Consider a smooth vector field on a manifold , generating a flow . A point is invariant under the flow if for all . Equivalently, is a stationary point where .
This concept captures points that remain fixed as the system evolves according to the vector field.
But a point can be identified by its corresponding Dirac deltadistribution, given by
How would we define the action of the flow on the distribution ? An idea would be to define
This way, corresponds to the Dirac delta of the point , as expected.
Invariant "Smeared Out Points" - Distributions
Now we generalize from points to "smeared out points": distributions.
We say a distribution is invariant under the flow if , that is, if for every test function ,
or, in other words,
Particular case: Functions
When the distribution corresponds to an function (i.e., ), the invariance condition becomes:
Using the change of variables formula, differentiating at gives:
This is equivalently written as , since the Lie derivative of the density expands to .
Remark (Jacobi last multiplier). A positive function satisfying is called a Jacobi last multiplier of . The condition is identical: an invariant density for the flow of with respect to Lebesgue measure is exactly a Jacobi last multiplier of . Jacobi multipliers are useful for finding first integrals and invariant volume forms of ODEs.