaging the original equations, and the Lagrangian averaged equations inherit the conservation laws that are available from the symmetries of Hamilton’s principle.

#### Outline of the paper

In section 2, we begin by briefly reviewing the mathematical setting of the EP theorem from Holm, Marsden and Ratiu \[1998a,b\]. We state the EP theorem and discuss a few of its implications for continuum mechanics in vector notation. We also sketch its proof, in preparation for proving the corresponding results for the Lagrangian Averaged Euler-Poincaré (LAEP) theorem presented in section 3. Finally, in section 4, we illustrate the LAEP theorem by applying it to incompressible ideal fluids. We also mention recent progress toward closure of these equations as models of fluid turbulence.

## 2 The Euler-Poincaré theorem for fluids with advected properties

### 2.1 Mathematical setting and statement of the EP theorem

The assumptions of the Euler-Poincaré theorem from Holm, Marsden and Ratiu \[1998a\] are briefly listed below.

$``$ There is a right representation of Lie group $`G`$ on the vector space $`V`$ and $`G`$ acts in the natural way on the right on $`TG\times V^{}`$: $`(v_g,a)h=(v_gh,ah)`$.

$``$ Assume that the function $`L:TG\times V^{}𝐑`$ is right $`G`$–invariant.

$``$ In particular, if $`a_0V^{}`$, define the Lagrangian $`L_{a_0}:TG𝐑`$ by $`L_{a_0}\left(v_g\right)=L(v_g,a_0)`$. Then $`L_{a_0}`$ is right invariant under the lift to $`TG`$ of the right action of $`G_{a_0}`$ on $`G`$, where $`G_{a_0}`$ is the isotropy group of $`a_0`$.

$``$ Right $`G`$–invariance of $`L`$ permits one to define $`\mathrm{}:𝐠\times V^{}𝐑`$ by

$$\mathrm{}(v_gg^1,a_0g^1)=L(v_g,a_0).$$

Conversely, this relation defines for any $`\mathrm{}:𝐠\times V^{}𝐑`$ a right $`G`$–invariant function $`L:TG\times V^{}𝐑`$.

$``$ For a curve $`g\left(t\right)G,`$ let

$$u\left(t\right)\dot{g}\left(t\right)g\left(t\right)^1TG/G𝐠$$

and define the curve $`a\left(t\right)`$ as the unique solution of the linear differential equation with time dependent coefficients

$$\dot{a}\left(t\right)=a\left(t\right)u\left(t\right)$$
(2.1)
where the action of $`u𝐠`$ on the initial condition $`a\left(0\right)=a_0V^{}`$ is denoted by concatenation from the right. The solution of (2.1) can be written as the advective transport relation,

$$a\left(t\right)=a_0g\left(t\right)^1.$$

###### Theorem 2.1 (EP Theorem)

The following are equivalent:

1. Hamilton’s variational principle

$$\delta _{t_1}^{t_2}L_{a_0}(g\left(t\right),\dot{g}\left(t\right))𝑑t=0$$
(2.2)
holds, for variations $`\delta g\left(t\right)`$ of $`g\left(t\right)`$ vanishing at the endpoints.
2. $`g\left(t\right)`$ satisfies the Euler–Lagrange equations for $`L_{a_0}`$ on $`G`$.
3. The constrained variational principle

$$\delta _{t_1}^{t_2}\mathrm{}(u\left(t\right),a\left(t\right))𝑑t=0$$
(2.3)
holds on $`𝐠\times V^{}`$, using variations of the form

$$\delta u=\frac{\eta }{t}+\mathrm{ad}_u\eta ,\delta a=a\eta ,$$
(2.4)
where $`\eta \left(t\right)𝐠`$ vanishes at the endpoints.
4. The Euler–Poincaré equations hold on $`𝐠\times V^{}`$

$$\frac{}{t}\frac{\delta \mathrm{}}{\delta u}=\mathrm{ad}_u^{}\frac{\delta \mathrm{}}{\delta u}+\frac{\delta \mathrm{}}{\delta a}a.$$
(2.5)

### 2.2 Discussion of the EP equations in vector notation

When mass is the only advected quantity, the EP motion equation (2.5) and the advection relation (2.1) for mass conservation are written as

$$\left(\frac{}{t}+\mathrm{ad}_u^{}\right)\frac{\delta \mathrm{}}{\delta u}\frac{\delta \mathrm{}}{\delta D}D=0,\text{and}\frac{D}{t}=\mathrm{\pounds }_uD.$$

Here $`\mathrm{\pounds }_u`$ denotes the Lie derivative with respect to velocity $`u`$, and the operations ad and $``$ are defined using the $`L_2`$ pairing $`f,g=fgd^3x`$. The ad operation is defined as (minus) the $`L_2`$ dual of the Lie algebra operation, ad, for vector fields, namely

$$\mathrm{ad}_u^{}\frac{\delta \mathrm{}}{\delta u},\eta =\frac{\delta \mathrm{}}{\delta u},\mathrm{ad}_u\eta .$$

In vector notation ad$`{}_{u}{}^{}\eta `$ is expressed as

$$\mathrm{ad}_u\eta =\eta uu\eta =[u,\eta ]=\mathrm{ad}_\eta u=u\eta \eta u.$$

The diamond operation $``$ is defined as (minus) the $`L_2`$ dual of the Lie derivative, namely,

$$\frac{\delta \mathrm{}}{\delta a}a,\eta =\frac{\delta \mathrm{}}{\delta a},\mathrm{\pounds }_\eta a.$$

Here $`a`$ and $`\delta \mathrm{}/\delta a`$ are dual tensors and $`\left(\delta \mathrm{}/\delta a\right)a`$ is a one-form density (dual to vector fields under $`L_2`$ pairing). In vector notation the diamond operation $``$ for the example of the density $`D`$ becomes

$$\frac{\delta \mathrm{}}{\delta D}D,\eta =\frac{\delta \mathrm{}}{\delta D},\mathrm{\pounds }_\eta D=\frac{\delta \mathrm{}}{\delta D},\mathrm{div}\left(D\eta \right)=D\frac{\delta \mathrm{}}{\delta D},\eta .$$

Thus, the EP motion equation (2.5) may be written in Cartesian components as

$$\frac{}{t}\frac{\delta \mathrm{}}{\delta u^i}+\underset{\left(\mathrm{ad}_u^{}\frac{\delta \mathrm{}}{\delta u}\right)_i}{\underset{}{\frac{}{x^j}\left(\frac{\delta \mathrm{}}{\delta u^i}u^j\right)+\frac{\delta \mathrm{}}{\delta u^j}\frac{u^j}{x^i}}}\underset{\left(\frac{\delta \mathrm{}}{\delta D}D\right)_i}{\underset{}{D\frac{}{x^i}\left(\frac{\delta \mathrm{}}{\delta D}\right)}}=0,$$

and the advection relation for the mass density $`DV^{}`$ satisfies,

$$\left(\frac{}{t}+\mathrm{\pounds }_u\right)\left(Dd^3x\right)=0,\text{or}\frac{D}{t}=\mathrm{div}\left(D𝐮\right).$$

Remarks.

$``$ In passing from coordinate-free forms to their component expressions, we shall write tensors in a Cartesian basis. For example, we shall include the volume form in the mass density by denoting it as $`Dd^3x`$.

$``$ The EP motion equation and mass advection equation may also be written equivalently using Lie derivative notation as

$$\left(\frac{}{t}+\mathrm{\pounds }_u\right)\frac{\delta \mathrm{}}{\delta u}\frac{\delta \mathrm{}}{\delta D}D=0,\text{and}\left(\frac{}{t}+\mathrm{\pounds }_u\right)D=0.$$

The equivalence here of $`\mathrm{\pounds }_u`$ and ad$`{}_{u}{}^{}{}_{}{}^{}`$ arises because $`\delta \mathrm{}/\delta u`$ is a one-form density and the equality ad$`{}_{u}{}^{}\mu =\mathrm{\pounds }_u\mu `$ holds for any one-form density $`\mu `$.

$``$ In the Lie derivative notation, one proves the Kelvin-Noether circulation theorem immediately as a corollary, by

$$\frac{d}{dt}_{c\left(u\right)}\frac{1}{D}\frac{\delta \mathrm{}}{\delta u}=_{c\left(u\right)}\left(\frac{}{t}+\mathrm{\pounds }_u\right)\frac{1}{D}\frac{\delta \mathrm{}}{\delta u}=_{c\left(u\right)}\frac{1}{D}\frac{\delta \mathrm{}}{\delta D}D,$$

for any closed curve $`c\left(u\right)`$ that moves with the fluid. In vector notation, this is seen as

$$\frac{d}{dt}_{c\left(u\right)}\frac{1}{D}\frac{\delta \mathrm{}}{\delta 𝐮}𝑑𝐱=_{c\left(u\right)}\frac{\delta \mathrm{}}{\delta D}d𝐱=0.$$
(2.6)
$``$ Helicity conservation. In Lie derivative notation, one may rewrite the Kelvin circulation theorem as

$`\left({\displaystyle \frac{}{t}}+\mathrm{\pounds }_u\right)v+dp=0,`$
where

$`v=𝐯d𝐱={\displaystyle \frac{1}{D}}{\displaystyle \frac{\delta \mathrm{}}{\delta 𝐮}}d𝐱,\text{and}p={\displaystyle \frac{\delta \mathrm{}}{\delta D}}.`$
Therefore,

$`\left({\displaystyle \frac{}{t}}+\mathrm{\pounds }_u\right)\left(vdv\right)=d\left(pdv\right),`$
where $``$ is the exterior product of differential forms. In vector notation, this is the helicity equation,

$$\frac{}{t}\left(𝐯\mathrm{curl}𝐯\right)+\mathrm{div}\left(𝐮\left(𝐯\mathrm{curl}𝐯\right)+p\mathrm{curl}𝐯\right)=0.$$
(2.7)
Consequently, for homogeneous boundary conditions one finds conservation of helicity $`\mathrm{\Lambda }=vdv=𝐯\mathrm{curl}𝐯d^3x`$. The helicity $`\mathrm{\Lambda }`$ is a topological quantity that measures the linkage number of the lines of curl$`𝐯`$, the fluid vortex lines in this case.

### 2.3 Proof of the EP Theorem

The equivalence of i and ii holds for any configuration manifold and so, in particular, it holds in this case.

The following string of equalities shows that iii is equivalent to iv.

$`0`$ $`=`$ $`\delta {\displaystyle _{t_1}^{t_2}}\mathrm{}(u,a)𝑑t={\displaystyle _{t_1}^{t_2}}{\displaystyle \frac{\delta \mathrm{}}{\delta u}},\delta u+{\displaystyle \frac{\delta \mathrm{}}{\delta a}},\delta adt`$ (2.8)
$`=`$ $`{\displaystyle _{t_1}^{t_2}}{\displaystyle \frac{\delta \mathrm{}}{\delta u}},{\displaystyle \frac{\eta }{t}}+\mathrm{ad}_u\eta {\displaystyle \frac{\delta \mathrm{}}{\delta a}},\mathrm{\pounds }_\eta adt`$
$`=`$ $`{\displaystyle _{t_1}^{t_2}}{\displaystyle \frac{}{t}}{\displaystyle \frac{\delta \mathrm{}}{\delta u}}+\mathrm{ad}_u^{}{\displaystyle \frac{\delta \mathrm{}}{\delta u}}{\displaystyle \frac{\delta \mathrm{}}{\delta a}}a,\eta 𝑑t.`$
Finally we show that i and iii are equivalent. First note that the $`G`$–invariance of $`L:TG\times V^{}𝐑`$ and the definition of $`a\left(t\right)=a_0g\left(t\right)^1`$ imply that the integrands in (2.2) and (2.3) are equal. Moreover, all variations $`\delta g\left(t\right)TG`$ of $`g\left(t\right)`$ with fixed endpoints induce and are induced by variations $`\delta u\left(t\right)𝐠`$ of $`u\left(t\right)`$ of the form $`\delta u=\eta /t+\mathrm{ad}_u\eta `$ with $`\eta \left(t\right)𝐠`$ vanishing at the endpoints. The relation between $`\delta g\left(t\right)`$ and $`\eta \left(t\right)`$ is given by $`\eta \left(t\right)=\delta g\left(t\right)g\left(t\right)^1`$. This is the proof first given in Holm, Marsden and Ratiu \[1998a\].

QED

## 3 Lagrangian averaged Euler-Poincaré theory

We shall place the GLM (Generalized Lagrangian Mean) theory of Andrews and McIntyre \[1978a\] into the Euler-Poincaré framework discussed in the previous section.

### 3.1 GLM theory from a geometric viewpoint

The GLM theory of Andrews and McIntyre \[1978a\] begins by assuming the Lagrange-to-Euler map factorizes as a product of diffeomorphisms,

$`g\left(t\right)=\mathrm{\Xi }\left(t\right)\stackrel{~}{g}\left(t\right).`$
Moreover, the first factor $`\stackrel{~}{g}\left(t\right)`$ arises from an averaging process,

$`\overline{g}\left(t\right)=\overline{\mathrm{\Xi }\left(t\right)\stackrel{~}{g}\left(t\right)}=\stackrel{~}{g}\left(t\right),`$
that satisfies the projection property, so that $`\overline{\stackrel{~}{g}}\left(t\right)=\stackrel{~}{g}\left(t\right)`$. Thus, a fluid parcel labeled by $`𝐱_0`$ has current position,

$`𝐱^\xi (𝐱_0,t)\mathrm{\Xi }\left(t\right)\left(\stackrel{~}{g}\left(t\right)𝐱_0\right)=\mathrm{\Xi }(𝐱(𝐱_0,t),t)\text{(current position)},`$
and it has mean position,

$`𝐱(𝐱_0,t)=\stackrel{~}{g}\left(t\right)𝐱_0\text{(mean position)}.`$
###### Remark 3.1

Thus, GLM theory first averages the action of the diffeomorphism group, while holding fixed the material objects on which the group acts. Then it restores the original action of the group by assuming that $`g(t)\stackrel{~}{g}^1(t)=\mathrm{\Xi }(t)`$ is also a diffeomorphism. This is illustrated in Figure 2.

The composition of maps $`g\left(t\right)=\mathrm{\Xi }\left(t\right)\stackrel{~}{g}\left(t\right)`$ yields via the chain rule the following velocity relation,

$$\dot{g}\left(t\right)𝐱_0=\dot{\mathrm{\Xi }}\left(t\right)𝐱+T\mathrm{\Xi }\left(\dot{\stackrel{~}{g}}\left(t\right)𝐱_0\right).$$
(3.1)
By invertibility, $`𝐱_0=g^1\left(t\right)𝐱^\xi =\stackrel{~}{g}^1\left(t\right)𝐱`$. Consequently, one may define the fluid parcel velocity at the current position in terms of a vector field evaluated at the mean position as,

$`𝐮(𝐱^\xi ,t)=\dot{g}g^1\left(t\right)𝐱^\xi =\dot{g}\stackrel{~}{g}^1\left(t\right)𝐱=𝐮^\xi (𝐱,t).`$
Hence, by using the velocity relation (3.1) one finds,

$`𝐮^\xi (𝐱,t)`$ $`=`$ $`\dot{\mathrm{\Xi }}\left(t\right)𝐱+T\mathrm{\Xi }\left(\dot{\stackrel{~}{g}}\stackrel{~}{g}^1\left(t\right)𝐱\right)`$ (3.2)
$``$ $`{\displaystyle \frac{\mathrm{\Xi }}{t}}(𝐱,t)+{\displaystyle \frac{\mathrm{\Xi }}{𝐱}}\overline{𝐮}^L(𝐱,t).`$
Here the Lagrangian mean velocity $`\overline{𝐮}^L`$ is defined as

$$\overline{𝐮}^L(𝐱,t)\overline{𝐮^\xi (𝐱,t)}=\overline{\dot{g}\stackrel{~}{g}^1\left(t\right)}𝐱=\dot{\stackrel{~}{g}}\left(t\right)\stackrel{~}{g}\left(t\right)^1𝐱=\dot{\stackrel{~}{g}}\left(t\right)𝐱_0.$$
(3.3)
In the third equality we used the projection property of the averaging process and found $`\overline{\dot{g}}=\dot{\overline{g}}=\dot{\stackrel{~}{g}}`$ from equation (3.1), so that

$`\overline{𝐮}^L(𝐱,t)=\dot{\stackrel{~}{g}}\left(t\right)\stackrel{~}{g}\left(t\right)^1𝐱\stackrel{~}{𝐮}(𝐱,t).`$
Thus, the Lagrangian mean velocity vector satisfies $`\overline{𝐮}^L=\stackrel{~}{𝐮}`$, so $`\overline{𝐮}^L`$ is tangent to the mean motion associated with $`\stackrel{~}{g}\left(t\right)`$. Hence, one may write equation (3.2) in terms of the mean material time derivative $`D^L/Dt`$ as

$$𝐮^\xi (𝐱,t)=\left(\frac{}{t}+\overline{𝐮}^L\right)\mathrm{\Xi }(𝐱,t)\frac{D^L}{Dt}\mathrm{\Xi }(𝐱,t).$$
(3.4)
Likewise, for any fluid quantity $`\chi `$ one may define $`\chi ^\xi `$ as the composition of functions

$`\chi ^\xi (𝐱,t)=\chi (𝐱^\xi ,t)=\chi (\mathrm{\Xi }(𝐱,t),t).`$
Taking the mean material time derivative and using the definition of $`D^L/Dt`$ in equation (3.4) yields the advective derivative relation,

$`{\displaystyle \frac{D^L}{Dt}}\chi ^\xi `$ $`=`$ $`\left({\displaystyle \frac{\chi }{t}}\right)^\xi +T\chi {\displaystyle \frac{D^L}{Dt}}\mathrm{\Xi }(𝐱,t)`$ (3.5)
$`=`$ $`\left({\displaystyle \frac{\chi }{t}}+T\chi 𝐮\right)^\xi \left({\displaystyle \frac{D\chi }{Dt}}\right)^\xi .`$
As in equation (3.3) for the velocity, the Lagrangian mean $`\overline{\chi }^L`$ of any other fluid quantity $`\chi `$ is defined as

$`\overline{\chi }^L(𝐱,t)\overline{\chi ^\xi (𝐱,t)}=\overline{\chi (𝐱^\xi ,t)}=\overline{\chi (\mathrm{\Xi }\left(t\right)𝐱,t)}=\overline{\chi (g\left(t\right)𝐱_0,t)}.`$
Taking the Lagrangian mean of equation (3.5) and once again using its projection property yields

$`\dot{\overline{\chi }}^L={\displaystyle \frac{D^L}{Dt}}\overline{\chi }^L=\overline{\left({\displaystyle \frac{D\chi }{Dt}}\right)}^L=\overline{\dot{\chi }}^L,\text{so that}{\displaystyle \frac{D^L}{Dt}}\chi ^{\mathrm{}}=\left({\displaystyle \frac{D\chi }{Dt}}\right)^{\mathrm{}},`$
where $`\chi ^{\mathrm{}}=\chi ^\xi \overline{\chi }^L`$ is the Lagrangian disturbance of $`\chi `$ satisfying $`\overline{\chi ^{\mathrm{}}}=0`$.

###### Remark 3.2

The Lagrangian mean commutes with the material derivative. Hence, the advective derivative relation (3.5) decomposes additively, as

$$\frac{D^L}{Dt}\left(\chi ^L+\chi ^{\mathrm{}}\right)=\overline{\left(\frac{D\chi }{Dt}\right)}^L+\left(\frac{D\chi }{Dt}\right)^{\mathrm{}}.$$
(3.6)
### 3.2 Mean advected quantities and their transformations

Advective transport by $`g\left(t\right)`$ and $`\stackrel{~}{g}\left(t\right)`$ is defined by

$`a(𝐱^\xi ,t)=a_0g^1\left(t\right)\text{and}\stackrel{~}{a}(𝐱,t)=a_0\stackrel{~}{g}^1\left(t\right),`$
where $`a_0=a(𝐱_0,0)=\stackrel{~}{a}(𝐱_0,0)`$, with $`a,\stackrel{~}{a}V^{}`$ and the factorization $`g\left(t\right)=\mathrm{\Xi }\left(t\right)\stackrel{~}{g}\left(t\right)`$ implies

$$\stackrel{~}{a}(𝐱,t)=a\mathrm{\Xi }(𝐱,t).$$

Note that the right side of this equation is potentially rapidly varying, but the left side is a mean advected quantity.

Since $`a`$ and $`\stackrel{~}{a}`$ refer to the same initial conditions, $`a_0`$, one finds

$$a_0\stackrel{~}{g}^1\left(t\right)=\stackrel{~}{a}(𝐱,t)=a\mathrm{\Xi }(𝐱,t)=a(𝐱^\xi ,t)(𝐱,t)a^\xi (𝐱,t),$$
(3.7)
where $`(𝐱,t)`$ is the tensor transformation factor of $`a`$ under the change of variables $`\mathrm{\Xi }:𝐱𝐱^\xi `$. For example, one computes formula (3.7) for an advected density as

$$\left(D\left(𝐱_0\right)d^3x_0\right)\stackrel{~}{g}^1\left(t\right)=D^\xi (𝐱,t)det\left(T\mathrm{\Xi }\right)d^3x=\stackrel{~}{D}(𝐱,t)d^3x.$$
(3.8)
Thus, for an advected density, $`D`$,

$$D^\xi det\left(T\mathrm{\Xi }\right)(𝐱,t)=\stackrel{~}{D}(𝐱,t),(𝐱,t)=det\left(T\mathrm{\Xi }\right),\frac{}{t}\stackrel{~}{D}=\mathrm{div}\left(\stackrel{~}{D}\stackrel{~}{𝐮}\right).$$

For an advected scalar function, $`s`$,

$$s^\xi (𝐱,t)=\stackrel{~}{s}(𝐱,t)=\overline{s}^L(𝐱,t),=1,\frac{}{t}\stackrel{~}{s}=\stackrel{~}{𝐮}\stackrel{~}{s}.$$

For an advected vector field, $`𝐁`$,

$$K_j^iB^{\xi j}(𝐱,t)=\stackrel{~}{B}^i(𝐱,t),\text{and}K_j^i=det\left(T\mathrm{\Xi }\right)\left(T\mathrm{\Xi }^1\right)_j^i.$$

Thus, in the case of an advected vector field, one has

$$𝖪𝐁^\xi (𝐱,t)=\stackrel{~}{𝐁}(𝐱,t),\text{with}=𝖪det\left(T\mathrm{\Xi }\right)T\mathrm{\Xi }^1,$$

and an advection relation (e.g., a frozen-in magnetic field) given by

$$\frac{}{t}\stackrel{~}{𝐁}=\stackrel{~}{𝐮}\stackrel{~}{𝐁}+\stackrel{~}{𝐁}\stackrel{~}{𝐮}.$$

Finally, for an advected symmetric tensor $`S`$ one finds

$$\left(T\mathrm{\Xi }^TS^\xi T\mathrm{\Xi }\right)_{ij}=\stackrel{~}{S}_{ij},$$

whose advection relation is obtained as in the other cases.

In each case, the corresponding transformation factor $``$ appears in a variational relation for an advected quantity, expressed via equation (3.7) as

$$\delta a^\xi =\delta \left(^1\stackrel{~}{a}\right)=^1\delta \stackrel{~}{a}+\left(\delta ^1\right)\stackrel{~}{a}.$$
(3.9)
This formula will be instrumental in establishing the main result.

### 3.3 Lagrangian Averaged Euler-Poincaré Theorem

Let the assumptions hold as listed previously for the EP Theorem 2.1 and assume the GLM factorization $`g\left(t\right)=\mathrm{\Xi }\left(t\right)\stackrel{~}{g}\left(t\right)`$ with $`\overline{g}\left(t\right)=\overline{\mathrm{\Xi }\left(t\right)\stackrel{~}{g}\left(t\right)}`$. Then,

###### Theorem 3.3 (LAEP Theorem)

The following are equivalent:

1. The averaged Hamilton’s principle holds

$$\delta _{t_1}^{t_2}\overline{L_{a_0}(g\left(t\right),\dot{g}\left(t\right))}𝑑t=0$$
(3.10)
for variations $`\delta g\left(t\right)`$ of $`g\left(t\right)`$ vanishing at the endpoints.
2. The mean Euler–Lagrange equations for $`\overline{L}_{a_0}`$ are satisfied on $`\stackrel{~}{G}`$,

$$\overline{\frac{\delta L_{a_0}}{\delta g}T\mathrm{\Xi }}\overline{\frac{d}{dt}\frac{\delta L_{a_0}}{\delta \dot{g}}T\mathrm{\Xi }}=0$$
(3.11)
3. The averaged constrained variational principle

$$\delta _{t_1}^{t_2}\overline{\mathrm{}(u^\xi \left(t\right),a^\xi \left(t\right))}𝑑t=0$$
(3.12)
holds on $`\stackrel{~}{𝐠}\times \stackrel{~}{V}^{}`$, using variational relations of the form

$`\delta u^\xi `$ $`=`$ $`T\mathrm{\Xi }\left({\displaystyle \frac{\stackrel{~}{\eta }}{t}}+\mathrm{ad}_{\stackrel{~}{u}}\stackrel{~}{\eta }\right)+\delta \mathrm{\Xi }\text{ terms},`$
$`\delta a^\xi `$ $`=`$ $`^1\delta \stackrel{~}{a}+\delta \mathrm{\Xi }\text{ terms, and }\delta \stackrel{~}{a}=\stackrel{~}{a}\stackrel{~}{\eta },`$
where $`\stackrel{~}{\eta }\left(t\right)=\delta \stackrel{~}{g}\stackrel{~}{g}^1\stackrel{~}{𝐠}`$ vanishes at the endpoints.
4. The Lagrangian averaged Euler–Poincaré (LAEP) equations hold on $`\stackrel{~}{𝐠}\times \stackrel{~}{V}^{}`$

$$\frac{}{t}\overline{\left(\frac{\delta \mathrm{}}{\delta u^\xi }T\mathrm{\Xi }\right)}=\mathrm{ad}_{\stackrel{~}{u}}^{}\overline{\left(\frac{\delta \mathrm{}}{\delta u^\xi }T\mathrm{\Xi }\right)}+\overline{\left(\frac{\delta \mathrm{}}{\delta a^\xi }^1\right)}\stackrel{~}{a}.$$
(3.13)

###### Corollary 3.4 (LA Kelvin-Noether Circulation Theorem)

$$\frac{d}{dt}_{c\left(\stackrel{~}{u}\right)}\frac{1}{\stackrel{~}{D}}\overline{\left(\frac{\delta \mathrm{}}{\delta u^\xi }T\mathrm{\Xi }\right)}=_{c\left(\stackrel{~}{u}\right)}\frac{1}{\stackrel{~}{D}}\overline{\left(\frac{\delta \mathrm{}}{\delta a^\xi }^1\right)}\stackrel{~}{a},$$

for any closed curve $`c(\stackrel{~}{u})`$ that moves with the fluid.

Proof. Via the equivalence of ad and Lie derivative for a one-form density, the (LAEP) equation implies

$$\frac{d}{dt}_{c\left(\stackrel{~}{u}\right)}\frac{1}{\stackrel{~}{D}}\overline{\left(\frac{\delta \mathrm{}}{\delta u^\xi }T\mathrm{\Xi }\right)}=_{c\left(\stackrel{~}{u}\right)}\left(\frac{}{t}+\mathrm{\pounds }_u\right)\frac{1}{\stackrel{~}{D}}\overline{\left(\frac{\delta \mathrm{}}{\delta u^\xi }T\mathrm{\Xi }\right)},$$

for any closed curve $`c\left(\stackrel{~}{u}\right)`$ that moves with the fluid.

QED

### 3.4 Proof of the LAEP Theorem

The equivalence of $`\overline{𝐢}`$ and $`\overline{\mathrm{𝐢𝐢}}`$ holds for any configuration manifold and so, in particular, it holds again in this case. To compute the averaged Euler-Lagrange equation (3.11), we use the following variational relation obtained from the composition of maps $`g\left(t\right)=\mathrm{\Xi }\left(t\right)\stackrel{~}{g}\left(t\right)`$, cf. the velocity relation (3.1),

$$\delta g\left(t\right)=\delta \mathrm{\Xi }\left(t\right)\stackrel{~}{g}\left(t\right)+T\mathrm{\Xi }\left(t\right)\delta \stackrel{~}{g}\left(t\right).$$
(3.14)
Hence, we find

$`0`$ $`=`$ $`\delta {\displaystyle _{t_1}^{t_2}}\overline{L_{a_0}(g\left(t\right),\dot{g}\left(t\right))}𝑑t`$
$`=`$ $`{\displaystyle _{t_1}^{t_2}}\left(\overline{{\displaystyle \frac{\delta L_{a_0}}{\delta g}}\delta g}+\overline{{\displaystyle \frac{\delta L_{a_0}}{\delta \dot{g}}}\delta \dot{g}}\right)𝑑t`$
$`=`$ $`{\displaystyle _{t_1}^{t_2}}\left(\overline{{\displaystyle \frac{\delta L_{a_0}}{\delta g}}T\mathrm{\Xi }}\overline{{\displaystyle \frac{d}{dt}}{\displaystyle \frac{\delta L_{a_0}}{\delta \dot{g}}}T\mathrm{\Xi }}\right)\delta \stackrel{~}{g}𝑑t.`$
This yields the mean Euler-Lagrange equations (3.11). Here we have dropped $`\delta \mathrm{\Xi }`$terms, because they do not figure in the variational principle for Lagrangian mean fluid dynamics at this level of description.

The following string of equalities shows that $`\overline{\mathrm{𝐢𝐢𝐢}}`$ is equivalent to $`\overline{\mathrm{𝐢𝐯}}`$.

$`0`$ $`=`$ $`\delta {\displaystyle _{t_1}^{t_2}}\overline{\mathrm{}(u^\xi ,a^\xi )}𝑑t={\displaystyle _{t_1}^{t_2}}\overline{{\displaystyle \frac{\delta \mathrm{}}{\delta u^\xi }},\delta u^\xi }+\overline{{\displaystyle \frac{\delta \mathrm{}}{\delta a^\xi }},\delta a^\xi }dt`$
$`=`$ $`{\displaystyle _{t_1}^{t_2}}\overline{{\displaystyle \frac{\delta \mathrm{}}{\delta u^\xi }},T\mathrm{\Xi }\delta \left(\dot{\stackrel{~}{g}}\stackrel{~}{g}^1\right)}+\overline{{\displaystyle \frac{\delta \mathrm{}}{\delta a^\xi }},^1\delta \stackrel{~}{a}}dt`$
$`=`$ $`{\displaystyle _{t_1}^{t_2}}\overline{{\displaystyle \frac{\delta \mathrm{}}{\delta u^\xi }}T\mathrm{\Xi }},{\displaystyle \frac{\stackrel{~}{\eta }}{t}}+\mathrm{ad}_{\stackrel{~}{u}}\stackrel{~}{\eta }\overline{{\displaystyle \frac{\delta \mathrm{}}{\delta a^\xi }}^1},\mathrm{\pounds }_{\stackrel{~}{\eta }}\stackrel{~}{a}dt`$
$`={\displaystyle _{t_1}^{t_2}}{\displaystyle \frac{}{t}}\overline{\left({\displaystyle \frac{\delta \mathrm{}}{\delta u^\xi }}T\mathrm{\Xi }\right)}+\mathrm{ad}_{\stackrel{~}{u}}^{}\overline{\left({\displaystyle \frac{\delta \mathrm{}}{\delta u^\xi }}T\mathrm{\Xi }\right)}\overline{\left({\displaystyle \frac{\delta \mathrm{}}{\delta a^\xi }}^1\right)}\stackrel{~}{a},\stackrel{~}{\eta }𝑑t.`$
In the second line, we again dropped the $`\delta \mathrm{\Xi }`$terms and we substituted the following variational relations obtained from equations (3.2) and (3.9),

$`\delta u^\xi `$ $`=`$ $`T\mathrm{\Xi }\delta \left(\dot{\stackrel{~}{g}}\stackrel{~}{g}^1\right)+\delta \mathrm{\Xi }\text{ terms}`$ (3.15)
$`=`$ $`T\mathrm{\Xi }\left({\displaystyle \frac{\stackrel{~}{\eta }}{t}}+\mathrm{ad}_{\stackrel{~}{u}}\stackrel{~}{\eta }\right)+\delta \mathrm{\Xi }\text{ terms},`$ (3.16)
$`\delta a^\xi `$ $`=`$ $`^1\delta \stackrel{~}{a}+\delta \mathrm{\Xi }\text{ terms}\text{and}\delta \stackrel{~}{a}=\stackrel{~}{a}\stackrel{~}{\eta }.`$ (3.17)
Finally we show that $`\overline{𝐢}`$ and $`\overline{\mathrm{𝐢𝐢𝐢}}`$ are equivalent. First note that the $`G`$–invariance of $`L:TG\times V^{}𝐑`$ and the definition of $`a\left(t\right)=a_0g\left(t\right)^1`$ imply that the integrands in (3.10) and (3.12) are equal, both before and after averaging. Moreover, all variations $`\delta g\left(t\right)TG`$ of $`g\left(t\right)`$ with fixed endpoints induce and are induced by variations $`\delta u\left(t\right)𝐠`$ of $`u\left(t\right)`$ of the form $`\delta u=\eta /t+\mathrm{ad}_u\eta `$ with $`\eta \left(t\right)𝐠`$ vanishing at the endpoints. The relation between $`\delta g\left(t\right)`$ and $`\eta \left(t\right)`$ is given by $`\eta \left(t\right)=\delta g\left(t\right)g\left(t\right)^1`$. The corresponding statements are also true for the tilde-variables in the variational relations (3.14) and (3.15) – (3.17) that are used in the calculation of the other equivalences.

QED

###### Remark 3.5 (Lagrangian Average Conservation Laws/Balances)

From the viewpoint of the LAEP theorem, the Kelvin circulation theorem and its associated conservation of potential vorticity for LA flows both emerge because reduction of Hamilton’s principle by its relabeling symmetries in passing from the material to the spatial picture of continuum mechanics is compatible with Lagrangian averaging, which takes place at fixed fluid labels.

LA also preserves the kinematic symmetries of Hamilton’s principle, so, conservation, or balance, laws for momentum and energy for the LA dynamics are also guaranteed by Noether’s theorem for the averaged variational principle, according to its transformations under space and time translations.

## 4 Application of the LAEP theorem to incompressible fluids

### 4.1 Euler’s equation for an incompressible fluid

For an incompressible fluid, the EP theorem 2.1 yields Euler’s equations as

$$\frac{}{t}\frac{\delta \mathrm{}}{\delta u}=\mathrm{ad}_u^{}\frac{\delta \mathrm{}}{\delta u}+\frac{\delta \mathrm{}}{\delta D}D,$$
(4.1)
for the reduced Lagrangian

$$\mathrm{}=\frac{1}{2}D\left|u\right|^2p\left(D1\right)d^3x.$$
(4.2)
Here the pressure $`p`$ is a Lagrange multiplier that imposes incompressibility. The variational derivatives of this Lagrangian are given by

$$\delta \mathrm{}=Du\delta u+\left(\frac{1}{2}\left|u\right|^2p\right)\delta D\left(D1\right)\delta pd^3x.$$
(4.3)
The expected Euler equation for incompressible fluids is found upon setting $`D=1`$ in equation (4.1) as

$$\frac{}{t}u+uu+p=0.$$
(4.4)
The auxiliary advection relation for the mass density $`D`$ is the continuity equation

$$\frac{D}{t}=\mathrm{div}\left(Du\right),$$
(4.5)
which, as usual, ensures incompressibility via the constraint $`D=1`$.

### 4.2 The Lagrangian averaged Euler (LAE) equations

The Lagrangian averaged Euler (LAE) equations are derived from the LAEP theorem 3.3 as follows. The corresponding averaged Lagrangian in the material description is given by

$$\overline{L}=D_0d^3x_0\left[\frac{1}{2}\overline{\left|\dot{𝐱}^\xi \right|^2}+\overline{p^\xi \left(det\frac{𝐱^\xi }{𝐱_0}1\right)}\right].$$
(4.6)
Therefore, the reduced averaged Lagrangian in the spatial picture becomes

$$\overline{\mathrm{}}=d^3x\left[\frac{1}{2}\stackrel{~}{D}\overline{\left|𝐮^\xi \right|^2}+\overline{p^\xi \left(detT\mathrm{\Xi }\stackrel{~}{D}\right)}\right],$$
(4.7)
where we have used equation (3.8) in the change of variables. The necessary variations of this Lagrangian are given by (dropping the $`\delta \mathrm{\Xi }`$ terms)

$`\delta \overline{\mathrm{}}`$ $`=`$ $`{\displaystyle }d^3x[\stackrel{~}{D}\overline{𝐮^\xi T\mathrm{\Xi }}\delta \stackrel{~}{𝐮}+({\displaystyle \frac{1}{2}}\overline{\left|𝐮^\xi \right|^2}\overline{p}^L)\delta \stackrel{~}{D}`$
$`+\delta \overline{p}^L(\overline{detT\mathrm{\Xi }}\stackrel{~}{D})+\overline{\delta p^{\mathrm{}}detT\mathrm{\Xi }}].`$
Here we substituted the pressure decomposition $`p^\xi =\overline{p}^L+p^{\mathrm{}}`$ with $`\overline{p^\xi }=\overline{p}^L`$ and used the projection property of the Lagrangian average. Thus, the pressure constraint implies that the mean advected density is related to the mean fluid trajectory by

$$\stackrel{~}{D}=\overline{detT\mathrm{\Xi }}.$$

Consequently, the LAE fluid velocity in general has a divergence,

$$\mathrm{div}\stackrel{~}{𝐮}0,$$

as was first noticed in Andrews and McIntyre \[1978a\]. The Lagrangian disturbance of the pressure $`p^{\mathrm{}}`$ imposes the constraint

$$\overline{\delta p^{\mathrm{}}detT\mathrm{\Xi }}=0.$$

This constraint also arises in the self-consistent theory of wave-mean flow interaction dynamics in Gjaja and Holm . It is irrelevant here, though, because we are not considering self-consistent fluctuation dynamics. (The self-consistent theory arises from the $`\delta \mathrm{\Xi }`$terms that we dropped here.)

The LAE equation may now be written in LAEP form (3.13) in components as

$$\frac{}{t}\stackrel{~}{v}_i+\stackrel{~}{u}^j\frac{}{x^j}\stackrel{~}{v}_i+\stackrel{~}{v}_j\frac{}{x^i}\stackrel{~}{u}^j+\frac{}{x^i}\stackrel{~}{\pi }=0,$$
(4.9)
$$\stackrel{~}{v}_i=\frac{1}{\stackrel{~}{D}}\frac{\delta \mathrm{}}{\delta \stackrel{~}{u}^i}=\overline{u_j^\xi \left(T\mathrm{\Xi }\right)_i^j},\stackrel{~}{\pi }=\frac{\delta \mathrm{}}{\delta \stackrel{~}{D}}=\frac{1}{2}\overline{\left|𝐮^\xi \right|^2}+\overline{p}^L,$$
(4.10)
and the advected mean mass density $`\stackrel{~}{D}`$ satisfies the corresponding mean continuity equation

$$\frac{\stackrel{~}{D}}{t}=\mathrm{div}\left(\stackrel{~}{D}\stackrel{~}{𝐮}\right).$$
(4.11)
When $`T\mathrm{\Xi }=Id+\xi `$, one finds

$$\stackrel{~}{𝐯}=\overline{𝐮^\xi }+\overline{\frac{D^L}{Dt}\xi _j\xi ^j}\overline{𝐮}^L\overline{𝐩}.$$
(4.12)
The term $`\overline{𝐩}`$ is called the pseudomomentum in Andrews and McIntyre \[1978a\]. See, e.g., Holm  for a recent discussion and more details.

###### Remark 4.1 (Momentum balance)

The EP theory of Holm, Marsden and Ratiu \[1998a\] implies momentum balance in this case in the form,

$$\frac{}{t}\left(\stackrel{~}{D}\stackrel{~}{v}_i\right)+\frac{}{x^j}\left(\stackrel{~}{D}\stackrel{~}{v}_i\stackrel{~}{u}^j+\overline{p}^L\delta _i^j\right)=\frac{\stackrel{~}{D}}{2}\frac{\overline{\left|𝐮^\xi \right|^2}}{x^i}|_{exp},$$
(4.13)
where subscript $`exp`$ refers to the explicit spatial dependence arising from the $`\mathrm{\Xi }`$terms in $`\overline{|𝐮^\xi |^2}=\overline{|D^L\mathrm{\Xi }/Dt|^2}`$ obtained from equation (3.2).

### 4.3 Recent progress toward closure

Of course, the LAE equations (4.9) – (4.11) are not yet closed. As indicated in their momentum balance relation (4.13), they depend on the unknown Lagrangian statistical properties appearing as the $`\mathrm{\Xi }`$terms in the definitions of $`\stackrel{~}{𝐯}`$ and $`\stackrel{~}{\pi }`$. Until these properties are modeled or prescribed, the LAE equations are incomplete.

Progress in formulating and analyzing a closed system of fluid equations related to the LAE equations has recently been made in the EP context. These closed model LAE equations were first obtained in Holm, Marsden and Ratiu \[1998a,b\]. For more discussion of this type of equation and its recent developments as a turbulence model, see papers by Chen et al \[1998, 1999a,b,c\], Shkoller , Foias et al , and Marsden, Ratiu and Shkoller  and Marsden and Shkoller . An earlier self-consistent variant of the LAE closure was also introduced in Gjaja and Holm . This was further developed in Holm .

###### Remark 4.2 (Transport structure)

Although the LAE equations are not yet closed, their transport structure may still be discussed because they are derived in the LAEP context, which preserves the transport structure. Thus, as in equations (2.6) and (2.7) we have

$$\frac{d}{dt}_{c\left(\stackrel{~}{𝐮}\right)}\stackrel{~}{𝐯}𝑑𝐱=0,\left(\text{LAE Kelvin theorem}\right),$$
(4.14)
and

$$\frac{d}{dt}\stackrel{~}{𝐯}\mathrm{curl}\stackrel{~}{𝐯}d^3x=0\left(\text{LAE Helicity conservation}\right).$$
(4.15)
Of course, the LAEP approach is versatile enough to derive LA equations for compressible fluid motion, as well. This was already shown in the GLM theory of Andrews and McIntyre \[1978a\]. For brevity, we only remark that the LAEP approach also preserves magnetic helicity and cross-helicity conservation when applied to magnetohydrodynamics (MHD).

## 5 Acknowledgements

I am grateful for stimulating discussions of this topic with P. Constantin, G. Eyink, U. Frisch, J. Marsden, M. E. McIntyre, I. Mezic, S. Shkoller and A. Weinstein. Some of these discussions took place at Cambridge University while the author was a visiting professor at the Isaac Newton Institute for Mathematical Science. This work was supported by the U.S. Department of Energy under contracts W-7405-ENG-36 and the Applied Mathematical Sciences Program KC-07-01-01.

Andrews, D G and McIntyre, M E 1978 An exact theory of nonlinear waves on a Lagrangian-mean flow. J. Fluid Mech. 89 609–646.

Arnold, V I 1966 Sur la géometrie differentielle des groupes de Lie de dimension infinie et ses applications à l’hydrodynamique des fluides parfaits. Ann. Inst. Fourier (Grenoble) 16 319–361.

Chen, S Y, Foias, C, Holm, D D, Olson, E J, Titi, E S and Wynne, S 1998 The Camassa-Holm equations as a closure model for turbulent channel and pipe flows. Phys. Rev. Lett. 81 5338-5341.

Chen, S Y, Foias, C, Holm, D D, Olson, E J, Titi, E S and Wynne, S 1999 The Camassa-Holm equations and turbulence in pipes and channels. Physica D 133 49-65.

Chen, S Y, Foias, C, Holm, D D, Olson, E J, Titi, E S and Wynne, S (1999) A connection between the Camassa-Holm equations and turbulence in pipes and channels. Phys. Fluids 11 2343-2353.

Chen, S Y, Holm, D D, Margolin, L G and Zhang, R (1999) Direct numerical simulations of the Navier-Stokes alpha model. Physica D 133 66-83.

Foias, C, Holm, D D and Titi, E S (1999) The Three Dimensional Viscous Camassa–Holm Equations, and Their Relation to the Navier–Stokes Equations and Turbulence Theory. J. Diff. Eq. at press.

Foias, C, Holm, D D and Titi, E S (2001) The Navier-Stokes-alpha model of fluid turbulence. Physica D at press.

Gjaja, I and Holm, D D (1996) Self-consistent wave-mean flow interaction dynamics and its Hamiltonian formulation for a rotating stratified incompressible fluid. Physica D 98 343-378.

Holm, D D (1999) Fluctuation effects on 3D Lagrangian mean and Eulerian mean fluid motion. Physica D 133 215-269.

Holm, D D (2001) Averaged Lagrangians and the mean dynamical effects of fluctuations in continuum mechanics. Physica D at press.

Holm, D D, Marsden, J E and Ratiu, T S (1998) The Euler–Poincaré equations and semidirect products with applications to continuum theories. Adv. in Math. 137 1-81.

Holm, D D, Marsden, J E and Ratiu, T S (1998) Euler–Poincaré models of ideal fluids with nonlinear dispersion, Phys. Rev. Lett. 80 4173-4177.

Holm, D D, Marsden, J E, Ratiu, T S and Weinstein, A (1985) Nonlinear stability of fluid and plasma equilibria. Physics Reports 123 1–116.

Marsden, J E and Ratiu, T S (1999) Introduction to Mechanics and Symmetry Springer: New York, 2nd Edition.

Marsden, J E and Shkoller, S (2001) The anisotropic averaged Euler equations. J. Rat. Mech. Anal. at press.

Marsden, J E, Ratiu, T S and S Shkoller (2001) The geometry and analysis of the averaged Euler equations and a new diffeomorphism group. Geom. Funct. Anal. at press.

Shkoller, S (1998) Geometry and curvature of diffeomorphism groups with $`H_1`$ metric and mean hydrodynamics. J. Funct. Anal. 160 337–365.


text:
# Duality and Cosmology

## 1 Introduction

Nearly a century ago several Physicists including Lorentz, Poincare and Abraham amongst others tackled unsuccessfully the problem of the extended electron. An extended electron appeared to contradict Special Relativity, while on the other hand, the limit of a point particle lead to inexplicable infinities. Dirac finally formulated an equation in which the physically relevant or ”renormalized” mass was finite and consisted of the bare mass and the electromagnetic mass which become infinite in the limit of point particles, no doubt, but the infinities cancel one another. This approach lead to non-causal effects, which were circumvented by a formalism of Feynam and Wheeler, in which the interaction of a charge with the rest of the universe was considered, and also not just the point charge, but its neighbourhood had to be taken into account.
These infinities persisted for many decades. Infact the Heisenberg Uncertainity Principle straightaway leads to infinities in the limit of spacetime points. It was only through the artifice of renormalization that ’t Hooft could finally circumvent this vexing problem, in the 1970s.
Nevertheless it has been realized that the concept of spacetime points is only approximate. We are beginning to realize that it may be more meaningful to speak in terms of spacetime foam, strings, branes, non commutative geometry, fuzzy spacetime and so on. This is what we will now discuss.

## 2 Duality

We consider the well known theory of Quantum SuperStrings and also an approach in which an electron is considered to be a Kerr-Newman Black Hole, with the additional input of fuzzy spacetime.
As is well known, String Theory originated from phenomenological considerations in the late sixties through the pioneering work of Veneziano, Nambu and others to explain features like the s-t channel dual resonance scattering and Regge trajectories. Originally strings were conceived as one dimensional objects with an extension of the order of the Compton wavelength, which would fudge the point vertices of the s-t channel scattering graphs, so that both would effectively correspond to one another (Cf.ref.).
The above strings are really Bosonic strings. Raimond, Scherk and others laid the foundation for the theory of Fermionic strings. Essentially the relativistic Quantized String is given a rotation, when we get back the equation for Regge trajectories,

$$J(2\pi T)^1M^2+a_0\mathrm{}\text{with}a_0=+1(+2)\text{for the open (closed) string}$$
(1)
When $`a_0=1`$ in (1) we have gauge Bosons while $`a_0=2`$ describes the gravitons. In the full theory of Quantum Super Strings, or QSS, we are essentially dealing with extended objects rotating with the velocity of light, rather like spinning black holes. The spatial extention is at the Planck scale while features like extra space time dimensions which are curled up in the Kaluza Klein sense and, as we will see, non commutative geometry appear.
We next observe that it is well known that the Kerr Newman of charged spinning Black Hole itself mimics the electron remarkably well including the purely Quantum Mechanical anomalous $`g=2`$ factor. The problem is that there would be a naked singularity, that is the radius would become complex,

$$r_+=\frac{GM}{c^2}+ıb,b\left(\frac{G^2Q^2}{c^8}+a^2\frac{G^2M^2}{c^4}\right)^{1/2}$$
(2)
where $`a`$ is the angular momentum per unit mass.
This problem has been studied in detail by the author in recent years. Indeed it is quite remarkable that the position coordinate of an electron in the Dirac theory is non Hermitian and mimics equation (2), being given by

$$x=(c^2p_1H^1t+a_1)+\frac{ı}{2}c\mathrm{}(\alpha _1cp_1H^1)H^1,$$
(3)
where the imaginary parts of (2) and (3) are both of the order of the Compton wavelength.
The key to understanding the unacceptable imaginary part was given by Dirac himself, in terms of zitterbewegung. The point is that according to the Heisenberg Uncertainity Principle, space time points themselves are not meaningful- only space time intervals have meaning, and we are really speaking of averages over such intervals, which are atleast of the order of the Compton scale. Once this is kept in mind, the imaginary term disappears on averaging over the Compton scale.
In this formulation, the mass and charge of the electron arises due to zitterbewegung effects at the Compton scale. These masses and charges are renormalized in the sense of the Dirac mass in the classical theory, alluded to in section 1.
Indeed, from a classical point of view also, in the extreme relativistic case, as is well known there is an extension of the order of the Compton wavelength, within which we encounter meaningless negative energies. With this proviso, it has been shown that we could think of an electron as a spinning Kerr Newman Black Hole. This has received independent support from the work of Nottale.
We are thus lead to the picture where there is a cut off in space time intervals.
In the above two scenarios, the cut off is at the Compton scale $`(l,\tau )`$ the Planck scale being a special case for the Planck mass. Such discrete space time models compatible with Special Relativity have been studied for a long time by Snyder and several other scholars. In this case it is well known that we have the following non commutative geometry

$$[x,y]=(ıa^2/\mathrm{})L_{z,}[t,x]=(ıa^2/\mathrm{}c)M_{x,}$$

$$[y,z]=(ıa^2/\mathrm{})L_{x,}[t,y]=(ıa^2/\mathrm{}c)M_{y,}$$
(4)
$$[z,x]=(ıa^2/\mathrm{})L_{y,}[t,z]=(ıa^2/\mathrm{}c)M_{z,}$$

where $`a`$ is the minimum natural unit and $`L_x,M_x`$ etc. have their usual significance.
Moreover in this case there is also a correction to the usual Quantum Mechanical commutation relations, which are now given by

$$[x,p_x]=ı\mathrm{}[1+(a/\mathrm{})^2p_x^2];$$

$$[t,p_t]=ı\mathrm{}[1(a/\mathrm{}c)^2p_t^2];$$

$$[x,p_y]=[y,p_x]=ı\mathrm{}(a/\mathrm{})^2p_xp_y;$$
(5)
$$[x,p_t]=c^2[p_{x,}t]=ı\mathrm{}(a/\mathrm{})^2p_xp_t;\text{etc}.$$

where $`p^\mu `$ denotes the four momentum.
In the Kerr Newman model for the electron alluded to above (or generally for a spinning sphere of spin $`\mathrm{}`$ and of radius $`l`$), $`L_x`$ etc. reduce to the spin $`\frac{\mathrm{}}{2}`$ of a Fermion and the commutation relations (4) and (5) reduce to

$$[x,y]0(l^2),[x,p_x]=ı\mathrm{}[1+\beta l^2],[t,E]=ı\mathrm{}[1+\tau ^2]$$
(6)
where $`\beta =(p_x/\mathrm{})^2`$ and similar equations.
Interestingly the non commutative geometry given in (6) can be shown to lead to the representation of Dirac matrices and the Dirac equation. From here we can get the Klein Gordon equation, as is well known, or alternatively we deduce the massless string equation.
This is also the case with superstrings where Dirac spinors are introduced, as indicated above. Infact in QSS also we have equations mathematically identical to the relations (6) containing momenta (Cf.ref.). This, which implies (4), can now be seen to be the origin of non-commutativity.
The non commutative geometry and fuzzyness is contained in (6). Infact fuzzy spaces have been investigated in detail by Madore and others, and we are lead back to the equation (6). The fuzzyness which is closely tied up with the non commutative feature is symptomatic of the breakdown of the concept of the spacetime points and point particles at small scales or high energies. As has been noted by Snyder, Witten, and several other scholars, the divergences encountered in Quantum Field Theory are symptomatic of precisely such an extrapolation to spacetime points and which necessitates devices like renormalization. As Witten points out, ”in developing relativity, Einstein assumed that the space time coordinates were Bosonic; Fermions had not yet been discovered!… The structure of space time is enriched by Fermionic as well as Bosonic coordinates.”
A related concept, which one encounters also in String Theory is Duality. Infact the relation (6) leads to,

$$\mathrm{\Delta }x\frac{\mathrm{}}{\mathrm{\Delta }p}+\alpha ^{}\frac{\mathrm{\Delta }p}{\mathrm{}}$$
(7)
where $`\alpha ^{}=l^2`$, which in Quantum SuperStrings Theory $`10^{66}`$. Witten has wondered about the basis of (7), but as we have seen, it is a consequence of (6).
This is an expression of the duality relation,

$$R\alpha ^{}/R$$

This is symptomatic of the fact that we cannot go down to arbitrarily small spacetime intervals, below the Planck scale.
There is an interesting meaning to the duality relation arising from (7) in the context of the Kerr-Newman Black Hole formulation. While it appears that the ultra small is a gateway to the macro cosmos, we could look at it in the following manner. The first term of the relation (7) which is the usual Heisenberg Uncertainity relation is supplemented by the second term which refers to the macro cosmos.
Let us consider the second term in (7). We write $`\mathrm{\Delta }p=\mathrm{\Delta }Nmc`$, where $`\mathrm{\Delta }N`$ is the Uncertainity in the number of particles, $`N`$, in the universe. Also $`\mathrm{\Delta }x=R`$, the radius of the universe where

$$R\sqrt{N}l,$$
(8)
the famous Eddington relationship. It should be stressed that the otherwise emperical Eddington formula, arises quite naturally in a Brownian characterisation of the universe as has been pointed out earlier (Cf. for example ref.). Put simply (8) in the Random Walk equation
We now get, using (2),

$$\mathrm{\Delta }N=\sqrt{N}$$

Substituting this in the time analogue of the second term of (7), we immediately get, $`T`$ being the age of the universe,

$$T=\sqrt{N}\tau $$
(9)
In the above analysis, including the Eddington formula (8), $`l`$ and $`\tau `$ are the Compton wavelength and Compton time of a typical elementary particle, namely the pion. The equation for the age of the universe is also correctly given above. Infact in the closely related model of fluctuational cosmology (Cf. for example ref.) all of the Dirac large number coincidences as also the mysterious Weinberg formula relating the mass of the pion to the Hubble constant, follow as a consequence, and are not emperical. In this formulation, in a nutshell, $`\sqrt{N}`$ particles are fluctuationally created within the time $`\tau `$, so that,

$$\frac{dN}{dt}=\frac{\sqrt{N}}{\tau }$$
(10)
which leads to (9) (and (8)).
Next use of the well known formula, $`(M=Nm,M`$ being the mass of the universe, and $`m`$ the pion mass)

$$RGM/c^2,$$

gives on differentiation and use of (10) the Hubble law, with

$$H=\frac{c}{l}\frac{1}{\sqrt{N}}\frac{Gm^3c}{\mathrm{}}\text{or}m=\left(\frac{\mathrm{}H}{Gc}\right)^{1/3}$$
(11)
(11) gives the supposedly mysterious and empirical Weinberg formula connecting the pion mass to the Hubble constant.
Using (11) we can deduce that there can be a cosmological constant $`\mathrm{\Lambda }`$ such that,

$$\mathrm{\Lambda }0(H^2)$$

Recent observations confirm this ever expanding and possibly accelerating feature of the universe. All these relations relating large scale parameters to microphysical constants were shown to be symptomatic of what has been called, stochastic holism (Cf. also ref.), that is a micro-macro connection with a Brownian or stochastic underpinning. Duality, or equivalently, relation (7) is really an expression of this micro-macro link.

## 3 The Dirac and Feynman - Wheeler Formulations

To appreciate this concept of holism in a more physical sense, we return to the classical description of the electron alluded to right at the beginning. We will discuss very briefly the contributions of Dirac, Feynman and Wheeler. This was built upon the earlier work of Lorentz, Abraham, Fokker and others. Our starting point is the so called Lorentz-Dirac equation:

$$ma^\mu =F_{in}^\mu +F_{ext}^\mu +\mathrm{\Gamma }^\mu $$
(12)
where

$$F_{in}^\mu =\frac{e}{c}F_{in}^{\mu v}v_v$$

and $`\mathrm{\Gamma }^\mu `$ is the Abraham radiation reaction four vector related to the self force and, given by

$$\mathrm{\Gamma }^\mu =\frac{2}{3}\frac{e^2}{c^3}(\dot{a}^\mu \frac{1}{c^2}a^\lambda a_\lambda v^\mu )$$
(13)
Equation (12) is the relativistic generalisation for a point electron of an earlier equation proposed by Lorentz, while equation (13) is the relativisitic generalisation of the original radiation reaction term due to energy loss by radiation. It must be mentioned that the mass $`m`$ in equation (12) consists of a neutral mass and the original electromagnetic mass of Lorentz, which latter does tend to infinity as the electron shrinks to a point, but, this is absorbed into the neutral mass. Thus we have the forerunner of renormalisation in quantum theory.
There are three unsatisfactory features of the Lorentz-Dirac equation (12).
Firstly the third derivative of the position coordinate in (12) through $`\mathrm{\Gamma }^\mu `$ gives a whole family of solutions. Except one, the rest of the solutions are run away - that is the velocity of the electron increases with time to the velocity of light, even in the absence of any forces. This energy can be thought to come from the infinite self energy we get when the size of the electron shrinks to zero. If we assume adhoc an asymptotically vanishing acceleration then we get a physically meaningful solution, though this leads to a second difficulty, that of violation of causality of even the physically meaningful solutions. Let us see this briefly.
For this, we notice that equation (12) can be written in the form,

$$ma^\mu (\tau )=_0^{\mathrm{}}K^\mu (\tau +\alpha \tau _0)e^\alpha 𝑑\alpha $$
(14)
where

$$K^\mu (\tau )=F_{in}^\mu +F_{ext}^\mu \frac{1}{c^2}Rv^\mu ,$$

$$\tau _0\frac{2}{3}\frac{e^2}{mc^3}$$
(15)
and

$$\alpha =\frac{\tau ^{}\tau }{\tau _0},$$

where $`\tau `$ denotes the time and $`R`$ is the total radiation rate.
It can be seen that equation (14) differs from the usual equation of Newtonian Mechanics, in that it is non local in time. That is, the acceleration $`a^\mu (\tau )`$ depends on the force not only at time $`\tau `$, but at subsequent times also. Let us now try to characterise this non locality in time. We observe that $`\tau _0`$ given by equation (15) is the Compton time $`10^{23}secs.`$ So equation (14) can be approximated by

$$ma^\mu (\tau )=K^\mu (\tau +\xi \tau _0)K^\mu (\tau )$$
(16)
Thus as can be seen from (16), the Lorentz-Dirac equation differs from the usual local theory by a term of the order of

$$\frac{2}{3}\frac{e^2}{c^3}\dot{a}^\mu $$
(17)
the so called Schott term.
So, the non locality in time is within intervals $`\tau _0`$, the Compton time exactly what we encountered in section 2.
It must also be reiterated that the Lorentz-Dirac equation must be supplemented by the asymptotic condition of vanishing acceleration in order to be meaningful. That is, we have to invoke not just the point electron, but also distant regions into the future as boundary conditions.
Finally it must be borne in mind that the four vector $`\mathrm{\Gamma }^\mu `$ given in (13) can also be written as

$$\mathrm{\Gamma }^\mu \frac{e}{2c}(F_{ret}^{\mu v}F_{adv}^{\mu v})v_v$$
(18)
In (18) we can see the presence of the advanced or acausal field which has been considered unsatisfactory. Infact this term, as is well known directly leads to the Schott term (17). Let us examine this non local feature. As is known, considering the time component of the Schott term (17) we get (cf.ref.)

$$\frac{dE}{dt}R\frac{2}{3}\frac{e^2c}{r^2}(\frac{E}{mc^2})^4,$$

where $`E`$ is the energy of the particle.
whence intergrating over the period of non locality $`\tau _0`$ we can immediately deduce that $`r`$, the dimension of spatial non locality is given by

$$rc\tau _0,$$

that is of the order of the Compton wavelength. This follows in any case in a relativistic theory, given the above Compton time. This term represents the effects within the neighbourhood of the charge.
What we have done is that we have quantified the space-time interval of non locality - it is of the order of the Compton wavelength and time. This contains the renormalization effect and gives the correct physical mass.
We now come to the Feynman-Wheeler action at a distance theory. They showed that the apparent acausality of the theory would disappear if the interaction of a charge with all other charges in the universe, such that the remaining charges would absorb all local electromagnetic influences was considered. The rationale behind this was that in an action at a distance context, the motion of a charge would instantaneously affect other charges, whose motion in turn would instantaneously affect the original charge. Thus considering a small interval in the neighbourhood of the point charge, they deduced,

$$F_{ret}^\mu =\frac{1}{2}\{F_{ret}^\mu +F_{adv}^\mu \}+\frac{1}{2}\{F_{ret}^\mu F_{adv}^\mu \}$$
(19)
The left side of (19) is the usual causal field, while the right side has two terms. The first of these is the time symmetric field while the second can easily be identified with the Dirac field above and represents the sum of the responses of the remaining charges calculated in the vicinity of the said charge.
From this point of view, the self force or in the earlier Kerr-Newman formulation, effects within the Compton scale, turns out to be the combined reaction of the rest of the charges, or in the earlier duality and cosmological considerations, the holistic effect.

## 4 Duality and Scale

In a previous communication it was shown that we could consider a scaled Planck constant

$$h_1N^{3/2}\mathrm{}$$

such that we would have

$$R=\frac{h_1}{Mc}$$

It is interesting to note that these relations are essentially the same as the second or extra term in (7) viz.,

$$l^2\frac{\mathrm{\Delta }p}{\mathrm{}}\mathrm{\Delta }x$$

with $`\mathrm{\Delta }p=\sqrt{N}m`$ and $`\mathrm{\Delta }x=R`$ as before. This can be easily verified.
In other words the two terms of the modified Heisenberg Uncertainity relation (7) represents two scales. The first term represents the micro scale with the Planck constant, while the second term represents the macro scale with the scaled Planck constant $`h_1`$, both being linked, as noted earlier.