Harmonic polynomials and the spherical Laplacian
1 Topological groups
Let be a topological group: is continuous and is continuous . For , the maps and are homeomorphisms. If is an open subset of and is a subset of , for each the set is open because is open and is a homeomorphism. Therefore
is open, being a union of open sets.
For a subgroup of , not necessarily a normal subgroup, define by
and assign the final topology for , the finest topology on such that is continuous (namely, the quotient topology). If is an open subset of , then is open, and we check that . Because has the final topology for , this means that is an open set in . Therefore, is an open map.
Theorem 1.
If is a topological group and is a closed subgroup, then is a Hausdorff space.
Proof.
For a topological space , define by . It is a fact that is Hausdorff if and only if is a closed subset of . Thus the quotient space is Hausdorff if and only if the image of is closed. The complement of is
Call this set and let , which is a product of open maps and thus is itself open and likewise is surjective. We check that
The map defined by is continuous and is open in , so is open in . But
thus is open. As is surjective, , and because is an open map and is an open set, is an open set. Because is the complement of , that set is closed and it follows that is Hausdorff. ∎
Let be a compact group, let be a compact Hausdorff space. A left action of on is a continuous map , denoted
satisfying and . The action is called transitive if for there is some such that .
Let be a closed subgroup of and let be the quotient map. We have established that is open and that is Hausdorff. Because is compact and is surjective and continuous, is a compact space. We define by
If , then , so indeed this makes sense.11 1 cf. Mamoru Mimura and Hiroshi Toda, Topology of Lie Groups, I and II, Chapter I.
Lemma 2.
is a transitive left action.
Proof.
Write . For an open subset in , we check that
hence is open in . Because and are surjective open maps, the product is a surjective open map, so
is open in , showing that is continuous.
For , , and for ,
Therefore is a left action.
For ,
showing that is transitive. ∎
Let be a compact group and let be a transitive action of on a compact Hausdorff space . For any , let , the isotropy group of , which is a closed subgroup of . A theorem of Weil22 2 Joe Diestel and Angela Spalsbury, The Joys of Haar Measure, p. 148, Theorem 6.1. states that defined by
is a homeomorphism that satisfies
called an isomorphism of -spaces.
A Borel measure on is called left-invariant if for all Borel sets and right-invariant if for all Borel sets . It is proved that there is a unique regular Borel probability measure on that is left-invariant.33 3 Walter Rudin, Functional Analysis, second ed., p. 130, Theorem 5.14. This measure is right-invariant, and satisfies
We call the Haar probability measure on the compact group .
Let be the above isotropy group, and define on the Borel -algebra of by
This is a regular Borel probability measure on , and satisfies
for Borel sets in and for ; we say that is -invariant. A theorem attributed to Weil states that this is the unique -invariant regular Borel probability measure on .44 4 Joe Diestel and Angela Spalsbury, The Joys of Haar Measure, p. 149, Theorem 6.2. Then define on the Borel -algebra of by
This is the unique -invariant regular Borel probability measure on .
2 Spherical surface measure
is a compact Lie group. is a topological group, and it is a fact that defined by
is a transitive left-action. We check that the isotropy group of is . Let be the projection map and define by
Then for the Borel probability measure on ,55 5 is a compact Lie group, and more than merely a compact group, it has a natural volume, rather than merely volume . It is See Luis J. Boya, E. C. G. Sudarshan, and Todd Tilma, Volumes of compact manifolds, http://repository.ias.ac.in/51021/. the unique -invariant regular Borel probability measure on is
(1) |
It is a fact that the volume of the unit ball in is
and that the surface area of in is
For a Borel set in , define
Then is a -invariant regular Borel measure on , with total measure
We call the spherical surface measure.66 6 cf. Jacques Faraut, Analysis on Lie Groups: An Introduction, p. 186, §9.1 and Claus Müller, Analysis of Spherical Symmetries in Euclidean Spaces, Chapter 1.
For and , define
Let , which satisfies
and define by
which is a positive linear functional. is a compact Hausdorff space, so by the Riesz representation theorem there is a unique regular Borel measure on such that
Because , is a probability measure. For , write , for which , and because for and because Lebesgue measure on is invariant under , by the change of variables theorem we have
Now define , the pushforward of by . This is a regular Borel probability measure on , and by the change of variables theorem,
Because for all , it follows that . Because is arbitrary, this measn that is -invariant. But in (1) is the unique -invariant regular Borel probability measure on , so , so
where .
3 L2(Sn-1) and the spherical Laplacian
For , let
and let be the completion of with respect to this inner product.
For and we have defined
Because is -invariant,
For , define by
We take to belong to when , , and we define be the restriction of to . We call the spherical Laplacian.77 7 cf. N. J. Vilenkin, Special Functions and the Theory of Group Representations, Chapter IX, §1.
Theorem 3.
Let be positive-homogeneous of degree and harmonic and let be the restriction of to . Then
Proof.
Let and let . We calculate
Euler’s identity for positive-homogeneous functions88 8 cf. John L. Greenberg, Alexis Fontaine’s ‘Fluxio-differential Method’ and the Origins of the Calculus of Several Variables, Annals of Science 38 (1981), 251–290. states that if is positive-homogeneous of degree then for all . Therefore
For ,
Then is equal to the restriction of to , thus for , for which ,
∎
Theorem 4.
If satisfies , then .
If satisfies with , then .
Proof.
Say . Then
Because , it is not the case that , hence . Hence , which means that . Furthermore,
which implies that . ∎
We now prove that is invariant under the action of .
Theorem 5.
If and then
Proof.
Let , let , and let . For ,
so . It is a fact that .99 9 Gerald B. Folland, Introduction to Partial Differential Equations, second ed., p. 67, Theorem 2.1. Thus for ,
namely . ∎
We now prove that is symmetric and negative-definite.1010 10 http://www.math.umn.edu/~garrett/m/mfms/notes_2013-14/09_spheres.pdf, p. 9, Proposition 4.0.1.
Theorem 6.
For ,
is negative-definite:
and this is equal to only when is constant.
Proof.
It is a fact that if is positive-homogeneous of degree then is positive-homogeneous of degree . Let and , with which
and, because and are positive-homogeneous of degree ,
Because
integrating by parts and using Euler’s identity for positive-homogeneous functions gives us
Because the above expression is the same when and are switched, this establishes
For we have and
which is . If it is equal to then for all , which means that is constant and hence that is constant. ∎
4 Homogeneous polynomials
For write
For , define1111 11 cf. John E. Gilbert and Margaret A. M. Murray, Clifford Algebras and Dirac Operators in Harmonic Analysis, p. 164, Chapter 3, §3.
For and ,
(2) |
Lemma 7.
is a positive-definite Hermitian form on .
Proof.
It is apparent that is -linear in its first argument and conjugate linear in its second argument. From (2), it satisfies , namely, is a Hermitian form. For ,
and if then each is equal to , showing that is postive-definite. ∎
For and ,
and we calculate
On the other hand,
and we calculate
Lemma 8.
For ,
Let be the set of homogeneous polynomials of degree in , i.e. those of the form
We include the polynomial , and is a complex vector space. We calculate1212 12 cf. Arthur T. Benjamin and Jennifer J. Quinn, Proofs that Really Count: The Art of Combinatorial Proof, p. 71, Identity 143 and p. 74, Identity 149.
(3) |
Let be the set of those satisfying , i.e. the homogeneous harmonic polynomials of degree .
We prove that is surjective.1313 13 http://www.math.umn.edu/~garrett/m/mfms/notes_2013-14/09_spheres.pdf, p. 8, Claim 3.0.3.
Theorem 9.
The map is surjective. Its kernel is , and
Proof.
By Lemma 8,
In particular, , and because is nondegenerate this means that , and therefore . Because is a finite-dimensional Hilbert space and the orthogonal complement of the image is equal to , it follows that .
If then for all , hence . In particular and so , which means that . On the other hand if then , so we get that . Because is a finite-dimensional Hilbert space, this implies that . ∎
The above theorem tells us that
Then,
and by induction,
For , there are unique , , , etc., such that
Let be the restriction of to and let be the restriction of to . Since for ,
We have established the following.
Theorem 10.
The restriction of a homogeneous polynomial to is equal to a sum of the restrictions of homogeneous harmonic polynomials to .
Using , we have , and then using the (3) for we get the following.
Theorem 11.
With fixed, using the asymptotic formula
we get from the above lemma
Let be the restrictions of to . We get the following from Theorem 3.
Lemma 12.
For ,
where
if and only if ; if then ; and as .
5 The Hilbert space L2(Sn-1)
We prove that when , the subspaces and of are mutually orthogonal.
Theorem 13.
For , for and for ,
For , write
Let be the set of restrictions of all to . is a self-adjoint algebra: it is a linear subspace of ; for , with such that is the restriction of to and is the restriction of to , the product belongs to and is equal to the restriction of to , showing that is an algebra; and is the restriction of to , showing that is self-adjoint. For distinct in , say with , let and let be the restriction of to . Then and , showing that separates points. For , let and let be the restriction of to . Then , showing that is nowhere vanishing. Because is a compact Hausdorff space, we obtain from the Stone-Weierstrass theorem1414 14 Walter Rudin, Functional Analysis, second ed., p. 122, Theorem 5.7. that is dense in the Banach space : for any and for , there is some such that .
is the completion of with respect to the inner product
For and for , there is some with , and there is some with . But for ,
Then
This shows that is dense in with respect to the norm .
An element of can be written as a finite linear combination of homogeneous polynomials. By Theorem 10, the restriction to of each of these homogeneous polynomials is itself equal to a finite linear combination of homogeneous harmonic polynomials. Thus for there are with . Therefore, the collection of all finite linear combinations of restrictions to of homogeneous harmonic polynomials is dense in . Now, Theorem 13 says that for , the subspaces and are mutually orthogonal. Putting the above together gives the following.
Theorem 14.
.
For ,
Similar to Nikolsky’s inequality for the Fourier transform, for , the norm is upper bounded by a multiple of the norm that depends on .1515 15 http://www.math.umn.edu/~garrett/m/mfms/notes_2013-14/09_spheres.pdf, p. 12, Proposition 6.0.1.
Theorem 15.
For ,
6 Sobolev embedding
Let the projection operator. Thus
in .
We prove the Sobolev embedding for .1616 16 http://www.math.umn.edu/~garrett/m/mfms/notes_2013-14/09_spheres.pdf, p. 14, Corollary 7.0.1; cf. Kendall Atkinson and Weimin Han, Spherical Harmonics and Approximations on the Unit Sphere: An Introduction, p. 119, §3.8
Theorem 16 (Sobolev embedding).
For , if and
then there is some such that in , and almost everywhere.
7 Hecke’s identity
Hecke’s identity tells us the Fourier transform of a product of an element of and a Gaussian.1717 17 Elias M. Stein and Guido Weiss, Introduction to Fourier Analysis on Euclidean Spaces, p. 155, Theorem 3.4; http://www.math.umn.edu/~garrett/m/mfms/notes_2013-14/09_spheres.pdf, p. 17, Theorem 9.0.1.
Theorem 17 (Hecke’s identity).
For with ,
Proof.
Let . The map is a holomorphic separately in , and applying Cauchy’s integral theorem separately for ,
Define by
and thus
On the other hand, for , using spherical coordinates, using the mean value property for the harmonic function , and then using spherical coordinates again,
Because , has an analytic continuation to , and then for all . Therefore
But because is a homogeneous polynomial of degree , , so
i.e.
proving the claim. ∎
8 Representation theory
Let a complex Hilbert space with , let be the group of unitary operators . For a Lie group , a unitary representation of on is a group homomorphism such that for each the map is continuous .
We have defined as a unique -invariant regular Borel measure on . It does not follow a priori that is -invariant. But in fact, using that for and that Lebesgue measure on is -invariant, we check that is -invariant: for and a Borel set in , , i.e. .
For and , define
is linear. For ,
For , let , for which
showing that is surjective. Hence .
For and ,
which means that , namely is a group homomorphism.
For and for ,
We take as given that as in . Using that is dense in , one then proves that for each , the map is continuous .
Lemma 18.
is a unitary representation of the compact Lie group on the complex Hilbert space .
It is a fact that if and then . Furthermore, for , , hence if then . Then for , . This means that each is a -invariant subspace.1818 18 cf. Feng Dai and Yuan Xu, Approximation Theory and Harmonic Analysis on Spheres and Balls, Chapter 1.