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# A possible experimental test of the thermodynamic approach to granular media

## Abstract

We study the steady state distribution of the energy of the Sherrington-Kirkpatrick model driven by a tapping mechanism which mimics the mechanically driven dynamics of granular media. The dynamics consists of two phases: a zero temperature relaxation phase which leads the system to a metastable state, then a tapping which excites the system thus reactivating the relaxational dynamics. Numerically we investigate whether the distribution of the energies of the blocked states obtained agrees with a simple canonical form of the Edwards measure. It is found that this canonical measure is in good agreement with the dynamically measured energy distribution. A possible experimental test of the Edwards measure based on the study here is proposed.
November 25 2002 PACS numbers: 05.20, 75.10 Nr, 81.05 Rm.

Complex systems such as granular media possess a large number of metastable or blocked configurations. When a granular medium is shaken it quickly relaxes into a blocked configuration, a subsequent shake or tap will lead it to another blocked or jammed state and so on. If the driving mechanism is held constant one expects the system to enter into a quasi-equilibrium stationary state. Various driving mechanisms can be investigated experimentally, such as vertical tapping  and horizontal shaking . In granular media and other complex systems such as spin glasses, the entropy of these blocked states is extensive in the system size, and hence it has been proposed that one may use a thermodynamic measure over blocked states to describe this steady state. The simplest proposition is that the system is characterized by a number of quantities which are fixed on average and then the measure on the steady state is obtained from the maximum entropy state (on blocked states) with the relevant macroscopic quantities fixed . This simple idea has recently been investigated in a wide range of systems and has been shown to be relatively successful.Various tests of the applicability of these thermodynamic ideas have been carried out and although some confirmation has been made in more realistic sheared granular systems , most work has been carried out on simpler model systems which one hopes capture the basic physics of granular media. The Edwards flat measure has been shown to be of predictive value in some simple one dimensional lattice models , but there are clearly examples where the approach fails . However, recently it was shown that more sophisticated versions of the Edwards measure introducing ensembles with several quantities fixed on average can remedy the deficiencies of the basic measure in these cases . Other toy models that have been analyzed are lattice based models with kinetic constraints in higher dimensions  and also spin glass models  where non-thermal driving is used to move the system between blocked states.

Even if it is not expected to be exact, many systems may be described to a good engineering level by these measures. Given the difficulty of the analysis of the highly nonlocal dynamics in these systems this is an important step toward understanding their steady state regimes. There is no clear ergodicity in these systems and no detailed balance as in usual statistical mechanics. Edwards argued that a system might conceivably explore blocked configurations in a flat manner if the driving involved extensive manipulations, meaning the displacement of a macroscopic number of particles, for example shaking, stirring or pouring granular media. An interesting consequence of the applicability of thermodynamic ideas is that one may describe phase transitions in these driven systems . However, even considering the success of the Edwards measure in describing various simple models, evidence in realistic granular media is still lacking. In this Letter, we investigate whether, at fixed tapping rate (to be defined later), the states explored dynamically obey a form of Boltzmann distribution. The results presented here are quite striking, despite a lack of detailed balance we shall see that a Boltzmann distribution excellently describes the histogram of the energies of the blocked states visited during the tapping. Motivated by these results, we propose a generic and simple experimental test of the Edwards measure, which should be feasible in a wide range of driven granular systems.

As mentioned above, a good theoretical and numerical testing ground for this thermodynamic approach to granular media are spin glasses. Spin glasses have an exponentially large (with the system size) number of metastable states and hence an extensive entropy of blocked states as do granular media. The definition of a blocked state in a spin glass simulated on a computer depends of course on the local dynamics. Under single spin flip dynamics a metastable state is one where flipping any single spin increases the energy, it is thus a blocked state under any single spin flip Monte Carlo dynamics. Various spin glass models have been studied to explore the accuracy of the Edwards measure as a function of the relaxational dynamics and the tapping mechanism . Here we shall explore the driven dynamics of the Sherrington-Kirkpatrick (SK)  spin glass model defined by the Hamiltonian $`H=_{i<j}J_{ij}S_iS_j`$, where the $`S_i`$ ($`1iN`$) are Ising spins and the interaction $`J_{ij}`$ are independent Gaussian random variables of zero mean and variance $`\overline{J_{ij}^2}=1/N`$.

The tapping mechanism introduced in spin glass models involves two steps: 1) Relaxation: the system evolves under zero temperature Glauber dynamics until it is blocked in a metastable state; 2) The system is tapped with tapping parameter $`p`$, that is to say each spin is flipped in parallel with probability $`p`$ \- this is the extensive manipulation as at each tap on average $`pN`$ spins are flipped. Given a tapping rate $`p`$, it is observed that the system reaches a steady state regime with a fixed average energy per spin $`ϵ`$ (the energy being measured at the end of step 1) above). If we postulate the canonical form of the Edwards measure for the quasi-equilibrium distribution of the driven dynamics (observed on the blocked states) one has the steady state distribution of energy given by

$$\rho _{EDW}(E)=\frac{N_{MS}(E)\mathrm{exp}(\beta E)}{Z}$$
(1)
where $`N_{MS}(E)`$ is the number of metastable states of energy $`E`$, $`\beta `$ is the inverse Edwards temperature, which can be thought of as a Lagrange multiplier fixing the average energy per spin, and $`Z=_EN_{MS}(E)\mathrm{exp}(\beta E)`$ is the canonical partition function. We note that a fully flat measure with fixed energy per spin would be $`P_\alpha =\mathrm{exp}(\beta E_\alpha )/Z`$, where $`E_\alpha `$ is the energy of the blocked state $`\alpha `$. In this paper we shall investigate only the weaker form of the measure Eq. (1). Such an investigation has been carried out in a model of particle deposition , but the originality of the approach of this Letter is that one can partially test Eq. (1) without knowing the Edwards entropy. This is crucial, since it opens up the possibility of looking at a wider range of granular models and even experiments.

The hypothesis Eq. (1) will be tested in the following manner. We fix a bin size for the energies $`\mathrm{\Delta }E`$ and by exact enumeration we compute $`N_{MS}(E)`$ for a given system and realization of the disorder. The exact enumeration means that we can explore system sizes up to $`N=30`$. Then the tapping dynamics is applied to the same system and the dynamical histogram $`N_D(E,p)`$ of the energy with the same bin size $`\mathrm{\Delta }E`$ is computed over $`10^6`$ taps after the system has been tapped $`10^6`$ times to reach the steady state. If the Edwards measure in the form Eq. (1) is valid then one should obtain

$$r(E)=\mathrm{ln}(\frac{N_D(E,p)}{N_{MS}(E)})=\beta E+C$$
(2)
where $`C`$ is a constant which should be independent of $`E`$. If Eq. (2) is valid then an interesting question to ask is what is the dependence of $`\beta `$ on a) the tapping strength $`p`$, b) the size of the system $`N`$ c) the realization of the disorder. It is interesting to see if the tapping strength $`p`$ determines a unique temperature in the limit of large system sizes, for systems with the same statistical distribution of couplings i.e. is $`\beta `$ self averaging? We shall see that the results obtained here for small system sizes suggest that Eq. (2) is obeyed on increasing the system size and that the parameter $`\beta `$ becomes independent of the system size and the disorder realization for large systems.

In order to see what happens for larger systems, where the enumeration of metastable states is no longer feasible and where the thermodynamic approach should be expected to work better, one may compare the dynamical distribution $`N_D(E,p)`$ measured for the steady states at different tapping rates. If the Edwards measure holds, i.e. $`N_D(E,p)\rho _{EDW}(E)`$, then for any two tapping strengths $`p`$ and $`p^{}`$ we should find that

$$\frac{N_D(E,p)}{N_D(E,p^{})}=\mathrm{exp}\left((\beta (p)\beta (p^{}))E+f(N,p,p^{})\right)$$
(3)
or equivalently

$`c(p,p^{},ϵ)`$ $`=`$ $`{\displaystyle \frac{\mathrm{ln}(N_D(E,p))\mathrm{ln}(N_D(E,p^{}))}{N}}`$ (4)
$`=`$ $`(\beta (p)\beta (p^{}))ϵ+{\displaystyle \frac{1}{N}}f(N,p,p^{})`$ (5)
where $`ϵ=E/N`$ is the energy per spin and $`f(N,p,p^{})`$ is independent of $`E`$. This constitutes a weak test of the Edwards hypothesis but has the merit of being practicable for large system sizes.

A final test is to use the analytic, but annealed calculation, of the average number of metastable states at fixed energy, $`\overline{N_{MS}(ϵ)}`$ (the overline indicates the disorder average over realizations), which gives in the thermodynamic limit $`\overline{N_{MS}(ϵ)}\mathrm{exp}(NS_{MS}^a(ϵ))`$, where

$$S_{MS}^a(ϵ)=\underset{z}{\mathrm{min}}\left\{\frac{1}{2}z^2E^2+\mathrm{ln}\left(1\mathrm{erf}\left(\frac{z+2E}{\sqrt{2}}\right)\right)\right\}$$
(6)
is the annealed entropy per spin of metastable states of energy $`ϵ`$ per spin. If the Edwards measure holds then we should find that

$$\frac{\mathrm{ln}\left(N_D(ϵ,p)\right)\mathrm{ln}\left(N_{MS}(ϵ)\right)}{N}=\beta (p)ϵ+C$$
(7)
We further expect that the dynamical entropy per spin $`S_D(ϵ,p)=\mathrm{ln}(N_D(ϵ,p))/N`$ and the entropy of metastable states per spin $`S_{MS}(ϵ)=\mathrm{ln}(N_{MS}(ϵ,p))/N`$ are self averaging and thus Eq. (7) may be written for large $`N`$ as $`r(ϵ)=\overline{S_D(ϵ,p)}\overline{S_{MS}(ϵ)}=\beta (p)ϵ+C`$. Unfortunately no exact calculation for $`\overline{S_{MS}(ϵ)}`$ exists, however it is known that $`S_{MS}^a(ϵ)=\overline{S_{MS}(ϵ)}`$ for $`ϵ_c>0.672`$ . Furthermore this annealed approximation seems to be good, though not exact, to even lower energies as confirmed by a replica symmetric calculation . Hence at energies above $`ϵ_c`$ we have the formula

$$r_a(ϵ)=\overline{S_D(ϵ,p)}S_{MS}^a(ϵ)=\beta (p)ϵ+C$$
(8)
which should also work well approximately at energies below, but not too far from, $`ϵ_c`$. We remark here that by Jensen’s inequality $`S_{MS}^a(ϵ)S_{MS}(ϵ)`$.

We now discuss the results of these numerical tests. Systems between size $`15`$ and $`30`$ were analyzed. The numerically measured value of $`r(E)`$ was computed from the static metastable state energy histogram and the histogram obtained by tapping the system $`10^6`$ times. This was done for values of $`p`$, 0.1, 0.2, 0.3, 0.4 and 0.5. Increasing the number of taps did not change the dynamical histogram so we can be sure that we are measuring the steady state (this is natural given the small system sizes). It is possible that with very low tapping rates the time to reach the steady state even for a system of $`30`$ spins becomes large. As an example the results for $`p=0.3`$ are shown in Fig. (1). We see that for small systems sizes the points of the numerically measured $`r(E)`$ are scattered about the straight line fit predicted by Eq. (2). However as the system size is increased the straight line fit appears excellent. The deviations from the straight line fit also appear to be non systematic. Similarly good fits are also obtained for all the tapping rates studied. In the case of the SK model, a Boltzmann distribution of the energies of the metastable states visited in the steady state regime appears to depend simply on having a large enough system size. It is generally believed that the Edwards measure should be more accurate in gently driven systems, here the weak form characterized by Eq. (2) seems equally valid at all tapping rates. We also note that the slope of the straight lines appear to be saturating to a constant value of $`\beta (p)`$ on increasing $`N`$, suggesting that in the thermodynamic limit the Edwards temperature is fully characterized by the tapping rate $`p`$.

From this first numerical study one may conclude that if the weak form of the Edwards measure holds then it relies on the system being sufficiently large. The results above however seem encouraging, especially when one takes into account that the average total number of metastable states in a system of size $`N`$ $``$ $`\mathrm{exp}(0.1992N)`$ , which is only about $`400`$ for a system of size $`30`$.

We now carry out simulations for a system of size $`200`$, here the average number of metastable states is about $`2\times 10^{17}`$. The bin size is also refined to $`0.0025N`$. Naively one would expect the thermodynamics approach to work better in this limit as the phase space of metastable states is much bigger. Also there are many more states in each energy bin and hence it is really the weak form of the Edwards measure that is tested. Shown on Fig. (2) is the numerically computed $`c(p,p,^{}ϵ)`$ from a simulation of the same system tapped at values of $`p`$, 0.1, 0.2, 0.3, 0.4 and 0.5. The system was first equilibrated by tapping $`5000`$ times and the dynamical histogram was constructed over $`5\times 10^6`$ taps. One sees from Fig. (2) that the values of $`c(p,p^{},ϵ)`$ are to a good degree of accuracy on a straight line, as predicted by Eq. (5). The deviations at low energies, where the sampling is lowest, appear non-systematic.

The energy histograms generated by the precedent simulations were used to compute $`r_a(ϵ)`$, the results are shown in Fig. (3). The curves have been shifted vertically for clarity. A straight line fit was performed in the region $`ϵ>ϵ_c`$ and we see that in this region the fit is excellent. In addition the values obtained from the fits for $`\beta (p)`$ are compatible with those obtained for the systems of size $`N=30`$. The lower energy part of the curves also appear linear down to around $`ϵ=0.72`$. The replica symmetric calculation of  also visibly (on the same scale) departs from the annealed calculation near this energy, although we emphasize that this is not an exact calculation but can be expected to be closer to the real result than the annealed one. The lower tapping rates explore the lower energy regime while the higher rates explore the higher energy regime. The deviations above $`ϵ_c`$ from the annealed entropy are at the high energy end of the numerical histogram where the sampling is smallest.

To summarize we see that the assumption of an effective Boltzmann distribution for the energy of the states explored by tapping dynamics describes extremely well the numerically obtained results. This description seems to work better on increasing the system size for small systems and seems to be valid for larger systems via slightly more indirect tests. Why it works is rather mysterious and if it is exact it would be an extremely useful method to numerically map out the distribution of metastable states in various spin glass models. The relaxational dynamics used was random update which uses a lot of computer time for these simulations. Sequential update is much quicker for these simulations and we have carried out such simulations and found to within very small deviations the same results. If one could prove the applicability of the Edwards measure for these types of dynamics one would have an extremely powerful method to explore metastable states and inherent states in glassy systems. The standard method employing an auxiliary Hamiltonian  is much more time consuming - although classical statistical mechanics tells us that it will give the right result.

In the original proposition of Edwards in the context of granular media, the steady state volume fraction $`V`$ occupied by a driven granular media is described in the canonical approach by

$$\rho _{DYN}(V)\mathrm{exp}(\frac{V}{X}+S(V))$$
(9)
where $`X`$ is the compactivity and $`S(V)`$ is the entropy of blocked states occupying volume $`V`$. The problem of calculating $`S(V)`$ in a real system seems formidable. However it should be possible to test the prediction of Eq. (5) experimentally by comparing the histograms of $`V`$ for systems driven at different driving amplitudes. This would be a crucial test, though we emphasize again, not a demonstration of the validity of the Edwards measure.


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# Gravitational Acceleration of Spinning Bodies From Lunar Laser Ranging Measurements

## Abstract

> The Sun’s $`1/c^2`$ order gravitational gradient accelerations of Earth and Moon, dependent on the motions of the latter bodies, act upon the system’s internal angular momentum. Not only does this gravitational spin-orbit force (which plays an important part in calculating gravity wave signal templates from astrophysical sources) slightly accelerate the Earth-Moon system as a whole, it more robustly perturbs the internal Earth-Moon dynamics with a $`5cm`$ amplitude, synodically oscillating range contribution which is presently measured to $`4mm`$ precision by more than three decades of accumulated lunar laser ranging data.

## 1 Introduction

The Earth-Moon system viewed as a whole is a spinning body moving through the gravitational field of the Sun, with the Moon’s orbital motion around the Earth contributing five times as much to that system’s total spin angular momentum as does the Earth’s rotation about its axis. In metric theories of gravity, bodies with internal angular momentum follow trajectories in external gravitational fields which differ from those of so-called test bodies (and simple real bodies); but this difference of trajectories due to a gravitational spin-orbit acceleration has not yet been confirmed by observation. The magnitude of the spin-orbit acceleration of the Earth-Moon system by the Sun is expected to be about $`3\mathrm{\Omega }^2SV/mc^2`$, and to be radial and repulsive, with $`\mathrm{\Omega }^2=GM_s/R^3`$ being the strength of the Sun’s gravitational gradient, V being the orbital speed of the system around the Sun, $`S`$ and $`m`$ being the total internal angular momentum and total mass, respectively, of the system. The factor $`3`$ in this expression becomes $`\gamma +2`$ for scalar-tensor theories of gravity, with Eddington parameter $`\gamma `$ being less than one and $`1\gamma `$ being a measure of the fractional participation of the scalar interaction in metric gravity. And even this generalized strength parameter is dependent on the technical details of defining the spinning body’s ”center” chosen to express its trajectory (This issue will be further discussed later).

This spin-orbit acceleration is a consequence of underlying relativistic gravitational gradient forces (accelerations) which the Sun exerts separately on the Earth and Moon; these unequal accelerations thereby affect the lunar orbit relative to Earth. The relativistic tidal force acts primarily on the Moon whose internal orbital angular momentum is about $`80`$ times that of the relatively immobile Earth. The lunar orbit’s task is to transmit the great bulk of this force to the Earth, and it does so by becoming polarized in the solar direction. Over 30 years of lunar laser ranging (LLR) has produced data which permits measurement of this orbital polarization with realistic precision of $`4mm`$ and with formal error of measurement already below the $`1mm`$ level ; and the continuation of the LLR mission with upgraded technology and improved modeling should push this precision of fit for the lunar orbit to even substantially better levels . The characteristic size of the Moon’s acceleration relative to Earth due to the Sun’s relativistic gravitational gradient is $`3ruV\mathrm{\Omega }^2/c^2`$, $`ru`$ being the Moon’s angular momentum per unit mass. This amounts to the fraction $`\mathrm{2.6\hspace{0.33em}10}^{12}`$ of the Sun’s Newtonian acceleration, and the frequency of this perturbation on the lunar orbit is synodic. The orbital response is the same as would occur due to an Equivalence Principle violation (unequal acceleration of Earth and Moon by the Sun) — a polarization of the orbit along the solar direction  , and with length of several centimeters which is an order of magnitude larger than the existing observational precision of that polarization’s measurement.

## 2 The Formal Acceleration of a Spinning Body

The expected governing tensor equation of motion for a spinning body of mass $`m`$ and spin tensor $`J^{\alpha \beta }`$) is the Papapetrou equation

$$\frac{D}{d\tau }\left(mV^\alpha +V_\sigma \frac{DJ^{\alpha \sigma }}{d\tau }\right)=\frac{1}{2}R_{\sigma \mu \nu }^\alpha V^\sigma J^{\mu \nu }$$
(1)
whose right hand side will contain further couplings to gradients of the metric field’s curvature tensor if the body’s structure is extended and non-spherical. In Equation (1) $`m`$ is the body’s rest mass, $`D/d\tau `$ indicates tensor derivative with respect to proper time, $`V^\mu =dx^\mu /d\tau `$ is the body’s four-velocity $`dx^\mu /d\tau `$, $`R_{\beta \mu \nu }^\alpha `$ is the metric tensor field’s curvature tensor, and with supplementary conditions yet to be specified for the spin tensor. This is not a fundamental equation of theory; it must rest on and be derivable from the basic gravitational interaction between elements of matter (contributions to a body’s total internal angular momentum from integer or half-integer $`\mathrm{}`$ quantum mechanical spin of elementary particles are an exception; fundamental theory must supply their coupling to gravity).

A spinning body’s motion through a metric gravitational field deviates from the geodesic trajectories of ordinary test bodies because of the coupling of the body’s internal angular momentum to the curvature tensor which is composed of both first and second derivatives of the gravitational metric potentials; therefore no fundamental violation of universality of free fall is implied. The leading order acceleration of a body from Equation (1), the Papapetrou equation, is

$$\delta A^i\frac{1}{2mc^2}\left(R_{jkl}^iV^jJ^{kl}+\mathrm{\hspace{0.33em}2}R_{ook}^iJ^{ok}\right)$$

$`i,j,k,\mathrm{}`$ are spatial indices, $`o`$ is the time index. (Otherwise in this paper, Greek indices $`\alpha ,\beta ,\mathrm{}`$ range over all four space and time indices.) Common indices are summed over their range. Assuming that the antisymmetric spin tensor $`J^{\mu \nu }`$ is orthogonal to the body’s 4-velocity vector $`J^{\mu \nu }V_\nu =0`$, and that its purely spatial components are given by the body’s internal angular momentum

$$J^{kl}=ϵ^{klj}S_jwithS_j=\rho (\stackrel{}{r})(\stackrel{}{r}\times \stackrel{}{v})_jd^3r$$

$`ϵ^{klj}`$ being the completely antisymmetric spatial permutation tensor, $`ϵ^{xyz}=1`$, then the spin tensor’s remaining components are

$$J^{ok}=J^{ko}(\stackrel{}{V}\times \stackrel{}{S})^k/c$$

In a quasi-static environment of outside bodies, the dominant metric potentials have the form

$`g_{oo}`$ $``$ $`\mathrm{\hspace{0.33em}1}\mathrm{\hspace{0.17em}2}U/c^2`$
$`g_{ij}`$ $``$ $`\delta _{ij}(1+\mathrm{\hspace{0.17em}2}\gamma U/c^2)`$
$`U`$ is the outside world’s Newtonian gravitational potential, and $`\gamma `$ is one of the PPN Eddington parameters which has value one in General Relativity but lesser value in scalar-tensor theories, for example. With $`\stackrel{}{g}\stackrel{}{}U`$, the curvature tensor components needed above are

$`R_{iook}`$ $``$ $`[\stackrel{}{}\stackrel{}{g}]_{ik}`$
$`R_{ijkl}`$ $``$ $`\gamma \left(\delta _{il}[\stackrel{}{}\stackrel{}{g}]_{jk}+\delta _{jk}[\stackrel{}{}\stackrel{}{g}]_{il}\delta _{ik}[\stackrel{}{}\stackrel{}{g}]_{jl}\delta _{jl}[\stackrel{}{}\stackrel{}{g}]_{ik}\right)`$
$`[\stackrel{}{}\stackrel{}{g}]`$ is the $`3\times 3`$ spatial gravitational gradient tensor of the outside world. The spin-induced acceleration can then be written in the form

$$\stackrel{}{g}_{so}\frac{1}{mc^2}\left((\gamma +1)[\stackrel{}{}\stackrel{}{g}](\stackrel{}{V}\times \stackrel{}{S})+\gamma ([\stackrel{}{}\stackrel{}{g}]\stackrel{}{V})\times \stackrel{}{S}\right)$$

with $`\stackrel{}{V}`$ being the velocity of the spinning system through the outside world’s gravitational field. Applying this to motion in the Sun’s central gravity

$$[\stackrel{}{}\stackrel{}{g}]=\mathrm{\Omega }^2[3\widehat{R}\widehat{R}𝐈]$$

with $`\mathrm{\Omega }^2=GM_s/R^3`$, $`𝐈`$ being the identity matrix, and $`\widehat{R}`$ being the unit vector toward the Sun. Neglecting the inclination of the lunar orbit plane from the ecliptic, and assuming uniform motion around the Sun, the spin-induced acceleration is radial and of strength

$$g_{so}(\gamma +2)\frac{SV}{mc^2}\mathrm{\Omega }^2S\frac{(mm^{})m^{}}{m}ru$$

with $`m^{}`$ being the Moon’s mass, while $`r`$ and $`u`$ are the Earth-Moon separation and relative speeds, respectively. As a fraction of the total solar acceleration of the Earth-Moon system, this spin-induced acceleration is of size $`\mathrm{3\hspace{0.17em}10}^{14}`$ and directly unobservable in the foreseeable future.

## 3 Relativistic Tidal Force Effects on Motions of Earth and Moon

Lunar laser ranging (LLR) is here examined as a method for measuring the effect of internal angular momentum on the Earth-Moon system’s gravitational dynamics; the levels of precision recently reached in the on-going LLR mission make this now within reach . From the fundamental equations of motion for the Moon’s coordinate position $`\stackrel{}{r}(t)_1`$ and the Earth’s position $`\stackrel{}{r}(t)_2`$, a ”center” coordinate for describing the system’s dynamics $`\stackrel{}{R}`$ and another internal coordinate for giving the Moon-Earth separation $`\stackrel{}{r}`$ can be formed

$`\stackrel{}{R}`$ $`=`$ $`{\displaystyle \frac{m_1\left(1+\left(\stackrel{}{V}\stackrel{}{u}_1\frac{1}{2}\stackrel{}{g}\stackrel{}{x}_1\right)/c^2\right)\stackrel{}{r}_1+m_2\left(1+\left(\stackrel{}{V}\stackrel{}{u}_2\frac{1}{2}\stackrel{}{g}\stackrel{}{x}_2\right)/c^2\right)\stackrel{}{r}_2}{m_1+m_2}}`$ (2)
$`\stackrel{}{r}`$ $`=`$ $`\stackrel{}{r}_1\stackrel{}{r}_2`$ (3)
with $`\stackrel{}{g}`$ being the solar acceleration at the chosen system center $`\stackrel{}{R}`$. The inverse of these coordinate definitions are also useful

$`\stackrel{}{r}_1`$ $`=`$ $`\stackrel{}{R}+{\displaystyle \frac{m_2}{m}}\left(1+\left(\stackrel{}{V}\stackrel{}{u}_2{\displaystyle \frac{1}{2}}\stackrel{}{g}\stackrel{}{x}_2\right)/c^2\right)\stackrel{}{r}\stackrel{}{R}+\stackrel{}{x}_1`$ (4)
$`\stackrel{}{r}_2`$ $`=`$ $`\stackrel{}{R}{\displaystyle \frac{m_1}{m}}\left(1+\left(\stackrel{}{V}\stackrel{}{u}_1{\displaystyle \frac{1}{2}}\stackrel{}{g}\stackrel{}{x}_1\right)/c^2\right)\stackrel{}{r}\stackrel{}{R}+\stackrel{}{x}_2`$ (5)
with $`m=m_1+m_2`$. These relationships reveal that the total Newtonian gravitational gradient force on the system contributes at relativistic order because of the chosen system center

$$m_1\stackrel{}{x}_1+m_2\stackrel{}{x}_2=\frac{m_1m_2}{mc^2}\stackrel{}{V}\stackrel{}{u}\stackrel{}{r}$$
(6)
An internal coordinate $`\stackrel{}{\rho }`$ which shows simpler dynamics more closely related to the observable range between Earth and Moon is constructed

$$\stackrel{}{r}=\stackrel{}{\rho }\frac{m_2m_1}{mc^2}\left(\stackrel{}{V}\stackrel{}{\rho }\stackrel{}{\upsilon }+\gamma \stackrel{}{g}\stackrel{}{\rho }\stackrel{}{\rho }\gamma \stackrel{}{g}\rho ^2/2\right)$$
(7)
which generates pertinent differences between these two coordinate accelerations

$$\frac{d^2\stackrel{}{\rho }}{dt^2}=\frac{d^2\stackrel{}{r}}{dt^2}+\frac{m_2m_1}{mc^2}\left(\stackrel{}{V}\stackrel{}{a}\stackrel{}{\upsilon }+\mathrm{\hspace{0.33em}2}\stackrel{}{V}\stackrel{}{\upsilon }\stackrel{}{a}+(\stackrel{}{V}\stackrel{}{}\stackrel{}{g})\stackrel{}{\rho }\stackrel{}{\upsilon }+\mathrm{\hspace{0.33em}2}\gamma (\stackrel{}{V}\stackrel{}{}\stackrel{}{g})(\stackrel{}{\rho }\stackrel{}{\upsilon }+\stackrel{}{\upsilon }\stackrel{}{\rho })\right)$$
(8)
with $`d\stackrel{}{g}/dt=\stackrel{}{V}\stackrel{}{}\stackrel{}{g}`$ for a static gravitational field; $`\stackrel{}{\upsilon }=d\stackrel{}{\rho }/dt`$ and $`\stackrel{}{a}=d\stackrel{}{\upsilon }/dt`$.

While the internal coordinate $`\stackrel{}{\rho }`$ is directly related to the LLR observations, the ”center” coordinate is primarily useful in an analytic sense and is not observed at any instant, although its longer term evolution is a useful first approximation of where the Earth-Moon system is located in the solar system. A sub-system of the total system of gravitationally interacting bodies does not have a center of mass-energy because of its interaction energy with the total system, so the particular choice for the system’s ”center” coordinate, Equation (2), is motivated by the expression in the Appendix, Equation (xxxxxxx), for the conserved center-of-energy coordinate for an entire and isolated system of gravitationally interacting bodies. Because the two bodies of the the Earth-Moon system are held together by the relatively elastic gravitational force, itself; LLR readily observes the internal perturbations produced by the basic post-Newtonian gravitational gradient forces which are responsible for the system’s spin-related dynamics.

If the Sun’s acceleration of the Moon from Equation (xxxxxxxx) is expanded to the first tidal order, with the Newtonian and $`1/c^2`$ order motional corrections linear in both $`\stackrel{}{V}`$ and internal velocity $`\stackrel{}{\upsilon }_1`$ collected, there results

$`(\stackrel{}{g}_1)_{tidal}`$ $`=`$ $`\mathrm{\Omega }^2((3\widehat{R}\widehat{R}\stackrel{}{x}_1\stackrel{}{x}_1)`$ (9)
$`+`$ $`\mathrm{\hspace{0.33em}2}\left({\displaystyle \frac{m_2}{m}}\right)^2{\displaystyle \frac{\mathrm{\Omega }^2}{c^2}}\left(\gamma (3\widehat{R}\widehat{R}\stackrel{}{\rho }\stackrel{}{\rho })\stackrel{}{V}\stackrel{}{\upsilon }(1+\gamma )(3\widehat{R}\widehat{R}\stackrel{}{\rho }\stackrel{}{\rho })(\stackrel{}{V}\stackrel{}{\upsilon }+\stackrel{}{\upsilon }\stackrel{}{V})\right)`$
and the analgous term for the Earth. In the second line of Equation (9), which is already order $`1/c^2`$, the Newtonian approximation $`\stackrel{}{x}_1\stackrel{}{\rho }m_2/m`$ is used, but $`\stackrel{}{x}_1`$ is retained on the first line because of the relationship given in Equation (6).

### Dynamics of the Earth-Moon System Center

A combination of the tidal accelerations useful for evaluating the expression in Equation (2) is

$`\stackrel{}{g}_{tidal}`$ $`=`$ $`{\displaystyle \frac{m_1(\stackrel{}{g}_1)_{tidal}+m_2(\stackrel{}{g}_2)_{tidal}}{m}}`$ (10)
$`=`$ $`{\displaystyle \frac{m_1m_2}{m^2c^2}}\mathrm{\Omega }^2((2\gamma 1)\stackrel{}{V}\stackrel{}{u}(3\widehat{R}\widehat{R}\stackrel{}{r}\stackrel{}{r})(2\gamma +2)(3\widehat{R}\widehat{R}\stackrel{}{r}\stackrel{}{r})(\stackrel{}{V}\stackrel{}{u}+\stackrel{}{u}\stackrel{}{V})`$ (11)
The equation of motion for the defined ”center” can then be assembled and altogether

$`{\displaystyle \frac{d^2\stackrel{}{R}}{dt^2}}`$ $`=`$ $`\stackrel{}{g}(\stackrel{}{R})+\mathrm{\hspace{0.33em}2}\gamma {\displaystyle \frac{m_1m_2}{m^2c^2}}\left(\stackrel{}{V}\stackrel{}{u}[\stackrel{}{}\stackrel{}{g}]\stackrel{}{r}\stackrel{}{r}[\stackrel{}{}\stackrel{}{g}](\stackrel{}{V}\stackrel{}{u}+\stackrel{}{u}\stackrel{}{V})\right)`$ (12)
$`+`$ $`{\displaystyle \frac{m_1m_2}{m^2c^2}}\left(\stackrel{}{V}[\stackrel{}{}\stackrel{}{g}](\stackrel{}{u}\stackrel{}{r}\stackrel{}{r}\stackrel{}{u})\mathrm{\hspace{0.17em}2}\stackrel{}{u}[\stackrel{}{}\stackrel{}{g}]\stackrel{}{r}\stackrel{}{V}\right)`$
Setting $`\widehat{u}=\widehat{S}\times \widehat{r}`$ and averaging over the monthly motion, $`\widehat{r}\widehat{r}=([𝐈]\widehat{S}\widehat{S})/2`$, this center’s equation of motion becomes

$$\frac{d^2\stackrel{}{R}}{dt^2}=\stackrel{}{g}(\stackrel{}{R})+\frac{1}{mc^2}\left(\gamma (\stackrel{}{V}\times \stackrel{}{S})[\stackrel{}{}\stackrel{}{g}]+(1+\gamma )(\stackrel{}{V}[\stackrel{}{}\stackrel{}{g}])\times \stackrel{}{S}\right)$$
(13)
But it should be noted that the orbital centers of both Earth and Moon do not coincide with the system’s chosen ”center” coordinate $`\stackrel{}{R}`$. From Equations (4,5) the locations of Earth and Moon are given by

$`\stackrel{}{r}_1`$ $`=`$ $`\stackrel{}{R}{\displaystyle \frac{\stackrel{}{V}\times \stackrel{}{S}}{mc^2}}\left({\displaystyle \frac{m_2}{mc}}\right)^2\stackrel{}{V}\stackrel{}{\rho }\stackrel{}{\upsilon }+{\displaystyle \frac{m_2}{m}}\stackrel{}{\rho }`$ (14)
$`\stackrel{}{r}_2`$ $`=`$ $`\stackrel{}{R}{\displaystyle \frac{\stackrel{}{V}\times \stackrel{}{S}}{mc^2}}\left({\displaystyle \frac{m_1}{mc}}\right)^2\stackrel{}{V}\stackrel{}{\rho }\stackrel{}{\upsilon }{\displaystyle \frac{m_1}{m}}\stackrel{}{\rho }`$ (15)
Both bodies have a common and slowly varying shift of their orbits’ positions in the solar system; and each orbit viewed from the solar system rest frame shows the longitudinal oscillation in position due to special relativity’s time transformation between inertial frames;

$$t=\stackrel{}{V}\stackrel{}{\rho }/c^2+\sqrt{1V^2/c^2}t^{}$$

which for a given solar system bary-centric time $`t^{}`$, gives the time $`t`$ for finding the interbody vector at $`\stackrel{}{\rho }(t)`$ when viewed in the Earth-Moon system’s instantaneous rest frame. Defining the actual ”center” about which the Earth and Moon orbits move

$$\stackrel{}{R}_c\stackrel{}{R}\frac{1}{mc^2}\stackrel{}{V}\times \stackrel{}{S}$$

then requires the adjustments

$$\frac{d^2\stackrel{}{R}}{dt^2}=\frac{d^2\stackrel{}{R}_c}{dt^2}+(\stackrel{}{V}[\stackrel{}{}\stackrel{}{g}])\times \stackrel{}{S}$$

in which $`d^2\stackrel{}{V}/dt^2=\stackrel{}{V}\times [\stackrel{}{}\stackrel{}{g}]`$ is used, and

$$\stackrel{}{g}(\stackrel{}{R})=\stackrel{}{g}(\stackrel{}{R}_c)+(\stackrel{}{V}\times \stackrel{}{S})[\stackrel{}{}\stackrel{}{g}]$$

The reexpression of Equation (13) in terms of $`\stackrel{}{R}_c`$ instead of $`\stackrel{}{R}`$ then shows a spin-orbit acceleration in agreement with that which emerges from the Papapetrou equation.

$$\frac{d^2\stackrel{}{R}_C}{dt^2}=\stackrel{}{g}(\stackrel{}{R}_C)+\stackrel{}{g}_{so}$$

but with light now shed on what system ”center” coordinate achieves that agreement. For a given Earth-Moon system orbital frequency $`\mathrm{\Omega }`$ about the Sun, the orbital radius is then given by

$$(R_c)^3=\frac{GM_S}{\mathrm{\Omega }^2}\left(1(\gamma +2)\frac{1}{R_c}\frac{SV}{mc^2}\right)$$

which indicates a spin-orbit force induced shift in radial location of both Earth and Moon in amount $`(\gamma +2)SV/3mc^21.6mm`$.

### Dynamics of the Earth-Moon separation

The relativistic solar tidal accelerations of the Moon and Earth, Equation (9), also produces a perturbation of the Earth-Moon separation which is directly measured by LLR.

$`(\stackrel{}{g}_1)_{tide}(\stackrel{}{g}_2)_{tide}`$ $`=`$ $`\mathrm{\Omega }^2(3\widehat{R}\widehat{R}\stackrel{}{r}\stackrel{}{r})`$ (16)
$`+`$ $`{\displaystyle \frac{m_2m_1}{mc^2}}\mathrm{\hspace{0.17em}2}\mathrm{\Omega }^2(\gamma \stackrel{}{V}\stackrel{}{\upsilon }(3\widehat{R}\widehat{R}\stackrel{}{\rho }\stackrel{}{\rho })(\gamma +1)(3\widehat{R}\widehat{R}\stackrel{}{\rho }\stackrel{}{\rho })(\stackrel{}{V}\stackrel{}{\upsilon }+\stackrel{}{\upsilon }\stackrel{}{V})`$
which coupled with Equations (8) produces the net internal equation of motion

$`{\displaystyle \frac{d^2\stackrel{}{\rho }}{dt^2}}`$ $`=`$ $`{\displaystyle \frac{Gm}{\rho ^3}}\stackrel{}{\rho }+\stackrel{}{\rho }[\stackrel{}{}\stackrel{}{g}]`$ (17)
$`+`$ $`{\displaystyle \frac{1}{c^2}}\left((2\gamma +2)\left(\stackrel{}{V}\stackrel{}{\upsilon }\stackrel{}{\rho }[\stackrel{}{}\stackrel{}{g}]\stackrel{}{r}[\stackrel{}{}\stackrel{}{g}]\stackrel{}{\upsilon }\stackrel{}{V}\right)+\mathrm{\hspace{0.33em}2}\gamma \stackrel{}{V}[\stackrel{}{}\stackrel{}{g}]\stackrel{}{\upsilon }\stackrel{}{r}\right)`$
with $`[\stackrel{}{}\stackrel{}{g}]=\mathrm{\Omega }^2(3\widehat{R}\widehat{R}𝐈)`$ being the tidal tensor of the Sun’s gravity.

The Newtonian tidal acceleration in Equation (17) produces the classic lunar variation which was first discovered analytically by Newton using his universal law of gravity. This perturbation consists of an orbit elongation transverse to and a contraction parallel to the solar direction, resulting in a range oscillation with half month period.

$$\delta \stackrel{}{\rho }_{var}\rho \frac{\mathrm{\Omega }^2}{\omega ^2}\left(cos(2D)\widehat{\rho }+\frac{11}{8}sin(2D)\widehat{\upsilon }\right)$$
(18)
with $`D`$ abeing the Moon’s synodic phase (angle between Sun and Moon as seen from Earth). The relativistic tidal perturbation given by the second line of Equation (17) perturbs the lunar orbit at the synodic frequency. Its projections onto the radial and tangential directions of the lunar orbit are

$`\stackrel{}{g}_{tide}\widehat{r}`$ $`=`$ $`(2\gamma +\mathrm{\hspace{0.17em}4})\left({\displaystyle \frac{m_2m_1}{mc^2}}\right)\mathrm{\Omega }^2ruVcos(D)`$
$`\stackrel{}{g}_{tide}\widehat{u}`$ $`=`$ $`\mathrm{\hspace{0.33em}0}`$
in agreement with a previous analysis. The resulting radial perturbation in the Earth-Moon range is

$$\delta r(t)(\gamma +2)\left(\frac{m_2m_1}{m}\right)\left(\frac{12\mathrm{\Omega }/\omega +\mathrm{}}{17\mathrm{\Omega }/\omega +\mathrm{}}\right)\frac{V\mathrm{\Omega }r^2}{c^2}cos(D)(6cm)cos(D)$$

with the amplifying factor $`1/(17\mathrm{\Omega }/\omega )`$ which almost doubles the perturbation being due to an unusual feedback mechanism between this perturbation of synodic frequency and the existing variation disturbance of the orbit at twice the synodic frequency . This $`5cm`$ perturbation is well above the present precision, $`4mm`$, in measuring the amplitude of the Earth-Moon synodic range oscillation . This perturbation is, of course, part of the outcome which occurs when the equations of motion given by Equation () are computer-integrated and the resulting coordinate positions of Earth and Moon are used to determine round trip ranging times by light signals. The purpose here has been to make this internal relativistic tidal perturbation explicit and show its direct connection with the spin-orbit acceleration of a system as given by Equation (). Without this $`5cm`$ amplitude contribution to the Earth-Moon range, the ranging data could not be successfully fit by the underlying theoretical model.

## Appendix

In scalar-tensor metric theories of gravity, the first post-Newtonian ($`1/c^2`$ order) gravitational equations of motion for bodies $`i,j,k=\mathrm{\hspace{0.17em}1},\mathrm{}N`$ are based upon the lagrangian

$`L`$ $`=`$ $`{\displaystyle \underset{i}{}}m_i\left(c^2+{\displaystyle \frac{1}{2}}v_i^2+{\displaystyle \frac{1}{8c^2}}v_i^4\right)+{\displaystyle \frac{G}{2}}{\displaystyle \underset{i,ji}{}}{\displaystyle \frac{m_im_j}{r_{ij}}}\left(1{\displaystyle \frac{1}{2c^2}}\left(\stackrel{}{v}_i\stackrel{}{v}_j+\stackrel{}{v}_i\widehat{r}_{ij}\widehat{r}_{ij}\stackrel{}{v}_j\right)\right)`$ (19)
$`+`$ $`(2\gamma +1){\displaystyle \frac{G}{4c^2}}{\displaystyle \underset{i,ji}{}}{\displaystyle \frac{m_im_j}{r_{ij}}}(\stackrel{}{v}_i\stackrel{}{v}_j)^2(2\beta 1){\displaystyle \frac{G^2}{2c^2}}{\displaystyle \underset{i,ji,ki}{}}{\displaystyle \frac{m_im_jm_k}{r_{ij}r_{ik}}}`$
and the application of a least action principle which produces the dynamical equations

$$\frac{d}{dt}\frac{L}{\stackrel{}{v}_a}=\frac{L}{\stackrel{}{r}_a}a=1,\mathrm{},N$$

The form of the lagrangian given above does not take gravitational self-energy effects within the bodies into account; but that lagrangian, or the equations of motion, themselves, can be applied to modify the N-body equations for such self-gravity effects. $`\gamma `$ and $`\beta `$ are two Eddington parameters which are each equal to one in pure tensor General Relativity but which generally differ in scalar-tensor gravity . The resulting equations of motion are

$`\stackrel{}{a}_i`$ $`=`$ $`\stackrel{}{g}_i+{\displaystyle \underset{ji}{}}\stackrel{}{g}_{ij}\left(\gamma {\displaystyle \frac{1}{c^2}}(\stackrel{}{v}_i\stackrel{}{v}_j)^2{\displaystyle \frac{2}{c^2}}\stackrel{}{v}_i\stackrel{}{v}_j+{\displaystyle \frac{1}{c^2}}v_j^2{\displaystyle \frac{3}{2c^2}}(\widehat{r}_{ij}\stackrel{}{v}_j)^2\right)`$ (20)
$``$ $`{\displaystyle \underset{ji}{}}\stackrel{}{g}_{ij}\left({\displaystyle \frac{2+2\gamma }{c^2}}(\stackrel{}{v}_i\stackrel{}{v}_j)+{\displaystyle \frac{1}{c^2}}\stackrel{}{v}_j\right)(\stackrel{}{v}_i\stackrel{}{v}_j)`$
$``$ $`{\displaystyle \frac{2\beta +2\gamma }{c^2}}U_i\stackrel{}{g}_i{\displaystyle \underset{ji}{}}\left(\stackrel{}{g}_{ij}\left({\displaystyle \frac{2\beta 1}{c^2}}U_j{\displaystyle \frac{1}{2c^2}}(\stackrel{}{r}_j\stackrel{}{r}_i)\stackrel{}{g}_j\right)+{\displaystyle \frac{3+4\gamma }{2c^2}}U_{ij}\stackrel{}{g}_j\right)`$
with the underlying 2-body Newtonian potential and gravitational acceleration of $`i`$ due to $`j`$, and the cumulative potentials and gravitational accelerations being

$$U_{ij}=\frac{Gm_j}{r_{ij}}\stackrel{}{g}_{ij}=\frac{Gm_j}{r_{ij}^3}(\stackrel{}{r}_j\stackrel{}{r}_i)U_i=\underset{ji}{}U_{ij}\stackrel{}{g}_i=\underset{ji}{}\stackrel{}{g}_{ij}$$

and under the assumption that there are only gravitational accelerations acting among the bodies, $`1/c^2`$ contributions proportional to accelerations of bodies have been expressed with body accelerations replaced by the Newtonian gravity contributions, $`\stackrel{}{a}_k\stackrel{}{g}_k`$. These equations of motion are computer-integrated by different analysis centers to produce the solar system ephemeris for its various bodies. The resulting coordinate trajectories supplemented by metric gravity’s expressions for the coordinate speed of light

$$\frac{|d\stackrel{}{r}|}{dt}=c(\stackrel{}{r},t)=c_{\mathrm{}}\left(1(1+\gamma )U(\stackrel{}{r},t)/c^2\right)$$

and for the intrinsic rate of generally located and moving clocks

$$d\tau =dt\left(1v^2/2c^2U(\stackrel{}{r},t)/c^2\right)$$

are the basic ingredients for modeling the radio and laser ranging data between solar system bodies to $`1/c^2`$ ($`1/c^3`$ in time) order of accuracy. $`U(\stackrel{}{r},t)`$ is the Newtonian gravitational potential at location $`\stackrel{}{r}(t)`$ of light ray or clock as produced by all solar system sources.

The equations of motion resulting from this Lagrangian fulfill the classic conservation laws for total system momentum, angular momentum, and energy

$$\frac{d\stackrel{}{P}}{dt}=\frac{d\stackrel{}{L}}{dt}=\frac{dE}{dt}=\mathrm{\hspace{0.33em}0}$$

with

$$\stackrel{}{P}=\underset{i}{}\frac{L}{\stackrel{}{v}_i}\stackrel{}{L}=\underset{i}{}\stackrel{}{v}_i\times \frac{L}{\stackrel{}{v}_i}E=L+\underset{i}{}\stackrel{}{v}_i\frac{L}{\stackrel{}{v}_i}$$

And the total system possesses a center of energy which does not accelerate

$$\stackrel{}{R}=\frac{1}{E}\underset{i}{}m_i\stackrel{}{r}_i\left(c^2+\frac{1}{2}v_i^2\frac{1}{2}U_i\right)\frac{d^2\stackrel{}{R}}{dt^2}=\mathrm{\hspace{0.33em}0}$$
(21)
Applying the complete N-body, first post-Newtonian order gravitational equations of motion given in by Equation (), to the Sun-Earth-Moon system, two useful combinations of $`1/c^2`$ order acceleration terms proportional to the Newtonian accelerations between Earth and Moon, then multiplied by both the Earth-Moon system velocity relative to the Sun $`\stackrel{}{V}`$ and the velocity of the Moon relative to Earth $`\stackrel{}{u}`$, are here displayed

$`\stackrel{}{a}_1\stackrel{}{a}_2`$ $`=`$ $`{\displaystyle \frac{G(m_2m_1)}{c^2r^3}}\left(2\stackrel{}{V}\stackrel{}{u}\stackrel{}{r}+\stackrel{}{V}\stackrel{}{r}\stackrel{}{u}\right)`$ (22)
$`{\displaystyle \frac{m_1\stackrel{}{a}_1+m_2\stackrel{}{a}_2}{m_1+m_2}}`$ $`=`$ $`{\displaystyle \frac{Gm_1m_2}{(m_1+m_2)c^2r^3}}\left(2\stackrel{}{V}\stackrel{}{u}\stackrel{}{r}+\mathrm{\hspace{0.17em}2}\stackrel{}{V}\stackrel{}{r}\stackrel{}{u}\mathrm{\hspace{0.33em}3}\stackrel{}{V}\widehat{r}\stackrel{}{u}\widehat{r}\stackrel{}{r}\right)`$ (23)
because in the body of this paper they play an important role in establishing the equations of motion for the center and internal coordinates, $`\stackrel{}{R}`$ and $`\stackrel{}{\rho }`$, respectively.

This work has been supported by the National Aeronautics and Space Administration Contract NASW - 00011.


text:
# Integrated density of states for random metrics on manifolds

## 1. Introduction

The mathematically rigorous study of random Schrödinger operators commenced in the 70ties. The motivation was to understand the transport properties of random media. Since then a variety of results on the spectral, wave-spreading and conductance properties of random Schrödinger operators have been derived on mathematical grounds. We refer to the textbook accounts \[CFKS87, Kir89, CL90, PF92, Sto01\] and the references cited therein.

This paper carries over the fundamental properties of random Schrödinger operators to random Laplace-Beltrami operators, i.e. Laplacians with random metrics. Namely, we

1. discuss a framework for random operators on manifolds with randomness entering both via potential and metrics,
2. show measurability of the introduced operators, which implies, in particular, almost sure constancy of their spectral features,
3. prove existence and *selfaveraging* property of the *integrated density of states* together with a Šubin type trace formula.

Thereby we extend and apply the earlier \[PV02, LPVb\]. The main result of this paper is result (C) concerning the integrated density of states (IDS). Physically, the integrated density of states measures the number of electron energy levels per unit volume up to a given energy value. It can be obtained by a macroscopic limit, where ergodicity of the family of operators yields the selfaveraging nature, i.e. the non-randomness, of this quantity. It is sometimes called *spectral density function*.

Let us put these results in perspective. Probably the most prominent success of the theory of random Schrödinger operators is the proof of localization. This phenomenon has been explained on physical grounds by Anderson \[And58\], but only in the late 70ties first rigorous results were established, see the original papers \[GMP77, FS83, AM93\] or \[Sto01\] for a monograph exposition.

In \[Dav90\] Davies studies among others the relation of heat kernels on a manifold associated to different metrics. In this context he raises the question of localization due to random metrics. This should be analogous to the phenomena occurring in quantum wave guides \[KS00\].

In comparison to localization the study of the integrated density of states undertaken in this paper is a physically more basic and technically less involved question. Still this quantity comprises many important spectral features of the random Schrödinger operator and its understanding can be seen as a first step towards the proof of localization. Namely, the multiscale proof of localization of Fröhlich and Spencer \[FS83\] derived for (specific models of) random Schrödinger operators in Euclidean space relies on the continuity and asymptotic properties of the integrated density of states. These were first studied by Wegner \[Weg81\], respectively by Lifshitz \[Lif64\]. In a forthcoming paper \[LPPV\], we derive results on the (dis)continuity of the IDS for periodic and random operators on manifolds. There, we furthermore discuss some similarities and differences between random Laplace-Beltrami operators and divergence type operators. For the time being, let us only emphasize that Euclidean random divergence type operators do not cover our models, due to the more general geometry and underlying group structure we consider.

The paper is organized as follows. In the next section we introduce our model and state the main results. In Section 3 we introduce quadratic forms and derive the measurability of the quantities we are considering, thereby giving a precise form to (B) above. Section 4 is devoted to general results on random operators which are proven in an abstract setting in \[LPVb\]. This presents our treatment of (A) above. A discussion of heat kernels on manifolds is given in Section 5, specializing to the principle of not feeling the boundary in Section 6. We derive uniform bounds for the kernels of the semigroups of a random family of Schrödinger operators acting on a manifold and including singular nonnegative potentials. Using these results, we then prove our main result concerning (C) in Section 7.

## 2. Model and results

In this section we state the main results about the existence and non-randomness of the integrated density of states. Beforehand we explain the geometric setting we are working in and the properties of the random Schrödinger operator.

Consider a complete Riemannian manifold $`X`$ of dimension $`n`$ with metric $`g_0`$ and associated volume form $`\mathrm{vol}_0`$. Let $`\mathrm{\Gamma }`$ be a discrete infinite subgroup of the isometries of $`(X,g_0)`$, acting cocompactly, freely and properly discontinuously on $`X`$. Consequently, $`M=X/\mathrm{\Gamma }`$ is a compact Riemannian manifold. Furthermore, let $`(\mathrm{\Omega },_\mathrm{\Omega },)`$ be a probability space on which $`\mathrm{\Gamma }`$ acts ergodically by measure preserving transformations.

###### Definition 2.1.

A family of Riemannian metrics $`\{g_\omega \}_{\omega \mathrm{\Omega }}`$ on $`X`$ with corresponding volume forms $`\mathrm{vol}_\omega `$ is called a random metric on $`(X,g_0)`$ if the following properties are satisfied:

1. The map $`\mathrm{\Omega }\times TM`$, $`(\omega ,v)g_\omega (v,v)`$ is jointly measurable.
2. There is a $`C_g]0,\mathrm{}[`$ such that

$$C_g^1g_0(v,v)g_\omega (v,v)C_gg_0(v,v)\text{for all}vTX.$$
3. There is a $`C_\rho >0`$ such that

$$|_0\rho _\omega (x)|_0C_\rho \text{for all}xX,$$

where $`_0`$ denotes the gradient w.r.t $`g_0`$, $`\rho _\omega `$ is the unique smooth density satisfying $`d\mathrm{vol}_0=\rho _\omega d\mathrm{vol}_\omega `$, and $`|v|_0^2=g_0(v,v)`$.
4. There is a uniform lower bound $`K`$ for the Ricci curvatures of all Riemannian manifolds $`(X,g_\omega )`$.
5. The metrics are compatible in the sense that the deck transformations

$$\gamma :(X,g_\omega )(X,g_{\gamma \omega }),\gamma :x\gamma x$$

are isometries.

(M5) implies that, in particular, the induced maps $`U_{(\omega ,\gamma )}:L^2(X,\mathrm{vol}_{\gamma ^1\omega })L^2(X,\mathrm{vol}_\omega )`$, $`(U_{(\omega ,\gamma )}f)(x)=f(\gamma ^1x)`$ are unitary operators.

Based on this geometric setting, we consider a family of Schrödinger operators. These operators are defined via quadratic forms, as explained in Section 3.

###### Definition 2.2.

Let $`\{g_\omega \}`$ be a random metric on $`(X,g_0)`$. For each $`\omega \mathrm{\Omega }`$ let $`H_\omega =\mathrm{\Delta }_\omega +V_\omega `$ be a Schrödinger operator defined on the Hilbert space $`L^2(X,\mathrm{vol}_\omega )`$. $`\{H_\omega \}_{\omega \mathrm{\Omega }}`$ is called a random (Schrödinger) operator if it satisfies the following equivariance condition

(1)
$$H_\omega =U_{(\omega ,\gamma )}H_{\gamma ^1\omega }U_{(\omega ,\gamma )}^{},$$

for all $`\gamma \mathrm{\Gamma }`$ and $`\omega \mathrm{\Omega }`$, and if the potential $`V:\mathrm{\Omega }\times X`$ is jointly measurable, nonnegative and $`V_\omega =V(\omega ,)L_{loc}^1(X)`$, for all $`\omega \mathrm{\Omega }`$.

For technical reasons we require that the $`\sigma `$-algebra $`_\mathrm{\Omega }`$ is countably generated. This can always be established by changing to an equivalent version of the defining stochastic processes given by the random potential and the random metric. This has been done for the potential explicitely in Remark 2.8 of \[LPVb\].

In Section 3 we extend the standard notion of measurability for a family of operators acting on a fixed Hilbert space \[KM82\] to operators acting on varying Hilbert spaces. This leads to the fundamental

###### Theorem 1.

A random operator $`\{H_\omega \}_{\omega \mathrm{\Omega }}`$ is a measurable family of operators.

From this theorem and the results of \[LPVb\] we immediately obtain the following result. (Note that $`\sigma _{pp}`$ denotes the closure of the set of eigenvalues.)

###### Theorem 2.

There exist $`\mathrm{\Omega }^{}\mathrm{\Omega }`$ of full measure and $`\mathrm{\Sigma },\mathrm{\Sigma }_{}`$, such that $`\sigma (H_\omega )=\mathrm{\Sigma },\sigma _{}(H_\omega )=\mathrm{\Sigma }_{}\text{ for all }\omega \mathrm{\Omega }^{}`$ where $`=disc,ess,ac,sc,pp`$. Moreover, $`\mathrm{\Sigma }_{disc}=\mathrm{}`$.

The above two theorems and the framework underlying their proofs complete our investigation of (A) and (B) of the introduction.

Next, we introduce the (abstract) density of states for a random operator $`\{H_\omega \}`$ as the measure on $``$, given by

(2)
$$\rho _H(f):=\frac{𝔼\left[tr\left(\chi _{}f(H_{})\right)\right]}{𝔼\left[\mathrm{vol}_{}()\right]},f\text{ bounded, measurable.}$$

Here $`X`$ is a precompact $`\mathrm{\Gamma }`$-fundamental domain with piecewise smooth boundary, $`𝔼`$ denotes the expectation with respect to $``$ and $`tr=tr_\omega `$ is the trace on the Hilbert space $`L^2(X,\mathrm{vol}_\omega )`$, where we suppress the index $`\omega `$ in the following. The expression (2) is closely related to a trace $`\tau `$ of a von Neumann algebra, as discussed in Section 4 and summarized in

###### Theorem 3.

$`\rho _H`$ is a spectral measure for the direct integral operator

$$H:=_{\mathrm{\Omega }}^{}{}_{}{}^{}H_\omega 𝑑(\omega )$$

and $`\rho _H(f)`$ and $`\tau (f(H))`$ coincide for arbitrary bounded measurable $`f`$ on $``$, up to a fixed constant factor. In particular, the almost sure spectrum $`\mathrm{\Sigma }`$ coincides with the topological support $`\{\lambda :\rho (]\lambda ϵ,\lambda +ϵ[)>0\text{for all }ϵ>0\}`$ of $`\rho _H`$.

Recall that a measure $`\varphi `$ on $``$ is a spectral measure for selfadjoint operator $`H`$ with spectral family $`E_H`$ if, for Borel measurable $`B`$, $`\varphi (B)=0E_H(B)=0`$.

To state our main result (see (C) of the introduction), it is indispensable to assume that the underlying discrete group $`\mathrm{\Gamma }`$ is amenable. We introduce restrictions of operators on $`X`$ to open sets $`DX`$ with $`\mathrm{vol}_\omega (D)<\mathrm{}`$. The restriction of $`H_\omega `$ to $`D`$ with Dirichlet boundary conditions (b.c.) will be denoted by $`H_\omega ^D`$. The restriction $`H_\omega ^D`$ is again selfadjoint, bounded below and has purely discrete spectrum. Therefore, we may enumerate its eigenvalues in increasing order, counting multiplicities: $`\lambda _1(H_\omega ^D)\lambda _2(H_\omega ^D)\mathrm{}\lambda _i(H_\omega ^D)\mathrm{}`$. We define the normalized eigenvalue counting function as

(3)
$$N_\omega ^D(\lambda )=\frac{\mathrm{\#}\{i\lambda _i(H_\omega ^D)<\lambda \}}{\mathrm{vol}_\omega (D)}.$$

$`N_\omega ^D`$ is a distribution function and has countably many discontinuity points.

Amenability of $`\mathrm{\Gamma }`$ guarantees the existence of an exhaustion of $`X`$ by open sets $`\{D^j\}_j`$ with very strong additional properties, see Section 7. Such an exhaustion $`\{D^j\}_j`$ is called an admissible sequence of subsets of $`X`$. For the associated restricted operators we use the shorthand $`H_\omega ^j=H_\omega ^{D^j}`$ and, similarly, $`N_\omega ^j=N_\omega ^{D^j}`$. Our main result establishes the selfaveraging property of the IDS and expresses it by a Šubin type trace formula \[Šub79, Šub82\]:

###### Theorem 4.

Let $`\{D^j\}_j`$ be an admissible sequence and $`\{H_\omega \}_\omega `$ be as above. There exists a set $`\mathrm{\Omega }^{}`$ of full measure such that

$$\underset{j\mathrm{}}{lim}N_\omega ^j(\lambda )=\rho _H(]\mathrm{},\lambda [),$$

for every $`\omega \mathrm{\Omega }^{}`$ and every point $`\lambda `$ with $`\rho _H(\{\lambda \})=0`$.

The distribution function of $`\rho _H`$ is denoted by $`N_H`$ and is called the integrated density of states (IDS) of the random operator $`\{H_\omega \}`$, i.e.,

$$N_H(\lambda )=\rho _H(]\mathrm{},\lambda [).$$

Since $`N_H`$ can be obtained by an exhaustion procedure $`D^jX`$ without integrating over $`\mathrm{\Omega }`$ explicitly, it is called selfaveraging. The proof of Theorem 4 in Section 7 actually also establishes the following result. For a set $`D^jX`$ in an admissible sequence denote

(4)
$$N_\omega ^{j,f}(\lambda ):=\frac{tr\left(\chi _{D^j}E_\omega (\lambda )\right)}{\mathrm{vol}_\omega (D^j)}.$$

Here, the superscript $`f`$ stands for the fact that this finite volume IDS is defined without the use (i.e. free) of boundary conditions.

###### Corollary 2.3.

For almost every $`\omega \mathrm{\Omega }`$ the convergence $`lim_j\mathrm{}N_\omega ^{j,f}(\lambda )=N_H(\lambda )`$ holds at every continuity point $`\lambda `$ of $`N_H`$.

This means that in the macroscopic limit $`D^jX`$ it is not felt whether the restriction of the operator in space, or the projection on an energy interval took place first.

For simplicity, we have so far assumed the potentials $`V`$ to be nonnegative. It suffices to assume that the $`V_\omega `$ are uniformly bounded below by a constant $`C`$ not depending on $`\omega \mathrm{\Omega }`$. Then our results apply to the shifted operator family $`\{H_\omega C\}_{\omega \mathrm{\Omega }}`$. Since $`N_{HC}(\lambda C)=N_H(\lambda )`$ for all $`\lambda `$, and similarly for the normalized eigenvalue counting functions, the results carry over to the original operators.

## 3. Quadratic forms and measurability

In this section we give a precise definition of the operators we are dealing with and show their measurability.

To introduce our operators, we will use quadratic forms. The relevant theory can be found, e.g., in the first two sections of \[Dav89\]. It is developed there for $`X=^n`$ but carries directly over to arbitrary manifolds $`X`$.

We abbreviate the scalar product in the tangent space by

$$v,w_\omega :=g_\omega (x)(v,w)\text{ for all }v,wT_xX.$$

For $`DX`$ open and each $`\omega \mathrm{\Omega }`$ we define the quadratic forms

$$\stackrel{~}{Q}(\mathrm{\Delta }_\omega ^D):C_c^{\mathrm{}}(D)\times C_c^{\mathrm{}}(D),(f,h)_Df(x),h(x)_\omega 𝑑\mathrm{vol}_\omega (x)$$

and

$$\stackrel{~}{Q}(V_\omega ^D):C_c^{\mathrm{}}(D)\times C_c^{\mathrm{}}(D),(f,h)_Df(x)V_\omega (x)h(x)𝑑\mathrm{vol}_\omega (x).$$

These forms are closable and their closures $`Q(\mathrm{\Delta }_\omega ^D)`$ and $`Q(V_\omega ^D)`$, respectively, give rise to selfadjoint nonnegative operators $`\mathrm{\Delta }_\omega ^D`$ and $`V_\omega `$. Next, consider the form

$$\stackrel{~}{Q}(H_\omega ^D):C_c^{\mathrm{}}(D)\times C_c^{\mathrm{}}(D),(f,h)Q(\mathrm{\Delta }_\omega ^D)(f,h)+Q(V_\omega ^D)(f,h).$$

This form is closable, the closure $`Q(H_\omega ^D)`$ is the form sum of $`Q(\mathrm{\Delta }_\omega ^D)`$ and $`Q(V_\omega ^D)`$, and $`Q(H_\omega ^D)`$ induces, again, a selfadjoint operator (see \[Dav89, Thm. 1.8.1\]). Of course, for smooth $`V`$ and $`fC_c^{\mathrm{}}(D)`$ we have $`H_\omega ^Df(x)=\mathrm{\Delta }_\omega f(x)+V(x)f(x)`$. The form $`Q(H_\omega ^D)`$ is a Dirichlet form (see \[Dav89, Thm. 1.3.5\]), i.e., it satisfies

$$\mathrm{exp}(tH_\omega ):L^{\mathrm{}}(D,\mathrm{vol}_\omega )L^{\mathrm{}}(D,\mathrm{vol}_\omega )\text{is a contraction for every }t>0$$

and

$$\mathrm{exp}(tH_\omega ):L^2(D,\mathrm{vol}_\omega )L^2(D,\mathrm{vol}_\omega )\text{ is positivity preserving for every }t>0.$$

Semigroups $`e^{tH}`$ associated to Dirichlet forms are called symmetric Markov semigroups.

There exist positive, smooth functions $`\rho _\omega C^{\mathrm{}}(X)`$ such that

$$_Xf(x)𝑑\mathrm{vol}_0(x)=_Xf(x)\rho _\omega (x)𝑑\mathrm{vol}_\omega (x).$$

More explicitly, $`\rho _\omega (x)`$ is given by

$$\rho _\omega (x)=\left(detg_0(e_i^\omega ,e_j^\omega )\right)^{1/2}=\left(detg_\omega (e_i^0,e_j^0)\right)^{1/2},$$

where $`e_1^0,\mathrm{},e_d^0T_xX`$ is any base of $`T_xX`$ orthonormal w.r.t. $`g_0`$ and $`e_1^\omega ,\mathrm{},e_d^\omega T_xX`$ is any base orthonormal w.r.t. $`g_\omega `$. Consequently, the operators

$$S_\omega :L^2(D,\mathrm{vol}_0)L^2(D,\mathrm{vol}_\omega ),S_\omega (f)=\rho _\omega ^{1/2}f$$

are unitary. The $`L^2`$-products on $`L^2(D,\mathrm{vol}_0)`$ and on $`L^2(D,\mathrm{vol}_\omega )`$ are denoted by $`(,)_0`$ and $`(,)_\omega `$, respectively. The corresponding norms are denoted by $`_0`$ and $`_\omega `$.

It follows from property (M2) of Definition 2.1 that

(5)
$$C_g^{n/2}\rho _\omega (x)C_g^{n/2}\text{for all}xD,\omega \mathrm{\Omega }.$$

Now we introduce the notion of measurability of a family of selfadjoint operators, indexed by the elements of $`\mathrm{\Omega }`$. It is a modification of the definition from \[KM82\] to operators with varying domains of definition.

###### Definition 3.1.

A family of selfadjoint operators $`\{H_\omega \}_\omega `$, where the domain of $`H_\omega `$ is a dense subspace $`𝒟_\omega `$ of $`L^2(D,\mathrm{vol}_\omega )`$, is called a measurable family of operators if

(6)
$$\omega (f_\omega ,F(H_\omega )f_\omega )_\omega $$

is measurable for all bounded, measurable functions $`F:`$ and all $`f:\mathrm{\Omega }\times D`$ measurable with $`f_\omega L^2(D,\mathrm{vol}_\omega )`$, $`f_\omega (x)=f(\omega ,x)`$, for every $`\omega \mathrm{\Omega }`$.

###### Remark 3.2.

In our setting, due to (M2), the above definition can be slightly simplified. Namely, a family of operators $`\{H_\omega \}_\omega `$ is measurable if and only if

(7)
$$\omega (f,F(H_\omega )f)_\omega \text{ is measurable }$$

for all $`F:,FL^{\mathrm{}}`$ and all $`fL^2(D,\mathrm{vol}_0)`$. (Note that, due to (M2), $`L^2(D,\mathrm{vol}_0)`$ and $`L^2(D,\mathrm{vol}_\omega )`$ coincide for all $`\omega \mathrm{\Omega }`$ as sets, though not in their scalar product.)

To see this, note that (7) implies the same statement for $`f(\omega ,x)`$ replaced by $`h(\omega ,x)=g(\omega )f(x)`$ where $`gL^2(\mathrm{\Omega })`$ and $`fL^2(D,\mathrm{vol}_0)`$. Such functions form a total set in $`L^2(\mathrm{\Omega }\times D,\mathrm{vol})`$.

Now, consider a measurable $`h:\mathrm{\Omega }\times D`$ such that $`h_\omega :=h(\omega ,)L^2(D,\mathrm{vol}_\omega )`$ for every $`\omega \mathrm{\Omega }`$. Then $`h^n(\omega ,x):=\chi _{h,n}(\omega )h(\omega ,x)`$ is in $`L^2(\mathrm{\Omega }\times D,\mathrm{vol})`$ where $`\chi _{h,n}`$ denotes the characteristic function of the set $`\{\omega |h_\omega _{L^2(D,\mathrm{vol}_\omega )}n\}`$. Since $`\chi _{h,n}1`$ pointwise on $`\mathrm{\Omega }`$ for $`n\mathrm{}`$ we obtain

$$(h_\omega ^n,F(H_\omega )h_\omega ^n)_\omega (h_\omega ,F(H_\omega )h_\omega )_\omega $$

which shows that $`\{H_\omega \}_\omega `$ is a measurable family of operators.

The following proposition (and its proof) is a variant of Proposition 3 in \[KM82\]. It suits our purposes and shows that our notion of measurability is compatible with theirs: Let $`\{A_\omega \}_\omega `$ be a family of densely defined nonnegative selfadjoint operators on a fixed Hilbert space $``$. Denote by $`\stackrel{~}{\mathrm{\Sigma }}=\overline{_\omega \sigma (A_\omega )}`$ the closure of all spectra and by $`_i`$ the the following classes of functions: $`_1=\{\chi _{]\mathrm{},\lambda [}|\lambda 0\}`$, $`_2=\{xe^{itx}|t\}`$, $`_3=\{xe^{tx}|t0\}`$, $`_4=\{x(zx)^1|z\stackrel{~}{\mathrm{\Sigma }}\}`$, $`_5=_4(z_0)=\{x(z_0x)^1\}`$ for a fixed $`z_0\stackrel{~}{\mathrm{\Sigma }}`$, $`_6=C_b=\{f:|f\text{ bounded, continuous}\}`$, and $`_7=L^{\mathrm{}}=\{f:|f\text{ bounded, measurable}\}`$.

###### Proposition 3.3.

The following properties are equivalent:

$$(𝐅_i)\omega f,F(A_\omega )h_{}\text{ is measurable for all }f,h\text{ and }F_i,$$

where $`i=1,\mathrm{},7`$.

###### Proof.

For the equivalence of (F4) and (F5) we assume $`d(z_0,\stackrel{~}{\mathrm{\Sigma }})=\delta `$ and that $`(z_0H_\omega )^1`$ is weakly measurable. Using a Neumann series expansion as in \[RS80, Theorem VI.5\] one infers the weak measurability of $`(zH_\omega )^1`$ for all $`z`$ with $`d(z,z_0)<\delta `$. Iterating this argument, we obtain measurability of $`(zH_\omega )^1`$ for all $`z\backslash \stackrel{~}{\mathrm{\Sigma }}`$.

Now, by the Stone/Weierstrass theorem we obtain the equivalence of (F2), (F3), (F4), (F5), (F6).

The equivalence of (F1) and (F7) follows by monotone class arguments.

As (F7) $``$ (F6) is clear, it only remains to prove (F6) $``$ (F1). This is immediate as every characteristic function $`\chi _{]\mathrm{},\lambda [}`$ is a pointwise monotone limit of continuous functions. ∎

We prove now that the random operator $`\{H_\omega \}`$ introduced in Section 2 is measurable in the sense of Definition 3.1. The first step in the proof is to pull all operators $`\{H_\omega \}_\omega `$ on the same Hilbert space by the unitary transformation $`S_\omega `$ and to show the following comparability property of the associated quadratic forms:

###### Proposition 3.4.

Let the selfadjoint operators

$$A_\omega :(S_\omega )^1𝒟(\mathrm{\Delta }_\omega ^D)L^2(D,\mathrm{vol}_0)L^2(D,\mathrm{vol}_0)$$

be defined by $`A_\omega :=(S_\omega )^1\mathrm{\Delta }_\omega ^DS_\omega `$. Let $`Q_0,Q_\omega `$ be the quadratic forms associated to the operators $`\mathrm{\Delta }_0^D`$ and $`A_\omega `$. Then there is a constant $`C_A`$ such that

(8)
$$C_A^1\left(Q_0(f,f)+f_0^2\right)Q_\omega (f,f)+f_0^2C_A\left(Q_0(f,f)+f_0^2\right).$$

for all $`fC_c^{\mathrm{}}(D)`$ and $`\omega \mathrm{\Omega }`$. Moreover, there exists a dense subspace $`𝒟L^2(D,\mathrm{vol}_0)`$ with $`𝒟=𝒟(A_\omega ^{\frac{1}{2}})=𝒟((\mathrm{\Delta }_0^D)^{\frac{1}{2}})`$ for every $`\omega \mathrm{\Omega }`$ and (8) holds for every $`f𝒟`$.

###### Proof.

Direct calculation for $`fC_c^{\mathrm{}}(D)`$ shows

(9)
$$Q_\omega (f,f)=(S_\omega f,\mathrm{\Delta }_\omega S_\omega f)_\omega 2\left(\rho _\omega ^{1/2}_\omega f_\omega ^2+f_\omega \rho _\omega ^{1/2}_\omega ^2\right).$$

To bound $`\rho _\omega ^{1/2}_\omega f_\omega ^2`$ we consider the $`n\times n`$-matrix $`A=(a_{ij})`$ defined by $`e_i^0=_{j=1}^na_{ij}e_j^\omega `$. A calculation using (M2) in Definition 2.1 shows $`C_g^1AA^{}C_g`$. This implies

(10)
$$C_g^1|_\omega f(x)|_\omega ^2|_0f(x)|_0^2C_g|_\omega f(x)|_\omega ^2.$$

and thus

$$\rho _\omega ^{1/2}_\omega f_\omega ^2=_D|_\omega f(x)|_\omega ^2𝑑\mathrm{vol}_0(x)C_g_D|_0f(x)|_0^2𝑑\mathrm{vol}_0(x)=C_gQ_0(f,f).$$

To estimate $`f_\omega \rho _\omega ^{1/2}_\omega ^2`$ we use (5), (10) and (M3) of Definition 2.1 to calculate

$`f_\omega \rho _\omega ^{1/2}_\omega ^2C_g^{1+n/2}{\displaystyle _D}|_0\rho _\omega (x)|_0^2f^2(x)𝑑\mathrm{vol}_\omega (x)C_g^{1+n}C_\rho ^2f_0^2.`$
By symmetry, there is also an estimate of the form

$$C_A^1\left(Q_0(f,f)+f_0^2\right)Q_\omega (f,f)+f_\omega ^2,$$

for all $`fC_c^{\mathrm{}}(D)`$, and the first statement is proven. The statement follows now from (8), as $`C_c^{\mathrm{}}(D)`$ is a core for $`Q_0`$ and $`Q_\omega `$. ∎

###### Proposition 3.5 (see Prop. 1.2.6. in \[Sto01\]).

Let $`Q_\omega `$, $`\omega \mathrm{\Omega }`$ and $`Q_0`$ be nonnegative closed quadratic forms with the following properties:

* $`Q_\omega `$, $`\omega \mathrm{\Omega }`$ and $`Q_0`$ are defined on the same dense subset $`𝒟`$ of a fixed Hilbert space $``$.
* There is a fixed constant $`C>0`$ such that

$$C^1\left(Q_0(f,f)+f_0^2\right)Q_\omega (f,f)+f_0^2C\left(Q_0(f,f)+f_0^2\right).$$
* The map $`\omega Q_\omega (f,f)`$ is measurable, for every $`f𝒟`$.

Then the family $`\{H_\omega \}_\omega `$ of associated selfadjoint operators satisfies the equivalent properties of Proposition 3.3.

The foregoing propositions allow us to show the following:

###### Proposition 3.6.

The family $`\{A_\omega \}_\omega `$ of Proposition 3.4 is a measurable family of operators.

###### Proof.

Since $`C_c^{\mathrm{}}(D)`$ is a core for $`Q_\omega `$ for all $`\omega `$, the closures of this set with respect to one of the equivalent norms in (8) coincide, which shows assumption (P1) of Proposition 3.5. (P2) is just (8) and (P3) is obvious for $`fC_c^{\mathrm{}}(D)`$. It then follows by approximation for all $`f𝒟`$

###### Proof of Theorem 1.

For $`n`$ and $`\omega \mathrm{\Omega }`$, define bounded functions $`V_\omega ^n:X`$ by $`V_\omega ^n(x):=\mathrm{min}\{n,V_\omega (x)\}`$. Thus, the operator sum $`A_\omega ^n:=A_\omega +V_\omega ^n`$ is well defined, where $`A_\omega `$ is as in Proposition 3.4 and $`D=X`$. Moreover, by \[KM82, Prop. 2.4\] and Proposition 3.6, the family of operators $`A_\omega ^n`$ is measurable. In particular, the corresponding semigroups $`\omega \mathrm{exp}(tA_\omega ^n)`$, $`t>0`$, are weakly measurable. Now, obviously, the forms of $`A_\omega ^n`$ converge monotonously towards the form of $`A_\omega ^{\mathrm{}}:=A_\omega +V_\omega `$. By \[Kat80, Thms. VIII.3.13a and IX.2.16\], this implies that the semigroups of $`A_\omega ^n`$ converge weakly towards the semigroup $`\omega \mathrm{exp}(tA_\omega ^{\mathrm{}})`$ for $`n\mathrm{}`$, and the measurability of the family $`A_\omega ^{\mathrm{}}`$ follows. Finally, this implies measurability of the family $`H_\omega `$, since $`H_\omega =S_\omega A_\omega ^{\mathrm{}}S_{\omega }^{}{}_{}{}^{1}`$ and $`S_\omega `$ is multiplication with the measurable function $`(x,\omega )\rho _\omega (x)`$. ∎

The same arguments show measurability of the restricted operators $`\{H_\omega ^D\}_\omega `$.

## 4. Abstract spectral properties of random operators

We saw in the last section that a random operator $`\{H_\omega \}_\omega `$ is a measurable family of operators. This enables us to make use of the results derived in \[LPVb\] for random operators in an abstract setting. The following information can be inferred from the cited source.

###### Definition 4.1.

A family $`\{A_\omega \}_{\omega \mathrm{\Omega }}`$ of bounded operators $`A_\omega :L^2(X,\mathrm{vol}_\omega )L^2(X,\mathrm{vol}_\omega )`$ is called a bounded random operator if it satisfies:

1. $`\omega g_\omega ,A_\omega f_\omega `$ is measurable for arbitrary $`f,gL^2(\mathrm{\Omega }\times X,\mathrm{vol})`$.
2. There exists a $`C0`$ with $`A_\omega C`$ for almost all $`\omega \mathrm{\Omega }`$.
3. For all $`\omega \mathrm{\Omega },\gamma \mathrm{\Gamma }`$ the equivariance condition $`A_\omega =U_{(\omega ,\gamma )}A_{\gamma ^1\omega }U_{(\omega ,\gamma )}^{}`$is satisfied.

Two bounded random operators $`\{A_\omega \}_\omega ,\{B_\omega \}_\omega `$ are called equivalent, $`\{A_\omega \}_\omega \{B_\omega \}_\omega `$, if $`A_\omega =B_\omega `$ for $``$-almost every $`\omega \mathrm{\Omega }`$. Each equivalence class of bounded random operators $`\{A_\omega \}_\omega `$ gives rise to a bounded operator $`A`$ on $`L^2(\mathrm{\Omega }\times X,\mathrm{vol})`$ by $`(Af)(\omega ,x):=A_\omega f_\omega (x)`$, see Appendix A in \[LPVb\]. This allows us to identify the equivalence class of $`\{A_\omega \}_\omega `$ with the bounded operator $`A`$.

By (1) and the last section, the resolvents, spectral projections and the semigroup associated to $`\{H_\omega \}_\omega `$ are all bounded random operators. Theorem 3.1 in \[LPVb\] states that the set of bounded random operators forms a von Neumann algebra $`𝒩`$. Choose a measurable $`u:\mathrm{\Omega }\times X^+`$ with $`_{\gamma \mathrm{\Gamma }}u_{\gamma ^1\omega }(\gamma ^1x)1`$ on $`\mathrm{\Omega }\times X`$ and define the mapping

$$\tau (A):=𝔼\left[tr(u_{}A_{})\right]$$

on the set of non-negative operators in $`𝒩`$. This $`\tau `$ is independent of $`u`$ (chosen as above) and defines a trace on $`𝒩`$ of type II, which is closely related to the IDS. Namely, the spectral projections $`\{E_\omega (\lambda )\}_\omega `$ onto the interval $`]\mathrm{},\lambda [`$ of a random operator $`\{H_\omega \}_\omega `$ form a bounded random operator. Thus it is an element of $`𝒩`$ and agrees with the spectral projection of $`H:=_\mathrm{\Omega }^{}H_\omega 𝑑(\omega )`$ onto $`]\mathrm{},\lambda [`$. Hence $`\tau (E(\lambda ))`$ is well defined and the choice $`u_\omega (x)=\chi _{}(x)`$ yields the identity $`\tau (E(\lambda ))=𝔼(\mathrm{vol}_{})N_H(\lambda )`$, where $``$ is a fundamental domain as discussed after (2).

Now, Theorems 2 and 3 follow from Sections 4 and 5 of \[LPVb\].

## 5. Heat kernels

In this section we investigate existence and properties of the kernels of the semigroups $`\mathrm{exp}(tH_\omega )`$ and $`\mathrm{exp}(tH_\omega ^D)`$. It will be of particular importance to us to keep track of the dependence of the estimates both on the potential and the metric, since they vary with the random parameter $`\omega \mathrm{\Omega }`$.

We start with the kernels of the Laplacians $`\mathrm{\Delta }_\omega `$. Sobolev embedding theorems and spectral calculus directly show that

$$\mathrm{exp}(t\mathrm{\Delta }_\omega ):L^2(X,\mathrm{vol}_\omega )L^{\mathrm{}}(X,\mathrm{vol}_\omega )\text{is bounded for every }t>0.$$

Thus, $`\mathrm{exp}(t\mathrm{\Delta }_\omega )`$ is ultracontractive, and, by \[Dav89, Lemma 2.1.2\], this implies that $`\mathrm{exp}(t\mathrm{\Delta }_\omega )`$ has a kernel $`k_{\mathrm{\Delta }_\omega }`$ with

(11)
$$0k_{\mathrm{\Delta }_\omega }(t,x,y)\mathrm{exp}(t\mathrm{\Delta }_\omega )_{1,\mathrm{}}=:C_t^\omega ,\text{for almost all }x,yX\text{,}$$

where $`A_{1,\mathrm{}}`$ denotes the norm of $`A:L^1L^{\mathrm{}}`$. By the Trotter product formula we see that, for $`f0`$, $`fL^1(X,\mathrm{vol}_\omega )`$,

$$0\mathrm{exp}(tH_\omega )f(x)\mathrm{exp}(t\mathrm{\Delta }_\omega )f(x)C_t^\omega f_{L^1}$$

for almost every $`xX`$. Thus, $`\mathrm{exp}(tH_\omega ):L^1(X,\mathrm{vol}_\omega )L^{\mathrm{}}(X,\mathrm{vol}_\omega )`$ is also bounded by $`C_t^\omega `$ and we have

(12)
$$0k_\omega (t,x,y)C_t^\omega \text{for almost every }x,yX.$$

To obtain a better estimate, we show that the $`L^2`$-kernel of the heat semigroup coincides with the fundamental solution of the heat equation as defined, e.g., in \[Dod83\] or \[Cha84\] in the case of the pure Laplacian. This allows us to apply estimates of \[LY86\] for the fundamental solution. Uniqueness of the fundamental solution and its agreement with the $`L^2`$-kernel are well-known (see, e.g., \[Dod83\]). For completeness reasons, we give a short alternative functional analytic proof of this agreement based on a theorem of \[Dav89\] in the more general case with a smooth potential $`W`$.

###### Theorem 5.

Let $`\{H_\omega \}_\omega =\mathrm{\Delta }_\omega +W_\omega `$ be a random operator with smooth potential $`W_\omega C^{\mathrm{}}(X)`$. Then, the kernel $`k_\omega `$ has a nonnegative representative in $`C^{\mathrm{}}(]0,\mathrm{}[\times X\times X)`$. Moreover, we have:

* $`k_\omega `$ is a solution of the heat equation: $`(\frac{d}{dt}+\mathrm{\Delta }_\omega ^y+W_\omega )k_\omega (t,x,y)=0`$, where $`\mathrm{\Delta }_\omega ^y`$ denotes the $`\mathrm{\Delta }_\omega `$ operator acting on the variable $`y`$.
* $`k_\omega (t,x,)`$ converges weakly to the point mass in $`x`$: $`k_\omega (t,x,y)f(y)𝑑yf(x)`$, as $`t0`$, for every bounded continuous $`f`$ on $`X`$ and every $`xX`$.

###### Proof.

Mimicking the proof of \[Dav89, Thm. 5.2.1\], we infer that $`k_\omega `$ has a representative in $`C^{\mathrm{}}(]0,\mathrm{}[\times X\times X)`$. Since $`\mathrm{exp}(tH_\omega )`$ is positivity preserving, we conclude that $`k_\omega 0`$. Now, direct calculations show (HE). To show (W), we recall that $`\mathrm{exp}(tH_\omega )`$ is a contraction. Thus, by standard measure theory (see, e.g., \[Bau92, Satz 30.8\]) it suffices to consider only $`fC_c(X)`$. We can even further restrict the set of functions to $`fC_c^{\mathrm{}}(X)`$, since $`C_c^{\mathrm{}}(X)`$ is dense in $`C_c(X)`$ with respect to the $`sup`$-norm. By elliptic regularity and Sobolev embeddings, there exist $`a,b>0`$ and $`j`$ with

$`\mathrm{exp}(tH_\omega )ff_{\mathrm{}}aH_\omega ^j(\mathrm{exp}(tH_\omega )ff)_2+b\mathrm{exp}(tH_\omega )ff_2`$
for every $`t0`$. By spectral calculus, the right hand side tends to zero as $`t0`$, and the theorem is proven. ∎

To formulate the results of Li and Yau \[LY86\] which we will be using we denote by $`d_\omega :X\times X[0,\mathrm{}[`$ the Riemannian distance function on $`X`$ with respect to $`g_\omega `$, and similarly by $`d_0`$ the one with respect to the metric $`g_0`$.

###### Proposition 5.1.

For every $`t>0`$ there exist constants $`C_t>0`$, $`\alpha _t>0`$ with

(13)
$$k_{\mathrm{\Delta }_\omega }(t,x,y)C_t\mathrm{exp}\left(\alpha _td_\omega ^2(x,y)\right)$$

for all $`\omega \mathrm{\Omega }`$. In particular, the following holds:

1. $`C_t^\omega C_t`$ for every $`\omega \mathrm{\Omega }`$, where $`C_t^\omega `$ was defined in (11).
2. For all $`a>0`$, there exists a $`B_{t,a}<\mathrm{}`$ such that the estimate

$$_Xk_{\mathrm{\Delta }_\omega }^a(t,x,y)𝑑\mathrm{vol}_\omega (y)B_{t,a}$$

holds uniformly in $`xX`$ and $`\omega \mathrm{\Omega }`$. We set $`B_t:=B_{t,1}`$.

###### Proof.

Using \[LY86, Cor. 3.1\], property (M2) of Definition 2.1 and (5), we obtain the estimate (13) for the fundamental solution of the heat equation without potential. Note that the uniform lower bound $`K>\mathrm{}`$ for the Ricci curvatures of $`(X,g_\omega )`$ enters into the constant $`C_t`$. By Theorem 5 the fundamental solution agrees with the $`L^2`$-kernel of the semigroup $`\mathrm{exp}(t\mathrm{\Delta }_\omega )`$. Given this estimate, (i) and (ii) are easy consequences. Note for (ii) that the volume of metric balls of radius $`r`$ can be estimated (uniformly in $`\omega `$) from above by $`C_1\mathrm{exp}(C_2r)`$ with fixed constants $`C_1,C_2>0`$, by property (M2), (5), and the Bishop volume comparison theorem (cf. \[Cha93, Thm. 3.9\]). ∎

Proposition 5.1 can be extended to the perturbed operator. To do so we will need the Feynman-Kac formula:

$$e^{tH_\omega }f(x)=\text{E}_x(\mathrm{exp}(_0^tV_\omega (X_s)𝑑s)f(X_t)),$$

where $`\text{E}_x`$ denotes the expectation with respect to the Brownian motion $`X_t`$ starting in $`x`$. This formula on stochastically complete manifolds is presented, e.g., in \[Elw82, Thm. IX.7A\] for bounded continuous potentials. Using semigroup and integral convergence theorems in the same spirit as in the proof of \[RS75, Thm. X.68\], the validity of this formula can be extended to nonnegative, locally $`L^1`$ potentials.

###### Corollary 5.2.

For arbitrary open $`D`$ and $`t>0`$ the following holds

(14)
$$0k_\omega ^D(t,x,y)k_\omega (t,x,y)C_t\mathrm{exp}(\alpha _td_\omega ^2(x,y)),$$

for almost all $`x,yD`$. The constants are as in the previous proposition. In particular, the integral estimate in 5.1(ii) holds also for the perturbed operator, for almost all $`xX`$.

###### Proof.

Using the Feynman-Kac formula, we obtain

$$\begin{array}{c}0_Xk_\omega (t,x,y)f(y)𝑑y=\text{E}_x(\mathrm{exp}(_0^tV_\omega (X_s)𝑑s)f(X_t))\hfill \\ \hfill \text{E}_x(f(X_t))=_Xk_{\mathrm{\Delta }_\omega }(t,x,y)f(y)𝑑y,\end{array}$$

for all nonnegative $`fL^2(X,\mathrm{vol}_\omega )`$. Proposition 5.1 implies

$$0k_\omega (t,x,y)k_{\mathrm{\Delta }_\omega }(t,x,y)C_t\mathrm{exp}(\alpha _td_\omega ^2(x,y)),$$

for almost all $`x,yX`$. The inequality for the Dirichlet operator follows by so called *domain monotonicity*, see e.g. \[Dav89, Thm. 2.1.6\]. The proof of this theorem carries directly over from $`^n`$ to manifolds. ∎

Finally, note that, for $`\mathrm{vol}_\omega (D)<\mathrm{}`$, the estimate $`0k_\omega ^D(t,x,y)C_t`$ implies that $`\mathrm{exp}(tH_\omega ^D)`$ is a Hilbert-Schmidt operator and thus $`H_\omega ^D`$ has purely discrete spectrum by the spectral mapping theorem.

## 6. The principle of not feeling the boundary

In this section we show that the semigroups associated to our random operators satisfy a principle of not feeling the boundary.

Let $`D`$ be a open set on the manifold $`X`$. One expects the difference between the Dirichlet heat kernel $`k_{H^D}(t,x,y)`$ and $`k_H(t,x,y)`$ to be small as long as $`t>0`$ is small and $`x`$ and $`y`$ stays away from the boundary of $`D`$. This phenomenon is called principle of not feeling the boundary. To treat it rigorously, we introduce the notion of thickened boundary. For $`h>0`$, let $`_hD:=\{xX|d_0(x,D)h\}`$ and $`D_h`$ be the interior of the set $`D_hD`$. Note that (M2) of Definition 2.1 implies the following inequalities

$$C_g^1d_0(x,y)d_\omega (x,y)C_gd_0(x,y).$$

The main result of this section is the following:

###### Theorem 6.

For all $`t,ϵ>0`$, there exists an $`h=h(t,ϵ)>0`$ such that for every open set $`DX`$ and all $`\omega \mathrm{\Omega }`$, we have

$$0k_\omega (t,x,y)k_\omega ^D(t,x,y)ϵ,$$

for almost all $`x,yD_h`$.

The Proof of the Theorem follows from the next two propositions. More precisely, in view of the next proposition, it is enough to prove the theorem for vanishing potential. This, however, is accomplished in Proposition 6.3.

Let $`\tau _x^D`$ denote the first exit time from $`D`$ for Brownian motion starting in $`x`$.

###### Proposition 6.1.

The following statements are equivalent.

(i) For all $`t,ϵ>0`$, there exists an $`h=h(t,ϵ)>0`$ such that for every open set $`DX`$ and all $`\omega \mathrm{\Omega }`$, we have

$$0k_{\mathrm{\Delta }_\omega }(t,x,y)k_{\mathrm{\Delta }_\omega ^D}(t,x,y)ϵ,$$

for almost all $`x,yD_h`$.

(ii) For all $`t,ϵ>0`$, there exists an $`h=h(t,ϵ)>0`$ such that for every open set $`DX`$ and all $`\omega \mathrm{\Omega }`$

$$\text{E}_x(\chi _{D_h}(X_t)\chi _{\tau _x^D<t})ϵ,$$

for almost every $`xD_h`$.

(iii) For every random operator $`\{H_\omega \}`$ and for all $`t,\delta >0`$, there exists an $`r=r(t,ϵ,H)>0`$ such that for every open set $`DX`$ and all $`\omega \mathrm{\Omega }`$, we have

$$0k_\omega (t,x,y)k_\omega ^D(t,x,y)\delta ,$$

for almost all $`x,yD_r`$.

###### Proof.

(i)$``$(ii). By the Feynman-Kac formula for the unperturbed $`\mathrm{\Delta }_\omega `$-operator, we have

$$\text{E}_x(\chi _{D_h}(X_t)\chi _{\{\tau _x^D<t\}})=[k_{\mathrm{\Delta }_\omega }(t,x,y)k_{\mathrm{\Delta }_\omega ^D}(t,x,y)]\chi _{D_h}(y)𝑑y$$

which can be bounded using the Hölder inequality and domain monotonicity by

$$\begin{array}{c}\underset{yD_h}{\mathrm{ess}\mathrm{sup}}|k_{\mathrm{\Delta }_\omega }(t,x,y)k_{\mathrm{\Delta }_\omega ^D}(t,x,y))|^{\frac{1}{2}}(k_{\mathrm{\Delta }_\omega }(t,x,y)k_{\mathrm{\Delta }_\omega ^D}(t,x,y))^{\frac{1}{2}}\chi _{D_h}(y)dy\hfill \\ \hfill \underset{yD_h}{\mathrm{ess}\mathrm{sup}}|k_{\mathrm{\Delta }_\omega }(t,x,y)k_{\mathrm{\Delta }_\omega ^D}(t,x,y)|^{\frac{1}{2}}k_{\mathrm{\Delta }_\omega }(t,x,y)^{\frac{1}{2}}\chi _{D_h}(y)𝑑y\end{array}$$

The first term can be seen to be small by (i) for almost every $`xD_h`$, and the second term is bounded by $`B_{t,1/2}`$, due to Proposition 5.1 (ii).

(ii)$``$(iii). We have to show that

$$\chi _{D_h}(\mathrm{exp}(tH_\omega )\mathrm{exp}(tH_\omega ^D))\chi _{D_h}:L^1(D_h,\mathrm{vol}_\omega )L^{\mathrm{}}(D_h,\mathrm{vol}_\omega )$$

is arbitrarily small for $`h`$ large enough (independently of $`\omega `$ and $`D`$). Let $`R:=\mathrm{exp}(\frac{t}{2}H_\omega )\mathrm{exp}(\frac{t}{2}H_\omega ^D)`$. Note that

$$e^{\frac{t}{2}H_\omega ^D}_{12}\sqrt{B_{t/2,2}},$$

by Corollary 5.2. Thus, since

$$\chi _{D_h}(e^{tH_\omega }e^{tH_\omega ^D})\chi _{D_h}=\chi _{D_h}e^{\frac{t}{2}H_\omega }R\chi _{D_h}+\chi _{D_h}Re^{\frac{t}{2}H_\omega ^D}\chi _{D_h}$$

and by duality

$$R\chi _{D_h}_{12}=\chi _{D_h}R_2\mathrm{}$$

it suffices to show that

$$\chi _{D_h}(\mathrm{exp}(tH_\omega )\mathrm{exp}(tH_\omega ^D))\chi _{D_h}:L^2(D_h,\mathrm{vol}_\omega )L^{\mathrm{}}(D_h,\mathrm{vol}_\omega )$$

is arbitrarily small for $`h`$ large enough (independently of $`\omega `$ and $`D`$). Using the Feynman-Kac Formula for the perturbed operator, we obtain

$`(\mathrm{exp}(tH_\omega )\mathrm{exp}(tH_\omega ^D))f(x)`$
$`=`$ $`\text{E}_x(\mathrm{exp}({\displaystyle _0^t}V_\omega (X_s)𝑑s)\chi _{D_h}(X_t)f(X_t)\chi _{\{\tau _D^x<t\}})`$
$``$ $`\text{E}_x(f(X_t)^2)^{\frac{1}{2}}\text{E}_x(\chi _{D_h}(X_t)\chi _{\{\tau _D^x<t\}})^{\frac{1}{2}}`$
$``$ $`({\displaystyle _X}k_\omega (t,x,y)|f(y)|^2𝑑y)^{\frac{1}{2}}\text{E}_x(\chi _{D_h}(X_t)\chi _{\{\tau _D^x<t\}})^{\frac{1}{2}}`$
$``$ $`C_{t}^{}{}_{}{}^{1/2}f_2\text{E}_x(\chi _{D_h}(X_t)\chi _{\{\tau _D^x<t\}})^{\frac{1}{2}}.`$
The proof is finished by invoking (ii).

(iii)$``$(i). This is immediate by choosing $`V_\omega 0`$. ∎

The following lemma is an adaptation of Proposition 1.1 in \[Tay96, Chp. 6\]. It is useful in our proof of “not feeling the boundary”:

###### Lemma 6.2 (Maximum principle for heat equation with nonnegative potential).

Let $`DX`$ be open with compact closure, $`V0`$, and $`uC([0,T[\times \overline{D})C^2(]0,T[\times D)`$ be a solution of the heat equation $`\frac{}{t}u+(\mathrm{\Delta }+V)u=0`$ on $`]0,T[\times D`$ with nonnegative supremum $`s=sup\{u(t,x)(t,x)[0,T[\times \overline{D}\}`$. Then,

$$s=\mathrm{max}\{\underset{x\overline{D}}{\mathrm{max}}u(0,x),\underset{[0,T[\times D}{sup}u(t,x)\}.$$

###### Proof.

It suffices to prove that, for any $`c0`$, the assumption

(15)
$$u<c\text{ on }(\{0\}\times \overline{D})([0,T[\times D)$$

implies $`uc`$ on $`[0,T[\times D`$. To this aim we introduce the auxiliary function $`u_\delta (t,x)=u(t,x)\delta t`$, $`\delta >0`$, and show that (15) implies $`u_\delta (t_0,x_0)<c`$ on $`[0,T[\times D`$.

Assume that the conclusion is wrong. Then there exists $`(t_0,x_0)]0,T[\times D`$ such that $`u_\delta (t_0,x_0)c`$. By continuity the function $`f(t):=\mathrm{max}_{x\overline{D}}u_\delta (t,x)`$ is well defined and $`t_1:=\mathrm{min}_{t0}\{t|f(t)=c\}`$ exists. By (15), we have $`0<t_1t_0`$, and there exists an $`x_1D`$ such that $`u_\delta (t_1,x_1)=c`$.

On the one hand we have $`\frac{u_\delta }{t}(t_1,x_1)0`$ and, on the other, since $`u_\delta (t_1,)`$ has a global maximum at $`x_1`$: $`(\mathrm{\Delta }_xu_\delta )(t_1,x_1)0`$. Evaluating at $`(t_1,x_1)`$ yields the desired contradiction:

$$0\frac{u_\delta }{t}=\frac{u}{t}\delta =\mathrm{\Delta }uVu\delta \delta <0$$

We now prove the principle of not feeling the boundary for the free Laplacian using an idea of H. Weyl (cf. \[Dod81, Lemma 3.5\] for a Euclidean version).

###### Proposition 6.3.

For any fixed $`t,ϵ>0`$, there exists an $`h=h(t,ϵ)>0`$ such that for every open set $`DX`$ and all $`\omega \mathrm{\Omega }`$

$$0k_{\mathrm{\Delta }_\omega }(t,x,y)k_{\mathrm{\Delta }_\omega ^D}(t,x,y)ϵ,$$

for all $`xD,yD_h`$.

###### Proof.

We prove that the proposition is true for any $`h>0`$ satisfying

$$C_t\mathrm{exp}(\alpha _tC_g^2(h/2)^2)ϵ.$$

Let $`\omega \mathrm{\Omega }`$ be fixed, and $`f_\delta C_0^{\mathrm{}}(B_\delta (y))`$, with $`0<\delta <h/2`$, be a nonnegative approximation of the $`\delta _y`$-distribution at $`yD_h`$. Here, $`B_\delta (y)`$ denotes the open $`d_\omega `$-ball around $`y`$ with radius $`\delta `$. Denote by $`k(t,x,y)=k_{\mathrm{\Delta }_\omega }(t,x,y)`$ the heat kernel of the semigroup $`e^{t\mathrm{\Delta }_\omega }`$ and set

$$u_1(t,x):=_Xk(t,x,z)f_\delta (z)𝑑\mathrm{vol}_\omega (z)=_Dk(t,x,z)f_\delta (z)𝑑\mathrm{vol}_\omega (z).$$

Moreover, let $`k^D(t,x,y)=k_{\mathrm{\Delta }_\omega ^D}(t,x,y)`$ be the heat kernel of the semigroup $`e^{t\mathrm{\Delta }_\omega ^D}`$ on $`D`$ with Dirichlet data on the boundary $`D`$, and set

$$u_2(t,x):=_Dk^D(t,x,z)f_\delta (z)𝑑\mathrm{vol}_\omega (z).$$

The difference $`u_1(t,x)u_2(t,x)`$ solves the differential equation $`\left(\frac{}{t}+\mathrm{\Delta }_\omega \right)u=0`$ and satisfies the initial condition $`u_1(0,x)u_2(0,x)=f_\delta (x)f_\delta (x)=0`$ for all $`xD`$. Now, by domain monotonicity we know $`k(t,x,z)k^D(t,x,z)0`$, thus

$`u_1(t,x)u_2(t,x)={\displaystyle _D}(k(t,x,z)k^D(t,x,z))f_\delta (z)𝑑\mathrm{vol}_\omega (z)0`$
for all $`t>0`$ and $`xD`$. The application of the maximum principle yields

(16)
$$u_1(t,x)u_2(t,x)\underset{]0,t]\times D}{\mathrm{max}}\left\{u_1(s,w)u_2(s,w)\right\}.$$

The expression on the right hand side can be further estimated as:

$`u_1(s,w)u_2(s,w){\displaystyle _D}k(s,w,z)f_\delta (z)𝑑\mathrm{vol}_\omega (z)={\displaystyle _{D_{h/2}}}k(s,w,z)f_\delta (z)𝑑\mathrm{vol}_\omega (z).`$
Since $`wD`$ and $`zD_{h/2}`$, we conclude with (13) in Proposition 5.1:

$$_{D_{h/2}}k(s,w,z)f_\delta (z)𝑑\mathrm{vol}_\omega (z)C_t\mathrm{exp}(\alpha _tC_g^2(h/2)^2)ϵ.$$

Taking the limit $`\delta 0`$, proves the proposition. ∎

## 7. Construction of the IDS by an exhaustion procedure

Using the strategy of \[PV02\], we show that the IDS, defined in (2), coincides with the limit of an exhaustion procedure, for almost all $`\omega \mathrm{\Omega }`$. This proves the selfaveraging property of the IDS stated in Theorem 4.

We first introduce the notion of an admissible sequence of subsets of $`X`$. As explained in \[AS93, Section 3\], let $`X`$ be a polyhedral fundamental domain of the group $`\mathrm{\Gamma }`$. Any finite subset $`I\mathrm{\Gamma }`$ defines a corresponding set

$$\varphi (I):=\mathrm{int}\left(\underset{\gamma I}{}\gamma \overline{}\right)X.$$

Now, admissible sequences are defined via tempered Følner sequences:

###### Definition 7.1.

(a) A sequence $`\{I_j\}_j`$ of finite subsets in $`\mathrm{\Gamma }`$ is called a Følner sequence if $`lim_j\mathrm{}\frac{|I_j\mathrm{\Delta }I_j\gamma |}{|I_j|}=0`$ for all $`\gamma \mathrm{\Gamma }`$.
(b) A Følner sequence $`\{I_j\}_j`$ is called a tempered Følner sequence if it is monotonously increasing and satisfies $`sup_j\frac{|I_{j+1}I_j^1|}{|I_{j+1}|}<\mathrm{}.`$
(c) A sequence $`\{D^j\}_j`$ of subsets of $`X`$ is called admissible if there exists a tempered Følner sequence $`\{I_j\}_j`$ in $`\mathrm{\Gamma }`$ with $`D^j=\varphi (I_j)`$, $`j`$.

By Lemma 2.4 in \[PV02\], an admissible sequence satisfies the isoperimetric property

(17)
$$\underset{j\mathrm{}}{lim}\frac{\mathrm{vol}_0(_dD^j)}{\mathrm{vol}_0(D^j)}=0,\text{for all }d>0.$$

Existence of a Følner sequence is a geometrical description of amenability of the group $`\mathrm{\Gamma }`$. The notion of ‘tempered Følner sequence” is due to A. Shulman \[Shu88\] and used by Lindenstrauss in the proof of the following pointwise ergodic theorem \[Lin01\].

###### Theorem 7.

(a) Every Følner sequence has a tempered subsequence. In particular, every amenable group admits a tempered Følner sequence.

(b) Let $`\mathrm{\Gamma }`$ be an amenable discrete group and $`(\mathrm{\Omega },𝒜,)`$ be a probability space. Assume that $`\mathrm{\Gamma }`$ acts ergodically on $`\mathrm{\Omega }`$ by measure preserving transformations $`\{T_\gamma \}_\gamma `$. Let $`\{I_j\}_j`$ be a tempered Følner sequence. Then we have, for every $`fL^1(\mathrm{\Omega })`$

(18)
$$\underset{j\mathrm{}}{lim}\frac{1}{|I_j|}\underset{\gamma I_j^1}{}f(T_\gamma \omega )=𝔼(f)$$

in almost-sure and $`L^1`$-topology.

The results of the last two sections are used to prove the following heat kernel lemma:

###### Lemma 7.2.

Let $`\{D^j\}`$, $`j`$, be an admissible sequence and let $`\{H_\omega \}_\omega `$ be a random operator. Then the following holds.
(a) $`sup_{\omega \mathrm{\Omega }}\mathrm{vol}_\omega (D^j)^1\left|tr(\chi _{D^j}\mathrm{exp}(tH_\omega ))tr(\mathrm{exp}(tH_\omega ^j))\right|0,n\mathrm{}.`$
(b) There exists a constant $`C>0`$ with $`tr(\chi _{}e^{tH_\omega })C`$ for all $`\omega \mathrm{\Omega }`$.
(c) The map $`\omega tr(\chi _{}e^{tH_\omega })`$ is measurable.

###### Proof.

(a) By $`\mathrm{exp}(tH)=\mathrm{exp}(\frac{t}{2}H)\mathrm{exp}(\frac{t}{2}H)`$ for arbitrary $`H0`$ and standard calculations for integral kernels, we have

(19)
$$tr(\chi _{D^j}e^{tH_\omega })=_{D^j}_{D^j}k_\omega (t/2,x,y)^2𝑑\mathrm{vol}_\omega (x)𝑑\mathrm{vol}_\omega (y)$$

and

(20)
$$tr(e^{tH_\omega ^j})=_{D^j}_{D^j}k_{H_\omega ^j}(t/2,x,y)^2𝑑\mathrm{vol}_\omega (x)𝑑\mathrm{vol}_\omega (y).$$

We express the difference of (19) and (20) using $`k_\omega ^2k_{H_\omega ^j}^2=[k_\omega k_{H_\omega ^j}][k_\omega +k_{H_\omega ^j}]`$ and use the following decomposition of the integration domain:

$$\begin{array}{c}_{D^j}_{D^j}[k_\omega (t/2,x,y)k_{H_\omega ^j}(t/2,x,y)][k_\omega (t/2,x,y)+k_{H_\omega ^j}(t/2,x,y)]𝑑\mathrm{vol}_\omega (x,y)\hfill \\ \hfill =_{_hD^j}_{_hD^j}\mathrm{}+_{D_h^j}_{_hD^j}\mathrm{}+_{_hD^j}_{D_h^j}\mathrm{}+_{D_h^j}_{D_h^j}\mathrm{}\end{array}$$

Each of the first three terms can be bounded by $`2C_{t/2}B_{t/2}\mathrm{vol}_\omega (_hD^j)`$ by inferring the following consequences of Section 5:

$$0k_{H_\omega ^j}(t/2,x,y)k_\omega (t/2,x,y)C_{t/2}\text{ and }k_\omega (t/2,x,y)𝑑\mathrm{vol}_\omega (y)B_{t/2}$$

for almost every $`x,yX`$. As for the last term, we fix $`ϵ>0`$ and choose $`h=h(t/2,ϵ)`$ according to Theorem 6 and obtain the bound $`2ϵB_{t/2}\mathrm{vol}_\omega (D^j)`$. By (5), we conclude that the sequence $`D^j`$ satisfies the isoperimetric property

$$\underset{j\mathrm{}}{lim}\frac{\mathrm{vol}_\omega (_dD^j)}{\mathrm{vol}_\omega (D^j)}=0,\text{for all }d>0,$$

for the metric $`g_\omega `$, as well. This shows part (a).

Now, (b) follows from (5), Proposition 5.1 (ii) and the analog of (19) for $`\chi _{}`$, while (c) follows from measurability of $`\omega e^{tH_\omega }`$, after choosing a suitable orthonormal basis according to Appendix A of \[LPVb\]. ∎

Finally, we present the proof of our main result:

###### Proof of Theorem 4.

A criterion of Pastur and Šubin \[Pas71, Šub79\] establishes the convergence of the normalized eigenvalue counting functions $`N_\omega ^j`$ to a selfaveraging limit, if their Laplace transforms $`_\omega ^j()`$ converge. To apply this criterion (cf. \[PV02, LPVb\], as well) we note that the random operator $`\{H_\omega \}_\omega `$ is non-negative and by 7.2 (b) the $`_\omega ^j(t)`$ are bounded by a constant depending only on $`t`$. So it remains to show:

$$\underset{j\mathrm{}}{lim}_\omega ^j(t):=\underset{j\mathrm{}}{lim}_{}e^{t\lambda }𝑑N_\omega ^j(\lambda )=_{}e^{t\lambda }𝑑N_H(\lambda )$$

for all $`t>0`$, in $`L^1`$ and $``$ almost sure-sense. This is done by applying Lindenstrauss’ ergodic theorem (Theorem 7). We introduce the equivalence relation $`a_j\stackrel{j\mathrm{}}{}b_j`$ for two arbitrary sequences $`a_j(\omega ),b_j(\omega ),j`$, satisfying $`a_jb_j0`$, as $`j\mathrm{}`$, in $`L^1`$ and $``$-almost surely. By definition we have

$$_\omega ^j(t)=\mathrm{vol}_\omega (D^j)^1tr(e^{tH_\omega ^j}).$$

Using the previous lemma, equivariance and Theorem 7, we derive

$`|I_j|^1tr(e^{tH_\omega ^j})`$ $`\stackrel{j\mathrm{}}{}`$ $`|I_j|^1tr(\chi _{D^j}e^{tH_\omega })=|I_j|^1{\displaystyle \underset{\gamma I_j}{}}tr(\chi _\gamma e^{tH_\omega })`$
$`=`$ $`|I_j|^1{\displaystyle \underset{\gamma I_j^1}{}}tr(\chi _{}e^{tH_{\gamma \omega }})\stackrel{j\mathrm{}}{}𝔼(tr(\chi _{}e^{tH_{}})).`$
Similarly, we infer

$$|I_j|^1\mathrm{vol}_\omega (D^j)=|I_j|^1\underset{\gamma I_j}{}\mathrm{vol}_\omega (\gamma )=|I_j|^1\underset{\gamma I_j^1}{}\mathrm{vol}_{\gamma \omega }()\stackrel{j\mathrm{}}{}𝔼\left\{\mathrm{vol}_{}()\right\}.$$

Putting this together, and noting that, by (5),

$$C_g^{n/2}\mathrm{vol}_0()|I|^1\mathrm{vol}_\omega (\varphi (I))C_g^{n/2}\mathrm{vol}_0(),$$

for all finite sets $`I\mathrm{\Gamma }`$, we obtain

$$\begin{array}{c}_\omega ^j(t)=\mathrm{vol}_\omega (D^j)^1tr(e^{tH_\omega ^j})=\frac{|I_j|^1tr(e^{tH_\omega ^j})}{|I_j|^1\mathrm{vol}_\omega (D^j)}\stackrel{j\mathrm{}}{}\frac{𝔼\left\{tr(\chi _{}e^{tH_{}})\right\}}{𝔼\left\{\mathrm{vol}_{}()\right\}}.\hfill \end{array}$$

By (2),

$$\frac{𝔼\left\{tr(\chi _{}e^{tH_{}})\right\}}{𝔼\left\{\mathrm{vol}_{}()\right\}}=_{}e^{t\lambda }𝑑N_H(\lambda ).$$

This finishes the proof. ∎

Acknowledgements: It is a pleasure to thank B. Franke, D. Hundertmark, L. Karp, W. Kirsch, O. Post and P. Stollmann for stimulating discussions. This work was supported in part by the DFG through SFB 237 “Unordnung und große Fluktuationen” and the Schwerpunktprogramm ”Interagierende stochastische Systeme von hoher Komplexität”.