Rethinking the Reynolds Transport Theorem, Liouville Equation, and Perron-Frobenius and Koopman Operators

Abstract

The Reynolds transport theorem provides a generalized conservation law for the transport of a conserved quantity by fluid flow through a continuous connected control volume. It is close connected to the Liouville equation for the conservation of a local probability density function, which in turn leads to the Perron-Frobenius and Koopman evolution operators. All of these tools can be interpreted as continuous temporal maps between fluid elements or domains, connected by the integral curves (pathlines) described by a velocity vector field. We here review these theorems and operators, to present a unified framework for their extension to maps in different spaces. These include (a) spatial maps between different positions in a time-independent flow, connected by a velocity gradient tensor field, and (b) parametric maps between different positions in a manifold, connected by a generalized tensor field. The general formulation invokes a multivariate extension of exterior calculus, and the concept of a probability differential form. The analyses reveal the existence of multivariate continuous (Lie) symmetries induced by a vector or tensor field associated with a conserved quantity, which are manifested as integral conservation laws in different spaces. The findings are used to derive generalized conservation laws, Liouville equations and operators for a number of fluid mechanical and dynamical systems, including spatial (time-independent) and spatiotemporal fluid flows, flow systems with pairwise or $n$-wise spatial correlations, phase space systems, Lagrangian flows, spectral flows, and systems with coupled chemical reaction and flow processes.