Harmonic polynomials and the spherical Laplacian

Jordan Bell
August 17, 2015

1 Topological groups

Let G be a topological group: (x,y)↦x⁢y is continuous G×G→G and x↦x-1 is continuous G→G. For g∈G, the maps Lg⁢(x)=g⁢x and Rg⁢(x)=x⁢g are homeomorphisms. If U is an open subset of G and X is a subset of G, for each x∈X the set U⁢x={u⁢x:u∈U} is open because U is open and u↦u⁢x is a homeomorphism. Therefore

U⁢X={u⁢x:u∈U,x∈X}=⋃x∈XU⁢x

is open, being a union of open sets.

For a subgroup H of G, not necessarily a normal subgroup, define q:G→G/H by

q⁢(g)=g⁢H,g∈G,

and assign G/H the final topology for q, the finest topology on G/H such that q:G→G/H is continuous (namely, the quotient topology). If U is an open subset of G, then U⁢H is open, and we check that q-1⁢(q⁢(U))=U⁢H. Because G/H has the final topology for q, this means that q⁢(U) is an open set in G/H. Therefore, q:G→G/H is an open map.

Theorem 1.

If G is a topological group and H is a closed subgroup, then G/H is a Hausdorff space.

Proof.

For a topological space X, define Δ:X→X×X by Δ⁢(x)=(x,x). It is a fact that X is Hausdorff if and only if Δ⁢(X) is a closed subset of X×X. Thus the quotient space G/H is Hausdorff if and only if the image of Δ:G/H→G/H×G/H is closed. The complement of Δ⁢(G/H) is

(G/H×G/H)-Δ⁢(G/H)={(x⁢H,y⁢H):x⁢H≠y⁢H}={(q⁢(x),q⁢(y)):x-1⁢y∉H}.

Call this set U and let p=q×q, which is a product of open maps and thus is itself open G×G→G/H×G/H and likewise is surjective. We check that

p-1⁢(U)={(x,y)∈G×G:x-1⁢y∉H}.

The map f:G×G→G defined by f⁢(x,y)=x-1⁢y is continuous and G-H is open in G, so f-1⁢(G-H) is open in G×G. But

f-1⁢(G-H)={(x,y)∈G×G:x-1⁢y∉H}=p-1⁢(U),

thus p-1⁢(U) is open. As p is surjective, p⁢(p-1⁢(U))=U, and because p is an open map and p-1⁢(U) is an open set, U is an open set. Because U is the complement of Δ⁢(G×H), that set is closed and it follows that G/H is Hausdorff. ∎

Let G be a compact group, let K be a compact Hausdorff space. A left action of G on K is a continuous map α:G×K→K, denoted

α⁢(g,k)=g⋅k,

satisfying e⋅k=k and (g1⁢g2)⋅k=g1⋅(g2⋅k). The action is called transitive if for k1,k2∈K there is some g∈G such that g⋅k1=k2.

Let H be a closed subgroup of G and let q:G→G/H be the quotient map. We have established that q is open and that G/H is Hausdorff. Because G is compact and q is surjective and continuous, q⁢(G)=G/H is a compact space. We define β:G×G/H→G/H by

β⁢(g,x⁢H)=g⋅(x⁢H)=(g⁢x)⁢H,g∈G,x⁢H∈G/H.

If x⁢H=y⁢H, then (g⁢x)⁢H=(g⁢y)⁢H, so indeed this makes sense.11 1 cf. Mamoru Mimura and Hiroshi Toda, Topology of Lie Groups, I and II, Chapter I.

Lemma 2.

β:G×G/H→G/H is a transitive left action.

Proof.

Write μ⁢(x,y)=x⁢y. For an open subset V in G/H, we check that

(Le×q)-1⁢(β-1⁢(V))=μ-1⁢(q-1⁢(V)),

hence (Le×q)-1⁢(β-1⁢(V)) is open in G. Because Le:G→G and q:G→G/H are surjective open maps, the product Le×q:G×G→G×G/H is a surjective open map, so

(Le×q)⁢((Le×q)-1⁢(β-1⁢(V)))=β-1⁢(V)

is open in G×G/H, showing that β is continuous.

For x⁢H∈G/H, e⋅(x⁢H)=(e⁢x)⁢H=x⁢H, and for g1,g2∈G,

(g1⁢g2)⋅(x⁢H)=(g1⁢g2⁢x⁢H)=g1⋅(g2⁢x⁢H)=g1⋅(g2⋅(x⁢H)).

Therefore β is a left action.

For x⁢H,y⁢H∈G/H,

(y⁢x-1)⋅x⁢H=(y⁢x-1⁢x⁢H)=y⁢H,

showing that β is transitive. ∎

Let G be a compact group and let α be a transitive action of G on a compact Hausdorff space K. For any k0∈K, let H={g∈G:α⁢(g,k0)=k0}, the isotropy group of k0, which is a closed subgroup of G. A theorem of Weil22 2 Joe Diestel and Angela Spalsbury, The Joys of Haar Measure, p. 148, Theorem 6.1. states that ϕ:G/H→K defined by

ϕ⁢(x⁢H)=α⁢(x,k0),x⁢H∈G/H

is a homeomorphism that satisfies

ϕ⁢(β⁢(g,x⁢H))=α⁢(g,ϕ⁢(x⁢H)),g∈G,x⁢H∈G/H,

called an isomorphism of G-spaces.

A Borel measure m on G is called left-invariant if m⁢(g⁢E)=m⁢(E) for all Borel sets E and right-invariant if m⁢(E⁢g)=m⁢(E) for all Borel sets E. It is proved that there is a unique regular Borel probability measure m on G that is left-invariant.33 3 Walter Rudin, Functional Analysis, second ed., p. 130, Theorem 5.14. This measure is right-invariant, and satisfies

∫Gf⁢(x)⁢𝑑m⁢(x)=∫Gf⁢(x-1)⁢𝑑m⁢(x),f∈C⁢(G).

We call m the Haar probability measure on the compact group G.

Let H be the above isotropy group, and define mG/H on the Borel σ-algebra of G/H by

mG/H=m∘q-1.

This is a regular Borel probability measure on G/H, and satisfies

mG/H⁢(g⋅E)=mG/H⁢(E)

for Borel sets E in G/H and for g∈G; we say that mG/H is G-invariant. A theorem attributed to Weil states that this is the unique G-invariant regular Borel probability measure on G/H.44 4 Joe Diestel and Angela Spalsbury, The Joys of Haar Measure, p. 149, Theorem 6.2. Then define mK on the Borel σ-algebra of K by

mK=mG/H∘ϕ-1=m∘q-1∘ϕ-1.

This is the unique G-invariant regular Borel probability measure on K.

2 Spherical surface measure

S⁢O⁢(n) is a compact Lie group. Sn-1 is a topological group, and it is a fact that α:S⁢O⁢(n)×Sn-1→Sn-1 defined by

α⁢(g,k)=g⁢k,g∈S⁢O⁢(n),k∈Sn-1,

is a transitive left-action. We check that the isotropy group of en is S⁢O⁢(n-1). Let q:S⁢O⁢(n)→S⁢O⁢(n)/S⁢O⁢(n-1) be the projection map and define ϕ:S⁢O⁢(n)/S⁢O⁢(n-1)→Sn-1 by

ϕ⁢(x⁢S⁢O⁢(n-1))=α⁢(x,en)=x⁢en,x⁢S⁢O⁢(n-1)∈S⁢O⁢(n)/S⁢O⁢(n-1).

Then for m the Borel probability measure on S⁢O⁢(n),55 5 S⁢O⁢(n) is a compact Lie group, and more than merely a compact group, it has a natural volume, rather than merely volume 1. It is Vol⁢(S⁢O⁢(n))=2n-1⁢π(n-1)⁢(n+2)4∏d=2nΓ⁢(d/2). See Luis J. Boya, E. C. G. Sudarshan, and Todd Tilma, Volumes of compact manifolds, http://repository.ias.ac.in/51021/. the unique S⁢O⁢(n)-invariant regular Borel probability measure on Sn-1 is

mSn-1=m∘q-1∘ϕ-1. (1)

It is a fact that the volume of the unit ball in ℝn is

ωn=πn/2Γ⁢(n2+1),

and that the surface area of Sn-1 in ℝn is

An-1=n⁢ωn=n⁢πn/2Γ⁢(n2+1)=2⁢πn/2Γ⁢(n/2).

For E a Borel set in Sn-1, define

σ⁢(E)=An-1⁢mSn-1⁢(E).

Then σ is a S⁢O⁢(n)-invariant regular Borel measure on Sn-1, with total measure

σ⁢(Sn-1)=An-1⁢mSn-1⁢(Sn-1)=An-1=2⁢πn/2Γ⁢(n/2).

We call σ 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 γ∈S⁢O⁢(n) and f∈C⁢(Sn-1), define

(γ⋅f)⁢(x)=f⁢(γ-1⁢x)=(f∘γ-1)⁢(x),x∈Sn-1.

Let γn⁢(x)=(2⁢π)-n/2⁢e-|x|2/2, which satisfies

∫ℝnγn⁢(x)⁢𝑑x=1,

and define I:C⁢(Sn-1)→ℂ by

I⁢(f)=∫ℝnf⁢(x/|x|)⁢γn⁢(x)⁢𝑑x,f∈C⁢(Sn-1),

which is a positive linear functional. Sn-1 is a compact Hausdorff space, so by the Riesz representation theorem there is a unique regular Borel measure μ on Sn-1 such that

I⁢(f)=∫Sn-1f⁢𝑑μ,f∈C⁢(Sn-1).

Because I⁢(f)=∫ℝnγn⁢(x)⁢𝑑x=1, μ is a probability measure. For γ∈S⁢O⁢(n), write g=γ⋅f, for which g⁢(x/|x|)=f⁢(γ-1⁢(x/|x|)), and because |γ-1⁢x|=|x| for x∈ℝn and because Lebesgue measure on ℝn is invariant under S⁢O⁢(n), by the change of variables theorem we have

I⁢(γ⋅f)=I⁢(g)=∫ℝnf⁢(1|x|⁢γ-1⁢x)⁢(2⁢π)-n/2⁢e-|x|2/2⁢𝑑x=I⁢(f).

Now define ν⁢(E)=μ⁢(γ⁢(E))=((γ)*-1⁢μ)⁢(E), the pushforward of μ by γ-1. This is a regular Borel probability measure on Sn-1, and by the change of variables theorem,

∫Sn-1f⁢𝑑ν=∫Sn-1f∘γ-1⁢𝑑μ=∫Sn-1γ⋅f⁢𝑑μ=I⁢(γ⋅f)=I⁢(f).

Because I⁢(f)=∫Sn-1f⁢𝑑ν for all f∈C⁢(Sn-1), it follows that ν=μ. Because γ∈S⁢O⁢(n) is arbitrary, this measn that μ is S⁢O⁢(n)-invariant. But mSn-1 in (1) is the unique S⁢O⁢(n)-invariant regular Borel probability measure on Sn-1, so μ=mSn-1, so

∫Sn-1f⁢𝑑σ=An-1⁢∫Sn-1f⁢𝑑μ=An-1⁢∫ℝnf⁢(x/|x|)⁢(2⁢π)-n/2⁢e-|x|2/2⁢𝑑x,

where An-1=2⁢πn/2Γ⁢(n/2).

3 L2(Sn-1) and the spherical Laplacian

For f,g∈C⁢(Sn-1), let

⟨f,g⟩=∫Sn-1f⁢g¯⁢𝑑σ,

and let L2⁢(S1) be the completion of C⁢(Sn-1) with respect to this inner product.

For γ∈S⁢O⁢(n) and f∈C⁢(Sn-1) we have defined

(γ⋅f)⁢(x)=f⁢(γ-1⁢x)=(f∘γ-1)⁢(x),x∈Sn-1.

Because σ is S⁢O⁢(n)-invariant,

⟨γ⋅f,γ⋅g⟩ =∫Sn-1f⁢(γ-1⁢x)⁢g¯⁢(γ-1⁢x)⁢𝑑σ⁢(x)
=∫Sn-1f⁢(x)⁢g¯⁢(x)⁢d⁢((γ-1)*⁢σ)⁢(x)
=∫Sn-1f⁢(x)⁢g¯⁢(x)⁢𝑑σ⁢(x)
=⟨f,g⟩.

For f:Sn-1→ℂ, define F:ℝn-{0}→ℂ by

F⁢(x)=f⁢(x/|x|).

We take f to belong to Ck⁢(Sn-1) when F∈Ck⁢(ℝn-{0}), 0≤k≤∞, and we define ΔSn-1⁢f be the restriction of Δ⁢F to Sn-1. We call ΔSn-1 the spherical Laplacian.77 7 cf. N. J. Vilenkin, Special Functions and the Theory of Group Representations, Chapter IX, §1.

Theorem 3.

Let F:ℝn→ℂ be positive-homogeneous of degree s and harmonic and let f be the restriction of F to Sn-1. Then

ΔSn-1⁢f=-s⁢(n+s-2)⁢f.
Proof.

Let H⁢(x)=F⁢(x/|x|)=|x|-s⁢F⁢(x) and let r⁢(x)=|x|=(x12+⋯+xn2)1/2. We calculate

Δ⁢H =∑i=1n∂i2⁡((r2)-s2⁢F)
=∑i=1n∂i⁡(-s⁢xi⁢(r2)-s2-1⁢F+(r2)-s2⁢∂i⁡F)
=∑i=1n-s⁢(r2)-s2-1⁢F-s⁢xi⁢(2⁢xi)⁢(-s2-1)⁢(r2)-s2-2⁢F-s⁢xi⁢(r2)s2-1⁢∂i⁡F
-s⁢xi⁢(r2)-s2-1⁢∂i⁡F+(r2)-s2⁢∂i2⁡F
=-n⁢s⁢(r2)-s2-1⁢F+(r2)-s2-2⁢∑i=1n(-s⁢(-s-2)⁢xi2⁢F-s⁢xi⁢r2⁢∂i⁡F-s⁢xi⁢r2⁢∂i⁡F)
+(r2)-s2⁢Δ⁢F
=-n⁢s⁢(r2)-s2-1⁢F+(r2)-s2-2⁢∑i=1n(s2⁢xi2⁢F+2⁢s⁢xi2⁢F-2⁢s⁢xi⁢r2⁢∂i⁡F).

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 G:ℝn-{0}→ℂ is positive-homogeneous of degree s then x⋅(∇⁡G)⁢(x)=s⁢G⁢(x) for all x. Therefore

Δ⁢H =-n⁢s⁢(r2)-s2-1⁢F+(r2)-s2-2⁢(s2+2⁢s)⁢|x|2⁢F-(r2)-s2-2⋅2⁢s⁢r2⋅s⁢F
=-n⁢s⁢(r2)-s2-1⁢F+(r2)-s2-1⁢(s2+2⁢s)⁢F-(r2)-s2-1⋅2⁢s2⁢F
=-s⁢r-s-2⁢(n+s-2)⁢F.

For x∈ℝn-{0},

f⁢(x/|x|)=F⁢(x/|x|)=H⁢(x).

Then ΔSn-1⁢f is equal to the restriction of Δ⁢H to S, thus for x∈S, for which |r|=1,

(ΔSn-1⁢f)⁢(x)=-s⁢r-s-2⁢(n+s-2)⁢F⁢(x)=-s⁢(n+s-2)⁢f⁢(x).

∎

Theorem 4.

If f∈C2⁢(Sn-1) satisfies ΔSn-1⁢f=λ⁢f, then λ≤0.

If g∈C2⁢(Sn-1) satisfies ΔSn-1⁢g=μ⁢g with λ≠μ, then ⟨f,g⟩=0.

Proof.

Say λ≠0. Then

⟨f,f⟩ =1λ⁢⟨ΔSn-1⁢f,f⟩
=1λ⁢∫Sn-1(ΔSn-1⁢f)⁢f¯⁢𝑑σ
=1λ⁢∫Sn-1f⁢ΔSn-1⁢f¯⁢𝑑σ
=1λ⁢∫Sn-1f⁢ΔSn-1⁢f¯⁢𝑑σ
=1λ⁢∫Sn-1f⁢λ⁢f¯⁢𝑑σ
=λ¯λ⁢⟨f,f⟩.

Because λ≠0, it is not the case that f=0, hence ⟨f,f⟩>0. Hence λ¯λ=1, which means that λ∈ℝ. Furthermore,

λ⁢⟨f,f⟩=⟨λ⁢f,f⟩=⟨ΔSn-1⁢f,f⟩=∫Sn-1(ΔSn-1⁢f)⁢f¯⁢𝑑σ<0,

which implies that λ<0. ∎

We now prove that ΔSn-1 is invariant under the action of S⁢O⁢(n).

Theorem 5.

If f∈C2⁢(Sn-1) and γ∈S⁢O⁢(n) then

ΔSn-1⁢(γ⋅f)=γ⋅(ΔSn-1⁢f).
Proof.

Let F⁢(x)=f⁢(x/|x|), let g=γ⋅f, and let G⁢(x)=g⁢(x/|x|)=f⁢(γ-1⁢x/|γ-1⁢x|). For x∈ℝn-{0},

(γ⋅F)⁢(x)=F⁢(γ-1⁢x)=f⁢(γ-1⁢x/|γ-1⁢x|)=G⁢(x),

so γ⋅F=G. It is a fact that Δ⁢(γ⋅F)=γ⋅(Δ⁢F).99 9 Gerald B. Folland, Introduction to Partial Differential Equations, second ed., p. 67, Theorem 2.1. Thus for x∈Sn-1,

(ΔSn-1⁢g)⁢(x)=(Δ⁢G)⁢(x)=(γ⋅(Δ⁢F))⁢(x)=(Δ⁢F)⁢(γ-1⁢x)=(ΔSn-1⁢f)⁢(γ-1⁢x),

namely ΔSn-1⁢(γ⋅f)=γ⋅(ΔSn-1⁢f). ∎

We now prove that ΔSn-1 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 f,g∈C2⁢(Sn-1),

∫Sn-1(ΔSn-1⁢f)⋅g⁢𝑑σ=∫Sn-1f⋅ΔSn-1⁢g⁢𝑑σ.

ΔSn-1 is negative-definite:

∫Sn-1(ΔSn-1⁢f)⋅f¯≤0,

and this is equal to 0 only when f is constant.

Proof.

It is a fact that if F is positive-homogeneous of degree s then Δ⁢F is positive-homogeneous of degree s-2. Let F⁢(x)=f⁢(x/|x|) and G⁢(x)=g⁢(x/|x|), with which

(ΔSn-1⁢f)⁢(x)=(Δ⁢F)⁢(x),(ΔSn-1⁢g)⁢(x)=(Δ⁢G)⁢(x),x∈Sn-1

and, because F and G are positive-homogeneous of degree 0,

∫Sn-1(ΔSn-1⁢f)⁢(x)⋅g⁢(x)⁢𝑑σ⁢(x) =∫Sn-1(Δ⁢F)⁢(x)⋅G⁢(x)⁢𝑑σ⁢(x)
=An-1⁢∫ℝn(Δ⁢F)⁢(x/|x|)⋅G⁢(x/|x|)⁢γn⁢(x)⁢𝑑x
=An-1⁢∫ℝn|x|2⁢(Δ⁢F)⁢(x)⋅G⁢(x)⁢γn⁢(x)⁢𝑑x.

Because

∂i⁡(|x|2⁢G⁢γn)=2⁢xi⁢G⁢γn+|x|2⁢γn⁢∂i⁡G+|x|2⁢G⁢(-xi⁢γn),

integrating by parts and using Euler’s identity for positive-homogeneous functions gives us

∫ℝn(Δ⁢F)⁢(x)⋅|x|2⁢G⁢(x)⁢γn⁢(x)⁢𝑑x=-∫ℝn∑i=1n(∂i⁡F)⁢(x)⁢∂i⁡(|x|2⁢G⁢(x)⁢γn⁢(x))⁡d⁢x=-∫ℝn∑i=1n((2⁢G⁢γn-|x|2⁢G⁢γn)⋅xi⁢∂i⁡F+|x|2⁢γn⁢∂i⁡F⁢∂i⁡G)⁢d⁢x=-∫ℝn∑i=1n|x|2⁢γn⁢∂i⁡F⋅∂i⁡G⁢d⁢x.

Because the above expression is the same when F and G are switched, this establishes

∫Sn-1(ΔSn-1⁢f)⋅g⁢𝑑σ=∫Sn-1f⋅ΔSn-1⁢g⁢𝑑σ.

For g=f¯ we have G=F¯ and

∫Sn-1(ΔSn-1⁢f)⋅f¯⁢𝑑σ=-An-1⁢∫ℝn∑i=1n|x|2⁢γn⁢|∂i⁡F|2⁢d⁢x,

which is ≤0. If it is equal to 0 then (∂i⁡F)⁢(x)=0 for all x∈ℝn, which means that F is constant and hence that f is constant. ∎

4 Homogeneous polynomials

For P⁢(x1,…,xn)=∑aα⁢xα∈ℂ⁢[x1,…,xn] write

P⁢(∂)=∑aα⁢∂α,P¯⁢(x1,…,xn)=∑aα¯⁢xα,P¯⁢(∂)=∑aα¯⁢∂α.

For P,Q∈ℂ⁢[x1,…,xn], define1111 11 cf. John E. Gilbert and Margaret A. M. Murray, Clifford Algebras and Dirac Operators in Harmonic Analysis, p. 164, Chapter 3, §3.

(P,Q)=(Q¯(∂P)|x=0.

For P=∑aα⁢xα and Q=∑bβ⁢xβ,

(P,Q)=(∑βbβ¯⁢∂β⁢∑αaα⁢xα)|x=0=∑βbβ¯⁢aβ⋅β!. (2)
Lemma 7.

(⋅,⋅) is a positive-definite Hermitian form on ℂ⁢[x1,…,xn].

Proof.

It is apparent that (⋅,⋅) is ℂ-linear in its first argument and conjugate linear in its second argument. From (2), it satisfies (P,Q)=(Q,P)¯, namely, (⋅,⋅) is a Hermitian form. For P∈ℂ⁢[x1,…,xn],

(P,P)=∑αaα⁢aα¯⋅α!=∑α|aα|2⋅α!≥0,

and if (P,P)=0 then each aα is equal to 0, showing that (⋅,⋅) is postive-definite. ∎

For P=∑αaα⁢xα and Q=∑βbβ⁢xβ,

(Δ⁢P)⁢(x)=∑αaα⁢∑i=1n∂i2⁡xα=∑αaα⁢∑i=1nα!(α-2⁢ei)!⁢xα-2⁢ei,

and we calculate

(Δ⁢P,Q)=∑βbβ¯⁢∑i=1naβ+2⁢ei⁢(β+2⁢ei)!.

On the other hand,

r2⁢Q⁢(x1,…,xn)=∑βbβ⁢xβ⁢∑i=1nxi2=∑βbβ⁢∑i=1nxβ+2⁢ei,

and we calculate

(P,r2⁢Q)=∑βbβ¯⁢∑i=1naβ+2⁢ei.
Lemma 8.

For P,Q∈ℂ⁢[x1,…,xn],

(Δ⁢P,Q)=(P,r2⁢Q).

Let 𝒫d be the set of homogeneous polynomials of degree d in ℂ⁢[x1,…,xn], i.e. those P⁢(x1,…,xn)∈ℂ⁢[x1,…,xn] of the form

P⁢(x1,…,xn)=∑|α|=daα⁢xα.

We include the polynomial P=0, and 𝒫d 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.

dimℂ⁡𝒫d={α:|α|=d}=(n+d-1d). (3)

Let 𝒜d be the set of those P∈𝒫d satisfying Δ⁢P=0, i.e. the homogeneous harmonic polynomials of degree d.

We prove that Δ:𝒫d→𝒫d-2 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 Δ:𝒫d→𝒫d-2 is surjective. Its kernel is 𝒜d, and

𝒜d⟂=r2⁢𝒫d-2.
Proof.

By Lemma 8,

0=(Δ⁢P,Q)=(P,r2⁢Q).

In particular, (r2⁢Q,r2⁢Q)=0, and because (⋅,⋅) is nondegenerate this means that r2⁢Q=0, and therefore Q=0. Because 𝒫d-2 is a finite-dimensional Hilbert space and the orthogonal complement of the image Δ⁢𝒫d is equal to {0}, it follows that Δ⁢𝒫d=𝒫d-2.

If P∈(r2⁢𝒫d-2)⟂ then (P,r2⁢Q)=0 for all Q∈𝒫d-2, hence (Δ⁢P,Q)=0. In particular (Δ⁢P,Δ⁢P)=0 and so Δ⁢P=0, which means that P∈𝒜d. On the other hand if P∈𝒜d then (P,r2⁢Q)=(Δ⁢P,Q)=0, so we get that (r2⁢𝒫d-2)⟂=𝒜d. Because 𝒫d is a finite-dimensional Hilbert space, this implies that 𝒜d⟂=(r2⁢𝒫d-2)⟂⟂=r2⁢𝒫d-2. ∎

The above theorem tells us that

𝒫d=𝒜d⊕𝒜d⟂=𝒜d⊕r2⁢𝒫d-2.

Then,

𝒫d-2=𝒜d-2⊕r2⁢𝒫d-4,

and by induction,

𝒫d=𝒜d⊕r2⁢𝒜d-2⊕r2⁢𝒜d-4⊕⋯.

For P∈𝒫d, there are unique F0∈𝒜d, F2∈𝒜d-2, F4∈𝒜d-4, etc., such that

P=F0+r2⁢F2+r4⁢F4+⋯.

Let p be the restriction of P to Sn-1 and let fi be the restriction of Fi to Sn-1. Since r2=1 for x∈Sn-1,

p=f0+f2+f4+⋯.

We have established the following.

Theorem 10.

The restriction of a homogeneous polynomial to Sn-1 is equal to a sum of the restrictions of homogeneous harmonic polynomials to Sn-1.

Using 𝒫d=𝒜d⊕r2⁢𝒫d-2, we have dimℂ⁡𝒫d=dimℂ⁡𝒜d+dimℂ⁡𝒫d-2, and then using the (3) for dimℂ⁡𝒫d we get the following.

Theorem 11.
dimℂ⁡𝒜d=(n+d-1d)-(n+d-3d-2)=(n+d-2n-2)+(n+d-3n-2).

With n fixed, using the asymptotic formula

(z+kk)=kzΓ⁢(z+1)⁢(1+z⁢(z+1)2⁢k+O⁢(k-2)),k→∞,

we get from the above lemma

dimℂ⁡𝒜d∼2(n-2)!⁢dn-2.

Let ℋd be the restrictions of P∈𝒜d to Sn-1. We get the following from Theorem 3.

Lemma 12.

For Y∈ℋd,

ΔSn-1⁢Y=λd⁢Y

where

λd=-d⁢(d+n-2)=-(d+n-22)2+(n-22)2.

λd=0 if and only if d=0; if d1<d2 then λd2<λd1≤0; and λd→-∞ as d→∞.

5 The Hilbert space L2(Sn-1)

We prove that when d1≠d2, the subspaces ℋd1 and ℋd2 of L2⁢(Sn-1) are mutually orthogonal.

Theorem 13.

For d1≠d2, for Y1∈ℋd1 and for Y2∈ℋd2,

⟨Y1,Y2⟩=0.
Proof.

From Lemma 12,

ΔSn-1⁢Y1=λd1⁢Y1,ΔSn-1⁢Y2=λd2⁢Y2.

where λd=-d⁢(d+n-2). Because d1≠d2 it follows that λd1≠λd2 and then by Theorem 4, ⟨Y1,Y2⟩=0. ∎

For ϕ∈C⁢(Sn-1), write

∥ϕ∥C0=supx∈Sn-1⁡|ϕ⁢(x)|.

Let A be the set of restrictions of all P∈ℂ⁢[x1,…,xn] to Sn-1. A is a self-adjoint algebra: it is a linear subspace of C⁢(Sn-1); for p,q∈A, with P,Q∈ℂ⁢[x1,…,xn] such that p is the restriction of P to Sn-1 and q is the restriction of Q to Sn-1, the product P⁢Q belongs to ℂ⁢[x1,…,xn] and p⁢q is equal to the restriction of P⁢Q to Sn-1, showing that A is an algebra; and p¯ is the restriction of P¯∈ℂ⁢[x1,…,xn] to Sn-1, showing that A is self-adjoint. For distinct u=(u1,…,un),v=(v1,…,vn) in Sn-1, say with uk≠vk, let P⁢(x1,…,xn)=xk and let p be the restriction of P to Sn-1. Then p⁢(u)=uk and p⁢(v)=vk, showing that A separates points. For u∈Sn-1, let P⁢(x1,…,xn)=1 and let p be the restriction of P to Sn-1. Then p⁢(u)=1, showing that A is nowhere vanishing. Because Sn-1 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 A is dense in the Banach space C⁢(Sn-1): for any ϕ∈C⁢(Sn-1) and for ϵ>0, there is some p∈A such that ∥p-ϕ∥C0≤ϵ.

L2⁢(Sn-1) is the completion of C⁢(Sn-1) with respect to the inner product

⟨f,g⟩=∫Sn-1f⋅g¯⁢𝑑σ.

For f∈L2⁢(Sn-1) and for ϵ>0, there is some ϕ∈C⁢(Sn-1) with ∥ϕ-f∥L2≤ϵ, and there is some p∈A with ∥p-ϕ∥C0≤ϵ. But for ψ∈C⁢(Sn-1),

∥ψ∥L2=(∫Sn-1|ψ|2⁢𝑑σ)1/2≤∥ψ∥C0⋅σ⁢(Sn-1).

Then

∥p-f∥L2 ≤∥p-ϕ∥L2+∥ϕ-f∥L2
≤∥p-ϕ∥C0⋅σ⁢(Sn-1)+ϵ
≤ϵ⋅σ⁢(Sn-1)+ϵ.

This shows that A is dense in L2⁢(Sn-1) with respect to the norm ∥⋅∥L2.

An element of ℂ⁢[x1,…,xn] can be written as a finite linear combination of homogeneous polynomials. By Theorem 10, the restriction to Sn-1 of each of these homogeneous polynomials is itself equal to a finite linear combination of homogeneous harmonic polynomials. Thus for p∈A there are Y1∈ℋd1,…,Ym∈ℋdm with p=Y1+⋯+Ym. Therefore, the collection of all finite linear combinations of restrictions to Sn-1 of homogeneous harmonic polynomials is dense in L2⁢(Sn-1). Now, Theorem 13 says that for d1≠d2, the subspaces ℋd1 and ℋd2 are mutually orthogonal. Putting the above together gives the following.

Theorem 14.

L2⁢(Sn-1)=⊕d≥0ℋd.

For ϕ∈C⁢(Sn-1),

∥ϕ∥L2≤σ⁢(Sn-1)⋅∥ϕ∥C0.

Similar to Nikolsky’s inequality for the Fourier transform, for Y∈ℋd, the norm ∥Y∥C0 is upper bounded by a multiple of the norm ∥Y∥L2 that depends on d.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 Y∈ℋd,

∥Y∥C0≤dimℂ⁡ℋdσ⁢(Sn-1)⋅∥Y∥L2.

6 Sobolev embedding

Let Pd:L2⁢(Sn-1)→ℋd the projection operator. Thus

f=∑d≥0Pd⁢f

in L2⁢(Sn-1).

We prove the Sobolev embedding for Sn-1.1616 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 f∈L2⁢(Sn-1), if s>n-1 and

∑d≥0(1+d)s⋅∥Pd⁢f∥L22<∞

then there is some ϕ∈C⁢(Sn-1) such that ϕ=∑d≥0Pj⁢f in C⁢(Sn-1), and f=ϕ almost everywhere.

Proof.

By Theorem 11 there is some Cn such that

dimℂ⁡ℋd≤Cn⁢(1+d)n-2.

Then by Theorem 15 and the Cauchy-Schwarz inequality,

∑d≥0∥Pd⁢f∥C0 ≤∑d≥0dimℂ⁡ℋdσ⁢(Sn-1)⋅∥Pd⁢f∥L2
≤Cnσ⁢(Sn-1)⁢∑d≥0(1+d)n-22⋅∥Pd⁢f∥L2
=Cnσ⁢(Sn-1)⁢∑d≥0(1+d)s2⁢∥Pd⁢f∥L2⋅(1+d)-s-n+22
≤Cnσ⁢(Sn-1)⁢(∑d≥0(1+d)s⁢∥Pd⁢f∥L22)⁢(∑d≥0(1+d)-(s-n+2))
=Cnσ⁢(Sn-1)⋅ζ⁢(s-n+2)⋅∑d≥0(1+d)s⁢∥Pd∥L22
<∞.

Therefore ∑d=0mPd⁢f is a Cauchy sequence in the Banach space C⁢(Sn-1), and hence converges to some ϕ∈C⁢(Sn-1). Because

∥∑d=0mPd⁢f-ϕ∥L2≤σ⁢(Sn-1)⋅∥∑d=0mPd⁢f-ϕ∥C0,

the partial sums converge to ϕ in L2⁢(Sn-1), and hence ϕ=f in L2⁢(Sn-1), which implies that ϕ=f almost everywhere. ∎

7 Hecke’s identity

Hecke’s identity tells us the Fourier transform of a product of an element of 𝒜d 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 f⁢(u)=e-π⁢|u|2⁢P⁢(u) with P∈𝒜d,

f^⁢(v)=(-i)d⁢f⁢(v),v∈ℝn.
Proof.

Let v∈ℝn. The map z↦e-π⁢z⋅z⁢P⁢(z-i⁢v) is a holomorphic separately in z1,…,zn, and applying Cauchy’s integral theorem separately for z1,…,zn,

∫ℝne-π⁢(u+i⁢v)⋅(u+i⁢v)⁢P⁢(u)⁢𝑑u=∫ℝne-π⁢u⋅u⁢P⁢(u-i⁢v)⁢𝑑u.

Define Q:ℂn→ℂ by

Q⁢(z)=∫ℝne-π⁢|u|2⁢P⁢(z+u)⁢𝑑u,z∈ℂn,

and thus

Q⁢(-i⁢v) =∫ℝne-π⁢(u+i⁢v)⋅(u+i⁢v)⁢P⁢(u)⁢𝑑u
=∫ℝne-π⁢|u|2+π⁢|v|2-2⁢π⁢i⁢u⋅v⁢P⁢(u)⁢𝑑u
=eπ⁢|v|2⁢f^⁢(v).

On the other hand, for t∈ℝn, using spherical coordinates, using the mean value property for the harmonic function P, and then using spherical coordinates again,

Q⁢(t) =∫0∞e-π⁢r2⁢(∫Sn-1P⁢(t+w)⁢𝑑σ⁢(w))⁢rn-1⁢𝑑r
=∫0∞e-π⁢r2⁢σ⁢(Sn-1)⁢P⁢(t)⋅rn-1⁢𝑑r
=P⁢(t)⁢∫0∞e-π⁢r2⁢(∫Sn-1𝑑σ)⁢rn-1⁢𝑑r
=P⁢(t)⁢∫ℝne-π⁢|x|2⁢𝑑x
=P⁢(t).

Because P∈ℂ⁢[x1,…,xn], P has an analytic continuation to ℂn, and then P⁢(z)=Q⁢(z) for all z∈ℂn. Therefore

P⁢(-i⁢v)=Q⁢(-i⁢v)=eπ⁢|v|2⁢f^⁢(v).

But because P is a homogeneous polynomial of degree d, P⁢(-i⁢v)=(-i)d⁢P⁢(v), so

(-i)d⁢P⁢(v)=eπ⁢|v|2⁢f^⁢(v),

i.e.

f^⁢(v)=(-i)d⁢e-π⁢|v|2⁢P⁢(v)=(-i)d⁢f⁢(v),

proving the claim. ∎

8 Representation theory

Let a complex Hilbert space H with ⟨⋅,⋅⟩, let 𝒰⁢(H) be the group of unitary operators H→H. For a Lie group G, a unitary representation of G on H is a group homomorphism π:G→𝒰⁢(H) such that for each f∈H the map γ↦π⁢(γ)⁢(f) is continuous G→H.

We have defined σ as a unique S⁢O⁢(n)-invariant regular Borel measure on Sn-1. It does not follow a priori that σ is O⁢(n)-invariant. But in fact, using that |γ⁢x|=|x| for x∈ℝn and that Lebesgue measure on ℝn is O⁢(n)-invariant, we check that σ is O⁢(n)-invariant: for γ∈O⁢(n) and a Borel set E in Sn-1, σ⁢(γ⁢E)=σ⁢(E), i.e. γ*-1⁢σ=σ.

For γ∈O⁢(n) and f∈L2⁢(Sn-1), define

π⁢(γ)⁢(f)=f∘γ-1.

π⁢(γ) is linear. For f,g∈L2⁢(γ),

⟨π⁢(γ)⁢(f),π⁢(γ)⁢(g)⟩ =∫Sn-1f∘γ-1⋅g∘γ-1¯⁢𝑑σ
=∫Sn-1f⋅g¯⁢d⁢(γ-1)*⁢σ
=∫Sn-1f⋅g¯⁢𝑑σ
=⟨f,g⟩.

For f∈L2⁢(Sn-1), let g=f∘γ, for which

π⁢(γ)⁢(g)=g∘γ-1=f∘γ∘γ-1=f,

showing that π⁢(γ) is surjective. Hence π⁢(γ)∈𝒰⁢(L2⁢(Sn-1)).

For γ1,γ∈O⁢(n) and f∈L2⁢(Sn-1),

π⁢(γ1⁢γ2)⁢(f) =f∘(γ1⁢γ2)-1
=f∘(γ2-1⁢γ1-1)
=(f∘γ2-1)∘γ1-1
=π⁢(γ1)⁢(π⁢(γ2-1⁢(f))),

which means that π⁢(γ1⁢γ2)=π⁢(γ1)⁢π⁢(γ2), namely π:O⁢(n)→𝒰⁢(L2⁢(Sn-1)) is a group homomorphism.

For ϕ∈C⁢(Sn-1) and for γ0,γ∈O⁢(n),

∥π⁢(γ)⁢(ϕ)-π⁢(γ0)⁢(ϕ)∥L22=∥π⁢(γ0-1⁢γ)⁢(ϕ)-ϕ∥L22≤σ⁢(Sn-1)⋅∥π⁢(γ0-1⁢γ)⁢(ϕ)-ϕ∥C02.

We take as given that ∥π⁢(γ0-1⁢γ)⁢(ϕ)-ϕ∥C0→0 as γ→γ0 in O⁢(n). Using that C⁢(Sn-1) is dense in L2⁢(Sn-1), one then proves that for each f∈L2⁢(Sn-1), the map γ↦π⁢(γ)⁢(f) is continuous O⁢(n)→L2⁢(Sn-1).

Lemma 18.

π is a unitary representation of the compact Lie group O⁢(n) on the complex Hilbert space L2⁢(Sn-1).

It is a fact that if γ∈O⁢(n) and P∈𝒫d then γ⋅P∈𝒫d. Furthermore, for ϕ∈C2⁢(Sn-1), Δ⁢(γ⋅ϕ)=γ⋅(Δ⁢ϕ), hence if P∈𝒜d then γ⋅P∈𝒜d. Then for Y∈ℋd, π⁢(γ)⁢(Y)∈ℋd. This means that each ℋd is a π-invariant subspace.1818 18 cf. Feng Dai and Yuan Xu, Approximation Theory and Harmonic Analysis on Spheres and Balls, Chapter 1.