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# Frankel’s theorem in the symplectic category

## 1. Introduction

One of interesting problems in symplectic geometry is to find conditions to guarantee that a symplectic action must be Hamiltonian. It has a long history since the beautiful theorem of Frankel which says that a Kähler circle action has a fixed point if and only if it is Hamiltonian \[Fr\], \[O\]. For the history of the problem, see \[M\], \[MS, Section 1, Chapter 5\]. In 1988, McDuff constructs a six-dimensional symplectic non-Hamiltonian circle action with fixed tori \[M\], and it shows that Frankel’s theorem is not true in the symplectic category. So, one may think that we need more symmetry for existence of a fixed point to guarantee that a symplectic action must be Hamiltonian. In this report, we prove the following.

###### Theorem.

Let an $`(n1)`$-dimensional torus act symplectically on a $`2n`$-dimensional symplectic manifold in an effective way. Then the action has a fixed point if and only if the action is Hamiltonian.

From the McDuff’s example and its products with copies of a two-dimensional sphere endowed with the usual rotation, we can see that the condition on the dimension of the acting torus is optimal to obtain the theorem. For $`(n1)`$-dimensional torus actions on $`2n`$-dimensional symplectic manifolds, see \[KT1\], \[KT2\].

To guarantee that a symplectic action must be Hamiltonian, we need some condition either on the manifold or on the action as noted in \[MS, page 155\]. For the former, Feldman shows that a symplectic circle action with nonempty fixed points on a manifold with the positive Todd genus is Hamiltonian \[Fe\]. For the latter, Tolman and Weitsman show that a semifree symplectic circle action with nonempty isolated fixed points is Hamiltonian \[TW\]. It is also conceivable that a symplectic circle action with nonempty isolated fixed points must be Hamiltonian, but it is still open. In this report, we impose a restriction on the acting group itself. Recently, Sleewaegen reproved the theorem of this report under an additional assumption in \[Sl\].

In Section 2, we explain notations and define terminologies. Also, local behavior of generalized moment maps is investigated. The proof is given in Section 3. It is based on analysis of local behavior of generalized moment maps. Also, McDuff’s note \[M, proof of Lemma 2\] is repeatedly used which says that a symplectic circle action with a local extremum for a generalized moment map must be Hamiltonian.

###### Acknowledgements.

I would like to give special thanks to Dong Youp Suh for bringing the paper of Tolman and Weitsman to my attention. It was the beginning of this research.

I would like to thank Jin-Whan Yim for many interesting discussions. I also would like to thank Seung-Taik Oh and Myung-Jun Choi for teaching me how to draw pictures.

## 2. Local description of generalized moment maps

It is well known that moment map images classify toric manifolds \[D\]. Similarly, in her beautiful paper \[T\] Tolman shows that moment map images(she calls them x-rays) are very useful in dealing with six-dimensional Hamiltonian two-torus actions. In this section, we define the x-ray of an action and investigate local behavior of generalized moment maps through observing x-rays.

First, we explain notations. Let $`(M^{2n},\omega )`$ be a $`2n`$-dimensional symplectic manifold. Let us fix a decomposition of the $`(n1)`$-torus $`T^{n1}=S_1^1\times \mathrm{}\times S_{n1}^1`$ where $`S_i^1,`$ $`i=1,\mathrm{},n1,`$ are circle subgroups of $`T^{n1}.`$ We denote by $`𝔱`$ the Lie algebra of $`T^{n1}.`$ Let $`\mathrm{\Lambda }_0`$ be the kernel of the exponential map for $`T^{n1},`$ i.e. the lattice of circle subgroups of $`T^{n1}.`$ We assume that $`T^{n1}`$ acts symplectically on $`M^{2n}`$ in an effective way with a nonempty fixed point set. We may assume that the symplectic form $`\omega `$ is integral, and hence admits a generalized moment map \[M, Lemma 1\]. Let $`/`$ valued functions $`\mu _i,`$ $`i=1,\mathrm{},n1,`$ be generalized moment maps for the $`S_i^1`$ actions on $`M^{2n}.`$ We denote the range of generalized moment maps $`\mu _i`$ by $`/`$ instead of $`S^1`$ to avoid confusion with groups acting on manifolds. Put $`\mu =(\mu _1,\mathrm{},\mu _{n1}).`$ Locally, the range $`(/)^{n1}`$ of the generalized moment map $`\mu `$ can be considered as $`𝔱^{},`$ and so every local result on moment maps including Local Convexity Theorem \[GS\] is also true for generalized moment maps. For each $`x`$ in the fixed point set $`M^{T^{n1}}`$, we denote by $`\mathrm{T}_xM`$ the tangent space of $`M^{2n}`$ at $`x.`$ We also denote by the same notation $`\mathrm{T}_xM`$ the linear isotropy representation of $`T^{n1}`$ on the tangent space at $`x,`$ and by $`\alpha _{i,x},`$ $`i=1,\mathrm{},n,`$ the weights of $`\mathrm{T}_xM.`$ The weights $`\alpha _{i,x}`$ can be regarded as elements of $`𝔱^{}`$ through differentiation.

For a symplectic circle action, it is known that the action is non-Hamiltonian if and only if each component of the fixed point set is not a local extremum for a generalized moment map of the action \[M, proof of Lemma 2\], and this is equivalent to say that for each fixed point $`x`$ the cone generated by the weights $`\alpha _{i,x}`$ is equal to the whole $`(LS^1)^{}`$ where $`LS^1`$ means the Lie algebra of $`S^1.`$ Similarly, for a $`2n`$-dimensional symplectic $`(n1)`$-torus action, the cone generated by weights of the linear isotropy representation at each fixed point plays a key role in the report, and so the following notations are used.

###### Notation.

For $`\alpha _i𝔱^{},i=1,\mathrm{},r,`$ let

$$S(\alpha _1,\mathrm{},\alpha _r)=\{s_1\alpha _1+\mathrm{}+s_r\alpha _r𝔱^{}|s_1,\mathrm{},s_r0\},$$

$$S^{}(\alpha _1,\mathrm{},\alpha _r)=\{s_1\alpha _1+\mathrm{}+s_r\alpha _r𝔱^{}|s_1,\mathrm{},s_r>0\}.$$

Now, we define the x-ray of an action. Let $`T_1,\mathrm{},T_N`$ be the subgroups of $`T^{n1}`$ which occur as stabilizers of points in $`M^{2n}`$. Let $`M_i`$ be the set of points for which the stabilizer is $`T_i.`$ We also denote such a set by $`M_{T_i}.`$ By relabeling we can assume that $`M_i`$’s are connected and the stabilizer of points in $`M_i`$ is $`T_i.`$ Then, $`M^{2n}`$ is a disjoint union of $`M_i`$’s. Also, it is well known that $`M_i`$ is open dense in its closure and the closure is just a component of $`M^{T_i}.`$ Let $`𝔐`$ be the set of $`M_i`$’s. Then, the x-ray of $`(M^{2n},\omega ,\mu )`$ is defined as the set of $`\mu (\overline{M_i})`$’s for $`M_i𝔐.`$ Each image $`\mu (\overline{M_i})`$(resp. $`\mu (M_i)`$) is called an $`m`$-face(resp. an open $`m`$-face) of the x-ray if $`T_i`$ is $`(n1m)`$-dimensional. Our interest is in open $`(n2)`$-faces of the x-ray which are of codimension one in $`(/)^{n1}`$ by \[GS, Theorem 3.6\]. See also Example 1 below.

The generalized moment map has a simple form in a neighborhood of each orbit. Let $`x`$ be a point of $`M`$ with the stabilizer $`T_x^{n1}.`$ The symplectic slice representation $`V`$ at $`x`$ is defined as the induced $`T_x^{n1}`$ representation

$$(\mathrm{T}_xT^{n1}x)^\omega /\mathrm{T}_x(T^{n1}x)$$

where the superscript $`\omega `$ means the symplectic perpendicular with respect to the form $`\omega .`$ Then, a neighborhood of the orbit $`T^{n1}x`$ is equivariantly symplectomorphic to a neighborhood of

$$E=T^{n1}\times _{T_x^{n1}}(𝔱_x^{}\times V)$$

where $`𝔱_x^{}`$ is the annihilator of $`𝔱_x`$ in $`𝔱^{}`$ and $`T_x^{n1}`$ acts trivially on $`𝔱_x^{}.`$ In the neighborhood, the generalized moment map is given by

$$\mu ([t,\eta ,v])=\mu (x)+\eta +A^{}\mu _V(v)$$

where $`A:𝔱𝔱_x`$ is a projection, $`A^{}`$ is dual to $`A,`$ and $`\mu _V:V𝔱_x^{}`$ is the moment map for the symplectic slice representation $`V.`$ For more details, see \[LT, p. 4209–4210\].

###### Example 1.

We visualize an open $`(n2)`$-face $`\mu (M_i).`$ Assume that a point $`x`$ in $`M_i`$ has the one-dimensional stabilizer $`T_x^{n1}.`$ First, let us calculate stabilizers of points in $`E.`$ It is easy to show that each point $`[t,\eta ,0]`$ in $`E`$ has the stabilizer $`T_x^{n1}.`$ But, to calculate stabilizers of other points we need to know the $`T_x^{n1}`$ representation $`V.`$ Note that the annihilator $`𝔱_x^{}`$ is $`(n2)`$-dimensional, and hence the representation $`V`$ is complex two-dimensional. Since $`T_x^{n1}`$ is abelian, the representation $`V`$ can be written as a sum of two complex one-dimensional subrepresentations

$$V=V_1V_2.$$

One of the following four cases holds. Let $`H`$ be the identity component of $`T_x^{n1}.`$ Note that $`\mu ([t,\eta ,0])=\mu (x)+\eta `$ and the representation $`V`$ is nontrivial because the $`T^{n1}`$ action is effective.

1. The subrepresentation $`V_1`$ is trivial. Then, the set of points with the stabilizer $`T_x^{n1}`$ is the set $`\{[t,\eta ,v]E|vV_1\}`$ because the $`T_x^{n1}`$ representation $`V_2`$ is faithful. The image of the set under $`\mu `$ is contained in $`\mu (x)+𝔱_x^{}.`$ The generalized moment map image is drawn in Figure 1.
2. The subrepresentatin $`V_1`$ is nontrivial but a trivial $`H`$ representation. Then, the set of points with the stabilizer $`T_x^{n1}`$ is smaller than the set $`\{[t,\eta ,v]E|vV_1\}.`$ The image $`\mu ([t,\eta ,v])`$ for $`vV_1`$ is also contained in $`\mu (x)+𝔱_x^{}.`$ Also, see Figure 1.
3. Both $`V_1`$ and $`V_2`$ are nontrivial $`H`$ representations and $`\mu _V(V)𝔱_x^{}.`$ Then, the set of points with the stabilizer $`T_x^{n1}`$ is the set $`\{[t,\eta ,0]E\}.`$ The generalized moment map image is drawn in Figure 1.
4. Both $`V_1`$ and $`V_2`$ are nontrivial $`H`$ representations and $`\mu _V(V)=𝔱_x^{}.`$ Then, the set of points with the stabilizer $`T_x^{n1}`$ is the set $`\{[t,\eta ,0]E\}.`$ The generalized moment map image is drawn in Figure 1.

Note that in all four cases the open $`(n2)`$-face $`\mu (M_i)`$ is locally of the form $`\mu (y)+𝔱_x^{}`$ for each $`yM_i.`$

Now, we investigate local behavior of a generalized moment map near a fixed point through describing the x-ray. To do it, we need to calculate stabilizers near a fixed point. The $`T^{n1}`$ representation $`\mathrm{T}_xM`$ for $`xM^{T^{n1}}`$ can be expressed as

$$(\alpha _1z_1,\mathrm{},\alpha _nz_n)$$

and the moment map $`\mu `$ is written as

$$\mu (z_1,\mathrm{},z_n)=\frac{1}{2}|z_i|^2\alpha _i.$$

where $`\alpha _i`$’s are the weights of $`\mathrm{T}_xM`$ and $`z_i.`$ Then, we can easily verify that $`\mu (\mathrm{T}_xM)=S(\alpha _1,\mathrm{},\alpha _n).`$ For a while, we assume that the cone $`S(\alpha _1,\mathrm{},\alpha _n)`$ is equal to $`𝔱^{}.`$ From this condition, any $`(n1)`$ weights of $`\alpha _1,\mathrm{},\alpha _n`$ are independent in $`𝔱^{}.`$ In other words, any $`(n1)`$-dimensional matrix subrepresentation has a finite kernel. Also, we can regard an $`(n1)`$-dimensional matrix subrepresentation as a homomorphism from $`T^{n1}`$ to $`T_{}^{n1}{}_{}{}^{}`$ where the latter group $`T_{}^{n1}{}_{}{}^{}`$ acts diagonally on $`^{n1}`$ by $`(t_1z_1,\mathrm{},t_{n1}z_{n1})`$ for $`t_iS^1.`$ From this, we obtain the following lemma. For $`1i<jn,`$ put

$$W_{i,j}=\{(z_1,\mathrm{},z_n)^n|z_i=z_j=0,z_k0\mathrm{for}ki,j\}.$$

###### Lemma 1.

For $`n3,`$ any point in $`W_{i,j}`$ has the same stabilizer. The set of points in $`\mathrm{T}_xM`$ whose stabilizer is one-dimensional is the union of $`W_{i,j}`$ for $`1i<jn.`$

###### Remark 1.

Easily, we get $`\mu (W_{i,j})=S^{}(\alpha _1,\mathrm{},\widehat{\alpha _i},\mathrm{},\widehat{\alpha _j},\mathrm{},\alpha _n)`$ where the hat means a missing part. Let $`H_{i,j}`$ be the circle subgroup of $`T^{n1}`$ such that $`W_{i,j}(\mathrm{T}_xM)^{H_{i,j}},`$ i.e. each $`H_{i,j}`$ is the identity component of the stabilizer of $`W_{i,j}.`$ Since any $`(n1)`$ weights of $`\alpha _1,\mathrm{},\alpha _n`$ are linearly independent, for $`\{i,j\}\{k,l\}`$ the images $`\mu (W_{i,j})`$ and $`\mu (W_{k,l})`$ span different vector spaces, respectively. Thus, by Example 1 or \[GS, Theorem 3.6\], we obtain $`H_{i,j}H_{k,l}`$ for $`\{i,j\}\{k,l\}.`$ Also, see Figure 2.

###### Remark 2.

Let $`M_i`$ be an element of $`𝔐`$ with a one-dimensional stabilizer $`T_i,`$ and $`H`$ be the identity component of $`T_i.`$ Assume that the closure $`\overline{M_i}`$ contains a fixed point $`xM^{T^{n1}}`$ such that $`S(\alpha _{1,x},\mathrm{},\alpha _{n,x})=𝔱^{}.`$ By Lemma 1, $`dimM_i=2(n2).`$ Forgetting the whole group $`T^{n1}`$ action on $`M^{2n},`$ we only consider the $`H`$ action on $`M^{2n}.`$ Since $`H`$ fixes $`\overline{M_i},`$ $`(n2)`$ weights of $`\alpha _{1,x}|_𝔥,\mathrm{},\alpha _{n,x}|_𝔥`$ are zero as elements of $`𝔥^{}.`$ Since $`S(\alpha _{1,x},\mathrm{},\alpha _{n,x})=𝔱^{}`$ implies $`S(\alpha _{1,x}|_𝔥,\mathrm{},\alpha _{n,x}|_𝔥)=𝔥^{},`$ the remaining two nonzero weights have different signs in $`𝔥^{}.`$ Therefore, the $`H`$ representation on the fiber at $`x`$ of the normal bundle of $`\overline{M_i}`$ can be expressed as $`(t^dz_1,t^d^{}z_2)`$ for $`tH`$ where $`d`$ and $`d^{}`$ are positive integers. Also, since $`H`$ fixes $`\overline{M_i},`$ the $`H`$ representation on each fiber of the normal bundle is all the same, and we can show that it is $`V`$ in Example 1. This gives a description of a generalized moment map near $`M_i`$ by Example 1-iv. Moreover, these arguments also applies to the case $`S(\alpha _{1,x},\mathrm{},\alpha _{n,x})𝔱^{}.`$ From this, one may say that the cone $`S(\alpha _{1,x},\mathrm{},\alpha _{n,x})`$ of a fixed point $`x`$ in $`\overline{M_i}`$ determines the generalized moment map image near $`\overline{M_i}.`$

Next, we investigate the image(not the x-ray) of $`\mu `$ for the $`T^{n1}`$ representation $`\mathrm{T}_xM`$ when $`xM^{T^{n1}}`$ and $`S(\alpha _1,\mathrm{},\alpha _n)𝔱^{}.`$ For $`v𝔱,`$ we denote by $`v^{}`$ the annihilator of $`v`$ in $`𝔱^{}`$ with respect to the pairing between $`𝔱`$ and $`𝔱^{}`$.

###### Lemma 2.

Let $`\alpha _1,\mathrm{},\alpha _n`$ be the weights of a $`T^{n1}`$ representation on $`^n.`$ Assume that $`S(\alpha _1,\mathrm{},\alpha _n)𝔱^{}.`$ Then, the cone $`S(\alpha _1,\mathrm{},\alpha _n)`$ satisfies either

1. it contains no nontrivial vector space, and there is a vector $`v_0`$ in $`\mathrm{\Lambda }_0`$ such that $`v_0^{}S(\alpha _1,\mathrm{},\alpha _n)=0.`$
2. it contains a nontrivial vector space, and the cone is homeomorphic to $`^l\times (_0^1)^{n1l}`$ for some $`l.`$ Also, there is a vector $`v_0`$ in $`\mathrm{\Lambda }_0`$ such that $`v_0^{}S(\alpha _1,\mathrm{},\alpha _n)`$ is an $`l`$-dimensional vector space.

###### Proof.

For a point $`x`$ having the identity as $`T_x^{n1},`$ the moment map is a submersion near $`x`$ by the simple form of $`\mu .`$ Therefore, weights $`\alpha _1,\mathrm{},\alpha _n`$ span $`𝔱^{}`$ as a vector space because the moment map image is equal to $`S(\alpha _1,\mathrm{},\alpha _n).`$ From this, we can find $`(n1)`$ independent weights(say $`\alpha _1,\mathrm{},\alpha _{n1}`$). Put $`\alpha _n=_{i=1}^{n1}d_i\alpha _i.`$ By a suitable linear transformation, we may assume that each $`\alpha _i`$ is the usual basis element $`e_i`$ of $`^{n1}`$ for $`i=1,\mathrm{},n1.`$ In the coordinates, $`\alpha _n=(d_1,\mathrm{},d_{n1}).`$

Now, assume that $`S(\alpha _1,\mathrm{},\alpha _n)`$ contains no nontrivial vector space. Then, $`\alpha _n`$ is the zero vector or at least one of $`d_i`$’s is positive. If $`\alpha _n`$ is the zero vector, then take $`v_0=(1,\mathrm{},1)`$ and we are done. Otherwise, we can find a vector $`v_0=(a_1,\mathrm{},a_{n1})`$ with negative integers $`a_i`$ such that all the pairings $`v_0,\alpha _i`$ are negative. Then, $`v_0^{}S(\alpha _1,\mathrm{},\alpha _n)=0.`$ If $`v_0`$ is not contained in $`\mathrm{\Lambda }_0,`$ then we only have to multiply $`v_0`$ by a big natural number to obtain a wanted vector in $`\mathrm{\Lambda }_0.`$

Next, assume that $`S(\alpha _1,\mathrm{},\alpha _n)`$ contains a nontrivial vector space. This implies that each $`d_i`$ is nonpositive. Let $`l`$ be the number of negative $`d_i`$’s(say $`d_1,\mathrm{},d_l`$). Then, $`S(\alpha _1,\mathrm{},\alpha _n)`$ is equal to $`^l\times (_0^1)^{n1l}.`$ Put $`v_0=(a_1,\mathrm{},a_{n1})`$ with $`a_1,\mathrm{},a_l=0`$ and $`a_{l+1},\mathrm{},a_{n1}=1.`$ Then, $`v_0^{}S(\alpha _1,\mathrm{},\alpha _n)=^l\times 0.`$

###### Example 2.

Figure 3 illustrates Lemma2 when $`n=3`$ and $`\alpha _30.`$ The case of $`\alpha _3=0`$ is the same with Figure 3 except $`\alpha _3=0.`$

## 3. Proof

First, we prove the following lemma about an equivalent condition to guarantee that a symplectic action must be Hamiltonian.

###### Lemma 3.

Let an $`m`$-dimensional torus $`T^m`$ act on $`(M^{2n},\omega ).`$ Then the action is Hamiltonian if and only if there exists a component $`F`$ of $`M^{T^m}`$ such that the map $`\pi _1(F)\pi _1(M^{2n})`$ is surjective.

###### Proof.

Assume that the action is Hamiltonian. Let $`F`$ be $`\mu ^1(p)`$ where $`\mu `$ is a moment map for the action and the point $`p`$ is an extreme point(or a vertex) of the image of $`\mu .`$ For an extreme point, see \[R, Chapter 3\]. Then, $`F`$ is a component of $`M^{T^m}`$ and connected by Convexity Theorem \[A\], \[GS\]. By \[Fu, p. 14 (13)\], there exists a vector $`v_0\mathrm{\Lambda }_0𝔱`$ such that $`(p+v_0^{})\mu (M^{2n})=p`$ since $`p`$ is an extreme point of $`\mu (M^{2n}).`$ Let $`H`$ be the circle subgroup of $`T^m`$ corresponding to $`v_0.`$ Then, a moment map $`\mu _H`$ for the $`H`$ action attains its extremum at $`F,`$ and hence $`F`$ is also a component of $`M^H.`$ By \[L\], the fundamental groups $`\pi _1(M^{2n}),\pi _1(M_{min}),\pi _1(M_{max})`$ are all the same where $`M_{min}`$ and $`M_{max}`$ mean the preimages of the minimum and maximum under $`\mu _H,`$ respectively. Thus, $`\pi _1(F)\pi _1(M^{2n})`$ is surjective.

We prove the converse. Assume that for a circle subgroup $`H`$ of $`T^m,`$ the $`H`$ action is non-Hamiltonian. Then, there exists a loop in $`M^{2n}`$ such that its image under a generalized moment map $`\mu _H`$ for the $`H`$ action is nontrivial in $`\pi _1(/).`$ But, the loop can not be deformed into a component $`F`$ of $`M^{T^m}`$ because $`\mu _H(F)`$ is a point in $`/.`$

We prove the theorem by induction on $`n.`$ The case of $`n=2`$ is McDuff’s theorem \[M\]. Suppose that the theorem is true when the dimension of the manifold $`M`$ is less than $`2n.`$ The situation consists of the following two cases.

*Case 1:* There exists a fixed point $`x`$ such that $`S(\alpha _{1,x},\mathrm{},\alpha _{n,x})𝔱^{}.`$

By Lemma 2, there exists a vector $`v_0\mathrm{\Lambda }_0𝔱`$ such that the pairing $`v_0,S(\alpha _{1,x},\mathrm{},\alpha _{n,x})`$ is nonpositive and $`v_0^{}S(\alpha _{1,x},\mathrm{},\alpha _{n,x}),`$ say $`Z,`$ is an $`l`$-dimensional vector space for some $`0ln2.`$ We denote by $`H`$ the circle subgroup of $`T^{n1}`$ corresponding to $`v_0.`$ Then, a generalized moment map $`\mu _H`$ of the $`H`$ action attains its local maximum, and hence the $`H`$ action is Hamiltonian as noted in the proof of \[M, Lemma 2\]. So, we can assume that $`\mu _H`$ is an $``$ valued moment map with the maximum $`0.`$ If we put $`N=\mu _H^1(0),`$ then $`\pi _1(N)\pi _1(M^{2n})`$ is surjective by \[L\]. If $`l=0`$ and all $`\alpha _{i,x}`$ are nonzero, then $`N=\{x\}`$ and we obtain the proof by Lemma 3. Similarly, if $`l=0`$ and one of $`\alpha _{i,x}`$’s is zero, then $`N`$ is a two-surface fixed by $`T^{n1}`$ and the proof is obtained in the same way.

Now, assume that $`l1`$. Then, $`dimN=2(l+1)`$ by the proof of Lemma 2. Also, $`N`$ is fixed by the $`(n1l)`$-dimensional subtorus $`exp(Z^{})`$ generated by $`Z^{}.`$ There is an $`l`$-dimensional subtorus of $`T^{n1}`$ denoted by $`T^l`$ whose Lie algebra and $`Z^{}`$ span $`𝔱,`$ i.e. $`T^{n1}=T^lexp(Z^{}).`$ The subtorus $`T^l`$ acts symplectically on $`N`$ with a nonempty fixed point set containing $`x`$ because $`xM^{T^{n1}}.`$ Thus, the $`T^l`$ action on $`N`$ is Hamiltonian by the induction hypothesis. Therefore, any loop in $`N`$ can be deformed into a component $`F`$ of $`N^{T^l}=N^{T^{n1}},`$ i.e. $`\pi _1(F)\pi _1(N)`$ is surjective. Since we already have the surjection $`\pi _1(N)\pi _1(M^{2n}),`$ the proof is obtained again by Lemma 3.

*Case 2:* For each fixed point $`x,`$ we have $`S(\alpha _{1,x},\mathrm{},\alpha _{n,x})=𝔱^{}.`$

To obtain the proof, we need to prove the following lemma. Let $`M_i`$ be an element of $`𝔐`$ with a one-dimensional stabilizer $`T_i.`$ We prove that if the generalized moment map $`\mu `$ behaves like one of Figure 1, 1 near a point in $`M_i,`$ then the closure $`\overline{M_i}`$ contains a point in $`M^{T^{n1}}.`$ But, this can not happen under the assumption of Case 2 by Remark 2.

###### Lemma 4.

Let $`x`$ be a point in $`M_i`$ with a one-dimensional stabilizer $`T_i.`$ If $`\mu _V(V)𝔱_x^{},`$ then $`\overline{M_i}`$ contains a point in $`M^{T^{n1}}`$ where $`V`$ is the symplectic slice representation at $`x`$ and $`\mu _V`$ is its moment map.

###### Proof.

Assume that $`\overline{M_i}`$ does not contain any point in $`M^{T^{n1}}.`$ Let $`H`$ be the identity component of $`T_i=T_x^{n1}.`$ Let $`\mu _H`$ be the generalized moment map for the $`H`$ action given by

$$\mu _H([t,\eta ,v])=\mu (x)+\mu _V(v)$$

near the orbit $`T^{n1}x.`$ Since $`H`$ fixes $`\overline{M_i}`$ and $`\mu _V(V)𝔱_x^{},`$ the map $`\mu _H`$ has a local extremum at $`\overline{M_i},`$ say maximum $`\mu _H(x),`$ and hence the $`H`$ action is Hamiltonian. Therefore, we can assume that the function $`\mu _H`$ is $``$ valued.

Let $`x_1M^{T^{n1}}.`$ Then, by the assumption the weights of $`\mathrm{T}_{x_1}M`$ satisfy $`S(\alpha _{1,x_1},\mathrm{},\alpha _{n,x_1})=𝔱^{},`$ and this implies $`\mu _H(x_1)<\mu _H(x)`$ because $`x_1`$ is not a local extremum for $`\mu _H.`$ Since $`S(\alpha _{1,x_1},\mathrm{},\alpha _{n,x_1})=𝔱^{},`$ there is a $`W_{k,l}`$ of Lemma 1 in $`\mathrm{T}_{x_1}M`$ such that $`x_1\overline{W}_{k,l}`$ and $`\mu _H(x_1)<\mu _H(y)`$ for some $`y\overline{W}_{k,l}.`$ Let $`T_{i_1}`$ be the stabilizer of $`W_{k,l},`$ and $`W_1`$ be the component of $`M_{T_{i_1}}`$ such that $`\overline{W}_1`$ contains $`x_1,`$ i.e. $`\overline{W}_{k,l}`$ is a linear approximation of $`\overline{W}_1`$ near $`x_1.`$ Then, the induced $`T^{n1}/T_{i_1}`$ action on $`\overline{W}_1`$ is effective and Hamiltonian by the induction hypothesis. Also, $`\overline{W}_1`$ has another fixed point $`x_2`$ for the $`T^{n1}`$ action such that $`\mu _H(x_1)<\mu _H(x_2)`$ because $`\mu _H(x_1)`$ is not the maximum of $`\mu _H(\overline{W}_1).`$ Since $`\mu _H(x_2)<\mu _H(x),`$ we can repeat this process infinite times to obtain a sequence $`\{x_i\}_iM^{T^{n1}}`$ such that

$$\mu _H(x_1)<\mu _H(x_2)<\mu _H(x_3)<\mathrm{}.$$

This is a contradiction. ∎

Before we start the proof of Case 2, we will illustrate the idea of proof with the following example of the case $`n=3.`$ Assume that there exists a six-dimensional two-torus action whose x-ray is Figure 6. Note that $`S(\alpha _{1,x},\alpha _{2,x},\alpha _{3,x})=𝔱^{}`$ for each $`xM^{T^2}.`$ Let us fix a decomposition of the two-torus $`T^2=S_1^1\times S_2^1,`$ and let $`/`$ valued functions $`\mu _i`$ be generalized moment maps for the $`S_i^1`$ actions. Put $`\mu =(\mu _1,\mu _2).`$ The gray square is the range $`/\times /`$ of $`\mu .`$ Each black dot is the image of a fixed point, and each thick line is the image of an open one-face. Let $`\xi _2/`$ be a regular value for $`\mu _2.`$ Then, the thick dashed line becomes the x-ray of the induced symplectic $`T^2/S_2^1`$ action on the four-dimensional orbifold $`\mu _2^1(\xi _2)/S_2^1.`$ The induced action has two isolated fixed points which are orbits of $`x_1`$ and $`x_2.`$ Also, the induced action has the generalized moment map induced from $`\mu _1,`$ and the induced generalized moment map can not be an $``$ valued function because two fixed points are not locally extremal. But, it is impossible by the same proof of \[M, Lemma 3\] in the orbifold setting. Thus, there is no action with Figure 6 as an x-ray.

Now, we start the proof. We can choose a generic regular value $`\xi _i/`$ for each $`\mu _i,`$ $`i=2,\mathrm{},n1,`$ such that in the range of $`\mu ,`$ the subset $`(/)\times \xi _2\times \mathrm{}\times \xi _{n1}`$ meets each open $`m`$-face transversely for $`m=1,\mathrm{},n2`$ and there is at least one open $`(n2)`$-face intersecting the subset. Transversality guarantees that the subset $`(/)\times \xi _2\times \mathrm{}\times \xi _{n1}`$ does not meet any open $`m`$-face for $`mn3,`$ and this is why our interest is mainly in (open) $`(n2)`$-faces.

Put $`\xi =(\xi _2,\mathrm{},\xi _{n1}).`$ Also, we put $`V_\xi =(\mu _2,\mathrm{},\mu _{n1})^1(\xi ).`$ Then, the orbit space $`B_\xi =V_\xi /(S_2^1\times \mathrm{}\times S_{n1}^1)`$ is a four-dimensional orbifold naturally endowed with a symplectic form. For orbifolds see \[Sa\], and for symplectic actions on orbifolds see \[LT\]. Denote $`T^{n1}/(S_2^1\times \mathrm{}\times S_{n1}^1)`$ by $`H.`$ If we restrict the generalized moment map $`\mu _1`$ to $`V_\xi ,`$ then we obtain the induced generalized moment map $`\mu _H:B_\xi /`$ for the induced symplectic $`H`$ action on $`B_\xi .`$ Also, the $`H`$ action on $`B_\xi `$ is effective for a generic $`\xi .`$ However, we do not know whether $`\mu _H`$ can be regarded as an $``$ valued function.

Let $`\pi :V_\xi B_\xi `$ be the orbit map. For $`xV_\xi ,`$ the point $`\pi (x)`$ is an $`H`$ fixed point if and only if the orbit $`T^{n1}x`$ is $`(n2)`$-dimensional because $`S_2^1\times \mathrm{}\times S_{n1}^1`$ acts almost freely on $`V_\xi ,`$ i.e. stabilizers are all finite groups, and hence $`Hx(S_2^1\times \mathrm{}\times S_n^1)x.`$ This is also equivalent to say that the stabilizer of $`x`$ is one dimensional. Since $`(/)\times \xi `$ meets at least one open $`(n2)`$-face and an open $`(n2)`$-face is an image of some $`M_i𝔐`$ with a one-dimensional $`T_i,`$ $`B_\xi `$ has at least one fixed point.

Let $`\pi (x)B_\xi `$ be a fixed point of the $`H`$ action. The orbit space $`B_\xi `$ need not be connected because $`V_\xi `$ need not be connected. So, we denote the component of $`B_\xi `$ containing $`\pi (x)`$ by the same notation $`B_\xi .`$ From Remark 2 and Lemma 4, the x-ray of the $`T^{n1}`$ action on $`M^{2n}`$ is locally of the form of Figure 1 near $`\mu (x).`$ Also, see Figure 7. Therefore, we can conclude that each fixed point in $`B_\xi `$ is an isolated critical point because it is not extremal for $`\mu _H.`$

In summary, we obtain a symplectic circle action on a four-dimensional symplectic orbifold with nonempty isolated fixed points which are nonextremal for a generalized moment map. McDuff shows that such an action does not exist if the orbifold is a smooth manifold \[M, Lemma 3\]. And, it is easy to see that her proof can be transferred almost literally to our case, and we obtain a contradiction. Therefore, Case 2 can not happen.

As a corollary of the above proof, we obtain the following. We define the dimension of the fixed point set of an action as the maximum of dimensions of components of the fixed point set of the action.

###### Corollary.

Let $`T^m`$ act symplectically on $`(M^{2n},\omega )`$ with a nonempty $`M^{T^m}`$ in an effective way. If $`dimM^{T^m}2(nm),`$ then the action is Hamiltonian. In particular, if $`m=n,`$ then the action has a fixed point if and only if it is Hamiltonian.

###### Proof.

Let $`F`$ be a component of the fixed point set such that $`dimF=dimM^{T^m}`$. By the assumption, $`dimF(2n2m).`$ Then at any point $`xF,`$ there are $`ndimF/2`$ nonzero weights of $`\mathrm{T}_xM.`$ Since $`mndimF/2`$ and the weights span $`𝔱^{}`$ as a vector space, the number $`ndimF/2`$ must be equal to $`m.`$ The nonzero weights are linearly independent in $`𝔱^{},`$ and hence $`S(\alpha _{1,x},\mathrm{},\alpha _{n,x})`$ is strictly convex, i.e. it contains no nontrivial vector space. By the same arguments of the proof of the case 1, we obtain the desired proof. ∎


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# 1 Introduction.

## 1 Introduction.

Statistical approaches to the equations of fluid dynamics are well known . The present author, following a different stochastic approach to the previously quoted classical works, has given random implicit representations for the Navier-Stokes equations for an incompressible fluid on a smooth compact manifold without boundary. The approach chosen for the obtention of these representations stemmed from Stochastic Differential Geometry, i.e. the invariant theory of diffusion processes on smooth manifolds, and in particular, in Euclidean space \[1,2,8,9,14,23-27\]; this approach has lead the author to give as well random representations for the kinematic dynamo problem, i.e. the equations of transport of a passive magnetic field transported by the fluid, in the same geometric situation . While stemming from the fussion of gauge theory and stochastic processes on manifolds, the present theory is founded on the relation between a class of linear connections with torsion , and the random diffeomorphisms determined by them, extending thus the classical diffeomorphims associated to perfect fluids, presented in the pioneering work of V.I. Arnold  and further ellaborated by Ebin and Marsden . In a recent interesting program, Gliklikh \[18-20\] has extended the original proposal of Arnold-Ebin-Marsden, to give a formulation of the Navier-Stokes equations on the $`n`$-torus as a stochastic perturbation of the group of volume preserving diffeomorphims associated to the flow of perfect flows. In the present gauge-theoretical approach, the representations obtained by the present author were obtained in two instances : Firstly, using the so-called derived (or jacobian) random flow, constructed as the derivative flow of the lagrangian random representations for the fluid particles, in case the manifold is isometrically immersed in Euclidean space (the case of gradient diffusion processes). Secondly, for the more general case of arbitrary compact manifolds, the representations were derived in terms of the Hessian and Ricci random flows related to the former processes. In this note we wish to extend these constructions of the random representations for the vorticity Navier-Stokes and kinematic dynamo equations, to the case of a smooth manifold with smooth boundary, both for which no general representations are known; in this case, the boundary conditions for the vorticity in practice in Fluid-dynamics, will turn to be the well known reflection at the boundary conditions which we shall reintroduce below. Yet, our presentation will follow instead the original approach to Brownian motion on smooth manifolds which lead to Stochastic Differential Geometry: The stochastic extension of the Cartan classical soldering method, as originally presented by Malliavin  and Elworthy , which we have presented as the mathematical approach to Statistical Thermodynamics, Quantum Mechanics and Gravitation \[4,13,23-27,29\], while the classical method appeared to be adequate for the formulation of the dynamics of classical relativistic spinning particles subjected to gravitational fields  without using no lagrangian nor hamiltonean structures. In this setting, the torsion is no longer provided by the full irreducible expression of the torsion tensor, instead, the trace-torsion is the basic ’physical’ field to be taken in account in a theory of generalized Brownian motions, since its conjugate vector-field turns to be describe the drift of the process. Yet, while in the setting of classical differential geometry in which the transport of fields is done along smooth curves so that the Cartan calculus of differential forms is the basic tool, in this continuous non-differentiable setting this calculus has to be supplemented by the rules of stochastic analysis. These together yield a most formidable theoretical and computational instrument, and the Ito formula for differential forms, its highest and most basic expression of this extended calculus. Thus, it will turn to be of no surprise, that it is precisely this formula which will give us the key to the derivation of the analytical expression for the evolution Navier-Stokes equations for the vorticity on a manifold with smooth boundary. This approach will turn out to extend not only the analytical expressions obtained in the case of no boundary case obtained by the author, but the original approach in Computational Fluid-dynamics known as the random vortex method, which deals with viscous fluids on the Euclidean plane .

## 2 Riemann-Cartan-Weyl Connections and Their Laplacians

We shall assume an $`n`$-dimensional smooth connected oriented compact manifold, $`M`$. We shall further assume as given a Riemann-Cartan-Weyl connection on $`M`$, $``$, i.e. a linear connection on $`M`$ (or still, a covariant derivative on $`TM`$) which is $`g`$-compatible, and such that its Christoffel coefficients defined by $`_{\frac{}{x^\beta }}\frac{}{x^\gamma }=\mathrm{\Gamma }_{\beta \gamma }^\alpha \frac{}{x^\alpha }`$ are of the form

$`\mathrm{\Gamma }_{\beta \gamma }^\alpha (x)=\left\{{\displaystyle \genfrac{}{}{0pt}{}{\alpha }{\beta \gamma }}\right\}(x)+{\displaystyle \frac{2}{(n1)}}\left\{\delta _\beta ^\alpha Q_\gamma (x)g_{\beta \gamma }(x)Q^\alpha (x)\right\},xM`$ (1)
with torsion tensor

$`T_{\beta \gamma }^\alpha (x)=1/2(\mathrm{\Gamma }_{\beta \gamma }^\alpha (x)\mathrm{\Gamma }_{\gamma \beta }^\alpha (x)),`$
which has an irreducible decomposition which is zero for all its components with exception of the trace-torsion $`1`$-form given by

$`Q(x)=Q_\beta (x)dx^\beta :=T_{\alpha \beta }^\alpha (x)dx^\beta .`$
The first term in $`(1)`$ stands for the Christoffel coefficients of the unique torsionless linear connection determined a Riemannian metric $`g`$, i.e. the Levi-Civita connection, which we shall denote in the following as $`^g`$.

Associated to this connection we have a Laplacian operator defined by

$`H_0(g,Q):=1/2^2`$ (2)
(the subscript $`0`$ denotes its actions on functions, which we here consider to be smooth, as well as all other fields that appear subsequently) which only depends on $`g`$, its derivatives, and $`Q`$, since one can compute explicitly to obtain

$`H_0(g,Q)=1/2\mathrm{}_g+L_{Q^g}.`$ (3)
In this expression

$`\mathrm{}_g=\mathrm{div}\mathrm{grad}=(^g)^2`$
is the Laplace-Beltrami operator associated to $`^g`$. Furthermore, $`Q^g`$ is the vectorfield conjugate to $`Q`$ by $`g`$, i.e.$`Q^g(f)=g(Q,df)`$, for any smooth function $`f`$, and $`L_X`$ denotes the Lie-derivative with respect to the vectorfield $`X`$ on $`M`$. Recall that on functions $`f`$ we have the identity $`L_{Q^g}f=Q^g(f)`$, so that by recalling that the metric is non-degenerate, we conclude that expression $`(3)`$ corresponds to that of the most general laplacian with zero-potential term, acting on functions. We note that the second term in expression $`(1)`$ describes the drift, and appears that in an invariant setting, it is related to the trace-torsion $`1`$-form.

These operators can be rewritten in a form suitable to carry out stochastic analysis on $`M`$ and on $`P_{O(n)}`$, the bundle of orthogonal frames of the tangent space $`TM`$ over $`M`$ , i.e.

$`P_{O(n)}=\{r=(x,e(x)),xM,e(x)=e_a^\alpha (x){\displaystyle \frac{}{x^\alpha }}|_x\mathrm{a}\mathrm{basis}\mathrm{of}T_xM\}`$
so that

$`g_{\alpha \beta }e_a^\alpha e_a^\beta =\delta _{ab}.`$
Consider the canonical horizontal vectorfields on $`P_{O(n)}`$, $`L^{}`$ and $`L^^g`$ defined by the connections $``$ and $`^g`$ respectively, with components $`L_a^{},L_a^^g,a=1,\mathrm{},n`$ respectively, given by 111Einstein repeated sign sum convention is assumed in the following.

$`L_a^{}F(r)=e_a^\alpha (x){\displaystyle \frac{F}{x^\alpha }}(r)\mathrm{\Gamma }_{\beta \gamma }^\alpha (x)e_a^\gamma (x)e_c^\beta (x){\displaystyle \frac{F}{e_c^\alpha }}(r),a=1,\mathrm{},n`$ (4)
and

$`L_a^^gF(r)=e_a^\alpha (x){\displaystyle \frac{F}{x^\alpha }}(r)\left\{{\displaystyle \genfrac{}{}{0pt}{}{\alpha }{\beta \gamma }}\right\}(x)e_a^\gamma (x)e_c^\beta (x){\displaystyle \frac{F}{e_c^\alpha }}(r),a=1,\mathrm{},n.`$ (5)
Then, the horizontal lift of the operator $`H_0(g,Q)`$ acting on functions defined on $`P_{O(n)}`$, which we denote as $`\stackrel{~}{H}_0(g,Q)`$ is (see Theorem $`1.2`$, page $`238`$ in )

$`\stackrel{~}{H}_0(g,Q)={\displaystyle \frac{1}{2}}L_a^{}(L_a^{}),`$ (6)
so that for any ”basic” function, $`\stackrel{~}{f}(r)=f\pi (r)f(x),r=(x,e)`$, where $`\pi :P_{O(n)}M`$, $`\pi (r):=x`$ for any $`r=(x,e)P_{O(n)}`$ is the bundle projection, we have the identity

$`[\stackrel{~}{H}_0(g,Q)\stackrel{~}{f}](r)=[H_0(g,Q)f](x)`$ (7)
and the horizontal lift of the Laplace-Beltrami operator, $`\stackrel{~}{\mathrm{}}_g`$ consequently verifies

$`\stackrel{~}{\mathrm{}}_g=2\stackrel{~}{H}_0(g,0)=L_a^^g(L_a^^g).`$ (8)
Note that we also have

$`\stackrel{~}{H}_0(g,Q)={\displaystyle \frac{1}{2}}(L_a^^g(L_a^^g))+L_{\stackrel{~}{Q}^g},`$ (9)
where $`\stackrel{~}{Q}^g`$ is the horizontal lift of $`Q^g`$, i.e. $`\stackrel{~}{Q}^g(\stackrel{~}{f}):=\stackrel{~}{(}Q^g(f))\pi ^{}(Q^g(f))`$.

We can now extend these operators to act on smooth differential forms defined on $`M`$ and its horizontal lifts to act on smooth differential forms on $`P_{O(n)}`$. Indeed, consider

$`H_p(g,Q)={\displaystyle \frac{1}{2}}\mathrm{}_p+L_{Q^g}|_{\mathrm{\Lambda }^p(T^{}M)},`$ (10)
where

$`\mathrm{}_p=(d\delta )^2|_{(\mathrm{\Lambda }^p(T^{}M))}`$
is the Hodge laplacian acting on differential $`p`$-forms defined on $`M`$, so that $`d`$ and $`\delta `$ are the exterior differential and codifferential operators, respectively. We recall that $`\delta `$ is the adjoint operator to $`d`$ with respect to the pairing

$`<<\varphi ,\nu >>={\displaystyle }\varphi ^{\alpha _1\mathrm{}\alpha _p}(x)\nu _{\alpha _1\mathrm{}\alpha _p}(x)vol_g(x),`$
where $`vol_g(x)=\mathrm{det}(g)dx^1\mathrm{}dx^n`$ is the Riemannian volume density, $`\varphi =\frac{1}{p!}\varphi _{\alpha _1\mathrm{}\alpha _p}(x)dx^{\alpha _1}\mathrm{}dx^{\alpha _p}`$ and $`\nu =\frac{1}{p!}\nu _{\alpha _1\mathrm{}\alpha _p}(x)dx^{\alpha _1}\mathrm{}dx^{\alpha _p}`$ are $`p`$-forms and $`\varphi ^{\alpha _1\mathrm{}\alpha _n}=g^{\beta _1\alpha _1}\mathrm{}g^{\beta _p\alpha _p}\varphi _{\beta _1\mathrm{}\beta _p}`$. Since $`d^2=0`$, then also $`\delta ^2=0`$ and consequently

$`\mathrm{}_p=(d\delta +\delta d)|_{\mathrm{\Lambda }^p(T^{}M)}`$ (11)
and then

$`H_p(g,Q)={\displaystyle \frac{1}{2}}(\delta d+d\delta )+L_{Q^g}|_{\mathrm{\Lambda }^p(T^{}M)}.`$
As well known, the Lie-derivative of a $`p`$-differential form with respect to a vectorfield is well defined and independant of the metric $`g`$:

$`L_X\omega =(i_Xd+di_X)\omega `$
where $`i_X`$ is the interior derivative with respect to the vector field $`X`$ and $`\omega `$ is an arbitrary $`p`$-form on $`M`$ , and in case of $`p=0`$, since $`i_Xf=0`$ for an arbitrary scalar field $`f`$ ($`i_X`$ reduces degree) we get the original laplacian in $`(3)`$. While the second term is independant of the metric, the Hodge laplacian depends on the metric and the curvature obtained by taking appropiate expressions on its derivatives. For the forthcoming discussion it is essential we display the dependance of the Hodge laplacian on the curvature, to write the whole laplacian of our interest given by $`(10)`$ in the form

$`(H_p(g,Q)\varphi )_{\alpha _1\mathrm{}\alpha _p}={\displaystyle \frac{1}{2}}(\mathrm{}_g\varphi )_{\alpha _1\mathrm{}\alpha _p}{\displaystyle \frac{1}{2}}(1)^\nu {\displaystyle \underset{\nu =1}{\overset{p}{}}}R_{.\gamma .\alpha _\nu }^{\beta .\gamma .}\varphi _{\beta \alpha _1\mathrm{}\widehat{\alpha }_\nu \mathrm{}\alpha _p}`$
$`{\displaystyle \underset{1\mu <\nu p}{}}(1)^{\nu +\mu }R_{.\alpha _\nu .\alpha _\mu }^{\beta .\gamma .}\varphi _{\gamma \beta \alpha _1\mathrm{}\widehat{\alpha }_\mu \mathrm{}\widehat{\alpha }_\nu \mathrm{}\alpha _p}+(L_{Q^g}\varphi )_{\alpha _1\mathrm{}\alpha _p}.`$ (12)
Here, as usual, $`\widehat{\alpha }`$ denotes ommision of the index $`\alpha `$. The second and third terms in the r.h.s. of $`(12)`$, constitute the well known Weitzenbock term, which of course, vanishes completely in the case $`p=0`$. Note that for $`2`$-forms,

$`\mathrm{\Omega }={\displaystyle \frac{1}{2}}\mathrm{\Omega }_{\alpha _1\alpha _2}dx^{\alpha _1}dx^{\alpha _2},`$
the Weitenzbock term is

$`{\displaystyle \frac{1}{2}}(1)^\nu {\displaystyle \underset{\nu =1}{\overset{2}{}}}R_{\alpha _\nu }^\beta \mathrm{\Omega }_{\beta \alpha _\nu }{\displaystyle \underset{\mu <\nu }{}}(1)^{\nu +\mu }R_{.\alpha _\nu .\alpha _\mu }^{\beta .\gamma .}\mathrm{\Omega }_{\gamma \beta }`$ (13)
where in the first term we have a coupling of the differential form to the Ricci curvature tensor, $`\mathrm{Ric}=(R_\alpha ^\beta )=(R_{.\gamma .\alpha }^{\beta .\gamma .})`$, and $`R=(R_{.\gamma .\delta }^{\alpha .\beta .})`$ is the $`(2,2)`$ tensor associated to the Riemannian curvature tensor .

Now, given a $`p`$-form defined on $`M`$, we can define a $`p`$-form on $`P_{O(n)}`$, its horizontal lift, and thus further establish an isomorphism between $`\mathrm{\Lambda }^p(T^{}M)`$ and $`\mathrm{hor}(\mathrm{\Lambda }^p(T^{}P_{O(n)}))`$, the horizontal $`p`$-forms defined on $`P_{O(n)}`$, i.e. the subspace of $`\mathrm{\Lambda }^p(T^{}P_{O(n)})`$ whose projection by the bundle mapping $`\pi `$ has zero kernel, i.e. $`\pi ^{}(\mathrm{hor}(\mathrm{\Lambda }^pT^{}P_{O(n)}))=\mathrm{\Lambda }^p(T^{}M)`$. Indeed, consider the co-frame bundle $`P_{O(n)}^{}=\{(x,\theta (x)=(\theta ^a(x))=(\theta _\alpha ^a(x)dx^\alpha T_x^{}M),\theta ^a(x)(e_b)(x)=\delta _b^a,\mathrm{for}\mathrm{any}xM\}`$, so that $`\theta _\alpha ^a\theta _\beta ^bg^{\alpha \beta }=\delta _{ab}`$. Then, given a $`p`$-form $`\mathrm{\Omega }`$ on $`M`$,

$`\mathrm{\Omega }=\mathrm{\Omega }(x)={\displaystyle \frac{1}{p!}}\mathrm{\Omega }_{\alpha _1\mathrm{}\alpha _p}(x)dx^{\alpha _1}\mathrm{}dx^{\alpha _p},`$ (14)
we can define functions on $`P_{O(n)}`$ given by

$`\stackrel{~}{\mathrm{\Omega }}_{a_1\mathrm{}a_p}(r):=\mathrm{\Omega }_{\alpha _1\mathrm{}\alpha _p}(x)e_{a_1}^{\alpha _1}(x)\mathrm{}e_{a_p}^{\alpha _p}(x),r=(x,e)`$ (15)
and thus obtain a (horizontal) $`p`$-form on $`P_{O(n)}`$, i.e. an element of $`\mathrm{hor}(\mathrm{\Lambda }^p(T^{}P_{O(n)}))`$ defined by

$`\stackrel{~}{\mathrm{\Omega }}=\stackrel{~}{\mathrm{\Omega }}(r)={\displaystyle \frac{1}{p!}}\mathrm{\Omega }_{a_1\mathrm{}a_p}(r)\theta ^{a_1}\mathrm{}\theta ^{a_p}.`$ (16)
This definition can be inverted: if we start with $`\stackrel{~}{\mathrm{\Omega }}\mathrm{\Lambda }^pT^{}(P_{O(n)})`$, we can obtain the $`p`$-form $`\mathrm{\Omega }`$ defined on $`M`$ by

$`\mathrm{\Omega }=\mathrm{\Omega }(x)={\displaystyle \frac{1}{p!}}\mathrm{\Omega }_{\alpha _1\mathrm{}\alpha _p}(x)dx^{\alpha _1}\mathrm{}dx^{\alpha _p},`$ (17)
where

$`\mathrm{\Omega }_{\alpha _1\mathrm{}\alpha _p}(x)`$ $`=`$ $`\stackrel{~}{\mathrm{\Omega }}_{a_1\mathrm{}a_p}(r)\theta _{\alpha _1}^{a_1}(x)\mathrm{}\theta _{\alpha _p}^{a_p}(x),r=(x,e),\theta =e^1.`$
Naturally, $`\stackrel{~}{\mathrm{\Omega }}`$ defined by $`(15)`$ is $`O(n)`$-equivariant, i.e.

$`\stackrel{~}{\mathrm{\Omega }}_{a_1\mathrm{}a_p}(r)=\stackrel{~}{\mathrm{\Omega }}_{b_1\mathrm{}b_p}(T_Ar)B_{a_1}^{b_1}\mathrm{}B_{a_p}^{b_p},`$ (18)
for any $`rP_{O(n)}`$, $`AP_{O(n)}`$, $`B`$ the inverse of $`A`$ and $`T_Ar=Ar`$.

Suppose given a $`p`$-form $`\stackrel{~}{\omega }`$ defined on $`P_{O(n)}`$; then, we can consider a time-dependant $`p`$-form $`\stackrel{~}{\mathrm{\Omega }}`$ defined on $`[0,\mathrm{})\times P_{O(n)}`$, by the expression

$`\stackrel{~}{\mathrm{\Omega }}_{a_1\mathrm{}a_p}(\tau ,r)=E_r[\stackrel{~}{\omega }_{a_1\mathrm{}a_p}(r(\tau ,r,w))],`$ (19)
where $`E`$ denotes expectation value, $`w:[0,\mathrm{})R^n`$ is a continuous mapping such that $`w(0)=0`$ is the canonical realization of a Wiener process, and $`r=r(\tau ,r,w)`$ satisfies the Stratonovich stochastic differential equation

$`dr(\tau )=L_a^{}(r(\tau ))dw(\tau ),r(0)=r.`$ (20)
We note that if $`r(0)P_{O(n)}`$, then $`r(\tau ,r,w)P_{O(n)},\tau 0`$. Thus defined, the scalar components $`\stackrel{~}{\mathrm{\Omega }}_{a_1\mathrm{}a_p}`$ of $`\stackrel{~}{\mathrm{\Omega }}(\tau ,r)=\frac{1}{p!}\stackrel{~}{\mathrm{\Omega }}_{a_1\mathrm{}a_p}\theta ^{a_1}\mathrm{}\theta ^{a_p}\mathrm{\Lambda }^p([0,\mathrm{})\times T^{}P_{O(n)})`$, ($`1a_1<\mathrm{}<a_pp`$)are the unique solution of the Cauchy problem (see page $`286`$ in )

$`{\displaystyle \frac{V}{\tau }}=\stackrel{~}{H}_0(g,Q)V`$ (21)
with

$`V(0,)=\stackrel{~}{\omega }_{a_1\mathrm{}a_p},1a_1<\mathrm{}<a_pp.`$ (22)
We wish to solve, more generally, the Cauchy problem for $`p`$-forms on $`[0,\mathrm{})\times P_{O(n)}`$:

$`{\displaystyle \frac{\stackrel{~}{\mathrm{\Omega }}}{\tau }}(\tau ,r)=\stackrel{~}{H}_p(g,Q)\stackrel{~}{\mathrm{\Omega }}(\tau ,r),`$ (23)
with given

$`\stackrel{~}{\mathrm{\Omega }}(0,)=\stackrel{~}{\omega }\mathrm{\Lambda }^pT^{}P_{O(n)},`$ (24)
where we notice that in distinction with the problem $`(21\&22)`$, a coupling of the Weitzenbock term to the components of $`\stackrel{~}{\mathrm{\Omega }}`$ is to be accounted. This problem is simply solved through the use of the Feynman-Kac formula. For this we consider the canonical realization of the generalized horizontal Brownian motion, given by the set

$`W(P_{O(n)}):=C_0([0,\mathrm{})P_{O(n)})`$
of all continuous mappings

$`w:[0,\mathrm{})P_{O(n)},`$
where $`(W(P_{O(n)}))`$ is the $`\sigma `$-field on $`W(P_{O(n)}))`$ generated by the Borel cylinders and $`_\tau (W(P_{O(n)}))`$ be generated by the Borel cylinders up to time $`\tau `$. Let $`P_r`$ be the probability space law on $`W(P_{O(n)})`$ of $`\tau r(\tau ,r,w)`$. Consider for each $`wW(P_{O(n)})`$, the time-dependant $`(p,p)`$-tensor $`M(\tau ,w)=(M_{a_1\mathrm{}a_p}^{b_1\mathrm{}b_p}(\tau ,w))`$ defined on $`[0,\mathrm{})\times P_{O(n)}`$ as the solution of the system of equations

$`{\displaystyle \frac{dM_{a_1\mathrm{}a_p}^{b_1\mathrm{}b_p}}{d\tau }}(w(\tau ))={\displaystyle \frac{1}{2}}(1)^\nu {\displaystyle \underset{\nu =1}{\overset{p}{}}}\mathrm{Ric}_k^{\mathrm{}b_1}(w(\tau ))M_{a_1\mathrm{}a_p}^{b_2\mathrm{}b_\nu kb_{\nu +1}\mathrm{}b_{\nu +p}}(w(\tau ))`$
$`{\displaystyle \underset{1\mu <\nu p}{}}(1)^{\nu +\mu }\stackrel{~}{R}_{.i.k}^{b_2b_1}(w(\tau ))M_{a_1\mathrm{}a_p}^{b_3\mathrm{}b_{\mu +1}kb_{\mu +2}\mathrm{}b_\mu b_{\mu +1}\mathrm{}b_p}(w(\tau )),`$ (25)
with

$`M_{a_1\mathrm{}a_p}^{b_1\mathrm{}b_p}(0)=\delta _{a_1}^{b_1}\mathrm{}\delta _{a_p}^{b_p},1<a_1<\mathrm{}<a_pn,`$ (26)
and $`\stackrel{~}{R}:=(\stackrel{~}{R}_{..cd}^{ab})=(R_{..\nu \mu }^{\alpha \beta }e_c^\nu e_d^\mu \theta _\alpha ^a\theta _\beta ^b)`$, the horizontal lift of the Riemannian curvature $`(2,2)`$ tensor, which we shall write as $`\stackrel{~}{R}=Ree\theta \theta `$, so that we also have that $`R=\stackrel{~}{R}\theta \theta ee`$, and $`\mathrm{Ric}^{\mathrm{}}=(\mathrm{Ric}^{\mathrm{}}{}_{a}{}^{b})=(\stackrel{~}{R}_{ca}^{bc})(R_\alpha ^\beta e_a^\alpha e_b^\beta )`$ which we shall write as $`\mathrm{Ric}^{\mathrm{}}=\mathrm{Ric}e\theta `$, is the horizontal lift of the Ricci tensor, to $`P_{O(n)}`$. For later use, we introduce the tensor

$`R^{\mathrm{}}:=(R_{cd}^{a\beta }),`$
so that

$`R^{\mathrm{}}\theta =\stackrel{~}{R}.`$
It is clear that system $`(25,26)`$ has a unique solution. From the uniqueness of the solutions, it follows that

$`M_{\sigma (a_1)\mathrm{}\sigma (a_p)}^{\sigma (b_1)\mathrm{}\sigma (b_p)}(\tau ,w)=M_{a_1\mathrm{}a_p}^{b_1\mathrm{}b_p}(\tau ,w),`$ (27)
for every permutation $`\sigma `$. One can prove still that this solution is $`O(n)`$-equivariant, since forall $`AO(n),wW(P_{O(n)})`$,

$`M_{a_1\mathrm{}a_p}^{b_1\mathrm{}b_p}(\tau ,T_Aw)=M_{c_1\mathrm{}c_p}^{d_1\mathrm{}d_p}(\tau ,w)B_{d_1}^{b_1}\mathrm{}B_{d_p}^{b_p}A_{a_1}^{c_1}\mathrm{}A_{a_p}^{c_p},`$ (28)
where $`B=A^1`$. Let now

$`\stackrel{~}{\omega }=\stackrel{~}{\omega }(r)={\displaystyle \frac{1}{p!}}\stackrel{~}{\omega }_{b_1\mathrm{}b_p}\theta ^{b_1}\mathrm{}\theta ^{b_p}\mathrm{\Lambda }^p(T^{}P_{O(n)})`$
be the horizontal lift of a given $`\omega =\omega (x)\mathrm{\Lambda }^p(T^{}M)`$, and consider the differential form $`\stackrel{~}{U}`$, defined on $`[0,\mathrm{})\times P_{O(n)}`$ with components $`\stackrel{~}{U}_{a_1\mathrm{}a_p}(\tau ,r)`$ given by

$`\stackrel{~}{U}(\tau ,r):=E_r[M(\tau ,w(\tau ))\stackrel{~}{\omega }(w(\tau ))]`$ (29)
which componentwise is

$`\stackrel{~}{U}_{a_1\mathrm{}a_p}(\tau ,r)=E_r[M_{a_1\mathrm{}a_p}^{b_1\mathrm{}b_p}(\tau ,w))\stackrel{~}{\omega }_{b_1\mathrm{}b_p}(w(\tau ))].`$ (30)
This expression is alternate in $`(a_1,\mathrm{},a_p)`$ and obviously, it is $`O(n)`$-equivariant. Consequently, there is a $`p`$-form, $`U`$, defined on $`[0,\mathrm{})\times M`$, whose horizontal lift is $`\stackrel{~}{U}`$. If we consider the time dependant $`p`$-form given by

$`M\stackrel{~}{\omega }:={\displaystyle \frac{1}{p!}}M_{a_1\mathrm{}a_p}^{b_1\mathrm{}b_p}\stackrel{~}{\omega }_{b_1\mathrm{}b_p}\theta ^{a_1}\mathrm{}\theta ^{a_p},`$
and apply to it the Ito formula, we get

$`(M\stackrel{~}{\omega })(\tau ,w(\tau ))(M\stackrel{~}{\omega })(0,r)=`$
$`\mathrm{a}\mathrm{martingale}+{\displaystyle _0^\tau }M[{\displaystyle \frac{\stackrel{~}{\omega }}{\tau }}+\stackrel{~}{H}_p(g,Q)\stackrel{~}{\omega })](s,w(s))ds.`$ (31)
Therefore,

$`\stackrel{~}{U}=\stackrel{~}{U}(\tau ,r)={\displaystyle \frac{1}{p!}}\stackrel{~}{U}_{a_1\mathrm{}a_p}\theta ^{a_1}\mathrm{}\theta ^{a_p}(\tau ,r)`$
with components given by $`(30)`$ is the unique smooth solution of the Cauchy problem

$`{\displaystyle \frac{\stackrel{~}{U}}{\tau }}=\stackrel{~}{H}_p(g,Q)\stackrel{~}{U},`$ (32)
with initial condition

$`\stackrel{~}{U}(0,r)=\stackrel{~}{\omega }(r).`$ (33)
Theorem 1. The $`p`$-form $`U\mathrm{\Lambda }^p([0,\mathrm{})\times T^{}M)`$, such that its horizontal lift coincides with $`\stackrel{~}{U}`$, i.e. $`\stackrel{~}{U}(U(D\pi ))=U^pe`$, where $`D`$ denotes the derivative and $`^pe`$ denotes the $`p`$-th tensor product with $`e`$, is the unique smooth solution of the Cauchy problem

$`{\displaystyle \frac{u}{\tau }}=H_p(g,Q)u,u(0,)=\omega .`$ (34)
This theorem extends a construction originally due to P.Malliavin, for the Riemannian connection driftless case . The process $`M`$ constructed above, to give account of the Riemannian curvature terms, is called a multiplicative operator functional.

To conclude with these definitions, we note that from $`(6,10\&12)`$ follows an expression -which we shall use later- for the laplacian on $`2`$-forms $`\varphi (r)=\varphi _{ab}\theta ^a\theta ^b`$ defined on $`P_{O(n)}`$:

$`\stackrel{~}{H}_p(g,Q)\varphi _{ab}={\displaystyle \frac{1}{2}}(L^{})^2\varphi _{ab}+{\displaystyle \frac{1}{2}}(\mathrm{Ric}^{\mathrm{}}\varphi )_{ab}(\stackrel{~}{R}\varphi )_{ab}.`$ (35)
## 3 The heat equation for manifolds with boundary

Now, we shall assume further conditions on $`M`$, that of having a smooth boundary $`M`$. Near the boundary, we can choose a coordinate open neighborhood $`U`$ of $`M`$, and smooth coordinate functions $`(x^1,\mathrm{},x^n)`$, such that $`x^n0`$, for all $`xU`$; furthermore $`xUM`$ if and only if $`x^n=0`$, and we shall further assume that we have a smooth Riemannian metric $`g=(g_{\alpha \beta })`$ on $`T^{}M`$ such that $`g_{\alpha n}(x)=0`$, for $`\alpha =1,\mathrm{},n1`$.

Let $`\varphi `$ be a $`p`$-form on $`M`$, i.e. $`\varphi \mathrm{\Lambda }^p(T^{}M)`$. Denote by $`\varphi _{\mathrm{tan}}=\varphi |_M`$, the tangent component of $`\varphi `$. and the normal component by $`\varphi _{\mathrm{norm}}=\varphi \varphi _{\mathrm{tan}}`$. We can still represent the normal component using duality. Indeed, if $`:\mathrm{\Lambda }^p(T^{}M)\mathrm{\Lambda }^{np}(T^{}M)`$ is the star operator defined by the metric $`g`$, then

$`(1)^{p(np)+p1}[(\varphi \eta )\eta ]|_M=\varphi _{\mathrm{norm}},`$ (36)
where $`\eta (x)`$ is a $`1`$-form such that $`\eta |_\mathrm{M}=g_{\alpha \beta }(x)n^\beta (x)dx^\alpha ,xM`$, where

$`n(x):=n^\alpha (x){\displaystyle \frac{}{x^\alpha }}={\displaystyle \frac{g^{\alpha n}}{g^{nn}(x)^{\frac{1}{2}}}}{\displaystyle \frac{}{x^\alpha }},\alpha =1,\mathrm{},n,xM,`$ (37)
is the inward pointing normal unit vector to $`M`$ at $`x`$.

Then, we shall say that a $`p`$-form $`\varphi `$ is said to satisfy the absolute boundary condition if

$`\varphi _{\mathrm{norm}}=0,(d\varphi )_{\mathrm{norm}}=0.`$ (38)
Note that in the case of a $`2`$-form on $`M`$, $`\mathrm{\Omega }=\frac{1}{2}\mathrm{\Omega }_{\alpha \beta }dx^\alpha dx^\beta `$, the absolute boundary conditions for $`\mathrm{\Omega }`$ are

$`\mathrm{\Omega }_{\alpha n}=0,\alpha =1,\mathrm{},n1,`$ (39)
and

$`{\displaystyle \frac{\mathrm{\Omega }_{\alpha \beta }}{x^n}}=0,\alpha ,\beta =1,\mathrm{},n1,`$ (40)
respectively.

We wish to solve the boundary-initial-value problem for

$`\stackrel{~}{\mathrm{\Omega }}={\displaystyle \frac{1}{2}}\stackrel{~}{\mathrm{\Omega }}_{a_1a_2}(\tau ,r)\theta ^{a_1}\theta _{a_2}\mathrm{\Lambda }^2([0,\mathrm{})\times T^{}P_{O(n)})`$
given by

$`{\displaystyle \frac{\stackrel{~}{\mathrm{\Omega }}}{\tau }}(\tau ,r)=\stackrel{~}{H}_p(g,Q)\stackrel{~}{\mathrm{\Omega }},\stackrel{~}{\mathrm{\Omega }}(0,r)=\stackrel{~}{\omega }(r),rP_{O(n)},`$ (41)
where $`\stackrel{~}{\omega }`$ is the horizontal lift to $`P_{O(n)}`$ of a given $`p`$-form, $`\omega `$ defined on $`M`$, with the absolute boundary conditions. In fact, conditions $`(39\&40)`$ can be lifted to $`[0,\mathrm{})\times P_{O(n)}`$ to give:

$`\theta _\alpha ^{a_2}(x)\theta _n^{a_1}(x)\stackrel{~}{\mathrm{\Omega }}_{a_1a_2}(\tau ,r)|_{P_{O(n)}}=0,\theta =e^1=(\theta _\alpha ^a(x)dx^\alpha ),`$ (42)
$`\theta _{\alpha _1}^{a_1}(x)\theta _{\alpha _2}^{a_2}(x){\displaystyle \frac{}{x^n}}\stackrel{~}{\mathrm{\Omega }}_{a_1a_2}(\tau ,r)|_{P_{O(n)}}=0,a=1,\mathrm{},n1.`$ (43)
where $`P_{O(n)}=\{r=(x,e):xM\}`$. We shall solve problem $`(41,42\&43)`$ using the generalized horizontal Brownian motion on $`P_{O(n)}`$ and a multiplicative horizontal operator functional. We start by reformulating the boundary conditions. Let $`P=(P_\beta ^\alpha )`$ defined by $`P_n^n=1`$, and $`P_\beta ^\alpha =0`$, for $`\alpha ,\beta n`$; consider further $`Q:=IP`$. Thus, the absolute boundary conditions $`(42\&43)`$ can be rewritten as the single equation

$`P\theta \theta \stackrel{~}{\mathrm{\Omega }}(\tau ,r)+Q\theta \theta {\displaystyle \frac{\stackrel{~}{\mathrm{\Omega }}}{x^n}}(\tau ,r)=0,r=(x,e)P_{O(n)},\theta =e^1.`$ (44)
Furthermore, we can rewrite the boundary conditions $`(44)`$, instead of as a condition on $`\mathrm{\Lambda }^2([0,\mathrm{})\times T^{}P_{O(n)})`$, as a condition for

$`\stackrel{~}{\mathrm{\Omega }}^{\mathrm{}}(\tau ,r)=\stackrel{~}{\mathrm{\Omega }}_\tau ^{\mathrm{}}(r)={\displaystyle \frac{1}{2}}\stackrel{~}{\mathrm{\Omega }}_{\alpha a}^{\mathrm{}}(\tau ,r)dx^\alpha \theta ^a(x)L(TM,R^n),\tau 0,`$
i.e. for each $`\tau 0`$ we have a linear mapping from $`TMR^n`$ such that for each $`r=(x,e)P_{O(n)}`$, $`\stackrel{~}{\mathrm{\Omega }}_\tau ^{\mathrm{}}(r)`$ maps $`T_xM`$ into $`\mathrm{hor}(T^{}P_{O(n)})R^n^{}`$, related to $`\stackrel{~}{\mathrm{\Omega }}(\tau ,r)`$ by

$`e\stackrel{~}{\mathrm{\Omega }}^{\mathrm{}}\stackrel{~}{\mathrm{\Omega }}`$
and satisfying the boundary conditions

$`P\theta \stackrel{~}{\mathrm{\Omega }}_\tau ^{\mathrm{}}(r)+Q\theta [{\displaystyle \frac{\stackrel{~}{\mathrm{\Omega }}_\tau ^{\mathrm{}}}{x^n}}(r){\displaystyle \frac{\stackrel{~}{\mathrm{\Omega }}_\tau ^{\mathrm{}}}{e_m^\alpha }}(r)\mathrm{\Gamma }_{n\beta }^\alpha (x)e_m^\beta (x)`$
$`+e(x)\mathrm{\Gamma }_n(x)\theta (x)\stackrel{~}{\mathrm{\Omega }}_\tau ^{\mathrm{}}](r)=0,r=(x,e)P_{O(n)},`$ (45)
where $`\mathrm{\Gamma }_n(x)=(\mathrm{\Gamma }_{n\beta }^\alpha (x))`$, and $`(\theta \stackrel{~}{\mathrm{\Omega }}^{\mathrm{}})_{\alpha \beta }=(\frac{1}{2}\theta _\beta ^a\stackrel{~}{\mathrm{\Omega }}_{\alpha a}^{\mathrm{}})`$ is the multiplication in the representation space $`R^n^{}`$ of this linear mapping. Indeed, note that if $`\stackrel{~}{\mathrm{\Omega }}^{\mathrm{}}(\tau ,r)`$ is $`O(n)`$-equivariant, then $`\stackrel{~}{\mathrm{\Omega }}^{\mathrm{}}(\tau ,r)=\mathrm{\Omega }(\tau ,x)e(x),r=(x,e)P_{O(n)}`$ 222This identity, which can be rewritten as $`\mathrm{\Omega }(\tau ,x)=\stackrel{~}{\mathrm{\Omega }}^{\mathrm{}}(\tau ,r)\theta (x)`$, or still $`\stackrel{~}{\mathrm{\Omega }}(\tau ,r)=\mathrm{\Omega }(\tau ,x)ee`$, will play a crucial role for obtaining the expression for the vorticity as defined on $`M`$ instead of $`P_{O(n))}`$; we shall work out the boundary-initial-value problem for Navier-Stokes on $`[0,\mathrm{})\times L(TM,T^{}P_{O(n)})`$, to later project on $`\mathrm{\Lambda }^2([0,\mathrm{})\times T^{}M)`$ by this procedure., and thus

$`{\displaystyle \frac{\stackrel{~}{\mathrm{\Omega }}_\tau ^{\mathrm{}}}{e_m^\alpha }}\mathrm{\Gamma }_{n\beta }^\alpha (x)e_m^\beta (x)=e\mathrm{\Gamma }_n(x)\theta \stackrel{~}{\mathrm{\Omega }}_\tau ^{\mathrm{}}.`$ (46)
Therefore , in account of identity $`(46)`$, by further multiplying $`(45)`$ by $`\theta `$, we retrieve the boundary conditions $`(44)`$ for equivariant $`2`$-forms in $`\mathrm{\Lambda }^2([0,\mathrm{})\times T^{}P_{O(n)})`$, or multiply by $`\theta `$ on the right, to obtain a $`2`$-form in $`\mathrm{\Lambda }^2([0,\mathrm{})\times T^{}M)`$ as explained in the previous footnote.

From a localization argument, we can assume for simplicity that $`M`$ is the upper half-space of $`R^n`$, $`\{x:x=(x^1,\mathrm{},x^n)R^n\}`$ and $`M=\{xM:x^n=0\}`$. The metric $`g`$ on $`M`$ is assumed further to be bounded and smooth together with all its derivatives, i.e. $`g_{\alpha \beta }C_b^{\mathrm{}}(M).`$, $`1\alpha \beta n`$.

We start by considering the following Stratonovich stochastic differential equation for the diffusion process $`r(\tau )=(X(\tau ),e(\tau ))`$ on $`P_{O(n)}R_+^n\times R^{n^2}`$, following :

$`dr^\alpha (\tau )=L_k^{}(r(\tau ))dB^k(\tau )+\delta _n^\alpha d\varphi (\tau ),r(0)=r,\alpha =1,\mathrm{},n,`$ (47)
where as before, $``$ denotes a Riemann-Cartan-Weyl connection with coefficients of the form $`(1)`$, $`L_k^{},k=1,\mathrm{},n`$ denote the canonical horizontal vectorfields defined by this connection on $`P_{O(n)}`$ in $`(4)`$, and $`B`$ denotes a $`n`$-dimensional Brownian motion. We note that it can be rewritten, for $`r=(X,e)`$, as the system

$`dX^\alpha (\tau )=e_k^\alpha (\tau )dB^k(\tau )+\delta _n^\alpha d\varphi (\tau ),X(0)=x,\alpha =1,\mathrm{},n`$ (48)
$`de_k^\alpha (\tau )=`$ $``$ $`\mathrm{\Gamma }_{\beta \gamma }^\alpha (X(\tau ))e_k^\gamma (\tau )dX^\beta (\tau )=`$ (49)
$``$ $`\mathrm{\Gamma }_{\beta \gamma }^\alpha (X(\tau ))e_k^\gamma (\tau )e_c^\beta (\tau )dB^c(\tau )`$
$``$ $`\mathrm{\Gamma }_{n\gamma }^\alpha (X(\tau ))e_k^\gamma (\tau )d\varphi (\tau ),e^\alpha (0)=e(x)T_xM,\alpha ,k=1,\mathrm{},n.`$
Here, $`\varphi (\tau )`$ is a continuous non-decreasing process which increases only when $`X(\tau )M`$, i.e. a local time on $`M`$, and which causes the reflection of the process at the boundary.

This is a generalized (i.e. with non-zero drift described by $`\stackrel{~}{(}Q^g)`$, the horizontal lift of $`Q^g`$) horizontal Brownian motion on the bundle of orthonormal frames $`P_{O(n)}`$ with reflecting boundary. Indeed, it can be easily seen that if $`(X(0),r(0))P_{O(n)}`$, then $`(X(\tau ),r(\tau ))P_{O(n)}`$. We readily note that if $`M=0`$ and if we further set $`\varphi =0`$ in eq. $`(47)`$, we obtain the generalized horizontal Brownian motion on $`P_{O(n)}`$, for a manifold without boundary. Having assumed that $`g_{\alpha \beta }C_b^{\mathrm{}}(M)`$, if we assume further that $`Q_\alpha C_b^{\mathrm{}}(M)`$ ($`1\alpha n)`$ and $`\varphi C_b^2(M)`$, then eqt. $`(47)`$ has a unique strong solution (c.f. Theorem $`7.2`$, chapter IV, ).

Set now

$`A^{nn}(r)=g^{nn}(x),A_k^{n,\alpha }(r)=e_k^\beta (x)\mathrm{\Gamma }_{n\beta }^\alpha (x)g^{nn}(x),r=(x,e).`$ (50)
The following result is crucial to our following constructions.

Theorem 2.Let $`r(\tau )=(X(\tau ),e(\tau ))`$, the generalized horizontal Brownian motion with reflecting boundary condition described by eqt. $`(47)`$. For any smooth function $`F(\tau ,r)`$ defined on $`[0,\mathrm{})\times P_{O(n)}`$ we have

$`dF(\tau ,r(\tau ))=[(\stackrel{~}{H}_0(g,Q)F)(\tau ,r(\tau ))+{\displaystyle \frac{F}{\tau }}(\tau ,r(\tau ))]d\tau `$
$`+(L_k^{}F)(\tau ,r(\tau ))dB^k(\tau )+(\stackrel{~}{X}_nF)(\tau ,r(\tau ))d\varphi (\tau ),`$ (51)
where $`\stackrel{~}{X}_n`$ is the canonical horizontal lift of $`X_n=\frac{}{x^n}`$, i.e.

$`(\stackrel{~}{X}_nF)(\tau ,r)={\displaystyle \frac{F}{x^n}}(\tau ,r)+{\displaystyle \frac{A_k^{n,\alpha }(r)}{A^{nn}(r)}}{\displaystyle \frac{F}{e_k^\alpha }}(\tau ,r).`$ (52)
Proof. It follows from the Ito formula that

$`dF(\tau ,r(\tau ))`$ $`=`$ $`e_a^\alpha (\tau ){\displaystyle \frac{F}{x^\alpha }}(\tau ,r(\tau ))dB^a(\tau )`$
$``$ $`{\displaystyle \frac{F}{e_j^\alpha }}(\tau ,r(\tau ))\mathrm{\Gamma }_{\beta \nu }^\alpha (X(\tau ))e_j^\nu (\tau )e_a^\beta (\tau )dB^a(\tau )`$
$`+`$ $`{\displaystyle \frac{F}{\tau }}(\tau ,r(\tau ))d\tau +{\displaystyle \frac{F}{x^n}}(\tau ,r(\tau ))d\varphi (\tau )`$
$``$ $`{\displaystyle \frac{F}{e_a^\alpha }}(\tau ,r(\tau ))\mathrm{\Gamma }_{n\kappa }^\alpha (r(\tau ))e_a^\kappa d\varphi (\tau )`$
$`=`$ $`(L_a^{}F)(\tau ,r(\tau ))dB^a(\tau )+{\displaystyle \frac{F}{\tau }}(\tau ,r(\tau ))d\tau +\stackrel{~}{X}_n(F)(\tau ,r(\tau ))d\varphi (\tau )`$
so that

$`d(L_a^{}F)(\tau ,r(\tau ))`$ $`=`$ $`L_b^{}(L_a^{}F)(\tau ,r(\tau ))dB^b(\tau )`$
$`+`$ $`{\displaystyle \frac{(L_a^{}F)}{\tau }}(\tau ,r(\tau ))d\tau +\stackrel{~}{X}_n(L_a^{}F)(\tau ,r(\tau ))d\varphi (\tau )`$
and then

$`(L_a^{}F)(\tau ,r(\tau )dB(\tau )=+{\displaystyle \frac{1}{2}}d(L_a^{}F)(\tau ,r(\tau ))dB^a(\tau )+(L_a^{}F))\tau ,r(\tau ))dB^a(\tau )`$
$`=`$ $`{\displaystyle \frac{1}{2}}(L_a^{})^2F(\tau ,r(\tau ))d\tau +(L_a^{}F)(\tau ,r(\tau ))dB^a(\tau )`$
$`=`$ $`{\displaystyle \frac{1}{2}}\stackrel{~}{H}_0(g,Q)F(\tau ,r(\tau ))d\tau +(L_a^{}F)(\tau ,r(\tau ))dB^a(\tau ),`$
the last identity follows from $`(6)`$, and $``$ denotes the Ito contraction on stochastic differentials , with which we can conclude with the proof.

From Theorem $`2`$ follows that the process $`r(\tau )P_{O(n)}`$ is determined by the differential generator $`\stackrel{~}{H}_0(g,Q)`$ with the boundary condition $`\stackrel{~}{X}_nF=0`$ on $`P_{O(n)}`$. Furthermore,

$`dX^n(\tau )dX^n(\tau )=A^{nn}(r(\tau ))d\tau ,`$ (53)
$`dX^n(\tau )de_k^\alpha (\tau )=A_k^{n,\alpha }(r(\tau ))d\tau ,\alpha ,k=1,\mathrm{},n.`$ (54)
To obtain a solution of the boundary-initial-value problem $`(41\&45)`$ for the case of smooth boundary, we need to construct a multiplicative operator functional, which extends the one presented for the boundaryless case presented in Theorem $`1`$. Consider a canonical realization of the generalized horizontal Brownian motion on $`P_{O(n)}`$ with reflecting boundary condition. We thus consider $`W(P_{O(n)})=C([0,\mathrm{})P_{O(n)})`$, provided with the probability measure $`P_r`$ of the solution of $`(46)`$ and, $`r(\tau ,w)=w(\tau ),wW(P_{O(n)})`$. Given a Borel probability measure $`\mu `$ on $`P_{O(n)}`$, we define $`P_\mu (B)=_{P_{O(n)}}P_r(B)\mu (dr),B(W(P_{O(n)}))`$. Let $`=_\mu (W(P_{O(n)}))^{P_\mu }`$ and $`_\mu =\{AF`$: for any $`\mu `$, there exists $`B_\mu _\tau (W(P_{O(n)}))`$, such that $`P_\mu (A\mathrm{}B)=0\}`$. In the following we fix $`\mu `$ and consider the probability space $`(W(P_{O(n)}),,P_\mu )`$. Writing for simplicity $`r(\tau )r(\tau ,w)=(X(\tau ,w),e(\tau ,w))(X(\tau ),e(\tau ))`$, we set

$`\varphi (\tau )=lim_{ϵ0}{\displaystyle \frac{1}{2ϵ}}{\displaystyle _0^\tau }I_{[0,ϵ)}(X^n(s))g^{nn}(x)𝑑s,`$ (55)
and

$`B^i(\tau )={\displaystyle _0^\tau }\theta _\alpha ^i(s)[dX^\alpha (s)\delta _n^\alpha d\varphi (s)],`$ (56)
where $`\theta =(\theta _\alpha ^a(x)dx^\alpha )`$ is the dual (co-tetrad) field to $`e`$. Then, $`\{B^i(\tau ):i=1,\mathrm{},n\}`$ is an $`n`$-dimensional $`(_\tau )`$-Brownian motion and $`(\{r(\tau )=r(\tau ,w)\},\varphi (\tau ))`$ satisfies the s.d.e. equation $`(47)`$.

Lemma 1. $`\{P_r\}`$ is invariant under the action of $`O(n)`$, i.e. if we define

$`(T_Aw)(\tau )=T_A(w(\tau )),ww(P_{O(n)}),\tau 0`$ (57)
and if $`T_A(P_r)`$ is the image of $`P_r`$ under the mapping $`wT_Aw`$, then,

$`T_a(P_r)=P_{T_A(r)}.`$ (58)
Proof: Let $`r(\tau )`$ be a solution of eq. $`(47)`$ with $`B(\tau )`$ and $`\varphi (\tau )`$ such that $`r(0)=r`$. Then for $`AO(n)`$, $`\stackrel{~}{r}(\tau ):=T_A(r(\tau ))`$ is a solution of eq. $`(47)`$ with $`\stackrel{~}{B}(\tau )=A^1B(\tau )`$ and $`\stackrel{~}{\varphi }(\tau )=\varphi (\tau )`$, such that $`\stackrel{~}{r}(0)=Ar`$. If we further observe that $`\stackrel{~}{B}(\tau )`$ is another $`n`$-dimensional Brownian motion, then $`T_A(P_r)=P_{T_A(r)}`$ holds by the uniquenesss of solutions.

As a consequence of Lemma $`1`$, we note that $`X(\tau )=\pi (r(\tau ))`$ defines a diffusion process on $`M`$ whose differential generator is $`H_0(g,Q)`$, and with boundary condition given by the vanishing of the normal derivative of $`f`$ at $`xM`$:

$`{\displaystyle \frac{f}{n}}:=n^\alpha (x){\displaystyle \frac{f}{x^\alpha }}=0,xM.`$ (59)
This diffusion is the so-called generalized Brownian motion on $`M`$ with reflecting boundary condition; it represents the random process on actual configuration space, accounting with the given boundary conditions.

In the following we shall fix a probability measure $`\mu `$ and consider the probability space $`(W(P_{O(n)}),,P_\mu )`$. Then $`r(\tau )=r(\tau ,w)=(X(\tau ,w),e(\tau ,w))(X(\tau ),e(\tau ))`$ is the solution of eq. $`(47)`$ with $`B(\tau )`$ and $`\varphi (\tau )`$ given by $`(55\&56)`$.

We shall consider the $`R^nR^n^{}`$-valued process $`K(\tau )=(K_\gamma ^\alpha (\tau ,w))`$ defined -in extending a construction due to H. Airault (see )- as follows: Set $`K^1(\tau )=K(\tau )P`$ and $`K^2(\tau )=K(\tau )Q`$; hence $`K(\tau )=K^1(\tau )+K^2(\tau )`$, where

$`(i)\mathrm{for}\mathrm{any}\tau 0\mathrm{such}\mathrm{that}X(\tau )\mathrm{int}(M),`$
$`dK^1(\tau ):`$ $`=`$ $`dK(\tau )P=K(\tau )[\theta (\tau )de(\tau )`$ (60)
$`+`$ $`\{{\displaystyle \frac{1}{2}}\mathrm{Ric}(X(\tau ))R(X(\tau ))\}d\tau ]P,`$
$`(ii)\mathrm{for}\mathrm{any}\tau 0`$ , $`dK^2(\tau ):=dK^2(\tau )Q=K(\tau )[\theta (\tau )de(\tau )`$ (61)
$`+`$ $`\{{\displaystyle \frac{1}{2}}\mathrm{Ric}(X(\tau ))R(X(\tau ))\}d\tau ]I_{\mathrm{int}(\mathrm{M})}(X(\tau ))Q,`$
and with probability $`1`$, $`\tau K^1(\tau )`$ is right-continuous with left-hand limits; furthermore

$`(iii)K^1(\tau )=0,\mathrm{if}X(\tau )M,`$ (62)
and the initial value is

$`(iv)K^1(0)=I_{\mathrm{int}(\mathrm{M})}(X(0))e(0)P,K^2(0)=e(0)Q.`$ (63)
Note that in terms of a component representation for $`K`$, we have that the above expressions appear to be of the form

$`(dK)_\alpha ^{1\gamma }P_\gamma ^\delta `$ $`=`$ $`K_\alpha ^\beta [(\theta de)_\beta ^\gamma P_\gamma ^\delta +(R_\beta ^\gamma +R_{\beta \kappa }^{\gamma ϵ})P_\delta ^\kappa d\tau `$
$`=`$ $`K_\alpha ^\beta [(\theta de)_\beta ^\gamma P_\gamma ^\delta +(\theta _\beta ^bR_b^ae_a^\gamma +\theta _\beta ^cR_{c\kappa }^{aϵ}e_a^\gamma )P_\delta ^\kappa d\tau ].`$
and similarly for $`K^2`$. 333It may seem that instead of taking $`R`$ we should take the tensor with components $`(R_{\gamma d}^{\alpha \beta })=(R_{\gamma \delta }^{\alpha \beta }e_d^\delta )`$, yet on multiplying with $`P`$ and $`Q`$ it turns to be indistinct with our previous choice.

An equivalent formulation is the following. An $`R^nR^n^{}`$-valued process adapted to $`(_\tau )`$ is a solution of the above s.d.e. with the given initial conditions iff

$`K^1(\tau )`$ $`=`$ $`K(\tau )P=I_{\{\tau <\sigma \}}(e(0)+{\displaystyle _0^\tau }K(s)[\theta (s)de(s)`$
$`+`$ $`\{{\displaystyle \frac{1}{2}}\mathrm{Ric}(X(s))R(X(s))\}ds])P`$
$`+I_{\{\tau \sigma \}}{\displaystyle _{t(\tau )}^\tau }K(s)[\theta (s)de(s)+\{{\displaystyle \frac{1}{2}}\mathrm{Ric}(X(s))R(X(s))\}ds]P,`$ (64)
$`K^2(\tau )=K(\tau )Q=e(0)Q+{\displaystyle _0^\tau }K(s)[\theta (s)de(s)`$
$`+\{{\displaystyle \frac{1}{2}}\mathrm{Ric}(X(s))R(X(s))\}ds]I_{\mathrm{int}(\mathrm{M})}(X(s))Q,`$ (65)
where

$`\sigma =\mathrm{inf}\{s:X(s)M\},`$ (66)
and equal to $`0`$ if this set is empty, is the first-hitting time of $`\{X(\tau ):\tau 0\}`$ to $`M`$, and

$`t(\tau )=\mathrm{sup}\{s:s\tau ,X(s)M\},`$ (67)
and equal to 0 if this set is empty, is the last-exit time from $`M`$.

Let $`\mathrm{\Xi }`$ be the set of all $`R^nR^n^{}`$-valued processes $`\xi (\tau )`$ defined on $`(W(P_{O(n)}),,P)`$ adapted to $`(_\tau )`$ such that $`\tau \xi (\tau )`$ is right continuous with left-hand limits almost surely and satisfies

$`\mathrm{sup}_{\tau [0,T]}E_\mu [\xi (\tau )^2]<\mathrm{},T>0.`$ (68)
Define a mapping $`\mathrm{\Phi }:\mathrm{\Xi }\mathrm{\Xi }`$

$`\mathrm{\Phi }^1(\xi )(\tau ):`$ $`=`$ $`\mathrm{\Phi }(\xi )(\tau )P=I_{\{\tau <\sigma \}}(e(0)+{\displaystyle _0^\tau }K(s)[\theta (s)de(s)`$
$`+`$ $`({\displaystyle \frac{1}{2}}\mathrm{Ric}(X(s))R(X(s)))ds])P`$
$`+I_{\{\tau \sigma \}}{\displaystyle _{t(\tau )}^\tau }K(s)[\theta (s)de(s)+({\displaystyle \frac{1}{2}}\mathrm{Ric}(X(s))R(X(s)))ds]P,`$ (69)
$`\mathrm{\Phi }^2(\xi )(\tau ):`$ $`=`$ $`\mathrm{\Phi }(\xi )(\tau )Q=e(0)Q+{\displaystyle _0^\tau }K(s)[\theta (s)de(s)`$ (70)
$`+`$ $`({\displaystyle \frac{1}{2}}\mathrm{Ric}(X(s))R(X(s)))ds]I_{\mathrm{int}(\mathrm{M})}(X(s))Q.`$
Let $`A(\tau )`$ be the right-continuous inverse of $`\tau \varphi (\tau )`$; set $`D=\{s:0s,A(s)<A(s)\}`$. If $`\tau >0`$ is fixed, then $`t(\tau )=A(\varphi (\tau ))`$ a.s. Now for $`g(\tau )`$ an $`(_\tau )`$-well measurable process such that $`\tau E_\mu [g(\tau )^2]`$ is locally bounded then (see Theorem $`(6.6)`$ in Ikeda and Watanabe )

$`E_\mu [\{{\displaystyle _{t(\tau )}^\tau }g(s)𝑑B^k(s)\}^2]`$
$`E_\mu [{\displaystyle \underset{uD}{}}\{{\displaystyle _{A(u)s}^{A(u)s}}g(s)𝑑B^k(s)\}^2]=E_\mu [{\displaystyle _0^\tau }g(s)^2𝑑s].`$
Then, for every $`T>0`$ there is a constant $`K=K(T)`$ such that

$`E_\mu [\mathrm{\Phi }(\xi )(\tau )^2]K(1+{\displaystyle _0^\tau }E_\mu [\xi (s)^2]𝑑s),\tau [0,T].`$ (71)
This proves that if $`\xi \mathrm{\Xi }`$, then $`\mathrm{\Phi }(\xi )\mathrm{\Xi }`$. Again, using Theorem 6.6 of , we have for $`\xi _1,\xi _2\mathrm{\Xi }`$, that

$`E_\mu [\mathrm{\Phi }(\xi _1)(\tau )\mathrm{\Phi }(\xi _2)(\tau )^2]k{\displaystyle _0^\tau }E_\mu [\xi _1(s)\xi _2(s)^2]𝑑s,\tau [0,T].`$ (72)
Then, from standard arguments follows the following result.

Theorem 3. The stochastic differential equation $`(6063)`$ has a solution $`K(\tau )\mathrm{\Xi }`$ which is unique.

Let $`K(\tau )`$ be the solution of $`(6063)`$; define

$`M(\tau ,w):=K(\tau ,w)\theta (\tau ,w)=(K(\tau ,w)_\gamma ^\beta \theta _\beta ^b(\tau ,w)),\tau 0,`$ (73)
where we recall $`\theta `$ is the co-tetrad field dual to $`e`$.

Theorem 4.  $`M(\tau ,w)`$ is an $`R^nR^n^{}L(TM,R^n^{})`$ -valued multiplicative horizontal functional of the generalized horizontal Brownian motion on $`P_{O(n)}`$ with reflecting boundary, i.e.

$`(i)M(\tau ,w)\mathrm{is}(_\tau )\mathrm{adapted},`$ (74)
$`(ii)\tau ,s0,M(\tau +s,w)=M(s,w)M(\tau ,\alpha _sw),\mathrm{almost}\mathrm{surely}`$ (75)
where the shift operator $`\alpha _s:W(P_{O(n)})W(P_{O(n)})`$ is defined by $`(\alpha _sw)(\tau )=w(\tau +s)`$

Proof: Part $`(i)`$ is obvious by construction. We now fix $`s`$ and consider $`\stackrel{~}{K}(\tau ):=K(\tau +s,w),\stackrel{~}{X}(\tau ):=X(\tau +s,w)`$ and $`\stackrel{~}{e}(\tau ):=e(\tau +s,w)`$. Thus, $`\stackrel{~}{K}(\tau )`$ satisfies eqts. $`(6063)`$ with respect to $`(\stackrel{~}{X}(\tau ),\stackrel{~}{e}(\tau ))`$. Still, if we apply the shift operator $`\alpha _s`$ to $`K(\tau )`$ we obtain that $`\kappa (\tau )=K(\tau ,\alpha _sw)`$ satisfies eqts. $`(6063)`$ with respect to $`(X(\tau ,\alpha _sw),e(\tau ,\alpha _sw))=(\stackrel{~}{X}(\tau ),\stackrel{~}{e}(\tau ))`$. If we set

$`K^{}(\tau ):=K(s,w)\theta (s,w)\kappa (\tau ),`$
then,

$`K^{}(0)`$ $`=`$ $`K(s,w)\theta (s,w)(I_{\mathrm{int}(\mathrm{M})}(X(s,w))e(s,w)P+e(s,w)Q)`$
$`=`$ $`K(s,w)(I_{\mathrm{int}(\mathrm{M})}(X(s,w))P+Q)=K(s,w),`$
by $`(63)`$ and the fact that $`\theta eI`$, by definition. Hence $`\stackrel{~}{K}(\tau )`$ and $`K^{}(\tau )`$ satisfy both eqts. $`(6063)`$ and consequently, they coincide for every $`\tau `$. Then,

$`K(\tau +s,w)=K(s,w)\theta (s,w)K(\tau ,\alpha _sw),`$
and thus multiplying by $`\theta (\tau +s,w)=\theta (\tau ,\alpha _sw)`$ on the right yields the second part of this Theorem. c.q.d.

An important property of $`M=(M(\tau ,w))`$ is the following Lemma.

Lemma 2. If $`X(0)M`$, then

$`P\theta (0)M(\tau )=0,\tau 0.`$ (76)
Proof: It is enough to prove that $`P\theta (0)K(\tau )=0,\tau 0`$. If $`X(0)M`$, then

$`P\theta (0)K(0)`$ $`=`$ $`P\theta (0)(I_{\mathrm{int}(M)}(X(0))e(0)P+e(0)Q)`$ (77)
$`=`$ $`PQ=PQ=0.`$
Since $`\stackrel{~}{K}(\tau )=P\theta (0)K(\tau )`$ satisfies eqts. $`(6063)`$ with respect to $`\stackrel{~}{X}(\tau ),\stackrel{~}{e}(\tau ))`$, then $`\stackrel{~}{K}(\tau )=0`$ by the uniqueness of solutions.

Lemma 3. $`M(\tau ,T_Aw)=AM(\tau ,w)A^1,\tau 0,AO(n)`$.

Proof: Since $`X(\tau ,T_Aw)=X(\tau ,w)`$ and $`e(\tau ,T_Aw)=Ae(\tau ,w)`$, it follows from the uniqueness of the solutions of eqts. $`(6063)`$, that $`K(\tau ,T_Aw)=AK(\tau ,w)`$. Thus, $`M(\tau ,T_Aw)=AK(\tau ,w)\theta (\tau ,w)A^1=AM(\tau ,w)A^1`$.

Proposition 1. For any $`\tau 0`$ such that $`X(\tau )\mathrm{int}(M)`$, $`M(\tau )=M(\tau ,w)`$ satisfies

$`dM(\tau )=M(\tau )[{\displaystyle \frac{1}{2}}\mathrm{Ric}^{\mathrm{}}(r(\tau )R^{\mathrm{}}(r(\tau ))]d\tau .`$ (78)
Proof:

$`dM(\tau )=K(\tau )\theta (\tau )[de(\tau )\theta (\tau )+e(\tau )d\theta (\tau )+de(\tau )d\theta (\tau )]`$
$`+K(\tau )\theta (\tau )][{\displaystyle \frac{1}{2}}\mathrm{Ric}(r(\tau ))R(r(\tau ))]d\tau `$
$`=K(\tau )\theta (\tau )d(e(\tau )\theta (\tau ))+K(\tau )\theta (\tau )[{\displaystyle \frac{1}{2}}\mathrm{Ric}(r(\tau ))R(r(\tau ))]d\tau `$
$`=K(\tau )\theta (\tau )[{\displaystyle \frac{1}{2}}\mathrm{Ric}R](r(\tau ))d\tau `$
(since $`d(e(\tau ))\theta (\tau ))=d(\mathrm{constant})=0`$)

$`=M(\tau )[{\displaystyle \frac{1}{2}}\mathrm{Ric}^{\mathrm{}}(r(\tau ))R^{\mathrm{}}(r(\tau ))]d\tau ,`$ (79)
where the last identity follows trivially from the definitions of $`\mathrm{Ric}^{\mathrm{}}`$ and $`R^{\mathrm{}}`$, since componentwise we have the equation for $`M=(M_\alpha ^d)=(K_\alpha ^\gamma \theta _\gamma ^d)`$

$`dM_\alpha ^d`$ $`=`$ $`(K_\alpha ^\beta \theta _\beta ^bR_b^ae_a^\gamma \theta _\gamma ^d+K_\alpha ^\beta \theta _\beta ^cR_{c\kappa }^{aϵ}e_a^\gamma \theta _\gamma ^d)d\tau `$
$`=`$ $`(K_\alpha ^\beta \theta _\beta ^bR_b^a\delta _a^d+K_\alpha ^\beta \theta _\beta ^cR_{c\kappa }^{aϵ}\delta _a^d)d\tau `$
$`=`$ $`(M_\alpha ^bR_b^d+M_\alpha ^cR_{c\kappa }^{dϵ})d\tau ,`$
where we finally note that the r.h.s. of $`(78)`$ coincides with the coupling of $`M`$ to the Weitzenbock term in which $`\stackrel{~}{R}`$ has been substituted by $`R^{\mathrm{}}`$.

Let $`C_0(P_{O(n)}L(TM,R^n^{}))T^{}MT^{}P_{O(n)}`$ be the set of all bounded continuous functions $`F(r)`$ on $`P_{O(n)}`$ taking values in $`L(TM,R^n^{})`$, and such that

$`P\theta F(r)=0,\mathrm{if}r=(x,e)P_{O(n)},\theta =e^1,`$ (80)
where again as before we note that the $``$-product with $`F`$ is meant in the image, $`R^n^{}`$ of the $`2`$-form $`F(r)=\frac{1}{2}F_{\alpha a}dx^\alpha \theta ^a(x)`$ defined on $`TMR^n`$ by $`F`$.

For $`\stackrel{~}{\omega }C_0(P_{O(n)}L(TM,R^n^{}))`$ and $`\tau 0`$, set

$`(H_\tau \stackrel{~}{\omega })(r):=E_r[M(\tau ,w)\stackrel{~}{\omega }(r(r,\tau ,w))].`$ (81)
Componentwise, we have that

$`(H_\tau \stackrel{~}{\omega })_{\alpha \beta }(r):=E_r[M(\tau ,w)_\alpha ^a\stackrel{~}{\omega }_{\beta a}(r(r,\tau ,w))].`$
Theorem 5. $`\{H_r\}`$ defines a one-parameter semigroup of operators on $`C_0(P_{O(n)}L(TM,R^n^{}))`$.

Proof: From Lemma $`(1)`$ we obtain that for $`rP_{O(n)}`$, $`P\theta (H_\tau \stackrel{~}{\omega })(r)=0`$. From the uniqueness of the solutions of the s.d.e. $`(6063)`$ we deduce the continuity of the mapping $`rP_r(W(P_{O(n)}))`$, where $`(W(P_{O(n)}))`$ is the set of all probabilities on $`W(P_{O(n)})`$ with the weak convergence topology; consequently, the functions $`(H_\tau \stackrel{~}{\omega })(r)`$ are continuous in $`r`$. The equivariance of $`\{H_r\}`$ follows from Lemmas $`1`$ and $`2`$.

We are now in conditions of stating the solution of our boundary-initial-value problem $`(41\&45)`$, extending thus Theorem $`1`$ to the case of smooth boundaries.

Theorem 6. Let $`F(\tau ,r)`$ be a $`L(TM,R^n^{})`$-valued smooth functions on $`[0,\mathrm{})\times P_{O(n)}`$ such that for each $`\tau 0`$, the mapping $`rF(\tau ,r)`$ is a function in $`C_0(P_{O(n)}L(TM,R^n^{}))`$. Then, with probability one,

$`M(\tau )F(\tau ,r(\tau ))M(0)F(0,r(0))={\displaystyle _0^\tau }M(s)(L_a^{}F)(s,r(s))𝑑B^a(s)+`$
$`{\displaystyle _0^\tau }M(s)[{\displaystyle \frac{F}{\tau }}(s,r(s))+\stackrel{~}{H}_0F(s,r(s))+({\displaystyle \frac{1}{2}}\mathrm{Ric}^{\mathrm{}}(r(s))R^{\mathrm{}}(r(s))F(s,r(s))]ds`$
$`+{\displaystyle _0^\tau }M(s)e(s)Q\theta (s)[{\displaystyle \frac{F}{x^n}}(s,r(s)){\displaystyle \frac{F}{e_m^\alpha }}(s,r(s))\mathrm{\Gamma }_{n\beta }^\alpha (X(s))e_m^\beta (s)`$
$`+e(s)\mathrm{\Gamma }_n(X(s))\theta (s)F(s,r(s))]d\varphi (s).`$ (82)
Proof. The proof is an extension of a similar result for $`1`$-forms, Theorem $`6.5`$ in , and is almost identical: One has to replace the expression $`\frac{1}{2}\mathrm{Ric}^{\mathrm{}}`$ everywhere it appears by $`\frac{1}{2}\mathrm{Ric}^{\mathrm{}}R^{\mathrm{}}`$.

Note that the r.h.s. term of eq. $`(82)`$ in which appears the coupling of $`F`$ to the curvature terms , which consistent with our previous notations can be thought as an object of the form $`\frac{1}{2}\stackrel{~}{\mathrm{\Omega }}_{\alpha a}^{\mathrm{}}dx^\alpha \theta ^a`$ coupling with $`\frac{1}{2}\mathrm{Ric}^{\mathrm{}}R^{\mathrm{}}`$, coincides with the coupling of the Weitzenbock potential term $`\frac{1}{2}\mathrm{Ric}^{\mathrm{}}\stackrel{~}{R}`$ to an equivariant $`2`$-form $`\stackrel{~}{F}`$ on $`P_{O(n)}`$ induced by $`F`$ from the identity $`eF=\stackrel{~}{F}`$, or with our previous notation a $`2`$-form $`\stackrel{~}{\mathrm{\Omega }}`$ which satisfies $`\stackrel{~}{\mathrm{\Omega }}=e\stackrel{~}{\mathrm{\Omega }}^{\mathrm{}}`$: Indeed, $`R^{\mathrm{}}F=\stackrel{~}{R}\stackrel{~}{F}`$, and already $`\mathrm{Ric}^{\mathrm{}}F\mathrm{Ric}^{\mathrm{}}\stackrel{~}{F}`$, so that this term expresses the multiplicative operator functional for the zero-boundary case, while the last two terms in the identity $`(82)`$ give precise account of the boundary conditions. Therefore, Theorem $`6`$ can be regarded as a martingale problem solution  to the boundary-initial value problem $`(41\&45)`$; thus, we have proved that $`H_\tau \stackrel{~}{\omega }`$ is the solution to this problem.

## 4 The Navier-Stokes equations for the vorticity and the absolute boundary conditions

We consider an oriented smooth connected manifold $`M`$ with smooth boundary, $`M`$, provided with a Riemannian metric, $`g`$, and with a time-dependant $`1`$-form $`u(\tau ,x)=u_\tau (x)`$, $`\tau 0`$, $`xM`$. The Navier-Stokes equations for the velocity time-dependant $`1`$-form $`u_\tau (x)`$ satisfying the incompressibility condition

$`\delta u_\tau (x)=0,`$
is the non-linear diffusion equation 444While in the case of a manifold without boundary, the viscosity term $`\nu \mathrm{}_1u_\tau `$ ($`\nu `$ is the kinematical viscosity) commutes with $`P`$, in the case with boundary we have to impose it from the beginning, i.e. we take $`\nu P\mathrm{}_1u_\tau `$ (c.f. page 144 in ) and in any case we are left with the expression in the r.h.s. of eq. $`(83)`$ or eq. $`(84)`$.

$`{\displaystyle \frac{u}{\tau }}(\tau ,x)+𝒫_{u_\tau ^g}^gu_\tau =\nu 𝒫\mathrm{}_1u_\tau `$ (83)
where $`𝒫`$ denotes the projection operator into the co-closed component of the Helmholtz-Hodge decomposition of $`u_\tau `$ ($`\tau 0`$) which in view of the trivial identity (c.f. theorem $`1.17`$ in \[ 16 \])

$`L_{u_\tau ^g}u_\tau =_{u_\tau ^g}^gu_\tau +{\displaystyle \frac{1}{2}}d(g(u_\tau ,u_\tau ))),`$
so that the non-linear term is

$`𝒫_{u_\tau ^g}^gu_\tau =𝒫L_{u_\tau ^g}u_\tau ,`$
since by definition $`𝒫`$ vanishes on exact $`1`$-forms, and thus the Navier-Stokes equation takes the form

$`{\displaystyle \frac{u}{\tau }}=𝒫(\mathrm{}_1u_\tau +L_{u_\tau ^g}u_\tau )`$
which from expression $`(10)`$ we readily conclude that it can be rewritten as \[4-6,12,13\]

$`{\displaystyle \frac{u}{\tau }}(\tau ,x)=𝒫H_1(2\nu g,{\displaystyle \frac{1}{2\nu }}u_\tau )u_\tau (x),xM,\tau 0.`$ (84)
We further have the no-slip boundary condition given by

$`u|_M=0.`$
If we know define the vorticity $`2`$-form of the fluid as

$`\mathrm{\Omega }=\mathrm{\Omega }_\tau (x)=du_\tau (x),`$
for any $`xM,\tau 0`$. Let us apply $`d`$ to $`(84)`$; in account that in writing down the Hodge decomposition of the non-linear term we obtain that

$`d𝒫L_{u_\tau ^g}u_\tau =L_{u_\tau ^g}du_\tau =L_{u_\tau ^g}\mathrm{\Omega }_\tau ,`$
and that similarly, further taking in account $`(11)`$ we obtain that

$`d𝒫\mathrm{}_1u_\tau =\mathrm{}_2\mathrm{\Omega }_\tau ,`$
so that altogether we obtain the Navier-Stokes equations for the vorticity

$`{\displaystyle \frac{\mathrm{\Omega }}{\tau }}(\tau ,x)=H_2(2\nu g,{\displaystyle \frac{1}{2\nu }}u_\tau )\mathrm{\Omega }_\tau (x),xM,0\tau .`$ (85)
Since we have assumed that $`M`$ has a smooth boundary $`M`$, our interest now resides in boundary conditions. Then,

$`\mathrm{\Omega }={\displaystyle \frac{1}{2}}\mathrm{\Omega }_{\alpha \beta }dx^\alpha dx^\beta `$
where for simplicity we have ommited the variables $`(\tau ,x)`$, satisfies the absolute boundary conditions iff

$`\mathrm{\Omega }_{\alpha n}=0,\alpha =1\mathrm{}n1,\mathrm{and}{\displaystyle \frac{}{x^n}}\mathrm{\Omega }_{\alpha \beta }=0,1\alpha <\beta n.`$ (86)
These are the boundary conditions considered in Fluid Mechanics for the vorticity 555Indeed, from the no-slip boundary condition, it follows say, in the flat $`3d`$ case that the vector normal to $`M`$ given by $`\mathrm{\Omega }_\tau =\mathrm{rot}u_\tau `$ (for every $`\tau `$) vanishes, which in invariant form is nothing else than $`\mathrm{\Omega }_{\alpha n}=0`$, for every $`\alpha =1,\mathrm{},n1`$. The condition $`(d\mathrm{\Omega }_\tau )_{\mathrm{norm}}=0,i.e.\frac{\mathrm{\Omega }}{n}=0`$, represents that the flow of vorticity through the normal to the boundary is zero, which is a natural condition for a non-permeable boundary, for every $`\tau `$.. Now if we apply $`\delta `$ to the definition of the vorticity, from eqt. $`(11)`$ we obtain that

$`\delta \mathrm{\Omega }_\tau =\delta du_\tau =\mathrm{}_1u_\tau +d\delta u_\tau =2H_1(g,0)u_\tau ,`$
where in the last identity we have taken in account the incompressibility condition and eqt. $`(10)`$ with $`Q0`$, and thus we obtain the Poisson-de Rham equation for the velocity

$`H_1(g,0)u_\tau (x)={\displaystyle \frac{1}{2}}\delta \mathrm{\Omega }_\tau (x),\tau 0,xM.`$ (87)
We have already described in \[5,6 & 13\], the representations for this equation in the case of smooth boundary, by running either a gradient diffusion process by isometrically embedding $`M`$ in an Euclidean space, or by running random Hessian and Ricci flows in the case of an arbitrary compact manifold, to solve for the vorticity and the velocity, respectively. Yet, in the above mentioned articles, the representation for the vorticity in the smooth boundary case was not given, so we shall now deal with this problem.

We start by noting that from eqts. $`(1,10\&85)`$ and our constructions in Section $`I`$ we can conclude that there is a Riemann-Cartan-Weyl connection on $`TM`$ associated to the Navier-Stokes operator. This connection is determined by the Riemannian metric $`2\nu g`$, it is compatible with this metric, and has a trace-torsion determined by the time-dependant $`1`$-form $`Q(\tau ,x)=Q_\tau (x)=\frac{1}{2\nu }u(\tau ,x)`$ ($`xM,\tau 0`$) \[4-6,13\]. Thus, this ”Navier-Stokes” connection, which we shall denote as $``$, has for Christoffel coefficients, the $`n^3`$ time-dependant functions on $`M`$ defined by 666The first term in $`(88)`$ designate the Christoffel coefficients of the Levi-Civita connection $`^g`$ defined in terms of the metric and its first order derivatives.

$`\mathrm{\Gamma }_{\beta \gamma }^\alpha (\tau ,x)=2\nu \left\{{\displaystyle \genfrac{}{}{0pt}{}{\alpha }{\beta \gamma }}\right\}(x)+{\displaystyle \frac{2}{(n1)}}\left\{{\displaystyle \frac{1}{2\nu }}\delta _\beta ^\alpha u(\tau ,x)_\gamma +{\displaystyle \frac{1}{2\nu }}g_{\beta \gamma }(x)u(\tau ,x)^\alpha \right\},`$ (88)
so that we have a time-dependant horizontal canonical vector field, $`L^{}(\tau ,r)=(L_a^{}(\tau ,r)),a=1,\mathrm{},n)`$ associated to $``$ by $`(4)`$. It is trivial to check that expression $`(88)`$ indeed defines a connection compatible with the metric $`2\nu g`$ and with trace-torsion given by $`\frac{1}{2\nu }u_\tau `$. As long as eqt. $`(84)`$ admits an unique solution in $`[0,T]`$, then this connection is uniquely determined in $`[0,T]`$ as well.

We wish to solve the boundary-initial-value problem for

$`\stackrel{~}{\mathrm{\Omega }}\mathrm{\Lambda }^2([0,T]\times P_{O(n)}),\mathrm{for}T>0`$
given by the Navier-Stokes equation for the vorticity as written on $`P_{O(n)}`$:

$`{\displaystyle \frac{\stackrel{~}{\mathrm{\Omega }}}{\tau }}(\tau ,r)=\stackrel{~}{H}_2(2\nu g,{\displaystyle \frac{1}{2\nu }}u_\tau )\stackrel{~}{\mathrm{\Omega }}_\tau (r),\stackrel{~}{\mathrm{\Omega }}(0,r)=\stackrel{~}{\omega }(r)`$ (89)
where $`\stackrel{~}{\omega }`$ is the horizontal lift of a given $`2`$-form $`\omega `$ defined on $`M`$ (the vorticity at time $`0`$), and 777These are the expressions on $`P_{O(n)}`$ of the given absolute boundary conditions which in p.d.e. theory are ”Robin”-type conditions.

$`\theta _\beta ^b(\theta _n^a\mathrm{\Omega }_{ab}+\theta _\alpha ^a{\displaystyle \frac{\stackrel{~}{\mathrm{\Omega }}_{ab}}{x^n}})(\tau ,r)=0,\mathrm{on}P_{O(n)},\tau 0,\alpha ,b=1,\mathrm{},n1.`$ (90)
From $`(35)`$ we note that we can rewrite the initial-value problem $`(89)`$ as

$`{\displaystyle \frac{\stackrel{~}{\mathrm{\Omega }}}{\tau }}(\tau ,r)`$ $`=`$ $`\nu (L_a^{}(\tau ,r))(L_a^{})(\tau ,r))(\stackrel{~}{\mathrm{\Omega }}_\tau (r))+\nu \mathrm{Ric}^{\mathrm{}}\stackrel{~}{\mathrm{\Omega }}(\tau ,r)`$ (91)
$``$ $`2\nu \stackrel{~}{R}\stackrel{~}{\mathrm{\Omega }}(\tau ,r),0\tau T,`$
with

$`\stackrel{~}{\mathrm{\Omega }}(0)=\stackrel{~}{\omega },`$ (92)
and we already proved (c.f. equation $`(45)`$) that the boundary conditions admit the expression

$`P\theta \stackrel{~}{\mathrm{\Omega }}^{\mathrm{}}+Q\theta [{\displaystyle \frac{\stackrel{~}{\mathrm{\Omega }}_\tau ^{\mathrm{}}}{x^n}}{\displaystyle \frac{\stackrel{~}{\mathrm{\Omega }}_\tau ^{\mathrm{}}}{e_m^\alpha }}\mathrm{\Gamma }_{n\beta }^\alpha (\tau ,x)e_m^\beta (x)`$
$`+e(x)\mathrm{\Gamma }_n(\tau ,x)\theta (x)\stackrel{~}{\mathrm{\Omega }}^{\mathrm{}}](\tau ,r)=0,r=(x,e)P_{O(n)},`$ (93)
where $`\mathrm{\Gamma }_n(\tau ,x)=(\mathrm{\Gamma }_{n\beta }^\alpha (\tau ,x))`$, and $`\stackrel{~}{\mathrm{\Omega }}_\tau ^{\mathrm{}}`$ (for $`0\tau T`$) is in $`L(TM,R^n)`$ and verifies that its partial horizontal lift $`e(x)\stackrel{~}{\mathrm{\Omega }}_\tau (r)`$ is the corresponding time-dependant $`2`$-form on $`P_{O(n)}`$ in the boundary-initial-value problem $`(9193)`$. The essential difference with $`(41\&45)`$ is that the differential operator has a time-dependant drift term.

Consider the Stratonovich stochastic differential equation for the diffusion process $`r(r,\tau ,t)=(X(x,\tau ,t),e(e,\tau ,t))`$ on $`P_{O(n)}R_+^n\times R^{n^2}`$ defined by running backwards in time the s.d.e. $`(47)`$; i.e. :

$`dr^\alpha (r,\tau ,t)`$ $`=`$ $`L_k^{}(\tau t,r(r,\tau ,t))dB^k(t)`$ (94)
$`+`$ $`\delta _n^\alpha d\varphi (\tau t),0t\tau T`$
$`(\alpha =1,\mathrm{},n`$) with initial condition

$`r(r,\tau ,0)=r,0t\tau T.`$ (95)
We note that it can be rewritten as

$`dX^\alpha (x,\tau ,t)=e_k^\alpha (e,\tau ,t)dB^k(t)+\delta _n^\alpha d\varphi (\tau t),0t\tau T`$ (96)
$`de_k^\alpha (e,\tau ,t)=\mathrm{\Gamma }_{\beta \gamma }^\alpha (\tau t,X(x,\tau ,t))e_k^\gamma (e,\tau ,t)dX^\beta (x,\tau ,t)`$
$`=\mathrm{\Gamma }_{\beta \gamma }^\alpha (\tau t,X(x,\tau ,t))e_k^\gamma (e,\tau ,t)e_p^\beta (e,\tau ,t)dB^p(t)`$
$`\mathrm{\Gamma }_{n\gamma }^\alpha (\tau t,X(x,\tau ,t))e_k^\gamma (e,\tau ,t)d\varphi (\tau t),0t\tau T,`$ (97)
($`\alpha ,k=1,\mathrm{},n`$) with initial conditions

$`X(x,\tau ,0)=x,e^\alpha (e,\tau ,0)=e(x)T_xM,0t\tau T.`$ (98)
Here, $`\varphi (\tau )`$ is a continuous non-decreasing process which increases only when $`X(x,\tau ,t)M`$. 888Here we are assuming that $`B`$ and $`\varphi `$ satisfy eqts. $`55\&56`$.. Having assumed that $`g_{\alpha \beta }C_b^{\mathrm{}}(M)`$, if we further assume that $`u(\tau ,x)`$ has all its components $`u(\tau ,x)_\alpha C_b^{\mathrm{}}(M)`$ ($`1\alpha n`$) and that further $`\varphi C_b^2(M)`$, then $`(9698)`$ has a strong unique solution.

For $`\stackrel{~}{\omega }C_0(P_{O(n)}L(TM,R^n^{}))`$ and $`\tau [0,T]`$, set

$`(H_\tau \stackrel{~}{\omega })(r):=E_r[M(\tau ,\tau ,w)\stackrel{~}{\omega }(r(r,\tau ,\tau ,w))].`$ (99)
where $`M(\tau ,t)=(M_\alpha ^a(\tau ,t,w))`$ is a $`R^nR^n^{}`$-valued process given by

$`M(\tau ,t,w)=K(\tau ,t,w)\theta (e,\tau ,t),0t\tau T,`$ (100)
i.e. componentwise

$`M_\alpha ^a(\tau ,t,w)=K_\alpha ^\beta (\tau ,t,w)\theta _\beta ^a(\tau ,t,w),`$
where $`K(\tau ,t,w)=(K_\gamma ^{\alpha \beta }(\tau ,t,w))`$ is the unique solution of the s.d.e defined as follows: Set $`K^1(\tau ,t,w)=K(\tau ,t,w)P`$ and $`K^2(\tau ,t,w)=K(\tau ,t,w)Q`$ so that $`K(\tau ,t,w)=K^1(\tau ,t,w)+K^2(\tau ,t,w)`$, where for any $`\tau [0,T]`$ such that $`X(x,\tau ,t)\mathrm{int}(M)`$, $`t[0,\tau ]`$ we have 999We shall omit in the following the variable $`w`$, as customary, in the expression for $`K`$ and its specialization to the flat case.

$`(i)dK^1(\tau ,t):`$ $`=`$ $`dK(\tau ,t)P=K(\tau ,t)[\theta (e,\tau ,t)de(e,\tau ,t)`$ (101)
$`+`$ $`\{\nu \mathrm{Ric}(X(x,\tau ,t))2\nu R(X(x,\tau ,t))\}dt]P,`$
and for any $`\tau [0,T]`$,

$`(ii)dK^2(\tau ,t):`$ $`=`$ $`dK^2(\tau ,t)Q`$
$`=`$ $`K(\tau ,t)[\theta (e,\tau ,t)de(e,\tau ,t)`$
$`+\{\nu \mathrm{Ric}(X(x,\tau ,t))2\nu R(X(x,\tau ,t))\}dt]I_{\mathrm{int}(\mathrm{M})}(X(x,\tau ,t))Q,`$ (102)
and with probability $`1`$, $`\tau K^1(\tau ,t)`$ is right-continuous with left-hand limits: furthermore

$`K^1(\tau ,t)=0,\mathrm{if}X(x,\tau ,t)\{x^n=0\},`$ (103)
and the initial value is

$`K^1(\tau ,0)=I_{\mathrm{int}(\mathrm{M})}(X(x,\tau ,0))e(e,\tau ,0)P,K^2(\tau ,0)=e(e,\tau ,0)Q.`$ (104)
Theorem 7. Let $`\stackrel{~}{\omega }=\stackrel{~}{\omega }(r)`$ a be function in $`C_0(P_{O(n)}L(TM,R^n^{}))`$. Then, $`(H_\tau \stackrel{~}{\omega })(r)=E_r[M(\tau ,\tau ,w)\stackrel{~}{\omega }(r(\tau ,\tau ,w))]`$ is the unique solution of $`(91)`$, with initial value $`\stackrel{~}{\mathrm{\Omega }}(0,)=\stackrel{~}{\omega }()`$, and further satisfying the boundary condition given by $`(93)`$.

Proof:  It follows easily from observing that this is the time-dependant version of Theorem $`5`$.

Now, let $`\mathrm{\Phi }(\tau ,x)=\mathrm{\Phi }_\tau (x)\mathrm{\Lambda }^2([0,T]\times T^{}M)`$ such that its horizontal (partial) lift $`\mathrm{\Phi }_\tau (x)e(x)=(H_\tau \stackrel{~}{\omega })(r)`$, for all $`r=(x,e(x))`$, $`0\tau T`$. Then, from Theorem $`7`$ follows that $`\mathrm{\Phi }`$ is the unique solution of the boundary-initial-value problem

$`{\displaystyle \frac{\mathrm{\Omega }}{\tau }}(\tau ,x)=H_2(2\nu g,{\displaystyle \frac{1}{2\nu }}u_\tau )\mathrm{\Omega }_\tau (x),\mathrm{\Omega }_0(x)=\omega (x),0\tau <0,xM,`$ (105)
where $`\omega `$ is the $`2`$-form on $`M`$ such that its horizontal lift is $`\stackrel{~}{\omega }`$, i.e. $`\omega (x)e(x)e(x)=\stackrel{~}{\omega }(r)`$, and satisfying further the absolute boundary conditions:

$`\mathrm{\Omega }_{\alpha n}=0,{\displaystyle \frac{}{x^n}}\mathrm{\Omega }_{\alpha \beta }=0,1\alpha <\beta n1.`$ (106)
Thus, we have obtained the representation for the Navier-Stokes equations for the vorticity with absolute boundary conditions.

Now we can solve for the vorticity equation in the flat space $`R_+^n`$. Now since in this case $`g=I`$, the identity, and thus in $`(88)`$ the expression for the Christoffel symbols reduce to the form

$`\mathrm{\Gamma }_{\beta \gamma }^\alpha (\tau ,x)={\displaystyle \frac{2}{(n1)}}\left\{{\displaystyle \frac{1}{2\nu }}\delta _\beta ^\alpha u(\tau ,x)_\gamma +{\displaystyle \frac{1}{2\nu }}\delta _{\beta \gamma }u(\tau ,x)^\alpha \right\},`$ (107)
so we now consider the s.d.e.

$`dX^\alpha (x,\tau ,t)=e_k^\alpha (e,\tau ,t)dB^k(t)+\delta _n^\alpha d\varphi (\tau t),0t\tau ,`$ (108)
$`de_k^\alpha (e,\tau ,t)`$ $`=`$ $`=\mathrm{\Gamma }_{\beta \gamma }^\alpha (\tau t,X(x,\tau ,t))e_k^\gamma (e,\tau ,t)e_p^\beta (r,\tau ,t)dB^p(t)`$ (109)
$``$ $`\mathrm{\Gamma }_{n\gamma }^\alpha (\tau t,X(x,\tau ,t))e_k^\gamma (e,\tau ,t)d\varphi (\tau t),`$
($`\alpha ,k=1,\mathrm{},n`$) with initial conditions

$`X(x,\tau ,0)=x,e^\alpha (e,\tau ,0)=e(x)T_xM,0t\tau .`$ (110)
Here, $`\varphi (\tau )`$ is a continuous non-decreasing process which increases only when $`X(\tau ,t,x)\{x^n=0\}`$. Furthermore, since $`\mathrm{Ric}`$ and $`R`$ are identically equal to $`0`$ in the expressions $`(101\&102)`$, so that $`K(\tau ,t)=K^1(\tau ,t)+K^2(\tau ,t)`$ is the solution of the problem described as follows: for any $`\tau [0,T],xM`$ we have

$`dK^1(\tau ,t):=dK(\tau ,t)P=K(\tau ,t)\theta (\tau ,t)de(\tau ,t)P,`$ (111)
and for any $`\tau [0,T]`$,

$`dK^2(\tau ,t):=K(\tau ,t)\theta (\tau ,t)de(\tau ,t)I_{\mathrm{int}(\mathrm{M})}(X(\tau ,t))Q,`$ (112)
satisfying

$`K^1(\tau ,t)=0,\mathrm{if}X(\tau ,t)\{x^n=0\},`$ (113)
and the initial value is

$`K^1(\tau ,0)=I_{\mathrm{int}(\mathrm{M})}(X(\tau ,0))e(\tau ,0)P,K^2(\tau ,0)=e(\tau ,0)Q.`$ (114)
Thus, if we finally consider $`M(\tau ,t,w)=K(\tau ,t,w)\theta (\tau ,t,w)`$ (where $`\theta =e^1`$) for $`\stackrel{~}{\omega }C_0(P_{O(n)}L(R^n,R^n^{}))`$ and $`0\tau T`$, set

$`(H_\tau \stackrel{~}{\omega })(r):=E_r[M(\tau ,\tau ,w)\stackrel{~}{\omega }(r(r,\tau ,\tau ,w))].`$ (115)
Theorem 8. The $`2`$-form $`\mathrm{\Phi }_\tau \mathrm{\Lambda }^2([0,T]\times R^n^{})`$ such that

$`\mathrm{\Phi }_\tau (x)e(x)=(H_\tau \stackrel{~}{\omega })(r),r=(x,e(x)),`$ (116)
is the unique solution of the boundary-initial-value problem given by

$`{\displaystyle \frac{\mathrm{\Omega }}{\tau }}=H_2(2\nu I,{\displaystyle \frac{1}{2\nu }}u_\tau )\mathrm{\Omega }_\tau \nu \mathrm{div}\mathrm{grad}\mathrm{\Omega }_\tau L_{u_\tau }\mathrm{\Omega }_\tau `$ (117)
with initial value

$`e(0)\mathrm{\Phi }(0,)=\stackrel{~}{\omega }()`$ (118)
and further satisfying the absolute boundary conditions .

## 5 Kinematic Dynamo of Magnetohydrodynamics on Smooth Manifolds with Smooth boundary

We can extend these constructions to solve the passive transport equations of magnetohydrodynamics. All we have to do is to construct the multiplicative horizontal operator functional for the differential operator $`H_{n1}(2\nu ^mg,\frac{1}{2\nu ^m}u_\tau )`$, with $`\nu ^m`$ the magnetic diffusivity, $`u_\tau `$ given by the solution of either the Euler equations, or still the Navier-Stokes equations, with absolute boundary conditions. Indeed, doing this (for which we have to take in account the coupling of the Riemannian curvature to the $`(n1)`$-magnetic form in the Weitzenbock term for the definition of $`K`$), we can then solve the kinematical dynamo problem for a magnetic field $`B(\tau ,x)`$ defined by duality as

$`i_{B_\tau }\mu =\mathrm{\Omega }_\tau ,0\tau T`$ (119)
where $`i`$ denotes the interior product derivation, $`\mu =\mathrm{det}(\mathrm{g})^{\frac{1}{2}}dx^1\mathrm{}dx^n`$ is the Riemannian volume density, and $`\mathrm{\Omega }(\tau ,x)\mathrm{\Lambda }^{n1}([0,T]\times T^{}M)`$ satisfies the transport equations (kinematic dynamo problem)

$`{\displaystyle \frac{\mathrm{\Omega }}{\tau }}=H_{n1}(2\nu ^mg,{\displaystyle \frac{1}{2\nu ^m}}u_\tau )\mathrm{\Omega }_\tau ,\stackrel{~}{\mathrm{\Omega }}_0=i_{B_0}\mu ,0\tau <T,`$ (120)
for given

$`B(0,)=B(),`$ (121)
satisfying the absolute boundary conditions for $`\mathrm{\Omega }`$.

## 6 Conclusions

In this article, we have given random representations for the Navier- Stokes equations for the vorticity, and the kinematic dynamo equation of magnetohydrodymamics, for incompressible fluids on smooth boundary manifolds, and in particular, in the case of flat euclidean space. No such general representations were known but for the case of empty boundary smooth compact manifolds , and as an implementation of the case of manifolds isometrically immersed in Euclidean space, for Euclidean space itself. We would like to remark that this program stemmed as a covariant extension of the random vortex method in 2D (without boundary) of Computational Fluid Dynamics ( see A. Chorin , and references therein). In the latter method,due to the fact that in flat 2D the vorticity can be identified with a scalar field, the vorticity equation can be integrated by using the Ito formula for scalar fields. The extension of this formula, has been the backbone for the obtention of our representations in both the empty and non-empty boundary cases. We should also stress that product formulas (such as those arising from transition densities as is the case for diffusion equations) have been algorithmically implemented in Fluid Dynamics for a long period . Yet, more specifically related to the present approach, numerical methods for the random integration of nonlinear partial differential equations have been developed (c.f. ); furthermore these methods have been implemented for p.d.e.’s for scalar fields satisfying reflecting boundary conditions \[35-38\]. Thus we might expect that the former approach properly extended to differential forms and implemented for the representations achieved in this article, will eventually lead to interesting numerics.