Invariant Distributions via Vector Field Flow

Motivation: Invariant Points

Consider a smooth vector field X on a manifold M, generating a flow ϕt:MM. A point pM is invariant under the flow if ϕt(p)=p for all tR. Equivalently, p is a stationary point where X(p)=0.
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 delta distribution Tp, given by

Tp,φ=φ(p).

How would we define the action of the flow on the distribution Tp? An idea would be to define

ϕt(Tp),φ:=Tp,ϕtφ=φ(ϕt(p))

This way, ϕt(Tp) corresponds to the Dirac delta of the point ϕt(p), as expected.

Invariant "Smeared Out Points" - Distributions

Now we generalize from points to "smeared out points": distributions.
We say a distribution T is invariant under the flow ϕt if ϕt(T)=T, that is, if for every test function φ,

ϕt(T),φ=T,φ

or, in other words,

T,ϕtφ=T,φ

Particular case: L1 Functions

When the distribution T corresponds to an L1 function f (i.e., T,φ=Ωfφdλ), the invariance condition becomes:

Ωf(φϕt)dλ=Ωfφdλfor all test functions φ and all t.

Using the change of variables formula, differentiating f(ϕt(x))|detDϕt(x)|=f(x) at t=0 gives:

X(f)+fdiv(X)=0.

This is equivalently written as LX(fdλ)=0, since the Lie derivative of the density fdλ expands to (X(f)+fdiv(X))dλ.

Thus, invariant L1 functions satisfy a steady-state continuity equation div(fX)=0.

Remark (Jacobi last multiplier). A positive function M satisfying div(MX)=0 is called a Jacobi last multiplier of X. The condition is identical: an invariant L1 density for the flow of X with respect to Lebesgue measure is exactly a Jacobi last multiplier of X. Jacobi multipliers are useful for finding first integrals and invariant volume forms of ODEs.