format: text

text:
# Generalized flows and singular ODEs on differentiable manifolds

## 1 Introduction

The need for considering ordinary differential equations involving generalized functions on differentiable manifolds occurs naturally in a number of applications. Examples include singular Hamiltonian mechanics (, ), symmetry group analysis of differential equations involving singularities (, , ) and geodesic equations in singular space-times in general relativity ().

An appropriate setting for developing a theory capable of handling this question is provided by Colombeau’s theory of nonlinear generalized functions. Introduced in  primarily as a tool for the treatment of nonlinear partial differential equations in the presence of singularities (cf. ), the theory has undergone a quite substantial “geometrization” in recent years owing to an increasing number of applications in a predominantly geometric context. For the so-called full version of the construction, distinguished by the existence of a canonical embedding of the space of distributions, this restructuring was carried out in . For the special version of the theory, which will form the basic setting of the present article, a global construction was developed in .

Finally, an extension of Colombeau’s special construction to a “nonlinear distributional geometry” capable of modeling generalized functions taking values in differentiable manifolds was given in . A comprehensive presentation of these developments can be found in . The aim of the present paper is to extend this setting to a theory of singular ordinary differential equations on differentiable manifolds.

For the convenience of the reader we review the geometric theory of generalized functions in the following section where we also introduce our notational conventions. The basic existence theory for singular ODEs on manifolds and generalized flows is the subject of Section 3. We compare our setting with the purely distributional framework put forward in  in Section 4. We introduce a number of notions of association relations for manifold valued generalized functions in Section 5 which in turn are used in the final Section 6 to give necessary criteria for the limit of a generalized flow to obey the flow property.

## 2 Linear and nonlinear distributional geometry

In this section we collect some basic definitions from linear and nonlinear distributional geometry needed in the sequel. Our notational conventions will be based on  throughout.

In what follows, $`C`$ will always denote a generic constant. $`X`$ will be a smooth paracompact Hausdorff manifold of dimension $`n`$. $`KA`$ (with $`AX`$) means that $`K`$ is a compact subset of $`A^{}`$. For any vector bundle $`\pi _X:EX`$ over $`X`$ we denote by $`\mathrm{\Gamma }(X,E)`$ resp. $`\mathrm{\Gamma }_c(X,E)`$ the space of smooth (resp. smooth compactly supported) sections of $`E`$. The space of differential operators $`\mathrm{\Gamma }(X,E)\mathrm{\Gamma }(X,E)`$ is denoted by $`𝒫(X,E)`$ resp. $`𝒫(X)`$ in case $`E=X\times `$ (cf. ). The space of smooth sections of the tangent bundle $`TX`$, i.e., the space of smooth vector fields on $`X`$ is denoted by $`𝔛(X)`$. The volume bundle over $`X`$ will be written as $`\text{Vol }(X)`$, its smooth sections are called one-densities. The space $`𝒟^{}(X,E)`$ of $`E`$-valued distributions on $`X`$ is defined as the dual of the space of compactly supported sections of the bundle $`E^{}\text{Vol }(X)`$:

$$𝒟^{}(X,E):=[\mathrm{\Gamma }_c(X,E^{}\text{Vol }(X))]^{}.$$

For $`E=X\times `$ we obtain $`𝒟^{}(X):=𝒟^{}(X,E)`$, the space of distributions on $`X`$. We have the following isomorphism of $`𝒞^{\mathrm{}}(X)`$-modules:

$$𝒟^{}(X)_{𝒞^{\mathrm{}}(X)}\mathrm{\Gamma }(X,E)𝒟^{}(X,E),$$

i.e., distributional sections may be viewed as sections with distributional coefficients.

Setting $`I=(0,1]`$ and $`(X)=𝒞^{\mathrm{}}(X)^I`$, we define the spaces of moderate and negligible nets in $`(X)`$ by

$`_M(X)`$ $`:=`$ $`\{(u_\epsilon )_\epsilon (X):KX,P𝒫(X)N:`$
$`\underset{pK}{sup}|Pu_\epsilon (p)|=O(\epsilon ^N)\}`$
$`𝒩(X)`$ $`:=`$ $`\{(u_\epsilon )_\epsilon _M(X):KX,q_0:\underset{pK}{sup}|u_\epsilon (p)|=O(\epsilon ^q)\}.`$
(Note that in the definition of $`𝒩(X)`$ no conditions on the derivatives of $`(u_\epsilon )_\epsilon `$ are necessary, cf. .) $`𝒢(X):=_M(X)/𝒩(X)`$ is called the (special) Colombeau algebra on $`X`$, its elements are written as $`u=[(u_\epsilon )_\epsilon )]`$. $`𝒢(\mathrm{\_})`$ is a fine sheaf of differential algebras with respect to the Lie derivative along smooth vector fields. $`𝒞^{\mathrm{}}(X)`$ is a subalgebra of $`𝒢(X)`$ and there exist injective sheaf morphisms embedding $`𝒟^{}(\mathrm{\_})`$ into $`𝒢(\mathrm{\_})`$.

Elements of $`𝒢(X)`$ are uniquely determined by their values on generalized points in the following way: $`(p_\epsilon )_\epsilon X^I`$ is called compactly supported if $`\epsilon _0`$, $`KX`$ such that $`p_\epsilon K`$ for $`\epsilon <\epsilon _0`$; the set of compactly supported points is denoted by $`X_c`$. Two nets $`(p_\epsilon ),(q_\epsilon )_\epsilon X_c`$ are called equivalent, $`(p_\epsilon )_\epsilon (q_\epsilon )_\epsilon `$, if $`d_h(p_\epsilon ,q_\epsilon )=O(\epsilon ^m)`$ for each $`m>0`$, where $`d_h`$ denotes the distance function induced on $`X`$ by one (hence every) Riemannian metric $`h`$. The quotient space $`\stackrel{~}{X}_c`$ of the set of compactly supported points modulo $``$ is called the space of compactly supported generalized points on $`X`$ and we write $`\stackrel{~}{p}=[(p_\epsilon )_\epsilon ]`$. For $`X=`$ we use the notation $`_c`$ instead of $`\stackrel{~}{X}_c`$. For $`\stackrel{~}{p}\stackrel{~}{X}_c`$, $`u𝒢(X)`$, $`[(u_\epsilon (p_\epsilon ))_\epsilon ]`$ gives a well-defined element of $`𝒦=`$ resp. $`𝒞`$ (the space of generalized numbers (corresponding to $`𝕂=`$ resp. $``$ and defined as the set of moderate nets of numbers $`(r_\epsilon )_\epsilon 𝕂^I`$ with $`|r_\epsilon |=O(\epsilon ^N)`$ for some $`N`$ modulo negligible nets $`|r_\epsilon |=O(\epsilon ^m)`$ for each $`m`$). $`u𝒢(X)`$ is uniquely determined by its point values on $`\stackrel{~}{X}_c`$, i.e., $`u=vu(\stackrel{~}{p})=v(\stackrel{~}{p})\stackrel{~}{p}\stackrel{~}{X}_c`$ (, ).

Colombeau generalized sections of $`EX`$ are defined analogously to $`𝒢(X)`$ using asymptotic estimates with respect to the norm on the fibers of $`E`$ induced by any Riemannian metric $`h`$ on $`X`$, which we will denote by $`_h`$ throughout. Setting $`\mathrm{\Gamma }_{}(X,E)=\mathrm{\Gamma }(X,E)^I`$ we define

$`\mathrm{\Gamma }__M(X,E)`$ $`:=`$ $`\{(s_\epsilon )_\epsilon \mathrm{\Gamma }_{}(X,E):P𝒫(X,E)KXN:`$
$`\underset{pK}{sup}Pu_\epsilon (p)_h=O(\epsilon ^N)\}`$
$`\mathrm{\Gamma }_𝒩(X,E)`$ $`:=`$ $`\{(s_\epsilon )_\epsilon \mathrm{\Gamma }__M(X,E):KXm:`$
$`\underset{pK}{sup}u_\epsilon (p)_h=O(\epsilon ^m)\}.`$
Then $`\mathrm{\Gamma }_𝒢(X,E):=\mathrm{\Gamma }__M(X,E)/\mathrm{\Gamma }_𝒩(X,E)`$. $`\mathrm{\Gamma }_𝒢(\mathrm{\_},E)`$ is a fine sheaf of projective and finitely generated $`𝒢(X)`$-modules, moreover

$$\mathrm{\Gamma }_𝒢(X,E)=𝒢(X)_{𝒞^{\mathrm{}}(X)}\mathrm{\Gamma }(X,E).$$

In case $`E`$ is some tensor bundle $`T_s^rX`$ we use the notation $`𝒢_s^r(X)`$ for $`\mathrm{\Gamma }_𝒢(X,T_s^rX)`$.

Next we turn to the definition of the space of manifold valued generalized functions (). Both solutions of generalized ODEs and flows of generalized vector fields will be modeled as elements of this space. A net $`(u_\epsilon )_\epsilon 𝒞^{\mathrm{}}(X,Y)^I`$ ($`Y`$ another manifold) is called compactly bounded (c-bounded) if for each $`KX`$ $`\epsilon _0`$, $`K^{}Y`$ such that $`u_\epsilon (K)K^{}`$ for all $`\epsilon <\epsilon _0`$. The space $`𝒢[X,Y]`$ of c-bounded generalized Colombeau functions from $`X`$ to $`Y`$ is defined as the quotient of the set of $`_M[X,Y]`$ of moderate, c-bounded maps from $`X`$ to $`Y`$ modulo the equivalence relation $``$, where $`_M[X,Y]`$ is the set of all $`(u_\epsilon )_\epsilon 𝒞^{\mathrm{}}(X,Y)^I`$ satisfying

* $`(u_\epsilon )_\epsilon `$ is c-bounded.
* $`k`$, for each chart $`(V,\phi )`$ in $`X`$, each chart $`(W,\psi )`$ in $`Y`$, each $`LV`$ and each $`L^{}W`$ there exists $`N`$ with

$$\underset{xLu_\epsilon ^1(L^{})}{sup}D^{(k)}(\psi u_\epsilon \phi ^1)(\phi (p))=O(\epsilon ^N),$$

and $`(u_\epsilon )_\epsilon `$ and $`(v_\epsilon )_\epsilon _M[X,Y]`$ are called equivalent, $`(u_\epsilon )_\epsilon (v_\epsilon )_\epsilon `$, if

* $`KX`$, $`sup_{pK}d_h(u_\epsilon (p),v_\epsilon (p))0`$ ($`\epsilon 0`$) for some (hence every) Riemannian metric $`h`$ on $`Y`$.
* $`k_0m`$, for each chart $`(V,\phi )`$ in $`X`$, each chart $`(W,\psi )`$ in $`Y`$, each $`LV`$ and each $`L^{}W`$:

$$\underset{xLu_\epsilon ^1(L^{})v_\epsilon ^1(L^{})}{sup}D^{(k)}(\psi u_\epsilon \phi ^1\psi v_\epsilon \phi ^1)(\phi (p))=O(\epsilon ^m).$$

Moderateness and equivalence of nets in $`𝒞^{\mathrm{}}(X,Y)^I`$ can be tested equivalently by composition with smooth functions, i.e., $`(u_\epsilon )_\epsilon _M[X,Y]`$ iff $`(fu_\epsilon )_\epsilon _M(X)f𝒞^{\mathrm{}}(Y)`$ (, 3.2) and two nets $`(u_\epsilon )_\epsilon `$ and $`(v_\epsilon )_\epsilon `$ in $`_M[X,Y]`$ are equivalent iff $`(fu_\epsilon fv_\epsilon )_\epsilon 𝒩(X)f𝒞^{\mathrm{}}(Y)`$ (, 3.3).

Inserting a compactly supported point $`\stackrel{~}{p}\stackrel{~}{X}_c`$ into $`u𝒢[X,Y]`$ yields a well-defined element $`[u_\epsilon (p_\epsilon )_\epsilon ]\stackrel{~}{Y}_c`$ and again these generalized point values characterize elements of $`𝒢[X,Y]`$. Typically, elements of $`𝒢[X,Y]`$ are capable of modeling jump-discontinuities.

In order to be able to form tangent maps of manifold valued generalized functions, the concept of generalized vector bundle homomorphisms in the following sense is needed (). Let $`\pi _Y:FY`$ be a vector bundle over $`Y`$ and $`_{M}^{}{}_{}{}^{\mathrm{VB}}[E,F]`$ be the set of all $`(u_\epsilon )_\epsilon `$ $``$ $`\mathrm{Hom}(E,F)^I`$ satisfying

* $`(\underset{¯}{u_\epsilon })_\epsilon _M[X,Y]`$.
* $`k_0(V,\mathrm{\Phi })`$ vector bundle chart in $`E`$, $`(W,\mathrm{\Psi })`$ vector bundle chart in $`F`$, $`LVL^{}WN\epsilon _1>0C>0`$ with

$$D^{(k)}(u_{\epsilon \mathrm{\Psi }\mathrm{\Phi }}^{(2)}(\phi (p)))C\epsilon ^N$$

for all $`\epsilon <\epsilon _1`$ and all $`pL\underset{¯}{u_\epsilon }^1(L^{})`$, where $`.`$ denotes any matrix norm.

Here, $`\underset{¯}{u}_\epsilon `$ is the unique element of $`𝒞^{\mathrm{}}(X,Y)`$ such that $`\pi _Yu_\epsilon =\underset{¯}{u}_\epsilon \pi _X`$ and $`u_{\epsilon \mathrm{\Psi }\mathrm{\Phi }}:=\mathrm{\Psi }u_\epsilon \mathrm{\Phi }^1=(x,\xi )(u_{\epsilon \mathrm{\Psi }\mathrm{\Phi }}^{(1)}(x),u_{\epsilon \mathrm{\Psi }\mathrm{\Phi }}^{(2)}(x)\xi ).`$

$`(u_\epsilon )_\epsilon `$, $`(v_\epsilon )_\epsilon _{M}^{}{}_{}{}^{\mathrm{VB}}[E,F]`$ are called $`vb`$-equivalent, $`(u_\epsilon )_\epsilon _{vb}(v_\epsilon )_\epsilon `$, if

* $`(\underset{¯}{u_\epsilon })_\epsilon (\underset{¯}{v_\epsilon })_\epsilon `$ in $`_M[X,Y]`$.
* $`k_0m(V,\mathrm{\Phi })`$ vector bundle chart in $`E`$, $`(W,\mathrm{\Psi })`$ vector bundle chart in $`F`$, $`LVL^{}W\epsilon _1>0C>0`$ such that:

$$D^{(k)}(u_{\epsilon \mathrm{\Psi }\mathrm{\Phi }}^{(2)}v_{\epsilon \mathrm{\Psi }\mathrm{\Phi }}^{(2)})(\phi (p))C\epsilon ^m$$

for all $`\epsilon <\epsilon _1`$ and all $`pL\underset{¯}{u_\epsilon }^1(L^{})\underset{¯}{v_\epsilon }^1(L^{})`$.

Then $`\mathrm{Hom}_𝒢[E,F]:=_{M}^{}{}_{}{}^{\mathrm{VB}}[E,F]/_{vb}`$. For $`u\mathrm{Hom}_𝒢[E,F]`$, $`\underset{¯}{u}:=[(\underset{¯}{u}_\epsilon )_\epsilon ]`$ is a well-defined element of $`𝒢[X,Y]`$ uniquely characterized by $`\underset{¯}{u}\pi _X=\pi _Yu`$. The tangent map $`Tu:=[(Tu_\epsilon )_\epsilon ]`$ of any $`u𝒢[X,Y]`$ is a well-defined element of $`\mathrm{Hom}_𝒢[TX,TY]`$.

Finally, we need the space $`𝒢^h[X,F]`$ of hybrid generalized functions defined on $`X`$ and taking values in the vector bundle $`F`$ (); this space will be used to define the notion of a vector field on a curve. It is defined as follows: Let $`_M^h[X,F]`$ the set of all nets $`(u_\epsilon )_\epsilon 𝒞^{\mathrm{}}(X,F)^{(0,1]}`$ satisfying (with $`\underset{¯}{u_\epsilon }:=\pi _Yu_\epsilon `$)

* $`(\underset{¯}{u}_\epsilon )_\epsilon `$ is c-bounded.
* $`k_0(V,\phi )`$ chart in $`X`$ $`(W,\mathrm{\Psi })`$ vector bundle chart in $`F`$ $`LVL^{}WN\epsilon _1>0C>0`$ such that

$$D^{(k)}(\mathrm{\Psi }u_\epsilon \phi ^1)(\phi (p))C\epsilon ^N$$

for each $`\epsilon <\epsilon _1`$ and each $`pL\underset{¯}{u_\epsilon }^1(L^{})`$.

In particular, $`(u_\epsilon )_\epsilon _M^h[X,F]`$ implies $`(\underset{¯}{u_\epsilon })_\epsilon _M[X,Y]`$. $`(u_\epsilon )_\epsilon `$, $`(v_\epsilon )_\epsilon _M^h[X,F]`$ are called equivalent, $`(u_\epsilon )_\epsilon _h(v_\epsilon )_\epsilon `$, if the following conditions are satisfied:

* For each $`KX`$, $`sup_{pK}d_h(\underset{¯}{u_\epsilon }(p),\underset{¯}{v_\epsilon }(p))0`$ for some (hence every) Riemannian metric $`h`$ on $`Y`$.
* $`k_0m(V,\phi )`$ chart in $`X`$, $`(W,\mathrm{\Psi })`$ vector bundle chart in $`F`$, $`LVL^{}W\epsilon _1>0C>0`$ such that

$$D^{(k)}(\mathrm{\Psi }u_\epsilon \phi ^1\mathrm{\Psi }v_\epsilon \phi ^1)(\phi (p))C\epsilon ^m$$

for each $`\epsilon <\epsilon _1`$ and each $`pL\underset{¯}{u_\epsilon }^1(L^{})\underset{¯}{v_\epsilon }^1(L^{})`$.

If $`u𝒢[X,Y]`$, $`v\mathrm{\Gamma }_𝒢[Y,F]`$ then $`vu:=[(v_\epsilon u_\epsilon )_\epsilon ]`$ is a well-defined element of $`𝒢^h[X,F]`$. We will make use of this fact in analyzing the flow property of generalized flows (cf. Theorem 3.6 below).

## 3 Basic existence and uniqueness theorems

To begin with we consider the system of autonomous nonlinear ODEs on $`^n`$

$$\dot{x}(t)=F(x(t))$$
(1)
subject to the initial conditions

$$x(t_0)=x_0.$$
(2)
In contrast to previous treatments in the literature (cf. , sec. 1.5, ) we seek solutions to (1) in the space $`𝒢[,^n]`$ of c-bounded generalized functions (cf. , , ) rather than in $`𝒢()^n`$. We will therefore suppose $`F`$ to be c-bounded rather than a tempered Colombeau generalized function to give sense to the composition of generalized functions on the right hand side of equation (1). It is precisely this shift in the overall setting which will allow for the treatment of the flow of a generalized vector field on a differentiable manifold as a generalized function valued in a smooth manifold.

To begin with we present basic existence and uniqueness results for the above initial value problem.

###### 3.1

Theorem.  Let $`\stackrel{~}{x}_0_c^n`$ and let $`F=[(F_\epsilon )_\epsilon ]𝒢(^n)^n`$ satisfy

* $`C,\epsilon _0>0`$ such that $`|F_\epsilon (x)|C(1+|x|)`$ $`(x^n,\epsilon <\epsilon _0)`$, and
* $`|F|`$ is locally of $`L^{\mathrm{}}`$-log-type (cf. , Def. 2.3(c)), i.e.,

$$K^n\underset{xK}{sup}|F_\epsilon (x)|=O(|\mathrm{log}\epsilon |).$$

Then the initial value problem (1), (2) has a unique solution in $`𝒢[,^n]`$. Moreover, $`\dot{x}`$ is c-bounded.

Proof. We start by establishing existence. By (i) classical ODE theory provides us with globally defined solutions on the level of representatives, i.e., for any (fixed) $`\epsilon `$ there exists $`x_\epsilon 𝒞^{\mathrm{}}(,^n)`$ such that

$`\dot{x}_\epsilon (t)`$ $`=`$ $`F_\epsilon (x_\epsilon (t))`$ (3)
$`x_\epsilon (t_0)`$ $`=`$ $`x_{0\epsilon },`$
where $`[(x_{0\epsilon })_\epsilon ]=\stackrel{~}{x}_0_c^n`$. From (i) we obtain using Gronwall’s lemma $`|x_\epsilon (t)|Ce^{Ct}`$; hence $`x_\epsilon `$ as well as $`\dot{x}_\epsilon `$ is c-bounded. To show moderateness of $`x_\epsilon `$ we write

$`|\ddot{x}_\epsilon (t)|=|F_\epsilon (x_\epsilon (t))||\dot{x}_\epsilon (t)|C\epsilon ^N`$ (4)
by the c-boundedness of $`x_\epsilon `$ and its derivative and the moderateness of $`F`$. The higher order derivatives of $`x_\epsilon `$ are now estimated inductively by differentiating equation (4).

To prove uniqueness suppose $`[(y_\epsilon )_\epsilon ]`$ is another (c-bounded) solution subject to the same initial conditions. Then since $`[(y_{0\epsilon })_\epsilon ]=[(x_{0\epsilon })_\epsilon ]`$ there exist $`\stackrel{~}{n}_\epsilon ,n_\epsilon 𝒩()^n`$ such that

$`(x_\epsilon y_\epsilon )(t)`$ $`=`$ $`x_{0\epsilon }y_{0\epsilon }+{\displaystyle \underset{0}{\overset{t}{}}}\left(F_\epsilon (x_\epsilon (s))F_\epsilon (y_\epsilon (s))+n_\epsilon (s)\right)𝑑s`$
$`=`$ $`{\displaystyle \underset{0}{\overset{t}{}}}\stackrel{~}{n}_\epsilon (s)𝑑s+{\displaystyle \underset{0}{\overset{t}{}}}{\displaystyle \underset{0}{\overset{1}{}}}F_\epsilon ((1\sigma )y_\epsilon (s)+\sigma x_\epsilon (s))𝑑\sigma (x_\epsilon y_\epsilon )(s)𝑑s.`$
Hence on $`|tt_0|T`$ by assumption (ii) for any $`m>0`$ and $`\epsilon `$ sufficiently small we obtain

$$|(x_\epsilon y_\epsilon )(t)|C\epsilon ^me^{TC\mathrm{log}\epsilon }C\epsilon ^{m1}.$$

$`\mathrm{}`$

For later use (cf. Theorem 3.3) we note the following stronger set of conditions that also gives an existence and uniqueness result.

###### 3.2

Corollary.  Let $`\stackrel{~}{x}_0_c^n`$, $`F=[(F_\epsilon )_\epsilon ]𝒢(^n)^n`$ and suppose that there exist $`C,\epsilon _0>0`$ such that

* $`|F_\epsilon (0)|C`$ $`(\epsilon <\epsilon _0)`$, and
* $`|F_\epsilon (x)|C`$ $`(x^n,\epsilon <\epsilon _0)`$.

Then the initial value problem (1), (2) has a unique solution in $`𝒢[,^n]`$. Moreover, $`\dot{x}`$ is c-bounded.

Proof. From (i) and (ii) it follows that $`F`$ in fact satisfies the hypotheses of Theorem 3.1. $`\mathrm{}`$

Next we give the basic theorem on the flow of system (1).

###### 3.3

Theorem.  Let $`F𝒢(^n)^n`$ satisfy the assumptions (i) and (ii) of Theorem 3.1. Then there exists a unique generalized function $`\mathrm{\Phi }𝒢[^{n+1},^n]`$, the generalized flow of system (1) such that

$`{\displaystyle \frac{d}{dt}}\mathrm{\Phi }(t,x)`$ $`=`$ $`F(\mathrm{\Phi }(t,x))\text{ in }𝒢[^{1+n},^n]`$ (5)
$`\mathrm{\Phi }(0,.)`$ $`=`$ $`\mathrm{id}_^n\text{ in }𝒢[^n,^n]`$ (6)
$`\mathrm{\Phi }(t+s,.)`$ $`=`$ $`\mathrm{\Phi }(t,\mathrm{\Phi }(s,.))\text{ in }𝒢[^{2+n},^n].`$ (7)
Moreover, $`\frac{d}{dt}\mathrm{\Phi }`$ is c-bounded and under the assumptions of Corollary 3.2 $`_x\mathrm{\Phi }`$ is c-bounded as well.

As usual we shall often write $`\mathrm{\Phi }_t`$ instead of $`\mathrm{\Phi }(t,.)`$ and use the notation $`\mathrm{\Phi }_t=[(\mathrm{\Phi }_t^\epsilon )_\epsilon ]`$. Proof. Classical theory provides us with a unique and globally defined flow $`\mathrm{\Phi }^\epsilon `$ for fixed $`\epsilon `$.

To prove existence, we conclude from the integral equation corresponding to (5) that $`\mathrm{\Phi }^\epsilon `$ and $`\frac{d}{dt}\mathrm{\Phi }^\epsilon `$ are c-bounded as functions in $`(t,x)`$. The higher order $`t`$-derivatives are estimated as in the proof of Theorem 3.1. To estimate the $`x`$-derivatives we write

$$_x\mathrm{\Phi }^\epsilon (t,x)=x+\underset{0}{\overset{t}{}}F_\epsilon (\mathrm{\Phi }^\epsilon (s,x))_x\mathrm{\Phi }^\epsilon (s,x)𝑑s.$$
(8)
Since $`\mathrm{\Phi }^\epsilon `$ is c-bounded, (ii) and Gronwall’s inequality imply on any $`\stackrel{~}{K}=[0,T]\times K^{1+n}`$

$$|_x\mathrm{\Phi }(t,x)|Ce^{CT\mathrm{log}\epsilon }=O(1/\epsilon ^{CT}).$$

For $`F`$ satisfying the assumptions of Corollary 3.2, an analogous estimate establishes c-boundedness of $`_x\mathrm{\Phi }`$.

The higher order $`x`$-derivatives are now estimated by successively differentiating equation (8) and using the estimates already obtained. Similarly, the mixed $`x,t`$-derivatives may be estimated by differentiating the equations for the $`x`$-derivatives with respect to $`t`$.

To prove uniqueness assume that $`\mathrm{\Psi }`$ is another solution in $`𝒢[^{1+n},^n]`$. Then fixing any $`\stackrel{~}{x}_0=[(x_0)_\epsilon ]_c^n`$, both $`t\mathrm{\Phi }(t,\stackrel{~}{x}_0)`$ and $`t\mathrm{\Psi }(t,\stackrel{~}{x}_0)`$) solve the initial value problem

$`\dot{x}(t)`$ $`=`$ $`F(x(t))`$
$`x(0)`$ $`=`$ $`\stackrel{~}{x}_0.`$
By the uniqueness part of Theorem 3.1 we have for all $`\stackrel{~}{x}_c^n:\mathrm{\Phi }(.,\stackrel{~}{x})=\mathrm{\Psi }(.,\stackrel{~}{x})`$ in $`𝒢[,^n]`$. Hence by , Th. 3.5, $`\mathrm{\Phi }(\stackrel{~}{t},\stackrel{~}{x})=\mathrm{\Psi }(\stackrel{~}{t},\stackrel{~}{x})`$ for all $`(\stackrel{~}{t},\stackrel{~}{x})_c^{1+n}`$. Therefore, another appeal to , Th. 3.5 establishes $`\mathrm{\Phi }=\mathrm{\Psi }`$ in $`𝒢[^{1+n},^n]`$.

Finally, the flow properties (6), (7) hold on the level of representatives by the classical theory. Hence again by the point value characterization , Th. 3.5, the claim follows. $`\mathrm{}`$

In order to prove analogous theorems on a manifold we introduce the following notions of boundedness in terms of Riemannian metrics on $`X`$.

###### 3.4

Definition. Let $`\xi 𝒢_0^1(X)`$.

* We say that $`\xi `$ is locally bounded resp. locally of $`L^{\mathrm{}}`$-log-type if for all $`KX`$ and one (hence every) Riemannian metric $`h`$ on $`X`$ we have for one (hence every) representative $`\xi _\epsilon `$

$$\underset{pK}{sup}\xi _\epsilon |_p_hC\text{resp.}\underset{pK}{sup}\xi _\epsilon |_p_hC|\mathrm{log}\epsilon |,$$

where $`_h`$ denotes the norm induced on $`T_pX`$ by $`h`$.
* $`\xi `$ is called globally bounded with respect to $`h`$ if for some (hence every) representative $`(\xi _\epsilon )_\epsilon `$ of $`\xi `$ there exists $`C>0`$ with

$$\underset{pX}{sup}\xi _\epsilon |_p_hC.$$

Contrary to the local notions in (i) above, global boundedness obviously depends on the Riemannian metric $`h`$.

###### 3.5

Theorem.  Let $`(X,h)`$ be a complete Riemannian manifold, $`\stackrel{~}{x}_0\stackrel{~}{X}_c`$ and $`\xi 𝒢_0^1(X)`$ such that

* $`\xi `$ is globally bounded with respect to $`h`$.
* For each differential operator $`P𝒫(X,TX)`$ of first order $`P\xi `$ is locally of $`L^{\mathrm{}}`$-log-type.

Then the initial value problem

$`\dot{x}(t)`$ $`=`$ $`\xi (x(t))`$ (9)
$`x(t_0)`$ $`=`$ $`\stackrel{~}{x}_0`$
has a unique solution $`x`$ in $`𝒢[,X]`$.

Note that equality (9) holds in the space $`𝔛_𝒢(x)`$ of generalized sections along the generalized mapping $`x𝒢[,X]`$, defined by (cf.  Def. 4.6) $`𝔛_𝒢(x):=\{v𝒢^h[,TX]|\pi _Xv=x\}`$.

Proof. Choose a representative $`(\xi _\epsilon )_\epsilon `$ of $`\xi `$. By (i) each $`\xi _\epsilon `$ is globally bounded with respect to $`h`$. Then due to the completeness of $`(X,h)`$, for each $`\epsilon I`$ there exists a globally defined solution $`x_\epsilon `$ of

$$\begin{array}{ccc}\hfill \dot{x}_\epsilon (t)& =& \xi _\epsilon (x_\epsilon (t))\hfill \\ \hfill x_\epsilon (t_0)& =& \stackrel{~}{x}_{0\epsilon }\hfill \end{array}$$
(10)
(cf. , Ch. 5, R20).

Let $`t_1<t_2`$. Then denoting by $`L`$ the length of a curve we have from (i)

$$L(x_\epsilon |_{[t_1,t_2]})=_{t_1}^{t_2}\dot{x}_\epsilon (s)_h𝑑s=_{t_1}^{t_2}\xi _\epsilon (x_\epsilon (s))_h𝑑sC|t_2t_1|$$
(11)
for all $`\epsilon `$. Let $`KX`$, $`\epsilon _0>0`$ such that $`x_\epsilon (t_1)K`$ for all $`\epsilon <\epsilon _0`$. Then by the above $`_{\epsilon <\epsilon _0}x_\epsilon [t_1,t_2]\{pXd_h(p,K)C|t_2t_1|\}`$. Since the latter set is compact by the Hopf-Rinow theorem, it follows that $`(x_\epsilon )_\epsilon `$ is c-bounded. Due to this fact, moderateness of $`(x_\epsilon )_\epsilon `$ follows as in the local case taking into account , Def. 2.2, using the moderateness of $`(\xi _\epsilon )_\epsilon `$ and applying the differential equation for $`x_\epsilon `$ inductively.

To establish uniqueness, let $`a>0`$ and choose $`\epsilon _0I`$, $`KX`$ such that $`x_\epsilon ([a1,a+1])y_\epsilon ([a1,a+1])K`$ for all $`\epsilon <\epsilon _0`$. Let $`t_0(a,a)`$ and suppose that $`(x_\epsilon )_\epsilon `$ satisfies (10), and $`(y_\epsilon )_\epsilon _M[,X]`$ solves

$$\begin{array}{ccc}\hfill \dot{y}_\epsilon (t)& =& \xi _\epsilon (y_\epsilon (t))+n_\epsilon (t)\hfill \\ \hfill y_\epsilon (t_0)& =& \stackrel{~}{y}_{0\epsilon }\hfill \end{array}$$
(12)
Here, $`\pi _Xn_\epsilon =y_\epsilon `$ for each $`\epsilon `$ and $`(n_\epsilon )_\epsilon _h(0y_\epsilon )_\epsilon `$ in $`_M^h[,TX]`$, where $`0`$ denotes the zero element in $`\mathrm{\Gamma }_𝒢(X,TX)`$ (cf. , Prop. 5.7). Also $`(\stackrel{~}{x}_{0\epsilon })_\epsilon `$, $`(\stackrel{~}{y}_{0\epsilon })_\epsilon X_c`$ satisfy $`[(\stackrel{~}{x}_{0\epsilon })]=[(\stackrel{~}{y}_{0\epsilon })]`$ in $`\stackrel{~}{X}_c`$. By , Th. 1.36 there exists some $`r>0`$ such that $`K`$ can be covered by finitely many metric balls $`B_r(p_i)`$ $`(p_iK,1ik)`$ with each $`B_{4r}(p_i)`$ a geodesically convex domain for the chart $`\psi _i:=\mathrm{exp}_{p_i}^1`$. Choose $`\epsilon _1<\epsilon _0`$ such that

$$d_h(x_\epsilon (t_0),y_\epsilon (t_0))=d_h(x_{0\epsilon },y_{0\epsilon })<r$$

for all $`\epsilon <\epsilon _1`$. With $`C`$ as in (11) we choose $`0<d<\mathrm{min}(r/C,1)`$. For fixed $`\epsilon <\epsilon _1`$ there exists some $`i\{1,\mathrm{},k\}`$ (depending on $`\epsilon `$) with $`x_{0\epsilon }B_r(p_i)`$. Then by convexity, for each $`t`$ with $`|tt_0|<d`$ the entire line connecting $`\psi _i(x_\epsilon (t))`$ and $`\psi _i(y_\epsilon (t))`$ is contained in $`\psi _i(B_{3r}(p_i))`$. Given any $`m>0`$, we may therefore employ the Gronwall argument from the proof of Theorem 3.1 to conclude that there exists $`\epsilon _2<\epsilon _1`$ such that for $`\epsilon <\epsilon _2`$

$$|\psi _ix_\epsilon (t)\psi _iy_\epsilon (t)|C^{}\epsilon ^m.$$

Here, $`\epsilon _2`$, $`C^{}`$ only depend on $`n=[(n_\epsilon )_\epsilon ]`$, $`K`$, $`(\stackrel{~}{x}_{0\epsilon })_\epsilon `$, $`(\stackrel{~}{y}_{0\epsilon })_\epsilon `$ and $`\psi _i`$ (on a compact subset of its domain), hence can be chosen uniformly in $`i\{1,\mathrm{},k\}`$ and $`t[t_0d,t_0+d]`$. Therefore,

$$\underset{t[t_0d,t_0+d]}{sup}d_h(x_\epsilon (t),y_\epsilon (t))C^{\prime \prime }\epsilon ^m,$$

for $`\epsilon <\epsilon _2`$, so $`(x_\epsilon )_\epsilon (y_\epsilon )_\epsilon `$ on $`(t_0d,t_0+d)`$ by , Th. 3.3. Since $`d`$ depends exclusively on $`K`$ and $`C`$ it follows that if $`x`$ and $`y`$ coincide in any $`t_0(a,a)`$ then in fact they agree on an interval of fixed minimal length around $`t_0`$, hence they are identical on all of $`(a,a)`$. Since $`a`$ was arbitrary it follows that $`x`$ and $`y`$ agree globally as elements of $`𝒢[,X]`$. $`\mathrm{}`$
Based on this result we are now able to establish the following flow theorem in the global context.

###### 3.6

Theorem.  Let $`(X,h)`$ be a complete Riemannian manifold and suppose that $`\xi 𝒢_0^1(X)`$ satisfies conditions (i) and (ii) of Theorem 3.5. Then there exists a unique generalized function $`\mathrm{\Phi }𝒢[\times X,X]`$, the generalized flow of $`\xi `$, such that

$`{\displaystyle \frac{d}{dt}}\mathrm{\Phi }(t,x)`$ $`=`$ $`\xi (\mathrm{\Phi }(t,x))\text{ in }𝒢^h[\times X,TX]`$ (13)
$`\mathrm{\Phi }(0,.)`$ $`=`$ $`\mathrm{id}_X\text{ in }𝒢[X,X]`$ (14)
$`\mathrm{\Phi }(t+s,.)`$ $`=`$ $`\mathrm{\Phi }(t,\mathrm{\Phi }(s,.))\text{ in }𝒢[^2\times X,X].`$ (15)
Proof. Existence: Choosing a representative $`(\xi _\epsilon )_\epsilon `$ such that each $`\xi _\epsilon `$ is globally bounded with respect to $`h`$ we obtain a global smooth flow $`\mathrm{\Phi }^\epsilon `$ for each $`\epsilon `$. (13)–(15) then clearly hold componentwise for $`(\mathrm{\Phi }^\epsilon )_\epsilon `$. Since $`h`$ is complete, an argument as in (11) shows that any compact subset of $`\times X`$ remains bounded (hence relatively compact) upon application of $`\mathrm{\Phi }^\epsilon `$, uniformly in $`\epsilon `$. Thus $`(\mathrm{\Phi }^\epsilon )_\epsilon `$ is c-bounded.

To show moderateness of $`(\mathrm{\Phi }^\epsilon )_\epsilon `$, we first note that $`t`$-derivatives of $`\mathrm{\Phi }^\epsilon `$ may be estimated according to , Def. 2.2, precisely as in the proof of Theorem 3.5. Next, let $`[0,t^{}]`$, $`KX`$ be given and fix $`pK`$. Then there exist $`t_0=0`$, $`t_1`$, …, $`t_k=t^{}`$ such that each $`\{\mathrm{\Phi }^\epsilon (t,p)t_itt_{i+1}\}`$ lies entirely within a chart domain. We may therefore iterate an integral argument as in (8) to obtain a moderateness estimate on the first (local) $`x`$-derivative of $`\mathrm{\Phi }^\epsilon `$ on $`[0,t^{}]\times \{p\}`$. Since only finitely many charts are needed to cover $`[0,t^{}]\times K`$ and the constants in the resulting estimates can be chosen uniformly in $`pK`$, we obtain the moderateness estimate for first order $`x`$-derivatives of $`\mathrm{\Phi }^\epsilon `$ (the case $`t^{}<0`$ is treated analogously). Higher order $`x`$-derivatives as well as mixed $`x`$, $`t`$ derivatives are estimated in the same manner, so $`(\mathrm{\Phi }^\epsilon )_\epsilon `$ is indeed moderate. Moreover, we conclude from the above that $`(\frac{d}{dt}\mathrm{\Phi }^\epsilon )_\epsilon _M^h[\times X,TX]`$. Also, the composition on the right hand side of (13) yields a well-defined element of $`𝒢^h[\times X,TX]`$ by , Th. 4.2. (13) therefore holds since it was already established on the level of representatives. Similarly, (14), (15) hold for $`\mathrm{\Phi }=[(\mathrm{\Phi }^\epsilon )_\epsilon ]`$.

Finally, uniqueness of the flow follows from the point value characterization of manifold valued generalized functions and Theorem 3.5, precisely as in the proof of 3.3. $`\mathrm{}`$

###### 3.7

Definition.  We call a generalized vector field $`\xi 𝒢_0^1(X)`$ $`𝒢`$-complete if there exists a unique global generalized flow $`\mathrm{\Phi }𝒢[\times X,X]`$ satisfying (13), (14), (15).

## 4 The distributional setting

Our next aim is an analysis of the interrelation between the theory introduced in the previous section and a purely distributional approach, as provided by Marsden in .

Any distributional theory of ordinary differential equations on manifolds faces a number of principal obstacles resulting from the basic structure of the theory of distributions itself. In fact, consider the initial value problem

$$\begin{array}{ccc}\hfill \dot{x}(t)& =& \zeta (x(t))\hfill \\ \hfill x(t_0)& =& x_0\hfill \end{array}$$
(16)
with $`\zeta 𝒟^{}(X,TX)`$ a distributional vector field. The first question to be answered in treating this problem is in which setting the solution $`x`$ is to be sought (there is no concept of distributions taking values in a differentiable manifold). A similar problem occurs upon trying to introduce a notion of distributional flow for (16). Marsden in  employs a regularization approach to cope with these problems, introducing a sequence of smooth vector fields $`\xi _\epsilon `$ approximating $`\zeta `$. Each $`\xi _\epsilon `$ has a classical flow $`\mathrm{\Phi }^\epsilon `$ and under certain assumptions the assignment $`\mathrm{\Psi }=lim_{\epsilon 0}\mathrm{\Phi }^\epsilon `$ allows one to associate a measurable function $`\mathrm{\Psi }`$ to the distributional vector field $`\zeta `$. However, the question arises under which conditions on $`\zeta `$, resp. the regularizing sequence, the limiting map $`\mathrm{\Psi }`$ is indeed a flow, i.e., satisfies $`\mathrm{\Psi }_{t+s}=\mathrm{\Psi }_t\mathrm{\Psi }_s`$. The answer provided by Th. 6.2 in  turns out to be wrong as we shall see below by an explicit counter-example. This fact is particularly unfortunate as the main flow theorems in  both in the general (Th. 6.3) and in the Hamiltonian case (Th. 8.4) rest upon Th. 6.2.

With a view to a smooth presentation of these considerations we first recall the following definition (, Def. 6.1, with the index set of the regularizing sequence changed from $``$ to $`I`$ to ease comparison with the present setting):

Let $`\zeta 𝒟^{}(X,TX)`$ be a distributional vector field on the manifold $`X`$ and let $`(\xi _\epsilon )_\epsilon `$ be a net of smooth vector fields with complete flows $`\mathrm{\Phi }^\epsilon (t,.)`$ and $`\xi _\epsilon \zeta 𝒟^{}(X,TX)`$. $`\zeta `$ is called a vector field with measurable flow $`\mathrm{\Psi }_t`$ if

* $`\mathrm{\Phi }^\epsilon (t,.)\mathrm{\Psi }(t,.)`$ almost everywhere on $`X`$ for all $`t`$ (in particular, $`\mathrm{\Psi }_t`$ is measurable), and
* For each $`t`$ and each $`CX`$ there exists $`\epsilon _0I`$ and $`KX`$ with $`CK`$ such that $`\mathrm{\Phi }^\epsilon (t,C)K`$ for all $`\epsilon `$.

Note that in our terminology, (ii) says that $`\mathrm{\Phi }^\epsilon (t,.)`$ is c-bounded. Moreover, if $`(\xi _\epsilon )_\epsilon `$ is additionally supposed to be moderate and $`\xi =[(\xi _\epsilon )_\epsilon ]𝒢_0^1(X)`$ then $`\xi _\epsilon \zeta 𝒟^{}(X,TX)`$ is the same as requiring that $`\xi `$ is associated with $`\zeta `$ (see Section 5 below). As remarked in , $`\mathrm{\Psi }`$ in general depends on the chosen regularizing net $`(\xi _\epsilon )_\epsilon `$.

The basic theorem on flows of distributional vector fields then takes the following form

Theorem 6.2 of
Let $`\zeta 𝒟^{}(X,TX)`$ be a vector field with measurable flow $`\mathrm{\Psi }_t`$; then the flow property holds in the following sense

$$\mathrm{\Psi }_{t+s}=\mathrm{\Psi }_t\mathrm{\Psi }_s\text{ almost everywhere on }X\text{}s,t.$$

In order to analyze the validity of this claim we consider the following initial value problem on $`X=S^1`$

$`\dot{x}(t)`$ $`=`$ $`\zeta (x(t))`$ (17)
$`x(0)`$ $`=`$ $`e^{i\alpha _0},`$ (18)
with the vector field $`\zeta `$ given by

$$\zeta (e^{i\alpha })=(e^{i\alpha },H(\alpha +\frac{\pi }{2})H(\alpha \frac{\pi }{2})),$$
(19)
where $`H`$ denotes the Heaviside function.

We proceed by replacing $`H`$ by a suitable regularization. We choose a scaling function $`\sigma :(0,\mathrm{})(0,\mathrm{})`$ satisfying $`\sigma (\epsilon )0(\epsilon 0)`$ and a mollifier $`\rho 𝒟()`$ with $`\rho 0`$, $`\mathrm{supp}(\rho )[1,1]`$ and $`\rho =1`$. Then we set

$`\rho _{\sigma (\epsilon )}`$ $`:=`$ $`{\displaystyle \frac{1}{\sigma (\epsilon )}}\rho \left({\displaystyle \frac{x}{\sigma (\epsilon )}}\right)\text{ and finally}`$ (20)
$`H_\epsilon (x)`$ $`:=`$ $`{\displaystyle \underset{\mathrm{}}{\overset{x}{}}}\rho _{\sigma (\epsilon )}(s)𝑑s.`$ (21)
Equipping $`S^1`$ with the standard metric we have the following

###### 4.1

Proposition.  Let $`\alpha _0[\pi ,\pi ]`$. The initial value problem

$`\dot{x}(t)`$ $`=`$ $`\xi (x(t))`$ (22)
$`x(0)`$ $`=`$ $`e^{i\alpha _0},`$ (23)
with the vector field $`\xi =[(\xi _\epsilon )_\epsilon ]`$ given by

$$\xi _\epsilon (e^{i\alpha })=(e^{i\alpha },H_\epsilon (\alpha +\frac{\pi }{2})H_\epsilon (\alpha \frac{\pi }{2})),$$
(24)
and $`\sigma (\epsilon ):=|\mathrm{log}(\epsilon )|^1`$ has a unique solution $`x=[(x_\epsilon )_\epsilon ]`$ in $`𝒢[,S^1]`$.

Moreover if $`\alpha _0(\frac{\pi }{2},\frac{\pi }{2})`$, $`x_\epsilon `$ has the following (continuous) pointwise limit

$$x_\epsilon (t)x_{\alpha _0}(t):=\{\begin{array}{cccc}e^{i\frac{\pi }{2}}& \hfill \mathrm{}<& t& \alpha _0\frac{\pi }{2}\hfill \\ e^{i(\alpha _0+t)}& \hfill \alpha _0\frac{\pi }{2}& t& \alpha _0+\frac{\pi }{2}\hfill \\ e^{i\frac{\pi }{2}}& \hfill \alpha _0+\frac{\pi }{2}& t& <\mathrm{}.\hfill \end{array}$$
(25)
Proof. Existence and uniqueness follows by Theorem 3.5 due to our assumptions on $`\sigma `$.

To prove the statement on the limit we use the following notation: $`x_\epsilon (t)=e^{i\gamma _\epsilon (t)}`$. First note that for all $`\alpha _0(\frac{\pi }{2},\frac{\pi }{2})`$ we have $`\xi _\epsilon (e^{i\alpha _0})=(e^{i\alpha _0},1)`$ for $`\epsilon `$ small enough. So $`e^{i(\alpha _0+t)}`$ is a solution as long as $`\frac{\pi }{2}+\sigma (\epsilon )<\alpha _0+t=\gamma _\epsilon (t)<\frac{\pi }{2}\sigma (\epsilon )`$, that is $`\frac{\pi }{2}+\sigma (\epsilon )\alpha _0<t<\frac{\pi }{2}\sigma (\epsilon )\alpha _0`$. Hence $`\gamma _\epsilon (t)\alpha _0+t`$ for $`\frac{\pi }{2}\alpha _0<t<\frac{\pi }{2}\alpha _0`$.

On the other hand if $`t\frac{\pi }{2}+\sigma (\epsilon )\alpha _0`$ resp. $`t\frac{\pi }{2}\sigma (\epsilon )\alpha _0`$ then $`\frac{\pi }{2}\sigma (\epsilon )\gamma _\epsilon (t)\frac{\pi }{2}+\sigma (\epsilon )`$ resp. $`\frac{\pi }{2}\sigma (\epsilon )\gamma _\epsilon (t)\frac{\pi }{2}+\sigma (\epsilon )`$ by the fact that $`e^{i(\frac{\pi }{2}+\sigma (\epsilon ))}`$ resp. $`e^{i(\frac{\pi }{2}+\sigma (\epsilon ))}`$ are equilibrium points and the monotonicity of $`\gamma _\epsilon `$. Hence the claim follows. $`\mathrm{}`$

Note that if $`\alpha _0[\frac{\pi }{2},\frac{\pi }{2}]`$ the solution equals $`e^{i\alpha _0}`$ for all times $`t`$. If $`\alpha _0=\pm \frac{\pi }{2}`$ the limit of the solution will in general depend on the choice of $`\rho `$. The most “generic” choice is (a) to suppose that $`0<\gamma _{}H_\epsilon (0)\gamma _+<1`$ for all $`\epsilon `$. In this case we obtain

$$x_\epsilon (t)x_{\pm \frac{\pi }{2}}(t)=\{\begin{array}{cccc}e^{i\frac{\pi }{2}}& \hfill \mathrm{}<& t& \frac{\pi }{2}\frac{\pi }{2}\hfill \\ e^{i(\pm \frac{\pi }{2}+t)}& \hfill \frac{\pi }{2}\frac{\pi }{2}& t& \frac{\pi }{2}+\frac{\pi }{2}\hfill \\ e^{i\frac{\pi }{2}}& \hfill \frac{\pi }{2}+\frac{\pi }{2}& t& <\mathrm{}.\hfill \end{array}$$
(26)
Indeed for $`\alpha _0=\frac{\pi }{2}`$ (for $`\alpha _0=\frac{\pi }{2}`$ just adapt the argument accordingly) and $`t0`$ we use the same arguments as in the last part of the above proof to conclude that $`\frac{\pi }{2}\sigma (\epsilon )\gamma _\epsilon (t)\frac{\pi }{2}`$. Hence $`\gamma _\epsilon (t)\frac{\pi }{2}`$ for $`0t`$.

To deal with nonnegative $`t`$ we first observe that $`\mathrm{pr}^2(\xi _\epsilon (e^{i\frac{\pi }{2}}))=H_\epsilon (0)\gamma _{}>0`$ hence $`\dot{\gamma }_\epsilon (t)\gamma _{}`$ for all $`t0`$ small enough, i.e., such that $`\gamma _\epsilon (t)\frac{\pi }{2}\sigma (\epsilon )`$. So for all such $`t`$ we obtain $`\gamma _\epsilon (t)\gamma _{}t\frac{\pi }{2}`$. In particular for $`t>\sigma (\epsilon )/\gamma _{}`$ we have $`\gamma _\epsilon (t)\frac{\pi }{2}+\sigma (\epsilon )`$. So there exists $`t_\epsilon \sigma (\epsilon )/\gamma _{}`$ such that $`\gamma _\epsilon (t_\epsilon )=\frac{\pi }{2}+\sigma (\epsilon )`$. This in turn implies that for $`t_\epsilon t\pi 2\sigma (\epsilon )+t_\epsilon `$ the solution takes the form $`\gamma _\epsilon (t)=\frac{\pi }{2}+\sigma (\epsilon )+(tt_\epsilon )`$. So $`\gamma _\epsilon (t)\frac{\pi }{2}+t`$ for $`0t\pi `$.

Finally for $`t\pi `$ we again use the monotonicity of $`\gamma _\epsilon `$ and the fact that $`e^{i(\frac{\pi }{2}+\sigma (\epsilon ))}`$ is an equilibrium point to establish the claim.

If we choose (b) $`H_\epsilon (0)=0`$ (resp. (c) $`H_\epsilon (0)=1`$) one sees by adapting the above line of arguments that the limiting solution with initial value $`\alpha _0=\frac{\pi }{2}`$ ($`\alpha _0=\frac{\pi }{2}`$) will be trapped at $`e^{i\alpha _0}`$ and equal $`x_{\alpha _0}`$ for $`\alpha _0=\frac{\pi }{2}`$ ($`\alpha _0=\frac{\pi }{2}`$). However, we still could use cases (b) and (c) in the construction to follow. In case we drop the assumption $`\rho 0`$ the limiting behavior can be more complicated since the solution then may be trapped between different equilibria.

Now we are going to show that the above proposition provides a counter-example to Marsden’s theorem. We consider the flow $`\mathrm{\Phi }^\epsilon (t,e^{i\alpha })=x_\epsilon (t)`$, where $`x_\epsilon `$ is the solution with $`x_\epsilon (0)=e^{i\alpha }`$ provided by the Proposition. By Theorem 3.6 $`\mathrm{\Phi }=[(\mathrm{\Phi }^\epsilon )_\epsilon ]`$ is in $`𝒢[R\times S^1,S^1]`$ and has the flow properties (14), (15). Defining $`\mathrm{\Psi }=lim_{\epsilon 0}\mathrm{\Phi }^\epsilon `$ conditions (i) (even with convergence everywhere) and (ii) of Marsden’s definition are satisfied, hence $`\zeta `$ (given by eq. (19)) is a vector field with measurable flow $`\mathrm{\Psi }`$. So $`\mathrm{\Psi }`$ ought to have the flow property in the sense of , Th. 6.2. However, we have by the second part of Proposition 4.1 and the remark following its proof (using case (a))

$$\mathrm{\Phi }^\epsilon (t,e^{i\alpha })\mathrm{\Psi }(t,e^{i\alpha }):=\{\begin{array}{cc}x_\alpha (t)& \text{if }\alpha [\frac{\pi }{2},\frac{\pi }{2}]\hfill \\ e^{i\alpha }& \text{if }\alpha [\frac{\pi }{2},\frac{\pi }{2}],\hfill \end{array}$$
(27)
where $`x_\alpha (t)`$ denotes the limiting function in (25) with $`\alpha =\alpha _0`$. Hence

$$\mathrm{\Psi }(\pi ,e^{i\alpha })=\{\begin{array}{cc}e^{i\frac{\pi }{2}}& \text{if }\alpha [\frac{\pi }{2},\frac{\pi }{2}]\hfill \\ e^{i\alpha }& \text{otherwise}\hfill \end{array}$$
(28)
and

$$\mathrm{\Psi }(\pi ,e^{i\alpha })=\{\begin{array}{cc}e^{i\frac{\pi }{2}}& \text{if }\alpha [\frac{\pi }{2},\frac{\pi }{2}]\hfill \\ e^{i\alpha }& \text{otherwise.}\hfill \end{array}$$
(29)
This in turn implies

$$\mathrm{\Psi }(\pi ,\mathrm{\Psi }(\pi ,e^{i\alpha }))=\{\begin{array}{cc}e^{i\frac{\pi }{2}}& \text{if }\alpha [\frac{\pi }{2},\frac{\pi }{2}]\hfill \\ e^{i\alpha }& \text{otherwise.}\hfill \end{array}$$
(30)
So $`\mathrm{\Psi }_\pi \mathrm{\Psi }_\pi \mathrm{i}d`$ for all $`e^{i\alpha }`$ with $`\alpha [\frac{\pi }{2},\frac{\pi }{2}]`$ contradicting the assertion of Theorem 6.2 in . Note that if we choose cases (b) or (c) above we obtain similar results; only the range of $`\alpha `$ changes form the closed interval to the half open interval $`(\frac{\pi }{2},\frac{\pi }{2}]`$ resp. $`[\frac{\pi }{2},\frac{\pi }{2})`$ and again the flow property fails to hold for $`e^{i\alpha }`$ in a set of positive measure.

Since the approach in  is built upon pointwise convergence almost everywhere of the regularizing flows its failure motivates the study of different notions of convergence for generalized functions taking values in a manifold to allow for a corrected version of the Theorem. We do so in the following section.

## 5 Notions of Association

In all variants of spaces of Colombeau generalized functions taking values in a linear space compatibility with respect to the distributional setting is affected through the notion of association. We call $`u𝒢(X)`$ associated with zero, $`u0`$, if one (hence every) representative $`u_\epsilon `$ converges to zero weakly (cf. also Definition 5.1 (v) below). The assignment $`uv:u_\epsilon v_\epsilon 0`$ gives rise to an equivalence relation on $`𝒢(X)`$ and a linear quotient space $`𝒢(X)/`$, generalizing distributional equality to the level of $`𝒢(X)`$. Moreover if $`lim_{\epsilon 0}_Xu_\epsilon \nu =\omega ,\nu `$ for some distribution $`\omega `$ and every compactly supported one-density $`\nu `$ we write $`u\omega `$ and call $`\omega `$ the distributional shadow of $`u𝒢(X)`$.

In this section we are going to introduce a number of notions of association in the space $`𝒢[X,Y]`$ (cf. also , Sec. 6) and clarify their respective interrelations.

###### 5.1

Definition.  Let $`u=[(u_\epsilon )_\epsilon ],v=[(v_\epsilon )_\epsilon ]𝒢[X,Y]`$, and let $`h`$ be a Riemannian metric on $`X`$ with distance function $`d_h`$.

* $`u`$ is called zero-associated (cf. , Def 6.1) with $`v`$,

$$u_0v:\underset{pK}{sup}d_h(u_\epsilon (p),v_\epsilon (p))0KX.$$
(31)
* $`u`$ is called pointwise-associated (pw-associated) with $`v`$,

$$u_{\mathrm{p}w}v:d_h(u_\epsilon (p),v_\epsilon (p))0pX.$$
(32)
* $`u`$ is called pointwise-associated almost everywhere (pwae-associated) with $`v`$,

$$u_{\mathrm{p}wae}v:d_h(u_\epsilon (p),v_\epsilon (p))0\text{ for almost all }pX.$$
(33)
* $`u`$ is called model-associated with $`v`$,

$$u_{}v:fu_\epsilon fv_\epsilon 0\text{ in }𝒟^{}(X)f𝒞^{\mathrm{}}(Y).$$
(34)
That is, $`fufv`$ in $`𝒢(X)`$ for all $`f𝒞^{\mathrm{}}(Y)`$ (see (v) below).
* If $`Y=^n`$ then $`u`$ is called associated with $`v`$,

$$uv:u_\epsilon v_\epsilon 0\text{ in }𝒟^{}(X)^n.$$

It is straightforward to check that notions (i)–(iii) are independent of the Riemannian metric $`h`$ employed (cf. , Lemma 3.2.4) and that all of the above definitions are independent of the representatives chosen for $`u`$ and $`v`$.

###### 5.2

Theorem.  We have the following chain of implications:

(i) $``$ (ii) $``$ (iii) $``$ (iv) $``$ (v),

where the last implication holds in case $`Y=^n`$. None of the above implications can be reversed.

Proof. (i) $``$ (ii) $``$ (iii) is clear as well as (iv) $``$ (v).
(iii) $``$ (iv): Let $`f𝒞^{\mathrm{}}(Y)`$ and let $`(u_\epsilon )_\epsilon `$ resp. $`(v_\epsilon )_\epsilon `$ be representatives of $`u`$ resp. $`v`$. Then $`|fu_\epsilon (p)fv_\epsilon (p)|0`$ a.e. and is bounded uniformly in $`\epsilon `$ on compact sets by the c-boundedness of $`u_\epsilon `$ and $`v_\epsilon `$. Hence by dominated convergence $`\left(fu_\epsilon (p)fv_\epsilon (p)\right)\mu (p)0`$ for all compactly supported one-densities $`\mu `$ on $`X`$.
(v) $`\Rightarrow ̸`$ (iv): Set $`u_\epsilon =\mathrm{sin}\left(\frac{x}{\epsilon }\right)`$ and $`v_\epsilon =0`$. Then $`uv`$ in $`𝒢()`$ but for $`f(x)=x^2`$ we have $`fu_\epsilon 1/2`$ pointwise hence $`fu_\epsilon fv_\epsilon \to ̸0`$ in $`𝒟^{}()`$.
(iv) $`\Rightarrow ̸`$ (iii): Let $`\rho _0𝒟()`$, $`\rho _0()[0,1]`$, $`\mathrm{supp}(\rho _0)[1,1]`$, $`\rho _0=1`$ and $`\rho _0(0)=1`$. Furthermore, set

$$\rho (x):=\underset{n=\mathrm{}}{\overset{n=\mathrm{}}{}}\rho _0(2^{|n|}(xn))$$

and $`\rho _\epsilon (x):=\rho (x/\epsilon )`$. Then there is no $`x`$ such that $`\rho _\epsilon (x)0`$. Indeed, $`xn\epsilon _n`$, $`\epsilon _n0`$ such that $`\rho _{\epsilon _n}(x)=1`$. On the other hand $`\rho _\epsilon _{}0`$ since for any $`f𝒞^{\mathrm{}}()`$ and any test function $`\phi `$ we have

$`|{\displaystyle (f\rho _\epsilon (x))\phi (x)𝑑x}|`$ $``$ $`f_{\mathrm{},[0,1]}{\displaystyle |\rho _\epsilon (x)||\phi (x)|𝑑x}`$
$`=`$ $`f_{\mathrm{},[0,1]}{\displaystyle \rho \left(\frac{x}{\epsilon }\right)|\phi (x)|𝑑x}`$
$``$ $`\epsilon f_{\mathrm{},[0,1]}\phi _{\mathrm{}}\rho _1`$
$``$ $`0.`$
(iii) $`\Rightarrow ̸`$ (ii) $`\Rightarrow ̸`$ (i) is clear. $`\mathrm{}`$

###### 5.3

Definition. Let $`u=[(u_\epsilon )_\epsilon ]`$ in $`𝒢[X,Y]`$ and $`v:XY`$ a map. $`v`$ is called a shadow of $`u`$ in the sense of zero-, pw-, pwae-, resp. model-association (or, for short, zero-, pw-, pwae-, resp. model-associated with $`u`$) if (31), (32), (33), resp. (34) holds with $`v`$ replacing $`v_\epsilon `$.

Of course the hierarchy of Theorem 5.2 carries over to shadows of the types introduced above. In the following we shall also need a notion which encodes information on the order of convergence with respect to $`\epsilon `$.

###### 5.4

Definition. Let $`u𝒢[X,Y]`$.

* $`u`$ is called fast-associated with $`v𝒢[X,Y]`$,

$$u_\mathrm{f}v:d_h(u_\epsilon (p),v_\epsilon (p))=O(\epsilon ^m)pX\epsilon $$

for one (hence every) representative $`(u_\epsilon )_\epsilon `$ of $`u`$ and one (hence every) representative $`(v_\epsilon )_\epsilon `$ of $`v`$ where again $`d_h`$ denotes the Riemannian distance with respect to any Riemannian metric $`h`$ on $`Y`$.
* $`u`$ is called fast-associated with $`v:XY`$,

$$u_\mathrm{f}v:d_h(u_\epsilon (p),v(p))=O(\epsilon ^m)pX\epsilon $$

for one (hence every) representative $`(u_\epsilon )_\epsilon `$ of $`u`$.

Note that for $`u,v𝒢[X,Y]`$, $`u_\mathrm{f}v`$ if and only if the generalized number $`d_h(u(p),v(p))`$ is $`0`$ for each $`pX`$ and one (each) Riemannian metric $`h`$, i.e., if and only if $`u(p)=v(p)`$ for all $`pX`$. This notion is strictly weaker than equality in $`𝒢[X,Y]`$ (cf. ). $`_\mathrm{f}`$ implies $`_{\mathrm{p}w}`$ and the converse implication is clearly wrong. However, there is no relation between $`_\mathrm{f}`$ and $`_0`$.

## 6 Limiting flows

Having introduced a number of notions of association in the previous section we now have the tools at hand to analyze the following question: Let $`\xi 𝒢_0^1(X)`$ be $`𝒢`$-complete with $`\mathrm{\Phi }=[(\mathrm{\Phi }^\epsilon )_\epsilon ]`$ its (unique) flow in $`𝒢[\times X,X]`$. If $`\mathrm{\Phi }`$ admits a shadow $`\mathrm{\Psi }`$ in the sense of one of the notions introduced above, does this imply that $`\mathrm{\Psi }`$ has the flow property? We are going to answer this question in the following but first turn to some preliminaries.

###### 6.1

Definition. We say a function $`u𝒢[X,Y]`$ is of locally bounded derivative if for all $`KX`$ and for one (hence every) pair of Riemannian metrics $`g`$ on $`X`$ resp. $`h`$ on $`Y`$ there exists $`C>0`$ and $`\epsilon _0>0`$ such that

$$\underset{pK}{sup}T_pu_\epsilon _{g,h}C\epsilon \epsilon _0$$

for one (hence every) representative $`(u_\epsilon )_\epsilon `$ of $`u`$. Here $`T_pf_{g,h}`$ denotes the norm of the linear map $`T_pf:(T_pX,_g)(T_{f(p)}Y,_h)`$ (cf. , 3.2.54).

###### 6.2

Lemma.  Let $`(X,h)`$ be a complete Riemann manifold, let $`\xi 𝒢_0^1(X)`$ satisfy the assumptions of Theorem 3.5 and denote by $`\mathrm{\Phi }=[(\mathrm{\Phi }^\epsilon )_\epsilon ]𝒢[\times X,X]`$ the generalized flow of $`\xi `$. If $`P\xi `$ is locally bounded for all differential operators $`P𝒫(X,TX)`$ of first order then $`\mathrm{\Phi }(t,.)`$ is of locally bounded derivative.

Proof. For each $`\epsilon `$ let $`\mathrm{\Phi }^\epsilon `$ be the complete flow corresponding to some globally bounded (w.r.t. $`h`$) representative $`\xi _\epsilon `$ of $`\xi `$. Then each $`T\mathrm{\Phi }^\epsilon (t,.)`$ satisfies the following ODE

$`{\displaystyle \frac{d}{dt}}T\mathrm{\Phi }^\epsilon (t,.)`$ $`=`$ $`T\xi (\mathrm{\Phi }^\epsilon (t,.))T\mathrm{\Phi }^\epsilon (t,.)`$
$`T\mathrm{\Phi }^\epsilon (0,.)`$ $`=`$ $`\mathrm{id}.`$
As we only need to consider $`(t,p)`$ varying in a compact subset of $`\times X`$ we may employ the same argument as in the uniqueness part of the proof of Theorem 3.6 to successively estimate over pieces of the integral curves $`s\mathrm{\Phi }^\epsilon (s,p)`$ of $`\xi _\epsilon `$, each contained in a single chart. Therefore we may work locally to obtain

$$D_x\mathrm{\Phi }^\epsilon (t,x)=x+\underset{0}{\overset{t}{}}D_x\xi _\epsilon (\mathrm{\Phi }^\epsilon (s,x))D_x\mathrm{\Phi }^\epsilon (s,x)𝑑s$$

and by Gronwall’s inequality

$$D\mathrm{\Phi }^\epsilon (t,x)C\mathrm{exp}\left(\underset{0}{\overset{t}{}}D_x\xi _\epsilon (\mathrm{\Phi }^\epsilon (s,x))𝑑s\right).$$

From this and the c-boundedness of the flow the assertion follows. $`\mathrm{}`$

###### 6.3

Theorem.

* Let $`\xi 𝒢_0^1(X)`$ satisfy the assumptions of Lemma 6.2. If for all $`t`$, $`\mathrm{\Phi }(t,.)_\mathrm{f}\mathrm{\Psi }(t,.)`$ then $`\mathrm{\Psi }`$ has the flow property.
* Let $`\xi 𝒢_0^1(X)`$ be a $`𝒢`$-complete generalized vector field with flow $`\mathrm{\Phi }`$. If for each $`t`$, $`\mathrm{\Phi }(t,.)_0\mathrm{\Psi }(t,.)`$ then $`\mathrm{\Psi }`$ has the flow property.

Proof. (i) On the complete Riemannian manifold ($`X,h)`$ we have to show that

$$d_h(\mathrm{\Psi }(s+t,p),\mathrm{\Psi }(s,\mathrm{\Psi }(t,p)))=0.$$

for all $`s,t`$ and for all $`pX`$. Since for all $`s,t,p`$

$$\mathrm{\Psi }(s+t,p)=\underset{\epsilon 0}{lim}\mathrm{\Phi }^\epsilon (s+t,p)=\underset{\epsilon 0}{lim}\mathrm{\Phi }^\epsilon (s,\mathrm{\Phi }^\epsilon (t,p))$$

it suffices to show that

$$d_h(\mathrm{\Phi }^\epsilon (s,\mathrm{\Phi }^\epsilon (t,p)),\mathrm{\Psi }(s,\mathrm{\Psi }(t,p)))0$$

as $`\epsilon 0`$. We introduce the following splitting

$$d_h(\mathrm{\Phi }_s^\epsilon (\mathrm{\Phi }_t^\epsilon (p)),\mathrm{\Psi }_s(\mathrm{\Psi }_t(p)))d_h(\mathrm{\Phi }_s^\epsilon (\mathrm{\Phi }_t^\epsilon (p)),\mathrm{\Phi }_s^\epsilon (\mathrm{\Psi }_t(p)))+d_h(\mathrm{\Phi }_s^\epsilon (\mathrm{\Psi }_t(p)),\mathrm{\Psi }_s(\mathrm{\Psi }_t(p))).$$
(35)
Here the second term converges to zero since $`\mathrm{\Phi }^\epsilon (s,q)\mathrm{\Psi }(s,q)`$ pointwise and we are left with the first term. On a complete Riemannian manifold any two points can be joined by a minimizing geodesic segment. So we choose such segments $`\gamma _\epsilon :[0,b_\epsilon ]X`$ with $`\gamma _\epsilon (0)=\mathrm{\Psi }(t,p)`$ and $`\gamma _\epsilon (b_\epsilon )=\mathrm{\Phi }^\epsilon (t,p)`$. Then by the $`c`$-boundedness of $`\mathrm{\Phi }^\epsilon `$ and the Hopf-Rinow theorem we may choose $`KX`$ and $`\epsilon _0>0`$ such that each $`\gamma _\epsilon `$ stays entirely within $`K`$ for $`\epsilon <\epsilon _0`$. Thus

$`d_h(\mathrm{\Phi }^\epsilon (s,\mathrm{\Phi }^\epsilon (t,p)),\mathrm{\Phi }^\epsilon (s,\mathrm{\Psi }(t,p)))`$ $``$ $`{\displaystyle \underset{0}{\overset{b_\epsilon }{}}}(\mathrm{\Phi }^\epsilon (s,.)\gamma _\epsilon )^{}(\lambda )_hd\lambda `$
$``$ $`{\displaystyle \underset{0}{\overset{b_\epsilon }{}}}T_{\gamma _\epsilon (\lambda )}\mathrm{\Phi }^\epsilon (s,.)_{h,h}\gamma _\epsilon ^{}(\lambda )_hd\lambda `$
$``$ $`\underset{qK}{sup}T_q\mathrm{\Phi }^\epsilon (s,.)_{h,h}{\displaystyle \underset{0}{\overset{b_\epsilon }{}}}\gamma _\epsilon ^{}(\lambda )_hd\lambda `$
$``$ $`{\displaystyle \frac{C}{\epsilon ^N}}d_h(\mathrm{\Phi }^\epsilon (s,p)),\mathrm{\Psi }(s,p)),`$
for some $`C,N>0`$. Since $`\mathrm{\Phi }(t,p)_\mathrm{f}\mathrm{\Psi }(t,p)`$, $`d_h(\mathrm{\Phi }^\epsilon (s,\mathrm{\Phi }^\epsilon (t,p)),\mathrm{\Phi }^\epsilon (t,\mathrm{\Psi }(s,p)))`$ converges to zero for $`\epsilon 0`$, as desired.

(ii) In this case we use the splitting

$$d_h(\mathrm{\Phi }_s^\epsilon (\mathrm{\Phi }_t^\epsilon (p)),\mathrm{\Psi }_s(\mathrm{\Psi }_t(p)))d_h(\mathrm{\Phi }_s^\epsilon (\mathrm{\Phi }_t^\epsilon (p)),\mathrm{\Psi }_s(\mathrm{\Phi }_t^\epsilon (p)))+d_h(\mathrm{\Psi }_s(\mathrm{\Phi }_t^\epsilon (p)),\mathrm{\Psi }_s(\mathrm{\Psi }_t(p)))$$
(37)
Here the first term converges to $`0`$ since $`\mathrm{\Phi }^\epsilon (s,.)\mathrm{\Psi }(s,.)`$ locally uniformly and $`(\mathrm{\Phi }^\epsilon )_\epsilon `$ is c-bounded and the second one since $`\mathrm{\Psi }_s`$ is necessarily continuous. $`\mathrm{}`$

As was already mentioned in the proof, in case (ii) the limiting flow $`\mathrm{\Psi }`$ necessarily is continuous in $`p`$. On the other hand, we will give an explicit example of a discontinuous limiting flow below. First, however, we turn to another set of assumptions guaranteeing a continuous limiting flow.

###### 6.4

Corollary. Let $`\xi 𝒢_0^1(X)`$ satisfy the assumptions of 6.2 (ii). For each $`t`$, let $`\mathrm{\Phi }(t,.)_{\mathrm{p}w}\mathrm{\Psi }(t,.)`$. Then $`\mathrm{\Psi }`$ is continuous in $`p`$ and has the flow property.

Proof. Let $`\mathrm{\Phi }=[(\mathrm{\Phi }^\epsilon )_\epsilon ]`$. By Lemma 6.2 (ii) it follows that $`(\mathrm{\Phi }^\epsilon )_\epsilon `$ is locally uniformly equicontinuous. But then by the theorem of Arzela-Ascoli $`\mathrm{\Phi }^\epsilon `$ in fact converges locally uniformly to $`\mathrm{\Psi }`$, i.e., $`\mathrm{\Phi }(t,.)_0\mathrm{\Psi }(t,.)`$ for all $`t`$. Hence the claim follows from Theorem 6.3 (ii). $`\mathrm{}`$

###### 6.5

Example. Let $`X=T^2=S^1\times S^1`$ and $`\xi =[(\xi )_\epsilon ]=𝒢_0^1(X)`$ be given by

$$\xi _\epsilon (e^{i\alpha },e^{i\beta })=(e^{i\alpha },e^{i\beta };1,1\rho _{\sigma (\epsilon )}(\alpha )).$$

Although $`\xi `$ does not satisfy the boundedness assumption of Theorem 3.6, we may nevertheless establish its $`𝒢`$-completeness as follows. First, since $`X`$ is compact, each $`\xi _\epsilon `$ possesses a global flow $`\mathrm{\Phi }^\epsilon `$. $`(\mathrm{\Phi }^\epsilon )_\epsilon `$ is moderate by the proof of Theorem 3.6 and that $`\mathrm{\Phi }:=[(\mathrm{\Phi }^\epsilon )_\epsilon ]`$ is indeed the unique flow of $`\xi `$ follows readily by choosing appropriate charts on $`X`$ and applying the local case (Theorem 3.3).

Moreover, $`\mathrm{\Phi }`$ has a discontinuous pointwise limit $`\mathrm{\Psi }`$, namely

$$\mathrm{\Phi }^\epsilon (t;e^{i\alpha },e^{i\beta })=\left(\begin{array}{c}e^{i(\alpha +t)}\hfill \\ e^{i(\beta +t\underset{\alpha }{\overset{\alpha +t}{}}\rho _{\sigma (\epsilon )}(\gamma )𝑑\gamma )}\hfill \end{array}\right)\left(\begin{array}{c}e^{i(\alpha +t)}\hfill \\ e^{i(\beta +tH(\alpha +t)+H(\alpha ))}\hfill \end{array}\right),$$
(38)
(in fact we even have $`\mathrm{\Phi }^\epsilon (t,.)_\mathrm{f}\mathrm{\Psi }(t,.)`$ for all $`t`$) which by direct verification satisfies the flow property $`\mathrm{\Psi }_{s+t}=\mathrm{\Psi }_s\mathrm{\Psi }_t`$ for all $`s.t`$.

To conclude this section let us summarize the above results in the following way. From the counter-example in Section 4 we know that $`\mathrm{\Phi }_{\mathrm{pw}}\mathrm{\Psi }`$ does not imply the flow property of $`\mathrm{\Psi }`$. Neither does convergence of $`\mathrm{\Phi }^\epsilon (t,.)`$ to $`\mathrm{\Psi }(t,.)`$ locally in $`L^p`$ for any $`1p<\mathrm{}`$ secure the flow property of $`\mathrm{\Psi }`$, as can also be seen from the example given in Section 4. On the other hand, convergence locally in $`L^{\mathrm{}}`$ (i.e., (ii) of Theorem 6.3) implies the flow property of $`\mathrm{\Psi }`$ while at the same time forcing the limiting flow to be continuous. Hence the above example lies precisely in the gap which allows for a discontinuous limiting flow.


text:
# Simple criteria for projective measurements with linear optics

## I Introduction

Joint orthogonal projection measurements are an essential tool in quantum communication. The most prominent example is the Bell measurement that is used, for instance, in quantum teleportation Benn1telep . The canonical way to perform these measurements relies on signal interaction. An example is the optical interaction of light pulses. The latter is particularly relevant for practical applications, since light, traveling at high speed through an optical fiber and allowing for an efficient broadband information encoding, is the most convenient medium for the implementation of quantum communication protocols. In discrete-variable implementations based on single photons, the required strong nonlinear optical interactions are hard to obtain. Alternatively, it is a promising approach to replace interaction by interference, readily available via linear optics, and by feedback after detection. There are important cases, however, where linear optics is not sufficient to enable specific projective measurements exactly. For instance, a complete measurement in the qubit polarization Bell basis is not possible within the framework of linear optics including beam splitters, phase shifters, auxiliary photons and conditional dynamics utilizing photon counting NL99 ; Vaidman99 . However, using non-trivial entangled states of $`n`$ auxiliary photons and conditional dynamics, a perfect projection measurement can be approached asymptotically with a failure rate scaling as $`1/n`$ Knill  or, in a modified version of the scheme of Ref. Knill  based on similar resources and tools, with an intrinsic error rate scaling as $`1/n^2`$ Franson . In any case, No-Go statements for exact implementations always indicate whenever finite (and cheaper) resources and less sophisticated tools, such as a fixed array of linear optics, are not sufficient for an arbitrarily good efficiency.

In this article, we propose a new approach to the problem of projective measurements with linear optics and photon counting. Since orthogonal states remain orthogonal after linear optical mode transformations, the inability of exactly discriminating orthogonal states is due to the measurements in the Fock basis. In the new approach, we replace the actual detections by a dephasing of the (linearly transformed) signal states. In other words, the detection mechanism is mimicked by destroying the coherence of the signal states and turning them into mixtures diagonal in the Fock basis. With the resulting density operators, the distinguishability is then expressible in terms of quantum mechanical states. By considering exact distinguishability, this yields a hierarchy of simple conditions for a complete projection measurement. We give a few examples where we employ these conditions in order to make general statements and to derive (some known and some new) No-Go theorems on linear-optics state discrimination. Moreover, projection measurements based on detection schemes other than photon counting can also be described within the framework of our formalism. In this respect, we include a brief discussion on homodyne-detection based quadrature measurements. However, the essence of our work is the proposal of a new universal method. The unified perspective upon which our approach is based shall open the path to new results and applications including more general measurements than projective ones.

## II The criteria

Let us define the vectors $`\stackrel{}{a}=(\widehat{a}_1,\widehat{a}_2,\mathrm{},\widehat{a}_N)^T`$ and $`\stackrel{}{a}^{}=(\widehat{a}_1^{},\widehat{a}_2^{},\mathrm{},\widehat{a}_N^{})`$ representing the annihilation and creation operators of all the electromagnetic modes involved, respectively. A linear-optics circuit can be described via the input-output relations $`\stackrel{}{c}=U\stackrel{}{a}`$ or $`\stackrel{}{c}^{}=\stackrel{}{a}^{}U^{}`$ with a unitary $`N\times N`$ matrix $`U`$. Conversely, the mixing of $`N`$ optical modes due to any unitary $`N\times N`$ matrix is realizable with beam splitters and phase shifters Reck . This excludes linear mixing between annihilation and creation operators, as it results from squeezing transformations. Those require nonlinear optical interactions. On the Hamiltonian level, arbitrary states $`|\chi `$ are unitarily transformed via linear optics such that linoptref

$$|\chi _H=\mathrm{exp}(i\stackrel{}{a}^{}H\stackrel{}{a})|\chi ,$$
(1)
where $`H`$ is an $`N\times N`$ Hermitian matrix.

We consider projection measurements that operate on subspaces $`𝒮`$ of the Hilbert space defined over some signal modes. The orthogonal projection measurement is characterized by one-dimensional projectors $`\mathrm{\Pi }_k=|s_ks_k|`$ such that $`s_k|s_l=0`$ for $`kl`$, and the completeness relation on the subspace $`𝒮`$ is fulfilled as $`_k\mathrm{\Pi }_k=𝟙_𝒮`$. In this setting, the problem of implementing the projection measurement is equivalent to the unambiguous discrimination of the orthogonal states $`|s_k`$.

The state discrimination may be aided by an auxiliary state $`|\psi _{\mathrm{aux}}`$ that is supported on auxiliary modes. The states to be distinguished then are $`\widehat{\rho }_{k,\mathrm{in}}=|\chi _k\chi _k|`$ with $`|\chi _k=|s_k|\psi _{\mathrm{aux}}`$. The entire discrimination process now consists of two steps, $`\widehat{\rho }_{\mathrm{in}}\widehat{\rho }_H\widehat{\rho }_H^{}`$, where the first step is due to linear optics, $`\widehat{\rho }_H|\chi _H\chi _H|`$. In the second step, the detection of the output modes in the Fock basis is mimicked through dephasing,

$`\widehat{\rho }_H\widehat{\rho }_H^{}={\displaystyle \frac{1}{(2\pi )^N}}{\displaystyle 𝑑\varphi ^Ne^{i\stackrel{}{a}^{}D\stackrel{}{a}}\widehat{\rho }_He^{i\stackrel{}{a}^{}D\stackrel{}{a}}},`$ (2)
with $`d\varphi ^Nd\varphi _1d\varphi _2\mathrm{}d\varphi _N`$ and the diagonal $`N\times N`$ matrix $`D`$, $`(D)_{ij}=\delta _{ij}\varphi _i`$. The distinguishability can then be analyzed on the level of the density operators $`\widehat{\rho }_H^{}`$. Since exact discrimination is considered, this leads to a huge simplification, as we shall explain now.

In order to decide on the exact distinguishability of any two states $`|\chi _k=|s_k|\psi _{\mathrm{aux}}`$ and $`|\chi _l=|s_l|\psi _{\mathrm{aux}}`$, we may use $`\mathrm{Tr}(\widehat{\rho }_{k,H}^{}\widehat{\rho }_{l,H}^{})`$, where $`\widehat{\rho }_{k,H}^{}`$ and $`\widehat{\rho }_{l,H}^{}`$ are the corresponding states after linear optics and dephasing. We obtain the condition for exact distinguishability,

$`\mathrm{Tr}(\widehat{\rho }_{k,H}^{}\widehat{\rho }_{l,H}^{})`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^{2N}}}{\displaystyle 𝑑\varphi ^N𝑑\stackrel{~}{\varphi }^N}`$ (3)
$`\times |\chi _k|e^{i\stackrel{}{a}^{}H\stackrel{}{a}}e^{i\stackrel{}{a}^{}(D\stackrel{~}{D})\stackrel{}{a}}e^{i\stackrel{}{a}^{}H\stackrel{}{a}}|\chi _l|^2`$
$`\stackrel{!}{=}`$ $`0,`$
where $`d\stackrel{~}{\varphi }^Nd\stackrel{~}{\varphi }_1d\stackrel{~}{\varphi }_2\mathrm{}d\stackrel{~}{\varphi }_N`$ and $`(\stackrel{~}{D})_{ij}=\delta _{ij}\stackrel{~}{\varphi }_i`$. Due to the positivity of the integrand, this is equivalent to

$`\chi _k|e^{i\stackrel{}{a}^{}H\stackrel{}{a}}e^{i\stackrel{}{a}^{}(D\stackrel{~}{D})\stackrel{}{a}}e^{i\stackrel{}{a}^{}H\stackrel{}{a}}|\chi _l`$ (4)
$`=`$ $`\chi _k|e^{i\stackrel{}{c}^{}(D\stackrel{~}{D})\stackrel{}{c}}|\chi _l=0,\varphi _j,\stackrel{~}{\varphi }_j,`$
where the effect of linear optics is now put into the operators $`\stackrel{}{c}=e^{i\stackrel{}{a}^{}H\stackrel{}{a}}\stackrel{}{a}e^{i\stackrel{}{a}^{}H\stackrel{}{a}}`$ or $`\stackrel{}{c}=U\stackrel{}{a}`$. Let us define $`y_j\varphi _j\stackrel{~}{\varphi }_j`$, $`j=1\mathrm{}N`$. Since the derivatives of $`\chi _k|e^{i\stackrel{}{c}^{}(D\stackrel{~}{D})\stackrel{}{c}}|\chi _l`$ with respect to any relative phases $`y_j,y_j^{},y_{j^{\prime \prime }},\mathrm{}`$ must also vanish, in particular, at $`\stackrel{}{y}=(y_1,y_2,\mathrm{},y_N)=\stackrel{}{0}`$, we obtain the set of conditions for exact state discrimination,

$`\chi _k|\widehat{c}_j^{}\widehat{c}_j|\chi _l`$ $`=`$ $`0,j,`$ (5)
$`\chi _k|\widehat{c}_j^{}\widehat{c}_j\widehat{c}_j^{}^{}\widehat{c}_j^{}|\chi _l`$ $`=`$ $`0,j,j^{},`$
$`\chi _k|\widehat{c}_j^{}\widehat{c}_j\widehat{c}_j^{}^{}\widehat{c}_j^{}\widehat{c}_{j^{\prime \prime }}^{}\widehat{c}_{j^{\prime \prime }}\mathrm{}|\chi _l`$ $`=`$ $`0,j,j^{},j^{\prime \prime },`$
$`\mathrm{}`$ $`=`$ $`\mathrm{}kl.`$
These conditions are necessary for a complete projection measurement onto the basis $`\{|\chi _k\}`$. However, if the entire set of conditions is satisfied, this is in general also a sufficient condition, since $`e^{i\stackrel{}{c}^{}(D\stackrel{~}{D})\stackrel{}{c}}`$ is an analytic function of the relative phases $`\stackrel{}{y}`$. Note that orthogonality $`\chi _k|\chi _l=0`$, $`kl`$, is the “0th-order condition”.

By exploiting that $`(\widehat{c}^{}\widehat{c})^n`$ is of the form $`_{m=1}^nd_m(\widehat{c}^{})^m\widehat{c}^m`$ with some coefficients $`d_m`$ and that $`[\widehat{c}_j^{},\widehat{c}_j^{}]=0`$ for $`jj^{}`$, the higher-order conditions can be rewritten in an equivalent normally ordered form, provided the lower-order conditions are satisfied. This leads to the hierarchy of conditions,

$`\chi _k|\widehat{c}_j^{}\widehat{c}_j|\chi _l`$ $`=`$ $`0,j,`$ (6)
$`\chi _k|\widehat{c}_j^{}\widehat{c}_j^{}^{}\widehat{c}_j\widehat{c}_j^{}|\chi _l`$ $`=`$ $`0,j,j^{},`$
$`\chi _k|\widehat{c}_j^{}\widehat{c}_j^{}^{}\widehat{c}_{j^{\prime \prime }}^{}\widehat{c}_j\widehat{c}_j^{}\widehat{c}_{j^{\prime \prime }}\mathrm{}|\chi _l`$ $`=`$ $`0,j,j^{},j^{\prime \prime },`$
$`\mathrm{}`$ $`=`$ $`\mathrm{}kl.`$
In this form, one can directly see that the hierarchy breaks off for higher-order terms if the number of photons in the states $`\{|\chi _k\}`$ is bounded. Hence, for finite photon number, we end up having a finite hierarchy of necessary and sufficient conditions for complete projective measurements. The states of an orthogonal set $`\{|\chi _k\}`$ are, in principle, exactly distinguishable via a fixed array of linear optics represented by $`\stackrel{}{c}=U\stackrel{}{a}`$, if and only if these conditions hold for the complete set of modes.

The subset of conditions referring only to a particular mode operator $`\widehat{c}_j`$ represents necessary conditions for exact discrimination based on conditional dynamics after detecting that mode $`j`$. They are given by

$$\chi _k|\left(\widehat{c}_j^{}\right)^n\left(\widehat{c}_j\right)^n|\chi _l=0,n1,kl.$$
(7)
Already the failure to find some $`\widehat{c}_j`$ fulfilling Eq. (7) means that as soon as one output mode is selected and measured, this will make exact discrimination of the states impossible. Conversely, one may also use the conditions of Eq. (7) in a constructive way. The recipe is to find one $`\widehat{c}_j`$ that satisfies Eq. (7), to calculate the corresponding conditional states of the remaining modes, and to test them for their distinguishability. It is instructive to view this in terms of the partially dephased states. After dephasing only one mode $`j`$, we obtain

$`\widehat{\rho }_{k,H}^{(j)}={\displaystyle \underset{m}{}}{\displaystyle \frac{P^{(j)}(m|k)}{m!}}(\widehat{a}_j^{})^m|0_j|c_{k,m}^{(j)}c_{k,m}^{(j)}|{}_{j}{}^{}0|\widehat{a}_j^m,`$
where $`P^{(j)}(m|k)`$ is the probability to find $`m`$ photons in the measured mode $`j`$ for given input state $`|\chi _k`$, and $`|c_{k,m}^{(j)}`$ is the corresponding (normalized) conditional state of the remaining modes. Failure to fulfill Eq. (7) implies that the conditional states $`|c_{k,m}^{(j)}`$ form a non-orthogonal set in $`k`$ for each fixed combination of $`(m,j)`$. For such sets, we know that a further exact discrimination is impossible. We will show now that the condition in Eq. (7) for $`n=1`$ suffices to reproduce easily all known No-Go theorems for projective measurements with linear optics including auxiliary photons and conditional dynamics.

## III Examples

In this section, we present a few examples that illustrate the simplicity and usefulness of the criteria derived in the preceding section. These examples include general statements on the effect of extra resources to the exact distinguishability of arbitrary quantum states and “back of the envelope” derivations of some known and some new No-Go theorems. Among them, the simplest and most remarkable example will be that for a pair of orthogonal two-photon states, because the previously known No-Go results apply to sets of at least four orthogonal states (e.g., the Bell states).

We start by investigating the use of auxiliary photons CarolloJModOpt . Splitting the input modes into a set of signal and a set of auxiliary modes allows us to decompose the mode operator $`\widehat{c}_j=_iU_{ji}\widehat{a}_i`$ from Eq. (7) into two corresponding parts as (we drop the index $`j`$) $`\widehat{c}=b_\mathrm{s}\widehat{c}_\mathrm{s}+b_{\mathrm{aux}}\widehat{c}_{\mathrm{aux}}`$, with real coefficients $`b_\mathrm{s}`$ and $`b_{\mathrm{aux}}`$, so that $`\widehat{c}_\mathrm{s}|\mathrm{𝟎}|\psi _{\mathrm{aux}}=\widehat{c}_{\mathrm{aux}}|s_k|\mathrm{𝟎}=0`$. Now we find

$`\chi _k|\widehat{c}^{}\widehat{c}|\chi _l`$ (9)
$`=`$ $`b_\mathrm{s}^2s_k|\widehat{c}_\mathrm{s}^{}\widehat{c}_\mathrm{s}|s_l+b_\mathrm{s}b_{\mathrm{aux}}s_k|\widehat{c}_\mathrm{s}|s_l\psi _{\mathrm{aux}}|\widehat{c}_{\mathrm{aux}}^{}|\psi _{\mathrm{aux}}`$
$`+b_\mathrm{s}b_{\mathrm{aux}}s_k|\widehat{c}_\mathrm{s}^{}|s_l\psi _{\mathrm{aux}}|\widehat{c}_{\mathrm{aux}}|\psi _{\mathrm{aux}}`$
$`+b_{\mathrm{aux}}^2s_k|s_l\psi _{\mathrm{aux}}|\widehat{c}_{\mathrm{aux}}^{}\widehat{c}_{\mathrm{aux}}|\psi _{\mathrm{aux}}.`$
The last term always vanishes for $`kl`$, since the $`|s_k`$ are orthogonal. In any situation where either the signal states or the auxiliary state have a fixed photon number, the two middle terms vanish, and the first-order condition $`\chi _k|\widehat{c}^{}\widehat{c}|\chi _l=0`$ only depends on the signal states alone, $`b_\mathrm{s}^2s_k|\widehat{c}_\mathrm{s}^{}\widehat{c}_\mathrm{s}|s_l=0`$, $`kl`$. The trivial case $`b_\mathrm{s}=0`$ can be omitted without loss of generality. It is straightforward to extend this derivation to any order in Eq. (7) by inserting a mode operator decomposed into a signal and an auxiliary part. Hence for signal states with a fixed photon number, auxiliary systems never help, and for signal states with an unfixed number, adding an auxiliary state may help, but only provided the auxiliary state has unfixed number too.

The No-Go theorem for the qubit Bell states NL99 ; Vaidman99 ,

$`|\mathrm{\Psi }_\pm `$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(\widehat{a}_1^{}\widehat{a}_4^{}\pm \widehat{a}_2^{}\widehat{a}_3^{})|\mathrm{𝟎},`$
$`|\mathrm{\Phi }_\pm `$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(\widehat{a}_1^{}\widehat{a}_3^{}\pm \widehat{a}_2^{}\widehat{a}_4^{})|\mathrm{𝟎},`$ (10)
is obtainable now in a very simple way. In order to check for the existence of a mode $`j`$ satisfying Eq. (7) for $`n=1`$, let us again drop the index $`j`$ and use the ansatz $`\widehat{c}_\mathrm{s}\nu _1\widehat{a}_1+\nu _2\widehat{a}_2+\nu _3\widehat{a}_3+\nu _4\widehat{a}_4`$, by defining $`U_{ji}\nu _i`$. We have six conditions $`\chi _k|\widehat{c}^{}\widehat{c}|\chi _l=0`$ for the pairs $`(k,l)`$,

$`(\mathrm{\Psi }_+,\mathrm{\Psi }_{}),(\mathrm{\Phi }_+,\mathrm{\Phi }_{}):|\nu _1|^2|\nu _2|^2|\nu _3|^2\pm |\nu _4|^2=0,`$
$`(\mathrm{\Psi }_+,\mathrm{\Phi }_+),(\mathrm{\Psi }_+,\mathrm{\Phi }_{}):\nu _1\nu _2^{}+\nu _3\nu _4^{}\pm \nu _1^{}\nu _2\pm \nu _3^{}\nu _4=0,`$
$`(\mathrm{\Psi }_{},\mathrm{\Phi }_+),(\mathrm{\Psi }_{},\mathrm{\Phi }_{}):\nu _3\nu _4^{}\nu _1\nu _2^{}\pm \nu _1^{}\nu _2\nu _3^{}\nu _4=0.`$
These conditions imply

$`(\mathrm{\Psi }_+,\mathrm{\Psi }_{}),(\mathrm{\Phi }_+,\mathrm{\Phi }_{})`$ $``$ $`|\nu _1|^2=|\nu _2|^2,|\nu _3|^2=|\nu _4|^2,`$
$`(\mathrm{\Psi }_+,\mathrm{\Phi }_+),(\mathrm{\Psi }_+,\mathrm{\Phi }_{})`$ $``$ $`\nu _1\nu _2^{}=\nu _3\nu _4^{},`$
$`(\mathrm{\Psi }_{},\mathrm{\Phi }_+),(\mathrm{\Psi }_{},\mathrm{\Phi }_{})`$ $``$ $`\nu _1\nu _2^{}=\nu _3\nu _4^{}.`$ (12)
It can be easily seen that these conditions have only trivial solutions $`\nu _i=0`$, $`i`$, which proves the No-Go theorem for the Bell states including auxiliary photons and conditional dynamics.

A similar No-Go theorem is known Carollo01  for an orthogonal set of separable two-qutrit states Benn99

$`|s_{1,2}={\displaystyle \frac{1}{\sqrt{2}}}\widehat{a}_1^{}(\widehat{a}_4^{}\pm \widehat{a}_5^{})|\mathrm{𝟎},|s_{3,4}={\displaystyle \frac{1}{\sqrt{2}}}\widehat{a}_3^{}(\widehat{a}_5^{}\pm \widehat{a}_6^{})|\mathrm{𝟎},`$
$`|s_{5,6}={\displaystyle \frac{1}{\sqrt{2}}}\widehat{a}_4^{}(\widehat{a}_2^{}\pm \widehat{a}_3^{})|\mathrm{𝟎},|s_{7,8}={\displaystyle \frac{1}{\sqrt{2}}}\widehat{a}_6^{}(\widehat{a}_1^{}\pm \widehat{a}_2^{})|\mathrm{𝟎},`$
$`|s_9=\widehat{a}_2^{}\widehat{a}_5^{}|\mathrm{𝟎}.`$ (13)
The entire set of 36 first-order conditions for one mode $`j`$ with $`\widehat{c}=_i\nu _i\widehat{a}_i`$ now leads to

$`|\nu _1|^2=|\nu _2|^2=|\nu _3|^2,|\nu _4|^2=|\nu _5|^2=|\nu _6|^2,`$
$`\nu _1\nu _2^{}=\nu _1\nu _3^{}=\nu _2\nu _3^{}=\nu _4\nu _5^{}=\nu _4\nu _6^{}=\nu _5\nu _6^{}=0.`$ (14)
Again, only trivial solutions exist. Going beyond Ref. Carollo01 , we can now easily investigate subclasses of the set. The full No-Go theorem also applies to the eight states when leaving out state $`|s_9`$. For other subclasses, this example illustrates the role of conditional dynamics. For instance, leaving out state $`|s_8`$, the conditions remain exactly those in Eq. (III) except that $`|\nu _1|^2`$ does not occur in the first line. The only nontrivial solution is now where $`\nu _1=1`$ and $`\nu _i=0`$, $`i=2\mathrm{}6`$. The interpretation is that in order to enable discrimination of the conditional states for the entire subset, mode 1 must be detected first. This can be seen intuitively in Eq. (III) and in Fig. 1.

With the help of the hierarchy of conditions, one can now easily find new No-Go theorems. Consider the orthogonal set of four two-qubit states,

$`|s_1`$ $`=`$ $`(\alpha \widehat{a}_1^{}\widehat{a}_4^{}+\beta \widehat{a}_2^{}\widehat{a}_3^{})|\mathrm{𝟎},`$
$`|s_2`$ $`=`$ $`(\beta ^{}\widehat{a}_1^{}\widehat{a}_4^{}\alpha ^{}\widehat{a}_2^{}\widehat{a}_3^{})|\mathrm{𝟎},`$
$`|s_3`$ $`=`$ $`(\gamma \widehat{a}_1^{}\widehat{a}_3^{}+\delta \widehat{a}_2^{}\widehat{a}_4^{})|\mathrm{𝟎},`$
$`|s_4`$ $`=`$ $`(\delta ^{}\widehat{a}_1^{}\widehat{a}_3^{}\gamma ^{}\widehat{a}_2^{}\widehat{a}_4^{})|\mathrm{𝟎}.`$ (15)
If all four states are entangled, $`|\alpha \beta |>0`$ and $`|\gamma \delta |>0`$, only trivial solutions exist for the six first-order conditions Eq. (7) with $`n=1`$. Hence, the full No-Go statement applies including auxiliary photons and conditional dynamics. For only two entangled states, e.g. $`|\alpha \beta |>0`$ and $`\gamma =0`$, one mode $`\widehat{c}_j`$ always exists which satisfies Eq. (7). However, there are only trivial solutions to the second-order condition in Eq. (6) for some pairs of modes $`\widehat{c}_j`$ and $`\widehat{c}_j^{}`$ ($`jj^{}`$), if the two states are nonmaximally entangled. In fact, a fixed array of linear optics is not sufficient in this case, but a conditional-dynamics solution exists. If the two states are maximally entangled, any order in Eq. (6) is satisfied with a $`50:50`$ beam splitter.

A particularly simple example is the following pair of orthogonal states,

$`{\displaystyle \frac{1}{\sqrt{2}}}(|20\pm |11),`$ (16)
described in the Fock basis. We find that the $`n=1`$ and $`n=2`$ conditions of Eq. (7) can be simultaneously satisfied only trivially, $`\nu _1=\nu _2=0`$. Thus, there is no linear optical discrimination scheme for the two states of Eq. (16), not even with the help of conditional dynamics and auxiliary photons, since the two states have fixed photon number. In fact, this No-Go statement applies to the whole family of pairs of orthogonal states, $`\alpha |20+\beta |11`$ and $`\beta ^{}|20\alpha ^{}|11`$, for $`|\alpha \beta |>0`$.

What about quantitative statements beyond the No-Go theorems for exact state discrimination? A linear-optics network with photon counting yields for each input state a classical probability distribution for the pattern of photon detections in the output modes. This distribution can be used to estimate the input state. A possible measure in the context of estimating an input state is the probability of minimum error Fuchsthesis . For four equally probable output distributions, it can be written as

$`P_{\mathrm{error}}^{\mathrm{min}}=1{\displaystyle \frac{1}{4}}{\displaystyle \underset{i}{}}\mathrm{max}_k[P(i|k)],`$ (17)
where $`P(i|k)`$ is the conditional probability for obtaining the result $`i`$ (pattern of the photon detections) given the distribution $`k`$. Using the classical distributions of the results $`i`$ in the totally dephased states with the two-photon Bell states of Eq. (III) as the input states (parametrized by an arbitrary unitary $`4\times 4`$ matrix $`U`$), we found numerically that $`P_{\mathrm{error}}^{\mathrm{min}}1/4`$. This bound can be attained by using a $`50:50`$ beam splitter Weinfurter , where

$`\widehat{\rho }_{\mathrm{\Psi }_+,\mathrm{BS}}^{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(|11001100|+|00110011|),`$
$`\widehat{\rho }_{\mathrm{\Psi }_{},\mathrm{BS}}^{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(|10011001|+|01100110|),`$
$`\widehat{\rho }_{\mathrm{\Phi }_\pm ,\mathrm{BS}}^{}`$ $`=`$ $`{\displaystyle \frac{1}{4}}(|20002000|+|02000200|`$ (18)
$`+|00200020|+|00020002|),`$
corresponding to the optimal partial Bell measurement without auxiliary photons and conditional dynamics Calsam01 .

## IV Quadrature measurements

So far, the dephasing approach has been solely used to describe the decohering effect of photon detections, i.e., measurements in the Fock basis. However, it is worthwhile pointing out that this method is applicable to other kinds of measurements too. We may also consider, for example, homodyne detections, i.e., measurements in a continuous-variable basis. In that case, the appropriate replacement in the dephasing formula of Eq. (2) is

$`e^{i\stackrel{}{a}^{}D\stackrel{}{a}}=e^{i_j\varphi _j\widehat{a}_j^{}\widehat{a}_j}e^{i_j\varphi _j\widehat{x}_j^{(\theta _j)}},`$ (19)
where $`\widehat{x}_j^{(\theta _j)}=(\widehat{a}_je^{i\theta _j}+\widehat{a}_j^{}e^{+i\theta _j})/2`$ are the quadratures of mode $`j`$. For example, for $`\theta _j=0`$ and $`\theta _j=\pi /2`$, we obtain respectively the position $`\widehat{x}`$ and momentum $`\widehat{p}`$ associated with the mode’s harmonic oscillator. The derivation of a set of necessary and sufficient conditions for exact state discrimination, Eqs. (3-5), also follows through with the replacement in Eq. (19). The resulting conditions in that case become (we drop the superscript $`\theta _j`$)

$`\chi _k|\widehat{x}_j^c|\chi _l`$ $`=`$ $`0,j,`$ (20)
$`\chi _k|\widehat{x}_j^c\widehat{x}_j^{}^c|\chi _l`$ $`=`$ $`0,j,j^{},`$
$`\chi _k|\widehat{x}_j^c\widehat{x}_j^{}^c\widehat{x}_{j^{\prime \prime }}^c\mathrm{}|\chi _l`$ $`=`$ $`0,j,j^{},j^{\prime \prime },`$
$`\mathrm{}`$ $`=`$ $`\mathrm{}kl,`$
where $`\widehat{x}_j^c=(\widehat{c}_je^{i\theta _j}+\widehat{c}_j^{}e^{+i\theta _j})/2`$ denotes the quadratures of mode $`j`$ after the linear-optics circuit with $`\stackrel{}{c}=U\stackrel{}{a}`$. A continuous-variable Bell measurement discriminates between the two-mode eigenstates of the relative position $`\widehat{x}_1\widehat{x}_2`$ and total momentum $`\widehat{p}_1+\widehat{p}_2`$. This can be achieved with a simple $`50:50`$ beam splitter and subsequent $`\widehat{x}`$ and $`\widehat{p}`$ measurements at the two output ports SamKimble . Conditional dynamics is not needed. However, in order to satisfy the above conditions for all (that is two) modes, two conjugate quadratures must be detected, for example, $`\widehat{x}_1^c=(\widehat{c}_1+\widehat{c}_1^{})/2=(\widehat{x}_1\widehat{x}_2)/\sqrt{2}`$ and $`\widehat{x}_2^c=(\widehat{c}_2\widehat{c}_2^{})/2i=(\widehat{p}_1+\widehat{p}_2)/\sqrt{2}`$. Here, $`\widehat{x}_j`$ and $`\widehat{p}_j`$ are the two conjugate quadratures of the input modes $`\widehat{a}_j`$. Hence, due to the orthogonality of the continuous-variable Bell states, the described scheme represents a solution to the above conditions. In a very intuitive way, this explains why a fixed linear-optics scheme suffices to perform a continuous-variable Bell measurement with arbitrarily high efficiency, in contrast to a qubit Bell measurement: the continuous-variable Bell states are eigenstates of the detected quadratures, whereas the qubit Bell states are no eigenstates of the detected photon numbers.

## V Summary and outlook

In summary, we have presented a new approach to describe the processing of quantum states via linear optics including photon counting or other measurements such as homodyne detection. The advantage of this approach is that the detection mechanism is included in the transformation from the input quantum states to the output quantum states. For the case of a complete projection measurement onto a (joint) orthogonal basis, we obtained a hierarchy of necessary and sufficient conditions. When photon counting is considered, this hierarchy breaks off and yields a finite set of simple conditions for states with finite photon numbers. Apart from homodyne detection, our universal approach can also be used to include other “continuous-variable tools” such as displacments and squeezing. It also provides a promising method to treat more general scenarios, e.g. the realization of general measurements (POVM’s) with linear optics JohnPRA02 . Any POVM can be described via Naimark extension as an orthogonal von Neumann measurement in a larger Hilbert space. The extended signal states may then be analyzed using the criteria derived in this paper. This generalization is particularly significant, because it would extend our approach from qualitative statements on exact projection measurements to quantitative statements on approximate projection measurements.

Although progress is being made in enhancing the effective strength of nonlinear optical interactions, it appears reasonable to exploit the entire toolbox of linear optics first and explore it, in order to be aware of its capabilities, but also its limitations. In the recent work of Ref. Knill , the authors demonstrate that the capabilities of linear optics are unexpectedly broad, however, unfeasibly many extra resources may be needed for a good performance. We hope that the question of the trade-off between these extra resources and the performance can be attacked utilizing our criteria.

###### Acknowledgements.

We are grateful to John Calsamiglia and Bill Munro for useful comments. We also acknowledge the financial support of the DFG under the Emmy-Noether programme, the EU FET network RAMBOQ (IST-2002-6.2.1), and the network of competence QIP of the state of Bavaria (A8).