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# Additivity of entanglement of formation for some special cases

## I Introduction and some general results

Entanglement of formation (EoF) is a widely accepted measurement of entanglement. For a bipartite state $`\rho _{AB}`$ in Hilbert space $`H_AH_B`$, the entanglement of formation is defined as

$`E_f(\rho _{AB})=min{\displaystyle \underset{i}{}}p_iS\left(\mathrm{Tr}_A|\mathrm{\Psi }_{AB}^i\mathrm{\Psi }_{AB}^i|\right),`$ (1)
where the minimization is over all possible ensembles such that $`\rho _{AB}=_ip_i|\mathrm{\Psi }_{AB}^i\mathrm{\Psi }_{AB}^i|`$, $`S(\rho )=\mathrm{Tr}\rho \mathrm{log}_2\rho `$ is the von Neumann entropy.

It is a long-standing conjecture that for product density matrix $`\rho _{AB}\rho _{A^{}B^{}}`$ in Hilbert space $`H_AH_BH_A^{}H_B^{}`$ the EoF is additive:

$`E_f(\rho _{AB}\rho _{A^{}B^{}})=E_f(\rho _{AB})+E_f(\rho _{A^{}B^{}}).`$ (2)
But only a few cases are proved.

From the definition we know that EoF is weak additive, i.e., the following inequality holds:

$`E_f(\rho _{AB}\rho _{A^{}B^{}})E_f(\rho _{AB})+E_f(\rho _{A^{}B^{}}).`$ (3)
In order to prove the additivity of EoF, we just need to prove the opposite inequality.

First, we present some relations concerning about the EoF, trivial or not:

$`min{\displaystyle \underset{i}{}}p_i\left(S(\rho _A^i)+S(\rho _A^{}^i)\right)`$ $`=`$ $`min{\displaystyle \underset{i}{}}p_i\left(S(\rho _A^i)+E_f(\rho _{A^{}B^{}}^i)\right)`$ (4)
$`=`$ $`min{\displaystyle \underset{i}{}}p_i\left(E_f(\rho _{AB}^i)+S(\rho _A^{}^i)\right)`$ (5)
$`=`$ $`min{\displaystyle \underset{i}{}}p_i\left(E_f(\rho _{AB}^i)+E_f(\rho _{A^{}B^{}}^i)\right)`$ (6)
$`=`$ $`E_f(\rho _{AB})+E_f(\rho _{A^{}B^{}}),`$ (7)
where we have pure state decomposition

$`\rho _{AB}\rho _{A^{}B^{}}={\displaystyle \underset{i}{}}p_i|\mathrm{\Psi }_{ABA^{}B^{}}^i\mathrm{\Psi }_{ABA^{}B^{}}^i|.`$ (8)
Here we denote $`\rho _A^i=Tr_{BA^{}B^{}}(|\mathrm{\Psi }_{ABA^{}B^{}}^i\mathrm{\Psi }_{ABA^{}B^{}}^i|)`$, and similar notations are also used for other states with partial traces. We remark that optimal pure state decomposition in one mininization is not necessarily the optimal decomposition in another mininization. The proof of these relations are straightforward.

We can find from these relations that in order to prove the additivity of EoF, we need to prove the EoF

$`E_f(\rho _{AB}\rho _{A^{}B^{}})={\displaystyle \underset{i}{}}p_iS(\rho _{AA^{}}^i),`$ (9)
is at least one quantities appeared in the minization in relations (4,5,6,7), where we suppose (8) is optimal pure states decomposition for EoF. However, it seems unlikely to use directly the first quantities since we have subadditivity inequality,

$`S(\rho _{AA^{}}^i)S(\rho _A^i)+S(\rho _A^{}^i),`$ (10)
where the equality holds if and only if $`\rho _{AA^{}}^i=\rho _A^i\rho _A^{}^i`$ which can not be satisfied in general in (9). In this paper, we will use the second or the third quantities in (4, 5) to prove the additivity of EoF for some special cases.

## II Strong concavity of von Neumann entropy

Before we proceed, we give some useful relations,

$`S({\displaystyle \underset{i}{}}p_i\rho ^i|ii|)=H(p_i)+{\displaystyle \underset{i}{}}p_iS(\rho ^i).`$ (11)
where $`H(p_i)`$ is Shannon entropy. We also have the strong concavity of von Neumann entropy

$`S({\displaystyle \underset{i}{}}p_i\rho _1^i\rho _2^i){\displaystyle \underset{i}{}}p_iS(\rho _1^i)+S({\displaystyle \underset{i}{}}p_i\rho _2^i),`$ (12)
$`S({\displaystyle \underset{i}{}}p_i\rho _1^i\rho _2^i)S({\displaystyle p_i\rho _1^i})+{\displaystyle \underset{i}{}}p_iS(\rho _2^i),`$ (13)
due to the strong subadditivity of von Neumann entropy

$`S(\rho _{123})+S(\rho _2)S(\rho _{12})+S(\rho _{23}).`$ (14)
We define $`\rho _{123}=_ip_i\rho _1^i\rho _2^i|i_3i|`$, and use the relation (11), and we have

$`S(\rho _{12})`$ $``$ $`S(\rho _{123})+S(\rho _2)S(\rho _{23})`$ (15)
$`=`$ $`H(p_i)+{\displaystyle \underset{i}{}}p_iS(\rho _1^i\rho _2^i)+S({\displaystyle \underset{i}{}}p_i\rho _2^i)H(p_i){\displaystyle \underset{i}{}}p_iS(\rho _2^i)`$ (16)
$`=`$ $`{\displaystyle \underset{i}{}}p_iS(\rho _1^i)+S({\displaystyle \underset{i}{}}p_i\rho _2^i).`$ (17)
So, we proved the relation (12),similarly for (13). Relations (12,13) is stronger than the relation due to concavity of von Neumann entropy,

$`S({\displaystyle \underset{i}{}}p_i\rho _1^i\rho _2^i){\displaystyle \underset{i}{}}p_i\left(S(\rho _1^i)+S(\rho _2^i)\right).`$ (18)
Comparing (12) and (11), we know

$`H(p_i)S({\displaystyle \underset{i}{}}p_i\rho _i).`$ (19)
This was proved in ref., and reproved by a different method in ref., here we provide a different proof. The strong subadditivity of von Neumann entropy (14) was recently used to prove the additivity of eantanglement breaking channel and entanglement cost where essentially the strong concavity of von Neumann entropy (12,13) were used. Since the relations (12,13) are very useful and deserve an independent name, we call them the strong concavity of von Neumann entropy in this paper and use them directly without tracking back to the strong subadditivity of von Neumann entropy.

## III Additivity of EoF for special case I

Next we consider a special class of pure states,

$`|\mathrm{\Psi }_{ABA^{}B^{}}={\displaystyle \underset{\alpha \beta }{}}\sqrt{\lambda _{\alpha \beta }}|\alpha _A|\alpha _B|\beta _A^{}|\beta _B^{},`$ (20)
we know

$`\rho _{AB}`$ $`=`$ $`Tr_{A^{}B^{}}(|\mathrm{\Psi }_{ABA^{}B^{}}\mathrm{\Psi }_{ABA^{}B^{}}|)`$ (21)
$`=`$ $`{\displaystyle \underset{\beta }{}}\left({\displaystyle \underset{\alpha }{}}\sqrt{\lambda _{\alpha \beta }}|\alpha _A|\alpha _B\right)\left({\displaystyle \underset{\alpha ^{}}{}}\sqrt{\lambda _{\alpha ^{}\beta }}_A\alpha ^{}|_B\alpha ^{}|\right)`$ (22)
$`=`$ $`{\displaystyle \underset{\beta }{}}\lambda _\beta |\mathrm{\Psi }_{AB}^\beta \mathrm{\Psi }_{AB}^\beta |,`$ (23)
where we use the notation

$`|\mathrm{\Psi }_{AB}^\beta {\displaystyle \frac{1}{\sqrt{\lambda _\beta }}}\left({\displaystyle \underset{\alpha }{}}\sqrt{\lambda _{\alpha \beta }}|\alpha _A|\alpha _B\right),\lambda _\beta {\displaystyle \underset{\alpha }{}}\lambda _{\alpha \beta }.`$ (24)
Similarly, we have the result for $`\rho _{A^{}B^{}}`$

$`\rho _{A^{}B^{}}`$ $`=`$ $`{\displaystyle \underset{\alpha }{}}\left({\displaystyle \underset{\beta }{}}\sqrt{\lambda _{\alpha \beta }}|\beta _A^{}|\beta _B^{}\right)\left({\displaystyle \underset{\beta ^{}}{}}\sqrt{\lambda _{\alpha \beta ^{}}}_A^{}\beta ^{}|_B^{}\beta ^{}|\right)`$ (25)
$`=`$ $`{\displaystyle \underset{\alpha }{}}\lambda _\alpha |\mathrm{\Psi }_{A^{}B^{}}^\alpha \mathrm{\Psi }_{A^{}B^{}}^\alpha |,`$ (26)
and we use the notations

$`|\mathrm{\Psi }_{A^{}B^{}}^\alpha {\displaystyle \frac{1}{\sqrt{\lambda _\alpha }}}\left({\displaystyle \underset{\beta }{}}\sqrt{\lambda _{\alpha \beta }}|\beta _A^{}|\beta _B^{}\right),\lambda _\alpha {\displaystyle \underset{\beta }{}}\lambda _{\alpha \beta }.`$ (27)
We also know the reduced density operator

$`\rho _{AA^{}}`$ $`=`$ $`{\displaystyle \underset{\alpha \beta }{}}\lambda _{\alpha \beta }|\alpha _A\alpha ||\beta _A^{}\beta |`$ (28)
$`=`$ $`{\displaystyle \underset{\alpha }{}}\lambda _\alpha |\alpha _A\alpha |Tr_B^{}(|\mathrm{\Psi }_{A^{}B^{}}^\alpha \mathrm{\Psi }_{A^{}B^{}}^\alpha ).`$ (29)
Then by using the relation (11), we obtain

$`S(\rho _{AA^{}})`$ $`=`$ $`H(\lambda _\alpha )+{\displaystyle \underset{\alpha }{}}\lambda _\alpha S\left(Tr_B^{}(|\mathrm{\Psi }_{A^{}B^{}}^\alpha \mathrm{\Psi }_{A^{}B^{}}^\alpha |)\right)`$ (30)
$`=`$ $`S(\rho _A)+{\displaystyle \underset{\alpha }{}}\lambda _\alpha S\left(Tr_B^{}(|\mathrm{\Psi }_{A^{}B^{}}^\alpha \mathrm{\Psi }_{A^{}B^{}}^\alpha |)\right).`$ (31)
Due to pure state decomposition of $`\rho _{A^{}B^{}}`$ presented in (26), we have

$`{\displaystyle \underset{\alpha }{}}\lambda _\alpha S\left(Tr_B^{}(|\mathrm{\Psi }_{A^{}B^{}}^\alpha \mathrm{\Psi }_{A^{}B^{}}^\alpha |)\right)E_f(\rho _{A^{}B^{}}).`$ (32)
Thus

$`S(\rho _{AA^{}})S(\rho _A)+E_f(\rho _{A^{}B^{}}).`$ (33)
Similar to relation (31), we have

$`S(\rho _{AA^{}})`$ $`=`$ $`S(\rho _A^{})+{\displaystyle \underset{\beta }{}}\lambda _\beta S\left(Tr_B(|\mathrm{\Psi }_{AB}^\beta \mathrm{\Psi }_{AB}^\beta |)\right).`$ (34)
We conclude the superadditivity of EoF is ture for pure state $`|\mathrm{\Psi }_{ABA^{}B^{}}`$. The relations (31) and (33) are even stronger than the superadditivity of entanglement of formation. We summarize

$`S(\rho _{AA^{}})E_f(\rho _{AB})+E_f(\rho _{A^{}B^{}}).`$ (35)
In case all pure states in the decomposition of $`\rho _{AB}\rho _{A^{}B^{}}`$ can be written as the form (20) by independent Schmidt decomposition on $`H_AH_B`$ and $`H_A^{}H_B^{}`$, the additivity of EoF holds since we have

$`E_f(\rho _{AB}\rho _{A^{}B^{}})`$ $`=`$ $`{\displaystyle \underset{i}{}}p_iE_f(|\mathrm{\Psi }_{ABA^{}B^{}}^i)`$ (36)
$``$ $`{\displaystyle \underset{i}{}}p_i\left(E_f(\rho _{AB}^i)+E_f(\rho _{A^{}B^{}}^i)\right)`$ (37)
$``$ $`E_f(\rho _{AB})+E_f(\rho _{A^{}B^{}}),`$ (38)
where we assume (8) is the optimal decomposition for EoF. We remark that the additivity of EoF  deduced from additivity of entanglement breaking channel belong to the class (20).

For an arbitrary pure state $`|\stackrel{~}{\mathrm{\Psi }}_{ABA^{}B^{}}`$, we can always find unitary transformations $`U_{AA^{}}`$ and $`V_{BB^{}}`$ in $`H_AH_A^{}`$ and $`H_BH_B^{}`$ respectively, and transfer $`|\stackrel{~}{\mathrm{\Psi }}_{ABA^{}B^{}}`$ to (20),

$`U_{AA^{}}V_{BB^{}}|\stackrel{~}{\mathrm{\Psi }}_{ABA^{}B^{}}`$ $`=`$ $`|\mathrm{\Psi }_{ABA^{}B^{}}`$ (39)
$`=`$ $`{\displaystyle \underset{\alpha \beta }{}}\sqrt{\lambda _{\alpha \beta }}|\alpha _A|\alpha _B|\beta _A^{}|\beta _B^{}.`$ (40)
We know

$`S(\stackrel{~}{\rho }_{AA^{}})`$ $`=`$ $`S(\rho _{AA^{}})`$ (41)
$`=`$ $`S(\rho _A)+{\displaystyle \underset{\alpha }{}}\lambda _\alpha S\left(Tr_B^{}(|\mathrm{\Psi }_{A^{}B^{}}^\alpha \mathrm{\Psi }_{A^{}B^{}}^\alpha |)\right),`$ (42)
but it is not clear whether in general the relation

$`S(\stackrel{~}{\rho }_{AA^{}})E_f(\stackrel{~}{\rho }_{AB})+E_f(\stackrel{~}{\rho }_{A^{}B^{}})`$ (43)
holds or not, this relation is called superadditivity of EoF. If the superadditivity of EoF holds for arbitrary pure states, the additivity of EoF follows directly.

## IV Additivity of EoF for special case II

In what follows, we restate the HJW theorem presented in ref.: For any density matrix $`\rho `$ having the diagonal form

$`\rho ={\displaystyle \underset{i}{}}\lambda _i|e_ie_i|,`$ (44)
can be written as the mixed states of $`|\psi _i`$ with probability $`p_i`$

$`\rho ={\displaystyle \underset{i}{}}p_i|\psi _i\psi _i|,`$ (45)
iff there exists a unitary transformation $`U`$ such that

$`|\psi _i={\displaystyle \frac{1}{\sqrt{p_i}}}{\displaystyle \underset{j}{}}U_{ij}\sqrt{\lambda _j}|e_j.`$ (46)
Now we present another class of states for which the additivity of EoF holds. Consider about two density matrices in $`H_AH_B`$ and $`H_A^{}H_B^{}`$,

$`\rho _{AB}={\displaystyle \underset{J}{}}\lambda _J|J_{AB}J|,`$ (47)
$`\rho _{A^{}B^{}}={\displaystyle \underset{K}{}}\lambda _K|K_{A^{}B^{}}K|,`$ (48)
where $`\lambda _J`$ and $`|J_{AB}`$ are eigenvalues and eigenvectors of density operator $`\rho _{AB}`$, and similarly for $`\rho _{A^{}B^{}}`$.

Let’s assume that the eigenvectors $`|J_{AB}`$ have some special properties. Suppose $`|J_{AB}=a_{j_1j_2}|j_1_A|j_2_B`$, $`|J^{}_{AB}=a_{j_1^{}j_2^{}}|j_1^{}_A|j_2^{}_B`$, $`JJ^{}`$, we assume $`|j_1_A|j_1^{}_A`$, $`|j_2_B|j_2^{}_B`$. For example, $`\rho _{AB}=\lambda |0000|+(1\lambda )\frac{1}{2}(|11+|22)(11|+22|)`$. We assume $`|K_{A^{}B^{}}`$ also has this property.

The Schmidt decomposition of states $`|J_{AB}`$ and $`|K_{A^{}B^{}}`$ have the following form:

$`|J_{AB}={\displaystyle \underset{\alpha _J}{}}\sqrt{\eta _{\alpha _J}}|\alpha _J_A|\alpha _J_B,`$ (49)
$`|K_{A^{}B^{}}={\displaystyle \underset{\beta _K}{}}\sqrt{\xi _{\beta _K}}|\beta _K_A^{}|\beta _K_B^{},`$ (50)
Since $`|J_{AB}`$ and $`|J^{}_{AB}`$ have the property presented above, we have the following relation

$`\alpha _J|\alpha _J^{}^{}=\delta _{J,J^{}}\delta _{\alpha _J,\alpha _J^{}}.`$ (51)
This can be understood that $`\rho _{AB}`$ is block diagonal, so besides $`\alpha _J|\alpha _J^{}=\delta _{\alpha _J,\alpha _J^{}}`$ inside one block, we also have orthogonal relation for different blocks. Similarly, we have

$`\beta _K|\beta _K^{}^{}=\delta _{K,K^{}}\delta _{\beta _K,\beta _K^{}}.`$ (52)
Now, let’s consider the pure states decomposition,

$`\rho _{AB}\rho _{A^{}B^{}}={\displaystyle \underset{i}{}}p_i|\mathrm{\Psi }_{ABA^{}B^{}}^i\mathrm{\Psi }_{ABA^{}B^{}}^i|.`$ (53)
Due to HJW theorem  we can find a unitary matrix $`U_{i,JK}`$ and also considering about the Schmidt decomposition, we have

$`|\mathrm{\Psi }_{ABA^{}B^{}}^i`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{p_i}}}{\displaystyle \underset{JK}{}}U_{i,JK}\sqrt{\lambda _J\lambda _K}|J_{AB}|K_{A^{}B^{}},`$ (54)
$`=`$ $`{\displaystyle \frac{1}{\sqrt{p_i}}}{\displaystyle \underset{JK}{}}U_{i,JK}\sqrt{\lambda _J\lambda _K}({\displaystyle \underset{\alpha _J}{}}\sqrt{\eta _{\alpha _J}}|\alpha _J_A|\alpha _J_B)({\displaystyle \underset{\beta _K}{}}\sqrt{\xi _{\beta _K}}|\beta _K_A^{}|\beta _K_B^{}).`$ (55)
We remark that the properties of eigenvectors already used here. So, the reduced density operator in $`H_AH_A^{}`$ can be obtained as

$`\rho _{AA^{}}^i`$ $`=`$ $`Tr_{BB^{}}\left(|\mathrm{\Psi }_{ABA^{}B^{}}^i\mathrm{\Psi }_{ABA^{}B^{}}^i|\right)`$ (56)
$`=`$ $`{\displaystyle \frac{1}{p_i}}{\displaystyle \underset{JKJ^{}K^{}}{}}{\displaystyle \underset{\alpha _J\alpha _J^{}^{}\beta _K\beta _K^{}^{}}{}}U_{i,JK}U_{i,J^{}K^{}}^{}\sqrt{\lambda _J\lambda _K\lambda _J^{}\lambda _K^{}}\sqrt{\eta _{\alpha _J}\eta _{\alpha _J^{}^{}}\xi _{\beta _K}\xi _{\beta _K^{}^{}}}`$ (58)
$`|\alpha _J_A\alpha _J^{}^{}||\beta _K_A^{}\beta _K^{}^{}|\delta _{J,J^{}}\delta _{\alpha _J,\alpha _J^{}}\delta _{K,K^{}}\delta _{\beta _K,\beta _K^{}}`$
$`=`$ $`{\displaystyle \frac{1}{p_i}}{\displaystyle \underset{JK}{}}{\displaystyle \underset{\alpha _J\beta _K}{}}U_{i,JK}U_{i,JK}^{}\lambda _J\lambda _K\eta _{\alpha _J}\xi _{\beta _K}|\alpha _J_A\alpha _J||\beta _K_A^{}\beta _K|,`$ (59)
where we have used the relations (51,52) when we take trace in $`H_BH_B^{}`$. With the help of strong cancavity relation (12), the von Neumann entropy of $`\rho _{AA^{}}^i`$ has the following form,

$`S(\rho _{AA^{}}^i)`$ $`=`$ $`S\left({\displaystyle \underset{K}{}}\lambda _K[{\displaystyle \frac{1}{p_i}}{\displaystyle \underset{J}{}}U_{i,JK}U_{i,JK}^{}\lambda _J{\displaystyle \underset{\alpha _J}{}}\eta _{\alpha _J}|\alpha _J_A\alpha _J|][{\displaystyle \underset{\beta _K}{}}\xi _{\beta _K}|\beta _K_A^{}\beta _K|]\right)`$ (60)
$``$ $`{\displaystyle \underset{K}{}}\lambda _KS\left({\displaystyle \frac{1}{p_i}}{\displaystyle \underset{J}{}}U_{i,JK}U_{i,JK}^{}\lambda _J{\displaystyle \underset{\alpha _J}{}}\eta _{\alpha _J}|\alpha _J_A\alpha _J|\right)+S\left({\displaystyle \underset{K}{}}\lambda _K{\displaystyle \underset{\beta _K}{}}\xi _{\beta _K}|\beta _K_A^{}\beta _K|\right)`$ (61)
$`=`$ $`{\displaystyle \underset{K}{}}\lambda _KS\left(\rho _A^{iK}\right)+S\left(\rho _A^{}^i\right),`$ (62)
where we used the the following notations and relations

$`\rho _A^{iK}`$ $``$ $`{\displaystyle \frac{1}{p_i}}{\displaystyle \underset{J}{}}U_{i,JK}U_{i,JK}^{}\lambda _J{\displaystyle \underset{\alpha _J}{}}\eta _{\alpha _J}|\alpha _J_A\alpha _J|,`$ (63)
$`\rho _A^{}^i`$ $`=`$ $`{\displaystyle \underset{K}{}}\lambda _K{\displaystyle \underset{\beta _K}{}}\xi _{\beta _K}|\beta _K_A^{}\beta _K|`$ (64)
$`=`$ $`Tr_A(\rho _{AA^{}}^i).`$ (65)
In the same time, we can identify

$`\rho _A^{iK}`$ $`=`$ $`Tr_B{\displaystyle \frac{1}{p_i}}{\displaystyle \underset{JJ^{}}{}}U_{i,JK}U_{i,J^{}K}^{}\sqrt{\lambda _J\lambda _J^{}}{\displaystyle \underset{\alpha _J\alpha _J^{}^{}}{}}\sqrt{\eta _{\alpha _J}\eta _{\alpha _J^{}^{}}}|\alpha _J_A\alpha _J^{}^{}||\alpha _J_B\alpha _J^{}^{}|`$ (66)
$`=`$ $`Tr_B|\mathrm{\Psi }_{AB}^{iK}\mathrm{\Psi }_{AB}^{iK}|,`$ (67)
where, we use the definition

$`|\mathrm{\Psi }_{AB}^{iK}{\displaystyle \frac{1}{\sqrt{p_i}}}{\displaystyle \underset{J}{}}U_{i,JK}\sqrt{\lambda _J}{\displaystyle \underset{\alpha _J}{}}\sqrt{\eta _{\alpha _J}}|\alpha _J_A|\alpha _J_B.`$ (68)
We can find the reduced density operator $`\rho _{AB}^i=Tr_{A^{}B^{}}(|\mathrm{\Psi }_{ABA^{}B^{}}^i\mathrm{\Psi }_{ABA^{}B^{}}|)`$ has the pure state decomposition

$`\rho _{AB}^i={\displaystyle \underset{K}{}}\lambda _K|\mathrm{\Psi }_{AB}^{iK}\mathrm{\Psi }_{AB}^{iK}|.`$ (69)
Thus we obtain the result from relation (62),

$`E_f(|\mathrm{\Psi }_{ABA^{}B^{}}^i)`$ $`=`$ $`S(\rho _{AA^{}}^i)`$ (70)
$``$ $`E_f(\rho _{AB}^i)+E_f(\rho _{A^{}B^{}}^i).`$ (71)
Here we use the fact

$`E_f(\rho _{AB}^i)`$ $`=`$ $`E_f({\displaystyle \underset{K}{}}\lambda _K|\mathrm{\Psi }_{AB}^{iK}\mathrm{\Psi }_{AB}^{iK}|){\displaystyle \underset{K}{}}\lambda _KS(\rho _A^{iK}),`$ (72)
$`E_f(\rho _{A^{}B^{}}^i)`$ $``$ $`S(\rho _A^{}^i).`$ (73)
Here we summarize that the EoF of pure state $`|\mathrm{\Psi }_{ABA^{}B^{}}^i`$ is at least the sum of entanglement of formation of $`\rho _{AB}^i`$ and $`\rho _{A^{}B^{}}^i`$ provided the pure state decomposition relation (53),

$`E_f(|\mathrm{\Psi }_{ABA^{}B^{}}^i)E_f(\rho _{AB}^i)+E_f(\rho _{A^{}B^{}}^i).`$ (74)
What follows seems straightforward. Suppose (53) is the optimal decomposition for EoF, we have

$`E_f(\rho _{AB}\rho _{A^{}B^{}})`$ $`=`$ $`{\displaystyle \underset{i}{}}p_iE_f(|\mathrm{\Psi }_{ABA^{}B^{}}^i)`$ (75)
$``$ $`{\displaystyle \underset{i}{}}p_i\left(E_f(\rho _{AB}^i)+E_f(\rho _{A^{}B^{}}^i)\right)`$ (76)
$``$ $`E_f(\rho _{AB})+E_f(\rho _{A^{}B^{}}),`$ (77)
the last inequality is due to the fact

$`\rho _{AB}={\displaystyle \underset{i}{}}p_i\rho _{AB}^i,\rho _{A^{}B^{}}={\displaystyle \underset{i}{}}p_i\rho _{A^{}B^{}}^i.`$ (78)
We already know the EoF of $`\rho _{AB}\rho _{A^{}B^{}}`$ is at most the sum of entanglement of formation of $`\rho _{AB}`$ and $`\rho _{A^{}B^{}}`$

$`E_f(\rho _{AB}\rho _{A^{}B^{}})E_f(\rho _{AB})+E_f(\rho _{A^{}B^{}}),`$ (79)
thus we have the additivity of EoF for this special case.

$`E_f(\rho _{AB}\rho _{A^{}B^{}})=E_f(\rho _{AB})+E_f(\rho _{A^{}B^{}}).`$ (80)
## V Summary and discussion

Though we present here the additivity of EoF for some special cases, the problem of additivity of EoF for general case is still open.

For pure state in the decomposition,

$`|\mathrm{\Psi }_{ABA^{}B^{}}^i`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{p_i}}}{\displaystyle \underset{JK}{}}U_{i,JK}\sqrt{\lambda _J\lambda _K}|J_{AB}|K_{A^{}B^{}},`$ (81)
we denote

$`|\mathrm{\Psi }_{AB}^{iK}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{p_i}}}{\displaystyle \underset{J}{}}U_{i,JK}\sqrt{\lambda _J}|J_{AB},\rho _A^{iK}Tr_B|\mathrm{\Psi }_{AB}^{iK}\mathrm{\Psi }_{AB}^{iK}|;`$ (82)
$`|\mathrm{\Psi }_{A^{}B^{}}^{iJ}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{p_i}}}{\displaystyle \underset{K}{}}U_{i,JK}\sqrt{\lambda _K}|K_{A^{}B^{}},\rho _A^{}^{iJ}Tr_B^{}|\mathrm{\Psi }_{A^{}B^{}}^{iJ}\mathrm{\Psi }_{A^{}B^{}}^{iJ}|;`$ (83)
$`\rho _{AA^{}}^i`$ $``$ $`Tr_{BB^{}}|\mathrm{\Psi }_{ABA^{}B^{}}^i\mathrm{\Psi }_{ABA^{}B^{}}^i|.`$ (84)
Here, similar as the superadditivity of EoF, we may ask the question: whether the following relation holds:

$`S(\rho _{AA^{}}^i){\displaystyle \underset{K}{}}\lambda _KS(\rho _A^{iK})+{\displaystyle \underset{J}{}}\lambda _JS(\rho _A^{}^{iJ})\mathrm{?}`$ (85)
One possible method to answer this question is to know whether the following relation is true:

$`S(\rho _{AA^{}}^i)`$ $``$ $`S\left({\displaystyle \underset{K}{}}\lambda _K\rho _A^{iK}(Tr_B^{}|K_{A^{}B^{}}K|)\right)+S\left({\displaystyle \underset{J}{}}\lambda _J(Tr_B|J_{AB}J|)\rho _A^{}^{iJ}\right)`$ (87)
$`S\left({\displaystyle \underset{JK}{}}{\displaystyle \frac{1}{p_i}}\lambda _J\lambda _K|U_{i,JK}|^2(Tr_B|J_{AB}J|)(Tr_B^{}|K_{A^{}B^{}}K|)\right)\mathrm{?}`$
We can obtain (85) from (87) by using strong concavity of von Neumann entropy for the first two terms and the subadditivity for the third term.

We summarize our idea here: a, relation (87) is a sufficient condition of relation (85); b, relation (85) is a sufficient condition for the additivity of EoF. But both a or b may not be necessary conditions.

Werner state is an interesting state to check the superadditivity of the EoF since the EoF of Werner state is known. Suppose we have an Werner state in $`H_AH_BH_A^{}H_B^{}`$ with dimension 2 for each Hilbert space. The reduced density operators in $`H_AH_B`$ and $`H_A^{}H_B^{}`$ are still Werner states, and EoF are known. The result shows that the superadditivity of the EoF is correct for this case.

Acknowlegements: The author would like to thank K.Matsumoto for pointing out a mistake when the author begin to study this problem, A.Winter for introducing the superadditivity of entanglement of formation, R.F.Werner for pointing out the superadditivity was first proposed in their paper and encouraging the author to continue to study this problem when the group in Braunschweig (K.G.H.Vollbrecht and M.Wolf) found a mistake in the author’s previous results which was also found by the author himself. The author also would like to thank members in ERATO project, M.Hamada, T.Shimono, A.Miyake, Y.Tsuda, X.B.Wang, F.Yura et al for useful discussions and H.Imai for support.


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# Yaroslavl State UniversityPreprint YARU-HE-02/09hep-ph/0210029 General amplitude of the 𝑛 – vertex one-loop process in a strong magnetic field

## 1 Introduction

Nowadays, there exists a growing interest to astrophysical objects, where the strong magnetic fields with the strength $`B>B_e`$ can be generated $`(B_e=m^2/e4.4110^{13}`$ Gs 111 We use natural units in which $`c=\mathrm{}=1`$, $`m`$ is the electron mass, $`e>0`$ is the elementary charge. is the so-called critical field value).

The influence of a strong external field on quantum processes is interesting because it catalyses the processes, it changes the kinematics and it induces new interactions. It is especially important to investigate the influence of external field on the loop quantum processes where only electrically neutral particles in the initial and the final states are presented, such as neutrinos, photons and hypotetical axions, familons and so on. The external field influence on these loop processes is provided by the sensitivity of the charged virtual fermion to the field and by the change of the photon dispersion properties and, therefore, the photon kinematics.

The research of the loop processes of this type has a rather long history. The two-vertex loop processes (the photon polarization operator in an external field, the decays $`\gamma \nu \overline{\nu }`$, $`\nu \nu \gamma `$ and so on) were studed in the papers . The general expression for the two-vertex loop amplitude $`jf\overline{f}j^{}`$ in the homogeneous magnetic and in the crossed field was obtaned in the paper , where all combinations of scalar, pseudoscalar, vector and axial-vector interactions of the generalized currents $`j,j^{}`$ with fermions were considered.

A loop process with three vertices is also intresting for theoreticians. For example, the photon splitting in a magnetic field $`\gamma \gamma \gamma `$ is forbidden in vacuum. The review  and the recent papers  were devoted to this process. One more three-vertex loop process is the conversion of the photon pair into the neutrino pair, $`\gamma \gamma \nu \overline{\nu }`$. This process is interesting as a possible channel of stellar cooling. A detailed list of references on this process can be found in our paper .

It is well-known (the so-called Gell-Mann theorem ), that for massless neutrinos, for both photons on-shell and in the local limit of the standard-model weak interaction, the process $`\gamma \gamma \nu \overline{\nu }`$ is forbidden. Because of this, the four-vertex loop process with an additional photon $`\gamma \gamma \nu \overline{\nu }\gamma `$ was considered by some authors. In spite of the extra factor $`\alpha `$, this process has the probability larger than the two-photon process. The process $`\gamma \gamma \nu \overline{\nu }\gamma `$ was studied both in vacuum (from the first paper  to the recent Refs. ), and under the stimulating influence of a strong magnetic field .

So, the calculation of the amplitude of the $`n`$-vertex loop quantum processes ($`\gamma \gamma \nu \overline{\nu }`$, $`\gamma \gamma \gamma \nu \overline{\nu }`$, the axion and familon processes $`\gamma \gamma \gamma a`$, $`\gamma \gamma \gamma \mathrm{\Phi }`$ and so on) in a strong magnetic field is important, because these results can be useful for astrophysical applications.

The paper is organized as follows. A general analysis of the $`n`$-vertex one-loop process amplitude in a strong magnetic field is performed in Section 2. The amplitude, in which the one vertex is of a general type (scalar $`S`$, pseudoscalar $`P`$, vector $`V`$ or axial-vector $`A`$), and the other vertices are of the vector type (contracted with photons), is calculated in Section 3. This amplitude is the main result of the paper. The analitical expressions for the amplitudes of the processes $`\gamma \gamma \nu \overline{\nu }`$ and $`\gamma \gamma \nu \overline{\nu }\gamma `$ are presented in Sections 4 and 5.

## 2 General analysis of the $`n`$-vertex one-loop processes in a strong magnetic field

We use the effective Lagrangian for the interaction of the generalized currents $`j`$ with electrons in the form:

$`(x)={\displaystyle \underset{i}{}}g_i[\overline{\psi _e}(x)\mathrm{\Gamma }_i\psi _e(x)]j_i,`$ (1)
where the generic index $`i=S,P,V,A`$ numbers the matrices $`\mathrm{\Gamma }_i`$, e.g. $`\mathrm{\Gamma }_S=1,\mathrm{\Gamma }_P=\gamma _5,\mathrm{\Gamma }_V=\gamma _\alpha ,\mathrm{\Gamma }_A=\gamma _\alpha \gamma _5`$, $`j`$ is the corresponding quantum object (the current or the photon polarisation vector), $`g_i`$ are the coupling constants. In particular, for the electron - photon interaction we have $`g_V=e,\mathrm{\Gamma }_V=\gamma _\alpha ,j_{V\alpha }(x)=A_\alpha (x)`$.

A general amplitude of the process, corresponding to the effective Lagrangian (1), is described by fig. 1. In the strong field limit, after integration over the coordinates, the amplitude takes the form

$`_n{\displaystyle \frac{i(1)^neB}{(2\pi )^3}}\mathrm{exp}\left({\displaystyle \frac{R_n}{2eB}}\right){\displaystyle d^2p_{}\text{Tr}\left\{\underset{k=1}{\overset{n}{}}g_k\mathrm{\Gamma }_kj_kS_{}(pQ_k)\right\}},`$ (2)
where $`d^2p_{}=dp_0dp_z`$, $`S_{}(p)=\mathrm{\Pi }_{}((p\gamma )_{}+m)/(p_{}^2m^2)`$ is the asymptotic form of the electron propagator in the limit $`eB/|m^2p_{}^2|1`$,

$$R_2=q_1^2,R_3=q_1^2+q_2^2+(q_1\phi \phi q_2)+i(q_1\phi q_2),$$

$$R_n(n3)=\underset{k=1}{\overset{n1}{}}Q_k^2\underset{k=2}{\overset{n1}{}}\underset{j=1}{\overset{k1}{}}\left[(Q_k\phi \phi Q_j)+i(Q_k\phi Q_j)\right],$$

$$Q_k=\underset{i=1}{\overset{k}{}}q_i,Q_n=0,$$

$`q_{}^2=(q\stackrel{~}{\phi }\stackrel{~}{\phi }q)`$, $`q_{}^2=(q\phi \phi q)`$, $`\phi _{\alpha \beta }=F_{\alpha \beta }/B`$ is the dimensionless field tensor, $`\stackrel{~}{\phi }_{\alpha \beta }=\frac{1}{2}\epsilon _{\alpha \beta \mu \nu }\phi _{\mu \nu }`$ is the dual tensor, and the indices of the four-vectors and tensors standing inside the parentheses are contracted consecutively, e.g. $`(a\phi b)=a_\alpha \phi _{\alpha \beta }b_\beta `$.

As is seen from Eq. (2), the amplitude depends only on the longitudinal components of the momenta, if the magnetic field strength is the maximal physical parameter $`eBq_{}^2,q_{}^2`$.

## 3 The photons processes

Let the vertices $`\mathrm{\Gamma }_1\mathrm{}\mathrm{\Gamma }_{n1}`$ are of the vector type, and the vertex $`\mathrm{\Gamma }_n`$ is arbitrary. It can be shown that in the limit $`q_{}^2eB`$, for odd numbers of vertices, only the $`SV_1\mathrm{}V_{n1}`$ amplitude grows linearly with the magnetic field strength, while for even numbers of vertices the linear growth takes place only in the amplitudes $`PV_1\mathrm{}V_{n1}`$, $`VV_1\mathrm{}V_{n1}`$ and $`AV_1\mathrm{}V_{n1}`$.

It should be noted, that in the amplitude (2) the projecting operators $`\mathrm{\Pi }_{}`$ separate out the photons of only one polarization $`()`$ of the two possible (in Adler’s notation )

$`\epsilon _\alpha ^{()}={\displaystyle \frac{\phi _{\alpha \beta }q_\beta }{\sqrt{(q\phi \phi q)}}},\epsilon _\alpha ^{()}={\displaystyle \frac{\stackrel{~}{\phi }_{\alpha \beta }q_\beta }{\sqrt{(q\stackrel{~}{\phi }\stackrel{~}{\phi }q)}}}.`$ (3)
As can be deduced from the corresponding analysis, the calculation of any type of the amplitude can be reduced to the evaluation of the scalar integrals

$`S_n(Q_1,\mathrm{},Q_n)={\displaystyle \frac{d^2p_{}}{(2\pi )^2}\underset{i=1}{\overset{n}{}}\frac{1}{(pQ_i)_{}^2m^2+i\epsilon }}.`$ (4)
Notice that the use of the standart method of Feynman parametrization in calculation of the integrals (4) can be non-optimal, because the number of integrations grows. For example, if $`n=3`$, the double integral (4) is transformed into the integral over the two Feynman variables. If $`n=4`$, the double integral (4) is transformed into the integral over the three Feynman variables and so on. Here we suggest another way. By integrating (4) over $`dp_0dp_z`$, we obtain

$`S_n(Q_1,\mathrm{},Q_n)={\displaystyle \frac{i}{8m^2\pi }}{\displaystyle \underset{i=1}{\overset{n}{}}}\underset{li}{{\displaystyle \underset{l=1}{\overset{n}{}}}}\left[H\left({\displaystyle \frac{d_{il}^2}{4m^2}}\right)+1\right]Re\left\{\underset{ki,l}{{\displaystyle \underset{k=1}{\overset{n}{}}}}{\displaystyle \frac{1}{Y_{ilk}}}\right\},`$ (5)
where

$$Y_{ilk}=(d_{lk}d_{ik})+i(d_{lk}\stackrel{~}{\phi }d_{ik})\sqrt{\frac{4m^2}{d_{il}^2}1},d_{il}^\alpha =Q_i^\alpha Q_l^\alpha .$$

The function $`H(z)`$ is defined by the expressions

$`H(z)={\displaystyle \frac{1}{2\sqrt{z(1z)}}}\mathrm{ln}{\displaystyle \frac{\sqrt{1z}+\sqrt{z}}{\sqrt{1z}\sqrt{z}}}1,z<0,`$
$`H(z)={\displaystyle \frac{1}{\sqrt{z(1z)}}}\mathrm{arctan}\sqrt{{\displaystyle \frac{z}{1z}}}1,0<z<1,`$
$`H(z)={\displaystyle \frac{1}{2\sqrt{z(z1)}}}\mathrm{ln}{\displaystyle \frac{\sqrt{z}+\sqrt{z1}}{\sqrt{z}\sqrt{z1}}}1+{\displaystyle \frac{i\pi }{2\sqrt{z(z1)}}},z>1,`$
and it has the asymptotics

$`H(z){\displaystyle \frac{2}{3}}z+{\displaystyle \frac{8}{15}}z^2+{\displaystyle \frac{16}{35}}z^3,|z|1,`$ (6)
$`H(z)1{\displaystyle \frac{1}{2z}}\mathrm{ln}4|z|,|z|1.`$ (7)
## 4 The process $`\gamma \gamma \nu \overline{\nu }`$

Let us apply the results obtained to the calculation of some quantum processes. For the amplitude of the process $`\gamma \gamma \nu \overline{\nu }`$ in the framework of the model with the effective $`\nu \nu ee`$ – coupling of a scalar type we obtain from Eqs. (2), (4), (5)

$`_3^s`$ $`=`$ $`{\displaystyle \frac{2\alpha }{\pi }}{\displaystyle \frac{B}{B_e}}g_sj_sm{\displaystyle \frac{(q_1\stackrel{~}{\phi }\epsilon ^{(1)})(q_2\stackrel{~}{\phi }\epsilon ^{(2)})}{4m^2[(q_1q_3)_{}^2q_1^2q_3^2]+q_1^2q_2^2q_3^2}}\times `$ (8)
$`\times `$ $`\{[q_1^2q_3^22m^2(q_3^2+q_1^2q_2^2)]H\left({\displaystyle \frac{q_1^2}{4m^2}}\right)+`$
$`+`$ $`\left[q_2^2q_3^22m^2(q_3^2+q_2^2q_1^2)\right]H\left({\displaystyle \frac{q_2^2}{4m^2}}\right)+`$
$`+`$ $`q_3^2(4m^2q_3^2)H\left({\displaystyle \frac{q_3^2}{4m^2}}\right)2q_3^2(q_1q_2)_{}\},`$
where $`g_s=4\zeta G_\text{F}/\sqrt{2}`$ is the effective $`\nu \nu ee`$ – coupling constant in the left-right-symmetric extension of the Standard Model, $`\zeta `$ is the small mixing angle of the charged $`W`$ bosons, $`j_s=[\overline{\nu }_e(p_1)\nu _e(p_2)]`$ is Fourier transform of the scalar neutrino current, $`q_3=p_1+p_2`$ is the neutrino pair momentum.

Substituting the photon polarization vector $`\epsilon _\alpha ^{()}`$ from Eq. (3) into (8) and using (6) and (7), we obtain the asymptotics:

* at low photon energies, $`\omega _{1,2}m`$

$`_3^s{\displaystyle \frac{8\alpha }{3\pi }}{\displaystyle \frac{G_\text{F}}{\sqrt{2}}}{\displaystyle \frac{\zeta }{m}}{\displaystyle \frac{B}{B_e}}\left[\overline{\nu }_e(p_1)\nu _e(p_2)\right]\sqrt{q_1^2q_2^2};`$ (9)
* at high photon energies, $`\omega _{1,2}m`$, in the leading log approximation:

$`_3^s{\displaystyle \frac{16\alpha }{\pi }}{\displaystyle \frac{G_\text{F}}{\sqrt{2}}}\zeta {\displaystyle \frac{B}{B_e}}m^3\left[\overline{\nu }_e(p_1)\nu _e(p_2)\right]{\displaystyle \frac{1}{\sqrt{q_1^2q_2^2}}}\mathrm{ln}{\displaystyle \frac{\sqrt{q_1^2q_2^2}}{m^2}}.`$ (10)

These expressions coincide with the results obtained in the paper .

## 5 The process $`\gamma \gamma \nu \overline{\nu }\gamma `$

The process of this type, where one initial photon is virtual, namely, the photon conversion into neutrino pair on nucleus was considered, in the framework of the Standard Model, in the papers . This process can be studied by using the amplitude of the transition $`\gamma \gamma \nu \overline{\nu }\gamma `$, which can be obtained from Eq. (2) in the form:

$`_4^{VA}`$ $`=`$ $`{\displaystyle \frac{8ie^3}{\pi ^2}}{\displaystyle \frac{B}{B_e}}{\displaystyle \frac{G_\text{F}}{\sqrt{2}}}m^2\times `$ (11)
$`\times `$ $`(q_1\stackrel{~}{\phi }\epsilon ^{(1)})(q_2\stackrel{~}{\phi }\epsilon ^{(2)})(q_3\stackrel{~}{\phi }\epsilon ^{(3)})[g_V(j\stackrel{~}{\phi }q_4)+g_A(j\stackrel{~}{\phi }\stackrel{~}{\phi }q_4)]\times `$
$`\times `$ $`{\displaystyle \frac{1}{D}}\left\{I_4(q_1,q_2,q_3)+I_4(q_2,q_1,q_3)+I_4(q_1,q_3,q_2)\right\},`$
where $`g_V,g_A`$ are the vector and axial-vector constants of the effective $`\nu \nu ee`$ Lagrangian of the Standard Model, $`g_V=\pm 1/2+2\mathrm{sin}^2\theta _W,g_A=\pm 1/2`$, here the upper signs correspond to the electron neutrino, and lower signs correspond to the muon and tau neutrinos; $`j_\alpha =[\overline{\nu }_e(p_1)\gamma _\alpha (1+\gamma _5)\nu _e(p_2)]`$ is the Fourier transform of the neutrino current; $`q_4=p_1+p_2`$ is the neutrino pair momentum;

$$D=(q_1q_2)_{}(q_3q_4)_{}+(q_1q_3)_{}(q_2q_4)_{}+(q_1q_4)_{}(q_2q_3)_{}.$$

The formfactor $`I_4(q_1,q_2,q_3)`$ is expressed in terms of the integrals (4), (5)

$`I_4(q_1,q_2,q_3)=S_3(q_1+q_2,q_4,0)+S_3(q_1,q_4,0)+`$
$`+S_3(q_1+q_2,q_1,0)+S_3(q_2q_3,q_2,0)+`$
$`+[6m^2(q_1+q_2)_{}^2(q_2q_3)_{}^2]S_4(q_1,q_1+q_2,q_4,0).`$ (12)
Using the asymptotics of the functions $`H(z)`$, we obtain

* at low photon energies, $`\omega _{1,2,3}m`$

$`_4^{VA}{\displaystyle \frac{2e^3}{15\pi ^2}}{\displaystyle \frac{B}{B_e}}{\displaystyle \frac{G_\text{F}}{\sqrt{2}}}{\displaystyle \frac{1}{m^4}}\times `$
$`\times (q_1\stackrel{~}{\phi }\epsilon ^{(1)})(q_2\stackrel{~}{\phi }\epsilon ^{(2)})(q_3\stackrel{~}{\phi }\epsilon ^{(3)})[g_V(j\stackrel{~}{\phi }q_4)+g_A(j\stackrel{~}{\phi }\stackrel{~}{\phi }q_4)],`$ (13)
which is in agreement with the result of the paper ;
* at high photon energies, $`\omega _{1,2,3}m`$, in the leading log approximation we obtain:

$`_4^{V,A}{\displaystyle \frac{8e^3}{3\pi ^2}}{\displaystyle \frac{G_\text{F}}{\sqrt{2}}}{\displaystyle \frac{B}{B_e}}m^4\times `$
$`\times (q_1\stackrel{~}{\phi }\epsilon ^{(1)})(q_2\stackrel{~}{\phi }\epsilon ^{(2)})(q_3\stackrel{~}{\phi }\epsilon ^{(3)})[g_V(j\stackrel{~}{\phi }q_4)+g_A(j\stackrel{~}{\phi }\stackrel{~}{\phi }q_4)]\times `$
$`\times {\displaystyle \frac{1}{q_1^2q_2^2q_3^2q_4^2}}\mathrm{ln}{\displaystyle \frac{\sqrt{q_1^2q_2^2q_3^2}}{m^3}}.`$ (14)

To the best of our knowledge, this result is obtained for the first time.

## 6 Conclusions

We have obtained the general expressions (8) and (11) for the amplitudes of the processes $`\gamma \gamma \nu \overline{\nu }`$ (in the framework of the model with the effective $`\nu \nu ee`$ coupling of a scalar type) and $`\gamma \gamma \nu \overline{\nu }\gamma `$ (in the framework of the Standard Model) for arbitrary energies of particles. A comparison with the existing results has been performed.

Acknowledgements

We express our deep gratitude to the organizers of the Seminar “Quarks-2002” for warm hospitality.

This work was supported in part by the Russian Foundation for Basic Research under the Grant No. 01-02-17334 and by the Ministry of Education of Russian Federation under the Grant No. E00-11.0-5.


text:
# Towards deterministic equations for Lévy walks: the fractional material derivative

## Abstract

Lévy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Lévy walks give a proper stochastic description for a particle’s motion with broad jump length distribution. We derive a generalized dynamical formulation for Lévy walks in which the fractional equivalent of the material derivative occurs. Our approach will be useful for the dynamical formulation of Lévy walks in an external force field or in phase space for which the description in terms of the continuous time random walk or its corresponding generalized master equation are less well suited.

Anomalous diffusion processes are characterized by deviations from the traditional linear time dependence $`x^2(t)=2Kt`$ of the mean squared displacement in the force-free limit. In particular, one distinguishes subdiffusion ($`0<\alpha <1`$) and superdiffusion ($`\alpha >1`$) for the wide class of systems displaying a power-law anomaly $`x^2(t)=2K_\alpha t^\alpha /\mathrm{\Gamma }(1+\alpha )`$; here, $`K_\alpha `$ is a generalized diffusion constant bouchaud ; hughes . A versatile framework for the description of anomalous diffusion are continuous time random walks (CTRWs), which define a random walk that is governed by two probability density functions (pdfs), the jump length and waiting time distributions $`\lambda (x)`$ and $`\psi (t)`$ from which the jump length $`x`$ and the waiting time $`t`$ of each jump are drawn klablushle . Although the stochastic formulation of the CTRW fully defines the random process and leads to the closed integral equation for the pdf of the particle’s position $`P(x,t)`$ in terms of $`\lambda (x)`$ and $`\psi (t)`$, its mathematical handling gets awkward as soon as non-natural boundary conditions, the presence of external force fields, or the description in phase space are considered. The same complication holds true for the formulation in terms of generalized master equations, which are equivalent to CTRWs with uncorrelated $`\lambda (x)`$ and $`\psi (t)`$ gme . In such cases, the corresponding deterministic equations of the generalized Fokker-Planck type, in which the drift terms occur explicitly and which can be attacked with the standard mathematical tools, render a much more amenable description. To find such equations for anomalous transport statistics has been a focal point in stochastic systems studies report .

For subdiffusion processes, a complete framework of transport equations has been established, namely the fractional Fokker-Planck and Klein-Kramers equations report ; fpe ; gcke . These are natural generalizations of their Brownian counterparts, and their solution exists whenever the solution of the corresponding regular Fokker-Planck equation exists, as they correspond to a *subordination* of the analogous normal stochastic process report ; gcke ; igor ; eli .

The description of superdiffusive processes within the same framework is still far from being completed. Whereas Lévy flights in the absence of an external force display a Lévy stable pdf and therefore a diverging mean squared displacement (and thus could apply only to rather exotic physical processes) bouchaud ; hughes ; klablushle ; report ; rem , Lévy walks (LWs) give a proper dynamical description in the superdiffusive domain. The temporal and spatial variables of LWs are strongly correlated, their steps being governed by a joint distribution $`\psi (x,t)`$, in which waiting time and step length pdfs, $`\psi (t)`$ and $`\lambda (x)`$ are no longer independent. In LWs, the occasional long jumps which are typical for Lévy flights are penalized through the introduction of a time cost. This spatiotemporal coupling can be achieved, in the simplest case, by the choice $`\psi (x,t)=\frac{1}{2}\psi (t)\delta (|x|vt)`$, i.e., by a constant velocity klablushle . Such a model arises naturally when describing some limiting cases of molecular collisions colli ; its close relatives are reasonable candidates for describing turbulent dispersion turbo . A question of fundamental interest is therefore the formulation of LWs in terms of deterministic equations. Whereas previous approaches basil ; msm  in terms of fractional Klein-Kramers equations could reproduce lower order moments of an LW, they were hampered by the fact that they could not describe the full pdf. The main complication on this way is the fact, that the overall LW process cannot be immediately considered as subordinated to a Wiener one (or to a simple random walk); however, as we proceed to show, it is exactly the strong correlation of the temporal and the spatial aspects of LWs which makes it possible to provide a description based on a process subordinated to a simple two-state Markovian process. In the present work, we derive the *exact* deterministic evolution equation for LWs which holds both for the free motion and in a constant force field. In the following, we use rescaled quantities and concentrate on the one dimensional case.

We first define a two-state Markovian random process describing the velocity switching and then proceed to generalize it to two different domains of LWs. Thus, let us denote by $`P_+`$ and $`P_{}`$ the probabilities to move to the right or to the left, respectively. Probability conservation demands that $`P_++P_{}=1`$. Moreover, for simplicity we assume that the absolute value of the velocity of motion to the right and to the left is 1. Within the rate description, for a symmetric case, the probabilities $`P_\pm `$ satisfy the differential equation

$$\frac{d}{dt}P_{}=P_\pm P_{}$$
(1)
Eq. (1) can be readily solved: Taking $`P_{}=1P_+`$ we get: $`\frac{d}{dt}P_+=12P_+`$. The equilibrium situation corresponds to $`P_+=P_{}=1/2`$, and the relaxation to this equilibrium from the initial condition $`P_+=1`$ is exponential,

$$P_\pm =\frac{1}{2}\pm \frac{1}{2}\mathrm{exp}(2t).$$
(2)
Let us concentrate first on the switching process described by this equation: It is an alternating random process with the waiting time pdf $`\psi (t)=\mathrm{exp}(t).`$ At each ”tick” the state is changed from $`+1`$ to $`1`$ and back. $`P_+(t)`$ is then the probability that at time $`t`$, the state of the system is ”$`+1`$”, i.e. that the overall number of full steps (changes of sign) was even. The Laplace transform of this probability is

$`P_+(u)`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\chi _{2n}(u)={\displaystyle \frac{1\psi (u)}{u}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\psi ^{2n}(u)`$ (3)
$`=`$ $`{\displaystyle \frac{1}{u\left[1+\psi (u)\right]}}.`$
A similar expression for $`P_{}`$ involves the summation over the odd numbers of steps. In Eq. (3), the $`\chi _{2n}(t)`$ denote that the walker performs $`2n`$ direction changes within an overall waiting time $`t`$. The latter is denoted by $`\mathrm{\Psi }(t)=1_0^t\psi (t)𝑑t`$ with Laplace transform $`\psi (u)=u^1\psi (u)/u`$ klablushle . For our exponential function ($`\psi (u)=1/(1+u)`$), the result becomes $`P_+(u)=\frac{1}{2u}+\frac{1}{2(2+u)}`$, which is exactly the Laplace transform of Eq. (2).

Consider now a a long-tailed waiting time pdf $`\psi (t)t^{1\alpha }`$ of the explicit form rem1

$$\psi (u)=\frac{1}{1+u^\alpha },0<\alpha <1$$
(4)
in Laplace space. This specific form has the following origin due to subordination SokSub . In a system whose relaxation in its operational time is given by an exponential $`\varphi (\tau )=\mathrm{exp}(\tau )`$, we can introduce a coarse-graining in which the operational time is divided into intervals $`\mathrm{\Delta }\tau `$ (and $`\mathrm{\Delta }\tau `$ taken as a new time unit). Assume that the duration of the physical time interval corresponding to $`\mathrm{\Delta }\tau `$ is given by a one-sided Lévy distribution. The duration of the physical time corresponding to the interval $`\tau `$ is then a convolution of $`n=\tau /\mathrm{\Delta }\tau `$ such distributions, and its Laplace transform is $`\mathrm{exp}(nu^\alpha )`$. Averaging over $`n`$ we get $`\psi (u)\mathrm{exp}(nu^\alpha )\mathrm{exp}(n)𝑑n`$, exactly reproducing Eq. (4). As an example we can explicitly determine $`\psi (t)`$ for $`\alpha =\frac{1}{2}`$: $`\psi _{1/2}(t)=(\pi t)^{1/2}e^t\text{erfc}\sqrt{t}`$, with the asymptotic behaviors $`t^{1/2}`$ ($`t1`$) and $`t^{3/2}`$ ($`t1`$).

With the waiting time pdf (4), Eq. (1) generalizes to the fractional form

$$\frac{d}{dt}P_{}=_0D_t^{1\alpha }\left(P_\pm P_{}\right)$$
(5)
where $`{}_{0}{}^{}D_{t}^{1\alpha }=\frac{d}{dt}_0D_t^{1\alpha }`$, and $`{}_{0}{}^{}D_{t}^{\alpha }`$ is the fractional Riemann-Liouville integral operator defined in terms of

$$_0D_t^\alpha f(t)\frac{1}{\mathrm{\Gamma }(\alpha )}_0^tdt^{}f(t^{})(tt^{})^{\alpha 1}$$
(6)
with the convenient property $`_0^{\mathrm{}}e_0^{ut}D_t^\alpha f(t)=u^\alpha f(u)`$ report ; oldham . In Eq. (5), the fractional derivative on the rhs describes a process which is subordinated to the simple exponential switching under the operational time given by the Lévy stable waiting time pdf. To see this let us compare two solutions: one using the ”CTRW”-time and another solving Eq. (5) directly:

From Eq. (5), with the initial conditions $`P_+(0)=1`$ and $`P_{}(0)=0`$, we recover upon Laplace transformation

$`uP_+1`$ $`=`$ $`u^{1\alpha }P_++u^{1\alpha }P_{}`$
$`uP_{}`$ $`=`$ $`u^{1\alpha }P_+u^{1\alpha }P_{};`$
from the second equation, $`P_{}=\frac{1}{u^\alpha +1}P_+`$, and therefore we find by insertion into the first:

$$P_+=\frac{1+u^\alpha }{2u+u^{\alpha +1}},\text{ and }P_{}=\frac{1}{2u+u^{\alpha +1}}.$$
(7)
It is easy to verify that the same result is obtained by combining Eq. (4) with Eq. (3). Eq. (7) describes the kinetics of moving to the left and to the right.

We now combine the purely temporal results for $`P_\pm `$ with the drift invoked by a constant velocity, distinguishing between two different cases. The ensuing propagator $`P`$ of the associated symmetric random walk is combined from a superposition of two realizations of the switching process, taking place with the rate of 1/2 each, one in which the first step goes to the right, and one in which it goes left. This introduces an additional factor 1/2 in all the following equations.

*(i) Ballistic regime.* In the Markovian case, the combination of the process (2) with a velocity of magnitude 1 introduces the material derivatives $`d_\pm \frac{}{t}\pm \frac{}{x}`$. Viewing now $`P_\pm `$ as functions of $`x`$ and $`t`$, the evolution equation for $`P_\pm (x,t)`$ result:

$$d_\pm P_\pm =\frac{1}{2}(P_{}P_\pm ).$$
(8)
Both together produce the telegrapher’s equation

$$\frac{}{t}P+\frac{^2}{t^2}P=\frac{^2}{x^2}P,$$
(9)
also known as Cattaneo equation cattaneo , for the quantity of interest, the propagator $`P=P_++P_{}`$. The Cattaneo equation describes a process which at short times behaves ballistically, $`x^2(t)t^2`$, and at long times exhibits normal diffusion, $`x^2(t)t`$. This derivation was based on the material derivatives $`d_\pm `$, whose Fourier-Laplace transform is $`u\pm ik`$. We now demonstrate that we reproduce exactly the propagator of an LW if we assume (ad hoc) that the corresponding fractional material derivative is defined through

$$_x_t\left\{d_\pm ^{1\alpha }f(x,t)\right\}=(u\pm ik)^{1\alpha }f(k,u).$$
(10)
This choice is motivated by the fact that a waiting time is still coupled to a walk of length $`x=t`$, and that for anomalous transport processes the Fourier-Laplace space is the natural basis to introduce generalizations. Thus, we obtain

$$d_\pm P_\pm =\frac{1}{2}d_\pm ^{1\alpha }\left(P_{}P_\pm \right),$$
(11)
where the fractional material derivatives are to be interpreted in terms of (10). We solve Eq. (11) under the initial condition $`P_+(x,0)=P_{}(x,0)=\delta (x)/2`$ so that, when introducing the propagator $`P=P_++P_{}`$ and its counterpart $`Q=P_+P_{}`$, we have $`P(x,0)=\delta (x)`$ and $`Q(x,0)=0`$. With the abbreviations $`\lambda _+=u+ik`$ and $`\lambda _{}=\lambda _+^{}=uik`$, Eqs. (11) can be rewritten in terms of Fourier-Laplace transformed $`P`$ and $`Q`$, as

$$\frac{1}{2}\lambda _\pm (P\pm Q)\frac{1}{2}=\frac{1}{2}\lambda _\pm ^{1\alpha }Q$$
(12)
The solution for $`P`$ reads:

$$P=\frac{\lambda _+^\alpha \lambda _{}^{\alpha 1}+\lambda _{}^\alpha \lambda _+^{\alpha 1}+\lambda _+^{\alpha 1}+\lambda _{}^{\alpha 1}}{\lambda _+^\alpha +\lambda _{}^\alpha +2\lambda _+^\alpha \lambda _{}^\alpha }.$$
(13)
Let us show that this is an exact expression for the LW with the waiting time pdf (4). To this end, note that within the CTRW the propagator is obtained as $`P(k,u)=\mathrm{\Psi }(k,u)/[1\psi (k,u)]`$ in the case of spatiotemporal coupling with $`\psi (x,t)=\frac{1}{2}\left[\delta (xt)+\delta (x+t)\right]\psi (t)`$ and $`\mathrm{\Psi }(x,t)=\frac{1}{2}\left[\delta (xt)+\delta (x+t)\right]\mathrm{\Psi }(t)`$ zukla . Consequently, we find

$$\psi (u,k)=\frac{1}{2}\left[\psi (u+ik)+\psi (uik)\right]$$

and an analogous expression for $`\mathrm{\Psi }(u,k)`$, such that we arrive at the Fourier-Laplace form of $`P`$:

$$P=\frac{\left[1\psi (\lambda _+)\right]/\lambda _++\left[1\psi (\lambda _{})\right]/\lambda _{}}{2\psi (\lambda _+)\psi (\lambda _{})}.$$
(14)
With $`\psi (u)`$ given by Eq. (4), Eq. (13) is reproduced and we have shown that Eq. (12) with the definition (10) describes an LW. From the representation (14), we find the Laplace space form $`x^2(u)=2\left(u^\alpha +1\alpha \right)/\left(u^3+u^{3+\alpha }\right)`$ of the second moment, from which we obtain the limiting behaviors $`x^2(t)t^2`$ for $`t1`$ and $`x^2(t)(1\alpha )t^2`$ for $`t1`$, i.e., a mere decrease in the amplitude of an *overall ballistic* process: the memory which we introduced by the long-tailed form of $`\psi `$ leads to an extreme persistence in a given direction on all time scales. There is no turnover to a process with a smaller exponent of $`t`$ as in the Cattaneo case.

*(ii) Subballistic regime.* Let us now compare this with the better known case of the subballistic domain. We again follow our above obtained recipe of formulating two equations for the direction-switching process with the waiting-time distribution of interest, and then change the time derivatives for the material ones. There is an heuristic way immediately leading to the equations: in the Laplace representation, the system of equations

$`uP_+1`$ $`=`$ $`\frac{1}{2}f(u)(P_++P_{})`$
$`uP_{}`$ $`=`$ $`\frac{1}{2}f(u)(P_+P_{})`$ (15)
leads to the solution $`P_+=\frac{2(u+f(u))}{u(u+2f(u))}`$. Noting that according to Eq. (3), this is $`\left\{u\left[1+\psi (u)\right]\right\}^1`$, we find the relation $`\psi (u)=\frac{1}{1+u/f(u)}`$. If we want a function behaving for small $`u`$ as $`\psi (u)1uu^{1+\beta }`$ (i.e., one with $`\alpha =1+\beta `$ being in the interval between 1 and 2) we have to choose $`f(u)=1+u^\alpha `$, which produces $`\psi (u)=\frac{1+u^\beta }{1+u^\beta +u}`$. This corresponds to the equations

$$\frac{d}{dt}P_\pm =\frac{1}{2}\left(1+_0D_t^\beta \right)\left(P_{}P_\pm \right)$$
(16)
for the alternating process, and to the equations with material derivatives

$$d_\pm P_\pm =\frac{1}{2}\left(1+d_\pm ^\beta \right)\left(P_{}P_\pm \right)$$
(17)
for the Lévy walk. Using our formal rules, we get in the Fourier-Laplace representation:

$$\frac{1}{2}\lambda _\pm (P\pm Q)\frac{1}{2}=\frac{1}{2}(1+\lambda _+^\beta )Q,$$

from which we find the result:

$$P=\frac{2+\lambda _+^\beta +\lambda _{}^\beta +\lambda _++\lambda _{}}{2\lambda _+\lambda _{}+\lambda _+(1+\lambda _{}^\beta )+\lambda _{}(1+\lambda _+^\beta )}.$$
(18)
This corresponds exactly to Eq. (14) for the new $`\psi `$ and again corroborates the recipe to generalize $`d_\pm `$ to the fractional material derivatives $`d_\pm ^\beta `$ in the Fourier-Laplace domain. The second moment of this process is obtained as $`x^2(u)=2\left(u+\beta u^\beta \right)/\left(u^4+u^{3+\beta }+u^3\right)`$, producing the limiting behaviors $`x^2(t)t^2`$ for $`t1`$ and $`x^2(t)2\beta t^{2\beta }/\mathrm{\Gamma }(3\beta )`$ for $`t1`$, i.e., a transition from initial ballistic to terminal subballistic superdiffusive behavior, in analogy to the CTRW result klablushle ; zukla .

Let us now discuss the coordinate-time representation of the fractional material derivative. Using the standard relation $`F(u+b)e^{bt}f(t)`$ of the Laplace transformation we obtain after some steps

$$d_\pm ^\alpha P(x,t)=_0D_t^\alpha P(x\pm t,t).$$
(19)
The fractional material derivative, this is, generalizes the standard material derivative, $`d_\pm P(x,t)=\frac{d}{dt}P(x\pm t,t)\left(\frac{}{t}\pm \frac{}{x}\right)P`$ for $`\alpha =1`$, through the introduction of the standard Riemann-Liouville operator acting on the entire right hand side.

For subdiffusion, the major advantage of the fractional dynamical equation formulation is in the possibility to easily generalize to situations with an external force field, which led to the fractional Fokker-Planck equation report ; fpe . Here, we start with incorporating a constant external force. To this end, let us consider the physical realization of the walk in a splitting flow: in the upper half-plane, the particle moves to the right; $`v_x^+=v_0`$ for $`y>0`$, in the lower half-plain it moves to the left: $`v_x^{}=v_0`$ for $`y<0`$. The motion in the $`y`$-direction dictates the waiting-time distribution. If it is simple diffusion, the overall process is a Lévy-walk with $`\alpha =1/2`$ bouchaud . Imagine now, we have a force acting in the $`x`$-direction. The force causes sliding of the particle with respect to the flow, so that now $`v_x^+=v_0+\mu f`$ for $`y>0`$ and $`v_x^{}=v_0+\mu f`$ for $`y<0`$. This corresponds to changing $`d_\pm ^\alpha `$ to the constructs corresponding to

$$d_{f,\pm }^\alpha P(x,t)=_0D_t^\alpha P(x+[\mu f\pm v]t,t),$$
(20)
whose Fourier-Laplace transform produces

$$d_{f,\pm }^\alpha \left[u+i(\mu f\pm v)k\right]^\alpha .$$
(21)
That is, in both the force-free and the constant force cases, we observe some type of generalized d’Alembert principle reflecting the $`\delta `$-coupling of $`x`$ and $`t`$ rem2 .

Translating the dynamic equations (10) and (17) with the fractional material derivatives into an equation for the propagator $`P`$ produces a rather complicated expression. This can in fact be circumvented by a somewhat different definition of the fractional operators, as shown in Ref. meerschaert . However, the latter does not allow for the incorporation of a bias and is therefore not suited for our purpose.

In our approach we were guided by the equivalence between position $`x`$ and time $`t`$ in the LW framework, enforced by the $`\delta `$-coupling $`\psi (x,t)=\frac{1}{2}\delta (|x|t)\psi (t)`$, which could in fact be rewritten in terms of the jump length distribution as $`\frac{1}{2}\delta (|x|t)\lambda (x)`$, with the appropriate long-tailed form for $`\lambda `$. This equivalence gives rise to the occurrence of the material derivative, in complete analogy to the Brownian Cattaneo case. However, in the presence of long-tailed temporal correlations of the kind $`\psi (t)t^{1\alpha }`$, the fractional variant of the material derivative emerges, with its simple representations in both Fourier-Laplace and $`(x,t)`$ domains. This treatment is amenable for the case of constant external force. Whether there is a similar treatment for arbitrary force $`f(x)`$ is not clear at present.


text:
# Ergodicity of the finite dimensional approximation of the 3D Navier-Stokes equations forced by a degenerate noise

## 1. Introduction

The uniqueness of statistical steady states for the Navier-Stokes equations is a less known but nevertheless important problem in the mathematical theory of turbulence. The question is completely open in dimension three, mainly because, due to the lack of uniqueness of the equations, there is no way yet to give meaning to the mathematical objects involved in the subject.

In the present paper the property of ergodicity is proved for the finite dimensional approximations of the three-dimensional Navier-Stokes equations, driven by a random force. The same problem has been solved in two dimensions by E and Mattingly .

Such result can have a qualitative interest for the statistical behaviour of an incompressible fluid. Indeed, if the Kolmogorov theory of turbulence is taken into account, one can believe that the cascade of energy, responsible of the transport of the energy through the scales, is effective in the inertial range so that at smaller scales only the dissipation ends up to be relevant. Hence the long-time statistical properties of the fluid can be sufficiently depicted by the low modes of the velocity field. In some sense, if the ultraviolet cut-off is sufficiently large, in order to capture all the important modes, the corresponding invariant measure gives the real behaviour of the fluid. In view of these considerations, the conclusions of the paper can give also both a hint and a possible starting point for the analysis of the infinite dimensional case.

We consider a finite dimensional truncation of the three dimensional Navier-Stokes equations, driven by a random force, with periodic boundary conditions. The proof of ergodicity is classical and it is developed in two steps. Firstly we prove that the transition probability densities are regular, by checking that the diffusion operator is hypoelliptic (the Hörmander condition). Then we show that the Markov process is irreducible, in the sense that each open set is visited with positive probability at each time. For this aim we study the associated control problem (see Section 6). Irreducibility for the infinite dimensional equations was firstly proved by Flandoli , under the assumption that the noise acts on all modes.

Both these properties, strong Feller and irreducibility, are implied by an algebraic condition on the set of indices corresponding to the modes forced by the noise. The condition essentially means that it is possible to obtain any index as a sum of some of the forced indices. One can see this mechanism as a geometrical realisation of the cascade of energy, since the non-linear term transmits the random forcing from the few forced modes to all the other modes. As an example we show that the algebraic condition is satisfied if the three lowest modes are forced.

Recently, many authors have applied the techniques we have used here, such us the hypoellipticity for degenerate diffusions, or the general theory for Markov chains and Markov processes collected and developed by Meyn and Tweedie (one can see their book ). Among many others we quote the papers by E and Mattingly , Eckmann and Hairer , Hairer , Rey-Bellet and Thomas , and some of the references therein.

The paper is organised as follows. In the first section the main definitions are given, together with the statements of the main results and an outline of their proofs. The technical computations and the precise statement of some hypotheses are postponed in the following sections. The aim is to give a light presentation of the main ideas, without all the technicalities, which are then reserved to the interested readers.

### Acknowledgements

The author wish to thanks R. Bianchini and S. Dolfi for the helpful bibliographical suggestions on the control theory part in Section 6 and on the algebraic part in Section 5, and F. Flandoli for the many helpful conversations.

This paper is dedicated to the memory of my father, who died whilst I was writing it.

## 2. The main theorem

We consider the stochastic Navier-Stokes equations with additive noise

$`du=(\nu \mathrm{\Delta }u(u)uP)dt+dB_t`$
$`\mathrm{div}u=0,`$
in the domain $`[0,2\pi ]^3`$, with periodic boundary conditions, where $`u`$ is the velocity field and $`P`$ is the pressure field, and $`B_t`$ is a Brownian motion. As usual, the equations are projected on the space of divergence-free vector fields, in order to cause the pressure to disappear from the equations. If we write the equations in the Fourier components, we obtain the following infinite system of stochastic differential equations

$$du_𝐤=\left[\nu |𝐤|^2u_𝐤𝚒\underset{𝐡+𝐥=𝐤}{}(𝐤u_𝐡)\left(u_𝐥\frac{𝐤u_𝐥}{|𝐤|^2}𝐤\right)\right]dt+q_𝐤d\beta _t^𝐤,𝐤𝐙^3$$

with the constraint $`u_𝐤𝐤=0`$ (it comes from the divergence-free condition). We have made some simplifying assumptions on the noise: we assume that the noise takes values in the space of divergence-free vector fields and that the covariance is diagonal in the Fourier components (the assumptions will be stated more clearly in Section 3.1).

In order to state the problem of the finite dimensional approximation, fix a threshold $`N`$ and consider the finite subset of indices $`𝒦_N=\left\{𝐤𝐙^3\right||𝐤|N,𝐤(0,0,0)\}`$. The finite dimensional system obtained is the following

(2.1)
$$du_𝐤=\left[\nu |𝐤|^2u_𝐤𝚒\underset{\begin{array}{c}𝐡,𝐥𝒦_N\\ 𝐡+𝐥=𝐤\end{array}}{}(𝐤u_𝐡)\left(u_𝐥\frac{𝐤u_𝐥}{|𝐤|^2}𝐤\right)\right]dt+q_𝐤d\beta _t^𝐤,𝐤𝒦_N$$

(a formal derivation is given in Section 3). We will use the real variables $`r_𝐤`$, $`s_𝐤𝐑^3`$, where $`u_𝐤=r_𝐤+𝚒s_𝐤`$, rather than the complex variables $`u_𝐤`$, so that the equations are briefly written as

$$\{\begin{array}{c}dr_𝐤^i=F_{r_𝐤^i}(r,s)dt+q_𝐤^rd\beta _t^𝐤,\hfill \\ ds_𝐤^i=F_{s_𝐤^i}(r,s)dt+q_𝐤^sd\beta _t^𝐤,\hfill \end{array}𝐤𝒦_N,i=1,2,3$$

and $`q_𝐤=q_𝐤^r+𝚒q_𝐤^s`$. Since $`u_𝐤=\overline{u_𝐤}`$, the set of indices $`𝒦_N`$ is redundant, hence we take a smaller set $`\stackrel{~}{𝒦}`$, which takes into account the symmetries.

The solution $`(r(t),s(t))`$ of the above stochastic equations is a Markov process on the state space

$$U=\underset{𝐤\stackrel{~}{𝒦}}{}(R_𝐤S_𝐤),$$

where $`R_𝐤`$ and $`S_𝐤`$ enclose the divergence-free condition $`r_𝐤𝐤=s_𝐤𝐤=0`$ (see also (4.1) and the following formulas). We denote by $`P_t`$ the transition semigroup

$$P_t\phi (r_0,s_0)=𝐄_{(r_0,s_0)}[\phi (r(t),s(t))]$$

with generator

(2.2)
$$=F_0+\frac{1}{2}\underset{\begin{array}{c}𝐤\stackrel{~}{𝒦}\\ i=1,2,3\end{array}}{}(X_{𝐤,i}^{r}{}_{}{}^{2}+X_{𝐤,i}^{s}{}_{}{}^{2})$$

where

(2.3)
$$F_0=\underset{𝐤\stackrel{~}{𝒦}}{}\underset{i=1}{\overset{3}{}}F_{r_𝐤^i}\frac{}{r_𝐤^i}+F_{s_𝐤^i}\frac{}{s_𝐤^i},X_{𝐤,i}^r=\underset{j=1}{\overset{3}{}}q_{𝐤,ij}^r\frac{}{r_𝐤^j},X_{𝐤,i}^s=\underset{j=1}{\overset{3}{}}q_{𝐤,ij}^s\frac{}{s_𝐤^j},$$

and by $`P_t((r,s),)`$ the transition probability.

The main assumption we take on the noise is that it acts on a small set of modes. We consider the set $`𝒩`$ of indices whose corresponding Fourier components are forced by the noise. We assume that $`𝒩`$ is a determining set of indices, as defined in Section 5, which essentially means that each index in $`𝒦_N`$ can be obtained as the sum of elements of $`𝒩`$. In other words $`𝒩`$ should be an algebraic system of generators of $`𝐙^3`$. In Section 5 we will give some heuristic justifications to such claim. As a working example, Proposition 5.2 shows that any set $`𝒩`$ containing the three indices $`(1,0,0)`$, $`(0,1,0)`$ and $`(0,0,1)`$ is a determining set of indices.

Here we are interested in stating the main result of the paper, namely the ergodicity of the finite dimensional approximation (2.1)

###### Theorem 2.1.

Assume that the Brownian motion $`B_t`$ satisfies the assumptions in Section 3.1 and that the set $`𝒩`$ defined above is a determining set of indices. Then the system (2.1) admits a unique invariant measure.

Moreover, the unique invariant measure is supported on the whole state space or, in other words, it gives positive mass to each open set.

###### Proof.

First, we prove the existence of the invariant measure. The method is classical and based on the Krylov-Bogoliubov method (see for example Theorem 3.1.1 of Da Prato and Zabczyk ). The compactness follows by the following argument. Let $`u^2=_{𝐤\stackrel{~}{𝒦}}|u_𝐤|^2`$, then by Itô formula (using also the first property of Lemma 7.1),

$`du(t)^2`$ $`=`$ $`{\displaystyle \underset{𝐤\stackrel{~}{𝒦}}{}}\left(2\overline{u_𝐤}F_𝐤(u)+\mathrm{Tr}(q_𝐤^T\overline{q_𝐤})\right)dt+2{\displaystyle \underset{𝐤\stackrel{~}{𝒦}}{}}\overline{u_𝐤}q_𝐤d\beta _t^𝐤`$
$`=`$ $`2\nu {\displaystyle \underset{𝐤\stackrel{~}{𝒦}}{}}|𝐤|^2|u_𝐤|^2dt+2{\displaystyle \underset{𝐤\stackrel{~}{𝒦}}{}}\overline{u_𝐤}q_𝐤d\beta _t^𝐤+\sigma ^2dt,`$
where $`\sigma ^2`$ is the variance of the Brownian motion $`B_t`$, so that

$$𝐄u(t)^2+2\nu _0^tu(s)^2𝑑s𝐄u(0)+\sigma ^2t$$

and by Gronwall lemma $`𝐄u(t)𝐄u(0)+\frac{\sigma ^2}{2\nu }`$.

Uniqueness of the invariant measure is proved by means of the Doob uniqueness theorem (see for example Theorem 4.2.1 of Da Prato and Zabczyk ). We just need to show that the transition semigroup generated by the dynamics (2.1) is strongly Feller and irreducible.

A Markov semigroup $`P_t`$ is strongly Feller if $`P_t\phi `$ is bounded continuous in time and space when $`\phi `$ is bounded measurable. By a theorem of Stroock , the transition semigroup is strongly Feller if the Hörmander condition holds: the Lie algebra generated by the vector fields in (2.3), evaluated at each point, is the state space $`U`$. Since $`𝒩`$ is a determining set of indices, from Lemma 4.2 it follows that the constant vector fields of the generated Lie algebra span $`U`$.

A Markov semigroup is irreducible if it gives positive mass to any open set for each initial condition and each time. It is well known (see Stroock and Varadhan ) that irreducibility is true if the control problem (see equations (6.1)) associated to problem (2.1) is controllable. The last statement follows from Theorem 6.5.

Finally, the irreducibility property implies also that the support of the invariant measure is the whole state space. ∎

The next theorem shows, by means of general techniques developed in Meyn and Tweedie , , that the finite approximation of Navier-Stokes equations has good dissipation properties, strong enough to ensure the exponential mixing of the dynamics given by the Markov process. In order to state the result, define, for any measurable function $`f1`$ and any signed measure $`\mu `$ on the Borel sets of $`U`$,

$$\mu _f=\underset{|g|f}{sup}\left|g(x)\mu (dx)\right|,$$

and set

$$V(r,s)=\underset{𝐤\stackrel{~}{𝒦}}{}\underset{i=1,2,3}{}(r_{𝐤}^{i}{}_{}{}^{2}+s_{𝐤}^{i}{}_{}{}^{2}),(r,s)U.$$

###### Theorem 2.2.

Under the assumptions of the previous theorem, let $`\pi `$ be the unique invariant measure. Then there are positive constants $`C`$ and $`\rho `$ such that for each initial condition $`(r_0,s_0)U`$,

$$P_t((r_0,s_0),)\pi _fC𝚎^{\rho t}\left(1+V(r_0,s_0)+\frac{\sigma ^2}{2\nu }\right),t>0,$$

where $`f=1+V`$.

## 3. The Navier-Stokes equations in the Fourier coordinates

In this section we derive the equations of the finite dimensional approximations of the stochastic Navier-Stokes equations, with additive noise,

$`du=(\nu \mathrm{\Delta }u(u)uP)dt+dB_t`$
$`\mathrm{div}u=0,`$
in the domain $`[0,2\pi ]^3`$, with periodic boundary conditions, in the Fourier components.

Consider the Fourier basis $`(𝚎^{𝚒𝐤x})_{𝐤𝐙^3}`$ of $`L^2([0,2\pi ]^3)`$. First, assume that the applied random force has zero average, so that the centre of mass of the fluid moves with constant velocity. Hence, without loss of generality, we can assume that

$$u_\mathrm{𝟎}=P_\mathrm{𝟎}=0.$$

The projection onto the space of divergence-free vector fields is defined as

$$𝒫(a𝚎^{𝚒𝐤x})=\left(a\frac{𝐤𝐤}{|𝐤|^2}a\right)𝚎^{𝚒𝐤x}=\left(a\frac{a𝐤}{|𝐤|^2}𝐤\right)𝚎^{𝚒𝐤x},$$

where $`||`$ is the Euclidean norm in $`𝐑^3`$. Notice that

$$\mathrm{div}u=0\text{means}𝐤u_𝐤=0\text{for each }𝐤.$$

### 3.1. Assumptions on the noise

For the sake of simplicity, some simplifying assumptions will be done. First we assume that the covariance $`𝒬`$ of the noise is diagonal in the Fourier basis, so that we can write

$$𝒬v=\underset{𝐤𝐙^3}{}(q_𝐤v_𝐤)𝚎^{𝚒𝐤x}.$$

Moreover we assume that $`q_𝐤^T𝐤=\mathrm{𝟎}`$ for each $`𝐤`$, this implies that the Brownian motion takes values in the space of divergence-free vector fields. The Brownian motion has finite variance that we denote by $`\sigma ^2`$. We assume also that for each $`𝐤`$, the real and the imaginary parts of the $`3\times 3`$ matrix $`q_𝐤`$, if not zero, have rank $`2`$. This is an assumption in the small of non-degeneracy, since we ask that, if a mode is forced, it is fully forced in its $`4`$ components. As a first consequence of our assumptions, the operators $`𝒬`$ and $`𝒫`$ commute.

The main assumption of the paper is that the noise acts only on a few components, namely most of the matrices $`q_𝐤`$ are zero. We define the set $`𝒩𝐙^3`$ of stochastically forced indices, that is the set of $`𝐤`$s such that $`q_𝐤0`$.

### 3.2. The equation in the Fourier modes

We write

$$u(t,x)=\underset{𝐤𝐙^3}{}u_𝐤(t)𝚎^{𝚒𝐤x}$$

and, by means of the operator $`𝒫`$, we project the equations in the space of divergence-free vector fields, so that the pressure disappears. We obtain the following infinite system of stochastic differential equations (see also Gallavotti , Chapter 2, where the author gives also a interpretation of the physics of the fluid in terms of the Fourier coordinates)

$`du_𝐤=\left[\nu |𝐤|^2u_𝐤𝚒{\displaystyle \underset{\begin{array}{c}𝐡,𝐥𝐙^3\\ 𝐡+𝐥=𝐤\end{array}}{}}(𝐤u_𝐡)\left(u_𝐥{\displaystyle \frac{𝐤u_𝐥}{|𝐤|^2}}𝐤\right)\right]dt+q_𝐤d\beta _t^𝐤,`$
$`u_𝐤𝐤=0`$
where $`(\beta _t^𝐤)_{t0}`$ are independent three-dimensional Brownian motions, and the nonlinear term has been obtained in the following way:

$`𝒫(u)u`$ $`=`$ $`𝚒𝒫{\displaystyle \underset{𝐤𝐙^3}{}}{\displaystyle \underset{𝐡+𝐥=𝐤}{}}(𝐥u_𝐡)u_𝐥𝚎^{𝚒𝐤x}`$
$`=`$ $`𝚒{\displaystyle \underset{𝐤𝐙^3}{}}{\displaystyle \underset{𝐡+𝐥=𝐤}{}}(𝐥u_𝐡)\left(u_𝐥{\displaystyle \frac{𝐤u_𝐥}{|𝐤|^2}}𝐤\right)𝚎^{𝚒𝐤x}`$
$`=`$ $`𝚒{\displaystyle \underset{𝐤𝐙^3}{}}{\displaystyle \underset{𝐡+𝐥=𝐤}{}}(𝐤u_𝐡)\left(u_𝐥{\displaystyle \frac{𝐤u_𝐥}{|𝐤|^2}}𝐤\right)𝚎^{𝚒𝐤x}.`$
### 3.3. The finite dimensional approximation

Let $`N𝐍`$ and set

$$𝒦_N=\left\{𝐤𝐙^3\right|𝐤(0,0,0),|𝐤|_{\mathrm{}}N\}.$$

where $`||_{\mathrm{}}`$ is the sup-norm in $`𝐑^3`$. We project the equation in the space spanned by $`(𝚎^{𝚒𝐤x})_{𝐤𝒦_N}`$, with coefficients in $`𝐑^3`$, and for this aim we set

$$u(t,x)=\underset{𝐤𝒦_N}{}u_𝐤𝚎^{𝚒𝐤x}.$$

The equation in the finite dimensional approximation is

$$du_𝐤=\left[\nu |𝐤|^2u_𝐤𝚒\underset{\begin{array}{c}𝐡,𝐥𝒦_N\\ 𝐡+𝐥=𝐤\end{array}}{}(𝐤u_𝐡)\left(u_𝐥\frac{𝐤u_𝐥}{|𝐤|^2}𝐤\right)\right]dt+q_𝐤d\beta _t^𝐤,𝐤𝒦_N.$$

We set

$$u_𝐤=(r_𝐤^j+𝚒s_𝐤^j)_{j=1,2,3},$$

where $`𝐤r_𝐤=𝐤s_𝐤=0`$ and $`r_𝐤^j`$, $`s_𝐤^j`$, $`j=1,2,3`$, are real-valued. Since $`u_𝐤=\overline{u_𝐤}`$, we are going to choose a smaller set of indices $`𝐤𝒦_N`$ in order to take into account that some equations in the system are redundant. We set

$`𝒦_N^1`$ $`=`$ $`\left\{𝐤𝐙^3\right||𝐤|_{\mathrm{}}N,k_3>0\}`$
$`𝒦_N^2`$ $`=`$ $`\left\{𝐤𝐙^3\right||𝐤|_{\mathrm{}}N,k_3=0,k_2>0\}`$
$`𝒦_N^3`$ $`=`$ $`\left\{𝐤𝐙^3\right||𝐤|_{\mathrm{}}N,k_3=k_2=0,k_1>0\}`$
and

$$\stackrel{~}{𝒦}=𝒦_N^1𝒦_N^2𝒦_N^3,$$

in such a way that

$$𝒦_N=\stackrel{~}{𝒦}(\stackrel{~}{𝒦})\text{and}\stackrel{~}{𝒦}(\stackrel{~}{𝒦})=\mathrm{}.$$

Notice that $`\mathrm{\#}(\stackrel{~}{𝒦})=\frac{1}{2}[(2N+1)^31]`$, we call such number $`D`$. Now, if $`𝐤\stackrel{~}{𝒦}`$, the sum extended to all pairs of indices $`𝐡`$, $`𝐥`$ such that $`𝐡+𝐥=𝐤`$ can be written in the following way:

$$\underset{\begin{array}{c}𝐡+𝐥=𝐤\\ 𝐡,𝐥𝒦_N\end{array}}{}=\underset{\begin{array}{c}𝐡+𝐥=𝐤\\ 𝐡,𝐥\stackrel{~}{𝒦}\end{array}}{}+\underset{\begin{array}{c}𝐡+𝐥=𝐤\\ 𝐡\stackrel{~}{𝒦}\\ 𝐥\stackrel{~}{𝒦}\end{array}}{}+\underset{\begin{array}{c}𝐡+𝐥=𝐤\\ 𝐡\stackrel{~}{𝒦}\\ 𝐥\stackrel{~}{𝒦}\end{array}}{},$$

since if $`𝐡`$, $`𝐥\stackrel{~}{𝒦}`$, $`𝐤`$ does not belong to $`\stackrel{~}{𝒦}`$ as well. We denote by $`^{}`$ the sum extended to indices in $`\stackrel{~}{𝒦}`$. With this position

$`{\displaystyle \underset{\begin{array}{c}𝐡+𝐥=𝐤\\ 𝐡,𝐥𝒦_N\end{array}}{}}(𝐤u_𝐡)\left(u_𝐥{\displaystyle \frac{𝐤u_𝐥}{|𝐤|^2}}𝐤\right)`$ $`=`$ $`\underset{𝐡+𝐥=𝐤}{{\displaystyle ^{}}}(𝐤u_𝐡)\left(u_𝐥{\displaystyle \frac{𝐤u_𝐥}{|𝐤|^2}}𝐤\right)+\underset{𝐡𝐥=𝐤}{{\displaystyle ^{}}}(𝐤u_𝐡)\left(\overline{u_𝐥}{\displaystyle \frac{𝐤\overline{u_𝐥}}{|𝐤|^2}}𝐤\right)`$
$`+\underset{𝐥𝐡=𝐤}{{\displaystyle ^{}}}(𝐤\overline{u_𝐡})\left(u_𝐥{\displaystyle \frac{𝐤u_𝐥}{|𝐤|^2}}𝐤\right)`$
so that the equations become

$`du_𝐤+(\nu |𝐤|^2u_𝐤+𝚒\underset{𝐡+𝐥=𝐤}{{\displaystyle ^{}}}(𝐤u_𝐡)(u_𝐥{\displaystyle \frac{𝐤u_𝐥}{|𝐤|^2}}𝐤)`$ $`+`$ $`𝚒\underset{𝐡𝐥=𝐤}{{\displaystyle ^{}}}(𝐤u_𝐡)\left(\overline{u_𝐥}{\displaystyle \frac{𝐤\overline{u_𝐥}}{|𝐤|^2}}𝐤\right)+`$
$`+`$ $`𝚒\underset{𝐥𝐡=𝐤}{{\displaystyle ^{}}}(𝐤\overline{u_𝐡})(u_𝐥{\displaystyle \frac{𝐤u_𝐥}{|𝐤|^2}}𝐤))dt=q_𝐤d\beta ^𝐤_t.`$
It is convenient to write explicitly the equations relative to the real and imaginary part of $`u_𝐤`$,

$`dr_𝐤+(\nu |𝐤|^2r_𝐤`$ $``$ $`\underset{𝐡+𝐥=𝐤}{{\displaystyle ^{}}}(𝐤r_𝐡)\left(s_𝐥{\displaystyle \frac{𝐤s_𝐥}{|𝐤|^2}}𝐤\right)+(𝐤s_𝐡)\left(r_𝐥{\displaystyle \frac{𝐤r_𝐥}{|𝐤|^2}}𝐤\right)`$
$`+`$ $`\underset{𝐡𝐥=𝐤}{{\displaystyle ^{}}}(𝐤r_𝐡)\left(s_𝐥{\displaystyle \frac{𝐤s_𝐥}{|𝐤|^2}}𝐤\right)(𝐤s_𝐡)\left(r_𝐥{\displaystyle \frac{𝐤r_𝐥}{|𝐤|^2}}𝐤\right)`$
$``$ $`\underset{𝐥𝐡=𝐤}{{\displaystyle ^{}}}(𝐤r_𝐡)(s_𝐥{\displaystyle \frac{𝐤s_𝐥}{|𝐤|^2}}𝐤)(𝐤s_𝐡)(r_𝐥{\displaystyle \frac{𝐤r_𝐥}{|𝐤|^2}}𝐤))dt=q_𝐤^rd\beta ^𝐤_t`$
and

$`ds_𝐤+(\nu |𝐤|^2s_𝐤`$ $`+`$ $`\underset{𝐡+𝐥=𝐤}{{\displaystyle ^{}}}(𝐤r_𝐡)\left(r_𝐥{\displaystyle \frac{𝐤r_𝐥}{|𝐤|^2}}𝐤\right)(𝐤s_𝐡)\left(s_𝐥{\displaystyle \frac{𝐤s_𝐥}{|𝐤|^2}}𝐤\right)`$
$`+`$ $`\underset{𝐡𝐥=𝐤}{{\displaystyle ^{}}}(𝐤r_𝐡)\left(r_𝐥{\displaystyle \frac{𝐤r_𝐥}{|𝐤|^2}}𝐤\right)+(𝐤s_𝐡)\left(s_𝐥{\displaystyle \frac{𝐤s_𝐥}{|𝐤|^2}}𝐤\right)`$
$`+`$ $`\underset{𝐥𝐡=𝐤}{{\displaystyle ^{}}}(𝐤r_𝐡)(r_𝐥{\displaystyle \frac{𝐤r_𝐥}{|𝐤|^2}}𝐤)+(𝐤s_𝐡)(s_𝐥{\displaystyle \frac{𝐤s_𝐥}{|𝐤|^2}}𝐤))dt=q_𝐤^sd\beta ^𝐤_t.`$
In view of the above formulas, we set

$`F_{r_𝐤^i}=\nu |𝐤|^2r_𝐤^i`$ $`+`$ $`\underset{𝐡+𝐥=𝐤}{{\displaystyle ^{}}}(𝐤r_𝐡)\left(s_𝐥^i{\displaystyle \frac{𝐤s_𝐥}{|𝐤|^2}}k_i\right)+(𝐤s_𝐡)\left(r_𝐥^i{\displaystyle \frac{𝐤r_𝐥}{|𝐤|^2}}k_i\right)`$
$``$ $`\underset{𝐡𝐥=𝐤}{{\displaystyle ^{}}}(𝐤r_𝐡)\left(s_𝐥^i{\displaystyle \frac{𝐤s_𝐥}{|𝐤|^2}}k_i\right)(𝐤s_𝐡)\left(r_𝐥^i{\displaystyle \frac{𝐤r_𝐥}{|𝐤|^2}}k_i\right)`$
$`+`$ $`\underset{𝐥𝐡=𝐤}{{\displaystyle ^{}}}(𝐤r_𝐡)\left(s_𝐥^i{\displaystyle \frac{𝐤s_𝐥}{|𝐤|^2}}k_i\right)(𝐤s_𝐡)\left(r_𝐥^i{\displaystyle \frac{𝐤r_𝐥}{|𝐤|^2}}k_i\right)`$
and

$`F_{s_𝐤^i}=\nu |𝐤|^2s_𝐤^i`$ $``$ $`\underset{𝐡+𝐥=𝐤}{{\displaystyle ^{}}}(𝐤r_𝐡)\left(r_𝐥^i{\displaystyle \frac{𝐤r_𝐥}{|𝐤|^2}}k_i\right)(𝐤s_𝐡)\left(s_𝐥^i{\displaystyle \frac{𝐤s_𝐥}{|𝐤|^2}}k_i\right)`$
$``$ $`\underset{𝐡𝐥=𝐤}{{\displaystyle ^{}}}(𝐤r_𝐡)\left(r_𝐥^i{\displaystyle \frac{𝐤r_𝐥}{|𝐤|^2}}k_i\right)+(𝐤s_𝐡)\left(s_𝐥^i{\displaystyle \frac{𝐤s_𝐥}{|𝐤|^2}}k_i\right)`$
$``$ $`\underset{𝐥𝐡=𝐤}{{\displaystyle ^{}}}(𝐤r_𝐡)\left(r_𝐥^i{\displaystyle \frac{𝐤r_𝐥}{|𝐤|^2}}k_i\right)+(𝐤s_𝐡)\left(s_𝐥^i{\displaystyle \frac{𝐤s_𝐥}{|𝐤|^2}}k_i\right).`$
## 4. The Lie Algebra generated by the dynamics

The state space of the Markov process $`(r(t),s(t))`$ which is solution of the equations stated above is a linear space $`U𝐑^{6D}`$, where $`D=\mathrm{\#}\stackrel{~}{𝒦}`$, given by

(4.1)
$$U=\underset{𝐤\stackrel{~}{𝒦}}{}(R_𝐤S_𝐤),$$

and each element of $`U`$ is labelled $`(r,s)`$, with $`r=(r_𝐤^1,r_𝐤^2,r_𝐤^3)_{𝐤\stackrel{~}{𝒦}}`$ and $`s=(s_𝐤^1,s_𝐤^2,s_𝐤^3)_{𝐤\stackrel{~}{𝒦}}`$, and

$`R_𝐤`$ $`=`$ $`\left\{(r,s)𝐑^{6D}\right|r_𝐤𝐤=0,s_𝐤=0,r_𝐡=s_𝐡=0,𝐡𝐤\}`$
$`S_𝐤`$ $`=`$ $`\left\{(r,s)𝐑^{6D}\right|s_𝐤𝐤=0,r_𝐤=0,r_𝐡=s_𝐡=0,𝐡𝐤\}.`$
In the same way, we can define the Lie algebra $`𝔘`$ corresponding to the vector space $`U`$,

(4.2)
$$𝔘=\left\{G\right|G=\underset{\begin{array}{c}𝐤\stackrel{~}{𝒦}\\ i=1,2,3\end{array}}{}G_{r_𝐤^i}\frac{}{r_𝐤^i}+G_{s_𝐤^i}\frac{}{s_𝐤^i}\text{ and }𝐤G_{r_𝐤}=𝐤G_{s_𝐤}=0\}.$$

We define also the subspaces $`𝔘_𝐤=_𝐤𝔖_𝐤`$ of $`𝔘`$ of constant vector fields, where

$$_𝐤=\left\{\underset{i=1,2,3}{}r_𝐤^i\frac{}{r_𝐤^i}\right|r_𝐤R_𝐤\}\text{and}𝔖_𝐤=\left\{\underset{i=1,2,3}{}s_𝐤^i\frac{}{s_𝐤^i}\right|s_𝐤S_𝐤\}$$

In this section, we want to find some reasonable conditions on the set $`𝒩`$ of forced modes (such set has been defined in Section 3.1) in such a way that the algebra generated by the fields

(4.3)
$$\{F_0\}𝔘_𝐤𝐤𝒩,$$

where

$$F_0=\underset{\begin{array}{c}𝐤\stackrel{~}{𝒦}\\ i=1,2,3\end{array}}{}F_{r_𝐤^i}\frac{}{r_𝐤^i}+F_{s_𝐤^i}\frac{}{s_𝐤^i},$$

and $`F_{r_𝐤^i}`$ and $`F_{s_𝐤^i}`$ have been defined respectively in (3.3) and (3.3), contains all the constant vector fields of $`𝔘`$. In particular, it follows that the Hörmander condition holds, that is the generated Lie algebra, evaluated at each point of $`U`$, gives $`U`$ itself. We start with some computations that will be useful in the sequel.

###### Lemma 4.1.

Let $`𝐦`$, $`𝐧\stackrel{~}{𝒦}`$ and $`V𝔘_𝐦`$, $`W𝔘_𝐧`$, with

$$V=\underset{j=1}{\overset{3}{}}v_j^r\frac{}{r_𝐦^j}+v_j^s\frac{}{s_𝐦^j},W=\underset{j=1}{\overset{3}{}}w_j^r\frac{}{r_𝐦^j}+w_j^s\frac{}{s_𝐦^j},$$

then

1. if $`𝐤=𝐦+𝐧`$, $`𝐡=𝐧𝐦`$ and $`𝐠=𝐦𝐧`$,

$`[[F_0,V],W]`$ $`=`$ $`\left[(v^r𝐤)P_𝐤(w^s)+(w^s𝐤)P_𝐤(v^r)+(v^s𝐤)P_𝐤(w^r)+(w^r𝐤)P_𝐤(v^s)\right]{\displaystyle \frac{}{r_𝐤}}`$
$`+\left[(v^s𝐤)P_𝐤(w^s)+(w^s𝐤)P_𝐤(v^s)(v^r𝐤)P_𝐤(w^r)(w^r𝐤)P_𝐤(v^r)\right]{\displaystyle \frac{}{s_𝐤}}`$
$`+\left[(v^r𝐡)P_𝐡(w^s)+(w^s𝐡)P_𝐡(v^r)(v^s𝐡)P_𝐡(w^r)(w^r𝐡)P_𝐡(v^s)\right]{\displaystyle \frac{}{r_𝐡}}`$
$`\left[(v^r𝐡)P_𝐡(w^r)+(w^r𝐡)P_𝐡(v^r)+(v^s𝐡)P_𝐡(w^s)+(w^s𝐡)P_𝐡(v^s)\right]{\displaystyle \frac{}{s_𝐡}}`$
$`+\left[(v^s𝐠)P_𝐠(w^r)+(w^r𝐠)P_𝐠(v^s)(v^r𝐠)P_𝐠(w^s)(w^s𝐠)P_𝐠(v^r)\right]{\displaystyle \frac{}{r_𝐠}}`$
$`\left[(v^r𝐠)P_𝐠(w^r)+(w^r𝐠)P_𝐠(v^r)+(v^s𝐠)P_𝐠(w^s)+(w^s𝐠)P_𝐠(v^s)\right]{\displaystyle \frac{}{s_𝐠}},`$
where $`P_𝐤`$ is the projection of $`𝐑^3`$ on the plane orthogonal to the vector $`𝐤`$, and in the above formula the terms corresponding to indices out of $`\stackrel{~}{𝒦}`$ are zero;
2. if there is $`q𝐐`$ such that $`𝐧=q𝐦`$, then $`[[F_0,V],W]=0,`$
3. $`[[F_0,V],W]=\frac{1}{2}[[F_0,V+W],V+W]`$.

###### Proof.

We compute the derivatives of the components of $`F_0`$ (defined in (3.3) and (3.3)),

$`{\displaystyle \frac{F_{r_𝐤^i}}{r_𝐦^j}}`$ $`=`$ $`\nu |𝐤|^2\delta _{ij}\delta _{\mathrm{𝐤𝐦}}+k_j(s_{𝐤𝐦}^is_{𝐦𝐤}^i+s_{𝐦+𝐤}^i)+𝐤(s_{𝐤𝐦}s_{𝐦𝐤}+s_{𝐦+𝐤})\left(\delta _{ij}{\displaystyle \frac{2k_ik_j}{|𝐤|^2}}\right)`$
$`{\displaystyle \frac{F_{r_𝐤^i}}{s_𝐦^j}}`$ $`=`$ $`k_j(r_{𝐤𝐦}^i+r_{𝐦𝐤}^ir_{𝐦+𝐤}^i)+𝐤(r_{𝐤𝐦}+r_{𝐦𝐤}r_{𝐦+𝐤})\left(\delta _{ij}{\displaystyle \frac{2k_ik_j}{|𝐤|^2}}\right)`$
$`{\displaystyle \frac{F_{s_𝐤^i}}{r_𝐦^j}}`$ $`=`$ $`k_j(r_{𝐤𝐦}^i+r_{𝐦𝐤}^i+r_{𝐦+𝐤}^i)𝐤(r_{𝐤𝐦}+r_{𝐦𝐤}+r_{𝐦+𝐤})\left(\delta _{ij}{\displaystyle \frac{2k_ik_j}{|𝐤|^2}}\right)`$
$`{\displaystyle \frac{F_{s_𝐤^i}}{s_𝐦^j}}`$ $`=`$ $`\nu |𝐤|^2\delta _{ij}\delta _{\mathrm{𝐤𝐦}}+k_j(s_{𝐤𝐦}^is_{𝐦𝐤}^is_{𝐦+𝐤}^i)+𝐤(s_{𝐤𝐦}s_{𝐦𝐤}s_{𝐦+𝐤})\left(\delta _{ij}{\displaystyle \frac{2k_ik_j}{|𝐤|^2}}\right)`$
and the second derivatives (we have set $`A_{jl}^i(𝐤)=\delta _{il}k_j+\delta _{ij}k_l2\frac{k_ik_jk_l}{|𝐤|^2}`$),

$$\frac{^2F_{r_𝐤^i}}{r_𝐧^lr_𝐦^j}=\frac{^2F_{r_𝐤^i}}{s_𝐧^ls_𝐦^j}=0,\frac{^2F_{r_𝐤^i}}{s_𝐧^lr_𝐦^j}=(\delta _{𝐧,𝐤𝐦}\delta _{𝐧,𝐦𝐤}+\delta _{𝐧,𝐦+𝐤})A_{ij}^i(𝐤)$$

and

$`{\displaystyle \frac{^2F_{s_𝐤^i}}{r_𝐧^lr_𝐦^j}}`$ $`=`$ $`(\delta _{𝐧,𝐤𝐦}+\delta _{𝐧,𝐦𝐤}+\delta _{𝐧,𝐦+𝐤})A_{jl}^i(𝐤),{\displaystyle \frac{^2F_{s_𝐤^i}}{s_𝐧^lr_𝐦^j}}=0`$
$`{\displaystyle \frac{^2F_{s_𝐤^i}}{s_𝐧^ls_𝐦^j}}`$ $`=`$ $`(\delta _{𝐧,𝐤𝐦}\delta _{𝐧,𝐦𝐤}\delta _{𝐧,𝐦+𝐤})A_{jl}^i(𝐤)`$
with the agreement that everything concerning indices out of the set $`\stackrel{~}{𝒦}`$ is zero.

Let $`V𝔘_𝐦`$ and $`W𝔘_𝐧`$ as in the statement of the lemma, then by computing the bracket we obtain

$$[[F_0,V],W]=\underset{𝐤\stackrel{~}{𝒦}}{}\underset{i,j,l=1}{\overset{3}{}}\left(v_j^sw_l^r\frac{^2F_{r_𝐤^i}}{s_𝐦^jr_𝐧^l}+v_j^rw_l^s\frac{^2F_{r_𝐤^i}}{r_𝐦^js_𝐧^l}\right)\frac{}{r_𝐤^i}+\left(v_j^rw_l^r\frac{^2F_{s_𝐤^i}}{r_𝐦^jr_𝐧^l}+v_j^sw_l^s\frac{^2F_{s_𝐤^i}}{s_𝐦^js_𝐧^l}\right)\frac{}{s_𝐤^i}.$$

We analyse the coefficients of the $`_{r_𝐤^i}`$-components:

$`v_j^sw_l^r{\displaystyle \frac{^2F_{r_𝐤^i}}{s_𝐦^jr_𝐧^l}}+v_j^rw_l^s{\displaystyle \frac{^2F_{r_𝐤^i}}{r_𝐦^js_𝐧^l}}=`$
$`=`$ $`{\displaystyle \underset{j,l=1}{\overset{3}{}}}(\delta _{𝐦,𝐤𝐧}\delta _{𝐦,𝐧𝐤}+\delta _{𝐦,𝐧+𝐤})A_{jl}^i(𝐤)v_j^sw_l^r+(\delta _{𝐧,𝐤𝐦}\delta _{𝐧,𝐦𝐤}+\delta _{𝐧,𝐦+𝐤})A_{jl}^i(𝐤)v_j^rw_l^s`$
$`=`$ $`(\delta _{𝐦,𝐤𝐧}\delta _{𝐦,𝐧𝐤}+\delta _{𝐦,𝐧+𝐤})[(v^s𝐤)P_𝐤(w^r)_i+(w^r𝐤)P_𝐤(v^s)_i]`$
$`+(\delta _{𝐧,𝐤𝐦}\delta _{𝐧,𝐦𝐤}+\delta _{𝐧,𝐦+𝐤})[(v^r𝐤)P_𝐤(w^s)_i+(w^s𝐤)P_𝐤(v^r)_i],`$
where $`P_𝐤(v)_i=v_i\frac{k_i}{|𝐤|^2}(v𝐤)`$. In a similar way it is possible to treat the coefficients of the $`_{s_𝐤^i}`$-components, and claim (i) is true.

If $`𝐧=q𝐦`$, it follows that

$$v^r𝐤=v^s𝐤=w^r𝐤=w^s𝐤=0$$

with $`𝐤=𝐦+𝐧`$, $`𝐦𝐧`$ and $`𝐧𝐦`$, so that using property (i) of this lemma, claim (ii) holds true. Finally, if $`V𝔘_𝐦`$ and $`W𝔘_𝐧`$, by the Jacobi identity,

$$[[F_0,V+W],V+W]=[[F_0,V],V]+[[F_0,V],W]+[[F_0,W],V]+[[F_0,W],W]=2[[F_0,V],W].$$

The computations of the above lemma show that the non-linear term mixes and combines the components. In some sense, this mechanism can be considered as a geometrical counterpart of the cascade of energy. Our aim is to understand for which sets $`𝒩`$ of forced modes the evaluation of the Lie algebra generated by the fields (4.3), gives $`U`$. We define the set $`A(𝒩)𝒦_N`$ of indices $`𝐤K_N`$ such that the constant vector fields corresponding to $`𝐤`$ (or to $`𝐤`$, depending on $`𝐤\stackrel{~}{𝒦}`$ or $`𝐤\stackrel{~}{𝒦}`$) are in the Lie algebra generated by the vector fields (4.3). Obviously, $`𝒩A(𝒩)`$, and our aim is to show that $`A(𝒩)=𝒦_N`$.

###### Lemma 4.2.

Let $`𝒩`$ be a subset of indices and define the set $`A(𝒩)`$ as above.

1. If $`𝐦A(𝒩)`$, then also $`𝐦A(𝒩)`$,
2. if $`𝐦`$, $`𝐧`$ are in $`A(𝒩)`$, $`𝐦+𝐧`$ is in $`𝒦_N`$, $`𝐦`$ and $`𝐧`$ are linearly independent and $`|𝐦||𝐧|`$, then $`𝐦+𝐧A(𝒩)`$.

###### Proof.

The first property follows from the fact that $`u_𝐦=\overline{u_𝐦}`$. In order to show the second claim, take $`𝐦`$ and $`𝐧`$ in $`A(𝒩)\stackrel{~}{𝒦}`$ and assume that $`𝐤=𝐦+𝐧\stackrel{~}{𝒦}`$. The claim follows if $`𝐦+𝐧A(𝒩)`$.

Let

$$V^r=\underset{i=1}{\overset{3}{}}v_i\frac{}{r_𝐦^i},V^s=\underset{i=1}{\overset{3}{}}v_i\frac{}{s_𝐦^i},W^r=\underset{i=1}{\overset{3}{}}w_i\frac{}{r_𝐧^i},W^s=\underset{i=1}{\overset{3}{}}w_i\frac{}{s_𝐧^i},$$

with $`v𝐦=w𝐧=0`$. Then, by property (i) of the previous lemma,

$`[[F_0,V^r],W^s]+[[F_0,V^s],W^r]`$ $`=`$ $`2\left((v𝐤)P_𝐤(w)+(w𝐤)P_𝐤(v)\right){\displaystyle \frac{}{r_𝐤}},`$
$`[[F_0,V^r],W^r][[F_0,V^s],W^s]`$ $`=`$ $`2\left((v𝐤)P_𝐤(w)+(w𝐤)P_𝐤(v)\right){\displaystyle \frac{}{s_𝐤}}.`$
Now, let $`M`$, $`E`$ two vectors in $`𝐑^3`$ such that $`\{𝐤,M,E\}`$ is a basis of $`𝐑^3`$, $`M`$ and $`E`$ span $`\left\{x𝐑^3\right|x𝐤=0\}`$ and $`𝐦`$, $`𝐧`$ are in $`\mathrm{Span}[𝐤,M]`$. Choose

$$v=\lambda _1𝐤+\mu _1M+\nu _1E,w=\lambda _2𝐤+\mu _2M+\nu _2E,$$

then, by the assumptions on $`𝐦`$ and $`𝐧`$, it is always possible to choose the coefficients $`\lambda _1`$, $`\mu _1`$, $`\nu _1`$, $`\lambda _2`$, $`\mu _2`$, $`\nu _2`$ in such a way that $`(v𝐤)P_𝐤(w)+(w𝐤)P_𝐤(v)`$ is any vector in $`\mathrm{Span}[M,E]`$. In other words, $`𝔘_𝐤`$ is contained in the Lie algebra generated by the vector fields (4.3). In the same way, if $`𝐡=𝐧𝐦\stackrel{~}{𝒦}`$ (or if $`𝐠=𝐦𝐧\stackrel{~}{𝒦}`$), the conclusion follows by taking $`[[F_0,V^r],W^s][[F_0,V^s],W^r]`$ and $`[[F_0,V^r],W^r]+[[F_0,V^s],W^s]`$. ∎

## 5. Determining sets of indices

In view of Lemma 4.2, we call a subset $`𝒩`$ of $`𝒦_N`$ a determining set of indices for the ultraviolet cut-off $`N`$, if $`𝒩`$ generates the cube $`K_N`$ in the sense that $`A(𝒩)=𝒦_N`$, where $`A(𝒩)`$ has been defined in the previous section. Lemma 4.2 shows us which is the algebraic structure of such set. Namely, $`A(𝒩)`$ is symmetric with respect to the origin and it is close with respect to the sum, under some restrictions ($`𝐦`$ and $`𝐧`$ have to be linearly independent, with $`|𝐦||𝐧|`$ and $`𝐦+𝐧𝒦_N`$). If one neglects such restrictions, Lemma 4.2 tells us that a set $`𝒩`$ is a determining set of indices for the cut-off $`N`$ if it is an algebraic system of generators for the group $`(𝐙^3,+)`$, that is, the smallest subgroup of $`𝐙^3`$ which contains $`𝒩`$ is the whole $`𝐙^3`$.

Since by Lemma 4.2 it is obviously true that a determining set of indices, with respect to any cut-off, is a system of generators, one can ask if the vice-versa is true, that is if each system of generators is a determining set of indices for a suitable cut-off. We give this statement in the form of a claim, since in our opinion any proof seems to be full of technicalities which are not of great interest in this context.

###### Claim 1.

If $`𝒩`$ is an algebraic system of generators for the group $`(𝐙^3,+)`$ and $`𝒩𝒦_N`$, then $`𝒩`$ is a determining set of indices for the ultraviolet cut-off $`N`$.

For the sake of completeness, we give (see Jacobson , Theorem 3.8 and Theorem 3.9) a necessary and sufficient condition for a set of indices $`𝒩`$ to be a system of generators of the whole group $`𝐙^3`$.

###### Theorem 5.1.

A set $`𝒩𝐙^3`$ is a system of generators of $`𝐙^3`$ if and only if the g.c.d. of the minors of order $`3`$ of the matrix $`A`$ is equal to $`1`$, where $`A`$ is the $`k\times 3`$ matrix whose rows are the coordinates of the points of $`𝒩`$ and $`k=\mathrm{\#}𝒩`$.

The intuitive idea which lets us believe that the claim is true is that the restrictions given in the statement of property (ii) of Lemma 4.2 can be avoided in the following way.

The restriction about linear independence can be easily avoided by moving aside: for example if one wants to sum $`𝐦`$ with itself, the best way is to obtain $`2𝐦`$ as $`𝐦+𝐧+𝐦𝐧`$, where $`𝐧`$ is linear independent with $`𝐦`$.

The restriction about the Euclidean norm (that is, $`|𝐦||𝐧|`$) can be avoided, where possible, as in the previous case. Sometimes, as in the case of the proposition below, this is not possible, since it may happen that all indices we are allowed to use, have the same Euclidean norm. In such a case the solution is to reach the index by different paths, providing with each path a component of the Lie algebra we are dealing with, in analogy with Lemma 4.1. This method is probably peculiar of the dimension three and it does not hold in lower dimensions (see E and Mattingly ).

Indeed these tricks are used in the proof of the following proposition, which states that the working example we talked about in Section 2 is a determining set of indices.

###### Proposition 5.2.

Any set $`𝒩𝐙^3`$ containing the three indices $`(1,0,0)`$, $`(0,1,0)`$ and $`(0,0,1)`$ is a determining set of indices.

###### Proof.

A careful analysis of the last part of the proof of Lemma 4.2 shows that, if $`|𝐦|=|𝐧|`$, then the Lie brackets $`[[F_0,V],W]`$, with $`V𝔘_𝐦`$ and $`W𝔘_𝐧`$, span the two-dimensional subspace of $`𝔘_{𝐦+𝐧}`$ given by

$$\lambda E\frac{}{r_{𝐦+𝐧}}+\mu E\frac{}{s_{𝐦+𝐧}},$$

where $`E`$ is the index orthogonal (in $`𝐑^3`$) to $`𝐦`$ and $`𝐧`$. Hence, if we sum $`(1,0,0)`$ and $`(0,1,0)`$, we obtain the corresponding two dimensional subspace of $`𝔘_{(1,1,0)}`$. Again a direct computation shows that such a smaller subspace is indeed sufficient, since if we combine it with $`𝔘_{(0,0,1)}`$ we obtain the full $`𝔘_{(1,1,1)}`$. Now we just subtract $`(0,0,1)`$ from $`(1,1,1)`$ to obtain the full $`𝔘_{(1,1,0)}`$ and, in the same way, we can obtain all the indices of norm $`2`$. With this set of indices is now easy to obtain, by means of Lemma 4.2 and of the tricks explained above, all the indices in $`𝒦_N`$, whatever is $`N`$. ∎

As a consequence of the above proposition is that if $`𝒩`$ is a determining set of indices for a cut-off $`N`$, then it is a determining set of indices for any other cut-off threshold larger than $`N`$.

## 6. The control problem

The section is devoted to the proof of the controllability properties of the finite dimensional approximations of Navier-Stokes equations. The first part contains some generalities on polynomial control systems. The approach and the results are taken from Jurdjevic and Kupka . In the second part we adapt the proof of a theorem (again of Jurdjevic and Kupka ) to our case. The original theorem applied to polynomials of odd degree. Polynomials of even degree behave in a different way, mostly because of the obstructions of the positive terms. Our case has no obstructions, essentially because of property (ii) of Lemma 4.1, and the system is controllable.

### 6.1. Generalities on polynomial control systems

We consider a system of the form

$$\dot{x}=P(x)+\underset{i=1}{\overset{m}{}}u_i(t)$$

where $`x𝐑^n`$, $`b_1`$, $`b_2,\mathrm{},b_n`$ are fixed vectors in $`𝐑^n`$ and $`P`$ is a polynomial mapping, that is $`P=(P_1,\mathrm{},P_n)`$ and each $`P_i`$ is a polynomial in the variables $`(x_1,\mathrm{},x_n)`$. Let $`Y_1,\mathrm{},Y_n`$ be the constant vector fields assuming respectively value $`b_1,\mathrm{},b_n`$ and let $`F`$ be the vector fields having the components of $`P`$ as its components, and define

$$=\left\{F+\underset{i=1^m}{}u_iY_i\right|(u_1,\mathrm{},u_m)𝐑^m\}$$

We define, for each $`x_0𝐑^n`$ and $`t>0`$, the set $`A_{}(x_0,t)`$ of states reachable, with a suitable control $`u=(u_1,\mathrm{},u_n)`$, from the initial state $`x_0`$ in a time smaller than $`t`$. We define the set $`A_{}^{}(x_0,t)`$ of states reachable exactly at time $`t`$.

Two families of vector fields $`_1`$, $`_2`$ are said to be equivalent if for all $`x𝐑^n`$ and $`t>0`$,

$$\overline{A__1(x,t)}=\overline{A__2(x,t)}.$$

If $``$ is equivalent to $`_1`$ and to $`_2`$, then it is equivalent to $`_1_2`$. It makes sense then to define the saturate of $``$, denoted by $`\mathrm{Sat}()`$, which is the union of all families of vector fields equivalent to $``$. Moreover we will call $`\mathrm{Lie}()`$ the Lie algebra generated by $``$. Finally, the Lie saturate of $``$ is defined as $`\mathrm{LS}()=\mathrm{Sat}()\mathrm{Lie}()`$. In order to obtain controllability, the Lie saturate should be as large as possible, as stated by the following theorem.

###### Theorem 6.1.

Let $``$ be any family of smooth vector fields and assume that $`\mathrm{LS}()`$ contains $`n`$ vectors $`V_1,\mathrm{},V_n`$ such that the vector space spanned by them is in $`\mathrm{LS}()`$ and for each $`x𝐑^n`$ the vectors $`V_1(x),\mathrm{},V_n(x)`$ span $`𝐑^n`$. Then $`A_{}(x,t)=𝐑^n`$ for each $`x𝐑^n`$ and $`t>0`$.

We adapt the conclusions of the theorem to the system that will be studied in the following section.

###### Corollary 6.2.

Let $``$ be any family of smooth vector fields and assume that the constant vector fields of $`\mathrm{LS}()`$ span $`𝐑^n`$. Then $`A_{}^{}(x,t)=𝐑^n`$ for each $`x𝐑^n`$ and $`t>0`$.

###### Proof.

From the previous theorem, $`A_{}(x,t)=𝐑^n`$. Moreover, by Theorem 13, Chapter 3 of Jurdjevic  (see also the remarks after Theorem 11, Chapter 5 of ) it follows that also $`A_{}^{}(x,t)=𝐑^n`$. ∎

In the following, we will need the following two lemmata. The first lemma permits the enlargement of a family of vector fields by means of diffeomorphisms. A diffeomorphism $`\varphi :𝐑^n𝐑^n`$ is a normaliser of a family $``$ if for all $`x𝐑^n`$ and $`t>0`$,

$$\varphi \left(\overline{A_{}(\varphi ^1(x),t)}\right)\overline{A_{}(x,t)},$$

we will denote by $`\mathrm{Norm}()`$ the set of all smooth normaliser of $``$.

###### Lemma 6.3.

The family $``$ is equivalent to $`_{\varphi \mathrm{Norm}()}\{\varphi _{}(V)|V\}`$, where $`\varphi _{}`$ is the differential of $`\varphi `$.

The second lemma gives the geometrical structure of the Lie saturate of a family of vector fields.

###### Lemma 6.4.

If $``$ is any family of smooth vector fields, then $``$ is equivalent to the closed convex cone generated by $`\{\lambda V|\mathrm{\hspace{0.17em}0}\lambda 1,V\}`$, where the closure is in the $`C^{\mathrm{}}`$ topology on compact sets of $`𝐑^n`$.

### 6.2. Control of the finite dimensional approximations of Navier-Stokes

We are able now to prove the controllability property of our equations. We aim to prove that the control problem

(6.1)
$$\{\begin{array}{c}\dot{r}_𝐤F_{r_𝐤}(r,s)=q_𝐤^rv_𝐤^r\hfill \\ \dot{s}_𝐤F_{s_𝐤}(r,s)=q_𝐤^sv_𝐤^s,\hfill \end{array}$$

where $`F_{r_𝐤}`$ and $`F_{s_𝐤}`$ are defined in (3.3) and (3.3), and the $`3\times 3`$ matrices are defined in (3.1), is controllable, in the sense that for each initial state $`(r_I,s_I)U`$, for each final state $`(r_F,s_F)U`$ and for each time $`T>0`$ there is a family of controls $`(v_𝐤^r,v_𝐤^s)_{𝐤𝒩}`$, where $`𝒩`$ is the set of indices corresponding to the non-zero $`q_𝐤`$, such that the solution corresponding to that control starts at $`t=0`$ in $`(r_I,s_I)`$ and arrives in $`(r_F,s_F)`$ at time $`t=T`$.

###### Theorem 6.5.

Assume that the set $`𝒩`$ of non-zero components of the control is a determining set of indices, as defined in Section 5. Then system (6.1) is controllable in the sense given above.

###### Proof.

First we show that $`𝔘_𝐤\mathrm{LS}()`$ for $`𝐤𝒩`$. Let $`\lambda 𝐑`$ and $`𝐤𝒩`$ and take $`Y_𝐤𝔘_𝐤`$, since

$$\lambda Y_𝐤=\underset{n\mathrm{}}{lim}\frac{1}{n}(F_0+n\lambda Y_𝐤),$$

it follows by Lemma 6.4 that $`Y_𝐤\mathrm{LS}()`$.

Now we aim to show the following claim: if $`𝐦`$, $`𝐧𝒦_N`$ are linear independent indices with $`|𝐦||𝐧|`$ and $`𝐦+𝐧𝒦_N`$, and if $`𝔘_𝐦𝔘_𝐧\mathrm{LS}()`$, then also $`𝔘_{𝐦+𝐧}\mathrm{LS}()`$. If the claim is true, it follows that each $`𝔘_𝐤`$ is contained in $`\mathrm{LS}()`$ and, since by the assumptions $`𝒩`$ is a determining set of indices, Corollary 6.2 applies and the proof is ended.

The proof of the claim now follows. From Lemma 4.2 we know that $`𝔘_{𝐦+𝐧}`$ is spanned by $`[[F_0,V],W]`$, where $`V𝔘_𝐦`$ and $`W𝔘_𝐧`$. From property (iii) of Lemma 4.1, we have that

$$[[F_0,V],W]=\frac{1}{2}[[F_0,V+W],V+W]\text{and}[[F_0,V],W]=\frac{1}{2}[[F_0,VW],VW].$$

Since by Lemma 6.4 $`\mathrm{LS}()`$ is convex, in order to prove the claim it is sufficient to show that $`\lambda [[F_0,V],V]`$ is in $`\mathrm{LS}()`$ for each $`\lambda >0`$ and $`V𝔘_𝐦𝔘_𝐧`$.

So, let $`\alpha 𝐑`$ and $`V𝔘_𝐦𝔘_𝐧`$, then $`\varphi (x)=𝚎^{\alpha V}(x)`$ is in $`\mathrm{Norm}()`$ (see the proof of Theorem 2 of Jurdjevic and Kupka ), so that, by Lemma 6.3, $`(𝚎^{\alpha V})_{}(F_0)\mathrm{LS}()`$. Now, since the coefficients of $`F_0`$ are polynomials of degree $`2`$ and $`V`$ is a constant vector field, it follows that

$$(𝚎^{\alpha V})_{}(F_0)=I+\alpha [V,F_0]+\frac{\alpha ^2}{2}[V,[V,F_0]],$$

and so, for each $`\lambda >0`$,

$$\lambda [V,[V,F_0]]=\underset{\alpha \mathrm{}}{lim}\frac{\lambda }{\alpha ^2}(𝚎^{\alpha V})_{}(F_0)\mathrm{LS}(),$$

since $`\mathrm{LS}()`$ is closed. The theorem is proved. ∎

## 7. The exponential convergence

In this last section we prove Theorem 2.2 as a consequence of a general result by Meyn and Tweedie  (see Theorem 6.1). Before giving the statement of such theorem, we need to state some definitions. They will be given in a simplified form, adapted to our case, while the general statements can be found in the papers by Meyn and Tweedie , .

A nonempty subset $`C`$ of the state space $`U`$ is a petite set for a Markov process with transition probabilities $`P_t(,)`$ if there are a non-trivial measure $`\phi `$ and a probability distribution $`a`$ on $`(0,\mathrm{})`$ such that

$$P_t(x,)a(dt)\phi \text{for all }xC.$$

A function $`V:U𝐑_+`$ is a Lyapunov function for the process if $`V(x)\mathrm{}`$ as $`|x|\mathrm{}`$ and there are real constants $`c>0`$ and $`d`$ such that

$$V(x)cV(x)+d$$

where $``$ is the generator of the diffusion.

The kinetic energy

$$V(r,s)=\underset{k\stackrel{~}{𝒦}}{}\underset{i=1}{\overset{3}{}}(r_{𝐤}^{i}{}_{}{}^{2}+s_{𝐤}^{i}{}_{}{}^{2})$$

will play the role of the Lyapunov function in our case, as stated by the following lemma.

###### Lemma 7.1.

For each $`(r,s)U`$,

$$\underset{𝐤\stackrel{~}{𝒦}}{}\underset{i=1}{\overset{3}{}}(r_𝐤^iE_{r_𝐤^i}+s_𝐤^iE_{s_𝐤^i})=0,$$

where the polynomial $`E_{r_𝐤^i}`$ and $`E_{s_𝐤^i}`$ are respectively the homogeneous part of degree $`2`$ of the polynomials $`F_{r_𝐤^i}`$ and $`F_{s_𝐤^i}`$, defined in (3.3) and (3.3), and

$$V(r,s)2\nu V(r,s)+\sigma ^2,$$

where $``$ is the generator defined in (2.2) and $`\sigma ^2`$ is the variance of the Brownian motion $`B_t`$.

###### Proof.

The first property is a far consequence of the famous property of the non-linear part of Navier-Stokes equations, namely $`v(v)v=0`$. Indeed

(7.1)
$$\underset{𝐤\stackrel{~}{𝒦}}{}(r_𝐤E_{r_𝐤}+s_𝐤E_{s_𝐤})=\underset{𝐤\stackrel{~}{𝒦}}{}\underset{\begin{array}{c}𝐡,𝐥𝒦_N\\ 𝐡+𝐥=𝐤\end{array}}{}\mathrm{Im}[(𝐤u_𝐡)(u_𝐥\overline{u_𝐤})]=\underset{𝐤𝒦_N}{}u_𝐤E_{u_𝐤}$$

where $`u_𝐤=r_𝐤+𝚒s_𝐤`$ and $`E_{u_𝐤}`$ is the non-linear part in equation (2.1), namely

$$E_{u_𝐤}=\underset{\begin{array}{c}𝐡,𝐥𝒦_N\\ 𝐡+𝐥=𝐤\end{array}}{}(𝐤u_𝐡)\left(u_𝐥\frac{𝐤u_𝐥}{|𝐤|^2}𝐤\right).$$

Finally, the proof that the last sum in (7.1) is equal to $`0`$ is just a matter of swapping the two indices $`𝐤`$ and $`𝐥`$.

The second property is then an easy consequence of the previous one:

$$V=\underset{𝐤\stackrel{~}{𝒦}}{}\left(2\nu |𝐤|^2(r_𝐤^2+s_𝐤^2)+r_𝐤E_{r_𝐤}+s_𝐤E_{s_𝐤}\right)+\sigma ^22\nu V+\sigma ^2$$

Now we are able to prove Theorem 2.2.

###### Proof of Theorem 2.2.

From Theorem 2.1 we know that the Markov process $`(r(t),s(t))`$ is strong Feller and irreducible. Using Theorem 3.3 and Theorem 4.1 of Meyn and Tweedie , it follows that all compact sets of the state space $`U`$ are petite sets. Moreover the previous lemma tells us that the kinetic energy $`V`$ is a Lyapunov function. By means of Theorem 6.1 of Meyn and Tweedie , we conclude that there are positive constants $`C`$ and $`\rho `$ such that for each $`(r_0,s_0)U`$,

$$P_t((r_0,s_0),)\pi _fC(1+V(r_0,s_0)+\frac{\sigma ^2}{2\nu })𝚎^{\rho t}.$$

with $`f=1+V`$. ∎