Applied and Numerical Harmonic Analysis

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Willi Freeden  Martin Gutting

Special Functions
of Mathematical
(Geo-)Physics
Willi Freeden
Martin Gutting
Geomathematics Group
University of Kaiserslautern
Germany

ISBN 978-3-0348-0562-9 ISBN 978-3-0348-0563-6 (eBook)

DOI 10.1007/978-3-0348-0563-6
Springer Basel Heidelberg New York Dordrecht London

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Preface

An essential aim of geomathematics is the investigation of qualitative and quantita-

tive structures of the Earths system to deepen our understanding of its complexity.
In this respect, special functions comprise the essential instruments for mathe-
matical interaction of abstraction and concretization. Special functions enable the
formulation of a geoscientific problem by reduction such that a new, more concrete
problem can be attacked within a well-structured framework, usually in the context
of differential equations. A good understanding of special functions provides the
capacity to recognize causality between the abstractness of the geomathematical
concept and the impact on, as well as cross-sectional importance to, the geoscientific
reality.
Our purpose in this work is to present a textbook that allows the reader to concen-
trate on special fields such as the geosphere, hydrosphere, or atmosphere. In other
words, the special functions to be discussed vary widely, depending on the chosen
measurement parameters (gravitation, electric and magnetic fields, deformation,
climate observables, fluid flow, etc.) and on the field characteristic (potential field,
diffusion field, wave field). The differential equation under consideration determines
the type of special functions that are needed in the desired reduction process.
The diversity of geomathematical problems involves such a large number of
scientific manifestations that our approach to any of them has to be selective. In
consequence, since greater weight has to be given to some topics than to others, we
have chosen to restrict ourselves to gravitation, geomagnetism, elasticity, and fluid
flow theory. Gravitational field theory defines a canonical need to generate special
function systems for the Laplace equation. Geomagnetism and electric current sys-
tems are closely related to the (pre-)Maxwell equation; the deformation of the solid
Earth leads to function systems solving the CauchyNavier equation (at least when
linear material behavior is assumed). Oceanic circulation and wind motion have
to be handled in terms of vectorial function systems involving the NavierStokes
equation or modifications of it. Unfortunately, we are confronted with the difficult
challenge to characterize special function systems under adequate consistency in
terms of less mathematically structured geometric features of a reference model
(such as the geoid or the real Earths surface) as well as the intrinsic structure of

v
vi Preface

underlying differential equations involving the laws of physics. Thus, at the present
stage of geoscience, no compendium can be expected that is both geometrically
consistent with modern navigation results and geophysically reflected by advanced
mathematical settings. The complexity of a real potato-like Earth model is a
striking obstacle that can only be overcome to some extent in todays mathematics.
Accordingly, the principles lie in the suitable transition to a regularly structured
geometry for the Earth, namely, the ball in first approximation. This leads us to a
prestructured framework, namely, spherically oriented special function systems.
Looking at the special functions available in the geophysical literature today, we
find that a spherical shape of the Earth is used in almost all publications. Indeed, by
modern satellite positioning methods, the maximum deviation of the actual Earths
surface from the average Earths radius (6,371 km) can be determined to be less
than 0.4 %. Although a spheriodization, i.e., a mathematical formulation simply in
spherical reference geometry, amounts to a strong restriction, it is at least acceptable
for a large number of problems. Standard special functions since the time of
C.F. Gau are polynomial trial functions, conventionally called spherical harmonics.
Spherical harmonics represent the analogs of trigonometric functions for orthogonal
(Fourier) expansions on the sphere. In consequence, the use of spherical harmonics
in diverse areas of geosciences is a well-established method, particularly for the pur-
pose of decomposing scalar potentials. Nowadays, reference models for the Earths
gravitational and magnetic potential, e.g., are widely known by tables of expansion
coefficients of the frequency constituents of their potentials. However, it should be
mentioned that vectorial potentialseven in a spherical Earths reference model
have their own nature. Concerning the mathematical modeling of vector fields,
one is usually not interested in their separation into scalar Cartesian component
functions. Instead, inherent physical properties should be observed. For example,
the external gravitational field is curl-free, the magnetic field is divergence-free,
the equations for incompressible flow, i.e., the NavierStokes equations, imply
divergence-free vector solutions. In a spherical nomenclature as intended in our
approach, all these physical constraints result in a formulation by certain operators,
such as the surface gradient, surface curl gradient, surface divergence, surface curl.
Our types of vector spherical harmonics satisfy these requirements by splitting
the tangential part into a curl-free and a divergence-free field, thereby avoiding
artificial singularities arising from the use of local coordinates. Basically, two
transitions are undertaken in our approach to harmonics: first, the extension from
the scalar to the vectorial case is strictly realized under physical constraints and,
second, the definition of Legendre functions is canonically described under the
phenomenon of rotational invariance on the sphere. The Legendre functions act
as constituting elements for zonal functions, i.e., one-dimensional functions only
depending on the polar distance of their two arguments. Altogether, the concept
of spherical harmonics plays the central role in a geomathematical presentation of
special functions, reflecting the significance of a polynomial nature in a spherically
shaped Earth. In addition, spherical harmonics comprise the canonical candidates to
represent the angular part in a radial/angular decomposition of solution systems for
Laplace, Helmholtz, CauchyNavier, (pre-)Maxwell, and NavierStokes equations.
Preface vii

It is surprising that, besides the geometrically implied spheriodization, the

methodologically oriented periodization should take some space in a modern
collection of special function systems of geomathematical importance. The reasons
are twofold. First, the periodization leads back to the Fourier transform in Euclidean
spaces that has been well understood for a long time and is extremely efficient
in numerical computation. Second, the procedure of periodization leads to the
Euler summation formula and the Poisson summation formula which show a close
relationship to each other. The Green (lattice) functions forming the essential basis
of these summation formulas indeed enable us to express key volume integrals
in geophysics, such as the Newton integral, Mie potentials, elastic potentials, by
mass lattice point conglomerates that discretely fill out the integration domain under
consideration in an equidistributed way.
A variety of examples for combined periodization and spheriodization occur
in the theory of Earth-satellite relations (cf., e.g., Kaula 1966), mixing time-wise
obligations on periodic orbits with space-wise approaches on torus and/or sphere.
Satellite gravimetry (see, e.g., Pail and Plank (2002), Sneeuw (2000), Xu et al.
(2008), and the references therein) is a particularly interesting area of spaceborne
technology, where one-dimensional periodization in time is adequately involved in
three-dimensional periodization and/or spheriodization in space.
This textbook presents material used by the Geomathematics Group, University
of Kaiserslautern, during the last several years to set up a contemporary theory
of special functions of mathematical (geo-)physics. Our work canonically shows
a threefold subdivision. Part I provides preparatory material concerning auxiliary
functions such as the Gamma function and important classes of orthogonal polyno-
mials. The general concept of orthogonal polynomials is introduced before we start
to consider the classical polynomials, in particular the Jacobi polynomials and
as a special and very important case of themthe ultraspherical or Gegenbauer
polynomials. Several basic mathematical and physical applications are included,
such as quadrature rules, modeling of the electrostatic potential, and the quantum-
mechanical description of oscillations. Part II deals with spherically structured
function systems. It starts with the scalar theory of spherical harmonics in the
Euclidean space R3 including the addition theorem, the FunkHecke formula, as
well as the closure and completeness of spherical harmonics in the space of square-
integrable functions, i.e., the space of functions with finite signal energy. It follows
the physically based theory of vector spherical harmonics. The basic tool to establish
divergence-free and curl-free tangential fields is the Helmholtz decomposition
theorem. An alternative system of vector spherical harmonics is also constructed in
such a way that they can be identified as eigenfunctions of the Beltrami operator.
This eigenfunction system plays a particular role in geomagnetism to separate,
e.g., the crustal field from other magnetic sources. Both vector spherical harmonic
systems are shown to be closed and complete in the space of square-integrable
vector fields on the sphere. All properties characterize vector spherical harmonics
as suitable trial functions to constitute the angular ingredients in a radial/angular
decomposition of solutions of the CauchyNavier as well as the NavierStokes
equation. Part III is devoted to the lattice function as the multi-dimensional,
viii Preface

2.1 3.0 3.1 3.4 4 5

Fig. 1 Selected sections and chapters for a basic one-term course (note that some parts of Sect. 3.3
have to be included to complete Sect. 3.4. Sections 5.5, 5.6, 5.9, and 5.10 can be skipped in the one-
term course)

periodic analog to the well-known Bernoulli function. From a physical point of

view, the lattice function is interpreted to be the Green function for the Laplace
operator corresponding to the boundary conditions of periodicity. It turns out to
be the most essential tool for the process of periodization in the context of Euler
and Poisson summation formulas. Lattice point sums such as the Zeta and Theta
functions, generated by the interaction of point potentials to each other, conclude our
multi-periodic theory. It should be remarked that the whole palette of multi-periodic
functions is provided in relation to the Laplace operator and arbitrary lattices so
that this approach serves as a prototype for further formulations of more general
(elliptic) partial differential equations.
Essential ingredients of the textbook are the work of Muller (1952, 1969, 1998),
Freeden et al. (1998), Freeden and Schreiner (2009), and Freeden (2011).
Each chapter of the book is followed by exercises related to the presented
material. The exercises reflect significant topics, mostly in computational geo-
applications. In doing so, they not only confront the reader directly with the contents
of the chapter, but also with additional knowledge in geomathematical fields of
research, where special functions play a decisive role in applications. Students who
wish to continue further studies should consult the literature given as supplements
for each topic worked out by exercises. All in all, the content of the book is equally
suitable for an education in geomathematics and a study in applied and harmonic
analysis.
The book is primarily meant to be a self-consistent introductory text for an
advanced undergraduate or graduate course in special functions. The schedule of
topics allows a selected subdivision into a one-term course (see Fig. 1) as well as a
two-term course. In addition to the proposed sections and chapters in Fig. 1, further
contents can be selected from Chap. 3, such as Sect. 3.2 and all details of Sects. 3.3
or 3.53.7, if the schedule allows it. The examples of Chap. 1 can be presented at
any appropriate time.
A two-term course with special emphasis on particular research fields should
include additional material from Chaps. 5 and 7 documenting the special interest of
a graduate student in gravitation, geomagnetism, deformation, atmospheric/oceanic
flow, respectively. Chapters 6 and 8 give multi-dimensional radial/angular decom-
positions of harmonic and metaharmonic functions as a reference tool, thereby
assuming as preparatory material the whole theory of the Gamma function as pre-
sented in Chap. 2. Another separate route going exclusively into the field of lattice
functions includes Chaps. 9 and 10 while also requiring all the material of Chap. 2.
Preface ix

In a book of this type, special precautions have been taken to ensure the
accuracy of formulas and examples. It is a pleasure to acknowledge with thanks
the valuable reading of the manuscript by Dipl.-Math. C. Blick, Dr. C. Gerhards,
and Dr. I. Ostermann. We thank our student cand.-phys. Hanna Haug for pointing
out some errors and slips in an early version of the manuscript.
Finally, we want to thank Prof. Dr. J.J. Benedetto, Series Editor of Applied
and Numerical Harmonic Analysis, and Dr. T. Hempfling, Managing Director of
Springer Basel and Executive Editor of Birkhauser Basel, for valuable remarks
and hints. Additionally, it is a pleasure to acknowledge the courtesy and ready
cooperation of Dr. B. Hellriegel and all staff members of Birkhauser/Springer, Basel.

Kaiserslautern, Germany Willi Freeden, Martin Gutting

About the Authors

Willi Freeden: Studies in mathematics, geography, and philosophy at the

RWTH Aachen; 1971, diploma in mathematics; 1972, Staatsexamen in mathematics
and geography; 1975, Ph.D. in mathematics; 1979, habilitation in mathematics;
1981/1982, visiting research professor at The Ohio State University, Columbus
(Department of Geodetic Science and Surveying); 1984, professor of mathematics
at the RWTH Aachen (Institute of Pure and Applied Mathematics); 1989, professor
of technomathematics (industrial mathematics); 1994, head of the Geomathematics
Group; 20022006, vice-president for research and technology at the University
of Kaiserslautern; 2009, editor in chief of the International Journal on Geomath-
ematics (GEM); 2010, editor of the Handbook of Geomathematics, member of the
editorial board of eight international journals.

Martin Gutting: Studies in mathematics at the University of Kaiserslautern; 2003,

diploma in mathematics, focus on geomathematics; 2007, Ph.D. in mathematics,
postdoc researcher at the University of Kaiserslautern, lecturer in the course of
geomathematics (in particular for constructive approximation, special functions, and
inverse problems); 2011, lecturer for engineering mathematics at the University of
Kaiserslautern and DHBW Mannheim.

xi
Contents

1 Introduction: Geomathematical Motivation .. . . . . . . .. . . . . . . . . . . . . . . . . . . . 1

1.1 Example: Gravitation (Laplace and Poisson Equation) . . . . . . . . . . . . 1
1.2 Example: Geomagnetism (Maxwells Equations) . . . . . . . . . . . . . . . . . . 9
1.3 Example: Fluid Flow (NavierStokes Equation) . . . . . . . . . . . . . . . . . . . 13
1.4 Example: Elastic Field (CauchyNavier Equation).. . . . . . . . . . . . . . . . 16

Part I Auxiliary Functions

2 The Gamma Function .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 25

2.1 Definition and Functional Equation . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 25
2.2 Eulers Beta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 29
2.3 Stirlings Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 33
2.4 Pochhammers Factorial . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 38
2.5 Exercises (Incomplete Gamma and Beta Function,
Applications in Statistics) . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 43
3 Orthogonal Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 47
3.1 Properties of Orthogonal Polynomials . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 56
3.2 Quadrature Rules and Orthogonal Polynomials . . . . . . . . . . . . . . . . . . . . 66
3.3 The Jacobi Polynomials .. . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 70
3.4 Ultraspherical Polynomials . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 80
3.5 Application of the Legendre Polynomials in Electrostatics . . . . . . . . 90
3.6 Hermite Polynomials and Applications . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 95
3.7 Laguerre Polynomials and Applications . . . . . . . .. . . . . . . . . . . . . . . . . . . . 98
3.8 Exercises (Gaussian Integration, Legendre Series,
Kernel Expansions) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 101

Part II Spherically Oriented Functions

4 Scalar Spherical Harmonics in R3 . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 113

4.1 Basic Notation .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 114
4.2 Orthogonal Invariance.. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 119

xiii
xiv Contents

4.3 Homogeneous Polynomials on the Unit Sphere in R3 .. . . . . . . . . . . . . 125

4.4 Closure and Completeness of Spherical Harmonics .. . . . . . . . . . . . . . . 144
4.5 The FunkHecke Formula and the Irreducibility
of Scalar Harmonics.. . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 154
4.6 Greens Function with Respect to the Beltrami Operator . . . . . . . . . . 159
4.7 The Hydrogen Atom . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 165
4.8 Exercises (Low Discrepancy Method, Locally
Supported Wavelets, Up Function, Anharmonic
Functions for the Ball, Fast Multipole Method, Wigner
Matrices, Quaternionic Generation of Spherical Harmonics) .. . . . . 169
5 Vectorial Spherical Harmonics in R3 . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 211
5.1 Basic Notation .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 212
5.2 Definition of Vector Spherical Harmonics . . . . . .. . . . . . . . . . . . . . . . . . . . 218
5.3 The Helmholtz Decomposition Theorem . . . . . . .. . . . . . . . . . . . . . . . . . . . 220
5.4 Closure and Completeness of Vector Spherical Harmonics .. . . . . . . 223
5.5 Homogeneous Harmonic Vector Polynomials . .. . . . . . . . . . . . . . . . . . . . 231
5.6 Vectorial Beltrami Operator . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 236
5.7 Vectorial Addition Theorem . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 239
5.8 Vectorial FunkHecke Formulas . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 246
5.9 Vectorial Counterparts of the Legendre Polynomial .. . . . . . . . . . . . . . . 251
5.10 Application to Elastic Fields . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 254
5.11 Exercises (Uncertainty Principle, Classification of
Zonal Functions, Coupling Integrals and NavierStokes
Equation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 264
q
6 Spherical Harmonics in R . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 285
6.1 Nomenclature and Basics . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 286
6.2 Integral Theorems for the Laplace Operator . . . .. . . . . . . . . . . . . . . . . . . . 290
6.3 Integral Theorems for the LaplaceBeltrami Operator .. . . . . . . . . . . . 297
6.4 Homogeneous Harmonic Polynomials . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 302
6.5 Spherical Harmonics of Dimension q . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 312
6.6 Integral Theorems for the HelmholtzBeltrami Operator . . . . . . . . . . 330
6.7 Exercises (Cartesian Generation of Spherical
Harmonics, Best Approximations) . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 337
7 Classical Bessel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 347
7.1 Derivation and Definition of Bessel Functions .. . . . . . . . . . . . . . . . . . . . 347
7.2 Orthogonality Relations .. . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 354
7.3 Bessel Functions with Integer Index . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 355
7.4 Exercises (Bessel Function Expansions, Hankel
Transform and Discontinuous Integrals) . . . . . . . .. . . . . . . . . . . . . . . . . . . . 359
q
8 Bessel Functions in R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 363
8.1 Regular Bessel Functions . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 363
8.2 Modified Bessel Functions .. . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 370
8.3 Hankel Functions .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 372
Contents xv

8.4 Kelvin Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 378

8.5 Expansion Theorems .. . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 385
8.6 Exercises (Helmholtz Equation, Entire Solutions,
Bessel Function Like Asymptotics) . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 390

Part III Periodically Oriented Functions

9 Lattice Functions in R. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 395

9.1 Bernoulli Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 395
9.2 Periodic Polynomials.. . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 398
9.3 Lattice Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 400
9.4 Euler Summation Formula .. . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 404
9.5 Riemann Zeta Function . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 411
9.6 Poisson Summation Formula for the Laplace Operator . . . . . . . . . . . . 415
9.7 Theta Function.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 419
9.8 Exercises (Trapezoidal Rule, Periodic Sobolev Spaces,
Projection Method) .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 420
q
10 Lattice Functions in R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 427
10.1 Lattices in Euclidean Spaces. . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 427
10.2 Periodic Polynomials.. . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 430
10.3 Lattice Function for the Laplace Operator . . . . . .. . . . . . . . . . . . . . . . . . . . 432
10.4 Euler Summation Formula for the Laplace Operator .. . . . . . . . . . . . . . 436
10.5 Zeta Functions .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 439
10.6 Integral Asymptotics for Lattice Functions . . . . .. . . . . . . . . . . . . . . . . . . . 443
10.7 Poisson Summation Formula . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 448
10.8 Theta Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 455
10.9 Exercises (Algebraic, Periodic, and Spherical Splines,
Lattice Point Sums, Lattice Point Distributions) .. . . . . . . . . . . . . . . . . . . 460
11 Concluding Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 483

References .. .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 485

Index . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 495
Chapter 1
Introduction: Geomathematical Motivation

In the first chapter we briefly introduce four fields showing strong geophysical
background. Thereby, we are naturally led to differential equations which are closely
related to solution systems of special functions. Since the Earth is a ball in first
approximation, a spherical coordinate frame and spherical functions play a huge
role in geomathematics. Concerning the fields of research, we consider the modeling
of the gravitational field in Sect. 1.1, the magnetic field of the Earth in Sect. 1.2,
the atmospheric flow in Sect. 1.3, and the elastic field in Sect. 1.4. Each example
gives a motivation to investigate special function systems that are essential for the
analysis of the underlying geoscientific problem. Knowledge of potential theory will
be helpful in understanding the mathematical nature of the occurring (boundary
value) problems. Although we give all the necessary material in this book, we
also recommend the following books on potential theoretic methods, Backus et al.
(1996), Blakely (1996), Freeden and Gerhards (2012), Freeden et al. (2010), Gurtin
(1972), Helms (1969), Kellogg (1929), Martensen (1968), Miranda (1970), Muller
(1969), and Wangerin (1921) for further reading as well as Freeden and Michel
(2004) for a multi-scale context.

1.1 Example: Gravitation (Laplace and Poisson Equation)

Since De mundi systemate of Newton (1687) it has been an established fact that
the motion of any free falling body is determined by the Earths gravitational field.
More precisely, Newtons law about the mutual attraction of two masses informs
us that the attractive force, called gravitation, is directed along the line connecting
the two centers of the objects and is proportional to both masses as well as to the
squared inverse of the distance between the two objects. In consequence,
Z Z
ax %.x/
%.x/ dV .x/ D ra dV .x/ (1.1.1)
G ja  xj3 G ja  xj

W. Freeden and M. Gutting, Special Functions of Mathematical (Geo-)Physics, 1

Applied and Numerical Harmonic Analysis, DOI 10.1007/978-3-0348-0563-6 1,
Springer Basel 2013
2 1 Introduction: Geomathematical Motivation

is the gravitational field of the Earth (with the interior density distribution %),
Z
%.x/
V .a/ D dV .x/ (1.1.2)
G jx  aj

is the so-called gravitational potential. These formulas explain that the line, along
which Newtons body fell, would be indeed a straight line, directed radially and
going exactly through the Earths center of mass if the Earth had a perfectly
spherical shape and the mass inside the Earth were distributed homogeneously
or rotationally symmetric. The gravitational field obtained in this way would be
perfectly symmetric. In reality, however, the situation is much more complicated
(see, e.g., Groten 1979; Heiskanen and Moritz 1967; Hofmann-Wellenhof and
Moritz 2005; Misner et al. 1973; Torge 2001). The topographic features of @G ,
mountains and valleys, are very irregular, leading to a mathematical simplification
by spheriodization at global scale. The actual gravitational field is (see Fig. 1.1)
influenced by strong irregularities in the density % within the Earth G , implying
a mathematical simplification by periodization at discrete scale. In spite of both
simplifications, a deviation of the gravitational force is caused from one place to
the other and two essential phenomena of the gravitational field are modeled in
simplified form. Spherical signatures of the gravitational field in frequency domain
show an exponential smoothing effect in the exterior with increasing distance from
the Earths body. Density signatures on internal lattices are reflected by gravitational
field variations, and vice versa.

Spheriodization

In order to realize the principle of spheriodization for heterogeneous density

distribution, we ideally assume that all mass is contained within a sphere of radius R
that models approximately the Earths surface, i.e., @G D S2R D fx 2 R3 W jxj D Rg.
In other words, the heterogenous mass is supposed to be contained in the ball
B3R D fx 2 R3 W jxj < Rg of radius R around the origin (where R can be
taken as the mean Earths radius). Under these circumstances, we investigate the
gravitational field via the Newtonian gravitational potential
Z
%.x/
V .a/ D dV .x/ (1.1.3)
B3R jx  aj

with the density function % for non-terrestrial data a 2 R3 n B3R . From potential
theory (see, e.g., Kellogg 1929), it is well-known that the potential and the density
are related by the Poisson equation which holds in the ball B3R , i.e.,
 
@2 @2 @2
x V .x/ D C C V .x/ D 4%.x/; x 2 B3R : (1.1.4)
@x12 @x22 @x32
1.1 Example: Gravitation (Laplace and Poisson Equation) 3

Inserting this formally in (1.1.3) and using Greens second theorem, we find that
Z
1
V .a/ D x V .x/ dV .x/
B3R 4jx  aj
Z
1
D V .x/x dV .x/ (1.1.5)
B3R 4jx  aj
Z  
1 @V @ 1
 .x/  V .x/ dS.x/;
S2R 4jx  aj @ @x 4jx  aj

where  denotes the surface unit normal pointing to the exterior, i.e., to R3 n B3R .
1
Obviously, x 4jxaj D 0 for all x 2 B3R . Moreover, we can use the following
bilinear expansion of the single pole:

1
X X
n
1    
R nC1 jxj n 4
   
D 1
jaj
Yn;k x
jxj
Yn;k a
jaj
; (1.1.6)
jx  aj R
nD0
R 2nC1
kDn

where jxj  R < jaj and Yn;k denotes the spherical harmonic of degree n and
order k (see Chap. 4). Roughly spoken, (1.1.6) expresses the single pole as a
series expansion in terms of multipoles. It is the key structure for modeling the
gravitational potential with respect to frequencies, i.e., degree n and order k. The
identity (1.1.6) gives us the following representation of the potential

Z 1
X X
n
 jxj n   R nC1  
V .a/ D V .x/ @@x 1
R
1
2nC1 R
Yn;k x
jxj jaj
Yn;k a
jaj
(1.1.7)
S2R nD0 kDn
1
X X
n
 jxj n   R nC1  
 1
R
1
2nC1 R
Yn;k x
jxj jaj
Yn;k a @V
jaj @
.x/ dS.x/:
nD0 kDn

Since the surface is a sphere of radius R, we can easily compute the normal
derivative, i.e.,
 
@ jxj n
x  n1 x
@x R Yn;k jxj D Rn jxj
R Yn;k jxj ; (1.1.8)

and on the surface S2R we have jxj D R. If we assume V to be sufficiently smooth,

we obtain from (1.1.7) with the help of (1.1.8) that

1 X
X n Z
n  x  R nC1 a
V .a/ D 1
R
1
2nC1 R
V .x/  @V
@
.x/ Yn;k jxj dS.x/ jaj Yn;k jaj :
nD0 kDn S2R
(1.1.9)
4 1 Introduction: Geomathematical Motivation

Fig. 1.1 Geoid, i.e., equipotential surface of the Earth at sea level (left) and gravity anomalies
(right). For a detailed overview of the functionals related to the gravitational potential we refer,
e.g., to Fengler et al. (2004) and the references therein

Even more,
Z Z
   
@V
@ .x/Yn;k x
jxj dS.x/ D  nC1
R V .x/Yn;k x
jxj dS.x/: (1.1.10)
S2R S2R

Finally, this leads us to the expansion

n Z
1 X
X    R nC1  
V .a/ D 1
R
V .x/ R1 Yn;k x
jxj
dS.x/ jaj
Yn;k a
jaj
: (1.1.11)
nD0 kDn SR
2

This shows us how the gravitational potential can be expanded in a series of

spherical harmonics. Moreover, the spheriodization of the Earth implies a frequency
dependent description of V outside and on the sphere S2R . Our work shows that
spherical harmonics form a complete orthonormal basis for the square-integrable
functions on the sphere. Therefore, this basis system plays the same role in spherical
Fourier analysis as the trigonometric polynomials in one dimension. This aspect is
the essential prerequisite for constructive approximation on the sphere (see, e.g.,
Freeden et al. 1998; Freeden and Gerhards 2012; Michel 2012). It is applied in
many areas, for example, in physical geodesy (see, e.g., Groten 1979; Heiskanen and
Moritz 1967; Hofmann-Wellenhof and Moritz 2005; Torge 2001), in geomagnetism
(see, e.g., Backus et al. 1996), even spaceborne vectorial or tensorial data (see
Freeden and Nutz 2011; Freeden and Schreiner 2009; Kotsiaris and Olsen 2012;
Rummel and van Gelderen 1992) can be handled in modern satellite geodesy,
such as satellite-to-satellite tracking or satellite-gravity-gradiometry. Scalar-valued
spherical harmonics are investigated in depth in Chap. 4. Further applications can
be found, e.g., in quantum mechanics (see, e.g., Edmonds 1964; Zare 1988), in
many other geomathematical problems or in crystallography (see, e.g., Ewald 1921;
Hielscher et al. 2010 or Schaeben and van den Boogaart 2003) using also results of
higher dimensions as presented in Chap. 6.
1.1 Example: Gravitation (Laplace and Poisson Equation) 5

Periodization

In order to explain the principle of periodization under general geometry @G we

only give a heuristic motivation for the discretization of the Newton integral
Z
%.x/
V .a/ D dV .x/ (1.1.12)
G jx  aj

on internal lattice points of Z3 , i.e., a generation of V by periodically located single

poles (with realistic gravitational intensity) under explicit availability of a remainder
term in integral form (the accurate formulation follows from Chap. 10). In light
of (1.1.12), we consider the auxiliary function
(
%.x/
jxaj ; x2G
F .x/ D (1.1.13)
0 ; xG

with sufficiently often differentiable density function % W G ! R. A first periodiza-

.1/
tion Fper W R3 ! R of F is straightforward:
X
.1/
Fper .x/ D F .x C g/: (1.1.14)
g2Z3

Since this (formal) sum is extended over all lattice points of the lattice Z3 , it is
obviously periodic, i.e.,
X X
.1/
Fper .x C g 0 / D F .x C g C g 0 / D F .x C g/ D Fper
.1/
.x/ (1.1.15)
g2Z3 g2Z3

for all x 2 R3 and g 0 2 Z3 . A second periodization is based on the (formal) Fourier

inversion formula
Z
F .x/ D FR^3 .y/e2ixy dV .y/; (1.1.16)
R3

where the Fourier transform in the Euclidean space R3 is given by

Z
FR^3 .y/ D F .z/e2iyz dV .z/: (1.1.17)
R3

This leads to the second periodization given by

X
.2/
Fper .x/ D FR^3 .h/h .x/; (1.1.18)
h2Z3
6 1 Introduction: Geomathematical Motivation

where the system fh gh2Z3 is given by

h .x/ D e2ihx ; (1.1.19)

x 2 R3 , h 2 Z3 . Note that the system of trigonometric polynomials fh gh2Z3 is an

orthonormal basis in the space L2Z3 .R3 / of periodic functions in R3 that are square-
integrable on the fundamental lattice cell F D  12 ; 12 /3 :
Z
h .x/h0 .x/ dV .x/ D h;h0 : (1.1.20)
F

Furthermore, fh gh2Z3 is closed and complete in L2Z3 .R3 / such that any function
in L2Z3 .R3 / can be represented by its Fourier series (of course, understood in the
topology of L2Z3 .R3 /). The Poisson summation formula (see, e.g., Benedetto 1996;
Butzer and Nessel 1971; Stein and Weiss 1971 and the references therein) tells
us that the two approaches to a periodic analog of F , i.e., the two periodizations
.i /
Fper , i D 1; 2, are identical under appropriate assumptions. This conclusion can be
made precise in many topologies, even in pointwise sense, under geomathematically
advantageous criteria (see, e.g., Freeden 2011 and the references therein)

.1/
Fper .x/ D Fper
.2/
.x/; x 2 R3 ; (1.1.21)

as far as the series on the right-hand side of (1.1.18) is convergent. Therefore, we

obtain in this case that

X XZ
F .x C g/ D F .y/h .y/ dV .y/h .x/: (1.1.22)
R3
g2Z3 h2Z3

In particular, for x D 0, we get

X XZ
F .g/ D F .y/h .y/ dV .y/: (1.1.23)
R3
g2Z3 h2Z3

In other words, observing the specific definition of F , we are, for a 2 R3 n G , led to

X Z X Z
0 %.x C g/ %.y/ %.y/
D dV .y/ C h .y/ dV .y/h .x/
jx C g  aj G jy  aj G jy  aj
gCx2G h2Z3 nf0g
g2Z3 Z
%.y/
D dV .y/ C RZ3 .x/; (1.1.24)
G jy  aj
1.1 Example: Gravitation (Laplace and Poisson Equation) 7

where
X X
0
F .g/ D .g/ F .g/ (1.1.25)
g2G \Z3 g2G \Z3

and .g/ (see (6.2.33) in Sect. 6.2) is the solid angle subtended at g 2 G by the
surface @G . The term RZ3 .x/ is called the remainder or error term between the
approximating Z3 -lattice sum and the gravitational potential and is given by
X Z %.y/
RZ3 .x/ D h .y/ dV .y/h .x/: (1.1.26)
G jy  aj
h2Z3 nf0g

This remainder is a Z3 -periodic function. In consequence, its behavior is determined

totally on the fundamental cell of the lattice Z3 , i.e.,  12 ; 12 /3 . Even more, for h 0,
the integral
Z
F .y/h .y/ dV .y/ (1.1.27)
G

can be replaced by
Z
1
 F .y/h .y/ dV .y/: (1.1.28)
4 2 h2 G

Thus, Greens second theorem in R3 involving the Laplace operator  shows us that

Z Z
1
F .y/h .y/ dV .y/ D  F .y/h .y/ dV .y/
G 4 2 h2 G
Z
1
D .F .y//h .y/ dV .y/ (1.1.29)
4 2 h2 G
Z
1 @
 F .y/ h .y/ dS.y/
4 2 h2 @G @
Z  
1 @
C F .y/ h .y/ dS.y/;
4 2 h2 @G @

provided that % W G ! R3 is twice continuously differentiable. Note that dS

denotes the surface element and y denotes the outer surface normal at the
point y. Observing the Fourier expansion for the lattice function G.I /, i.e., the
Green function with respect to the Laplace operator corresponding to boundary-
conditions of Z3 -periodicity,
X 1
G.I x  y/  h .y/h .x/; (1.1.30)
4 2 h2
h2Z3 nf0g
8 1 Introduction: Geomathematical Motivation

this allows the following reformulation of RZ3 .x/ from (1.1.26):

Z  
%.y/
RZ3 .x/ D G.I x  y/ y dV .y/ (1.1.31)
G jy  aj
Z  
@ %.y/
C G.I x  y/ dS.y/
@G @y jy  aj
Z  
@ %.y/
 G.I x  y/ dS.y/;
@G @y jy  aj

where a 2 R3 n G . In other words, the so-called Euler summation formula involving

the Laplace operator
X Z Z
0
 
F .x C g/ D F .y/ dV .y/ C G.I x  y/ y F .y/ dV .y/
G G
gCx2G
g2Z3 Z  
@
C G.I x  y/ F .y/ dS.y/
@G @y
Z  
@
 G.I x  y/ F .y/ dS.y/ (1.1.32)
@G @

holds true for the function F defined by (1.1.13). Going over to the dilated lattice
Z3 (for sufficiently small  > 0) it can be verified by techniques as provided in
Chap. 10 that
lim R Z3 .x/ D 0 (1.1.33)
 !0C

for all x 2 R . This illustrates that the volume potential

3

Z
%.y/
V .a/ D dV .y/; a 2 R3 n G ; (1.1.34)
G jy  aj

can be replaced by a sum of single poles

X %.g C x/
0
3 ; a 2 R3 n G ; (1.1.35)
jg C x  aj
gCx2G
g2Z3

as far as  is sufficiently small. This demonstrates the application of lattice point

theory in gravitational field modeling (see also Freeden 2011 and the references
therein) or, more generally, in numerical integration.
Our book provides a concise introduction to periodization starting with the one-
dimensional case in Chap. 9 and verifies the results that have been briefly introduced
here in Chap. 10.
1.2 Example: Geomagnetism (Maxwells Equations) 9

Fig. 1.2 A sphere inside a

lattice (for more details on
Spherical Periodization see
Freeden (2011))

The determination of the gravitational potential from airborne or spaceborne

data as well as the gravimetry problem of modeling the density distribution in the
Earths interior leads to the rich field of ill-posed or inverse problems for which we
refer to, e.g., Anger et al. (1993), Benedetto and Zayed (2004), Colton and Kress
(1998), Engl et al. (2000), Engl et al. (1997), Freeden and Michel (2004), Freeden
et al. (2010), Kirsch (1996), Louis (1989), Nashed (1976a,b), Nashed and Whaba
(1974), and Rieder (2003).

1.2 Example: Geomagnetism (Maxwells Equations)

The basis of all electromagnetic considerations is the system of Maxwells equations

given by

@ @
rx ^ e.x; t/ C b.x; t/ D 0; rx ^ h.x; t/  d.x; t/ D jf .x; t/;
@t @t
rx  d.x; t/ D Ff .x; t/; rx  b.x; t/ D 0; (1.2.1)

where the unknowns are defined as follows (note that capital letters are used for
scalar fields, lower-case letters for vector fields in R3 ):
d Electric displacement b Magnetic field
e Electric field Ff Density of free charges
h Magnetic displacement jf Density of free currents

As usual, rx ^ denotes the curl operator and rx  stands for the divergence
operator. All quantities are understood as averages over a unit volume in space.
The electric and magnetic displacement, d and h, can be written as

d.x; t/ D 0 e.x; t/ C p.x; t/; (1.2.2)

1
h.x; t/ D b.x; t/  m.x; t/; (1.2.3)
0
10 1 Introduction: Geomathematical Motivation

where p is the averaged polarization, m is the (averaged) magnetization, 0 is the

permittivity of the vacuum and 0 is the permeability of vacuum. The total charge
and current density, respectively, can be written as the sum of the free charges and
currents plus the bounded ones, i.e.,

F .x; t/ D Ff .x; t/ C Fb .x; t/; j.x; t/ D jf .x; t/ C jb .x; t/; (1.2.4)

where it is well-known that

@
rx  p.x; t/ D Fb .x; t/; rx  jb .x; t/ D  Fb .x; t/ (1.2.5)
@t
and
@
p.x; t/ C jb .x; t/:
rx ^ m.x; t/ D  (1.2.6)
@t
We can now reformulate Maxwells equations:

(1.2.2) 1 1
rx  e.x; t/ D rx  .d.x; t/  p.x; t// D .Ff .x; t/ C Fb .x; t//; (1.2.7)
0 0

i.e., we obtain
1
rx  e.x; t/ D F .x; t/: (1.2.8)
0
Furthermore, we have

@
rx ^ e.x; t/ D  b.x; t/; (1.2.9)
@t
rx  b.x; t/ D 0; (1.2.10)

as well as by use of (1.2.3)

rx ^ b.x; t/ D0 .rx ^ h.x; t/ C rx ^ m.x; t// (1.2.11)

 
@
D0 jf .x; t/ C d.x; t/ C rx ^ m.x; t/ ;
@t

which becomes
 
@ @
rx ^ b.x; t/ D 0 jf .x; t/ C rx ^ m.x; t/ C 0 e.x; t/ C p.x; t/ :
@t @t
(1.2.12)
In most geomathematical problems, e.g., satellite geomagnetism, this system of
equations is too detailed to describe the occurring phenomena (cf. Backus et al.
1996). They have to be reduced as follows: Let L be the typical length scale of
the discussed geomathematical problem and T be the typical time scale. In most
1.2 Example: Geomagnetism (Maxwells Equations) 11

problems we have L D 102 km103 km and T D hours days, such that we get for
the typical velocity of the system

L
 c; (1.2.13)
T
where c is the speed of light (c D 299; 792; 458 m/s). Thus, it can be shown, that the
term 0 @t@ e.x; t/C @t@ p.x; t/ can be neglected. Hence, Maxwells equations partially
decouple and the resulting equations for the magnetic field are given by

rx  b.x; t/ D 0; (1.2.14)
 
rx ^ b.x; t/ D 0 jf .x; t/ C rx ^ m.x; t/ : (1.2.15)

Since div curl D 0, we can conclude that by applying r to (1.2.15)

  
rx  0 jf .x; t/ C rx ^ m.x; t/ D 0: (1.2.16)

For solving this system of equations, data of the magnetic field of the Earth are
primarily available in the exterior of the Earth, i.e., at the Earths surface or at
satellite altitude. Thus, we can assume that the magnetization m of the surrounding
medium can be neglected. Therefore, we arrive at the pre-Maxwell equations

rx  b.x; t/ D 0; rx ^ b.x; t/ D 0 jf .x; t/: (1.2.17)

Furthermore, due to (1.2.16), we have

rx  jf .x; t/ D 0: (1.2.18)

In concepts close to the Earths surface, geoscientists assumed that the current
density j is also negligible in the spherical shell B31 ;2 D fx 2 R3 W 1 < jxj < 2 g,
in which the magnetic field is measured. This yields

rx  b.x; t/ D 0; rx ^ b.x; t/ D 0: (1.2.19)

Hence, the magnetic field b can be written as the gradient of a scalar potential U , i.e.,

b.x; t/ D rx U.x; t/; x 2 B31 ;2 ; (1.2.20)

where U fulfills the Laplace equation

x U.x; t/ D 0; x 2 B31 ;2 : (1.2.21)

This so-called Gau-representation yields a spherical harmonic expansion of the

scalar potential U which is similar to the modeling of the gravitational field of the
Earth.
12 1 Introduction: Geomathematical Motivation

Modern satellite missions like CHAMP, measuring the Earths magnetic field,
are located in the ionosphere, a region where the assumption jf D 0 is not valid
anymore. Therefore, we have to deal with the pre-Maxwell equations

rx  b.x; t/ D 0; rx ^ b.x; t/ D 0 jf .x; t/; x 2 B31 ;2 : (1.2.22)

A concept of reflecting this situation has to be applied which is the so-called

Mie-representation. This also yields the need for basis systems for vector-valued
functions on the sphere, i.e., for vector spherical harmonics. For further information
on geomagnetic field modeling see, e.g., Backus et al. (1996), Bayer et al. (2001),
Freeden and Gerhards (2012), Gerhards (2011), Maier (2003, 2005), and Mayer
(2003) and the references in these publications (see Fig. 1.3 for a graphical
illustration).
Reconsidering the set of Maxwells equation (1.2.1) under the assumption that
the fields can be modeled as time-harmonic, i.e., their behavior with respect to t is
described by ei!t . Moreover, we assume that the density of the free charges Ff
and the density of the free currents jf are both zero. This gives us the following set
of equations:

rx ^ e.x/  i!b.x/ D 0; (1.2.23)

rx ^ h.x/ C i!d.x/ D 0; (1.2.24)

where b and d are both divergence-free. Next, we make use of (1.2.3) as well
as (1.2.2) to get rid of the displacements h and d . In doing so, we include the
assumption that the polarization p and the magnetization m can both be neglected.
Therefore, (1.2.24) becomes

rx ^ b.x/ C i0 0 !e.x/ D 0; (1.2.25)

and e is also divergence-free. Now, we apply the curl operator to (1.2.23) such that
we obtain:
rx ^ .rx ^ e.x//  i!rx ^ b.x/ D 0: (1.2.26)
We insert (1.2.25) which gives us:

0 D rx ^ .rx ^ e.x//  i!.i0 0 !e.x//

D x e.x/ C rx .rx  e.x//  ! 2 0 0 e.x/
D x e.x/  ! 2 0 0 e.x/; (1.2.27)

where rx  e.x/ D 0 has been used. By setting k 2 D ! 2 0 0 , we arrive at the

Helmholtz equation for the electric field:

x e C k 2 e D 0: (1.2.28)
1.3 Example: Fluid Flow (NavierStokes Equation) 13

180 W 90 W 0 90 E 180 E 180 W 90 W 0 90 E 180 E

90 N 90 N

45 N 45 N

0 0

45 S 45 S

90 S 90 S
8 6 4 2 0 2 4 6 8 10 8 6 4 2 0 2 4 6 8 10

nT nT
t r
(pbint) (pbint)

Fig. 1.3 The crustal geomagnetic field of the Earth, north-south component (left) and radial
component (right), see, e.g., Gerhards (2011) and the references therein for more details

Analogously, a Helmholtz equation for the magnetic field b can be found. The
analysis of the Helmholtz equation naturally leads to Bessel functions which are
discussed in Chaps. 7 and 8. For further details on the theory of electromagnetic
waves the reader is referred to, e.g., Colton and Kress (1998), Engl et al. (2000),
Jackson (1998), and Muller (1969). For operator-theoretic and computational
approaches to ill-posed problems with applications to antenna theory the reader is
referred to, e.g., Nashed (1981).

1.3 Example: Fluid Flow (NavierStokes Equation)

Our interest is to give a brief derivation of the equations of thermodynamics and

fluid dynamics which are used to forecast an atmospheric state. For further details
of the deduction of the fundamental equations the reader is referred to, e.g., Ansorge
and Sonar (2009), Norbury and Roulstone (2002a,b), Pedlowsky (1979), and Teman
(1979, 1983). We consider a meteorological field F D F .t; x/ (scalar or vectorial)
that depends both on time t and space x and assume its differentiability with respect
to both arguments. By the Taylor expansion

@F
F .t C t; x C x/ D F .t; x/ C t C .x  rx /F ; (1.3.1)
@t
where t and x are displacements in time and space, such that the flow velocity u
of the air is given by x
t
D u, we derive

dF @F
D .u  r/F C : (1.3.2)
dt @t
14 1 Introduction: Geomathematical Motivation

The term on the left-hand side is the Lagrangian time derivative of F (the rate of
change following a small parcel of air), the term @F @t on the right-hand side is the
Eulerian time derivative of F (rate of change at a fixed point). For the purpose of
weather forecasts, the interesting quantity is the local change, i.e.,

@F dF
D  .u  r/F : (1.3.3)
@t dt

If F is conserved on particles of fluids, i.e., dF

dt D 0, the local value at a fixed
point can very well be changing because of the advection brought in by the term
.u  r/F . Now, we consider several choices for F and the corresponding physical
laws.
The first law of thermodynamics tells us the following relation between temper-
ature and (specific) volume/density of a moving parcel of air

dT d ds
cv Cp DT D Q; (1.3.4)
dt dt dt
where we introduce the following quantities

T Temperature (Specific) volume

cv Specific heat at constant volume s (Specific) entropy
p Pressure Q Total heating per unit mass

Combining (1.3.4) with the density % D 1 , we obtain

dT p d%
cv  D Q: (1.3.5)
dt % dt

The law of mass conservation says that

@%
C r  .%u/ D 0 (1.3.6)
@t
such that, by use of (1.3.2),
d%
C %r  u D 0: (1.3.7)
dt
Now, we combine (1.3.5), (1.3.7), and (1.3.2) applied to T to get

@T p
cv C cv .u  r/T C r  u D Q: (1.3.8)
@t %

Moreover, we remember the ideal gas law, i.e.,

p D %cR T (1.3.9)
1.3 Example: Fluid Flow (NavierStokes Equation) 15

with cR being the gas constant per unit mass. With the help of Newtons second
law of motion we can relate the inertial acceleration of an element of air and the net
forces acting on it, i.e., the pressure gradient, gravity, boundary-induced friction, and
viscosity. Velocities and accelerations are measured relative to the rotating frame of
the solid Earth. Therefore, we introduce Coriolis/centrifugal forces. We find that the
Lagrangian rate of change of the velocity u relative to the rotating Earth is governed
by the following equation (all forces are expressed per unit mass of air)

du 1
D 2! ^ u  rp  r C u C f; (1.3.10)
dt %

where we use the following notation

2! ^ u Coriolis force
u Friction
! Rotation vector of the Earth
 Kinematic viscosity
rp Pressure gradient
f Other forces.
r Apparent gravity

Note that the apparent gravity r is due to the gravitational potential and the
centrifugal force ! ^ .! ^ x/ at the position x in a frame rotating with the Earth
and having its origin at the Earths center. Equation (1.3.10) is the NavierStokes
equation of motion and acceleration relative to the Earth. Applying (1.3.2) to the
flow velocity u, we can summarize (1.3.6) and (1.3.8)(1.3.10) to the full set of
forecasting equations:

@u 1
D .u  r/u  2! ^ u  rp  r C u C f; (1.3.11)
@t %
@T p
cv D cv .u  r/T  r  u C Q; (1.3.12)
@t %
@%
D .u  r/%  %r  u; (1.3.13)
@t
p D %cR T: (1.3.14)

Note that in many climate simulation models and many weather prediction models
prognostic equations for local water substance concentration are included. The
distribution of water substance greatly effects the heating rate Q. We neither discuss
water conservation equations nor the corresponding variations of the gas constant
cR and the specific heat constant cv . For these considerations the reader is referred
to, e.g., Gill (1982).
We now assume incompressibility of the fluid, i.e., r  u D 0 or d% dt
D 0. This is
justified if the flow is not strongly heated and the density % only slightly varies
around the characteristic density %0 , i.e., %%0  0:1 (see, e.g., Lesieur 1997). This
leads us to the simplified equations
16 1 Introduction: Geomathematical Motivation

@u 1
D .u  r/u  2! ^ u  rp  r C u C f; (1.3.15)
@t %0
r  u D 0: (1.3.16)

Finally, we concentrate on tangential streams and assume the Earth to possess a

spherical shape, i.e., we discuss tangential, surface divergence free vector fields
which we will later call type 3 vector fields (see Chap. 5). This gives us the tangential
variants of (1.3.15) and (1.3.16):

@u 1
D .u  r  /u  2! ^ u  r  p  r  C  u C f; (1.3.17)
@t %0
r   u D 0: (1.3.18)

Note that we denote the tangential parts of differential operators with a star. Going
over to the weak formulation of these equations using type 3 test functions, e.g.,
vector spherical harmonics of type 3, we find that both the pressure surface gradient
r  p and the gravity term r  are of type 2 (see Chap. 5). Thus, they both are
orthogonal to our test functions. Therefore, we only have to deal with the following
NavierStokes equation of motion (in the weak sense)

@u
D .u  r  /u  2! ^ u C  u C f; (1.3.19)
@t
r   u D 0; (1.3.20)

where f is projected to the space of type 3 vector fields. Further details on the
construction and numerical implementation of the corresponding Galerkin scheme
(see Fig. 1.4) can be found in Fengler (2005), Fengler and Freeden (2005), and
Marion and Teman (1989). It should be noted that a Poisson equation for the
pressure can be derived that involves tensor spherical harmonics (see Freeden and
Schreiner 2009 and the references therein) and the surface curl/surface vorticity (see
Fengler 2005 and the references therein).
Geostrophic simplifications of the NavierStokes equations leading over to the
surface modeling of ocean flow by means of the surface curl gradient equation are
described in Pedlowsky (1979), Freeden and Schreiner (2009), and Freeden et al.
(2010) (see also the references therein).

1.4 Example: Elastic Field (CauchyNavier Equation)

First, we are interested in deriving the equations describing the displacement of a

solid from the physical laws of conservation. The momentum of the solid enclosed
by the sphere S2R of radius R, i.e., within the ball B3R of radius R, at time t is
given by
1.4 Example: Elastic Field (CauchyNavier Equation) 17

Fig. 1.4 Forecasting of the velocity of an atmospherical stream at pressure level 400 hPa, i.e.,
7.2 km for 5 days (see, e.g., Fengler 2005 and the references therein for further details)

Z
d
%.x; t/ d.x; t/ dV .x/; (1.4.1)
B3R dt
where d W B3R R0 ! R3 denotes the displacement. Since
 
d @ @
d D dC d  rx d (1.4.2)
dt @t @t

@t and rx d are small, their product is very small and can be neglected.
and both @d
Therefore, we can write @t@ instead of dtd in (1.4.1). The conservation of momentum
18 1 Introduction: Geomathematical Motivation

states that the rate of change in the momentum is equal to the sum of the total volume
force and the total surface force acting on the solid. In detail,
Z Z Z
@ @
%.x; t/ d.x; t/ dV .x/ D f .x; t/ dV .x/ C  .x; t/.x/ dS.x/;
@t B3R @t B3R S2R
(1.4.3)
where  W R R0 ! R
3 33
is the Cauchy stress tensor and f is the total volume
force density. Note that rank-2 tensor fields are denoted by lower case bold letters.
Assuming the incompressibility of the solid, i.e., that the time changes of the density
@
@t %.x; t/ are negligible, we find in connection with the theorem of Gau

Z Z Z
@2
%.x/ d.x; t/ dV .x/ D f .x; t/ dV .x/C rx  .x; t/ dV .x/: (1.4.4)
B3R @t 2 B3R B3R

From the last equation we are able to deduce that

@2
%.x/ d.x; t/ D f .x; t/ C rx   .x; t/: (1.4.5)
@t 2
The application of the divergence to a tensor of rank 2 is thereby understood line-
by-line, i.e., for  .x; t/ D . i;j .x; t//i;j D1;2;3 ,

X
3 
@
rx   .x; t/ D  i;j .x; t/ 2 R3 : (1.4.6)
j D1
@xj i D1;2;3

The third fundamental physical axiom, the conservation of angular momentum,

implies the symmetry of the Cauchy stress tensor  , i.e.,

 .x; t/ D . .x; t//T : (1.4.7)

Equivalently,
 i;j .x; t/ D  j;i .x; t/ (1.4.8)
for all i; j D 1; 2; 3. The Cauchy stress tensor  .x; t/ D . i;j .x; t//i;j D1;2;3 2 R33
is constructed by

X
3 X
3  
1 @dk .x; t/ @dl .x; t/
 i;j .x; t/ D i;j;k;l .x; t/ C ; (1.4.9)
2 @xl @xk
kD1 lD1

where i; j 2 f1; 2; 3g. The occuring tensor of rank 4, , is called elasticity tensor
with the following symmetries:

i;j;k;l D k;l;i;j D i;j;l;k ; i; j; k; l 2 f1; 2; 3g: (1.4.10)

1.4 Example: Elastic Field (CauchyNavier Equation) 19

An idealized case is an isotropic medium, where we have

i;j;k;l .x; t/ D .x; t/i;j k;l C

.x; t/.i;k j;l C i;l j;k /; (1.4.11)

where and
are the so-called Lame parameters. Under the assumption of an
isotropic medium we have, for the Cauchy stress tensor for x 2 B3R , t
0;
 
 .x; t/ D .x; t/.rx  d.x; t//i C
.x; t/ rx d.x; t/ C .rx d.x; t//T ;
(1.4.12)
where i 2 R33 denotes the unit tensor. Now, the divergence of the Cauchy stress
tensor is considered and we split this calculation in two parts. For the first part, we
obtain

rx  . .x; t/.rx  d.x; t//i/ D rx . .x; t/rx  d.x; t// (1.4.13)

D .rx  d.x; t//rx .x; t/ C .x; t/rx .rx  d.x; t//:

For the second part, we first consider

 
rx  rx d.x; t/ C .rx d.x; t//T (1.4.14)
0 1
X 3  
@ @dj .x; t/ @di .x; t/ A
D@ C
j D1
@x j @x i @xj
i D1;2;3
0 1 0 1
X 3
@ @dj .x; t/ A X
3
@2 di .x; t/
D@ C@ A
j D1
@xj @xi j D1
@xj2
i D1;2;3 i D1;2;3

D rx .rx  d.x; t// C x d.x; t/:

Thus, we obtain, for the second part of r   ,

rx  .
.x; t/.rx d.x; t/ C .rx d.x; t//T // (1.4.15)
D
.x; t/.rx .rx  d.x; t// C x d.x; t//
 
C rx d.x; t/ C .rx d.x; t//T rx
.x; t/:

Together we find that under the assumption of an isotropic medium Eulers equation
of motion becomes

@2 d.x; t/
%.x/ D f .x; t/ C . .x; t/ C
.x; t//rx .rx  d.x; t// (1.4.16)
@t 2
C .rx  d.x; t//rx .x; t/ C
.x; t/x d.x; t/
C .rx d.x; t/ C .rx d.x; t//T /rx
.x; t/:
20 1 Introduction: Geomathematical Motivation

If the Lame constants and

are real constants that are not dependent on the spatial
variable x, then we are confronted with a homogeneous medium. If we, furthermore,
neglect the body forces f in the CauchyNavier equation, we obtain a simplified
version of this equation given by

@2
%.x/ d.x; t/ D . C
/rx .rx  d.x; t// C
x d.x; t/: (1.4.17)
@t 2
Moreover, when we treat equilibrium problems of an isotropic homogeneous elastic
body, i.e., time-independent problems, the field equations reduce to the Navier
equation (also called the CauchyNavier equation)

x d.x/ C . C
/ rx .rx  d.x// D 0; x 2 B3R : (1.4.18)

For a detailed treatment of the CauchyNavier equation and its polynomial solutions
(see Fig. 1.5) the reader is referred to Freeden and Michel (2004) and Freeden and
Schreiner (2009). In the theory of elasticity this equation plays the same role as the
Laplace equation in the theory of harmonic functions and it formally reduces to it
for
D 1; D  1.
The CauchyNavier equation admits the equivalent formulation

}x d.x/ D x d.x/ C rx .rx  d.x// D 0; x 2 B3R ; (1.4.19)

introducing the CauchyNavier operator }, where

1 C

D D ; D (1.4.20)
1  2
2. C
/

and is called Poissons ratio. Since

x d.x/ D rx .rx  d.x//  rx ^ .rx ^ d.x//; x 2 B3R ; (1.4.21)

we equivalently have

}x d.x/ D . C 2
/ rx .rx  d.x// 
rx ^ .rx ^ d.x//; x 2 B3R : (1.4.22)

Suppose now that d is a (sufficiently often differentiable) vector field satisfying the
Navier equation. Then, it follows that

0 D
rx  .}x d.x// D rx 
x d.x/ C rx  . C
/ rx .rx  d.x//
D
x .rx  d.x// C . C
/ x .rx  d.x//
D . C 2
/ x .rx  d.x//; (1.4.23)
1.4 Example: Elastic Field (CauchyNavier Equation) 21

1 1

0.5 0.5

0 0

0.5 0.5

0.5 1 0.5 1
0 0
0 0.5 0
0.5
1 1 1

Fig. 1.5 Illustration of a deformation (reference sphere (left) and deformed sphere (right))

0 D
rx ^ .}x d.x// D
x .rx ^ d.x// C . C
/ rx ^ .rx .rx  d.x///
D
x .rx ^ d.x//; (1.4.24)
0 D
x .}x d / D
x .x d.x// C . C
/ rx .x .rx  d.x///
D
x .x d.x// ; (1.4.25)

where (1.4.25) follows from (1.4.23). Summarizing our results, we obtain for a
sufficiently often differentiable field d W B3R ! R3 satisfying }x d.x/ D 0 for
x 2 B3R :

x .rx  d.x// D 0; x 2 B3R ; (1.4.26)

x .rx ^ d.x// D 0; x 2 B3R ; (1.4.27)
x .x d.x// D 0; x 2 B3R : (1.4.28)

In other words, our considerations have led to the conclusions that the displacement
field d is biharmonic as well as that its divergence and curl are harmonic. This shows
a deep relation between linear elasticity and potential theory. Moreover, it should be
noted that, according to the invariance of the differential operators r;  with respect
to orthogonal transformations, we are able to derive that }d D 0 is equivalent
to }.tT d.t/ D 0 for all orthogonal transformations t if d is twice continuously
differentiable on B3R . In our approach, for the CauchyNavier equation on B3R , we
propose vector-valued polynomials that solve the equation system (see Sect. 5.10).
Our interest is to establish a connection to the vector spherical harmonics. For
further details on the mathematical treatment of (linear) elasticity we refer to, e.g.,
Ciarlet (1994), Gurtin (1972), Kupradze (1965), Lai et al. (2010), and Marsden and
Hughes (1994).
 Part I
Auxiliary Functions
Chapter 2
The Gamma Function

In what follows, we introduce the classical Gamma function in Sect. 2.1. It is

essentially understood to be a generalized factorial. However, there are many further
applications, e.g., as part of probability distributions (see, e.g., Evans et al. 2000).
The main properties of the Gamma function are explained in this chapter (for
a more detailed discussion the reader is referred to, e.g., Artin (1964), Lebedev
(1973), Muller (1998), Nielsen (1906), and Whittaker and Watson (1948) and
the references therein). We briefly consider Eulers Beta function in Sect. 2.2 and
use it to recursively compute the volume of the .q  1/-dimensional unit sphere
Sq1  Rq . As outstanding property of the Gamma function the Stirling formula is
verified in Sect. 2.3. It leads us to the so-called duplication formula (Lemma 2.3.3)
which will simplify a lot of calculations in later chapters. The extension of the
Gamma function to complex values is studied in Sect. 2.4. In doing so, we introduce
Pochhammers factorial and Eulers constant  . Moreover, we establish product
representations for the Gamma function as well as for trigonometric functions. In
Sect. 2.5 the incomplete Gamma and Beta functions are briefly presented in form of
some exercises and their relation to probability distributions is indicated.

2.1 Definition and Functional Equation

For real values x > 0, we consider the integrals

Z 1
et t x1 dt; (2.1.1)
0

and
Z 1
et t x1 dt: (2.1.2)
1

W. Freeden and M. Gutting, Special Functions of Mathematical (Geo-)Physics, 25

Applied and Numerical Harmonic Analysis, DOI 10.1007/978-3-0348-0563-6 2,
Springer Basel 2013
26 2 The Gamma Function

In order to show the convergence of (2.1.1) we observe that 0 < et t x1  t x1
holds true for all t 2 .0; 1. Therefore, for " > 0 sufficiently small, we have
Z Z
1
t x1
1
t x 1 1 "x
e t dt  t x1
dt D D  : (2.1.3)
" " x " x x

Consequently, for all x > 0, the integral (2.1.1) is convergent. To assure the
convergence of (2.1.2) we observe that

1 1 n
et t x1 D P1 t x1  tn
t x1 D (2.1.4)
tk t nxC1
kD0 k n

for all n 2 N and t

1. This shows us that

Z Z A  
A A
1 t nCx n 1
et t x1 dt  n dt D n D  1
1 1 t nxC1 x  n 1 x  n Anx
(2.1.5)

provided that A is sufficiently large and n is chosen such that n

x C 1. Thus, the
integral (2.1.2) is convergent which we summarize in the following lemma.
Lemma 2.1.1. For all x > 0, the integral
Z 1
et t x1 dt (2.1.6)
0

is convergent.
Definition 2.1.2. The function x 7! .x/; x > 0, defined by
Z 1
.x/ D et t x1 dt (2.1.7)
0

is called the Gamma function (see Fig. 2.3 (right) for an illustration).
Obviously, we have the following properties:
(i) is positive
R 1 for all x > 0,
(ii) .1/ D 0 et dt D 1.
We can use integration by parts to obtain for x > 0:
Z Z
1 1 1
.x C 1/ D et t x dt D et t x 0  .et /xt x1 dt (2.1.8)
0 0
Z 1
Dx et t x1 dt D x .x/:
0
2.1 Definition and Functional Equation 27

Lemma 2.1.3. The Gamma function satisfies the functional equation

.x C 1/ D x .x/; x > 0: (2.1.9)

Moreover, by iteration for x > 0 and n 2 N;

Y
n
.x C n/ D .x C n  1/  : : :  .x C 1/x .x/ D .x C i  1/ .x/; (2.1.10)
i D1
n 
Y Y
n
.n C 1/ D i .1/ D i D n: (2.1.11)
i D1 i D1

In other words, the Gamma function can be interpreted as an extension of factorials.

Lemma 2.1.4. The Gamma function is differentiable for all x > 0 and we have
Z 1
0 .x/ D et ln.t/t x1 dt: (2.1.12)
0

Proof. For x > jhj > 0, we use the formula t y D eln.t /y , y > 0, t > 0:
Z 1 Z 1
t xCh1
.x C h/ D e t dt D et Cln.t /.xCh1/ dt: (2.1.13)
0 0

By Taylors formula we find 0 < # < 1 such that

Z 1
 
.x C h/  .x/ D et e ln.t / eln.t /.xCh/  eln.t /x dt (2.1.14)
0
Z 1  
D et e ln.t / h ln.t/t x C 12 h2 .ln.t//2 t xC#h dt
0
Z 1 Z 1
t
Dh e ln.t/t x1
dt C 1 2
2h et .ln.t//2 t xC#h1 dt:
0 0

This gives us the differentiability of if the second integral is bounded. Consider

the following estimate (we employ that .ln.t//2  t 2 for t
1 and that et  1 for
t 2 0; 1/
Z 1 Z 1 Z 1
et .ln.t//2 t xC#h1 dt D et .ln.t//2 t xC#h1 dt C et .ln.t//2 t xC#h1 dt
0 0 1
Z 1 Z 1
 .ln.t//2 t xC#h1 dt C et t 2 t xC#h1 dt
0 1
2
 .2 C x C #h/ C < 1: (2.1.15)
.x C #h/3

This provides us with the desired result. t

u
28 2 The Gamma Function

An analogous proof can be given to show that is infinitely often differentiable for
all x > 0 and Z 1
.k/ .x/ D et .ln.t//k t x1 dt; k 2 N: (2.1.16)
0
Lemma 2.1.5 (Gau Expression of the Second Logarithmic Derivative). For
x > 0,  0 2
.x/ < .x/ 00 .x/: (2.1.17)
Equivalently, we have
 2  2
d 00 .x/ 0 .x/
ln. .x// D  > 0; (2.1.18)
dx .x/ .x/

i.e., x 7! ln. .x//, x > 0, is a convex function or is logarithmic convex.

Proof. We start with
Z 1 2
 2
0 .x/ D et ln.t/t x1 dt
0
Z 1 2
 2t x1
 2t x1
D e t 2 ln.t/e t 2 dt : (2.1.19)
0

The CauchySchwarz inequality yields (note that equality cannot occur since the
two functions are linearly independent):
Z 1  2 Z 1  t x1 2
 2 t x1
0 .x/ < e 2 t 2 dt e 2 t 2 ln.t/ dt
0 0
Z 1 Z 1
D et t x1 dt et t x1 .ln.t//2 dt D .x/ 00 .x/: (2.1.20)
0 0

Moreover, we find with the help of (2.1.20) that

d2 d 0 .x/ 00 .x/ .x/  . 0 .x//2

ln. .x// D D > 0; (2.1.21)
dx 2 dx .x/ . .x//2

which yields (2.1.18). t

u
Note that ln. .// is convex, i.e., for t 2 0; 1

ln . .tx C .1  t/y//  t ln. .x// C .1  t/ ln. .y//

   
D ln t .x/ C ln 1t .y/
 
D ln t .x/  1t .y/ (2.1.22)

which is equivalent to .tx C .1  t/y/  t .x/  1t .y/ with x; y > 0.

2.2 Eulers Beta Function 29

Fig. 2.1 The illustration of the coordinate transformation relating the Beta and the Gamma
functions

2.2 Eulers Beta Function

Next, we notice that for x; y > 0; the integral

Z 1
t x1 .1  t/y1 dt (2.2.1)
0

is convergent.
Definition 2.2.1. The function .x; y/ 7! B.x; y/, x; y > 0, defined by
Z 1
B.x; y/ D t x1 .1  t/y1 dt (2.2.2)
0

is called the Euler Beta function.

For x; y > 0, we see that
Z 1 Z 1 Z 1 Z 1
.x/ .y/ D et t x1 dt es s y1 ds D e.t Cs/ t x1 s y1 dt ds:
0 0 0 0
(2.2.3)
Note that the transition from one-dimensional to two-dimensional integrals is
permitted by Fubinis theorem. We make a coordinate transformation (see Fig. 2.1)
as follows:
t D u.1  v/; 0  u < 1; (2.2.4)
s D uv; 0  v  1: (2.2.5)

It is not difficult to verify that the functional determinant of the coordinate

transformation is given by

@.t; s/ 1  v u
D D u.1  v/ C uv D u
0: (2.2.6)
@.u; v/ v u
30 2 The Gamma Function

Thus, we find
Z 1 Z 1 Z 1 Z 1
e.t Cs/ t x1 s y1 dt ds D eu .u.1  v//x1 .uv/y1 u du dv
0 0 0 0
Z 1 Z 1
D eu uxCy2 .1  v/x1 vy1 u du dv
0 0
Z 1 Z 1
D eu uxCy1 du vy1 .1  v/x1 dv:
0 0
(2.2.7)

This leads us to the following theorem:

Theorem 2.2.2. For x; y > 0,

.x/ .y/
B.x; y/ D : (2.2.8)
.x C y/

In particular,
  Z 1 Z 1
1 1 1 1 1
B ; D t  2 .1  t/ 2 dt D 2 .1  u2 / 2 du (2.2.9)
2 2 0 0

D 2 arcsin.1/ D 2 D :
2
Therefore, we have
 
2 12
D : (2.2.10)
.1/
This shows that
  Z 1
1 p 1
D D et t  2 dt: (2.2.11)
2 0

Other types of integrals can be derived from

Z 1 Z 1  
t 1
uDt u 1 1 1
e dt D e u 1 du D ; > 0: (2.2.12)
0 0

Lemma 2.2.3. For > 0,

Z 1  
t C1
e dt D : (2.2.13)
0
2.2 Eulers Beta Function 31

In particular, Lemma 2.2.3 yields for D 2

Z 1     p
3 1 1 
et dt D
2
D D : (2.2.14)
0 2 2 2 2

Moreover, we have
Z 1
1 x 
t x1 et dt D

; x; > 0; (2.2.15)
0

and
Z 1
1 x x 
t x1 et dt D
2
2 ; x; > 0: (2.2.16)
0 2 2
Within the notational framework of polar coordinates (see (6.1.17) and (6.1.18) for
details) we are now prepared to give the well-known calculation of the area kSq1 k
of the unit sphere Sq1 in Rq : By definition, we set kS0 k D 2. Clearly, S1 is the unit
circle in R2 , i.e., S1 D fx 2 R2 W jxj D 1g. Hence, its area is equal to

kS1 k D 2: (2.2.17)

Furthermore, S2 D fx 2 R3 W jxj D 1g is the unit sphere in R3 . Thus, its area is

known to be equal to
kS2 k D 4: (2.2.18)

We are interested in deriving the area of the sphere Sq1 in Rq .q > 3/:
Z
kS q1
kD dS.q1/ ..q/ /: (2.2.19)
Sq1

In terms of spherical coordinates (6.1.17) and (6.1.18) in Rq the surface element

dS.q1/ ./ of the sphere Sq1 in Rq admits the representation
  p 
dS.q1/ .q/ D dS.q2/ 1  t 2 .q1/ dt (2.2.20)
p 
C .1/q1 t dV.q1/ 1  t 2 .q1/ :

Now, we notice that

p  q3  
dV.q1/ 1  t 2 .q1/ D t.1  t 2 / 2 dt dS.q2/ .q1/ (2.2.21)
q3  
D .1/q1 t.1  t 2 / 2 dS.q2/ .q1/ dt:
32 2 The Gamma Function

In addition, it is not difficult to see that

p  q1  
dS.q2/ 1  t 2 .q1/ D .1  t 2 / 2 dS.q2/ .q1/ : (2.2.22)

Combining our results we are led to the identity

 p 
dS.q1/ t "q C 1  t 2 .q1/ (2.2.23)
q3    
D .1  t 2 / 2 1  t 2 C t 2 dS.q2/ .q1/ dt;
p
where we have used the decomposition .q/ D t "q 1  t 2 .q1/ . Note that "1 ; : : : ; "q
is the canonical orthonormal system in Rq . In brief, we obtain
  q3  
dS.q1/ .q/ D .1  t 2 / 2 dS.q2/ .q1/ dt; (2.2.24)

such that
Z 1 Z
q3
kSq1 k D .1  t 2 / 2 dS.q2/ ..q1/ / dt (2.2.25)
1 Sq2
Z 1 q3
D kSq2 k .1  t 2 / 2 dt:
1

For the computation of the remaining integral it is helpful to use some facts known
from the Gamma function as well as Eulers Beta function. More explicitly,
Z 1 Z 1 Z 1
q3 q3 t 2 Dv 1 q3
.1  t /
2 2 dt D 2 .1  t / 2 2 dt D v 2 .1  v/ 2 dv (2.2.26)
1 0 0
1   p  
  q1
 q1
1 q1 2 2 2
DB ; D   D   :
2 2 q2 q2

By recursion we get the following lemma from (2.2.26):

Lemma 2.2.4. For q
2,
q
2
kS q1
k D 2 q : (2.2.27)
2

q1
The area of the sphere SR .y/ with center y 2 Rq and radius R > 0 is given by
q
q1 2
kSR .y/k D kSq1 k Rq1 D 2   Rq1 : (2.2.28)
q2
2.3 Stirlings Formula 33

q
Furthermore, using .q/ D x
jxj
, the volume of the ball BR .y/ with center y 2 Rq and
radius R > 0 is given by
Z Z R Z 
q
kBR .y/k D dV.q/ .x/ D dS.q1/ ..q/ / dr (2.2.29)
q q1
BR .y/ rD0 Sr .y/
q Z R q
2 2
D 2 q  r q1
dr D  q  Rq :
2 0 2 C1

2.3 Stirlings Formula

Next, we are interested in the behavior of the Gamma function for large positive
values x. This provides us with the so-called Stirlings formula, a result which we
apply to verify the helpful duplication formula and to extend the Gamma function
in Sect. 2.4.
Theorem 2.3.1 (Stirlings Formula). For x > 0,
r

p .x/ 2
2x x1=2 ex  1  x : (2.3.1)

Proof. Regard x as fixed and substitute

dt
t D x.1 C s/; 1  s < 1; Dx (2.3.2)
ds
in the defining integral of the Gamma function. We obtain
Z 1 Z 1
.x/ D et t x1 dt D exxs x x1 .1 C s/x1 x ds (2.3.3)
0 1
Z 1
x x
Dx e .1 C s/x1 exs ds D x x ex I.x/:
1

Our aim is to verify that I.x/ satisfies

r

2 2
I.x/   : (2.3.4)
x x

such that

.x/ r 2 2

r

.x/ 2
x x   ; i:e:; p  1  : (2.3.5)
x e x x x x1=2 e x 2 x
34 2 The Gamma Function

3
1 0 1 2 3 4 5 6

Fig. 2.2 The functions s 7! u2 .s/ D s  ln.1 C s/ (blue) and u.s/ defined by (2.3.7) (red)

For that purpose we write

.1 C s/x exs D exp .x.s  ln.1 C s/// D exu

2 .s/
; (2.3.6)

where (cf. Fig. 2.2)

( 1
js  ln.1 C s/j 2 ; s 2 0; 1/;
u.s/ D 1 (2.3.7)
js  ln.1 C s/j 2 ; s 2 .1; 0/:

We set up the Taylor expansion of u2 for s 2 .1; 1/ at 0:

du2 d2 u2 s2
.0/s C
u2 .s/ D u2 .0/ C .#s/ (2.3.8)
ds ds 2 2
 
1 1 s2
D0C 1 sC ;
1C0 .1 C s#/2 2

where # 2 .0; 1/. Therefore,

s2 1
u2 .s/ D (2.3.9)
2 .1 C s#/2

with 0 < # < 1. We interpret # as a uniquely defined function of s, i.e., # W s 7!

#.s/; such that
2.3 Stirlings Formula 35

u.s/ 1 1
D p (2.3.10)
s 2 .1 C s#.s//
is a positive continuous function for s 2 .1; 1/ with the property
 
u.s/ 1 1 1 1 s#.s/

s  p2 D p2 1 C s#.s/  1 D p2 1 C s#.s/

s#.s/u.s/
D D j#.s/j  ju.s/j  ju.s/j: (2.3.11)
s

From u2 .s/ D s  ln.1 C s/ follows that

s
2u du D ds: (2.3.12)
1Cs

Obviously, s W u 7! s.u/; u 2 R, is of class C.1/ .R/ and thus,

Z 1 Z C1
u
.1 C s/x1 exs ds D 2 exu
2
I.x/ D du: (2.3.13)
1 1 s.u/

We are able to deduce that

p Z 1 xu2 Z 1 xu2 u p Z C1 xu2
I.x/  2 2 e du D 2 e du  2 e du
s.u/
0 1 1
Z 1  
u 1
D 2 exu du
2
p
1 s.u/ 2
Z 1
2 u 1
2 exu  p du
1 s.u/ 2
Z 1 Z 1
xu2
exu u du: (2.3.14)
2
2 e juj du D 4
1 0

Note that we can use the integral (2.2.16) with D x and x D 1;

Z 1 Z 1 p
1 
u11 exu du D exu du D x 1=2
2 2 1
2 2 D p ; (2.3.15)
0 0 2 x

as well as with D x and x D 2 in (2.2.16)

Z 1 Z 1
21 xu2 1
exu u du D x 1 .1/ D
2
u e du D 1
2 : (2.3.16)
0 0 2x
36 2 The Gamma Function

This yields:
r r
p 1 
I.x/  2 2 D I.x/  2  4 1 D 2 : (2.3.17)
2 x x 2x x

This leads to the desired result. t

u
Remark 2.3.2. Stirlings formula can be rewritten in the form

.x/
lim p D 1: (2.3.18)
x!1 2x x1=2 ex

An immediate application is the limit relation

.x C a/
lim D 1; a > 0: (2.3.19)
x!1 x a .x/

This can be seen from Stirlings formula by

.x C a/
lim p 1
D1 (2.3.20)
x!1 2.x C a/xCa 2 exa
due to the relation
1 1 1
.x C a/xCa 2 D x xCa 2 .1 C xa /xCa 2 (2.3.21)

and the limits

.1 C xa /x 1
lim D 1; lim .1 C xa /a 2 D 1: (2.3.22)
x!1 ea x!1

Next, we prove the so-called Legendre relation or duplication formula.

Lemma 2.3.3 (Duplication Formula). For x > 0 we have
x   
xC1 p
2 x1
D  .x/: (2.3.23)
2 2

Proof. We consider the function x 7! .x/; x > 0; defined by

2x1 . x2 / . xC1
2 /
.x/ D (2.3.24)
.x/

for x > 0. Setting x C 1 instead of x we find the following functional equation for
the numerator
    x  x C 1
xC1 x
2x C 1 D 2x1 x ; (2.3.25)
2 2 2 2
2.3 Stirlings Formula 37

such that the numerator satisfies the same functional equation as the denominator.
This means .x C 1/ D .x/; x > 0. By repetition we get for all n 2 N and x
fixed .x C n/ D .x/. We let n tend to 1. For the numerator of .x C n/ we
then find by use of the result in Remark 2.3.2, i.e., by using (2.3.19) twice, that

2xCn1 . xCn
2 / .
xCnC1
/
 n 2 D 1:
2
lim   x
n!1 xCn1 n 2 n xC1
(2.3.26)
2 2 .2/ 2 .2/

For the denominator we consider

.x C n/
lim
n!1 xCn1
 n  x2 n xC1  n 2
2 2 .2/ 2 .2/
.x C n/
D lim
n!1  n xC 12 2
. . n / /
2xCn1 2 . n2 /n1 en 2 . n /n12en 2
2

 2 !1
.x C n/ . n2 /
D lim  n nCx 12
n!1
2xCn en  . n2 /n1 en 2
2
 n 2 !1
.x C n/ .2/
D lim p 1 p n n1 n
n!1 2nnCx 2 en  . 2 / e 2
1
Dp ; (2.3.27)


since Stirlings formula yields that

. n2 /
lim D 1; (2.3.28)
n!1 p n 1 n
2. n2 / 2  2 e 2

i.e.,  n 2
.2/
lim D 1; (2.3.29)
n!1 2. n /n1 en
2
and by the same arguments as in Remark 2.3.2 (set a in (2.3.20) to x and x
in (2.3.20) to n) we find that

.x C n/
lim p 1
D 1: (2.3.30)
n!1 2nnCx 2 en

Therefore, we get for every x > 0 and all n 2 N;

p
.x/ D .x C n/ D lim .x C n/ D : (2.3.31)
n!1
38 2 The Gamma Function

A periodic function with this property must be constant. This proves the lemma. u
t
A generalization of the Legendre relation (duplication formula) is the Gau
multiplication formula that can be verified by analogous arguments.
Lemma 2.3.4. For x > 0 and n
2,

x    
xC1 xCn1 n1 p
 :::  nx D .2/ 2 n .x/ : (2.3.32)
n n n

2.4 Pochhammers Factorial

Thus far, the Gamma function is defined for positive values, i.e., x 2 R>0 . We are
interested in an extension of to the real line R (or even to the complex plane C)
if possible.
Definition 2.4.1. The so-called Pochhammer factorial .x/n with x 2 R and n 2 N
is defined by

Y
n
.x/n D x.x C 1/ : : : .x C n  1/ D .x C i  1/: (2.4.1)
i D1

For x > 0, it is clear that

.x C n/
.x/n D (2.4.2)
.x/
or
.x/n 1
D : (2.4.3)
.x C n/ .x/
The left-hand side is defined for x > n and gives the same value for all n 2 N
with n > x. We may use this relation to define .x/ 1
for all x 2 R, and we see that
this function vanishes for x D 0; 1; 2; : : : (see Fig. 2.3 (left)). We know that the
Gamma integral is absolutely convergent for x 2 C with Re.x/ > 0 and represents
a holomorphic function for all x 2 C with Re.x/ > 0. Moreover, the Pochhammer
factorial .x/n can be defined for all complex x. Because of (2.4.3) with n chosen
1
sufficiently large, we have a definition of .x/ for all x 2 C. This is summarized in
the following lemma.
Lemma 2.4.2. The -function is a meromorphic function that has simple poles in
0; 1; 2; : : : (see Fig. 2.3 (right)). The reciprocal x 7! .x/
1
is an entire analytic
function (see Fig. 2.3 (left) for an illustration).
2.4 Pochhammers Factorial 39

5 10

4 8
6
3
4
2 2
1 0

0 2
4
1
6
2 8
3 10
4 3 2 1 0 1 2 3 4 5 5 4 3 2 1 0 1 2 3 4 5

Fig. 2.3 The reciprocal of the Gamma function (left) and the Gamma function (right) on the real
line R

Lemma 2.4.3. For x 2 C,

1 Y
n1

D lim nx x 1 C xk : (2.4.4)
.x/ n!1
kD1

Proof. Because of (2.4.3) the identity

.x/n .n/ 1
D (2.4.5)
.n/ .x C n/ .x/

is valid for all x 2 C with Re.x/ > n. Furthermore it is easy to see that

.x/n .x C 1/.x C 2/ : : : .x C n  1/ Y
n1
x
Dx Dx 1C : (2.4.6)
.n/ 1  2 : : : .n  1/ k
kD1

Combining the two and multiplying with nx we find that

.x C n/ Y
n1
x
x
x
D n x 1C : (2.4.7)
n .n/ .x/ k
kD1

Now, we use (2.3.19) with x D n and a D x, i.e.,

.x C n/
lim D 1; x > 0; (2.4.8)
n!1 .n/nx

on the left-hand side and obtain for x > 0;

1 .x C n/ 1 Y
n1
x
x
D lim D lim n x 1 C ; (2.4.9)
.x/ n!1 nx .n/ .x/ n!1 k
kD1
40 2 The Gamma Function

which proves Lemma 2.4.3 for x > 0. To determine if this limit is also defined
for x  0 we consider once again s  ln.1 C s/ (cf. Fig. 2.2) with 1 < s < 1
from (2.3.9) in the proof of Theorem 2.3.1:

s2 1
0  s  ln.1 C s/ D ; # D #.s/ 2 .0; 1/: (2.4.10)
2 .1 C #s/2

Therefore, we can put s D 1

k and estimate the right-hand side with its maximum,
i.e., with # D 0:
 
0 1
k
 ln 1 C k1  1
2k 2
: (2.4.11)
n 
P  
This immediately proves that lim 1
k  ln 1 C k1 exists and is positive.
n!1 kD1
Moreover,

X
n
   X
n
1 
lim 1
k  ln 1 C k D lim
1
k  ln.k C 1/ C ln.k/
n!1 n!1
kD1 kD1
X
n 
D lim 1
k  ln.n C 1/ D ; (2.4.12)
n!1
kD1

where  denotes Eulers constant

 m1
X 
1
 D lim  ln m  0:577215665 : : : : (2.4.13)
m!1 k
kD1

Assume now that x 2 R. If k

2jxj, then
  x2
0 x
k  ln 1 C xk < k2
(2.4.14)

and

Y
n1  x Y 
n1
x  x x Y x n1
n1 Y x  x
1C D 1C ek e k D ej 1C e k: (2.4.15)
k k j D1
k
kD1 kD1 kD1

For k
k0 D b2jxjc, we obtain by multiplying (2.4.14) with 1 and applying the
exponential function to it:

  x 
x2
1
1 C xk e k > e k 2 ; (2.4.16)
2.4 Pochhammers Factorial 41

which shows that

Y
n1 1
Y
  x   x
lim 1C k e
x k D 1 C xk e k (2.4.17)
n!1
kD1 kD1

exists for all x. Furthermore,

Y
n1 x
 Xn1   Xn1 
ej D exp x 1
j D exp x j  x ln.n/ C x ln.n/
1

j D1 j D1 j D1

 Xn1 
D n exp x
x 1
j
 x ln.n/ ; (2.4.18)
j D1

where
 Xn1 
lim exp x 1
j  x ln.n/ D ex : (2.4.19)
n!1
j D1

Q
n1 
Therefore, lim nx x 1C x
k
exists for all x 2 R and it holds that
n!1 kD1

Y
n 1
Y
    x
lim nx x 1 C xk D xex 1 C xk e k ; (2.4.20)
n!1
kD1 kD1

where the infinite product is also convergent for all x 2 R. By similar arguments
these results can be extended for all x 2 C. t
u
The proof of Lemma 2.4.3 also shows us the following lemma.
Lemma 2.4.4. For x 2 C,
1 
1 Y x  x
D xe x
1C e k: (2.4.21)
.x/ k
kD1

Let us consider the expression

1
Q.x/ D .x/ .1  x/ sin.x/; (2.4.22)


which has no singularities and is holomorphic for all x 2 C. It is not difficult to

show that
42 2 The Gamma Function

1
Q.x/ D .1 C x/ .1  x/ sin.x/ (2.4.23)
x
1
D .x/ .2  x/ sin.x/: (2.4.24)
.1  x/

Obviously, by using (2.4.23) for x D 0 and (2.4.24) for x D 1, we obtain

sin.x/
Q.0/ D .1/ .1/ lim D 1; (2.4.25)
x!0 x
sin.x/
Q.1/ D .1/ .1/ lim D 1: (2.4.26)
x!1 .1  x/

In the interval 0; 1 the function Q is positive and twice continuously differentiable.

With the duplication formula (Lemma 2.3.3) we get
x   
xC1
Q Q D Q.x/; (2.4.27)
2 2

which is easily verified. Setting R.x/ D ln.Q.x//, we see that

x   
xC1
R CR D R.x/: (2.4.28)
2 2

By differentiation we obtain
 
1 00  x  1 00 xC1
R C R D R00 .x/: (2.4.29)
4 2 4 2

As the second order derivative R00 is continuous on the compact interval 0; 1, there
is a value  2 0; 1 such that

jR00 ./j
jR00 .x/j; x 2 0; 1: (2.4.30)

Therefore, we obtain from (2.4.29)

   
00 1 00  1 00  C 1 1 00
jR ./j  R C R  2 jR ./j; (2.4.31)
4 2 4 2

which implies jR00 ./j D 0, i.e., R00 .x/ D 0. From R.1/ D R.0/ D 0 we then deduce
R.x/ D 0. Therefore, Q.x/ D 1. This result can be written in the form

.x/ .1  x/ D : (2.4.32)
sin.x/
2.5 Exercises 43

It establishes an identity between the meromorphic functions ./, .1  /, and

.sin /1 . Altogether, we have
1 
Y 
1 1 x2
Dx 1 2 : (2.4.33)
.x/ .1  x/ k
kD1

In connection with (2.4.32) we obtain

Lemma 2.4.5. For x 2 C,
1 
Y 
x2
sin.x/ D x 1 2 : (2.4.34)
k
kD1

2.5 Exercises (Incomplete Gamma and Beta Function,

Applications in Statistics)

In this section the discussion of the so-called incomplete Gamma functions and
their relation to the error functions erf and erfc as well as the incomplete Beta
function is left to the reader in the form of some exercises. The results demonstrate
an immediate transition to probability distributions in statistics.

Incomplete Gamma Function

Definition 2.5.1. By definition, we let for x; a > 0;

Z 1
.a; x/ D et t a1 dt (2.5.1)
x

and Z x
.a; x/ D .a/  .a; x/ D et t a1 dt: (2.5.2)
0

The functions .; x/, .; x/ are called the incomplete Gamma functions related
to x.
Exercise 2.5.2. Prove that
Z 1
.a; x/ D x a ext t a1 dt; (2.5.3)
0
Z 1
a x
.a; x/ D x e ext dt: (2.5.4)
0
44 2 The Gamma Function

Exercise 2.5.3. Show that the so-called error functions

Z x
2
et dt;
2
erf.x/ D p (2.5.5)
 0
Z 1
2
et dt
2
erfc.x/ D 1  erf.x/ D p (2.5.6)
 x

admit the representations

1
erf.x/ D p . 21 ; x 2 /; (2.5.7)

1
erfc.x/ D p . 12 ; x 2 /: (2.5.8)


Exercise 2.5.4. Verify that

Xn
xm
.n C 1; x/ D nex ; (2.5.9)
mD0
m
!
Xn
xm
x
.n C 1; x/ D n 1  e (2.5.10)
mD0
m

hold true for all n 2 N0 .

Exercise 2.5.5. Prove the following recurrence relations

.a C 1; x/ D a.a; x/  x a ex ; (2.5.11)

a x
.a C 1; x/ D a .a; x/ C x e : (2.5.12)

Incomplete Beta Function

Definition 2.5.6. The function .x; y/ 7! B.x; y; / defined by

Z
B.x; y; / D t x1 .1  t/y1 dt (2.5.13)
0

is called incomplete Beta function relative to 2 .0; 1.

Exercise 2.5.7. Show that
B.x; y; /
I.x; y; / D (2.5.14)
B.x; y/
satisfies
2.5 Exercises 45

I.x; y; 1/ D 1; (2.5.15)
I.x; y; / D 1  I.y; x; 1  /: (2.5.16)

Exercise 2.5.8. Prove the recurrence relation

.x C y/I.x; y; / D xI.x C 1; y; / C yI.x; y C 1; /: (2.5.17)

Exercise 2.5.9. Verify the binomial expansion

!
X
n
n l
I.m; n C 1  m; / D .1  /nl ; n; m 2 N: (2.5.18)
l
lDm

As already announced, the incomplete Gamma and Beta functions possess a

variety of applications in probability theory and statistics, from which we mention
only two examples. We restrict ourselves to continuous random variables with non-
negative realizations.
Definition 2.5.10 (Gamma Distribution). A random variable X with density
distribution
(
0 ; if x  0;
F .x/ D p p1 x (2.5.19)
.p/ x e ; if x > 0;

is called a Gamma distribution with p > 0 and > 0.

Clearly, F .x/
0 for all x 2 R. An easy calculation gives
Z
F .x/ dx D 1: (2.5.20)
R

The probability density function of the Gamma distribution reads as follows:

Z x Z x Z x
p 1
x 7! F .t/ dt D t p1 et dt D t p1 et dt D .p; x/:
0 .p/ 0 .p/ 0
(2.5.21)
The Gamma distribution is widely used as a conjugate prior in Bayesian statistics
(for more details see, e.g., Papoulis and Pillai 2002).

Beta Distribution

The Beta distribution is a family of continuous probability distributions defined on

the interval .0; 1/ and parameterized by two positive values p and q.
46 2 The Gamma Function

Definition 2.5.11. A random variable X with density distribution

(
0 ; if x .0; 1/;
F .x/ D (2.5.22)
1
B.p;q/ x
p1
.1  x/ q1
; if x 2 .0; 1/;

is called a Beta distribution with p; q > 0.

The probability density function of the Beta distribution reads as follows:
Z x Z x
1 B.p; q; x/
x 7! F .t/ dt D t p1 .1  t/q1 dt D (2.5.23)
0 B.p; q/ 0 B.p; q/

for x 2 .0; 1/. The expectation value and the variance of a Beta distributed random
variable X corresponding to the parameters p and q are given by
p

D E.X / D ; (2.5.24)
pCq
pq
Var.X / D E.X 
2 / D : (2.5.25)
.p C q/2 .p C q C 1/

Beta distributions are often used in Bayesian inference, since Beta distributions
provide a family of conjugate prior distributions for binomial distributions (more
details can be found, e.g., in van der Waerden 1969).
Chapter 3
Orthogonal Polynomials

In this chapter, we introduce polynomial function systems that are orthogonal

with respect to a scalar product characterized by a measure d . We start with
some very general results from Fourier analysis (see, e.g., Davis 1963; Reed and
Simon 1972; Rudin 1991; Yoshida 1980), before we begin to specifically consider
polynomials. As means of normalization we deal with monic polynomials, i.e.,
polynomials whose leading coefficient is equal to 1, and consider their properties
(symmetry, zeros, best approximation) in Sect. 3.1. This enables us to find a
three-term recurrence whose coefficients yield matrices that possess the zeros of
the monic orthogonal polynomials as eigenvalues. Finally, the ChristoffelDarboux
formula is included. In Sect. 3.2 we deal with one highly important application of
orthogonal polynomials, namely quadrature rules, in particular Gau quadratures.
For more on the general orthogonal polynomials, in particular on computational
techniques, we refer to Gautschi (2004) and the references therein. Starting with the
Jacobi polynomials in Sect. 3.3, we concentrate on classical orthogonal polynomials
which possess additional properties such as a defining differential equation and
Rodrigues representation. We also investigate their relation to the hypergeometric
function. In Sect. 3.4 we restrict ourselves to the ultraspherical (or Gegenbauer)
polynomials which are a particular type of Jacobi polynomials. Later on, they are
of special interest in geomathematics. They form the coefficients of the power
series of their generating function and we establish a set of recurrence relations
for the ultraspherical polynomials and their derivatives. Moreover, we provide their
connection with the Legendre polynomials of dimension q (see, e.g., Freeden
2011; Muller 1998) which will be of great importance in Chap. 6. In Sect. 3.5,
we develop the application of Legendre polynomials in electrostatics, briefly
introduce Hermite polynomials in Sect. 3.6 as well as Laguerre polynomials in
Sect. 3.7. We also give examples for their application and significance in physics.
Finally, some exercises deal with error estimates for Gaussian integration, stable
evaluation algorithms for Legendre series, and error estimates for kernel expansions
in Sect. 3.8. For further details on classical orthogonal polynomials the reader is

W. Freeden and M. Gutting, Special Functions of Mathematical (Geo-)Physics, 47

Applied and Numerical Harmonic Analysis, DOI 10.1007/978-3-0348-0563-6 3,
Springer Basel 2013
48 3 Orthogonal Polynomials

referred to, e.g., Abramowitz and Stegun (1972), Lebedev (1973), Magnus et al.
(1966), Sneddon (1980), and Szego (1967).
We consider weighted Hilbert spaces of square-integrable functions on intervals
in R. In general, these spaces are denoted by L2 .a; b/, where a; b can also
be 1; 1, respectively. They possess the scalar product, for F; G 2 L2 .a; b/,
Z b
hF; Gid D F .x/G.x/ d .x/: (3.0.1)
a

is a nondecreasing function on R which has finite limits as x ! 1 and whose

induced positive measure d has finite moments of all orders, i.e.,
Z

r D
r .d / D x r d .x/ < 1 (3.0.2)
R

for r 2 N0 with
0 > 0. If is absolutely continuous, the scalar product becomes
Z b
hF; Gid D F .x/G.x/w.x/ dx: (3.0.3)
a

Here w is a non-negative function which is Lebesgue-measurable and for which

Rb
a w.x/ dx > 0. It is called a weight function.

Definition 3.0.1. Two functions F; G 2 L2 .a; b/ are orthogonal if hF; Gid D 0.

If additionally kF kd D kGkd D 1, they are called orthonormal.
Example 3.0.2. The trigonometric functions Fn .x/ D cos.nx/, n 2 N0 , form
a system of orthogonal functions on the interval .0; / with the weight function
w.x/ D 1 since Z 
cos.mx/ cos.nx/ dx D 0 (3.0.4)
0

for n m.
Definition 3.0.3. Let fxk gk2N0 be a given orthonormal set (either finite or infinite).
To an arbitrary real-valued function F let there correspond the formal Fourier
expansion
X1
F .x/  Fk xk .x/ (3.0.5)
kD0

with the coefficients Fk defined by

Z b
Fk D hF; xk id D F .x/xk .x/ d .x/; k 2 N0 : (3.0.6)
a

These coefficients are called Fourier coefficients of F with respect to the given
orthonormal system.
3 Orthogonal Polynomials 49

Theorem 3.0.4. Let xk , Fk be as before with F 2 L2 .a; b/. Let l

0 be a fixed
integer and ak 2 R, k D 0; : : : ; l. The integral

Z b  X
l 2
F .x/  ak xk d .x/ (3.0.7)
a kD0

becomes minimal if and only if ak D Fk for k D 0; : : : ; l.

P
Proof. We consider the integral in question with G D lkD0 ak xk :

kF  Gk2d D hF; F id  2Re.hF; Gid / C hG; Gid (3.0.8)

X
l  X
l
D kF k2d  2Re ak hF; xk id C ak aj hxk ; xj id

kD0 k;j D0
k;j
X
l X
l 
D kF k2d C jak j2  2Re ak Fk
kD0 kD0

X
l X
l
D kF k2d  jFk j2 C jak  Fk j2
kD0 kD0

which is minimal if and only if ak D Fk for all k D 0; : : : ; l. Therefore, the truncated

Fourier series is the best approximating element. t
u
Remark 3.0.5. We also find Bessels equality for F , Fk , and xk as in Theorem 3.0.4:

 X
l 2 X
l
 
F  Fk xk  D kF k2d  jFk j2 (3.0.9)
d
kD0 kD0

and Bessels inequality (the left-hand side in (3.0.9) is non-negative):

X
l
jFk j2  kF k2d : (3.0.10)
kD0

Lemma 3.0.6. For F , Fk , and xk as in Theorem 3.0.4 the Fourier series

X
Fk xk (3.0.11)
k2N0

converges in the L2 -norm (in the L2 -sense) to an L2 -function S and .F  S /?xk

for all k 2 N0 .
50 3 Orthogonal Polynomials

Proof. For n
m we have

Xn 2 X
n X
n
 
 Fk xk  D kFk xk k2d D jFk j2 (3.0.12)
d
kDm kDm kDm

P xk .
due to the Theorem of Pythagoras and the orthonormality of the functions
Bessels inequality (3.0.10) gives us the convergence of the series k2N0 jFk j2 .
Thus, for all " > 0 there exists an m 2 N, such that for n
m;

X
n
jFk j2 < ": (3.0.13)
kDm

Therefore, the sequence fSn gn with

X
n
Sn D Fk xk (3.0.14)
kD0

is a Cauchy sequence with respect to the L2 -norm. Since L2 .a; b/ is complete,

there exists S 2 L2 .a; b/ which is the limit of this sequence, i.e.,
X
S D lim Sn D Fk xk (3.0.15)
n!1
k2N0

in the sense of L2 .a; b/.

It remains to show the orthogonality of S  F : If j 2 f0; : : : ; lg, then
DX E X
hS  F; xj id D Fk xk ; xj  hF; xj id D Fk hxk ; xj id Fj D 0;
d
k2N0 k2N0
k;j
(3.0.16)
since for Fn ! F , Gn ! G we have hFn ; Gn id ! hF; Gid . t
u
Now, we only have to show completeness of the system fxk gk . Then, F  S D 0 (in
the L2 -sense), i.e., the limit of the Fourier series is the function F . Therefore, we
consider properties of Fourier series in a general inner product space.
Theorem 3.0.7. Let fxk gk2N  X be a sequence of orthonormal elements of the
inner product space X . Consider the following statements:
(A) The elements xk are closed in X , i.e., for any element x 2 X and for all " > 0
there exist an n 2 N and coefficients a1 ; : : : ; an 2 K such that

 X
n 
 
x  ak xk   ": (3.0.17)
X
kD1
3 Orthogonal Polynomials 51

(B) The Fourier series of any y 2 X converges to y (in the norm of X ), i.e.,

 X
n 
 
lim y  hy; xk iX xk  D 0: (3.0.18)
n!1 X
kD1

(C) Parsevals identity holds, i.e., for all y 2 X ,

1
X
kyk2X D hy; yiX D jhy; xk iX j2 : (3.0.19)
kD1

(D) The extended Parseval identity holds, i.e., for all x; y 2 X ,

1
X
hx; yiX D hx; xk iX hxk ; yiX : (3.0.20)
kD1

(E) There is no strictly larger orthonormal system containing the set fxk gk2N .
(F) fxk gk2N is complete, i.e., if y 2 X and hy; xk iX D 0 for all k 2 N, then y D 0.
(G) An element of X is determined uniquely by its Fourier coefficients, i.e., if
hx; xk iX D hy; xk iX for all k 2 N, then x D y.
Then, it holds that

.A/ .B/ .C / .D/ H) .E/ .F / .G/: (3.0.21)

If X is a complete inner product space, then also .E/ H) .D/ and all statements
are equivalent.
Proof. Assume (A). Due to the minimizing property of the truncated Fourier series
(see Theorem 3.0.4 which holds for any orthonormal system fxk gk )

 X
n   X
n 
   
y  hy; xk iX xk   y  ak xk   "; (3.0.22)
X X
kD1 kD1

where the last estimate is provided by .A/. If on the other hand .B/ holds, we
can approximate any y by its truncated Fourier series which shows closure. Thus,
.A/ .B/.
By orthogonality,

D X
n X
n E X
n
x hx; xk iX xk ; y  hy; xk iX xk D hx; yiX  hx; xk iX hxk ; yiX :
X
kD1 kD1 kD1
(3.0.23)
52 3 Orthogonal Polynomials

Using the Schwarz inequality,

X
n  X
n   X
n 
   
hx; yiX  hx; xk iX hxk ; yiX  x  hx; xk iX xk   y  hy; xk iX xk  :
X X
kD1 kD1 kD1
(3.0.24)
If .B/ holds, the right-hand members both tend to 0, hence .B/ H) .D/.
Selecting x D y in .D/ shows .C /, i.e., .D/ H) .C /.
Since
 X
n 2 X
n
  2
0  y  hy; xk iX xk  D kykX  jhy; xk iX j2 ; (3.0.25)
X
kD1 kD1

we see .C / H) .B/ and thus, .A/ .B/ .C / .D/.

Now, assume .A/ and suppose that fxk gk2N [fwg, w xk , is also an orthonormal
system. This system is also closed in X . Since .A/ H) .C /
1
X 1
X
kwk2X D jhw; xk iX j2 C jhw; wiX j2 ; and kwk2X D jhw; xk iX j2 :
kD1 kD1
(3.0.26)
Thus, hw; wiX D 0 which contradicts kwkX D 1. This means that .A/ H) .E/.
Suppose there is a 0 y 2 X , such that hy; xk iX D 0 for all k. Then, the set
fxk gk2N [ fy= kykX g would be a strictly larger orthonormal system thanfxk gk2N .
Therefore, .E/ .F /.
Suppose that hw; xk iX D hy; xk iX , k 2 N. Then, hw  y; xk iX D 0, k 2 N.
Assuming .F /, w  y D 0 and .F / H) .G/.
If .F / were false, we could find z 0 with hz; xk iX D 0, k 2 N. For any y,
hy; xk iX D hy Cz; xk iX , k 2 N. So y and y Cz would be two distinct elements with
the same Fourier coefficients. Thus, .G/ would be false and we obtain .G/ H) .F /.
This completes the chain of implications (3.0.21).
Assume now that additionally X is complete. We want to show .G/ H) .B/
which is the missing implication.
Let w 2 X and consider

X
n
Sn D hw; xk iX xk : (3.0.27)
kD1

For n > m, we find that

X
n
kSn  Sm k2X D jhw; xk iX j2 : (3.0.28)
kDmC1
3 Orthogonal Polynomials 53

Bessels inequality gives us

1
X
jhw; xk iX j2 < 1: (3.0.29)
kD1

Thus, for a given " > 0, we can find an N."/ such that the right-hand side of (3.0.28)
is less than " for all m; n
N."/. Thus, fSn gn is a Cauchy sequence and since X is
complete, it converges to an element S 2 X .
If l be fixed and n
l, then

hS  Sn ; xl iX D hS; xl iX  hSn; xl iX D hS; xl iX  hw; xl iX (3.0.30)

and by the Schwarz inequality

jhS; xl iX  hw; xl iX j D jhS  Sn ; xl iX j  kS  Sn kX kxl kX D kS  Sn kX :

(3.0.31)
Together with the convergence of Sn to S this gives us

hS; xl iX D hw; xl iX for l 2 N: (3.0.32)

By .G/, this implies that S D w, such that the convergence reads

 X
n 
 
lim w  hw; xk iX xk  D 0: (3.0.33)
n!1 X
kD1

This is precisely .B/. t

u
From here on, we consider polynomials. At first, we have to investigate the positive
definiteness of the inner product on the space of polynomials.
Definition 3.0.8. The space of real polynomials up to degree n is denoted by n .
The space of real polynomials of all degrees is , n  for all n 2 N0 . For
P; Q 2 we use the scalar product
Z
hP; Qid D P .x/Q.x/ d .x/ (3.0.34)
R

and the induced norm.

Note that these integrals exist by definition of (finite moments).
Definition 3.0.9. The scalar product (3.0.34) is called positive definite on the space
of all polynomials if kP kd > 0 for all P 2 , P 6 0. It is called positive
definite on the space n (polynomials of degree less than or equal to n) if kP kd > 0
for all P 2 n , P 6 0.
54 3 Orthogonal Polynomials

Theorem 3.0.10. The scalar product (3.0.34) is positive definite on the space if
and only if for the corresponding moments
r (see (3.0.2)),


0
1   
k1


1
2   
k

det Mk D : :: :: > 0; k 2 N: (3.0.35)
:: : :



k1
k   
2k2

It is positive definite on the space n if and only if det Mk > 0 for k D

1; 2; : : : ; n C 1.
P
n
Proof. At first, we treat the case of n . Let P 2 n , i.e., P .x/ D ck x k .
kD0

X
n Z X
n
kP k2d D ck cl x kCl d .x/ D ck cl
kCl D c T MnC1 c; (3.0.36)
k;lD0 R k;lD0

where c D c0 ; c1 ; : : : ; cn T 2 RnC1 . Therefore, positive definiteness on n is

equivalent to positive definiteness of the matrix MnC1 , i.e.,

det Mk > 0 for k D 1; 2; : : : ; n C 1: (3.0.37)

Taking n to infinity yields the result for . t

u
Definition 3.0.11. Polynomials whose leading coefficient is 1, i.e., Pk .x/ D
x k C : : : with k 2 N0 , are called monic polynomials. The set of monic polynomials
of degree n is denoted by n .
Monic real polynomials Pk , k 2 N0 , are called monic orthogonal polynomials
with respect to the measure d if

hPk ; Pl id D 0 for k l; k; l 2 N0 and kPk kd > 0 for k 2 N0 : (3.0.38)

Normalization yields the orthonormal polynomials PQk .x/ D Pk .x/= kPk kd .

Lemma 3.0.12. Let fPk gkD0;1;:::;n be monic orthogonal polynomials. If Q 2 n
satisfies hQ; Pk id D 0 for k D 0; 1; : : : ; n, then Q  0.
P
n
Proof. We write Q as Q.x/ D ai x i . Then,
i D0

X
n
0 D hQ; Pn id D ai hx i ; Pn id (3.0.39)
i D0
3 Orthogonal Polynomials 55

and x i can be written as Pi .x/ C Ri 1 .x/ with Ri 1 2 i 1 : Thus

hx i ; Pn id D hPi ; Pn id C hRi 1 ; Pn id D i;n hPn ; Pn id ; (3.0.40)

since Ri 1 can be written as a linear combination of monic orthogonal polynomials

whose degree is i 1. Thus, they are orthogonal to Pn and so is Ri 1 . This gives us
0 D hQ; Pn id D an hPn ; Pn id . Since hPn ; Pn id > 0, we obtain an D 0. Similarly,
we can show that an1 D 0, an2 D 0; : : : ; a0 D 0. t
u
Lemma 3.0.13. A set P0 ; : : : ; Pn of monic orthogonal polynomials is linearly
independent. Moreover,
P any polynomial P 2 n can be uniquely represented in
the form P D nkD0 ck Pk for some real coefficients ck , i.e., P0 ; : : : ; Pn is a basis
of n .
P
Proof. If nkD0 k Pk  0, taking the scalar product on both sides of the equation
with Pj , j D 0; : : : ; n, yields that j D 0. This gives us linear P
independence.
If we take the scalar product with Pj on both sides of P D nkD0 ck Pk , we find
that

X
n
hP; Pj id D ck hPk ; Pj id D cj hPj ; Pj id ; j D 0; : : : ; n: (3.0.41)
kD0

P
The difference P  nkD0 ck Pk is orthogonal to P0 ; : : : ; Pn and by Lemma 3.0.12
has to be the zero polynomial. t
u
Theorem 3.0.14. If the scalar product h; id is positive definite on , there exists
a unique infinite sequence fPk gk2N0 of monic orthogonal polynomials.
Proof. The polynomials Pk can be constructed by applying Gram-Schmidt orthog-
onalization to the sequence of powers fEk gk2N0 , where Ek .x/ D x k . Therefore, we
choose P0 D 1 and for k 2 N we use the recursion

X
k1
hEk ; Pl id
Pk D Ek  cl Pl ; cl D : (3.0.42)
hPl ; Pl id
lD0

Since the scalar product is positive definite, hPl ; Pl id > 0. Thus, the monic
polynomial Pk is uniquely defined and by construction orthogonal to all Pj , j < k.
t
u
The prerequisites of Theorem 3.0.14 are fulfilled if has many points of increase,
i.e., points t0 such that .t0 C "/ > .t0  "/ for all " > 0. The set of all points
of increase of is called support of the measure d , its convex hull is the support
interval of d .
Theorem 3.0.15. If the scalar product h; id is positive definite on n , but not on
m for all m > n, there exist only n C 1 orthogonal polynomials P0 ; : : : ; Pn .
56 3 Orthogonal Polynomials

Proof. We apply GramSchmidt orthogonalization, i.e., (with Ek .x/ D x k )

X
k1
hEk ; Pl id
Pk D Ek  Pl ; k 2 N0 ; (3.0.43)
hPl ; Pl id
lD0

as long as hPl ; Pl id > 0, i.e., for k  n C 1. In the end we obtain PnC1 which is
orthogonal to Pj for all j  n and all Pj , j D 0; : : : ; n, are orthogonal polynomials
with positive norm. We now show that kPnC1 kd D 0.
Since by assumption h; id is not positive definite on nC1 , there exists a monic
polynomial w 2 nC1 with kwkd D 0. Moreover, deg.w  PnC1 /  n and thus,

X
n
w D PnC1 C aj Pj (3.0.44)
j D0

with coefficients aj 2 R. Since

X
n
 2
0 D kwk2d D kPnC1 k2d C aj2 Pj d (3.0.45)
j D0
 
and Pj d > 0, we find that aj D 0, j D 0; : : : ; n, and kPnC1 kd D 0. Hence,
PnC1 is not an orthogonal polynomial. t
u
Theorem 3.0.16. If the moments of d exist only for r D 0; 1; : : : ; r0 , there exist
only n C 1 orthogonal polynomials P0 ; : : : ; Pn , where n D br0 =2c.
Proof. The GramSchmidt procedure can be performed as long as the scalar
products in (3.0.42), in particular hPk ; Pk id , exist. This is the case as long as
2k  r0 , i.e., k  n D br0 =2c. t
u

3.1 Properties of Orthogonal Polynomials

For this section we assume that the measure d is a positive measure on R which
possesses an infinite number of points of increase and finite moments of all orders.
Definition 3.1.1. An absolutely continuous measure d .x/ D w.x/dx is symmetric
(with respect to the origin) if its support interval is a; a with 0 < a  1 and
w.x/ D w.x/ for all x 2 R.
Remark 3.1.2. Note that if no confusion is likely to arise, we skip the subscript d
for norms and scalar products and we just use the notation L2 .a; b/ for the spaces.
Theorem 3.1.3. If d is symmetric, then

Pk .x/ D .1/k Pk .x/; k 2 N0 : (3.1.1)

3.1 Properties of Orthogonal Polynomials 57

Thus, Pk is either an even or an odd polynomial depending on the degree k.

Proof. Set POk .x/ D .1/k Pk .x/. We compute for k l;
Z
hPOk ; POl id D .1/kCl Pk .x/Pl .x/ d .x/ D .1/kCl hPk ; Pl id D 0:
R
(3.1.2)
Since all POk are monic, POk .x/ D Pk .x/ by the uniqueness of monic orthogonal
polynomials. t
u
Theorem 3.1.4. If d is symmetric on a; a, 0 < a  1, and the polynomials
PkC and Pk are related to the monic orthogonal polynomials with respect to d
such that
P2k .x/ D PkC .x 2 /; P2kC1 .x/ D xPk .x 2 /; (3.1.3)
then fPk g are the monic orthogonal polynomials with respect to the measure

1 1 1 1
d C .x/ D x  2 w.x 2 / dx or d  .x/ D x C 2 w.x 2 / dx; (3.1.4)

respectively, on 0; a2 .
Proof. We restrict ourselves to the proof for PkC , the other case follows analogously.
Obviously, the polynomials PkC are monic. By symmetry it holds that
Z a
0 D hP2k ; P2l id D 2 P2k .x/P2l .x/w.x/ dx (3.1.5)
0

for k l. Therefore, we obtain for k l

Z a Z a2 1 1
0D2 PkC .x 2 /PlC .x 2 /w.x/ dx D PkC .t/PlC .t/t  2 w.t 2 / dt; (3.1.6)
0 0

where the substitution t D x 2 has been used. t

u
Theorem 3.1.5. All zeros of Pk , k 2 N, are real, simple, and located in the interior
of the support interval a; b of d .
R
Proof. Since R Pk .x/ d .x/ D 0 for k
1, there must exist at least one point
in the interior of a; b at which Pk changes sign. Let x1 ; x2 ; : : : ; xn , n  k, be all
these points. If we had n < k, then due to orthogonality
Z Y
n
Pk .x/ .x  xj / d .x/ D 0; (3.1.7)
R j D1

which is impossible since the integrand does no longer change sign. Therefore, we
obtain that n D k. t
u
58 3 Orthogonal Polynomials

Theorem 3.1.6. The zeros of PkC1 alternate with those of Pk , i.e.,

.kC1/ .k/ .kC1/ .k/ .k/ .kC1/

xkC1 < xk < xk < xk1 <    < x1 < x1 ; (3.1.8)

.kC1/ .k/
where xj , xi are the zeros of PkC1 and Pk , respectively, in descending order.
Proof. See Remark 3.1.21. The proof uses the ChristoffelDarboux formula, i.e.,
Theorem 3.1.19. t
u
Theorem 3.1.7. In any open interval .c; d / in which d  0 there can be at most
one zero of Pk .
.k/
Proof. We perform a proof by contradiction. Suppose there are two zeros xi
.k/ .k/
xj in .c; d /. Let all the other zeros (within .c; d / or not) be denoted by xn . Then,
Z Y
Pk .x/ .x  xn.k/ / d .x/
R
ni;j
Z Y .k/ .k/
D .x  xn.k/ /2 .x  xj /.x  xi / d .x/ > 0; (3.1.9)
R
ni;j

since the integrand is non-negative outside of .c; d /. This is a contradiction to the

Q .k/
orthogonality of Pk to polynomials of lower degree such as .x  xn /. t
u
ni;j

Theorem 3.1.8. For any monic polynomial P 2 n we have

Z Z
P .x/ d .x/

2
Pn2 .x/ d .x/; (3.1.10)
R R

where equality is achieved only for P D Pn . In other words, Pn minimizes the

integral on the left-hand side of (3.1.10) over all P 2 n , i.e.,
Z Z
min P 2 .x/ d .x/ D Pn2 .x/ d .x/: (3.1.11)
P 2n R R

Proof. Due to Lemma 3.0.13 the polynomial P can be represented as

X
n1
P .x/ D Pn .x/ C ck Pk .x/: (3.1.12)
kD0

Therefore,
Z Z X
n1 Z
P 2 .x/ d .x/ D Pn2 .x/ d .x/ C ck2 Pk2 .x/ d .x/: (3.1.13)
R R kD0 R
3.1 Properties of Orthogonal Polynomials 59

This shows the desired inequality. Equality in (3.1.10) holds if and only if the
coefficients c0 D c1 D : : : D cn1 D 0, i.e., for P D Pn . u
t
Remark 3.1.9. If we consider the function
Z  X
n1 2
.a0 ; a1 ; : : : ; an1 / D xn C ak x k d .x/; (3.1.14)
R kD0

we can compute the partial derivatives and set them equal to zero which yields
Z
P .x/x k d .x/ D 0; k D 0; 1; : : : ; n  1: (3.1.15)
R

These are exactly the conditions of orthogonality that Pn has to satisfy.

Furthermore, the Hessian of is 2Mn , where Mn is the matrix of Theorem 3.0.10
which is positive definite. This confirms that Pn gives us a minimum.
Theorem 3.1.10. Let 1 < p < 1. Then, the extremal problem of determining
Z
min jP .x/jp d .x/ (3.1.16)
P 2n R

possesses the unique solution Pn .

Proof. The search for the desired minimum is equivalent to the problem of best
approximation of x n by polynomials of degree n  1 in the Lp -norm.
The problem of best approximation in normed spaces is uniquely solvable if the
space is strictly convex, i.e., if from kxk D kyk D 1 and x y we can conclude
that kx C yk < 2.
A normed space X is strictly convex if and only if kx C yk D kxk C kyk yields
x D y or y D x with an
0. The Minkowski inequality guarantees this for
the Lp -norm.
For further details see, e.g., Davis (1963), Reed and Simon (1972), Rudin (1991),
and Yoshida (1980) or other books on functional analysis. t
u
Orthogonal polynomials fulfill a three-term recurrence relation which can be used
for:
Generating values of the polynomials and their derivatives,
Computation of the zeros as eigenvalues of a symmetric tridiagonal matrix via
the recursion coefficients,
Normalization of the orthogonal polynomials,
Efficient evaluation of expansions in orthogonal polynomials.
The reason for the existence of these three-term recurrences is the shift property of
the scalar product, i.e.,
Z
hxU; V i D xU.x/V .x/ d .x/ D hU; xV i for all U; V 2 : (3.1.17)
R
60 3 Orthogonal Polynomials

Note that there are other scalar products that do not possess this property (even
though they are positive definite).
Theorem 3.1.11. Let Pk , k 2 N0 , be the monic orthogonal polynomials with
respect to the measure d (see Definition 3.0.11). Then,

P1 .x/ D 0; P0 .x/ D 1; PkC1 .x/ D .x  k /Pk .x/  k Pk1 .x/; k 2 N0 ;

(3.1.18)
where

hxPk ; Pk i hPk ; Pk i
k D ; k 2 N0 ; k D ; k 2 N: (3.1.19)
hPk ; Pk i hPk1 ; Pk1 i

The index range for k is infinite if the scalar product is positive definite on . The
range is finite (k  d  1) if the scalar product is positive definite on d , but not
on n with n > d .
Remark 3.1.12. Although 0 in (3.1.18) can be arbitrary since it is multiplied with
P1  0, we define it for later purposes as
Z
0 D hP0 ; P0 i D d .x/: (3.1.20)
R

Proof (of Theorem 3.1.11). Since PkC1  xPk is a polynomial of degree k,
we can write

X
k2
PkC1 .x/  xPk .x/ D k Pk .x/  k Pk1 .x/ C k;j Pj .x/ (3.1.21)
j D0

for certain constants k , k , k;j , where P1 .x/ D 0 and empty sums are also zero.
We take the scalar product with Pk on both sides which gives us (using
orthogonality):

X
k2
hPkC1 ; Pk i  hxPk ; Pk i D k hPk ; Pk i  k hPk1 ; Pk i C k;j hPj ; Pk i:
j D0
(3.1.22)
Therefore, we find that

 hxPk ; Pk i D k hPk ; Pk i; (3.1.23)

or
hxPk ; Pk i
k D : (3.1.24)
hPk ; Pk i
3.1 Properties of Orthogonal Polynomials 61

This proves the relation for k . For k we need to take the scalar product with Pk1 ,
where k
1:

X
k2
hPkC1 ; Pk1 i  hxPk ; Pk1 i D k hPk ; Pk1 i  k hPk1 ; Pk1 i C k;j hPj ; Pk1 i:
j D0
(3.1.25)
Thus,
 hxPk ; Pk1 i D k hPk1 ; Pk1 i: (3.1.26)
Since hxPk ; Pk1 i D hPk ; xPk1 i D hPk ; Pk C Rk1 i with Rk1 2 k1 , we find
that hxPk ; Pk1 i D hPk ; Pk i which provides us with

hPk ; Pk i
k D : (3.1.27)
hPk1 ; Pk1 i

As a last step we take the scalar product on both sides with Pi , i < k  1, and obtain

X
k2
hPkC1 ; Pi i  hxPk ; Pi i D k hPk ; Pi i  k hPk1 ; Pi i C k;j hPj ; Pi i:
j D0
(3.1.28)
This immediately leads to

 hxPk ; Pi i D k;i hPi ; Pi i: (3.1.29)

Here we make use of the shift property of the scalar product, i.e., hxPk ; Pi i D
hPk ; xPi i D 0 since xPi 2 k1 . Therefore, k;i D 0 for i < k  1 which finally
proves (3.1.18). t
u
Remark 3.1.13. If the index range in Theorem 3.1.11 is finite (k  d  1), the
relations for d and d still make sense, d > 0, but the polynomial Pd C1 that
results from (3.1.18) has norm kPd C1 k D 0 (see also Theorem 3.0.15).
Remark 3.1.14. Note that k > 0 for all k 2 N0 and for n 2 N0 ;

kPn k2 D n  n1  : : :  1  0 : (3.1.30)

There is a converse result to Theorem 3.1.11 saying that any sequence of polyno-
mials is orthogonal with respect to a positive measure with infinite support if the
polynomials satisfy a three-term recurrence relation of the form (3.1.18) and all k
are positive.
Theorem 3.1.15. Let the support interval a; b of d be finite. Then,

a  k  b; k 2 N0 ; 0 < k  maxfa2 ; b 2 g; k 2 N; (3.1.31)

where the index range is k  1 or k  d (d as in Theorem 3.1.11), respectively.

62 3 Orthogonal Polynomials

Proof. Since for x in the support of d we know that a  x  b, the definition of

k in Theorem 3.1.11 immediately yields the desired estimates.
By definition 0 < k and it remains to show the upper bound. We notice that

kPk k2 D hPk ; Pk i D jhxPk1 ; Pk ij (3.1.32)

and apply the CauchySchwarz inequality to obtain

kPk k2  maxfjaj; jbjg kPk1 k kPk k : (3.1.33)

Therefore,

kPk k kPk k2
 maxfjaj; jbjg and k D  maxfa2 ; b 2 g: (3.1.34)
kPk1 k kPk1 k 2

t
u
Definition 3.1.16. If the index range in Theorem 3.1.11 is infinite, the Jacobi
matrix associated with the measure d is the infinite, symmetric, tridiagonal matrix
2 p 3
p0 1 p 0
6 1 1 2 p 7
6 p 7
6 7
J1 D6 2 2 3 7: (3.1.35)
6 :: :: :: 7
4 : : :5
0

Its leading principal minor matrix of size n n is denoted by

2 p 3
p0 1 p 0
6 7
6 1 p1 2 p 7
6 7
6 2 2 3 7
Jn D J1 1Wn;1Wn 6
D6 7: (3.1.36)
:: :: :: 7
6 :
p
: :
p 7
6 7
4 n2 pn2 n1 5
0 n1 n1

If the index range in Theorem 3.1.11 is finite (k  d  1), then Jn is well-defined

for 0  n  d .
Remark 3.1.17. Based on the monic orthogonal polynomials Pk , k 2 N0 , we can
define orthonormal polynomials by

PQk .x/ D Pk .x/= kPk k ; such that hPQk ; PQj i D k;j : (3.1.37)
3.1 Properties of Orthogonal Polynomials 63

Theorem 3.1.18. The zeros xi of Pn (or the orthonormal version PQn ) are the
.n/

eigenvalues of the Jacobi matrix Jn of order n. The corresponding eigenvectors are

.n/
Q i /, where
given by p.x

T
Q
p.x/ D PQ0 .x/; PQ1 .x/; : : : ; PQn1 .x/ : (3.1.38)

Proof. A simple calculation transforms the three-term recurrence relation (3.1.18)

for the Pk into a relation for the PQk , i.e.,
p p
kC1 PQkC1 .x/ D .x  k /PQk .x/  k PQk1 .x/ (3.1.39)

for k 2 N0 , where we use the k , k of Theorem 3.1.11. Together with the usual
convention PQ1 D 0 we obtain the following system of equations
p
Q
x p.x/ D Jn p.x/
Q C n PQn .x/"n ; (3.1.40)

where "n D 0; 0; : : : ; 1T is the n-th unit vector in Rn .

.n/
If we put x D xi in (3.1.40), the second summand on the right-hand side drops
.n/ p
out. Since the first component of the vector p.x Q i / is 1= 0 , the vector cannot be
.n/
0 and is indeed the eigenvector to the eigenvalue xi . t
u
Theorem 3.1.19 (ChristoffelDarboux Formula). Let PQk denote the orthonor-
mal polynomials with respect to the measure d . Then,

X
n
p PQnC1 .x/PQn .t/  PQn .x/PQnC1 .t/
PQk .x/PQk .t/ D nC1 (3.1.41)
xt
kD0

and

X
n
 2 p  0 
PQk .x/ D nC1 PQnC1 .x/PQn .x/  PQn0 .x/PQnC1 .x/ : (3.1.42)
kD0

Proof. We use the recurrence relation for the orthonormal polynomials (3.1.39),
where PQ1 .x/ D 0 and PQ0 .x/ D p1 . It is multiplied by PQk .t/ to obtain:
0

p p
kC1 PQkC1 .x/PQk .t/ D .x  k /PQk .x/PQk .t/  k PQk1 .x/PQk .t/: (3.1.43)

Now, we interchange the roles of t and x and subtract that from the first relation,
i.e.,
64 3 Orthogonal Polynomials

p p
kC1 PQkC1 .x/PQk .t/  kC1 PQkC1 .t/PQk .x/ (3.1.44)
p
D .x  k /PQk .x/PQk .t/  k PQk1 .x/PQk .t/
 p 
 .t  k /PQk .t/PQk .x/  k PQk1 .t/PQk .x/
p  
D .x  t/PQk .x/PQk .t/  k PQk1 .x/PQk .t/  PQk1 .t/PQk .x/ :

Therefore,
p  
.x  t/PQk .x/PQk .t/ D kC1 PQkC1 .x/PQk .t/  PQkC1 .t/PQk .x/ (3.1.45)
p  
 k PQk1 .t/PQk .x/  PQk1 .x/PQk .t/ :

We sum up both sides from k D 0 to k D n and make use of the telescoping sum
on the right-hand side (note that PQ1 D 0):

X
n
p PQnC1 .x/PQn .t/  PQn .x/PQnC1 .t/
PQk .x/PQk .t/ D nC1 : (3.1.46)
xt
kD0

For the second part we take the limit t ! x on both sides. Thus, on the right-hand
side we find

PQnC1 .x/PQn .t /  PQn .x/PQnC1 .t / PQn .t /  PQn .x/ PQn .x/

D PQnC1 .x/ C PQnC1 .x/ (3.1.47)
xt xt xt
PQnC1 .t /  PQnC1 .x/ PQnC1 .x/
 PQn .x/  PQn .x/
xt xt
PQn .t /  PQn .x/ PQnC1 .t /  PQnC1 .x/
D PQnC1 .x/  PQn .x/
xt xt

Letting t tend to x we obtain the limit

   
PQnC1 .x/ PQn0 .x/  PQn .x/ PQnC1
0
.x/ D PQnC1
0
.x/PQn .x/  PQn0 .x/PQnC1 .x/;
(3.1.48)
which is the desired result. t
u
Corollary 3.1.20. Let Pk denote the monic orthogonal polynomials with respect to
the measure d . Then, for x t,
n  Y
X n  X
n
i Pk .x/Pk .t/ D n  n1  : : :  kC1 Pk .x/Pk .t/
kD0 i DkC1 kD0

PnC1 .x/Pn .t/  Pn .x/PnC1 .t/

D : (3.1.49)
xt
3.1 Properties of Orthogonal Polynomials 65

Proof. Put PQk D Pkp

= kPk k in the first formula of Theorem 3.1.19 and use from
Theorem 3.1.11 that nC1 D kPnC1 k = kPn k:

X
n X
n
1
PQk .x/PQk .t/ D Pk .x/Pk .t/ (3.1.50)
kD0 kD0
kPk k2
kPnC1 k PnC1 .x/Pn .t/  Pn .x/PnC1 .t/
D :
kPn k kPnC1 k kPn k .x  t/

This yields

X
n
kPn k2 PnC1 .x/Pn .t/  Pn .x/PnC1 .t/
Pk .x/Pk .t/ D : (3.1.51)
kPk k 2 xt
kD0

Together with
Y
n
kPn k2 D n  n1      1  0 D i (3.1.52)
i D0

this provides us with

n  Y
X n 
PnC1 .x/Pn .t/  Pn .x/PnC1 .t/
i Pk .x/Pk .t/ D : (3.1.53)
xt
kD0 i DkC1

t
u
Remark 3.1.21. From the second part of Theorem 3.1.19 we obtain the inequality

PQnC1
0
.x/PQn .x/  PQn0 .x/PQnC1 .x/ > 0: (3.1.54)

This can be used to prove Theorem 3.1.6 in the following way:

Let  and  be consecutive zeros of PQn , such that PQn0 ./PQn0 ./ < 0 (which holds
since all zeros are simple). Then, (3.1.54) tells us that

 PQn0 ./PQnC1 ./ > 0 and  PQn0 ./PQnC1 ./ > 0: (3.1.55)

This implies that PQnC1 has opposite signs at  and . Therefore, there is at least one
zero of PQnC1 between  and . In this way we find at least n  1 zeros of PQnC1 .
For the largest zero of PQn , i.e., for 1 , it holds that PQn0 .1 / > 0 and by (3.1.55)
.n/ .n/

we have PQnC1 .1 / < 0. The polynomial PQnC1 has another zero at the right of 1
.n/ .n/

Q
since PnC1 .x/ > 0 for x sufficiently large.
A similar argument holds for the smallest zero of PQn , i.e., for n . This proves
.n/

Theorem 3.1.6.
66 3 Orthogonal Polynomials

3.2 Quadrature Rules and Orthogonal Polynomials

In this section, let d be a measure with bounded or unbounded support, positive

definite or not. An n-point quadrature rule for d is a formula of the type

Z X
n
F .x/ d .x/ D wj F .xj / C Rn .F /: (3.2.1)
R j D1

The mutually distinct points xj are called nodes, the coefficients wj are the weights
of the quadrature rule. Rn .F / is the remainder or error term.
Definition 3.2.1. The quadrature rule (3.2.1) possesses degree of exactness d if
Rn .P / D 0 for all P 2 d . It has precise degree of exactness d if it has degree
of exactness d , but not d C 1. A quadrature rule (3.2.1) with degree of exactness
d D n  1 is called interpolatory.

Interpolatory Quadrature Rules

A quadrature rule is interpolatory if and only if it is obtained by integration of the

Lagrange interpolation, i.e., by integrating

X
n
F .x/ D F .xj /Lj .x/ C rn1 .F I x/; (3.2.2)
j D1

where
Y n
x  xi
Lj .x/ D : (3.2.3)
x  xi
i D1 j
i j

Thus, we obtain
Z Z
wj D Lj .x/ d .x/; j D 1; 2; : : : ; n; and Rn .F / D rn1 .F I x/ d .x/:
R R
(3.2.4)
It is well-known that for P 2 n1 the interpolation error rn1 .P I /  0, i.e.,
the remainder term Rn .P / D 0 and d D n  1. Given any n distinct nodes an
interpolatory quadrature can always be constructed.
3.2 Quadrature Rules and Orthogonal Polynomials 67

Theorem 3.2.2. Let 0  k  n be an integer. The quadrature rule (3.2.1) has

degree of exactness d D n  1 C k if and only if both of the following two conditions
are fulfilled:
(i) (3.2.1) is interpolatory,
Q
n
(ii) The node polynomial !n .x/ D .x  xj / satisfies
j D1
Z
!n .x/P .x/ d .x/ D 0 for all P 2 k1 : (3.2.5)
R

Proof. First, let the degree of exactness be d D n1Ck. Obviously, the quadrature
rule is interpolatory. For P 2 k1 we know that !n P 2 nCk1 . Therefore,
Z X
n
!n .x/P .x/ d .x/ D wj !n .xj /P .xj / D 0 (3.2.6)
R j D1

by definition of !n .
Let now the conditions .i / and .i i / be fulfilled. Let P 2 nCk1 . We have to
prove that the remainder term Rn .P / D 0. Polynomial long division by the node
polynomial !n yields that P D Q!n C R, where Q 2 k1 and R 2 n1 . Then,
Z Z Z X
n
P .x/ d .x/ D Q.x/!n .x/ d .x/ C R.x/ d .x/ D wj R.xj /;
R R R j D1
(3.2.7)
since the first integral vanishes due to .i i / and the second integral is evaluated
exactly by the quadrature rule due to .i /. However,

R.xj / D P .xj /  Q.xj /!n .xj / D P .xj /: (3.2.8)

Therefore, Z X
n
P .x/ d .x/ D wj P .xj /; (3.2.9)
R j D1
i.e., Rn .P / D 0. t
u
Remark 3.2.3. If d is positive definite on n , then k D n is optimal. k D n C 1
requires that !n is orthogonal to all elements of n , i.e., also to itself, which is not
possible.

Gau Quadratures

Definition 3.2.4. The quadrature rule (3.2.1) with k D n is called the Gau quadra-
ture rule with respect to the measure d . Its degree of exactness is d D 2n  1.
68 3 Orthogonal Polynomials

Remark 3.2.5. The second condition in Theorem 3.2.2 shows that for a Gau
quadrature (i.e., k D n) we have !n D Pn . Therefore, the nodes xjG are the zeros
of the n-th orthogonal polynomial with respect to d . The weights wGj can be found
by interpolation.
Note that for the Gau quadratures we assume that d is positive definite on n .
Theorem 3.2.6. All nodes xjG of the Gau quadrature rule are mutually distinct
and contained in the interior of the support interval a; b of d . All weights wG
j are
positive.
Proof. Since the nodes xjG are the zeros of Pn , the first part follows directly from
Theorem 3.1.5. Now, we consider the weights:
Z X
n
0< L2i .x/ d .x/ D j Li .xj / D wi
wG 2 G G
(3.2.10)
R j D1

for i D 1; 2; : : : ; n, since L2i ./ 2 2n2  2n1 . t

u
Theorem 3.2.7. Let wG
j be the weights and xjG be the nodes of a Gau quadrature
rule. Then,
X
n Z
wG G
j F .xj / D P2n1 .F I x/ d .x/; (3.2.11)
j D1 R

where P2n1 .F I / is the Hermite interpolation polynomial of degree 2n  1 which

satisfies the equations
0
P2n1 .F I xjG / D F .xjG /; P2n1 .F I xjG / D F 0 .xjG / for j D 1; 2; : : : ; n:
(3.2.12)
Proof. The Hermite interpolation polynomial is given by
n 
X 
P2n1 .F I x/ D Hj .x/F .xjG / C Kj .x/F 0 .xjG / ; (3.2.13)
j D1

where
 
Hj .x/ D 1  2.x  xjG /L0j .xjG / L2j .x/; (3.2.14)

Kj .x/ D.x  xjG /L2j .x/; (3.2.15)

Y
n
x  xiG
Lj .x/ D : (3.2.16)
i D1
xjG  xiG
i j
3.2 Quadrature Rules and Orthogonal Polynomials 69

Note that Hj .xiG / D j;i , Hj0 .xiG / D 0, as well as Kj .xiG / D 0, Kj0 .xiG / D j;i .
Obviously, Hj ; Kj 2 2n1 . Hence,
Z n Z
X Z 
P2n1 .F I x/ d .x/ D Hj .x/ d .x/F .xjG / C Kj .x/ d .x/F 0 .xjG / :
R j D1 R R
(3.2.17)
Moreover,
Z X
n  
Hj .x/ d .x/ D wi 1  2.xiG  xjG /L0j .xjG / L2j .xiG /
R i D1

X
n  
D wi 1  2.xiG  xjG /L0j .xjG / j;i D wj ; (3.2.18)
i D1

and
Z X
n X
n
Kj .x/ d .x/ D wi .xiG xjG /L2j .xiG / D wi .xiG xjG /j;i D 0: (3.2.19)
R i D1 i D1

This finally gives us the desired result, i.e., (3.2.11). t

u
Corollary 3.2.8. If F 2 C .a; b/ and a; b is the support interval of d , then
.2n/

the remainder term of the Gau quadrature rule can be expressed as

Z
F .2n/ ./
Rn .F / D .Pn .x//2 d .x/ (3.2.20)
.2n/ R
with  2 .a; b/.
Proof. We know from the theory of interpolation (see, e.g., Davis 1963) that

F .2n/ ..x// Y
n
F .x/ D P2n1 .F I x/ C r2n1 .F I x/ D P2n1 .F I x/ C .x  xj /2
.2n/ j D1
(3.2.21)
with .x/ 2 .a; b/. This yields for the remainder of the numerical integration that
Z Z
F .2n/ ..x// Y
n
Rn .F / D r2n1 .F I x/ d .x/ D .x  xj /2 d .x/:
R R .2n/ j D1
(3.2.22)
The mean value theorem of integration completes the proof. t
u
Theorem 3.2.9. The first n orthogonal polynomials Pk , k D 0; : : : ; n  1, are
discretely orthogonal in the sense that

X
n
2
j Pk .xj /Pl .xj / D k;l kPk k ;
wG k; l D 0; 1; : : : ; n  1;
G G
(3.2.23)
j D1
70 3 Orthogonal Polynomials

where xjG , wG
j are the nodes and weights of the n-point Gau quadrature rule.

Proof. This follows directly since the degree of exactness of the n-point Gau
quadrature is 2n  1 and the product of Pk and Pl with k; l 2 f0; 1; : : : ; n  1g
is a polynomial of degree 2n  2. t
u
Remark 3.2.10. If a > 1, b  1, it can be desirable to have x0 D a. To achieve
this, we replace n by n C 1 in (3.2.1) and write !nC1 .x/ D .x  a/!n .x/. The
optimal formula (see Theorem 3.2.2) requires !n to satisfy
Z
!n .x/P .x/.x  a/ d .x/ D 0 for all P 2 n1 : (3.2.24)
R

Therefore, !n .x/ D Pn .xI d a / with d a .x/ D .x  a/ d .x/. The remaining n

nodes have to be zeros of Pn .I d a /. The resulting rule is called the GauRadau
rule. If also b < 1 and a as well as b are both desired as nodes, we find the
.n C 2/-point GauLobatto rule similarly with the measure

d a;b .x/ D .x  a/.b  x/ d .x/: (3.2.25)

These rules have degrees of exactness equal to 2n and 2n C 1, respectively. For

further details, the reader is referred to, e.g., Davis and Rabinowitz (1967), Gautschi
(2004), Hammerlin and Hoffmann (1992).

3.3 The Jacobi Polynomials

In this section we consider the Jacobi polynomials which are classical orthogonal
polynomials depending on two parameters ; . For special choices of these
parameters we obtain other important classes such as the ultraspherical polynomials
which are treated in more detail in Sect. 3.4. The exercises in Sect. 4.8 come back
to the general Jacobi polynomials and show their importance for geomathematical
applications. For further details on Jacobi polynomials we refer to e.g., Abramowitz
and Stegun (1972), Lebedev (1973), Magnus et al. (1966), Sneddon (1980), and
Szego (1967).
Definition 3.3.1. Let d .x/ D w.x/ dx with w.x/ D .1  x/ .1 C x/ , ; > 1,
and the support interval 1; 1. The corresponding orthogonal polynomials are the
.;/ .;/ .;/
Jacobi polynomials Pn 2 n which fulfill hPn ; Pm id D 0 if n m and
the normalization condition
!
nC .n C C 1/
Pn .1/ D
.;/
D : (3.3.1)
n .n C 1/ . C 1/

Note that we generalize the notation of the binomial coefficients naturally via the
Gamma function.
3.3 The Jacobi Polynomials 71

Remark 3.3.2. Similar to Theorem 3.1.3 we find the identity

Pn.;/ .x/ D .1/n Pn.;/ .x/ (3.3.2)

and so we obtain !
nC
Pn.;/ .1/ D .1/ n
: (3.3.3)
n
Theorem 3.3.3. For > 1, we have

.;/ .2n C C 1/ .n C 1/ .;1=2/

P2n .x/ D P .2x 2  1/ (3.3.4)
.n C C 1/ .2n C 1/ n
.2n C C 1/ .n C 1/ .1=2;/
D .1/n P .1  2x 2 /;
.n C C 1/ .2n C 1/ n
.;/ .2n C C 2/ .n C 1/
P2nC1 .x/ D x Pn.;1=2/ .2x 2  1/ (3.3.5)
.n C C 1/ .2n C 2/
.2n C C 2/ .n C 1/
D .1/n x Pn.1=2;/ .1  2x 2 /:
.n C C 1/ .2n C 2/

Proof. At first, we show (3.3.4). For that we use the notation

d 1 .x/ D .1  x/ .1 C x/ dx D .1  x 2 / dx; (3.3.6)

d 2 .x/ D .1  x/ .1 C x/1=2 dx: (3.3.7)

It suffices to prove that

Z
I D Pn.;1=2/ .2x 2  1/P .x/ d 1 .x/
R
Z 1
D Pn.;1=2/ .2x 2  1/P .x/.1  x 2 / dx D 0; (3.3.8)
1

where P 2 2n1 . If P is an odd polynomial, this is fulfilled. Therefore, let P be

even, i.e., P .x/ D R.x 2 / with R 2 n1 . Then,
Z 1
I D Pn.;1=2/ .2x 2  1/R.x 2 /.1  x 2 / dx
1
Z 1
D2 Pn.;1=2/ .2x 2  1/R.x 2 /.1  x 2 / dx
0
Z 1
D Pn.;1=2/ .2u  1/R.u/.1  u/ u1=2 du; (3.3.9)
0
72 3 Orthogonal Polynomials

where we have substituted x 2 by u. Applying the substitution rule another time with
u D 1Cx
2
gives us:
Z 1
I D 21=2 2 /.1  x/ .1 C x/
Pn.;1=2/ .x/R. xC1 1=2
dx
1
Z
1=2
D2 Pn.;1=2/ .x/R. xC1
2
/ d 2 .x/ D 0: (3.3.10)
R

A similar argument can be used to prove (3.3.5). t

u
Remark 3.3.4 (Special Cases).
(i) For D , we are dealing with the special case of ultraspherical polynomials
(or Gegenbauer polynomials) which due to Theorem 3.3.3 are even or odd
polynomials (depending on n being even or odd).

. C 1/ .n C 2 C 1/ .;/
Cn. / .x/ D P .x/
.2 C 1/ .n C C 1/ n
. C 12 / .n C 2 /
D Pn. 1=2; 1=2/ .x/; (3.3.11)
.2 / .n C C 12 /

where D D  12 , >  12 since > 1.

.0/
If D  12 (or D 0), the Gegenbauer polynomial Cn vanishes identically
for n
1 (see Lemma 3.4.1). Another consequence of Theorem 3.3.3 is that
Jacobi polynomials with D 12 or D 12 can be expressed by ultraspheri-
cal polynomials. We will treat these classical orthogonal polynomials in detail
in Sect. 3.4.
(ii) For D D  12 , we obtain the Chebyshev polynomials of first kind Tn , i.e.,

Qn Qn
i D1 .2i  1/ i D1 .2i  1/
Pn.1=2;1=2/ .x/ D Tn .x/ D cos.n#/;
2n n 2n n
(3.3.12)
where x D cos.#/.
(iii) For D D 12 , we obtain the Chebyshev polynomials of second kind Un , i.e.,
Qn Qn
i D0 .2i C 1/ i D0 .2i C 1/ sin..n C 1/#/
Pn.1=2;1=2/ .x/ D Un .x/ D ;
2n .n C 1/ 2n .n C 1/ sin.#/
(3.3.13)
where x D cos.#/.
(iv) The mixed variants D  12 , D 12 and D 12 , D  12 yield the Chebyshev
polynomials of third kind Vn and of fourth kind Wn , respectively, i.e.,
3.3 The Jacobi Polynomials 73

Qn Qn  .2nC1/# 
i D1 .2i  1/ i D1 .2i  1/ cos
Pn.1=2;1=2/ .x/ D Vn .x/ D  #2  ;
2n n 2n n cos 2
(3.3.14)
Qn Qn  .2nC1/# 
i D1 .2i  1/ i D1 .2i  1/ sin
Pn.1=2;1=2/ .x/ D Wn .x/ D 2 ;
2n .n C 1/ 2n .n C 1/ sin #2
(3.3.15)

where x D cos.#/. For details on Chebyshev polynomials see, e.g., Rivlin

(1990).
(v) For D D 0, we find the Legendre polynomials Pn , i.e.,

Pn.0;0/ .x/ D Cn.1=2/ .x/ D Pn .x/: (3.3.16)

Note that in this case the weight function is w.x/ D 1, x 2 1; 1.

.;/
Theorem 3.3.5. The Jacobi polynomials y D Pn .x/ satisfy the following linear,
homogeneous differential equation of the second order:

.1  x 2 /y 00 C .   . C C 2/x/y 0 C n.n C C C 1/y D 0; (3.3.17)

or equivalently

d  
.1  x/C1 .1 C x/C1 y 0 C n.n C C C 1/.1  x/ .1 C x/ y D 0:
dx
(3.3.18)
Proof. We note that since y 2 n we have that

d  
.1  x/C1 .1 C x/C1 y 0 D .1  x/ .1 C x/ z; (3.3.19)
dx
where z 2 n . To show that z is a constant multiple of y, i.e., z D Cy, we have to
prove the orthogonality to any P 2 n1 , i.e.,
Z 1
d  
.1  x/C1 .1 C x/C1 y 0 P .x/ dx D 0: (3.3.20)
1 dx

We use integration by parts on the left-hand side which yields (since C 1 > 0 and
C 1 > 0):
Z
d 
1 
.1  x/C1 .1 C x/C1 y 0 P .x/ dx
1 dx
Z 1
D .1  x/C1 .1 C x/C1 y 0 P 0 .x/ dx
1
74 3 Orthogonal Polynomials

Z 1
d  
D y .1  x/C1 .1 C x/C1 P 0 .x/ dx; (3.3.21)
1 dx

CQ .1x/ .1Cx/ R.x/

where we performed another integration by parts and R 2 n1 . Therefore, the

integral vanishes and we find that z D Cy. The constant factor C can be calculated
by comparing the highest terms, i.e.,

y D kn x n C : : : ; y 0 D nkn x n1 C : : : ; y 00 D n.n  1/kn x n2 C : : : ;

(3.3.22)
and
d  
0D .1  x/C1 .1 C x/C1 y 0 C C.1  x/ .1 C x/ y (3.3.23)
dx
D . C 1/.1  x/ .1 C x/C1 y 0 C . C 1/.1  x/C1 .1 C x/ y 0
C.1  x/C1 .1 C x/C1 y 00 C C.1  x/ .1 C x/ y
D . C 1/.1  x/ .1 C x/ .1 C x/y 0  . C 1/.1  x/ .1 C x/ .x  1/y 0
.1  x/ .1 C x/ .x 2  1/y 00 C C.1  x/ .1 C x/ y:

Thus,

C D .n. C 1/  n. C 1/  n.n  1// D n.n C C C 1/; (3.3.24)

which proves the differential equation (3.3.18). t

u
Theorem 3.3.6. Let ; > 1. The differential equation

.1  x 2 /y 00 C .   . C C 2/x/y 0 C y D 0; (3.3.25)

where  2 R is a parameter, has a polynomial solution not identically zero if and

.;/
only if  D n.n C C C 1/, n 2 N0 . This solution is A  Pn .x/, A 0, and
.;/
no solution which is linearly independent of Pn can be a polynomial.
P1
Proof. Substitute y D kD0 ak .x  1/ in the differential equation. This gives us
k

1
X
0 D  .x C 1/ k.k  1/ak .x  1/k1  .2. C 1/ C . C C 2/.x  1//
kD2
1
X 1
X
kak .x  1/k1 C  ak .x  1/k (3.3.26)
kD1 kD0
3.3 The Jacobi Polynomials 75

1
X 1
X
D  .x  1 C 2/ k.k  1/ak .x  1/k1  2. C 1/ kak .x  1/k1
kD2 kD1
1
X 1
X
 . C C 2/ kak .x  1/k C  ak .x  1/k
kD1 kD0
1
X 1
X
D k.k  1/ak .x  1/k  2 .k C 1/kakC1 .x  1/k  2. C 1/
kD2 kD1
1
X 1
X 1
X
.k C 1/akC1 .x  1/k  . C C 2/ kak .x  1/k C  ak .x  1/k :
kD0 kD1 kD0

Thus, the coefficients have to fulfill the relation

.  k.k C C C 1// ak  2.k C 1/.k C C 1/akC1 D 0 (3.3.27)

for k 2 N0 . If we assume that y is a polynomial, we can suppose that an denotes

the last nonzero coefficient, i.e., anC1 D 0. Therefore, the factor in front of an in the
recurrence relation above has to vanish, i.e.,

 D n.n C C C 1/: (3.3.28)

On the other hand, if (3.3.28) holds for  , we find that ai D 0 for i

n C 1 since
the factor of akC1 in (3.3.28) differs from zero.
Let  D n.n C C C 1/ and let z be a second solution of the differential
equation (3.3.18), i.e.,

d  
.1  x/C1 .1 C x/C1 y 0 C n.n C C C 1/.1  x/ .1 C x/ y D 0;
dx
(3.3.29)
d  
.1  x/C1 .1 C x/C1 z0 C n.n C C C 1/.1  x/ .1 C x/ z D 0:
dx
(3.3.30)

Multiply the first equation by z and the second by y and subtract them:

d   d  
0D .1  x/C1 .1 C x/C1 y 0 z  .1  x/C1 .1 C x/C1 z0 y
dx dx
d  
D .1  x/C1 .1 C x/C1 .y 0 z  z0 y/ : (3.3.31)
dx

Thus, for all x 2 1; 1,

.1  x/C1 .1 C x/C1 .y 0 z  yz0 / D c D const: (3.3.32)

76 3 Orthogonal Polynomials

If we let x ! 1, we see that y and z cannot both be polynomials unless c D 0.

Therefore, y 0 z D z0 y for all x 2 .1; 1/, i.e., the two solutions y and z are linearly
.;/
dependent. Therefore, z.x/ D cP Q n .x/. t
u
Remark 3.3.7. The Jacobi polynomials can also be defined as the polynomial
solutions of the corresponding differential equation that additionally take the value
!
nC
Pn .1/ D
.;/
: (3.3.33)
n

Definition 3.3.8. The hypergeometric function F (sometimes denoted by 2 F1 ) is

defined by
X1 1
.a/k .b/k x k .c/ X .a C k/ .b C k/ x k
F .a; bI cI x/ D D
.c/k k .a/ .b/ .c C k/ k
kD0 kD0
(3.3.34)
or its analytic continuation with a; b 2 R, c 2 R n fN0 g, x 2 .1; 1/.
If a D n or b D n, n 2 N0 , the hypergeometric function reduces to a
polynomial in x whose degree is n.
Theorem 3.3.9. For the Jacobi polynomials the following representations hold:
!
nC  
Pn .x/ D
.;/
F n; n C C C 1I C 1I 1x 2
(3.3.35)
n
! 
.n C C 1/ Xn
.n C C C 1 C k/ n x1 k
D :
n .n C C C 1/ . C 1 C k/ k 2
kD0

(3.3.36)
This can be reformulated as
!
1 X n
n
.n C C 1/ .n C C 1/
Pn .x/ D n
.;/
.x  1/nk .x C 1/k
2 n k .n C C 1  k/ . C 1 C k/
kD0
! !
1 X nC nC
n
D n .x  1/nk .x C 1/k : (3.3.37)
2 k nk
kD0

Proof. This can be shown via the properties of the hypergeometric function, in
particular its differential equation for which we refer to Abramowitz and Stegun
(1972), Magnus et al. (1966), and Szego (1967). Another way uses Rodrigues
representation of the Jacobi polynomials which can be found in Theorem 3.3.12.
t
u
.;/
Corollary 3.3.10. The leading coefficient of the Jacobi polynomial Pn of degree
n is given by
3.3 The Jacobi Polynomials 77

!
n 2n C C
kn.;/ D2 : (3.3.38)
n
Proof. Consider the summand for k D n in representation (3.3.36) of Theorem 3.3.9:
!
.n C C 1/ .n C C C 1 C n/ n 1
kn.;/ D
n .n C C C 1/ . C 1 C n/ n 2n
!
n 2n C C
D2 : (3.3.39)
n

t
u
Corollary 3.3.11. For the derivative of the Jacobi polynomials we have

d .;/ n C C C 1 .C1;C1/
Pn .x/ D Pn1 .x/: (3.3.40)
dx 2

Proof. This follows immediately if both sides are expanded according to

Theorem 3.3.9. u
t
Theorem 3.3.12 (Rodrigues Formula). Let ; > 1. Then,
 n
.1/n d  
.1  x/ .1 C x/

Pn.;/ .x/ D n .1  x/nC .1 C x/nC : (3.3.41)
2 n dx

Proof. We use Leibniz rule for the differentiation of products to find

 n  !   nk
d  Xn
n d k d
.1  x/nC .1 C x/nC D .1  x/nC .1 C x/nC
dx k dx dx
kD0
!
X
n
n
D .1  x/ Rnk .x/.1 C x/ Sk .x/
k
kD0

D .1  x/ .1 C x/ %.x/; (3.3.42)

where Rj ; Sj 2 j , deg.Rj / D deg.Sj / D j , j D 0; : : : ; n, and % 2 n ,

deg.%/ D n. In detail (we will need that later):

.1  x/ .1 C x/ %.x/ (3.3.43)
!
Xn
n .n C C 1/ .n C C 1/
D .1/k .1  x/nCk .1 C x/Ck :
k .n C  k C 1/ . C k C 1/
kD0
78 3 Orthogonal Polynomials

Therefore,
!
Xn
n .n C C 1/ .n C C 1/
%.x/ D .1/k .1  x/nk .1 C x/k :
k .n C  k C 1/ . C k C 1/
kD0
(3.3.44)
.;/
We now have to show that % D C  Pn with a constant C . It suffices to show that
Z 1
.1  x/ .1  x/ %.x/R.x/ dx D 0 (3.3.45)
1

for all R 2 n1 . We use (3.3.42) and apply integration by parts n times:

Z 1  d n  Z 1 
.1  x/ .1  x/ %.x/R.x/ dx D .1  x/nC .1 C x/nC R.x/ dx
1 1 dx
  1
d n1  
D .1  x/nC .1 C x/nC R.x/
dx 1

D0
Z  d n1 
1 
 .1  x/nC .1 C x/nC R0 .x/ dx
1 dx
Z 1 
D : : : D .1/n .1  x/nC .1 C x/nC R.n/ .x/ dx D 0; (3.3.46)
1

since deg.R/  n1, i.e., R.n/  0. Now, we just have to determine the constant C .
Consider x D 1 in %, i.e., only the summand k D n remains, i.e.,
! !
n .n C C 1/ .n C C 1/ nC
%.1/ D .1/ 2 D .1/ 2 n
n n n n
:
n . C 1/ .n C C 1/ n
(3.3.47)
.;/
Thus, %.1/ D .1/n 2n n Pn .1/, i.e., C D .1/n 2n n. t
u
Remark 3.3.13. The Theorem 3.3.12 also gives us the explicit representation
(3.3.37) of the second part of Theorem 3.3.9.
Theorem 3.3.14. Let ; > 1. Then, for n 2 N,
Z
 2 1  .;/ 2
h.;/
n D Pn.;/  D Pn .x/ .1  x/ .1 C x/ dx
1

2 CC1
.n C C 1/ .n C C 1/
D (3.3.48)
2n C C C 1 .n C 1/ .n C C C 1/

and
3.3 The Jacobi Polynomials 79

  Z 1  2
.;/  .;/ 2 .;/
h0 D P0  D P0 .x/ .1  x/ .1 C x/ dx
1

. C 1/ . C 1/
D 2CC1 : (3.3.49)
. C C 2/

Proof. Let n 2 N. We have, from the proof of Theorem 3.3.12,

Z 1  2 Z 1
.;/ .;/ .;/
Pn .x/ .1  x/ .1 C x/ dx D kn Pn .x/x n .1  x/ .1 C x/ dx
1 1
Z
 d n  
.1/n .;/ 1
D kn .1  x/nC .1 C x/nC x n dx
2n n 1 dx
!Z
2n C C 1
D 22n .1  x/nC .1 C x/nC dx; (3.3.50)
n 1

where we used integration by parts n times and Corollary 3.3.10.

Z 1  .;/ 2
Pn .x/ .1  x/ .1 C x/ dx (3.3.51)
1
!Z  nC  nC
2n C C 1
1x 1Cx
D2 C
dx
n 1 2 2
!Z
2n C C 1
D2 CC1
y nC .1  y/nC dy
n 0

2CC1 .n C C 1/ .n C C 1/
D :
2n C C C 1 .n C 1/ .n C C C 1/

The case n D 0 follows similarly. t

u
Theorem 3.3.15. The Jacobi polynomials fulfill the following three-term recur-
rence relation:

.;/
2.n C 1/.n C C C 1/.2n C C /PnC1 .x/ (3.3.52)
 
D .2n C C C 1/ .2n C C C 2/.2n C C /x C 2  2 Pn.;/ .x/
.;/
 2.n C /.n C /.2n C C C 2/Pn1 .x/

.;/ .;/
for n 2 N with P0 .x/ D 1 and P1 .x/ D 12 . C C 2/x C 12 .  /.
80 3 Orthogonal Polynomials

Proof. Division by the leading coefficient (see Corollary 3.3.10) gives us

1
POn.;/ D .;/
Pn.;/ ; n 2 N0 ; (3.3.53)
kn

which are monic orthogonal polynomials. Therefore, they fulfill (3.1.18) of

Theorem 3.1.11 with
   2
 O .;/ 2 .;/ .;/
Pn  kn1 hn
n.;/ D   D 2
 O .;/ 2 .;/ .;/
Pn1  kn hn1

4n.n C /.n C /.n C C /

D ; n 2 N; (3.3.54)
.2n C C /2 .2n C C C 1/.2n C C  1/
Z 1
.;/ 2CC1 . C 1/ . C 1/
0 D .1  x/ .1 C x/ dx D ; (3.3.55)
1 . C C 2/

.;/
where we use the values of hn from Theorem 3.3.14. A lengthy, but uneventful
calculation yields the missing values of the recurrence relation, i.e., for n 2 N0 ,

.;/ .;/
hxPn ; Pn i 2  2
n.;/ D D : (3.3.56)
hn
.;/ .2n C C /.2n C C C 2/

.;/
Note that in the case of 1 , i.e., n D 1, the last factors in the numerator and in
the denominator cancel each other out. The same happens with the factor C in
.;/ .;/
0 . By multiplying (3.1.18) with knC1 we obtain

.;/ .;/
.;/   knC1 .;/ knC1 .;/
PnC1 .x/ D x n.;/ P .;/ .x/
.;/ n
 n P
.;/ n1
.x/; (3.3.57)
kn kn1

which can easily be transformed into the desired expression. t

u

3.4 Ultraspherical Polynomials

In Remark 3.3.4 we have already presented the ultraspherical (or Gegenbauer)

. /
polynomials Cn and have established their connection to the general Jacobi
polynomials, i.e.,
3.4 Ultraspherical Polynomials 81

. C 1/ .n C 2 C 1/ .;/
Cn. / .x/ D P .x/
.2 C 1/ .n C C 1/ n
. C 12 / .n C 2 / 1 1
.  ;  /
D Pn 2 2
.x/; (3.4.1)
.2 / .n C C 12 /

where D D  12 , >  12 since > 1. This relation gives us the following
properties for 0:
. /  
(i) The value at 1 is Cn .1/ D nC2 1
n , the symmetry relation is given by

Cn. / .x/ D .1/n Cn. / .x/; (3.4.2)

the polynomials are either even or odd (depending on n) due to Theorem 3.3.3.
. /
(ii) The differential equation (3.3.17) whose solution is y D Cn becomes

.1  x 2 /y 00  .2 C 1/xy 0 C n.n C 2 /y D 0: (3.4.3)

(iii) We know the explicit representation from Theorem 3.3.9, namely

!
n C 2  1  
Cn. / .x/ D F n; n C 2 I C 12 I 1x
2
(3.4.4)
n
!  
. C 12 / X
n
n .n C 2 C k/ x  1 k
D : (3.4.5)
.2 /n k . C 12 C k/ 2
kD0

(iv) Due to Corollary 3.3.10 the leading coefficient is

!
nC 1
kn. / D lim x n Cn. / .x/ D 2n : (3.4.6)
x!1 n

(v) The derivative is again an ultraspherical polynomial, i.e., by Corollary 3.3.11:

d . / . C1/
C .x/ D 2 Cn1 .x/: (3.4.7)
dx n

(vi) Rodrigues representation (see Theorem 3.3.12) for the Gegenbauer polyno-
mials reads as follows:
 n  
.1/n . C 12 / .n C 2 / 1 d 1
.1  x 2 / 2 
. /
Cn .x/ D .1  x 2 /nC  2
2n n .2 / .n C C 12 / dx
 n  
.2/n .n C / .n C 2 / 1 d 1
D .1  x 2 / 2  .1  x 2 /nC  2 :
n . / .2n C 2 / dx
(3.4.8)
82 3 Orthogonal Polynomials

(vii) Their L2 -norm is given by Theorem 3.3.14, i.e.,

 . / 2 12
.n C 2 /
h. / D C  D 2 : (3.4.9)
n n
n.n C /. . //2
(viii) The corresponding three-term recurrence (see Theorem 3.3.15) is given by
. / . /
.n C 1/CnC1.x/ D 2.n C /xCn. / .x/  .n C 2  1/Cn1 .x/; (3.4.10)
. / . /
for n 2 N, with C0 .x/ D 1 and C1 .x/ D 2 x.
.0/
Lemma 3.4.1. If n
1, Cn  0, but

. /
Cn .x/ 2
lim D Tn .x/ (3.4.11)
!0 n

with the Chebyshev polynomial of first kind Tn .

Proof. We consider

Cn .x/ . C 12 / .n C 2 /
. /
D P . 1=2; 1=2/ .x/ (3.4.12)
.2 / .n C C 12 / n

2 . C 12 / .n C 2 /
D P . 1=2; 1=2/ .x/:
.2 C 1/ .n C C 12 / n

Now, we take the limit ! 0 and obtain:

. /
Cn .x/ 2 . 12 / .n/
lim D P .1=2;1=2/ .x/
!0 .1/ .n C 12 / n

2 n . 12 /
D P .1=2;1=2/ .x/
n .n C 12 / n
2 n 2n 2
D Qn P .1=2;1=2/ .x/ D Tn .x/; (3.4.13)
n i D1 .2i  1/ n n

where we have used (3.3.12) in the final step. t

u
. /
Note that C0 D 1, even as ! 0. Combining Theorems 3.3.3 and 3.3.9 for the
ultraspherical polynomials we obtain the following representations.
Lemma 3.4.2. For n 2 N0 , we have the following representations in terms of the
hypergeometric function:
!
. / 2n C 2  1  
C2n .x/ D F n; n C I C 12 I 1  x 2 ; (3.4.14)
2n
3.4 Ultraspherical Polynomials 83

!
. / 2n C 2  
C2nC1 .x/ D xF n; n C C 1I C 12 I 1  x 2 : (3.4.15)
2n C 1

Proof. Consider the even case (3.4.14) first. We start with the relation between
Gegenbauer and Jacobi polynomials and apply Theorem 3.3.3.

. / . C 12 / .2n C 2 / . 1=2; 1=2/

C2n .x/ D P2n .x/ (3.4.16)
.2 / .2n C C 12 /
. C 12 / .2n C 2 / .2n C C 12 / .n C 1/
D Pn. 1=2;1=2/.2x 2  1/
.2 / .2n C C 12 / .n C C 12 / .2n C 1/

Now, we use the representation (3.3.35) of Theorem 3.3.9:

!
. C 12 / .2n C 2 / .n C 1/ n C  12  
. / 1 2
C2n .x/ D F n; n C I C 2 I 1  x
.2 / .n C C 12 / .2n C 1/ n
!
2n C 2  1  
D F n; n C I C 12 I 1  x 2 : (3.4.17)
2n

The odd case (3.4.15) can be proved analogously. t

u
Lemma 3.4.3. For n 2 N0 , the ultraspherical polynomials possess the following
representations in terms of the hypergeometric function F :
!
. / nC 1
C2n .x/ D .1/ n
F .n; n C I 12 I x 2 /; (3.4.18)
n
!
. / n C
C2nC1 .x/ D .1/n 2 x F .n; n C C 1I 32 I x 2 /: (3.4.19)
n

Proof. Consider the even case. This time we apply the second variant of
Theorem 3.3.3.

. / . C 12 / .2n C 2 / . 1=2; 1=2/

C2n .x/ D P2n .x/ (3.4.20)
.2 / .2n C C 12 /

. C 12 / .2n C 2 / .2n C C 12 / .n C 1/ .1=2; 1=2/

D .1/n Pn .1  2x 2 /
.2 / .2n C C 12 / .n C C 12 / .2n C 1/
!
. C 12 / .2n C 2 / .n C 1/ 1  
n n 2 2/
D 1
.1/ F n; n C I 12 I 1.12x
2
.2 / .n C C 2 / .2n C 1/ n

. C 12 / .2n C 2 / .n C 1/ .n C 12 /  
D .1/n F n; n C I 12 I x 2 :
.2 / .n C C 12 / .2n C 1/ .n C 1/ . 21 /
84 3 Orthogonal Polynomials

Due to the duplication formula of Lemma 2.3.3, we find that

. C 12 / .1/
D 2 1 2 ; (3.4.21)
.2 / 2 . /
.n C C 12 / .1/
D 2nC2 1 2 ; (3.4.22)
.2n C 2 / 2 .n C /
.n C 12 / .2n/
D : (3.4.23)
. 12 / 22n1 .n/

Therefore,

. 12 / 22nC2 1 .n C / .2n/ .1/n  

. /
C2n .x/ D F n; n C I 12 I x 2
22 1 . / . 12 / 22n1 .n/ .2n C 1/
2 .n C /.1/n  
D F n; n C I 12 I x 2
2 n . / .n/
!
nC 1  
D .1/n F n; n C I 12 I x 2 : (3.4.24)
n

The odd case can be verified analogously. t

u
Corollary 3.4.4. For N 2 N0 , the ultraspherical polynomials possess the following
explicit representation:

bN=2c
X .N  m C /
.2x/N 2m ;
. /
CN .x/ D .1/m (3.4.25)
mD0
. / .m C 1/ .N  2m C 1/

where b N2 c is the largest integer that is less than or equal to N

2 .
Proof. Let N D 2n, i.e., bN=2c D n. We use the definition of the hypergeometric
function F (Definition 3.3.8) in Lemma 3.4.3.

. / .n C /  
CN .x/ D .1/n F n; n C I 12 I x 2
. / .n C 1/
.n C / X .n/k .n C /k x 2k
n
D .1/n : (3.4.26)
. / .n C 1/ . 12 /k k
kD0

We resolve the Pochhammer symbols as follows (note that the duplication formula
of Lemma 2.3.3 is used in (3.4.29)):

.n C 1/
.n/k D .1/k ; (3.4.27)
.n C 1  k/
3.4 Ultraspherical Polynomials 85

.n C C k/
.n C /k D ; (3.4.28)
.n C /
.k C 12 / .2k/
. 12 /k D D : (3.4.29)
. 12 / 22k1 .k/

We obtain:

. /
X
n
.n C / .n C 1/ .n C C k/ . 12 / x 2k
CN .x/ D .1/nCk
. / .n C 1/ .n C 1  k/ .n C / .k C 12 / k
kD0

X
n
.n C C k/ 22k1 .k/ 2k
D .1/nk x
. / .n  k C 1/ .k C 1/ .2k/
kD0

X
n
.n C C k/ .2x/2k
D .1/nk : (3.4.30)
. / .n  k C 1/ .2k C 1/
kD0

Now, we shift the index using k D n  m or m D n  k:

. /
X
n
.n C n  m C / .2x/2n2m
CN .x/ D .1/m
mD0
. / .m C 1/ .2n  2m C 1/
bN=2c
X .N  m C /
D .1/m .2x/N 2m : (3.4.31)
mD0
. / .m C 1/ .N  2m C 1/

For N D 2n C 1, the proof can be performed analogously. t

u
Theorem 3.4.5. For > 0 and n 2 N0 , we have that
!
. / n C 2  1
max Cn .x/ D Cn. / .1/ D : (3.4.32)
1 x 1 n

For < 0 and n 2 N0 , it holds that

max Cn. / .x/ D Cn. / .x 0 / ; (3.4.33)
1 x 1

where x 0 is one of the two maximum points nearest to 0 if n is odd, x 0 D 0 if n is

even.
Proof. Let n
1. We consider
 2
 2 d . /
n.n C 2 /F .x/ D n.n C 2 / Cn. / .x/ C .1  x 2 / C .x/ : (3.4.34)
dx n
86 3 Orthogonal Polynomials

 2
. / . /
Then, F .x/ D Cn .x/ if d
C .x/
dx n
D 0 or x D 1, i.e.,

 . / 2
max Cn .x/  max F .x/: (3.4.35)
1 x 1 1 x 1

Now, we differentiate equation (3.4.34) and use the differential equation (3.4.3):
   2
d . / d . /
n.n C 2 /F 0 .x/ D n.n C 2 /2Cn .x/
. /
Cn .x/  2x Cn .x/
dx dx
  !
d . / d2 . /
C .1  x 2 /2 Cn .x/ Cn .x/
dx dx 2
     
d . / d . / d . /
D2 Cn .x/ .2 C 1/x Cn .x/  x Cn .x/
dx dx dx
 2
d . /
D 4 x Cn .x/ : (3.4.36)
dx

Therefore, we find that, if > 0, F is increasing in 0; 1. If < 0, F is decreasing

in 0; 1. This (together with the symmetry relation of Theorem 3.1.3) gives us the
desired result. t
u
Remark 3.4.6. For the Legendre polynomials, i.e., D 12 , Theorem 3.4.5 gives us

jPn .x/j  Pn .1/ D 1 (3.4.37)

and
! !
0 .3=2/ n1C31 nC1 n.n C 1/
P .x/ D C
n1 .x/  D D (3.4.38)
n
n1 n1 2

for x 2 1; 1.
Theorem 3.4.7 (Generating Function). For > 0 and h 2 .1; 1/, the ultras-
pherical polynomials form the coefficients of the following power series:
1
X
hn Cn. / .x/ D .1  2hx C h2 / ; (3.4.39)
nD0

where x 2 1; 1.
Proof. First, we check the convergence of the series.
X !
1 n . / X 1
1
X n C 2  1
h Cn .x/  jhjn Cn. / .x/  jhjn : (3.4.40)
n
nD0 nD0 nD0
3.4 Ultraspherical Polynomials 87

Since !
n C 2  1 .n C 2 /
D  C n2 (3.4.41)
n .n C 1/ .2 /
with a constant C > 0 and
1
X
n2 jhjn < 1; (3.4.42)
nD0

we have absolute and uniform convergence of the series. Now, we consider the
recurrence relation (3.4.10):
1
X 1
X 1
X
. / . /
nCn. / .x/hn1 D 2x .nC 1/Cn1 .x/hn1  .nC2 2/Cn2 .x/hn1 ;
nD1 nD1 nD1
(3.4.43)
. /
where C1  0. For a fixed x 2 1; 1, we introduce the notation

1
X
.h/ D Cn. / .x/hn : (3.4.44)
nD0

Then, we obtain by differentiating with respect to h:

1
X
0
.h/ D nCn. / .x/hn1 ; (3.4.45)
nD1

and for the first term on the right-hand side of (3.4.43)

 0
h1 h .h/ D .h/ C h 0 .h/
1
X 1
X
D Cn. / .x/hn C nCn. / .x/hn
nD0 nD1
1
X . /
D .n C  1/Cn1 .x/hn1 : (3.4.46)
nD1

The second term on the right-hand side can be computed as

 0
h22 h2 .h/ D 2 h.h/ C h2 0 .h/
1
X 1
X
D 2 Cn. / .x/hnC1 C nCn. / .x/hnC1
nD0 nD1
1
X . /
D .n C 2  2/Cn2 .x/hn1 ; (3.4.47)
nD1
88 3 Orthogonal Polynomials

. /
where in each case C1  0. Therefore,
 0  0
0 .h/ D 2xh1 h .h/  h22 h2 .h/
 
D 2x h 1 h1 .h/ C h1 h 0 .h/
 
 2 h2 1 h22 .h/ C h22 h2 0 .h/
   
D 2x .h/ C h 0 .h/  2 h.h/ C h2 0 .h/ : (3.4.48)

This yields
.1  2hx C h2 / 0 .h/ D .2x  2h /.h/ (3.4.49)
or equivalently
0 .h/ 2h  2x
D  : (3.4.50)
.h/ 1  2hx C h2
We perform integration with respect to the variable h:
 
ln j.h/j D  ln.1  2hx C h2 / C C D ln .1  2hx C h2 / C C: (3.4.51)

Finally,
.h/ D CQ .1  2hx C h2 / ; (3.4.52)
where CQ D 1, since .0/ D 1. t
u
Remark 3.4.8. For D 0, we can find the generating function of the Chebyshev
polynomials of first kind, namely

X1 X1
2 Y 2k
n
2
 ln.1  2hx C h2 / D Tn .x/hn D Pn.1=2;1=2/ .x/hn :
nD1
n nD1
n 2k  1
kD1
(3.4.53)
Remark 3.4.9. The generating function can also be used to define the corresponding
orthogonal polynomials as coefficients of the series expansion.
Corollary 3.4.10. For > 0, x 2 1; 1 and jhj < 1,
1
X nC 1  h2
hn Cn. / .x/ D : (3.4.54)
nD0
.1 C h2  2hx/ C1

Proof. Use again (3.4.44) and (3.4.45) of the proof of Theorem 3.4.7 and find that
1
X nC 1 0  1  h2
hn Cn. / .x/ D h .h/ C .h/ D : (3.4.55)
nD0
.1 C h2  2hx/ C1

t
u
3.4 Ultraspherical Polynomials 89

Theorem 3.4.11. We can derive the following relations for n 2 N0 :

d . / 1 
. /
.1  x 2 / Cn .x/ D .n C 2  1/.n C 2 /Cn1 .x/
dx 2.n C /

. /
n.n C 1/CnC1 .x/ (3.4.56)
. /
D nxCn. / .x/ C .n C 2  1/Cn1 .x/ (3.4.57)
. /
D .n C 2 /xCn. / .x/  .n C 1/CnC1 .x/ (3.4.58)
. C1/
D 2 .1  x 2 /Cn1 .x/; (3.4.59)
d . / d . /
nCn. / .x/ D x Cn .x/  C .x/; (3.4.60)
dx dx n1
d . / d
.n C 2 /Cn. / .x/ D CnC1 .x/  x Cn. / .x/; (3.4.61)
dx dx
as well as (for n 2 N)

d  . / . /

CnC1 .x/  Cn1 .x/ D2.n C /Cn. / .x/ (3.4.62)
dx
 
. C1/
D2 Cn. C1/ .x/  Cn2 .x/ : (3.4.63)

Proof. Relation (3.4.56) is proved by induction. The case n D 0 is obvious. Taking

. /
n to n C 1 we then use the three-term recurrence (3.4.10) for CnC1 and obtain

d . / 2.n C / . / 2.n C / 2 . /
.1  x 2 / CnC1 .x/ D Cn .x/  x Cn .x/ (3.4.64)
dx nC1 nC1
2.n C / d n C 2  1 d . /
C x.1  x 2 / Cn. / .x/  .1  x 2 / Cn1 .x/:
nC1 dx nC1 dx
. /
Now, the induction assumption is applied twice, for .1  x 2 / dx d
Cn .x/ as well as
. /
for .1  x 2 / dx Cn1 .x/. Next, the three-term recurrence (3.4.10) helps to substitute
d
. / . / . /
xCnC1 , xCn1 , and x 2 Cn (here we use it twice). This leads to a formula that only
. / . / . /
contains the ultraspherical polynomials CnC2 , Cn , and Cn2 . Simplifying their
. /
coefficients concludes the induction and yields (3.4.56) (the coefficient of Cn2 turns
. /
out to be 0). The three-term recurrence (3.4.10) for .n C 1/CnC1.x/ in (3.4.56) gives
us (3.4.58) and the step between (3.4.58) and (3.4.57) is once again only (3.4.56).
Equation (3.4.59) is a direct consequence of (3.4.7). To prove (3.4.60), apply the
derivative to (3.4.57) and rearrange the terms such that
90 3 Orthogonal Polynomials

d . / d . /
nCn. / .x/  x C .x/ C C .x/ D (3.4.65)
dx n dx n1
d . / d d2
.n C 2 / Cn1 .x/  .n  1/x Cn. / .x/  .1  x 2 / 2 Cn. / .x/:
dx dx dx
Using (3.4.7) on each term of the right-hand side as well as (3.4.57), the right-
hand side becomes 0 as desired. Equation (3.4.61) is shown analogously to (3.4.60),
only now (3.4.58) takes the role of (3.4.57) before. Finally, (3.4.62) is obtained by
adding (3.4.60), (3.4.61) and (3.4.63) follows directly from (3.4.59) or (3.4.7). u t
Remark 3.4.12. For q 2 N, q
3, and t 2 1; 1,
 q2   
1 .n C 1/ .q  2/ q2
Pn .qI t/ D nCq3 Cn 2
.t/ D Cn 2
.t/ (3.4.66)
n
.n C q  2/

denotes the Legendre polynomials of dimension q and degree n (see, e.g., Muller
1998 and Sect. 6.4, in particular Remark 6.4.8).

3.5 Application of the Legendre Polynomials in Electrostatics

R
Let x 2 R3 and let %.x/ be a charge distribution with total charge R3 %.x/ dx.
Then, the fundamental equations of electrostatics are the electrostatic pre-Maxwell
equations. Let E denote the electric field, i.e., for x 2 R3 ,

rx  E.x/ D 4%.x/; (3.5.1)

rx ^ E.x/ D 0: (3.5.2)

We introduce the electric potential and solve the equations by E.x/ D r.x/
which gives us the following Poisson equation

.x/ D 4%.x/: (3.5.3)

Example 3.5.1. A point charge q at x0 2 R3 yields

%.x/ D q.x  x0 / (3.5.4)

with the delta-distribution in R3 (equality holds in the weak sense). We obtain

.x/ D 0 for x 2 R3 n fx0 g: (3.5.5)

q
The solution is given by .x/ D jxx0 j
for x 2 R3 nfx0 g. The corresponding electric
field can be calculated to be
3.5 Application of the Legendre Polynomials in Electrostatics 91

x  x0
E.x/ D q for x 2 R3 n fx0 g: (3.5.6)
jx  x0 j3

Another approach to (3.5.5) introduces polar coordinates .r; '; t/ for x 2 R3 nf0g by
p p
x1 D r 1  t 2 cos '; x2 D r 1  t 2 sin '; x3 D rt; (3.5.7)

where r D jxj > 0, ' 2 0; 2/, t 2 1; 1 (see also (4.1.2)). This gives us the
representation of the Laplace equation in polar coordinates, namely
 2  2 !
@ 2 @ 1 @ @ 1 1 @
C C 2 .1  t 2 / C 2 .r; '; t/ D 0
@r r @r r @t @t r 1  t2 @'
(3.5.8)
for x 2 R3 n f0g. By separation of variables we set

.r; '; t/ D U.r/V .'/W .t/ (3.5.9)

and insert this in the equation above, i.e.,

 2
@ 2 @
V .'/W .t/ U.r/ C V .'/W .t/ U.r/ (3.5.10)
@r r @r
 2
1 @ @ 1 1 @
C U.r/V .'/ .1  t 2 / W .t/ C 2 U.r/W .t/ V .'/ D 0:
r 2 @t @t r 1  t2 @'

Next, we multiply by r 2 .1  t 2 / and divide by U.r/V .'/W .t/:

U 00 .r/ U 0 .r/
r 2 .1  t 2 / C 2r.1  t 2 / (3.5.11)
U.r/ U.r/
W 00 .t/ W 0 .t/ V 00 .'/
C .1  t 2 /2  2t.1  t 2 / C D 0;
W .t/ W .t/ V .'/

which can be rewritten as

U 00 .r/ U 0 .r/
 r 2 .1  t 2 /  2r.1  t 2 / (3.5.12)
U.r/ U.r/
W 00 .t/ W 0 .t/ V 00 .'/
 .1  t 2 /2 C 2t.1  t 2 / D :
W .t/ W .t/ V .'/

The left-hand side only depends on r and t, the right-hand side only on '. Thus, the
equation can only be fulfilled if both sides are equal to a constant 2 R. Therefore,
92 3 Orthogonal Polynomials

V 00 .'/
D , V 00 .'/  V .'/ D 0; ' 2 0; 2/: (3.5.13)
V .'/

The non-trivial solutions pof this differential equation

p are linear combinations of
the functions V1 D exp.i '/ and V2 D exp.i '/. V1 and V2 have to be
2-periodic. This leads to a discretization of , namely D m2 , m 2 N0 . The
linearly independent solutions are given by

Vm .'/ D exp.im'/; ' 2 0; 2/; m 2 Z: (3.5.14)

Now, we consider the left-hand side of (3.5.12) for these values of :

m2 W 00 .t/ W 0 .t/ U 00 .r/ U 0 .r/

  .1  t 2 / C 2t D r2 C 2r : (3.5.15)
.1  t /
2 W .t/ W .t/ U.r/ U.r/

By the same argument as before we find that this equation can only hold if both
Q i.e.,
sides are equal to a constant ,

m2 W 00 .t/ W 0 .t/
  .1  t 2 / C 2t D Q (3.5.16)
.1  t /
2 W .t/ W .t/

which is equivalent to
 
m2
.1  t 2 /W 00 .t/  2tW 0 .t/ C Q C W .t/ D 0; (3.5.17)
1  t2

for t 2 1; 1 and

U 00 .r/ U 0 .r/
Q D r 2 C 2r Q
, 0 D r 2 U 00 .r/ C 2rU 0 .r/  U.r/ (3.5.18)
U.r/ U.r/

for r > 0.

Symmetric Problems

For the case of a point charge located at x0 we can assume (after a certain rotation
of the coordinate system) that x0 is on the "3 -axis, i.e., x0 D 0; 0; r0 T , where
r0 D jx0 j > 0. In this case it is clear that the solution of (3.5.5) has a rotational
symmetry, i.e., does not dependent on '. We can use

.r; '; t/ D U.r/W .t/ (3.5.19)

3.5 Application of the Legendre Polynomials in Electrostatics 93

with r > 0 and t 2 1; 1 (this corresponds to m D 0 before). Therefore, we find

the equation for W :

Q .t/ D 0;
Lt W .t/ C W t 2 1; 1; (3.5.20)

where we have introduced the Legendre operator

d2 d
Lt D .1  t 2 /  2t : (3.5.21)
dt 2 dt
Equation (3.5.20) is the Legendre differential equation (or the Gegenbauer differen-
tial equation (3.4.3) with D 1=2) which possesses a polynomial solution if and
only if
Q D n.n C 1/; n 2 N0 : (3.5.22)
The solutions are the Legendre polynomials Wn .t/ D Pn .t/, t 2 1; 1, n 2 N0 .
Q
Now, we consider the second equation for these values of :

r 2 U 00 .r/ C 2rU 0 .r/  n.n C 1/U.r/ D 0; r > 0: (3.5.23)

This ordinary differential equation possesses two linearly independent solutions

given by

1
U1;n .r/ D r n ; n 2 N0 ; U2;n .r/ D ; n 2 N0 : (3.5.24)
r nC1
Together we find the two linearly independent solutions of the Laplace equation in
the rotational symmetric case to be

1
1;n .r/ D r n Pn .t/; 2;n .r/ D Pn .t/; (3.5.25)
r nC1

for r > 0, t 2 1; 1, n 2 N0 . Every solution can be expressed as a linear

combination of these two, i.e., there exist coefficients An , Bn such that

X1  
1
.r; t/ D An r n C Bn nC1 Pn .t/: (3.5.26)
nD0
r

For the case of a point charge located in x0 D 0; 0; r0 T we know a solution, namely

q
.x/ D ; x 2 R3 n fx0 g: (3.5.27)
jx  x0 j

We use this solution to compute the coefficients An and Bn in the expansion (3.5.26).
Restricting the solutions to the "3 -axis, the point x possesses the polar coordinates
r D jxj, t D 1, ' D 0, i.e.,
94 3 Orthogonal Polynomials

q
.x/ D ; r > 0; r r0 : (3.5.28)
jr  r0 j

We use the well-known geometric series and obtain

8 1  
P
q
< rr0 D
q 1
D q r0 n
for r > r0 ;
r 1 r0 r r
.x/ D r nD0
 n (3.5.29)
q P
1
q q
: r0 r D D
1 r
r0 1 r r0 r0 for r < r0 :
r0 nD0

Comparing this to the expansion for t D 1 (remember that Pn .1/ D 1), i.e.,

X1  
Bn
.r; 1/ D An r n C nC1 ; r > 0; (3.5.30)
nD0
r

results in the following coefficients:

8 (
<0 if r > r0 ; qr0n if r > r0 ;
An D Bn D (3.5.31)
: q
if r < r0 ; 0 if r < r0 :
r0nC1

Thus, we finally obtain

8 1
P r0n

<q P .t/ for jxj D r > r0 D jx0 j;
q r nC1 n
.x/ D .r; t/ D D nD0
jx  x0 j P 1
rn
:q Pn .t/ for jxj D r < r0 D jx0 j:
r nC1
nD0 0
(3.5.32)
From a mathematical point of view there is another interesting aspect. Canceling the
charge q leads to (x x0 )
81
P rn

< 0
P .t/ for jxj D r > r0 D jx0 j;
1 r nC1 n
D PnD0
1 (3.5.33)
jx  x0 j rn
: Pn .t/ for jxj D r < r0 D jx0 j:
r nC1
nD0 0

The value jx  x0 j can be expressed using polar coordinates (see (4.1.2) in Sect. 4.1
for details) by
h iT 2
p p
jx  x0 j2 D r 1  t 2 cos '; r 1  t 2 sin '; rt  r0
 
r2 r0
D r 2 1 C 02  2 t : (3.5.34)
r r
3.6 Hermite Polynomials and Applications 95

Take r > r0 and we obtain, for r > r0 ,

X rn 1
1 1
q D D 0
P .t/;
nC1 n
(3.5.35)
r02 jx  x0 j r
r 1C r2
 2 rr0 t nD0

which is equivalent to
1  
X
1 r0 n
q D Pn .t/: (3.5.36)
r02 r
1C r2
 2 rr0 t nD0

Analogously, for r < r0 ,

1  n
X
1 r
q D Pn .t/: (3.5.37)
1C r2
 2 rr0 t nD0
r0
r02

Substituting h D r0 =r, respectively h D r=r0 , we get the result of Theorem 3.4.7

for the Legendre polynomials, i.e., D 12 . For a more detailed treatment see, e.g.,
Jackson (1998).

3.6 Hermite Polynomials and Applications

The Hermite polynomials Hn are the unique orthogonal polynomials in L2 .R/ with
the measure d .x/ D w.x/dx D exp.x 2 /dx.
Definition 3.6.1. The Hermite polynomials Hn are defined as follows:

R n is a polynomial of degree n,
(i) H
(ii) R Hn .x/Hm .x/ exp.x 2 / dx D 0 for m n,
p
(iii) kHn k2 D 2n n, n 2 N0 .
By this definition we can calculate the first few polynomials H0 .x/ D 1, H1 .x/ D 2x,
H2 .x/ D 4x 2  2, H3 .x/ D 8x 3  12x.
Rodrigues representation and the explicit representation are given by
 n
d  
Hn .x/ D .1/ exp.x / n 2
exp.x 2 / ; (3.6.1)
dx
bn=2c
X .1/k n
Hn .x/ D .2x/n2k : (3.6.2)
k.n  2k/
kD0

The following recurrence relation holds with H0  1, H1  0:

Hn .x/ D 2xHn1 .x/  2nHn2 .x/ for n 2 N; x 2 R: (3.6.3)

96 3 Orthogonal Polynomials

The derivative is given by Hn0 .x/ D 2nHn1 .x/ for n 2 N0 , x 2 R, and the
following differential equation is solved by the Hermite polynomials:

Hn00 .x/  2xHn0 .x/ C 2nHn .x/ D 0; (3.6.4)

where n 2 N0 , x 2 R. Furthermore, for un .x/ D exp.x 2 =2/Hn .x/ we have

u00n .x/ C .2n C 1  x 2 /un .x/ D 0; n 2 N0 ; x 2 R: (3.6.5)

For further details and properties of Hermite polynomials we refer to, e.g., Lebedev
(1973), Sneddon (1980), and Szego (1967).

Application in Quantum Mechanics

The starting point of any system is its Hamilton function

E D H.pi ; qj ; t/; (3.6.6)

where qj are (unified) coordinates, pi are the impulse coordinates and t is the time.
H is the total energy of the system. The step from classical mechanics to quantum
mechanics is performed by substitution rules:

@
E ! i ; p ! ir: (3.6.7)
@t

Note that D 2 h
 1:05457  1034 Js is Planks constant. The coordinates qj are
substituted by the wave function, where j j2 is the probability density, i.e., for all t,
Z
j .x; t/j2 dx D 1: (3.6.8)
R3

For example, let  be the wave function of a particle in a potential V , the classical
Hamilton function is
p2
ED C V .x/: (3.6.9)
2m
This becomes by our substitutions

@ 2
i  .x; t/ D  x  .x; t/ C V .x/ .x; t/ (3.6.10)
@t 2m
or equivalently
2
iP D H with H D  x C V .x/: (3.6.11)
2m
3.6 Hermite Polynomials and Applications 97

If V and, thus, H are time-space separating, we use the approach

 .x; t/ D '.x/ exp. iEt

/; (3.6.12)

such that for all t;

@
i  .x; t/ D i'.x/ iE
exp. / D H'.x/ exp. /
iEt iEt
(3.6.13)
@t

which is equivalent to H'.x/ D E'.x/.

This is the time-independent Schrodinger equation. H is the time-independent
Hamilton operator and E is the energy of the system, which is an unknown.
Furthermore,
Z Z Z
1D j .x; t/j dx D
2
j'.x/ exp. /j dx D
iEt 2
j'.x/j2 dx; (3.6.14)
R3 R3 R3

i.e., the probability density is time-independent.

R Therefore, the eigenvalue problem
H' D E' has to be solved with R3 j'.x/j2 dx D 1.

One-Dimensional Oscillation

Let m be a mass connected to a wall by a spring with spring constant f . The classical
Hamilton function of this one-dimensional system is

p2 m! 2 x 2
H.p; x/ D C (3.6.15)
2m 2
p
with ! D f =m the eigenfrequency of the system. By our substitution rules we
obtain the operator
2 d 2 m! 2 x 2
HD 2
C : (3.6.16)
2m dx 2
This operator H describes, e.g., the oscillation of a molecule with two atoms and m
is the relative mass of the atoms. Thus, the eigenvalue problem for the oscillation is:
 
2 d 2 m! 2 x 2
 C '.x/ D E'.x/; x 2 R: (3.6.17)
2m dx 2 2
q

Defining a new coordinate by y D x=b, where b D m! , and setting " D !
2E
this
becomes
d2
'.by/ C."  y 2 / '.by/ D 0: (3.6.18)
dy 2
u.y/ u.y/
98 3 Orthogonal Polynomials

This equation possesses a solution if and only if " D 2n C 1, where n 2 N0 . The

solution is of the form
 y2 
un .y/ D cn exp  2 Hn .y/ (3.6.19)

for n 2 N0 using the Hermite polynomial Hn of degree n. The constant cn is

determined by the condition
Z Z
1
j'n .x/j2 dx D 1 , jun .y/j2 dy D : (3.6.20)
R R b

Thus, we can summarize

 x2

'n .x/ D cn Hn . xb / exp  2b 2
(3.6.21)

for n 2 N0 and x 2 R. These functions are the eigenfunctions of the one-

dimensional oscillation corresponding to the eigenvalues

En D .n C 12 /!; n 2 N0 : (3.6.22)

This shows that the energy of a quantum-mechanical oscillator can only take discrete
values, i.e., the quantization of energy. For further information the reader is referred
to, e.g., Landau and Lifshitz (2004).

3.7 Laguerre Polynomials and Applications

In this section we consider orthogonal polynomials with respect to the measure

d .x/ D w.x/dx D exp.x/x dx with a parameter > 1 and the support
interval R0 D 0; 1/.
./
Definition 3.7.1. For > 1, the generalized Laguerre polynomials Ln , n 2 N0 ,
are uniquely defined by
./
(i) Ln is a polynomial of degree n defined on R0 ,
R ./ ./
(ii) R0 Lm .x/Ln .x/ exp.x/x dx D 0 for n m,
 ./ 2  
(iii) Ln  D . C 1/ nC D .nCC1/ .
n .nC1/

Note that for D 0 these are the classical Laguerre polynomials.

The Laguerre polynomials admit the following Rodrigues representation and
explicit representation for n 2 N0 and x 2 R0 :
 n
x  d  
n .x/ D exp.x/
L./ exp.x/x nC ; (3.7.1)
n dx
3.7 Laguerre Polynomials and Applications 99

X
n
.n C C 1/ .x/k
n .x/ D
L./ : (3.7.2)
.k C C 1/ k.n  k/
kD0

./
By these properties we obtain the first three polynomials, namely L0 .x/ D 1,
./ ./  
L1 .x/ D 1Cx and L2 .x/ D 12 .1 C /.2 C /  2.2 C /x C x 2 . We find
the recursion formula for n 2 N, n
2:
./ ./
n .x/ D .2n C  1  x/ Ln1 .x/  .n C  1/ Ln2 .x/;
nL./ x 2 R0
(3.7.3)
and the recursion including the derivative for n 2 N;

d ./ ./
x L .x/ D nL./
n .x/  .n C /Ln1 .x/; x 2 R0 : (3.7.4)
dx n

The differential equation with > 1, x 2 R0 ,

xy 00 C .1 C  x/y 0 C y D 0 (3.7.5)

possesses a polynomial solution if and only if  D n 2 N0 . This solution is given

./
by y.x/ D cn Ln .x/, x 2 R0 , with a constant cn 2 R.
For further details and properties of Laguerre polynomials we refer to, e.g.,
Lebedev (1973), Sneddon (1980), and Szego (1967).

Eigenoscillations of an n-Fold Pendulum

Let l be the total length of the n-fold pendulum, each section has length a D l=n.
The angles of each section are collected in the vector ' D '1 ; : : : ; 'n T . The
dynamic of the pendulum is described by

M'R C C' D 0; (3.7.6)

where we have linearized near a stable equilibrium, i.e., 'j D 0, j D 1; : : : ; n, and

M is the mass matrix with entries

Mi;j D a2 minfi; j g (3.7.7)

and C is the matrix of restitutional forces with Ci;j D igai;j , g is the gravitational
acceleration. Small vibrations are given by ' D 'O sin.!t/.

M'R C C' D 0; i:e:; .C  ! 2 M/'O D 0: (3.7.8)

100 3 Orthogonal Polynomials

We decompose M by Cholesky decomposition, i.e. M D UT U. This gives us

2 3
1  1
6 :: :: 7 :
U D a4 : :5 (3.7.9)
0 1

O where xO D xO 0 ; : : : ; xO n1 T . We find that

Now, we set xO D U',
 
0 D C  ! 2 UT U ';O (3.7.10)
 1 
H) 0 D CU  ! 2 UT x; O (3.7.11)
 T 1 1 
H) 0 D .U / CU  ! 2 I x; O (3.7.12)
 
H) 0 D ga .UT /1 CU1  ga ! 2 I xO D .A  I/x:
O (3.7.13)

This is an eigenvalue problem for the matrix

2 3
1 1 0 0
61 3 2 0 7
6 7
6 :: 7
60 2 5 3 : 7
6 7
AD6 :: :: :: :: 7: (3.7.14)
6 : : : : 0 7
6 7
6 :: :: :: 7
4 : : : n C 15
0 0 n C 1 2n  1

Writing out the eigenvalue problem explicitly, we obtain

0xO 1 C 1xO 0  1xO 1 D xO 0 ; (3.7.15)

k xO k1 C .2k C 1/xO k  .k C 1/xO kC1 D xO k ; (3.7.16)
.n  1/xO n2 C .2n  1/xO n1 D xO n1 ; (3.7.17)

where k D 1; : : : ; n  2. We have to append xO 1 and xO n such that (3.7.16) holds for

k D 0; : : : ; n  1, i.e., xO 1 can be chosen arbitrarily and xO n D 0 to satisfy (3.7.17).
We take a look at the recurrence relation for the classical Laguerre polynomials, i.e.,
the case D 0:

 kLk1 .x/ C .2k C 1/Lk .x/  .k C 1/LkC1 .x/ D xLk .x/: (3.7.18)

We can identify x with and Lk .x/ with xO k . Hence, xO k D Lk . / for k D 0; : : : ; n

satisfies (3.7.15)(3.7.17) for all . Since we have to fulfill xO n D 0, we find

Ln . / D xO n D 0: (3.7.19)
3.8 Exercises 101

The eigenfrequencies 1 ; : : : ; n of the system

AxO D xO (3.7.20)

are determined by (3.7.19). Therefore, let n;1 ; : : : ; n;n be the zeros of Ln in R0 .
Then, the eigenfrequencies of the system are
q
!k D ga n;k ; k D 1; : : : ; n: (3.7.21)

The corresponding eigenmodes to the eigenvalue !k can be calculated from

xO j D Lj . n;k /; j D 0; : : : ; n  1; (3.7.22)

and 'O D U 1 x.
O All interesting properties of the system, such as energy etc., can be
expressed using Laguerre polynomials. For further details the reader is referred to
Braun (1997).

3.8 Exercises (Gaussian Integration, Legendre Series, Kernel

Expansions)

Next, we remember the conditions in Gau quadrature rules which must be satisfied
by the weights and knots in order to get an optimal degree of polynomial precision.
Restricting ourselves to the weight function w.x/ D 1 and the interval 1; 1 we
are canonically led to the theory of Legendre polynomials, i.e., GauLegendre
integration. Our exercises do not only provide the classical theory of Gaussian
integration, but also new types of error estimates involving the Green function
with respect to the Legendre operator as an essential tool. Moreover, the Clenshaw
algorithm for the staple evaluation of Legendre series and its modified version
are discussed with the help of some exercises. Finally, we develop error estimates
for kernel expansions that arise in numerical algorithms involving truncations of
expansions in terms of ultraspherical polynomials.

Gaussian Integration Revisited

Definition 3.8.1. The Green function G.L C I ; / W 1; 1 1; 1 ! R with

respect to the Legendre operator L C , 2 R, (see (3.5.21) for a definition of the
operator L) is uniquely defined by the following properties:
(i) (Boundedness) For arbitrary, but fixed x 2 1; 1, G.L C I x; / is a continu-
ous function on 1; 1 satisfying the conditions

jG.L C I x; 1/j < 1; (3.8.1)

jG.L C I x; 1/j < 1: (3.8.2)
102 3 Orthogonal Polynomials

(ii) (Differential equation) For each fixed x 2 1; 1, G.L C I x; / is twice

continuously differentiable in 1; 1 n fxg. For SpectL , we have

.Lt C /G.L C I x; t/ D 0; t 2 1; 1 n fxg: (3.8.3)

q
For n 2 SpectL , we have with PQn D 2nC1
2
Pn that

.Lt C n /G.L C n I x; t/ D PQn .x/PQn .t/; t 2 1; 1 n fxg; (3.8.4)

where SpectL D f n D n.n C 1/ W n 2 N0 g.

(iii) (Characteristic singularity)
t DxC0
d
.1  x 2 / G.L C I x; t/ D 1: (3.8.5)
dt t Dx0

(iv) (Normalization) For each x 2 1; 1 and n 2 SpectL ,

Z 1
G.L C n I t/PQn .t/ dt D 0: (3.8.6)
1

The Green function is uniquely determined by these four conditions. Definition 3.8.1
enables us to develop the following integral formulas:
Exercise 3.8.2. Let x be a point in .1; 1/. Suppose that F is of class C.2/ .1; 1/.

(a) Use the Green-Lagrange formula to prove for SpectL ,

Z 1
F .x/ D G.L C I x; t/.Lt C /F .t/ dt: (3.8.7)
1

Furthermore, for 2 SpectL , i.e., D n D n.n C 1/,

Z 1 Z 1
F .x/ D PQn .x/ F .t/PQn .t/ dt C G.L C I x; t/.Lt C /F .t/ dt:
1 1
(3.8.8)
(b) Use (a) to show that for 2 R, t 2 1; 1,
Z 1
Q
.1  ; n /Pn .t/ D .  n / G.L C I t; u/PQn .u/ du: (3.8.9)
1

Exercise 3.8.3. (a) Implement the Gaussian integration formula

Z 1 X
n
F .t/ dt  Gn .F / D wi F .xi /; (3.8.10)
1 i D1
3.8 Exercises 103

with xi , i D 1; : : : ; n, the zeroes of the Legendre polynomial Pn and wi , i D

1; : : : ; n the weights determined by

X
n
p
wi PQj .xi / D 0;j 2; j D 0; : : : ; n  1: (3.8.11)
i D1

(b) Show that (3.8.10) is exact for all polynomials of degree 2n  1.

(c) Give an example of a polynomial of degree 2n such that (3.8.10) is not exact.
(d) Test your routine by approximating the following integrals for n D 2; 4; 8:
Z 1 Z 1 Z 1
1 x2 x
dx; e dx; dx: (3.8.12)
1 1 C x4 1 1 ex  1

Exercise 3.8.4. Calculate the error terms for the Gaussian integration formula to
test the exactness of your results in Exercise 3.8.3. Do this by implementing routines
for the following two estimates of the error or remainder term:
(a) For n
1 and p
1;

22.nC1/
Rn .F /  2n2 sup jF
.2p/
.t/j: (3.8.13)
.2n C 1/ n t 21;1

(b) For n
1, p
1 and k.k C 1/, k D 2n; 2n C 1; : : : ;
s
q Z 1
.p/
Rn .F /  A .n/ ..Lt C /p F .t//2 dt
1
p q .p/
 2 A .n/ sup j.Lt C /p F .t/j (3.8.14)
t 21;1

with

X
n X
n 1
X 1
PQk .xi /PQk .xj /
.p/
A .n/ D wi wj
i D1 j D1
.  k.k C 1//2p
kD2n
1
X 2k C 1
2 : (3.8.15)
.  k.k C 1//2p
kD2n

.p/
Note that lim A .n/ D 0.
n!1
(c) In case of (3.8.13), apply the estimate for different n; p to at least one of the
integrals from Exercise 3.8.3. In case (3.8.14), apply the estimate for fixed
p D 1 but different n; . For which does the error reach its minimum?
104 3 Orthogonal Polynomials

Remark 3.8.5. Relation (3.8.13) is a Peano-type error estimate that can be found in
every standard textbook on numerical integration (see, e.g., Deuflhard and Hohmann
1991; Freund and Hoppe 2007; Hammerlin and Hoffmann 1992). Estimate (3.8.14)
is due to Freeden (1980b).

Staple Evaluation of Legendre Series (Involving Derivatives)

Exercise 3.8.6. Let fTk gk2N0 satisfy the linear, second order recurrence relation

Tk .x/  ak .x/Tk1 .x/  bk .x/Tk2 .x/ D 0; k D 2; : : : ; N; (3.8.16)

where T0 .x/ 0 and T1 .x/ are given and bk .x/ 0 for all k. Show that for
N 2 N0 the sum
XN
SN .x/ D Ak Tk .x/; (3.8.17)
kD0

where fAk gkD0;:::;N are given, can be calculated by the Clenshaw algorithm, i.e.,
Algorithm 3.8.7 using ak , bk of (3.8.16).
Algorithm 3.8.7 (Clenshaw).
Set UN C1 D UN C2 D 0.
Do for k D N; : : : ; 1
Uk .x/ D akC1 .x/UkC1 .x/ C bkC2 .x/UkC2 .x/ C Ak
enddo
Return SN .x/ D .A0 C b2 .x/U2 .x//T0 .x/ C U1 .x/T1 .x/.
Exercise 3.8.8. Specify Algorithm 3.8.7 for the special case of the Legendre
polynomials Pk , k 2 N0 . Consider the following tests:
(a) Implement the resulting algorithm and compute the functions

X
N
Fh;N .x/ D hk Pk .x/; x 2 1; 1; (3.8.18)
kD0

X
N
Gh;N .x/ D .2k C 1/hk Pk .x/; x 2 1; 1; (3.8.19)
kD0

on an equidistant grid in 1; 1 for N D 100; 200; 400; 800 and for the values
h D 0:1; 0:5; 0:9; 0:95; 0:99.
(b) Calculate the differences

1

RF .h; N; t/ D Fh;N .x/  p ; (3.8.20)
1 C h  2hx
2
3.8 Exercises 105

1  h2

RG .h; N; t/ D Gh;N .x/  : (3.8.21)
.1 C h  2hx/
2 3=2

.m/
Exercise 3.8.9. Show that for N 2 N0 the sum of derivatives Tk of order m 2 N;

.m/
X
N
.m/
SN .x/ D Ak Tk .x/; (3.8.22)
kD0

where fAk gkD0;:::;N are given, can be calculated by the modified Clenshaw algorithm,
i.e., Algorithm 3.8.10 using ak , bk of (3.8.16).
Algorithm 3.8.10 (Modified Clenshaw).
.0/ .0/
Set stage 0, i.e., UN C1 D UN C2 D 0.
Do for k D N; : : : ; 0
.0/ .0/ .0/
Uk .x/ D akC1 .x/UkC1 .x/ C bkC2 .x/UkC2 .x/ C Ak
enddo
Do for l D 1; : : : ; m
.l/ .l/
Set stage l, i.e., UN C1 D UN C2 D 0.
Do for k D N; : : : ; 0 
.l/ Pl l  .lj / .j / .lj / .j /

Uk .x/ D akC1 .x/UkC1 .x/ C bkC2 .x/UkC2 .x/
j D0 j
enddo
enddo
.m/ .m/
Return SN .x/ D U0 .x/T0 .x/.
.m/
Remark 3.8.11. Note that Algorithm 3.8.10 not just calculates SN .x/, but all
.l/
SN .x/ for l D 0; : : : ; m. For an implementation the derivatives of ak , bk of (3.8.16)
have to be computed in advance up to order m. If ak , bk are polynomials of a low
degree, the sum in Algorithm 3.8.10 simplifies drastically.
Exercise 3.8.12. Specify Algorithm 3.8.10 for the special case of the Legendre
polynomials Pk , k 2 N0 .
Exercise 3.8.13. Specify Algorithm 3.8.7 for the second derivatives of the Legen-
dre polynomial Pk00 , k 2 N, by using (3.4.7) for the derivative of the ultraspherical
polynomials and their three-term recurrence relation.
Compare the results of the summation with the results of Algorithm 3.8.10 for
Pk00 , k 2 N, using Exercise 3.8.12.
Remark 3.8.14. See Clenshaw (1955), Deuflhard (1976), and Tscherning (1976)
for further details and Fengler (2005) for an application of these algorithms in the
computation of vectorial/tensorial scaling functions and wavelets for a non-linear
Galerkin scheme to solve the NavierStokes equation on the sphere.
106 3 Orthogonal Polynomials

Error Estimates of Kernel Expansions

Exercise 3.8.15. Compute the first derivative of the hypergeometric function with
respect to its last argument, i.e., for z 2 R:

d ab
F .a; bI cI z/ D F .a C 1; b C 1I c C 1I z/: (3.8.23)
dz c

Exercise 3.8.16. Let s 2 N, p 2 N0 and z 2 R with jzj < 1. Show that

p1   1  
1 X nCs1 n X nCs1 n
 z D z (3.8.24)
.1  z/s nD0 s1 nDp
s1
 
zp pCs1
D F .s C 1; pI p C 1I z/;
.1  z/s s1
(3.8.25)

where F denotes the hypergeometric function of Definition 3.3.8.

Exercise 3.8.17. Let s 2 N, p 2 N0 . Show that

X
s1  
p s1 k
F .s C 1; pI p C 1I / D  (3.8.26)
pCk k
kD0

if p > 0. Show also that F .s C 1; 0I 1I / D 1 holds for p D 0.

Remark 3.8.18. For more details the standard literature on the hypergeometric
function, e.g., Abramowitz and Stegun (1972) and Magnus et al. (1966). A proof and
further applications of Exercise 3.8.16 can be found, e.g., in Cherrie et al. (2002).
Now, we investigate the error term

p sX n s
p
s
EpC1 .; / D 1  1 C  2  2  Cn2 ./ (3.8.27)
nD0

for s 2 N, p 2 N0 ,  2 .0; 1/ and  2 1; 1. Our aim is to prove that

s s
EpC1 .; /  EpC1 .; 1/ : (3.8.28)

Exercise 3.8.19. Use Exercise 3.8.16 to transform the right-hand side of (3.8.28),
i.e., show that
 
s pCs
EpC1 .; 1/ D  pC1 F .s C 1; p C 1I p C 2I /: (3.8.29)
s1
3.8 Exercises 107

This leads us to a new version of (3.8.28), i.e.,

 
s pC1 p C s
EpC1 .; /   F .s C 1; p C 1I p C 2I /: (3.8.30)
s1

Before we can go into the details of this estimate and its proof we are concerned
with three helpful tools.
Exercise 3.8.20. Let s; p 2 N with s
3 and p
1. Prove that the following
hypergeometric function at 1 satisfies the estimate
p s
F .s C 1; p C 1I p C 2I 1/
2: (3.8.31)

Exercise 3.8.21. Let s 2 N, p 2 N0 . Show that the sum of Gegenbauer

polynomials at 0 satisfies
(
Xp
s 0 ; for p D 4m C 2 or p D 4m C 3;
Cn .0/ 
2
. 2s C2m/ (3.8.32)
nD0 . s / .2mC1/ ; for p D 4m or p D 4m C 1;
2

and moreover,
X
p  
s
2 pCs
Cn .0/ < : (3.8.33)
s1
nD0

Exercise 3.8.22. Let s 2 N, p 2 N0 . Show that the sum of Gegenbauer

polynomials at 0 satisfies
(
X
p
s 1 ; for p D 4m or p D 4m C 1;
Cn .0/

2
. 2s C2mC1/ (3.8.34)
nD0
1 . 2s / .2mC2/
; for p D 4m C 2 or p D 4m C 3;

and moreover,
X
p  
s
pCs
Cn2 .0/ > 1  : (3.8.35)
s1
nD0

Finally, we are prepared to prove the major theorem necessary for error esti-
mate (3.8.30) in three exercises.
Exercise 3.8.23. Let s 2 N, p D 0. Let D D .0; 1/ .1; 1/ and the functions
h W D ! R be defined as
 
pCs
h .; / D pC1 F .s C 1; p C 1I p C 2I /
s1
p sX n s
p
1 1 C   2
2  Cn2 ./
nD0
p s
DsF .s C 1; 1I 2I / 1 1 C  2  2 : (3.8.36)
108 3 Orthogonal Polynomials

Prove that, for all .; / 2 D, it holds that h .; /

0 and hC .; /
0.
Exercise 3.8.24. Let s 2 N, s > 1, p 2 N. Let D D .0; 1/ .1; 1/ and the
functions h W D ! R be defined as
 
pCs
h .; / D pC1 F .s C 1; p C 1I p C 2I /
s1
p sX n s
p
1 1 C  2  2  Cn2 ./: (3.8.37)
nD0

Show the following properties of h :

(a) h .0; / D 0,
(b) h .1; 0/ > 0 and hC .1; 0/ > 0,
@
(c) @ h .; / 0 in D.
Hint: Use Exercises 3.8.21 and 3.8.22 for the two inequalities of part (b),
Exercise 3.8.17 can be helpful for the first inequality. Calculate the partial derivative
in part (c) (using Exercise 3.8.15) and assume that @ @
h .; / D 0 for .; / 2 D.
This leads to the equation
 
pCs
.p C 1/ p
F .s C 1; p C 1I p C 2I / (3.8.38)
s1

s1 s
C F .s C 2; p C 2I p C 3I / D .1  2 C  2 / 2 1
pC2
!
Xp
s X
p
s
s.  /  Cn ./ C .1  2 C  /
n 2 2 n1 2
n Cn ./ :
nD0 nD1

Show now that the bracket on the left-hand side of (3.8.38) containing the
hypergeometric functions can be reduced to .1 C /s1 . The bracket on the right-
hand side of (3.8.38) containing the Gegenbauer polynomials can be transformed
s s
into .p C s/ pC1 Cp2 ./  .p C 1/ p CpC1
2
./ using the corresponding recurrence
relations of Theorem 3.4.11. Prove the estimate
    pCs
s s

pC1 Cp ./  CpC1 ./

2 2
pCs .1 C /s2 pCs


;
s  1 .1  2 C  2 / 2 1 s1 1C
s

(3.8.39)
and find the conclusion that  D 1 or  D 0 which gives you the desired
@
contradiction to the assumption @ h .; / D 0 in D.
Exercise 3.8.25. Let s D 1, p 2 N. Let D D .0; 1/ .1; 1/ and the functions
h W D ! R be defined as
3.8 Exercises 109

 
pCs
h .; / D pC1
F .s C 1; p C 1I p C 2I /
s1
p sX n s
p
1 1 C   2
2  Cn2 ./
nD0

p X
p
D pC1 1 1 C  2  2  n Pn ./; (3.8.40)
nD0

1
where Pn ./ D Cn2 ./ is the Legendre polynomial of degree n. Show the following
properties of h :
(a) h .0; / D 0,
(b) h .1; 0/ > 0 and hC .1; 0/ > 0,
@
(c) @ h .; / 0 in D.
Hint: Note that properties (a) and (b) can be treated as in Exercise 3.8.24. Property
(c) also starts out as in Exercise 3.8.24, but instead of inequalities as in (3.8.39) the
equation p
1 D 1  2 C  2 .Pn ./  PnC1 .// (3.8.41)
is squared and the resulting quadratic equation in  is shown to possess no real-
valued solutions. Thereby, the recurrence relations of Theorem 3.4.11 can be very
helpful if they are applied to the case of Legendre polynomials and their derivatives.
Exercise 3.8.26. Let s 2 N, p 2 N. Let D D .0; 1/ .1; 1/ and the functions
h W D ! R be defined as in Exercise 3.8.24. Use the properties of Exercises 3.8.24
and 3.8.25 to prove that for all .; / 2 D hold h .; /
0 and hC .; /
0.
Exercise 3.8.27. Let  2 .0; 1/, p 2 N0 and s 2 N. Use Exercise 3.8.26 to prove
that the error term (3.8.27) can be estimated by
 
s s pCs
EpC1 .; /  EpC1 .; 1/ D  pC1 F .s C 1; p C 1I p C 2I /;
s1
(3.8.42)
where  2 1; 1.
Remark 3.8.28. One major application of the results of these exercises lies in error
estimates for numerical algorithms involving truncated kernel expansions such that,
e.g., the fast multipole method (see also the exercises of Chap. 4 or, e.g., Greengard
and Rokhlin 1988) which goes back to Greengard (1988), Greengard and Rokhlin
(1987), and Rokhlin (1985). A detailed derivation and error analysis of this kind can
be found in Gutting (2008). Note that the case treated in Exercise 3.8.25 goes back
to Sauter (1991). For more details the reader is referred to Gutting (2008) and the
references therein.
 Part II
Spherically Oriented Functions
Chapter 4
Scalar Spherical Harmonics in R3

As we have seen in the geomathematical motivation of Chap. 1, spherical functions

are an essential tool for all geosciences. In this chapter we develop orthonormal
function systems for scalar functions on spheres in the three-dimensional Euclidean
space, namely the scalar spherical harmonics, which are then generalized to vecto-
rial functions in Chap. 5 as well as to systems for scalar functions on spheres in the
more general, q-dimensional setting in Chap. 6. The main features in each case are
the addition theorem, the FunkHecke formula, and orthogonal invariance leading to
expressions in the terms of Legendre polynomials. Scalar spherical harmonics have
many fields of applications such as, e.g., geodesy and geophysics (see Sects. 1.1 or
1.2 for two examples), quantum mechanics (see, e.g, Landau and Lifshitz 2004),
or numerical algorithms such as the fast multipole method of Greengard and
Rokhlin (1988) (see Beatson and Greengard (1997) and the references therein for an
overview or Gutting (2008) for an application in gravitational field modeling). All
in all, they are essential for any analysis of spherical functions. The scalar spherical
harmonics also provide the foundation for vector spherical harmonics (see Chap. 5).
There is an extensive literature on spherical harmonics starting from Gau (1801)
and we only give a few recommendations: for a more mathematical point of view
we refer to, e.g., Freeden et al. (1998), Freeden and Schreiner (2009), Hobson
(1955), Hochstadt (1971), Lebedev (1973), Lense (1954), Muller (1966, 1998) and
for physical aspects, in particular in quantum mechanics and in angular momentum
theory, see Edmonds (1964), Jones (1985), Landau and Lifshitz (2004), Varsalovic
et al. (1988) and Zare (1988).
The layout of this chapter is as follows: In Sect. 4.1 we provide some basic
notation for the sphere in R3 , in particular, we introduce zonal functions on the
sphere. Orthogonal invariance is discussed for spaces of spherical functions in
Sect. 4.2. We also lay the groundwork on orthogonal invariance for spherical vector
fields which are elaborated in Chap. 5. As we will see in Sect. 4.3, we are naturally
led to spherical harmonics by investigating polynomial basis systems on the sphere.
We show their essential properties such as the addition theorem, orthogonality, and
their role as eigenfunctions of the Beltrami operator. For their completeness in the

W. Freeden and M. Gutting, Special Functions of Mathematical (Geo-)Physics, 113

Applied and Numerical Harmonic Analysis, DOI 10.1007/978-3-0348-0563-6 4,
Springer Basel 2013
114 4 Scalar Spherical Harmonics in R3

space of square-integrable functions on the sphere we propose and analyze two

summability methods in Sect. 4.4, before the irreducibility of the space of spherical
harmonics of a fixed degree is shown in Sect. 4.5. This yields the FunkHecke
Formula. In Sect. 4.6 Greens function on the sphere with respect to the Beltrami
operator is introduced and corresponding integral theorems are established. This is
another result that is required for vector spherical harmonics in Chap. 5. Moreover,
we briefly present the quantum-mechanical modeling of the hydrogen atom in
Sect. 4.7 as a well-known example of use of spherical harmonics in physics (see also
Landau and Lifshitz 2004). Finally, the reader is encouraged to solve the exercises
in Sect. 4.8 which are concerned with some important topics in approximation
and numerical analysis on the sphere such as the low discrepancy method, locally
supported spherical wavelets, function systems for the ball, and the fast multipole
method.

4.1 Basic Notation

We start by introducing some basic spherical notation. The unit sphere in R3 is

defined by
S2 D f 2 R3 W jj D 1g: (4.1.1)
We use Greek letters for elements of S2 . The polar coordinate representation of a
point x 2 R3 is given by
2 p 3
r p1  t 2 cos.'/
x.r; '; t/ D 4 r 1  t 2 sin.'/ 5 ; (4.1.2)
rt

where r D jxj 2 R0 is the distance to the origin, ' 2 0; 2/ the longitude,
t D cos.#/ 2 1; 1 the polar distance and # 2 0;  the latitude. The canonical
basis in R3 is denoted by "1 ; "2 ; "3 .
Another orthonormal basis is given by the moving frame consisting of the
following three vectors (depending on the spherical coordinates ' and t):
2p 3 2 3
p1  t 2 cos.'/  sin.'/
"r .'; t/ D 4 1  t 2 sin.'/ 5 ; "' .'; t/ D 4 cos.'/ 5 ;
t 0
2 3
t cos.'/
"t .'; t/ D 4 t
p sin.'/ :
5 (4.1.3)
1  t2

"' and "t are tangential vectors. Note that "r ^ "' D "t , where ^ denotes the
vector product (see Fig. 4.1 for an illustration). The gradient r in R3 can be
4.1 Basic Notation 115

Fig. 4.1 The perpendicular

vectors "r , "' , "t on the unit
sphere S2

decomposed into a radial and an angular part, namely

@ 1
r D "r C r; (4.1.4)
@r r

where the tangential operator r  is called the surface gradient and can be written
in polar coordinates of (4.1.2) as follows:

1 @ p @
r  D "' p C "t 1  t 2 : (4.1.5)
1t 2 @' @t

Another essential tangential operator is the surface curl gradient L which is defined
by L F ./ D  ^ r F ./ for F 2 C.1/ .S2 /,  2 S2 . In the polar coordinates
of (4.1.2) we have:

p @ 1 @
L D "' 1  t 2 C "t p : (4.1.6)
@t 1t 2 @'

L F is a tangential vector field perpendicular to r  F , i.e., for  2 S2 ,

r F ./  L F ./ D 0: (4.1.7)

We canonically define the surface divergence

X
3
r  f ./ D r Fi ./  "i (4.1.8)
i D1

and the surface curl

X
3
L  f ./ D L Fi ./  "i ; (4.1.9)
i D1

where f D F1 ; F2 ; F3 T 2 c.1/ .S2 /. Note that we use lower-case letters for

vector fields and capital letters for scalar fields. The same convention applies to
116 4 Scalar Spherical Harmonics in R3

the corresponding function spaces such as c.1/ .S2 / for the space of continuously
differentiable vector fields and C.1/ .S2 / for the space of continuously differentiable
scalar fields on the sphere. The surface curl represents a scalar-valued function on
the unit sphere:
L  f ./ D r  .f ./ ^ /: (4.1.10)
Finally, the Laplace operator  can be decomposed into

@2 2 @ 1
D C C 2  ; (4.1.11)
@r 2 r @r r

where  denotes the Beltrami operator (sometimes also called LaplaceBeltrami

operator) and

1 @2 @ 2 @ 1 @2
 D Lt C D .1  t / C : (4.1.12)
1  t 2 @' 2 @t @t 1  t 2 @' 2

Note that Lt denotes the Legendre operator of (3.5.21), which is that part of the
Beltrami operator depending on the polar distance t. Moreover, for F 2 C.2/ .S2 /, it
holds that

r  r F ./ D  F ./ and L  L F ./ D  F ./: (4.1.13)

Definition 4.1.1 (Regular Region on the Sphere). A bounded region G  S2 is

called regular, if its boundary @G is an orientable piecewise smooth Lipschitzian
manifold of dimension 1. An example is a spherical cap of radius r around  2 S2 ,
i.e., C.; r/ D f 2 S2 W 1  r      1g.
The following spherical versions of the theorems of Gau and Stokes are well-
known (see, e.g., Freeden and Schreiner 2009 and the references therein).
Theorem 4.1.2 (Surface Theorems of Gau and Stokes). Suppose that  S2
is a regular region with continuously differentiable boundary curve @ . Let f be a
.1/
tangential vector field of class ctan . /, i.e., f ./   D 0 for all  2 . Then,
Z Z
r  f ./ dS./ D   f ./ d./; (4.1.14)
@
Z Z
L  f ./ dS./ D   f ./ d./; (4.1.15)
@

where d is the arc element.

 denotes the positively oriented unit tangential vector of the boundary curve @ at
 2 @ . The unit normal vector  points into the exterior of and is perpendicular
to  and , i.e.,  is perpendicular to @ at the point  2 @ , but tangential to S2
(see Fig. 4.2 for an illustration).
4.1 Basic Notation 117

Fig. 4.2 A region on the

sphere S2 and the vectors  ,
 at a point  2 @

It is important to point out the assumption of the vector field f being tangential
in Theorem 4.1.2. This causes an additional term in Greens formulas involving r  ,
but it does not affect those for L , which is due to the fact that r    D 2, but
L   D 0 for  2 S2 . The normal derivative is given by
@F
@
./ D   r F ./ D   L F ./ (4.1.16)

for F 2 C.1/ . /.
Lemma 4.1.3. Let  S2 be a regular region with continuously differentiable
boundary @ . Suppose that F , G are of class C.1/ . /. Then,
Z Z
G./r F ./ dS./ C F ./r G./ dS./ (4.1.17)

Z Z
D  .F ./G.// d./ C 2 .F ./G.// d./;
@ @
Z Z
G./L F ./ dS./ C F ./L G./ dS./ (4.1.18)

Z
D  .F ./G.// d./:
@

Theorem 4.1.4. Let G 2 C.2/ . /,  S2 be a regular region with a continuously

differentiable boundary @ and a unit outward normal vector field . Then, we
have
(i) Greens first surface identity for F 2 C.1/ . /, i.e.,
Z     Z
 
r G./  r F ./ dS./ C F ./ G./ dS./

Z
@
D F ./ G./ d./; (4.1.19)
@ @
118 4 Scalar Spherical Harmonics in R3

(ii) Greens second surface identity for F 2 C.2/ . /, i.e.,

Z
F ./ G./  G./ F ./ dS./

Z
@ @
D F ./ G./  G./ F ./ d./: (4.1.20)
@ @ @

Proof. This is an immediate consequence of the surface Gau theorem

(Theorem 4.1.2). For details see, e.g., Freeden and Schreiner (2009) and the
references therein. t
u
The aforementioned statements (Lemma 4.1.3 and Theorem 4.1.4) hold as well for
the entire sphere S2 instead of a subregion , thereby observing that the occurring
boundary integrals vanish. For functions F 2 C.1/ .S2 / and tangential vector fields
.1/
f 2 ctan .S2 /, this implies the following identities:
Z Z
f ./  r F ./ dS./ D  F ./r  f ./ dS./; (4.1.21)
S2 S2
Z Z
f ./  L F ./ dS./ D  F ./L  f ./ dS./; (4.1.22)
S2 S2
Z Z
r  f ./ dS./ D L  f ./ dS./ D 0: (4.1.23)
S2 S2

Definition 4.1.5. Let  be a point on S2 . A function of the form G W S2 ! R,

where  7! G ./ D G.  / with G W 1; 1 ! R, is called (-)zonal function
on S2 .
The application of our spherical differential operators to zonal functions yields, for
F 2 C.1/ .1; 1/, that

r F .  / D F 0 .  /.  .  //; (4.1.24)

L F .  / D F 0 .  /. ^ /; (4.1.25)

while, for F 2 C.2/ .1; 1/,

 F .  / D 2.  /F 0 .  / C .1  .  /2 /F 00 .  /: (4.1.26)

Theorem 4.1.6. Let G 2 L2 .1; 1/. Then, for all  2 S2 ,

Z Z 1
G.  / dS./ D 2 G.t/ dt: (4.1.27)
S2 1
4.2 Orthogonal Invariance 119

Proof. First, consider the case  D "3 . Note that

p p
 D 1  t 2 cos.'/; 1  t 2 sin.'/; tT (4.1.28)

with 1  t  1, 0  ' < 2. Therefore, "3   D t and

Z Z Z
1 2 @ @
G."3  / dS./ D G.t/ ^ d' dt: (4.1.29)
S2 1 0 @' @t

We compute
2p 3 2 3
pt
1  t 2 . sin.'//
p 2
cos.'/
@ @ 6 p1t 7
D4 1  t 2 cos.'/ 5 ; D t
4 1t 2 sin.'/ 5 ; (4.1.30)
@' @t
0 1
p
@ @ @ @
@'  @t D 0, @' D 1  t 2 and @t D
and find that p1 . Together with the rule
1t 2
jx ^ yj D jxj jyj  .x  y/ for x; y 2 R this yields that
2 2 2 2 3

@ @

@' ^ @t D 1: (4.1.31)

Thus,
Z Z 1 Z 2 Z 1
G"3 ./ dS./ D G.t/ d' dt D 2 G.t/ dt: (4.1.32)
S2 1 0 1

Now, let t 2 SO.3/ D fs 2 R33 W det s D 1g be a rotation with t D "3 , i.e.,

 D tT "3 . Then,
Z Z Z
G.  / dS./ D G..tT "3 /  / dS./ D G."3  .t// dS./
S2 S2 S2
Z Z 1
D G."3  / det tT dS./ D 2 G.t/ dt; (4.1.33)
S2 1

where  D tT . t
u

4.2 Orthogonal Invariance

Systems of equations which maintain their form when the coordinate axes are
subjected to an arbitrary rotation are said to be rotationally, or orthogonally,
invariant. The orthogonal invariance is, of course, closely related to the group
120 4 Scalar Spherical Harmonics in R3

O.3/ of all orthogonal transformations, i.e., the group of all t 2 R33 such that
ttT D tT t D i, i D .i;j /i;j D1;2;3 denotes the unit matrix of R33 . The set of all
rotations, i.e., SO.3/ D ft 2 O.3/ W det t D 1g is a subgroup called the special
orthogonal group.
We briefly recapitulate some properties of these groups (see, e.g., Muller (1998)
and Vilenkin (1968) and many others):
1. Let ;  be members of S2 . Then, there exists an orthogonal transformation t 2
O.3/ with  D t and an orthogonal transformation s 2 SO.3/ with  D s.
2. For every t 2 O.3/,
t  t D   ; ;  2 S2 : (4.2.1)
3. Suppose that  2 S2 . The set O .3/ D ft 2 O.3/ W t D g is a subgroup of
O.3/. Analogously, the set SO .3/ D ft 2 SO.3/ W t D g is a subgroup of
SO.3/.
4. For every t 2 O.3/, we have det t D 1. If det t D 1, t is called a rotation,
while for det t D 1, t is called a reflection .
5. Let t; t0 2 O.3/ with det t D 1, det t0 D 1. Then,

t ^ t D t. ^ /; ;  2 S2 ; (4.2.2)

t0  ^ t0  D t0 . ^ /; ;  2 S2 : (4.2.3)

The following definitions will prove useful for our later considerations.
Definition 4.2.1. Let F 2 L2 .S2 /, f 2 l2 .S2 /, and t 2 O.3/. For scalar and vector
fields the operator Rt is defined by

Rt W L2 .S2 / ! L2 .S2 /; Rt F ./ D F .t/; (4.2.4)

Rt W l2 .S2 / ! l2 .S2 /; Rt f ./ D tT f .t/; (4.2.5)

respectively. Rt F and Rt f are called the t-transformed fields.

Remark 4.2.2. Note that l2 .S2 / denotes the Hilbert space of square-integrable
vector fields on the unit sphere S2 with the canonical scalar product. The Banach
space of continuous vector fields is given by c.S2 / with the canonical norm. For
further details on the notation for spherical vector fields, see Sect. 5.1.
For examples illustrating how the operators Rt act on functions and vector fields,
see Figs. 4.3 and 4.4, respectively.
Definition 4.2.3. Let X be a subspace of L2 .S2 / or l2 .S2 /. X is called invariant
with respect to orthogonal transformations or, equivalently, orthogonally invariant
if, for all F 2 X and for all orthogonal transformations t 2 O.3/, the function Rt F
is of class X .
An orthogonally invariant space X is called reducible if there exists a proper sub-
space X 0  X which itself is invariant with respect to orthogonal transformations.
4.2 Orthogonal Invariance 121

Fig. 4.3 The operator Rt

acting on a function

Fig. 4.4 The definition of the operator Rt for vector fields (note that it is necessary not only to
substitute  by t, but also to transform the directions of the vectors)

Note that the expressions invariant with respect to rotations and invariant with
respect to reflections are understood in analogy to the aforementioned definition.
A linear, orthogonally invariant space which is not reducible is called irreducible.
It should be noted that each orthogonally invariant space of dimension 1 is
irreducible.
Lemma 4.2.4. Let .X; h; i/ be an orthogonally invariant Hilbert subspace of the
space L2 .S2 /. Let X1 be an orthogonally invariant subspace of X . Then, the
orthogonal complement X1? of X1 is orthogonally invariant as well.
Proof. For all F 2 X1 , F ? 2 X1? , and for all orthogonal transformations t 2 O.3/,
we have
Z
hF; Rt F ? i D F ./F ? .t/ dS./ (4.2.6)
S2
Z
D F .tT /F ? ./ dS.tT /
S2
Z
D j det tT j F .tT /F ? ./ dS./
S2
Z
D RtT F ./F ? ./ dS./ D 0;
S2
122 4 Scalar Spherical Harmonics in R3

since RtT F 2 X1 . This implies that Rt F ? 2 X1? and, therefore, X1? is invariant
with respect to orthogonal transformations. t
u
Analogous results can be formulated for Hilbert spaces of square-integrable vector
and tensor fields (cf. Freeden and Schreiner 2009). Lemma 4.2.4 shows that each
orthogonally invariant Hilbert space can be completely decomposed into invariant
parts.
In view of the last result, we are particularly interested in irreducible spaces,
i.e., spaces that provide us with elements that are invariant with respect to certain
orthogonal transformations. The following results (see, e.g., Gervens 1989) help us
to analyze the structure of such rotationally invariant functions.
Lemma 4.2.5. Let F be a function of class C.S2 / with Rt F ./ D F ./ for all
transformations t 2 SO.3/ and all  2 S2 . Then,

F D F ."3 / D C D const: (4.2.7)

Proof. For all  2 S2 , there exists a rotation t 2 SO.3/ with t D "3 . Consequently,
for every  2 S2 , we have F ./ D Rt F ./ D F .t/ D F ."3 / D C D const. t
u
Theorem 4.2.6. Let  2 S2 be fixed. Furthermore, suppose F is of class C.S2 / with
Rt F ./ D F ./ for all t 2 SO .3/ and for all  2 S2 . Then, F can be represented
in the form
F ./ D .  /;  2 S2 ; (4.2.8)
being a function W 1; 1 ! R.
Proof. Without loss of generality, let  D "3 (if this were not true, we could use
0 0 3
p function G./ D Rt0 F ./, where t 2 O.3/ with t " D ). With  D t " C
3
the
0
1  t  we have, by assumption, that
2

p p
F .t "3 C 1  t 2 0 / D F .t "3 C 1  t 2 00 /; (4.2.9)

for all points 0 ; 00 of the unit circle. Hence, F depends only on t D   "3 and is,
therefore, a function of t alone, as desired. u
t
Lemma 4.2.7. Let  2 S2 be fixed. Let F 2 C.S2 / with Rt F ./ D .det t/F ./ for
all t 2 O .3/ and all  2 S2 . Then, F D 0.
Proof. Suppose that  is an element of S2 . There exists a reflection t 2 O .3/ with
t D , but thenby assumptionwe have F ./ D Rt F ./ D F ./, hence,
F ./ D 0. t
u
Note that in Lemma 4.2.5 and Theorem 4.2.6, the rotations can as well be replaced
by reflections, i.e., in the scalar case, we need not distinguish between rotations and
reflections. In the vectorial case, however, this is not true anymore.
In what follows, f is supposed to be a spherical vector field, i.e., f W S2 ! R3 .
Let  be an element of S2 . In every point  , we are able to introduce the
4.2 Orthogonal Invariance 123

so-called moving frame at the point , namely

"1 D ; (4.2.10)
1
"2 D p .  .  //; (4.2.11)
1  .  /2
1
"3 D p  ^ ; (4.2.12)
1  .  /2

such that there exist functions F1 ; F2 ; F3 W S2 ! R with

f D F1 "1 C F2 "2 C F3 "3 : (4.2.13)

For further investigations, the following lemma is helpful.

Lemma 4.2.8. Let  2 S2 be fixed. Let the moving frame "i , i D 1; 2; 3, be defined
as in (4.2.10)(4.2.12). Then, for all t 2 O.3/,

Rt "i D "i ; i D 1; 2; Rt "3 D .det t/"3 : (4.2.14)

Proof. For t 2 O .3/,

Rt "1 D tT "1t D tT t  D  D "1 : (4.2.15)

For the tangential fields, we show the case i D 2. We have

1
Rt "2 D tT "2t D p tT .  .t  /t/ (4.2.16)
1  .t  /2
1
D p .tT   .  tT /tT t/
1  .  tT /2
1
D p .  .  // D "2 :
1  .  /2

The case i D 3 follows similarly. t

u
We now extend our results for rotationally invariant functions to the vector case.
Lemma 4.2.9. Let f 2 c.S2 / with Rt f ./ D f ./ (or equivalently, f .t/ D
tf ./) for all t 2 SO.3/ and  2 S2 . Then, there exists a constant C 2 R such
that
f ./ D C ;  2 S2 : (4.2.17)
124 4 Scalar Spherical Harmonics in R3

Proof. Consider the orthogonal matrix

2 3
1 0 0
t D 4 0 1 05 : (4.2.18)
0 0 1

Then, t"3 D "3 and, by assumption, f ."3 / D tf ."3 /. Hence, in connection

with (4.2.18), we have f ."3 / D C "3 , C 2 R. For  2 S2 , there exists a rotation t0
with t0 "3 D . Consequently, we have f ./ D f .t0 "3 / D t0 f ."3 / D C t0 "3 D C .
t
u
Theorem 4.2.10. Let  2 S2 . Let f 2 c.S2 /, i.e., f is a continuous vector field on
the unit sphere S2 , with Rt f ./ D f ./ for all t 2 SO .3/. Then, for  , f
has the representation:

f ./ D 1 .  /"1 C 2 .  /"2 C 3 .  /"3 ; (4.2.19)

where i , i D 1; 2; 3, are functions i W 1; 1 ! R.

Proof. From Lemma 4.2.8, it follows that the functions Fi in (4.2.13) fulfill

Rt Fi ./ D Fi ./;  2 S2 ; (4.2.20)

provided that t D . Therefore, via Theorem 4.2.6, we know that, for the functions
Fi , we have Fi ./ D i .  /. t
u
Corollary 4.2.11. Suppose that  2 S2 . Let f be of class c.S2 / with Rt f ./ D
f ./ for all t 2 O .3/. Then, for  , f has the representation,

f ./ D 1 .  /"1 C 2 .  /"2 ; (4.2.21)

i , i D 1; 2, being functions i W 1; 1 ! R.

Proof. Starting from Theorem 4.2.10, we now have to consider reflections, as well.
By our assumption and Lemma 4.2.8, we get 3 .  / D 3 .  / and, therefore,
3 .  / D 0. t
u
Corollary 4.2.12. Suppose that  2 S2 . Let f be of class c.S2 / with Rt f ./ D
.det t/ f ./ for all t 2 O .3/. Then, for  , the field f can be represented as
follows:
f ./ D 3 .  /"3 (4.2.22)
with 3 being a function 3 W 1; 1 ! R.
Proof. Using the same reasoning as in the proof of Corollary 4.2.11, but now
considering the change in sign under reflections, we end up with

1 .  / D 1 .  /; 2 .  / D 2 .  /; (4.2.23)

hence, 1 .  / D 2 .  / D 0. t
u
4.3 Homogeneous Polynomials on the Unit Sphere in R3 125

4.3 Homogeneous Polynomials on the Unit Sphere in R3

In this section we consider spherical polynomials by first analyzing homogeneous

polynomials on R3 , then requiring them to be harmonic and, finally, restricting
these homogeneous harmonic polynomials to the unit sphere. This defines spherical
harmonics and shows us how they inherit many of their properties. Such an approach
to spherical harmonics is motivated by some hints in Stein and Weiss (1971). In its
present form it can be found in Freeden (1979).
Remark 4.3.1. Note that we present the theory of spherical harmonics in this
chapter in a real framework. It can easily be carried over to the complex-valued
case which is chosen in Chap. 6 for the generalized q-dimensional setting.
Definition 4.3.2. A polynomial P on Rn , n 2 N, is called homogeneous of degree
m 2 N if P . x/ D m P .x/ for all 2 R and all x 2 Rn . The space of all
homogeneous polynomials of degree m on Rn is denoted by
8 9
< X =
Homm .Rn / D P W P .x/ D C x ; x 2 Rn ; 2 Nn0 : (4.3.1)
: ;
Dm

Pn
Note that for the multi-index it holds that  D i D1 i (see the last part of
Sect. 6.1 for a general overview on multi-indices).
The set of restrictions of homogeneous polynomials to a set D  Rn is defined
by
Homm .D/ D fP jD W P 2 Homm .Rn /g : (4.3.2)
Example 4.3.3. P .x/ D x12 C x22 C x32 2 Hom2 .R3 /, therefore, P jS2 2 Hom2 .S2 /
although P jS2  1, i.e., deg.P jS2 / D 0.
The index m of Homm .S2 / refers to the degree of the original polynomial on R3 .
Theorem 4.3.4. The set of functions fx 7! x gDn is a basis of Homn .R3 / and
M.n/ D dim.Homn .R3 // D .nC1/.nC2/
2 .
Proof. Homogeneous polynomials of degree n in R3 have the form
X X
P .x/ D C x D C1 ;2 ;3 x11 x22 x33 ; (4.3.3)
Dn 1 C2 C3 Dn

where 1 ; 2 ; 3 2 N0 . Let P .x/ D 0. Then,

0 1
X
n X1
n
@ C1 ;2 ;n1 2 x22 x3n1 2 A x11 D 0: (4.3.4)
1 D0 2 D0

For x2 ; x3 2 R fixed, we have a polynomial in R with respect to x1 which is zero

for all x1 2 R. Therefore,
126 4 Scalar Spherical Harmonics in R3

X1
n
C1 ;2 ;n1 2 x22 x3n1 2 D 0: (4.3.5)
2 D0

Now, keep only x3 fixed and we obtain a polynomial in x2 which is zero for all
x2 2 R. Thus,

C1 ;2 ;n1 2 x3n1 2 D 0 ) C1 ;2 ;n1 2 D 0 (4.3.6)

for all 2 N30 with  D n. Therefore, the set fx 7! x gDn is a basis of

Homn .R3 /.
The dimension is equal to the number of monomials x with  D n, i.e., #fx 7!
x gDn . We have n C 1 choices for 1 2 f0; : : : ; ng and n C 1  1 choices for

2 2 f0; : : : ; n  1 g. In the end, there remains one choice for 3 D n  1  2 .

This gives us

X
n
.n C 1/.n C 2/
M.n/ D dim.Homn .R3 // D .n C 1  1 / D : (4.3.7)
1 D0
2

Thus, we have found the desired basis properties in Homn .R3 /. t

u
Remark 4.3.5. In (4.3.7), we have introduced the notation M.n/ D M.3I n/ D
dim.Homn .R3 // in accordance with the more general q-dimensional setting in
Chap. 6 which uses M.qI n/ D dim.Homn .Rq //.
Formally, we can insert the gradient operator in R3 into a homogeneous polynomial
Hn 2 Homn .R3 /, i.e.,

X @
Hn .r/ D C : (4.3.8)
@x11 @x22 @x33
Dn

P
If Un 2 Homn .R3 / with Un .x/ D Dn CQ x , it holds that

X X  1  2  3
@ @ @
C CQ

Hn .r/Un .x/ D x1 1 x2 2 x3 3 :
@x1 @x2 @x3
Dn Dn
(4.3.9)
Now, all summands are zero except the ones with D such that

X Y 3   X
@ i i
Hn .r/Un .x/ D C CQ xi D C CQ 1 2 3 2 R:
@xi
Dn i D1 Dn
(4.3.10)
Lemma 4.3.6. The mapping

h;  iHomn .R3 / W Homn .R3 / Homn .R3 / ! R (4.3.11)

4.3 Homogeneous Polynomials on the Unit Sphere in R3 127

given by
hHn ; Un iHomn .R3 / D Hn .rx /Un .x/ (4.3.12)
3
defines an inner product on Homn .R /.
The set of monomials
 
1
x 7! p x 2 N0 ;  D n
3
(4.3.13)

 
is an orthonormal system in the Hilbert space Homn .R3 /; h;  iHomn .R3 / .
Proof. If Hn ; Un 2 Homn .R3 /, then
X
hHn ; Hn iHomn .R3 / D Hn .rx /Hn .x/ D C2
0 (4.3.14)
Dn

and the scalar product of a homogeneousP polynomial Hn of degree n with itself is

hHn ; Hn iHomn .R3 / D 0 if and only if Dn C2 D 0. However, this is equivalent
to C2 D 0 for all multi-indices 2 N30 with  D n, i.e., with Hn  0.
For the symmetry we find that
X
hHn ; Un iHomn .R3 / D C CQ D hUn; Hn iHomn .R3 / : (4.3.15)
Dn

Let also Vn 2 Homn .R3 / and ;

2 R. Then
X
hHn ; Un C
Vn iHomn .R3 / D C . CQ C
D /
Dn

D hHn ; Un iHomn .R3 / C

hHn ; Vn iHomn .R3 / : (4.3.16)

For the monomials

1 X 1 0
M.n/.x/ D p x D p ;0 x ; (4.3.17)
0 Dn

we obtain
X  1 2
hM.n/; M.n/iHomn .R3 / D p ;0 0 D 1; (4.3.18)
0 Dn

and for 0 ;
X 1 1
p ;0 p 0 ;Q 0 D 0:
.n/
hM.n/; MQ iHomn .R3 / D (4.3.19)
0 Dn
Q

128 4 Scalar Spherical Harmonics in R3

Since the monomials form a basis of the finite dimensional space Homn .R3 / by
Theorem 4.3.4 we also have completeness. t
u
By the fundamental theorem of Fourier analysis an orthonormal expansion of the
homogeneous polynomial Hn 2 Homn .R3 / is given by
X X 1 1
Hn .x/ D hHn ; M.n/ iHomn .R3 / M.n/.x/ D Hn .ry / p y p x
Dn Dn

1 X n
D Hn .ry / y x : (4.3.20)
n
Dn

Thus, we have
1  D 1 E
Hn .x/ D Hn .ry / .x  y/n D Hn ; .x /n : (4.3.21)
n n Homn .R3 /

Definition 4.3.7. Let V ; and X be a Hilbert space on the set V . A kernel

K.; / W V V ! R (4.3.22)

is called reproducing kernel for X if

(i) K.x; / 2 X for all x 2 V ,
(ii) hF; K.x; /iX D F .x/ for all x 2 V and all F 2 X .
If such a kernel exists in X , then X is called a reproducing kernel Hilbert space.
It should be noted that a reproducing kernel is always unique (see, e.g., Aronszajn
1950; Davis 1963).
Theorem 4.3.8. The mapping

KHomn .R3 / W R3 R3 ! R;
1
.x; y/ 7! KHomn .R3 / .x; y/ D.x  y/n (4.3.23)
n
 
is the reproducing kernel in Homn .R3 /; h;  iHomn .R3 / .
Proof. The second property of Definition 4.3.7 is shown in (4.3.21). The first
property holds since .x /n is a homogeneous polynomial of degree n for any fixed
x 2 R3 . Thus, KHomn .R3 / .x; / 2 Homn .R3 / for any fixed x 2 R3 . t
u
Theorem 4.3.9 (Addition Theorem for Homn .R3 /). Let fHn;j gj D1;:::;M.n/ , where
M.n/ D 12 .nC1/.nC2/, be an orthonormal system in Homn .R3 /. For all x; y 2 R3 ,
it holds that

X
M.n/
1
Hn;j .x/Hn;j .y/ D .x  y/n D KHomn .R3 / .x; y/: (4.3.24)
j D1
n
4.3 Homogeneous Polynomials on the Unit Sphere in R3 129

Proof. Since the reproducing kernel in a Hilbert space is unique, we have to show
PM.n/
that j D1 Hn;j .x/Hn;j .y/ is a reproducing kernel in Homn .R3 /. Clearly,

X
M.n/
X
M.n/
Hn;j .x/Hn;j 2 Homn .R3 / and Hn;j Hn;j .y/ 2 Homn .R3 / (4.3.25)
j D1 j D1

for any fixed x; y 2 R3 . Let Hn 2 Homn .R3 /, then

X
M.n/
Hn .x/ D hHn ; Hn;j iHomn .R3 / Hn;j .x/ (4.3.26)
j D1

and we obtain

D X
M.n/ E X
M.n/
Hn ; Hn;j .x/Hn;j D Hn;j .x/hHn ; Hn;j iHomn .R3 / D Hn .x/:
Homn .R3 /
j D1 j D1
(4.3.27)
PM.n/
Therefore, the kernel defined by j D1 Hn;j .x/Hn;j .y/ is the reproducing kernel
in the Hilbert space Homn .R3 / with the inner product h;  iHomn .R3 / . t
u

Interpolation Problem

Given measurements .xj ; bj / 2 R3 R, j D 1; : : : ; M.n/, determine F 2

Homn .R3 / with the property

F .xj / D bj ; j D 1; : : : ; M.n/ D 12 .n C 1/.n C 2/: (4.3.28)

When does a solution exist? If a solution exists, how does it look like?
Definition 4.3.10. A system of M.n/ points fx1 ; : : : ; xM.n/ g  R3 is called a
fundamental system relative to Homn .R3 / if the matrix A with the entries Aj;k D
Hn;j .xk /, j; k D 1; : : : ; M.n/, is regular, where fHn;j g is an orthonormal system
in Homn .R3 /.
Lemma 4.3.11. For each n 2 N0 , there exists a fundamental system relative to the
space Homn .R3 /.
Proof. Let n 2 N0 be fixed. We construct the points fx1 ; : : : ; xM.n/ g inductively.
Clearly there exists a point x1 2 R3 with

Hn;1 .x1 / 0: (4.3.29)

130 4 Scalar Spherical Harmonics in R3

Now, assume there exist fx1 ; : : : ; xm g, m < M.n/, such that

Hn;j .xk / j;kD1;:::;m (4.3.30)

is regular.
Furthermore, assume that for every y 2 R3 n fx1 ; : : : ; xm g the matrix
2 3
Hn;1 .x1 / : : : : : : Hn;1 .xm / Hn;1 .y/
6 :: :: :: 7
6 : : : 7
6 7 (4.3.31)
6 :: :: :: 7
4 : : : 5
Hn;mC1 .x1 / : : : : : : Hn;mC1 .xm / Hn;mC1 .y/

is singular. This means that there exists a row i 2 f1; : : : ; m C 1g such that this row
can be represented as a linear combination of the other rows

Hn;j .x1 /; : : : ; Hn;j .xm /; Hn;j .y/ ; j 2 f1; : : : ; m C 1g n fi g: (4.3.32)

In particular, Hn;i .y/ can be represented by a linear combination of the functions

fHn;j .y/gj 2f1;:::;mC1gnfi g for all y 2 R3 . But this is a contradiction to the linear
independence of fHn;1 ; : : : ; Hn;mC1 g. This inductive construction can be continued
until we reach m D M.n/ D 12 .n C 1/.n C 2/. t
u
If the points of the interpolation problem are a fundamental system relative to
Homn .R3 /, the problem can be solved uniquely.
Theorem 4.3.12. Let fHn;j gj D1;:::;M.n/ be an orthonormal system in Homn .R3 /
and fxk gkD1;:::;M.n/ be a fundamental system relative to Homn .R3 /. Then, each
homogeneous polynomial F 2 Homn .R3 / is uniquely representable in the form
(x 2 R3 )

X
M.n/
X
M.n/
.xj  x/n
F .x/ D aj KHomn .R3 / .xj ; x/ D aj : (4.3.33)
j D1 j D1
n

Proof. It is clear that F can be written as

X
M.n/
F D bk Hn;k ; (4.3.34)
kD1

where bk D hF; Hn;k iHomn .R3 / , k D 1; : : : ; M.n/. Let faj gj D1;:::;M.n/ be the solution
of the system of linear equations

X
M.n/
aj Hn;k .xj / D bk ; k D 1; : : : ; M.n/: (4.3.35)
j D1
4.3 Homogeneous Polynomials on the Unit Sphere in R3 131

The system is uniquely solvable since the points xk form a fundamental system
(thus, the matrix is regular). Then,

XX
M.n/ M.n/
X
M.n/
F D aj Hn;k .xj /Hn;k D aj KHomn .R3 / .xj ; /: (4.3.36)
kD1 j D1 j D1

t
u
Note that the system can be very ill-conditioned.

Harmonic Polynomials

Definition 4.3.13. Let D  R3 be open and connected. F 2 C.2/ .D/ is called

harmonic if x F .x/ D 0 for all x 2 D. The set of all harmonic functions in
C.2/ .D/ is denoted by Harm.D/.
Definition 4.3.14. The set of all homogeneous harmonic polynomials on R3 with
degree m 2 N0 is denoted by

Harmm .R3 / D P 2 Homm .R3 / W P D 0 : (4.3.37)

Moreover, we define for m 2 N0 ;

M
m
Harm0;:::;m .R3 / D Harmi .R3 /; (4.3.38)
i D0
1
[
Harm0;:::;1 .R3 / D Harm0;:::;i .R3 /: (4.3.39)
i D0

Let H 2 Homn .R3 /. There is a representation

X
n
j
H.x/ D Anj .x1 ; x2 /x3 ; (4.3.40)
j D0

where Anj 2 Homnj .R2 /. Now, let H 2 Harmn .R3 /:

X n  2  X n
@ @2 j @2 j
0 D x H.x/ D C Anj .x ; x
1 2 3/x C x Anj .x1 ; x2 /:
j D0
@x12
@x22
j D0
@x32 3
(4.3.41)
132 4 Scalar Spherical Harmonics in R3

Note that
 2 
@ @2
C 2 Ar .x1 ; x2 / D x;2 Ar .x1 ; x2 / D 0 for r 2 f0; 1g: (4.3.42)
@x12 @x2

Therefore,

n2  2
X  X n
@ @2 j j 2
0D 2
C 2 Anj .x1 ; x2 /x3 C j.j  1/x3 Anj .x1 ; x2 /
j D0
@x 1 @x 2 j D2

X
n2
j
X
n2
j
D x;2 Anj .x1 ; x2 /x3 C .j C 2/.j C 1/x3 Anj 2 .x1 ; x2 /: (4.3.43)
j D0 j D0

Theorem 4.3.15. Let n 2 N0 . Let An and An1 be homogeneous polynomials of

degree n and n  1 in R2 . For j D 0; : : : ; n  2, we define recursively

1
Anj 2 .x1 ; x2 / D  x;2 Anj .x1 ; x2 /: (4.3.44)
.j C 1/.j C 2/

Then, H W R3 ! R given by

X
n
j
H.x1 ; x2 ; x3 / D Anj .x1 ; x2 /x3 (4.3.45)
j D0

is in Harmn .R3 /. Moreover,

dim.Harmn .R3 // D 2n C 1: (4.3.46)

Proof. We already know that H 2 Harmn .R3 / from our considerations before. The
degrees of freedom for H occur in the choices of An and An1 . Since Aj is of class
Homj .R2 /, we know it can be represented by
X
Aj .x/ D C x ; (4.3.47)
Dj

where 2 N20 . Thus, dim.Homj .R2 // D j C 1. This yields

dim.Harmn .R3 // D dim.Homn .R2 // C dim.Homn1 .R2 // (4.3.48)

D .n C 1/ C ..n  1/ C 1// D 2n C 1;

which shows the remaining part of Theorem 4.3.15. t

u
Theorem 4.3.16. For n
2, the space Homn .R3 / can be decomposed into the
orthogonal and direct sum
4.3 Homogeneous Polynomials on the Unit Sphere in R3 133

Homn .R3 / D Harmn .R3 / Harm? 3

n .R / (4.3.49)

with

Harm?
n .R / D j  j Homn2 .R /
3 2 3
(4.3.50)

D Ln .x/ D jxj2 Hn2 .x/ W Hn2 2 Homn2 .R3 / :

Proof. (4.3.49) is just the standard decomposition of functional analysis. For the
proof of (4.3.50), let n
2, Hn2 2 Homn2 .R3 / and Kn 2 Harmn .R3 / be
arbitrary. Then,

hj  j2 Hn2 ; Kn iHomn .R3 / D hHn2 j  j2 ; Kn iHomn .R3 / D Hn2 .rx /x Kn .x/ D 0:
(4.3.51)
Therefore, j  j2 Hn2 2 Harm? 3
n .R /.
Because of Theorem 4.3.4 and (4.3.46) in Theorem 4.3.15 we easily calculate
that

dim.Harm?
n .R // D dim.Homn .R //  dim.Harmn .R //
3 3 3

D dim.Homn2 .R3 //; (4.3.52)

which gives us the desired equality of the spaces. t

u
Corollary 4.3.17. Applying Theorem 4.3.16 iteratively, we obtain the decomposi-
tion
bn=2c
M
Homn .R3 / D j  j2i Harmn2i .R3 /; (4.3.53)
i D0

where b n2 c is the largest integer that is less than or equal to n2 .

Remark 4.3.18. Let fHn;j gj Dn;:::;n be an orthonormal system in Harmn .R3 /. This
system can be completed to an orthonormal system in Homn .R3 /, i.e.,

fHn;j gj Dn;:::;n [ fUn;j gj D1;:::;dn2 ; (4.3.54)

where fUn;j gj D1;:::;dn2 , dn2 D 12 n.n1/, is an orthonormal system in Harm? 3

n .R /.
Note that in view of the typical indexing of spherical harmonics we also use the
indices n; : : : ; n for the 2n C 1 orthonormal functions of Harmn .R3 /.
Lemma 4.3.19. For Hn 2 Homn .R3 /, we have

 bn=2c
X 
n.2n  2s/
ProjHarmn .R3 / Hn .x/ D .1/s jxj2s s Hn .x/: (4.3.55)
sD0
.2n/.n  s/s
134 4 Scalar Spherical Harmonics in R3

Proof. First, we prove Hobsons formula by induction (cf. Hobson 1955)

 n  bn=2c
X 
@ 1 .2n/ 1 n.2n  2s/
D .1/n n .1/s jxj2s s xin
@xi jxj 2 n jxj2nC1 sD0
.2n/.n  s/s
(4.3.56)
for x 2 R3 n f0g, i 2 f1; 2; 3g, n 2 N0 . To prove this, we need to remember that
(
n
x n2s ; n
2s;
s xin D .n2s/ i
(4.3.57)
0 ; else;

and
@  2s2n1 n2s 
jxj xi D.1/.2n  2s C 1/jxj2s2.nC1/1 xinC12s (4.3.58)
@xi
C .n  2s/jxj2s2n1 xin2s1 :

Everything else consists only of lengthy, but uneventful transformations to get

(4.3.56) in the end.
Because of the invariance of the operator  with respect to orthogonal transfor-
mations we find from (4.3.56) that
 bn=2c
X 
1 .2n/ 1 n.2n  2s/
.y  rx / D .1/n n
n
.1/ s
jxj  .y  x/n
2s s
jxj 2 n jxj2nC1 sD0
.2n/.n  s/s
(4.3.59)
for all y 2 R3 , x 2 R3 n f0g, n 2 N0 . In more detail, we choose t 2 O.3/ such that
t"i D y and set z D tx. This yields

@
D "i  rx D "i  tT rz D y  rz ; (4.3.60)
@xi
z D x ;
p
jzj D x T tT tx D jxj;
"i  x D ."i /T tT tx D y  z:

Together this gives us (4.3.59).

We know from Theorem 4.3.12 that each Hn 2 Homn .R3 / may be represented
by
X
M.n/
Hn .x/ D aj .xj  x/n ; x 2 R3 ; (4.3.61)
j D1

where the aj 2 R, j D 1; : : : ; M.n/, are suitable coefficients and the points xj 2

R3 , j D 1; : : : ; M.n/, form a fundamental system relative to Homn .R3 /. Therefore,
we use (4.3.59) with xj as y:
4.3 Homogeneous Polynomials on the Unit Sphere in R3 135

1 X
M.n/
1
Hn .rx / D aj .xj  rx /n (4.3.62)
jxj j D1
jxj

X
M.n/  bn=2c
X 
.2n/ 1 n.2n  2s/
D aj .1/n .1/s jxj2s s .xj  x/n
j D1
2n n jxj2nC1 sD0
.2n/.n  s/s

 bn=2c
X 
.2n/ 1 n.2n  2s/
D .1/n .1/s jxj2s s Hn .x/:
2n n jxj2nC1 sD0
.2n/.n  s/s

For x 0, we have by Theorem 4.3.16 that Hn D Kn C j  j2 Hn2 , where the

first function Kn 2 Harmn .R3 / and the second function Hn2 2 Homn2 .R3 /. This
provides us with

1 1 1 .2n/ 1
Hn .rx / D Kn .rx / C Hn2 .rx /x D .1/n Kn .x/;
jxj jxj jxj n2n jxj2nC1
(4.3.63)
1
since x jxj D 0, x Kn .x/ D 0 and only the summand for s D 0 remains
in (4.3.62). Finally, we obtain

n2n 1
ProjHarmn .R3 / Hn .x/ D Kn .x/ D .1/n jxj2nC1 Hn .rx / (4.3.64)
.2n/ jxj
0 1
bn=2c
X n.2n  2s/
D@ .1/s jxj2s s A Hn .x/:
sD0
.2n/.n  s/s

This concludes the proof of Lemma 4.3.19. t

u
Remark 4.3.20. Additionally, we find in the course of the previous proof that

ProjHarm? 3 Hn .x/ D Hn .x/  Kn .x/ (4.3.65)

n .R /
0 1
bn=2c
X n.2n  2s/
D@ .1/s1 jxj2s s A Hn .x/:
sD1
.2n/.n  s/s

Note that the sum here starts at s D 1.

Theorem 4.3.21 (Addition Theorem in Harmn .R3 /). Let fHn;j gj Dn;:::;n be an
orthonormal system in Harmn .R3 / with respect to h ;  iHomn .R3 / . For every x; y 2
R3 with x D jxj, y D jyj (;  2 S2 ), we obtain

X
n
2n n n n
Hn;j .x/Hn;j .y/ D jxj jyj Pn .  /; (4.3.66)
j Dn
.2n/

where Pn denotes the Legendre polynomial of degree n.

136 4 Scalar Spherical Harmonics in R3

Proof. Let fKn;j gj D1;:::;M.n/ be the orthonormal system in Homn .R3 / which com-
pletes the basis from fHn;j g. Due to the uniqueness of the reproducing kernel in
Homn .R3 / we know that

X
M.n/
.x  y/n
Kn;j .x/Kn;j .y/ D (4.3.67)
j D1
n

for x; y 2 R3 , where M.n/ D 12 .nC1/.nC2/. We project both sides to Harmn .R3 /:

 M.n/
X  X
n
ProjHarmn .R3 / Kn;j .x/Kn;j .y/ D Hn;j .x/Hn;j .y/ (4.3.68)
j D1 j Dn

and using Lemma 4.3.19 together with x .x  y/n D n.n  1/jyj2 .x  y/n2 :

  bn=2c
.x  y/n 1 X .1/s .2n  2s/.n/2
ProjHarmn .R3 / D jxj2s jyj2s .x  y/n2s
n n sD0 .n  2s/.n  s/s.2n/
bn=2c
2n n n n X .1/s .2n  2s/
D jxj jyj n .n  2s/.n  s/s
.  /n2s (4.3.69)
.2n/ sD0
2

DPn ./

due to the explicit representation of the Legendre polynomials. For details see
Corollary 3.4.4 with D 12 and (by use of Lemma 2.3.3)

.N  m C 12 / .2N  2m/ 2N 2m .2N  2m/

2N m D 2m1
D N : (4.3.70)
. 12 / .N  m/ 2 2N 2 .N  m/

This yields the addition theorem for homogeneous harmonic polynomials in R3 . u

t
Theorem 4.3.22. For Hm 2 Harmm .R3 / and Kn 2 Harmn .R3 /, we have

n;m
hHm jS2 ; Kn jS2 iL2 .S2 / D hHm ; Kn iHomn .R3 / ; (4.3.71)

n

.2nC1/
where
n D 42n n .

Proof. We only present the ideas of the proof. By the fundamental theorem of
potential theory (Theorem 6.2.11, see also, e.g., Freeden 1979 and the references
therein) it holds, for all x 2 R3 with jxj < 1, that
Z  
1 1 @ @ 1
Kn .x/ D Kn .y/  Kn .y/ dS.y/; (4.3.72)
4 S2 jx  yj @ @y jx  yj
4.3 Homogeneous Polynomials on the Unit Sphere in R3 137

where  is the outward pointing normal to the surface S2 . Therefore,

Z 
1 1 @
Hm .rx /Kn .x/ D Hm .rx / Kn .y/
4 S2 jx  yj @

@ 1
Kn .y/ Hm .rx / dS.y/: (4.3.73)
@y jx  yj

Now, we have

1 .2m/ Hm .x  y/ .2m/ Hm .y  x/
Hm .rx / D .1/m m D m : (4.3.74)
jx  yj 2 m jx  yj 2mC1 2 m jx  yj2mC1

At x D 0 we have
(
0 for m n;
Hm .rx /Kn .x/jxD0 D (4.3.75)
hHm ; Kn iHomn .R3 / for n D m:

Therefore,
Z  
1 Hm .y/ @ @ Hm .y/
Kn .y/  Kn .y/ dS.y/
4 S2 jyj 2mC1 @ @ jyj2mC1
(
0 for m n;
D 2m m
(4.3.76)
.2m/
hHm ; Kn iHomn .R3 / for n D m:

Next, we see that on the sphere S2 with y D r, jj D 1:

@ @ @ n
Kn .y/ D   ry Kn .y/ D Kn .r/ D r Kn ./ D nr n1 Kn ./ (4.3.77)
@ @r @r
which gives us

@ @
Kn .y/ D nKn ./ and Hm .y/ D mHm ./: (4.3.78)
@ y2S2 @ y2S2

Moreover,

@ Hm .y/ 1 1
D mHm .y/ 2mC1 C Hm .y/.2m  1/ 2mC2 ; (4.3.79)
@ jyj 2mC1 jyj jyj

and, therefore,

@ Hm .y/
D mHm ./  .2m C 1/Hm ./ D .m C 1/Hm ./: (4.3.80)
@ jyj2mC1 y2S2
138 4 Scalar Spherical Harmonics in R3

If we put these results together, this yields

Z  
1 Hm .y/ @ @ Hm .y/
K n .y/  K n .y/ dS.y/
4 S2 jyj2mC1 @ @ jyj2mC1
Z
1
D .nHm ./Kn ./ C .m C 1/Hm ./Kn .// dS./
4 S2
Z
nCmC1
D Hm ./Kn ./ dS./: (4.3.81)
4 S2

Altogether, we find the desired result. t

u
We reformulate the addition theorem (Theorem 4.3.21).
Corollary 4.3.23 (Addition Theorem in Harmn .R3 /). Let fHn;j gj Dn;:::;n be an
orthonormal system in Harmn .R3 / with respect to h ;  iHomn .R3 / , i.e., the system
p
f
n Hn;j gj Dn;:::;n is orthonormal in Harmn .R3 / with respect to h ;  iL2 .S2 / . For
every x; y 2 R3 with x D jxj, y D jyj (;  2 S2 ), we find that

X n
p p 2n C 1 n n

n Hn;j .x/
n Hn;j .y/ D jxj jyj Pn .  /; (4.3.82)
j Dn
4

.2nC1/
where
n D 42n n as in Theorem 4.3.22 and Pn denotes the Legendre polynomial
of degree n.

Harmonic Polynomials on the Sphere

In analogy to (4.3.37)(4.3.39) we introduce harmonic polynomials on subsets of

R3 , in particular the sphere S2 .
Definition 4.3.24. For m 2 N0 and a set D  R3 ,

Harmm .D/ D P jD W P 2 Harmm .R3 / ; (4.3.83)

Harm0;:::;m .D/ D P jD W P 2 Harm0;:::;m .R3 / ; (4.3.84)

Harm0;:::;1 .D/ D P jD W P 2 Harm0;:::;1 .R3 / : (4.3.85)

The elements of the space Harmn .S2 /, n 2 N0 , are called (scalar) spherical
harmonics of degree n.
From the comparison of h ;  iL2 .S2 / and h ;  iHomn .R3 / (see Theorem 4.3.22) it
immediately follows that, for Yn 2 Harmn .S2 / and Ym 2 Harmm .S2 /,
4.3 Homogeneous Polynomials on the Unit Sphere in R3 139

Z
hYn ; Ym iL2 .S2 / D Yn ./Ym ./ dS./ D 0 (4.3.86)
S2

if n m.
Theorem 4.3.25. If n 2 N0 , then

dim.Harmn .R3 // D dim.Harmn .S2 // D 2n C 1: (4.3.87)

Proof. It is clear that

dim.Harmn .R3 //
dim.Harmn .S2 //: (4.3.88)

Assume that m D dim.Harmn .S2 // < dim.Harmn .R3 // D 2n C 1.

Let fHn;j g  Harmn .R3 / be a linearly independent system in Harmn .R3 / and let
Yj D Hn;j jS2 , i.e., Hn;j .x/ D r n Yj ./. Suppose that F 2 C.S2 / with

X
n
F ./ D aj Yj ./ D 0: (4.3.89)
j Dn

Consider the following boundary value problem: find U 2 C.2/ .B31 / \ C.B31 / such
that
U D 0 in B31 ; U jS2 D F: (4.3.90)
Note that B31 D fx 2 R3 W jxj < 1g denotes the open unit ball in R3 around the
origin and its boundary @B31 is the unit sphere S2 . This boundary value problem is
uniquely solvable by
X n
U.x/ D aj r n Yj ./; (4.3.91)
j Dn

where x D r and we use the same coefficients aj as in (4.3.89), i.e., U.x/ D 0 for
x 2 S2 . Thus,
Xn
aj r n Yj ./ D 0 (4.3.92)
j Dn

for all r < 1, or

X
n
aj Hn;j .x/ D 0 (4.3.93)
j Dn

for all x 2 B31 . The left-hand side is a polynomial, i.e.,

X
n
aj Hn;j .x/ D 0 for all x 2 R3 : (4.3.94)
j Dn

Since the polynomials Hn;j are linearly independent, aj D 0 for all j . t

u
140 4 Scalar Spherical Harmonics in R3

Lemma 4.3.26. Any spherical harmonic Yn 2 Harmn .S2 /, n 2 N0 , is an infinitely

often differentiable eigenfunction of the Beltrami operator  corresponding to the
eigenvalue n.n C 1/, i.e.,

 Yn ./ C n.n C 1/Yn./ D 0 for all  2 S2 : (4.3.95)

The sequence fn.n C 1/gn2N0 is called the eigenspectrum of the Beltrami operator.
Proof. Yn 2 Harmn .S2 / is the restriction of a polynomial Hn 2 Harmn .R3 / to the
sphere, i.e., x Hn .x/ D 0 for all x D r 2 R3 (r D jxj,  D jxj
x
2 S2 ) and
 2 
@ 2 @ 1 
C C  Hn .r/ D 0: (4.3.96)
@r 2 r @r r2 

Due to the homogeneity of Hn we know that Hn .x/ D r n Yn ./ with r > 0. Thus,
2 1
0 D x Hn .x/ D n.n  1/r n2 Yn ./ C nr n1 Yn ./ C 2 r n  Yn ./
r r
 
D r n2 n2  n C 2n C  Yn ./: (4.3.97)

Since r > 0, it follows that  Yn ./ C n.n C 1/Yn ./ D 0. t

u

Definition 4.3.27. We denote a complete orthonormal system in the Hilbert space

.Harmn .S2 /; h; iL2.S2 / / by fYn;j gj Dn;:::;n , i.e.,
(i) hYn;j ; Yn;k iL2 .S2 / D j;k for all j; k 2 fn; : : : ; ng.
(ii) If hF; Yn;j iL2 .S2 / D 0 for all j 2 fn; : : : ; ng with F 2 Harmn .S2 /, then
F D 0.
We call Yn;j a spherical harmonic of degree n and order j .
Remark 4.3.28. The family fYn;j gn2N0 ;j Dn;:::;n forms an L2 .S2 /-orthonormal sys-
tem in Harm0;:::;1 .S2 /.
Theorem 4.3.29 (Addition Theorem of Spherical Harmonics). If fYn;j gj Dn;:::;n
is an L2 .S2 /-orthonormal system in Harmn .S2 /, n 2 N0 , then

X
n
2n C 1
Yn;j ./Yn;j ./ D Pn .  / (4.3.98)
j Dn
4

for all .; / 2 S2 S2 , where Pn is the Legendre polynomial of degree n. Moreover,

X n
 2 2n C 1
Yn;j ./ D for all  2 S2 ; (4.3.99)
j Dn
4
r
  2n C 1
Yn;j  2 D sup jYn;j ./j  for all j D n; : : : ; n: (4.3.100)
C.S / 4
2S2
4.3 Homogeneous Polynomials on the Unit Sphere in R3 141

Proof. This result follows immediately from the addition theorem in Harmn .R3 /,
see Theorem 4.3.21, respectively Corollary 4.3.23 in combination with Theo-
rem 4.3.22. t
u
Remark 4.3.30. Using the addition theorem (Theorem 4.3.29), it is easy to show
that the mapping

2n C 1
.; / 7! KHarmn .S2 / .; / D Pn .  / (4.3.101)
4

is the reproducing kernel in Harmn .S2 /, i.e.,

Z
2n C 1
Yn ./Pn .  / dS./ D Yn ./: (4.3.102)
4 S2

Lemma 4.3.31. For every Yn 2 Harmn .S2 /, we have

r
2n C 1
sup jYn ./j  kYn kL2 .S2 / : (4.3.103)
2S2 4

Proof. Due to Fourier theory it is clear that by Parsevals identity

X
n
kYn k2L2 .S2 / D jhYn ; Yn;j iL2 .S2 / j2 (4.3.104)
j Dn

and we have the representation

X
n
Yn D hYn; Yn;j iL2 .S2 / Yn;j (4.3.105)
j Dn

on the sphere S2 . Therefore, by the CauchySchwarz inequality we obtain

X
n X
n
 2 2n C 1
jYn ./j2  hYn ; Yn;j i2L2 .S2 / Yn;j ./ D kYn k2L2 .S2 / : (4.3.106)
j Dn j Dn
4

Taking the square root provides us with the desired result. t

u
While we have presented the theory of spherical harmonics in a real framework, we
now introduce the complex-valued spherical harmonics which are well-known and
widely used in physics. In Example 4.3.33 we offer a system of real-valued spherical
harmonics of equal importance (in particular in geosciences).
Example 4.3.32 (Complex-Valued Spherical Harmonics). Let n 2 N0 , j 2 Z with
n  j  n. The function
142 4 Scalar Spherical Harmonics in R3

C
Yn;j W S2 ! C (4.3.107)
s
C 2n C 1 .n  j /
 7! Yn;j ./ D .1/j Pn;j .cos.#//eij'
4 .n C j /

is called the (complex) spherical harmonic of degree n and order j , where #; ' are
the spherical coordinates of  given by (4.1.2).

j dj
Pn;j W 1; 1 ! R; t 7! Pn;j .t/ D .1  t 2 / 2 Pn .t/ (4.3.108)
dt j
is the associated Legendre function of degree n and order j , 0  j  n. For
negative orders, we have the symmetry relation

.n  j /
Pn;j .t/ D .1/j Pn;j .t/: (4.3.109)
.n C j /

These spherical harmonics are orthonormal with respect to the canonical scalar
product of the space L2C .S2 / of complex-valued square-integrable functions on the
unit sphere S2 . Their addition theorem reads as follows:

X
n
2n C 1
C C
Yn;j ./Yn;j ./ D Pn .  /: (4.3.110)
j Dn
4

For further details on this representation of spherical harmonics the reader is referred
to, e.g., Edmonds (1964), Jones (1985), Varsalovic et al. (1988) and Zare (1988).
Example 4.3.33 (Real Fully Normalized Spherical Harmonics). Let n 2 N0 , j 2 Z
with n  j  n. The function
R
Yn;j W S2 ! R; (4.3.111)
8p
s

2n C 1 .n  jj j/ < 2 cos.j'/ ; j <0
R
 7! Yn;j ./ D Pn;jj j .cos.#// 1 ; j D0
4 .n C jj j/ p
: 2 sin.j'/ ; j >0

is called the (real) fully normalized spherical harmonic of degree n and order j ,
where #; ' are the spherical coordinates of  given by (4.1.2) and Pn;j , n 2 N0 ,
0  j  n, are defined by (4.3.108).
R
The Yn;j are orthonormal with respect to the scalar product of L2R .S2 / (the space
of real-valued, square-integrable functions on the unit sphere S2 ) and the addition
R
theorem holds as written in Theorem 4.3.29. The real spherical harmonics Yn;j
C
(cf. Fig. 4.54.7) and the complex spherical harmonics Yn;j (of Example 4.3.32)
are related via
4.3 Homogeneous Polynomials on the Unit Sphere in R3 143

Fig. 4.5 All spherical harmonics Y3;j of degree 3 (upper row: Y3;3 to Y3;0 , lower row: Y3;1 to Y3;3 )

Fig. 4.6 Spherical harmonics Y7;0 (left), Y7;5 (middle), and Y7;7 (right). Note that if the order is
j D n, Yn;n are called sectorial spherical harmonics. The spherical harmonics Yn;0 of order 0
are called zonal spherical harmonics. All other basis functions Yn;j , i.e., j 0 and j n, are
called tesseral spherical harmonics

Fig. 4.7 Spherical harmonics Y10;2 (left), Y10;6 (middle), and Y10;9 (right)

8p  
< 20;j Y C ./ C Y C ./ ; j  0;
R p 
n;j n;j

Yn;j ./ D 2
(4.3.112)
: .1/ 2 Y C ./  Y C ./
j
; j > 0;
2i n;j n;j

for all  2 S2 , n 2 N0 , and j 2 Z with n  j  n.

144 4 Scalar Spherical Harmonics in R3

Note that in the case of real-valued spherical harmonics, indexing with negative
integers is just one way to distinguish the two types with sine and cosine. In the
literature, in particular in geodetic literature, often two different symbols are used to
achieve this (see, e.g., Heiskanen and Moritz 1967; Hofmann-Wellenhof and Moritz
2005; Lense 1954; Morse and Feshbach 1953).

4.4 Closure and Completeness of Spherical Harmonics

We consider Fourier expansions in terms of a set of L2 .S2 /-orthonormal spherical

harmonics and use two summability methods: Abel-Poisson summability and
Bernstein summability. The latter turns out to be also very helpful for vectorial
and tensorial spherical harmonics (see Chap. 5 for the vectorial case and Freeden
and Schreiner 2009 for the tensorial case). Moreover, it can easily be generalized to
q-dimensional spherical harmonics as performed in Chap. 6.
Lemma 4.4.1. For all t 2 1; 1 and all h 2 .1; 1/, the following power series
converge uniformly:
1
X 1
hn Pn .t/ D p ; (4.4.1)
nD0 1 C h2  2ht
1
X 1  h2
.2n C 1/hn Pn .t/ D 3
: (4.4.2)
nD0 .1 C h2  2ht/ 2

Proof. The right-hand side of (4.4.1) is the generating function which we have in the
more general setting of Gegenbauer polynomials in Theorem 3.4.7. Relation (4.4.2)
directly results from Corollary 3.4.10. t
u
Remark 4.4.2. Using (4.4.1) of Lemma 4.4.1, we obtain with x D jxj, y D jyj,
;  2 S2 :

  12 1  
1 jxj2 jxj 1 X jxj n
D jyj1 1 C  2    D Pn .  /; (4.4.3)
jx  yj jyj2 jyj jyj nD0 jyj

provided that jxj < jyj. Moreover, we know that

X .1/n1
1 1
D jxjn .  ry /n : (4.4.4)
jx  yj nD0
n jyj

By comparison we obtain the so-called Maxwell representation

1 Pn .  /
.  ry /n D .1/n n : (4.4.5)
jyj jyjnC1
4.4 Closure and Completeness of Spherical Harmonics 145

As y 7! jyj1 ; jyj 0; is (apart from a multiplicative constant) the fundamental

solution of the Laplace equation in three dimensions, Maxwells representation tells
us that the Legendre polynomials may be obtained by repeated differentiation of the
fundamental solution in the direction of . The potential on the right-hand side may
be regarded as the potential of a pole of order n with the axis  at the origin.
Theorem 4.4.3 (Poisson Integral Formula). If F is continuous on S2 , then for
h < 1:
Z
1 1  h2
lim sup F ./ dS./  F ./ D 0: (4.4.6)
h!1 2S2 4 S2 .1 C h2  2h.  // 2
3

Proof. Since jhj < 1 and kPn kC.1;1/ D 1, we use Lemma 4.4.1 and find that

Z 1
X Z
1
1  h2 1
3
dt D .2n C 1/hn Pn .t/  1 dt D 2: (4.4.7)
1 .1 C h2  2ht/ 2
nD0 1

Therefore, we use Theorem 4.1.6:

Z
1 1 1  h2
3
dS./ D 1;  2 S2 : (4.4.8)
2 2 S2 .1 C h2  2h.  // 2

Choose  2 S2 arbitrary, but fixed. Then,

Z
1 .1  h2 /.F ./  F .//
3
dS./ (4.4.9)
4 .1 C h2  2h.  // 2
S2
Z
1 .1  h2 /F ./
D dS./  F ./:
4 S2 .1 C h2  2h.  // 32

For h 2 12 ; 1/, we split the sphere into two parts, i.e., the spherical cap of radius
p
1  h around  2 S2 ;
3

p
3
p
3
C.; 1  h/ D f 2 S2 W 1  1  h      1g; (4.4.10)

and its complementary set

p
3
p
3
S2 n C.; 1  h/ D f 2 S2 W 1      1  1  hg: (4.4.11)

This allows us to split the integral (4.4.9) in the same way, i.e.,
Z Z Z
::: D p ::: C p :::: (4.4.12)
3 3
S2 S2 nC.; 1h/ C.; 1h/
146 4 Scalar Spherical Harmonics in R3

p
For t 2 1; 1  1  h, we can estimate that
3

p
3
1 C h2  2ht D .1  h/2 C 2h.1  t/
2h.1  t/
2h 1  h: (4.4.13)

This leads to

1  h2 1  h2 1Ch 1h p
3
 p 3
D 3
p  2 1  h; (4.4.14)
.1 C h2  2ht/ 2 .2h 1  h/ 2
3
.2h/ 2 1h

which gives us for the first integral of the splitting (4.4.12) the following estimate:
Z
.1  h2 /.F ./  F .//
dS./ (4.4.15)
p 3
S2 nC.;
3
1h/ .1 C h2  2h.  // 2
Z
.1  h2 /.kF kC.S2 / C kF kC.S2 / /
 p 3
dS./
3
S2 nC.; 1h/ .1 C h2  2h.  // 2
Z 1 p 3
1h
1  h2
D 2 kF kC.S2 / 2 3
dt
1 .1 C h2  2ht/ 2
Z 1 p3
1h p
 4 kF kC.S2 / 2 1  h dt
1
p p
3
D 4 kF kC.S2 / 2 1  h .1  1  h C 1/

2
p h!1
 16 kF kC.S2 / 1  h ! 0;

where the convergence is uniform with respect to  2 S2 .

Since F 2 C.S2 / and S2 is compact, F is uniformly continuous, i.e., there exists
a function
W h !
.h/ with

lim
.h/ D 0; (4.4.16)
h!1

such that
jF ./  F ./j 
.h/ (4.4.17)
p
for all  2 S2 that satisfy 1  1  h      1. The upper bound
.h/ is
3

independent of . Now, we consider the second part of the integral in (4.4.12):

Z
.1  h2 /.F ./  F .//
dS./ (4.4.18)
p 3
C.;
3
1h/ .1 C h2  2h.  // 2
Z
.1  h2 /jF ./  F ./j
 p 3
dS./
C.; 1h/ .1 C h2  2h.  // 2
3
4.4 Closure and Completeness of Spherical Harmonics 147

Z
1  h2 h!1

.h/ 3
dS./ D
.h/4 ! 0:
S2 .1 C h2  2h.  // 2

Altogether, we find the desired convergence result. t

u
Theorem 4.4.4. Let F 2 C.S /. The series
2

1
X X
n
hn F ^ .n; j /Yn;j ./ (4.4.19)
nD0 j Dn

with the Fourier coefficients F ^ .n; j / D hF; Yn;j iL2 .S2 / converges uniformly with
respect to all  2 S2 for h 2 .0; h0 / with h0 < 1 and
1
X X
n
lim hn F ^ .n; j /Yn;j ./ D F ./; (4.4.20)
h!1
nD0 j Dn

where this convergence is uniform.

Proof. We first show uniform convergence of the series using the definition of the
Fourier coefficients and the addition theorem (Theorem 4.3.29). We estimate the
function values with the C.S2 /-norm and apply jPn .t/j  1 for t 2 1; 1.
X n Z
1 n X
h F ./Yn;j ./ dS./Yn;j ./ (4.4.21)

j Dn S
2
nD0
1
X Z
2n C 1
 kF kC.S2 / hn
jPn .  /j dS./
nD0 S2 4
1
X
 kF kC.S2 / hn .2n C 1/ < 1:
nD0

For the limit process, (4.4.2) of Lemma 4.4.1 and the addition theorem (Theo-
rem 4.3.29) are used to obtain a representation as in Theorem 4.4.3. The dominated
convergence theorem allows us to interchange the infinite series and the integral.
Finally, the actual convergence is established by the Poisson integral formula
(Theorem 4.4.3). t
u
Corollary 4.4.5. The system fYn;j gn2N0 ;n j n is closed in .C.S2 /; kkC.S2 / /, i.e.,
for all F 2 C.S2 / and for all " > 0, there exists a finite linear combination

X
N X
n
dn;j Yn;j ; (4.4.22)
nD0 j Dn
148 4 Scalar Spherical Harmonics in R3

such that
 X
N X
n 
 
F  dn;j Yn;j   ": (4.4.23)
C.S2 /
nD0 j Dn

In other words:

kkC.S2 /
spanfYn;j jn 2 N0 ; n; : : : ; ng D C.S2 /: (4.4.24)

Proof. Let F 2 C.S2 / and " > 0 be arbitrary. According to Theorem 4.4.4 there
exists h D h."/ < 1 fixed, such that

X1 X
n 
  "
 hn F ^ .n; j /Yn;j  F   : (4.4.25)
nD0 j Dn
C.S2 / 2

Moreover, the theorem tells us that there exists N D N."/, such that

X1 X
n X
N X
n 
  "
 hn F ^ .n; j /Yn;j  hn F ^ .n; j /Yn;j   ; (4.4.26)
nD0 j Dn nD0 j Dn
C.S2 / 2

since the series converges uniformly for fixed h < 1 (here h D h."/). Together this
gives us

 XN X n 
  " "
F  hn F ^ .n; j / Yn;j  2  C D " (4.4.27)
C.S / 2 2
nD0 j Dn
Ddn;j

and, therefore, the closure of the spherical harmonics in .C.S2 /; kkC.S2 / /. t

u
Now, we consider Bernstein summability to obtain this result. The point of departure
for Bernstein summability is the so-called Bernstein kernel of degree n.
Definition 4.4.6. The Bernstein kernel of degree n is given by

KB;n W 1; 1 ! R
 n
nC1 1Ct
t 7! KB;n .t/ D : (4.4.28)
4 2

See Fig. 4.8 for an illustration of it.

Remark 4.4.7. The name Bernstein is motivated by the fact that the kernel is
proportional tothe Bernstein polynomial of degree n with the parameter  D n,
i.e., B;n .t/ D n t  .1  t/n scaled to the interval 1; 1 (t is the polar distance
4.4 Closure and Completeness of Spherical Harmonics 149

3.5
n=10
n=20
n=40
3

2.5

1.5

0.5

0
3 2 1 0 1 2 3

Fig. 4.8 Illustration of the kernel KB;n .cos #/; # 2 ; , for the degrees n D 10, n D 20,
n D 40

between  and , i.e., t D   ). For further details we refer to Fengler et al. (2006)
and Freeden and Gutting (2008).
First, we mention some important properties of the Bernstein kernel that can easily
be verified by the reader.
Lemma 4.4.8. The Bernstein kernel (4.4.28) possesses the following properties:
(i) For all t 2 1; 1 and n D 0; 1; : : :, we have
Z 1
^
KB;n .0/ D 2 KB;n .t/ dt D 1: (4.4.29)
1

(ii) For all t 2 1; 1,

KB;n .t/
0: (4.4.30)
(iii) For all t 2 1; 1/,
lim KB;n .t/ D 0: (4.4.31)
n!1

(iv) For k D 0; : : : ; n,
Z n
1
^ n .n C 1/
2 KB;n .t/Pk .t/ dt D KB;n .k/ D D nCkC1
k
;
1 .n  k/ .n C k C 1/
k
(4.4.32)

where Pk is the Legendre polynomial of degree k.

150 4 Scalar Spherical Harmonics in R3

(v) For k 2 N fixed,

^ ^
KB;n .k/ < KB;nC1 .k/: (4.4.33)
^
(vi) For k 2 N0 fixed, KB;n .k/ ! 1 as n ! 1, i.e.,
^
lim KB;n .k/ D 1: (4.4.34)
n!1

Now, suppose that F is continuous on S2 . We use the property .i / to guarantee that

Z Z
KB;n .  /F ./ dS./ D F ./ C KB;n .  / .F ./  F .// dS./;
S2 S2
(4.4.35)
where  2 S2 . We split S2 into two parts depending on a parameter  2 .0; 1/, i.e.,
into the spherical cap of radius  around  2 S2 :

C.;  / D f 2 S2 W 1        1g (4.4.36)

and the remaining sphere S2 n C.;  /. The corresponding split of the inte-
gral (4.4.35) yields
Z Z Z
::: D ::: C :::: (4.4.37)
S2 S2 nC.; / C.; /

On the one hand, we find with (ii)

Z Z
1
KB;n .  /F ./ dS./  4 kF kC.S2 / KB;n .t/ dt

S2 nC.; / 1
  nC1
 2 kF kC.S2 / 1  : (4.4.38)
2

On the other hand, F is uniformly continuous on S2 . Thus, there exists a positive

function
W  7!
. / with

lim
. / D 0; (4.4.39)
 !0C

such that
jF ./  F ./j 
. / (4.4.40)
for all  2 S2 with 1        1. Thus, it follows that
Z Z

KB;n .  /.F ./  F .// dS./ 
. / KB;n .  / dS./

C.; / 2 S

D
. /: (4.4.41)
4.4 Closure and Completeness of Spherical Harmonics 151

Summarizing our results, we obtain the estimate

Z

sup KB;n .  /F ./ dS./  F ./
2S2 S2
Z


D sup KB;n .  / .F ./  F .// dS./
2
2S 2 S
Z Z

 sup KB;n .  /F ./ dS./  F ./ KB;n .  / dS./
2
2S S2 nC.; / S2 nC.; /
Z

C sup KB;n .  / .F ./  F .// dS./
2 2S C.; /
Z

 sup KB;n .  /F ./ dS./
2
2S S2 nC.; /
Z
CkF kC.S2 / KB;n .  / dS./ C
. /
S2 nC.; /
 nC1
 2kF kC.S2 / 1  2 C
. /: (4.4.42)

Now, we choose  D n1=2 , such that  ! 0 for n ! 1, i.e.,

 

p1
n
!0 for n ! 1; (4.4.43)
 nC1
1 1
p
2 n
!0 for n ! 1: (4.4.44)

This shows us that

Z

lim sup KB;n .  /F ./ dS./  F ./ D 0 (4.4.45)
n!1 2 2 S
2S

and we obtain the following result.

Theorem 4.4.9. For F 2 C.S2 /,
Z


lim sup KB;n .  /F ./ dS./  F ./ D 0: (4.4.46)
n!1 2 2 S
2S

Now, it can be readily seen that the Legendre series of the Bernstein kernel is
given by
Xn
2k C 1
^
KB;n .t/ D KB;n .k/ Pk .t/ (4.4.47)
4
kD0
152 4 Scalar Spherical Harmonics in R3

for all t 2 1; 1. This shows us that

Z X
n Z
^ 2k C1
KB;n .  /F ./ dS./ D KB;n .k/ Pk .  /F ./ dS./
S2 4 S2
kD0

X
n
^
D KB;n .k/ ProjHarmk .F /./: (4.4.48)
kD0

Thus, we finally have the Bernstein summability of a Fourier series expansion in

terms of spherical harmonics.
Theorem 4.4.10. For F 2 C.S2 /,
n
X ^ X
k

lim sup KB;n .k/ F ^ .k; j /Yk;j ./  F ./ D 0: (4.4.49)
n!1 2
2S kD0 j Dk

Theorem 4.4.10 also enables us to prove the closure of the system of spherical
harmonics in the space C.S2 /.
Corollary 4.4.11. The system fYk;j gk2N0 ; j Dk;:::;k is closed in C.S2 /, i.e., for any
given " > 0 and each F 2 C.S2 /, there exists a linear combination

X
N X
k
dk;j Yk;j (4.4.50)
kD0 j Dk

such that
 X
N X
k 
 
F  dk;j Yk;j   ": (4.4.51)
C.S2 /
kD0 j Dk

Proof. Given F 2 C.S2 /. Then, for any given " > 0, there exists an integer N D
N."/ such that
X
N X k


sup KB;N .k/F .k; j / Yk;j ./  F ./  ":
^ ^
(4.4.52)
2S2 kD0 j Dk
Ddk;j

This proves Corollary 4.4.11. t

u
Since for all F 2 C.S / we have the inequality
2

p
kF kL2 .S2 /  4 kF kC.S2 / ; (4.4.53)

we immediately find that fYn;j gn2N0 ;n j n is also closed in .C.S2 /; kkL2 .S2 / /.
4.4 Closure and Completeness of Spherical Harmonics 153

Corollary 4.4.12. The system fYn;j gn2N0 ;n j n is closed in .L2 .S2 /; kkL2 .S2 / /.
Proof. We know that
kkL2 .S2 /
C.S2 / D L2 .S2 /: (4.4.54)
Let F 2 L .S / and " > 0. There exists G 2 C.S / such that kF  GkL2 .S2 /  2" .
2 2 2

Due to Corollary 4.4.5 and estimate (4.4.53) there exists a finite linear combination

X
N X
n
an;j Yn;j (4.4.55)
nD0 j Dn

corresponding to G such that

 X
N X
n 
  "
G  an;j Yn;j   : (4.4.56)
nD0 j Dn
L2 .S2 / 2

Combining these two results yields:

 X
N X
n 
  " "
F  an;j Yn;j   C D ": (4.4.57)
nD0 j Dn
L2 .S2 / 2 2

This completes the proof of Corollary 4.4.12. t

u
Now, we can apply Theorem 3.0.7 to the system of spherical harmonics. This
gives us L2 -Fourier approximation on the sphere, i.e., completeness
 of the system
fYn;j gn2N0 ;n j n in the Hilbert space L2 .S2 /; k  kL2 .S2 / :

 
 X
N X
n


lim F  hF; Yn;j iL2 .S2 / Yn;j  D0 for all F 2 L2 .S2 /:
N !1 
nD0 j Dn L2 .S2 /
(4.4.58)
Remark 4.4.13.
(i) Let X 2 fC.S2 /; Lp .S2 /gp21;1/ . If F; G 2 X with
 X
N X 
 n

lim 
G  hF; Y 2 2 Y 
n;j L .S / n;j  D 0;
i (4.4.59)
N !1 X
nD0 j Dn

then F D G almost everywhere on S2 .

(ii) For X 2 fC.S2 /; Lp .S2 /gp21; 4 [4;1/ it is not known whether the truncated
3
Fourier series converges for all F 2 X , i.e., a truncated Fourier series with
L2 -Fourier coefficients might not yield an approximation in the X -topology.
154 4 Scalar Spherical Harmonics in R3

(iii) If F W S2 ! R is Lipschitz continuous, then

 X
N X 
 n


lim F  hF; Yn;j iL2 .S2 / Yn;j  D 0; (4.4.60)
N !1 
nD0 j Dn C.S2 /

i.e., the Fourier series is uniformly convergent in this case.

Remark 4.4.14. Using the completeness property of the spherical harmonics sys-
tem, we can prove that the spherical harmonics Yn 2 Harmn .S2 / are the only
C.2/ .S2 /-eigenfunctions of the Beltrami operator.  only has the eigenvalues
n.n C 1/ with n 2 N0 .

4.5 The FunkHecke Formula and the Irreducibility

of Scalar Harmonics

In this section we present a central result in the theory of spherical harmonics, i.e.,
the FunkHecke formula (see, e.g., Funk 1916; Hecke 1918; Muller 1998 and the
literature therein). It is closely related to the irreducibility of the space of spherical
harmonics which is also shown here.
Lemma 4.5.1. Let Hn W R3 ! R be a homogeneous harmonic polynomial of
degree n with the following properties:
(i) Hn .tx/ D Hn .x/ for all orthogonal transformations t 2 SO"3 .3/, i.e., all
rotations that leave "3 invariant,
(ii) Hn ."3 / D 1.
Then, Hn is uniquely determined and coincides with the so-called Legendre
harmonic Ln of degree n, i.e.,
p
Hn .x/ D Ln .x/ D r n Pn .t/; x D r.t "3 C 1  t 2 .cos '"1 C sin '"2 //; (4.5.1)

where Pn is the Legendre polynomial of degree n.

Proof. We already know from Theorem 4.3.15 that Hn as a homogeneous harmonic
polynomial of degree n can be written in the form

X
n
Hn .x/ D Ank .x1 ; x2 /x3k ; (4.5.2)
kD0

where the coefficients Ank .x1 ; x2 / fulfill (4.3.44) for k D 0; : : : ; n  2. Therefore,

Hn is uniquely determined by the homogeneous polynomials An W .x1 ; x2 / 7!
An .x1 ; x2 / and An1 W .x1 ; x2 / 7! An1 .x1 ; x2 /. Condition .i / implies that
4.5 The FunkHecke Formula 155

these polynomials depend only on x12 C x22 . Thus, we find with a constant C nk ,
2
such that
(
0 ; n  k odd;
Ank .x1 ; x2 / D nk (4.5.3)
C nk .x12 C x22 / 2 ; n  k even:
2

For x D "3 in (4.5.3), we get x12 C x22 D 0 and x3 D 1 such that C0 D 1. In order to
determine C nk for even integers n  k, we see that
2

   2
@2 @2 nk nk nk2
C .x12 C x22 / 2 D4 .x12 C x22 / 2 : (4.5.4)
@x12 @x22 2

In connection with (4.3.44) we find the recursion relation

 2
nk nk2 nk2
4C nk .x12 Cx22 / 2 D .kC2/.kC1/C nk2 .x12 Cx22 / 2 (4.5.5)
2 2 2

such that
.n  k/2 C nk C .k C 2/.k C 1/C nk2 D 0; (4.5.6)
2 2

k D 0; 2; : : : ; n  2. In other words, since C0 D 1,

C nk D 1 for k D n; (4.5.7)

2

nk n
C nk D .1/ 2 2kn  2 for n  k even;
2
. nk
2 / k

for k D 0; : : : ; n1. This shows us that Hn is uniquely determined by the conditions

.i / and (ii).
It remains to prove that Ln .x/ D r n Pn .t/ (with r D jxj, t D "3  , and  D jxj
x
)
is a homogeneous harmonic polynomial that fulfills .i / and (ii).
Obviously, Ln 2 Homn .R3 / and by the addition theorem (Theorem 4.3.21) we find
that

.2n/ X
n
Ln .x/ D jxjn Pn ."3  / D Hn;j ."3 /Hn;j .x/ 2 Harmn .R3 /; (4.5.8)
2n n j Dn

where Hn;j , j D n; : : : ; n, is an orthonormal basis of Harmn .R3 /. Condition .i i /

is also obvious, since Pn .1/ D 1. For condition .i /, consider any t 2 SO"3 .3/;

Ln .tx/ D jxjn Pn ."3  t/ D jxjn Pn .tT "3  / D jxjn Pn ."3  / D Ln .x/; (4.5.9)

since SO"3 .3/ is a group and, therefore, tT also leaves "3 invariant. t
u
156 4 Scalar Spherical Harmonics in R3

Corollary 4.5.2. Let Hn 2 Harmn .R3 / with the following properties:

(i) Hn .tx/ D Hn .x/ for all orthogonal transformations t 2 SO .3/, i.e., all
rotations that leave  2 S2 invariant,
(ii) Hn ./ D 1.
Then, Hn is uniquely determined by

Hn .x/ D jxjn Pn .  /; x D jxj;  2 S2 ; (4.5.10)

where Pn is the Legendre polynomial of degree n.

Proof. This follows from Lemma 4.5.1 by simply rotating  to "3 . t
u
For any function F 2 L .S /, the transformation  7! t;  2 S , produces a
2 2 2

change in the functional values of F . Let F; G 2 L2 .S2 /, t 2 O.3/. Observing the

change of coordinates  D t, we find that
Z Z
F .t/G./ dS./ D j det tj F ./G.tT / dS./ (4.5.11)
S2 S2

(observe that dS.t/ D j det tj dS./). Thus, it follows that

hRt F; GiL2 .S2 / D hF; RtT GiL2 .S2 / : (4.5.12)

Theorem 4.5.3. The space Harmn .S2 / of spherical harmonics of degree n is

irreducible.
Proof. Assume that there exists an invariant subspace Y  Harmn .S2 / of dimension
dim.Y / < dim.Harmn .S2 // D 2n C 1. Then, we would be able to show that the
orthogonal complement Y ? of Y in Harmn .S2 / (with respect to h; iL2.S2 / ) is an
invariant subspace (see Lemma 4.2.4). Now, because of the invariance of Y and
Y ? , G and G ? being represented in terms of the L2 .S2 /-orthonormal system fYn;j g,
respectively,

X
dim.Y /
GD Yn;j ."3 /Yn;j 2 Y; (4.5.13)
j D1

dim.Harmn .S2 //
X
?
G D Yn;j ."3 /Yn;j 2 Y ? (4.5.14)
j Ddim.Y /C1

satisfy G.t/ D G, G ? .t/ D G ? for all t 2 SO"3 .3/. Moreover, G; G ? do not

vanish identically (note that there exist elements in Y , Y ? different from zero
at "3 ). Thus, not all values of Yn;j ."3 /, j D 1; : : : ; dim.Y / or j D dim.Y / C
1; : : : ; dim.Harmn .S2 // are zero. By Lemma 4.5.1 there exists a constant a 2 Rnf0g
such that G D aG ? , in contradiction to our assumption. t
u
4.5 The FunkHecke Formula 157

The irreducibility of Harmn .S2 / leads us to simple representations of spherical

harmonics (see, e.g., Freeden et al. 1998).
Lemma 4.5.4. Let Zn be a member of Harmn .S2 /. There exist 2n C 1 orthogonal
transformations tn ; : : : ; tn such that any Yn 2 Harmn .S2 / can be represented with
real numbers an ; : : : ; an in the form

X
n
Yn D aj Zn .tj /: (4.5.15)
j Dn

Proof. Consider the set

X D fZn .t/ W t 2 O.3/g: (4.5.16)

Clearly, there exist tn ; : : : ; tn 2 O.3/ such that

X D spanfZn .tn /; : : : ; Zn .tn /g: (4.5.17)

Therefore, Zn 2 X implies Zn .t/ 2 X . From the irreducibility of Harmn .S2 /

(see Theorem 4.5.3), it follows that X is an invariant non-void space of dimension
dim.X / D dim.Harmn .S2 //. Moreover, the 2n C 1 linearly independent spherical
harmonics Zn .tn /; : : : ; Zn .tn / form a basis. t
u
Lemma 4.5.5. There exist 2n C 1 points n ; : : : ; n of the unit sphere S2 such that
any Yn 2 Harmn .S2 / can be represented with real numbers an ; : : : ; an in the form

X
n
Yn ./ D aj Pn .j  /;  2 S2 : (4.5.18)
j Dn

Proof. From Lemma 4.5.4 we know that there exist 2n C 1 orthogonal transforma-
tions tn ; : : : ; tn such that any Yn 2 Harmn .S2 / admits the form

X
n
Yn ./ D aj Pn ."3  tj /;  2 S2 : (4.5.19)
j Dn

But this means that Lemma 4.5.5 follows with j D tTj "3 ; j D n; : : : ; n. t
u
Theorem 4.5.6 (FunkHecke Formula). Let G 2 L1 .1; 1/, n 2 N0 . Then,
Z Z 1
G.  /Pn .  / dS./ D 2 G.t/Pn .t/ dt Pn .  / (4.5.20)
S2 1

DG ^ .n/

for all ;  2 S2 . G ^ .n/ is called the Legendre coefficient of G.

158 4 Scalar Spherical Harmonics in R3

R
Proof. Let Vn .; / D S2 G.  /Pn .  / dS./ for ;  2 S2 and t 2 O.3/ an
orthogonal transformation. Then,
Z
Vn .t; t/ D G.t  /Pn .t  / dS./ (4.5.21)
S2
Z
D G.t  t/Pn .t  t/ dS.t/
S2
Z
D j det tj G.  /Pn .  / dS./ D Vn .; /:
S2
D1

Furthermore, Vn .; / with fixed  2 S2 is a spherical harmonic by the addition

theorem, i.e., for any  2 S2 ,
Z
Vn .; / D G.  /Pn .  / dS./ (4.5.22)
S2
Z X
n
4
D G.  / Yn;j ./Yn;j ./ dS./
S2 j Dn
2n C 1

X
n
4
D Yn;j ./G^ .n; j /:
j Dn
2n C 1

This means that Vn .; / is a harmonic polynomial that is invariant under orthogonal
transformations that leave  invariant. Hence, by Lemma 4.5.1 or, more precisely,
by Corollary 4.5.2,
Vn .; / D n Pn .  /: (4.5.23)
Setting  D  we obtain (using Theorem 4.1.6)
Z
n D n Pn .  / D G.  /Pn .  / dS./
S2
Z 1
D 2 G.t/Pn .t/ dt D G ^ .n/ (4.5.24)
1

which corresponds to the desired Legendre coefficient. t

u
Corollary 4.5.7. Let G 2 L1 .1; 1/. For every Yn 2 Harmn .S2 /, we have
Z
G.  /Yn ./ dS./ D G ^ .n/Yn ./;  2 S2 ; (4.5.25)
S2

where G ^ .n/ is the Legendre coefficient as defined in Theorem 4.5.6.

4.6 Greens Function with Respect to the Beltrami Operator 159

Proof. This is a direct consequence of the FunkHecke formula (Theorem 4.5.6)

and the fact that the Legendre polynomial Pn is the reproducing kernel in Harmn .S2 /
(see Remark 4.3.30). t
u

4.6 Greens Function with Respect to the Beltrami Operator

One of the most essential ingredients for our approach to vector spherical harmonics
is Greens function on the sphere S2 with respect to the Beltrami operator which we
define here (cf. Freeden 1979, 1980a). Several integral theorems involving the Green
function are included. It should be noted that the Green function of this section also
plays an important role in the theory of tensor spherical harmonics for which we
refer to Freeden and Gutting (2008) and Freeden and Schreiner (2009) and the many
references therein.
Definition 4.6.1. The function G. I ; / W .; / 7! G. I ; /, 1     < 1,
is called Greens function on S2 , or sphere function, with respect to the operator  ,
if it satisfies the following properties:
(i) For every fixed  2 S2 , the function  7! G. I ; / is twice continuously
differentiable on the set S2 n fg such that

1
 G. I ; / D  ; 1     < 1; (4.6.1)
4

(ii) For every  2 S2 , the function

1
 7! G. I ; /  ln.1    / (4.6.2)
4

is continuously differentiable on S2 .
(iii) For all orthogonal transformations t 2 O.3/,

G. I t; t/ D G. I ; /; (4.6.3)

(iv) For every  2 S2 , Z

1
G. I ; / dS./ D 0: (4.6.4)
4 S2

Because of Condition (iii) we find that G. I ; /P is a zonal function and we usually
write G. I   / instead of G. I ; /. Note that, for 1     < 1,

1 1 1
ln j  j D ln.2  2  / D ln.1    / C ln.2/: (4.6.5)
2 2 2
160 4 Scalar Spherical Harmonics in R3

Lemma 4.6.2. G. I ; / is uniquely determined by its defining properties (i)(iv).

The explicit representation of the Green function, for 1     < 1, is

1 1 1
G. I ; / D ln.1    / C  ln.2/: (4.6.6)
4 4 4

Proof. We first show uniqueness. Let D.; / be the difference between two Green
functions. Then,
.i / D.; / is twice continuously differentiable for all  2 S2 with 1     < 1
and  D.; / D 0,
(ii) D.; / is a continuously differentiable function for every  2 S2 ,
R all orthogonal transformations t 2 O.3/, D.t; t/ D D.; /,
(iii) For
(iv) S2 D.; / dS./ D 0 for every  2 S2 .
Without loss of generality, set  D "3 . Now, we know that D."3 ; / D D.t/, where
t is one of the spherical coordinates of  D .t; '/. Thus, @'
@
D D 0 and by .i /

and (4.1.12) (coordinate representation of  ) we find that

@ @
.1  t 2 / D.t/ D 0 (4.6.7)
@t @t

for all 1  t < 1. Hence, .1  t 2 / @t@ D.t/ D C0 2 R for all 1  t < 1. D

is continuously differentiable by (ii), i.e., @t@ D.t/ tends to a constant C1 2 R for
t ! 1. Therefore,
@
lim .1  t 2 / D.t/ D 0 D C0 (4.6.8)
t !1 @t
and .1  t 2 / @t@ D.t/ D 0 for all t 2 1; 1. This gives us @t@ D.t/ D 0 on .1; 1/,
i.e., D.t/ D C2 on .1; 1/ and by continuity on 1; 1. Together with .i v/, this
yields
Z Z 1
0D D."3 ; / dS./ D 2 D.t/ dt D 4 C2 : (4.6.9)
S2 1

Thus, C2 D 0, i.e., D  0, which shows the uniqueness.

Now, all we have to prove is that the explicit representation (4.6.6) fulfills the
properties .i /.i v/. Obviously, we have (iii) and, for (ii), we see that

1 1 1
G. I ; /  ln.1    / D  ln.2/ (4.6.10)
4 4 4
is arbitrarily often differentiable. Consider now the integral
Z Z 1
1
G. I ; / dS./ D 2 .ln.1  t/ C 1  ln.2// dt D 1; (4.6.11)
S2 1 4
4.6 Greens Function with Respect to the Beltrami Operator 161

which gives us .i v/. For .i /, we calculate by setting t D    and using (4.1.26)

4 G. I ; / D 4 G. I t/ D 2tG 0 . I t/ C .1  t 2 /G 00 . I t/

1 1
D 2t C .1  t 2 / D 1: (4.6.12)
1t .1  t/2

This concludes the proof for the representation (4.6.6). t

u
By applying Greens second surface theorem, i.e., (4.1.20) of Theorem 4.1.4, we see
that
Z
 n.n C 1/ G. I ; /Yn ./ dS./ D .1  0;n /Yn ./: (4.6.13)
S2

Therefore, we can determine the spectral representation of the Green function as the
following bilinear expansion, for 1     < 1,
1 X
X n
1
G. I ; / D Yn;k ./Yn;k ./ (4.6.14)
nD1 kDn
n.n C 1/
1
X 2n C 1 1
D Pn .  /:
nD1
4 n.n C 1/

Theorem 4.6.3 (Third Greens Surface Theorem for r  ). Let  be a fixed point
of S2 . Suppose that F is a continuously differentiable function on S2 . Then,
Z Z    
1
F ./ D F ./ dS./  r G. I   /  r F ./ dS./: (4.6.15)
4 S2 S2

Proof. Let  2 S2 be fixed. For each sufficiently small % > 0, Greens first surface
identity, i.e., (4.1.19) of Theorem 4.1.4, gives us with .; %/ D S2 n C.; %/, where
C.; %/ D f 2 S2 W 1  %      1g:
Z  
F ./ G. I   / C r F ./  r G. I   / dS./
.;%/
Z
@
D F ./ G. I   / d./; (4.6.16)
@ .;%/ @

where  is the unit normal to the circle @ .; %/ that consists of all points  2 S2
with    D 1  %.  points outward .; %/ D S2 n C.; %/, i.e., into C.; %/. Thus,

 D p ^ . ^ /: (4.6.17)
1  .  /2
162 4 Scalar Spherical Harmonics in R3

We use the differential equation for Greens function and obtain

Z Z
1
F ./ G. I   / dS./ D  F ./ dS./: (4.6.18)
.;%/ 4 .;%/

Moreover, by noting that @ .; %/ D f 2 S2 W    D 1  %g, we find that

Z
@
F ./ G. I   / d./ (4.6.19)
@ .;%/ @
Z  
  .1  %/ 1
D F ./ p   .  .1  %// d./
@ .;%/ 1  .1  %/2 4%
Z p
1 1  .1  %/2
D F ./ d./
4 @ .;%/ %
p
1 1  .1  %/2 p 2%
D 2 1  .1  %/2 F .% / D  F .% /;
4 % 2

where the mean value theorem with % 2 f 2 S2 W 1     D %g has been used.

The continuity of F yields that F .% / ! F ./ as % !  for % ! 0 such that
Z
@
lim F ./ G. I   / d./ D F ./: (4.6.20)
%!0 @ .;%/ @

This gives us the desired result. t

u
Corollary 4.6.4 (Third Greens Surface Theorem for L ). Under the assump-
tions of Theorem 4.6.3,
Z Z    
1
F ./ D F ./ dS./  L G. I   /  L F ./ dS./: (4.6.21)
4 S2 S2

Proof. We use Greens surface identity for L which is analogous to (4.1.19) of

Theorem 4.1.4. Note that instead of the normal vector the tangential vector

 ^
 D p (4.6.22)
1  .  /2

is required. The same reasoning as in Theorem 4.6.3 is used to prove this corollary.
t
u
Theorem 4.6.5 (Third Greens Surface Theorem for  ). Let  be a fixed point
of S2 . Suppose that F is a twice continuously differentiable function on S2 . Then,
4.6 Greens Function with Respect to the Beltrami Operator 163

Z Z
1
F ./ D F ./ dS./ C G. I   / F ./ dS./: (4.6.23)
4 S2 S2

Proof. Theorem 4.6.5 can be seen as a consequence of Theorem 4.6.3 and rela-
tion (4.1.13). t
u
Remark 4.6.6. The Green function
   
G . /2 I ;  W .; / 7! G . /2 I    ; (4.6.24)

where 1      1, with respect to the iterated Beltrami operator . /2 is given

by the spherical convolution which is defined by
Z
.K  F /./ D K.  /F ./ dS./ (4.6.25)
S2

for K 2 L1 .1; 1/ and F 2 L1 .S2 /. For the Green function this yields
   
G . /2 I    D G. I  /  G. I  / ./ (4.6.26)
Z
D G. I   /G. I   / dS./:
S2
 
The bilinear expansion of G . /2 I    can be easily calculated by
 
G . /2 I    (4.6.27)
Z X 1 X
1
2k C 1 2l C 1 1 1
D Pk .  /Pl .  / dS./
S2 4 4 .k.k C 1// .l.l C 1//
kD1 lD1

1 X
X 1 Z
2k C 1 2l C 1 1 1
D Pk .  /Pl .  / dS./
4 4 .k.k C 1// .l.l C 1// S2
kD1 lD1

1 X
X 1
2k C 1 1 1
D k;l Pk .  /;
4 .k.k C 1// .l.l C 1//
kD1 lD1

such that
1
  2
 X 2k C 1 1
G . / I    D Pk .  /: (4.6.28)
4 .k.k C 1//2
kD1

For .; / 2 S2 S2 with 1     < 1 we obtain

 
 G . /2 I    D G. I   /: (4.6.29)
164 4 Scalar Spherical Harmonics in R3

This differential
 equation
 enables us to give an explicit representation of the Green
function G . /2 I    , 1      1,
Z
 
G . /2 I    D G. I   /G. I   / dS./ (4.6.30)
S2
1
X 2n C 1 1
D Pn .  /
nD1
4 .n.n C 1//2
8


1
;    D 1;
4

< 1 .1  .ln.2//2 /  ln.1    / ln.1 C   /
1
D 4 4
 
ln.2/
L2 1
C 4 ln.1  .  / /  4 ;    1;
1
2
2
: 1
4  24 ;    D 1;


where L2 denotes the dilogarithm, i.e.,

1
X 1 k
L2 .t/ D t ; t 2 R: (4.6.31)
k2
kD1

For the proof the reader is referred to Freeden and Schreiner (2009).
In addition, the third Green surface theorem for  (Theorem 4.6.5) admits the
following reformulation.
Corollary 4.6.7 (Third Greens Surface Theorem for  ). Let  be a point of
S2 . Assume that F 2 C.2/ .S2 /. Then,
Z Z
1  
F ./ D F ./ dS./ C  G . /2 I     F ./ dS./: (4.6.32)
4 S2 S2

The third Green surface theorems are the points of departure for a palette of methods
and procedures in spherical theory. Applications in constructive approximation are
equidistribution of point sets (see Cui and Freeden 1997; Freeden and Hesse 2002;
Hesse et al. 2010; Hlawka 1982), (best-)approximate integration (cf. Freeden 1980a;
Freeden and Reuter 1982; Freeden et al. 1998) and spline theory (cf. Freeden 1981;
Freeden and Hermann 1986; Freeden et al. 1997, 1998). The essential ideas of these
approaches in constructive approximation are highlighted by exercises in our book
(see Sects. 4.8, 6.7 and 10.9). Furthermore, wavelet solvers for the surface gradient
equation as well as the surface curl gradient equation are derivable from the third
Green surface theorems (for more details the reader should consult Freeden and
Gerhards 2012).
Remark 4.6.8. Theorem 4.6.5 and (4.6.30) can be used to find the following integral
estimate with the help of the CauchySchwarz inequality for F 2 C.2/ .S2 /:
4.7 The Hydrogen Atom 165

Z Z

F ./ 1
F ./ dS./ D G. I   / F ./ dS./
 
(4.6.33)
4 2 S 2 S
Z 1  Z  2 1
2 2
  
 G. I   /G. I   / dS./  F ./ dS./ :
S S2
2

1
D 4

For more details we refer to Freeden and Schreiner (2009).

Theorem 4.6.9 (Differential Equation for  on S2 ). Let H 2 C.S2 / with
Z
1
H./ dS./ D 0: (4.6.34)
4 S2

Let F 2 C.2/ .S2 / satisfy the Beltrami differential equation

 F D H: (4.6.35)

Then, Z
F ./ D G. I   /H./ dS./;  2 S2 ; (4.6.36)
S2
and F is uniquely determined with
Z
1
F ./ dS./ D 0: (4.6.37)
4 S2

Other solutions take the form FQ D F C C with a constant C 2 R.

Proof. Theorem 4.6.9 is a direct consequence of Theorem 4.6.5. t
u

4.7 The Hydrogen Atom

The hydrogen atom is the simplest atom we can think of. It consists of an electron
with the charge e and mass m in the Coulomb potential of a nucleus with charge
e and mass M where M  m.
The starting point of the quantum-mechanical discussion of the hydrogen atom
is the Hamilton function of an electron with charge e in the Coulomb potential of
a nucleus with charge e, i.e.,

p2 e2
H.p; x/ D  ; x
0; (4.7.1)
2
40 jxj
166 4 Scalar Spherical Harmonics in R3

where x is the relative distance of the electron and the nucleus and
is the reduced
mass given by
mM

D  m; (4.7.2)
mCM

since M  m. Applying the substitution rules of (3.6.7) (in this case we only need
pj ! i @x@j , j D 1; 2; 3), we obtain the Hamilton operator

2 e2
H D x  : (4.7.3)
2m 40 jxj

Thus, the stationary Hamilton equation is (x 2 R3 )

2 e2
H .x/ D E .x/ ,  x .x/  .x/ D E .x/; (4.7.4)
2m 40 jxj

where 2 L2 .R3 / with k kL2 .R3 / D 1 and E < 0 such that we obtain bounded
states.
By separation of variables .x/ D U.r/F ./, x D r, r D jxj > 0 and  2 S2 .
We use the representation of the Laplace operator in polar coordinates (4.1.11) and
get:
 
2 @2 2 @ 1  e2
 2
C C 2
  U.r/F ./  U.r/F ./  E U.r/F ./ D 0:
2m @r r @r r 40 r
(4.7.5)
The radial derivatives only apply to U and the Beltrami operator applies to F such
that
 2 
2 @ 2 @ 2 U.r/ 
 2
C U.r/F ./   F ./
2m @r r @r 2m r 2
e2
 U.r/F ./  E U.r/F ./ D 0: (4.7.6)
40 r
2
Dividing by U.r/, F ./, and  2m as well as multiplying by r 2 , this is equivalent to
 
U 00 .r/ U 0 .r/ 2m e2r  F ./
r2 C 2r C 2 C Er 2 D  (4.7.7)
U.r/ U.r/ 40 F ./

for all r > 0,  2 S2 . This can only be true if both sides are equal to a constant
2 R. Thus, we obtain for the right-hand side ( 2 S2 ):

 F ./
 D ,  F ./ D  F ./: (4.7.8)
F ./
4.7 The Hydrogen Atom 167

This is the Beltrami differential equation which has a polynomial solution if and
only if D l.l C 1/, l 2 N0 . In this case the solution is a spherical harmonic of
degree l:
Xl
F ./ D Yl ./ D am Yl;m ./; (4.7.9)
mDl

i.e., the basis system of the orthonormal spherical harmonics Yl;m , m D l; : : : ; l,
describes all solutions. For the left-hand side we get with D l.l C 1/ and after
dividing by r 2 and multiplying with U.r/:
 
00 2 0 2m e 2 2mE l.l C 1/
U .r/C U .r/C C  U.r/ D 0; r > 0: (4.7.10)
r 40 2 r 2 r2
To solve this equation, we use

P .r/ D rU.r/; (4.7.11)

0 0
P .r/ D U.r/ C rU .r/; (4.7.12)
00 0 0 00 0 00
P .r/ D U .r/ C U .r/ C rU .r/ D 2U .r/ C rU .r/; (4.7.13)

such that we have (r > 0)

2 P 00 .r/
U 00 .r/ C U 0 .r/ D : (4.7.14)
r r
40 2
Using the abbreviation aB D m e2
(Bohrs atomic radius), we find that
 2 2E 40 l.l C 1/ 
P 00 .r/ C C  P .r/ D 0: (4.7.15)
aB r e 2 aB r2

Next, we introduce the Rydberg energy

2 m e4
ER D 2
D 2 (4.7.16)
2maB 2 .40 /2

and multiply (4.7.15) by aB2 such that

 2a E a2 l.l C 1/ 
aB2 P 00 .r/ C
B
C  B 2 P .r/ D 0: (4.7.17)
r ER r

We introduce dimensionless coordinates by % D r=aB , PQ .%/ D P .r/ and  D

p
E=ER (observe that E < 0). This yields

d2 Q  2 l.l C 1/ 
2 Q
P .%/ C    P .%/ D 0; % > 0: (4.7.18)
d%2 % %2
168 4 Scalar Spherical Harmonics in R3

To solve this equation, we set (% > 0):

PQ .%/ D V .%/%lC1 exp.%/: (4.7.19)

We obtain an equation for V given by

 
d2 d l C1 2
V .%/ C 2 V .%/   C V .%/ .1  .l C 1// D 0: (4.7.20)
d%2 d% % %

This equation is multiplied by % and we set y D 2%, VQ .y/ D V .%/ such that
 
d2 d 1
y 2 VQ .y/ C .2l C 2  y/ VQ .y/ C  l  1 VQ .y/ D 0: (4.7.21)
dy dy 

Comparing this equation to the differential equation of the Laguerre polynomials

./
Ln (see Sect. 3.7) given by

d2 ./ d
y Ln .y/ C . C 1  y/ L./ .y/ C nL./
n .y/ D 0; y > 0; (4.7.22)
dy 2 dy n

we see that D 2l C 1 and that we have a polynomial solution if and only if

1
 l  1 D nr ; nr 2 N0 : (4.7.23)


The solution is then given by

VQ .y/ D C2 L.2lC1/
.2lC1/
nr .y/ D C2 Lnl1 .y/ (4.7.24)

with n D nr C l C 1 D 1=, n 2 N. This means that for 1= only values in N are
allowed which gives the discretization of energy by

1 En e2 1 m e4
Dn , D 2 , En D  D  ; n 2 N:
 ER aB 40 2n2 22 .40 /2 n2
(4.7.25)
Resubstituting V into P , then P into U , and finally U into , we obtain:

U.r/ D 1r P .r/ D 1r PQ .%/ D 1r V .%/%lC1 exp.%/

1 .2lC1/ 2r
D C2 Lnl1 . na /. arB /lC1 exp. nar B /
r B

.2lC1/
D C2 a1B . n2 /l Lnl1 . na
2r 2r l
/. na / exp. nar B /: (4.7.26)
B B

CQ2
4.8 Exercises 169

n=1, l=0
0.5 n=2, l=0
n=2, l=1
n=3, l=0
n=3, l=1
n=3, l=2
0.4

0.3

0.2

0.1

0
0 5 10 15 20 25 30

2
Fig. 4.9 Radial probability densities r 2 Un;l .r/ for n D 1; 2; 3 and corresponding l

We get after normalizing k kL2 .R3 / D 1:

n;l;m .x/ D C Un;l .r/Fl;m ./ (4.7.27)

s      
1 .n  l  1/ 2 2r l .2lC1/ 2r r
D 3=2 Lnl1 exp  Yl;m ./:
a .n C l/ n2 naB naB naB
B

n 2 N is called the main quantum number, l D 0; : : : ; n  1 is called the angular

momentum quantum number and m D l; : : : ; l is called the magnetic quantum
number. For n D 1, we get for the energy E1 the well-known ionization energy
1
of hydrogen, i.e., 4 0
E1 D 13:6 eV (see Fig. 4.9 for an illustration of the radial
parts).

4.8 Exercises (Low Discrepancy Method, Locally Supported

Wavelets, Up Function, Anharmonic Functions for the
Ball, Fast Multipole Method, Wigner Matrices,
Quaternionic Generation of Spherical Harmonics)

The following exercises discuss some important features in constructive approxima-

tion and numerical analysis. The essential tool is the theory of spherical harmonics
of this chapter.
170 4 Scalar Spherical Harmonics in R3

Numerical Integration by Partitioning the Sphere

Partitioning the sphere provides a numerical integration rule, which is useful for
application whenever the high complexity of a (geo-)physical process demands
simply structured integration techniques.
Exercise 4.8.1. Let the sphere S2 be partitioned into a set T of N open domains
Tj  S2 , j D 1; : : : ; N , such that

Tj \ Tk D ;; k 6D j; (4.8.1)
[
N
Tj D S2 ; (4.8.2)
j D1

where Tj is the closure of Tj . If we choose a point j 2 Tj for j D 1; : : : ; N , then

we are led to the approximate integration rule

X
N
QN .F / D kTj kF .j /; (4.8.3)
j D1

where kTj k denotes the area of Tj . Show that

Z X
N

kTj kF .j /  4 max sup jF ./  F ./j:
2 F ./ dS./  j D1;:::;N
(4.8.4)
S j D1 ;2Tj

Exercise 4.8.2. Let F be Lipschitz-continuous with Lipschitz constant CF . Prove

that
Z X
N

F ./ dS./  kT kF . /
j  4 CF max diam .Tj /; (4.8.5)
j
j D1;:::;N
S2 j D1

where diam.Tj / is the diameter of Tj , i.e.,

diam.Tj / D sup j  j: (4.8.6)

;2Tj

Spherical Low Discrepancy Method

The spherical low discrepancy method provides a selection principle for the quality
of nodal sets in numerical integration with respect to their equidistribution over the
sphere.
Definition 4.8.3. Assume that F is of class C.2/ .S2 /. Let XN D f1N ; : : : ; NN g be a
system of points on S2 . Let
4.8 Exercises 171

"XN .F / D
.F / 
XN .F /; (4.8.7)

where
.F / is the integral mean of F on S2 , i.e.,
Z
1

.F / D F ./ dS./; (4.8.8)
4 S2

and
XN .F / is the arithmetic sum with respect to XN ;

1 X
N

XN .F / D F .jN /: (4.8.9)
N j D1

Exercise 4.8.4. Verify that for F 2 C.2/ .S2 /;

j"XN .F /j  D.XN / V .F /; (4.8.10)

where the L2 -discrepancy D.XN / of the system of points XN is given by

0 11=2
1 XN X N  
D.XN / D @ 2 G . /2 I iN  jN A (4.8.11)
N i D1 j D1

using the Green function with respect to . /2 of Remark 4.6.6. The L2 -variance
of F reads Z 1=2

V .F / D j F ./j dS./
2
: (4.8.12)
S2

Definition 4.8.5. A sequence fXN g, XN D f1N ; : : : ; NN g  S2 , is called equidis-

tributed or an equidistribution, if

.F / D lim
XN .F / (4.8.13)
N !1

holds for all F 2 C.2/ .S2 /.

Exercise 4.8.6. Prove that fXN g is equidistributed if and only if

lim D.xN / D 0: (4.8.14)

N !1

Note that G.. /2 /I ; ) is explicitly available in accordance with Remark 4.6.6.

Exercise 4.8.7. Consider the following point sets XN  S2 .
(a) Depending on a parameter  2 N the spherical coordinates of the Reuter grid
(cf. Reuter 1982) are given by
172 4 Scalar Spherical Harmonics in R3

3 3

2.5 2.5

2 2

1.5 1.5

1 1

0.5 0.5

0 0
0 1 2 3 4 5 6 0 1 2 3 4 5 6

1 1

0.5 0.5

0 0

0.5 0.5

1 1
1 1
0.5 1 0.5 1
0 0.5 0.5
0
0 0
0.5 0.5 0.5 0.5
1 1 1 1

Fig. 4.10 Coordinates and points of the Reuter grid of Exercise 4.8.7(a) for  D 25 (left column)
and the Hammersley sequence of Exercise 4.8.7(b) (right column). The number of points is N D
786 in both cases

.#0 ; '0;1 / D .0; 0/ (North Pole); (4.8.15)

 
.#i ; 'i;j / D i  ; .j  12 / 2
i
i D 1; : : : ;   1; j D 1; : : : ; i ; (4.8.16)

.# ; ';1 / D .; 0/ (South Pole); (4.8.17)

where $   1 %
cos. /cos2 .#i /

i D 2 arccos sin2 .#/
: (4.8.18)

This leads to a system of points XN. / with N. /  2 C 4  2 . See Fig. 4.10 (left
column) for an illustration.
(b) For a given N 2 N define the system of points by their spherical coordinates
 
.#n ; 'n / D arccos.22 .n/  1/; 2 n1
N ; n D 1; : : : ; N; (4.8.19)
4.8 Exercises 173

where we use the mapping

X
s
p .n/ D aj p j 1 (4.8.20)
j D0

with the coefficients aj 2 f0; : : : ; p  1g resulting from the representation

X
s
n1 D aj p j with p 2 f2; 3; : : :g: (4.8.21)
j D0

The sequence of these point systems is called a Hammersley sequence. See

Fig. 4.10 (right column) for an illustration.
(c) For a given number of points N 2 N the following system of points is generated
by their spherical coordinates

.#n ; 'n / D .arccos.23 .n/  1/; 22 .n// ; n D 1; : : : ; N; (4.8.22)

where we use the mappings p .n/ of part (b) with p D 2 and p D 3. The
resulting sequence of point systems is called a CorputHalton sequence. See
Fig. 4.11 (left column) for an illustration.
(d) Given N 2 N, N > 1, we define the spiral grid XN using the spherical
coordinates

.#1 ; '1 / D .; 0/ (South Pole); (4.8.23)

   
.#j ; 'j / D arccos.hj /; 'j 1 C p3:6 .1  h2j /1=2 .mod .2// ; (4.8.24)
N

.#N ; 'N / D .0; 0/ (North Pole); (4.8.25)

2
where hj D 1 C 2j N 1
and j D 2; : : : ; N  1. See Fig. 4.11 (right column) for
an illustration.
(e) Given N 2 N, N > 3, we introduce the improved spiral grid XN using the
spherical coordinates

.#1 ; '1 / D .; 0/ (South Pole); (4.8.26)

   
.#j ; 'j / D arccos.hj /; 'j 1 C p3:6 2
.mod .2// ; (4.8.27)
N rj Crj 1

.#N ; 'N / D .0; 0/ (North Pole); (4.8.28)

where
1 N C1
hj D  1 C 2k.j /2
N 1
with k.j / D .1  1
N 3
/.j C 1/ C 2 N 3
; (4.8.29)
q
rj D 1  h2j ; r1 D 0; (4.8.30)

and j D 2; : : : ; N  1. See Fig. 4.12 (left column) for an illustration.

174 4 Scalar Spherical Harmonics in R3

3 3

2.5 2.5

2 2

1.5 1.5

1 1

0.5 0.5

0 0
0 1 2 3 4 5 6 0 1 2 3 4 5 6

1 1

0.5 0.5

0 0

0.5 0.5

-1 1
1 1
0.5 1 0.5 1
0.5 0.5
0 0
0 0
0.5 0.5 0.5 0.5
1 1 1 1

Fig. 4.11 Coordinates and points of the CorputHalton sequence of Exercise 4.8.7(c) (left column)
and the spiral grid of Exercise 4.8.7(d) (right column). The number of points is N D 786 in both
cases

(f) Depending on the parameter Ns 2 N we construct the so-called HEALPix grid

consisting of N D 12Ns2 points on the sphere in three steps. At first the northern
polar cap is considered:
    
k2
.#j ; 'j / D arccos 1  3Ns2

; 2k j  2k.k  1/  12 ; (4.8.31)

where j D 1; : : : ; Ncap D 2Ns .Ns  1/ and

$r q %
j
kD 2
 b j2 c C 1: (4.8.32)

For the second step the remaining northern hemisphere and the equator are
considered:
4.8 Exercises 175

3 3

2.5 2.5

2 2

1.5 1.5

1 1

0.5 0.5

0 0
0 1 2 3 4 5 6 0 1 2 3 4 5 6

1 1

0.5 0.5

0 0

0.5 0.5

1 1
1 1
0.5 1 0.5 1
0 0.5 0 0.5
0 0
0.5 0.5
0.5 0.5
1 1 1 1

Fig. 4.12 Coordinates and points of the improved spiral grid of Exercise 4.8.7(e) (left column)
and the HEALPix grid of Exercise 4.8.7(f) for Ns D 8 (right column). The number of points is
N D 786 for the improved spiral grid and N D 768 in the HEALPix case

    
.#Ncap Cj ; 'Ncap Cj / D arccos 43  2k
3Ns

; 2N s
.j  1/.mod .4N s // C 1  m
2
;
(4.8.33)
where j D 1; : : : ; Nbelt D 4Ns .Ns C 1/, m D .k  Ns C 1/.mod 2/, and
j k
j 1
kD 4Ns C Ns : (4.8.34)

Finally, the points of the southern hemisphere are constructed by

.#N j C1 ; 'N j C1 / D .  #j ; 'j /; (4.8.35)

where j D 1; : : : ; Nsouth D Ncap C Nbelt  4Ns . See Fig. 4.12 (right column) for
an illustration.
Calculate and compare the discrepancy D.XN / for each of the point systems.
Generate uniformly distributed random points for an additional comparison.
176 4 Scalar Spherical Harmonics in R3

Remark 4.8.8. For more details on the point systems in (a)(c) see Freeden et al.
(1998). The system of part (a) goes back to Reuter (1982). The idea of the
construction using the mappings p goes back to van der Corput (1935a,b).
For the theory of uniform distributions in Euclidean spaces we refer to Kuipers
and Niederreiter (1974) and Niederreiter (1992). For the spiral grids we refer to
Rakhmanov et al. (1994) and Saff and Kuijlaars (1997), for the improvement of
part (e) see Thomson (2007). The HEALPix (Hierarchical Equal Area isoLatitude
Pixelization) point system is related to cosmic microwave background experiments
and the reader is referred to Gorski et al. (2005) for a detailed introduction. Note
that the number of points in parts (a) and (f) cannot take all values of N.

Locally Supported Wavelets on the Sphere

In constructive approximation locally supported functions are nothing new, having

been discussed already by Haar (1910). The primary importance of spherically
locally supported Haar kernels is the generation of an entire basis family by means
of two operations, namely dilation and rotation. In other words, an entire set of
approximations is available from one locally supported Haar mother kernel.
Exercise 4.8.9. Let fLh gh2.1;1/  L2 .1; 1/ be a non-negative, h; 1-locally
supported family. Suppose that fLh  F gh2.1;1/ given by the spherical convolution
Z
.Lh  F /./ D Lh .  /F ./ dS./ (4.8.36)
S2

is an approximate identity generated by fLh gh2.1;1/ , i.e.,

lim kF  Lh  F kC.0/ .S2 / D 0 (4.8.37)

h!1

for all F 2 C.0/ .S2 /. Show that

Z !
hQ
jF ./  Lh  F ./j  2 Lh .t/ dt sup jF ./  F ./j
h 2S2
h  hQ
 Z 1 
C 2 Lh .t/ dt sup jF ./  F ./j(4.8.38)
hQ 2S2
Q
h  1

holds for every hQ 2 h; 1, for every F 2 C.0/ .S2 /, and for all  2 S2 .
If F is additionally Lipschitz-continuous with Lipschitz-constant CF , i.e.,
p
jF ./  F ./j  CF j  j D CF 1    ; (4.8.39)
4.8 Exercises 177

then

kF  Lh  F kC.0/ .S2 / (4.8.40)

Z ! Z  !
p hQ 1
 2 2 CF Lh .t/ dt .1  h/ 2 C
1
Q 12
Lh .t/ dt .1  h/
h hQ

for every hQ 2 h; 1.
.k/
Exercise 4.8.10. The (smoothed) Haar scaling function fLh gh2.1;1/ , k 2 N0 , is
.k/ .k/
defined by Lh W 1; 1 ! R, t 7! Lh .t/;

.k/ 1 .k/
Lh .t/ D R1 .k/
Bh .t/; (4.8.41)
2 1 Bh .t/ dt

where (
.k/ 0 if t 2 1; h/;
Bh .t/ D .t h/k (4.8.42)
.1h/k
if t 2 h; 1:
(a) Show that the Legendre coefficients
Z 1
.Bh /^ .n/ D 2
.k/ .k/
Bh .t/Pn .t/ dt; n 2 N0 ; (4.8.43)
1

satisfy the recursion relation for n 2 N;

2n C 1 k C 1  n .k/ ^
.Bh /^ .n C 1/ D h.Bh /^ .n/ C
.k/ .k/
.B / .n  1/;
nCkC2 nCk2 h
(4.8.44)
where the initial values are

1h
.Bh /^ .0/ D 2
.k/
6 0;
D (4.8.45)
kC1
 
.k/ ^ 1h 1h
.Bh / .1/ D 2 1 : (4.8.46)
kC1 kC2

(b) Verify that  

.k/ ^ 3
.Lh / .n/ D O .n.1  h// 2 k (4.8.47)

for n ! 1.
(c) Show that
  1 kC1
 .k/  .k/
Lh  D Lh .1/ D ; k 2 N0 : (4.8.48)
C.0/ .1;1/ 2 1  h
178 4 Scalar Spherical Harmonics in R3

.k/
(d) Verify that for k
2 the kernels Lh are Lipschitz-continuous and the
Lipschitz-constant takes the value
 
 .k/ 0   0 1 k.k C 1/
D  Lh 
 .k/
CL.k/  D Lh .1/ D : (4.8.49)
h
C.0/ .1;1/ 2 .1  h/2
n o
.k/
(e) Verify that Lh is an approximate identity as introduced in (4.8.37).
h2.1;1/

Exercise 4.8.11. Suppose fhj gj 2N0  .1; 1 is a strict monotonically increasing

.k/
sequence with lim hj D 1. Let fj gj 2N0 be the spherical difference wavelet
j !1
given by
.k/ .k/ .k/
j D Lhj C1  Lhj ; k 2 N0 : (4.8.50)
Set
  Z
.k/ .k/ .k/
Tj .F I / D Lhj  F ./ D Lhj .  /F ./ dS./; (4.8.51)
S2
  Z
.k/ .k/ .k/
Rj .F I / D j  F ./ D j .  /F ./ dS./: (4.8.52)
S2

Prove that
.k/
lim kF  TJ .F I  /kC.0/ .S2 / D 0 (4.8.53)
J !1

holds for all F 2 C.0/ .S2 /, where

J 1
X
.k/ .k/ .k/ .k/ .k/
TJ .F I  / D TJ 1 .F I  / C RJ 1 .F I  / D TJ0 .F I  / C Rj .F I  / (4.8.54)
j DJ0

for all J; J0 2 N0 and 0  J0 < J  1.

Exercise 4.8.12. Show that, for hj D 1  2j ,
(
.k/ 0 if t 2 1; 1  2j /;
Lhj .t/ D (4.8.55)
1
2
.k C 1/2j.kC1/.t  1 C 2j /k if 1  2j ; 1;

and
8

0 if t 2 1; 1  2j /;



< 1 .k C 1/2j.kC1/.t  1 C 2j /k
.k/ 2  if t 2 1  2j ; 1  2.j C1//;
j .t/ D

2 .k C 1/2
1 j.kC1/
2kC1 .t  1 C 2j C1 /k


: .t  1 C 2j /k if t 2 1  2.j C1/; 1:
(4.8.56)
4.8 Exercises 179

Moreover, prove that

   
 .k/   .k/  1
j   Lhj C1  D .k C 1/2j C1: (4.8.57)
C.0/ .1;1/ C.0/ .1;1/ 2

Exercise 4.8.13. For fhj gj 2N0 , hj D 1  2j , the Haar scaling function fLhj gj 2N0
.0/

is given by (
.0/ 0 if t 2 1; 1  2j /
Lhj .t/ D 1 (4.8.58)
j
2
2 j
if t 2 1  2 ; 1:
.0/
Calculate j .t/, t 2 1; 1, and verify
   
 .0/  1 j  .0/ 
j  D 2 D Lhj  .0/ : (4.8.59)
C.0/ .1;1/ 2 C .1;1/

Furthermore, show the following orthogonality properties for the Haar wavelet
Z 1
.0/ .0/
j .t/k .t/ dt D 0; j; k 2 N0 ; j 6D k; (4.8.60)
1

and Z 1
.0/ .0/
Lh0 .t/j .t/ dt D 0; j 2 N0 : (4.8.61)
1
Remark 4.8.14. Summarizing our results we are led to the following features
(for more details see Freeden and Hesse 2002) that are incorporated as essential
ingredients in the way of thinking of locally supported (smoothed) Haar wavelets,
namely
(i) Rotational symmetry of scaling and wavelets functions,
(ii) Space-limitation, i.e., local support of scaling function and wavelets,
(iii) Basis property based on the multi-scale modeling by the difference of two
smoothings realized by two operations, i.e., dilation and rotation,
(iv) Decorrelation in terms of scale dependent locally supported wavelets (i.e.,
radial basis functions).

Spherical Up Function

Next, the idea of the up function (see Rvachev 1990) is transferred to the spherical
context. To this end we introduce generalizations of the locally supported kernels
known from Exercise 4.8.10 and build an infinite spherical convolution. This proce-
dure results in a new class of zonal functions that are infinitely often differentiable
and (whenever the support of the building functions is chosen properly) also have
local supports. Another appealing property of the up kernels is that they generate a
(scale discrete) multi-resolution analysis of the space L2 .S2 /.
180 4 Scalar Spherical Harmonics in R3

1.4 0.7
0.7 2/3
0.2 1/3
1.2 0.2 0.6 0
0.7 1
0.5 2
1
0.4
0.8
0.3
0.6
0.2
0.4
0.1

0.2 0

0 0.1
3 2 1 0 1 2 3 3 2 1 0 1 2 3

Fig. 4.13 Smoothed Haar functions Lh; .cos.#// for D 1 and h D 0:7; 0:2; 0:2; 0:7 (left)
and for h D 0:1 and D 2=3; 1=3; 0; 1; 2 (right)

The point of departure of our considerations are the one-dimensional functions

(
0 if t 2 1; h;
Lh; .t/ D C1 .t h/
(4.8.62)
2 .1h/
if t 2 .h; 1;

which we discuss for h 2 .1; 1/ and > 1 if not mentioned otherwise (see
Fig. 4.13 for an illustration varying the parameters h and ).
Exercise 4.8.15. Show that for n ! 1;
Z 1 3
L^
h; .n/ D 2 Lh; .t/Pn .t/ dt D O.n 2  /: (4.8.63)
1

R1 1=2 1=2
Hint: Use x Pn1 .t/ dt D Cn .x/, where Cn is the Gegenbauer polynomial.
Exercise 4.8.16. Verify that for all >  12 ;

X1
2n C 1  ^ 2
Lh; .n/ < 1: (4.8.64)
nD0
4

Exercise 4.8.17. Show that

Z
.2/
Lh; .  / D .Lh;  Lh; / .  / D Lh; .  /Lh; .  / dS./ (4.8.65)
S2

.2/
possesses the support supp.Lh; / D f 2 S2 W 2h  1      1g.
Exercise 4.8.18. Prove that for n ! 1;
 ^ Z 1
Lh; .t/Pn .t/ dt D O.n32 /:
.2/ .2/
Lh; .n/ D 2 (4.8.66)
1
4.8 Exercises 181

0.4 1.4
2/3 0.99
0.35 1/3 0
1.2 1
0
0.3 1
2 1
0.25
0.8
0.2
0.6
0.15
0.4
0.1
0.2
0.05

0 0

0.05 0.2
3 2 1 0 1 2 3 3 2 1 0 1 2 3

.2/
Fig. 4.14 Iterated smoothed Haar functions Lh; .cos.#// for h D 0:2 and D 2=3;
1=3; 0; 1; 2 (left) and the up function Uph; .cos.#// for h D 0:5 and D 0:99; 0; 1 (right)

Exercise 4.8.19. Suppose that h 2 .1; 1/. Prove that the following statements
hold true:
.2/
(a) If > 1, then  7! Lh; .  /,  2 S2 , is of class L2 .S2 / for each  2 S2 .
.2/
(b) If >  12 , then  7! Lh; .  /,  2 S2 , is of class C.0/ .S2 / for each  2 S2 .
.2/
(c) If > k1
2
, k 2 N0 , then  7! Lh; .  /,  2 S2 , is of class C.k/ .S2 / for each
 2 S2 (Fig. 4.14).

Exercise 4.8.20. Suppose that h 2 .1; 1/ and > 1. We set '0 D arccos.h/
and 'k D 2k '0 , hk D cos. '2k /, k 2 N. Then, the up function Uph; is defined by
.2/ .2/
the infinite spherical convolution of Lh1 ; ; Lh1 ; ; : : :, i.e.,

*
.2/ .2/ .2/
Uph; D Lh1 ;  Lh2 ;  : : : D Lhk ; (4.8.67)
k D1

Verify the following properties:

(a) The Legendre symbols of the up function fulfill for every n 2 N0 ;
1 
Y ^
 ^ .2/
Uph; .n/ D Lhk ; .n/ (4.8.68)
kD1

and  ^
lim Uph; .n/ D 1: (4.8.69)
hD!1

Even more, the speed of convergence fulfills for n ! 1;

 ^
Uph; .n/ D O.nk / (4.8.70)

for every k 2 N.
182 4 Scalar Spherical Harmonics in R3

(b) Uph; W 1; 1 ! R is locally supported with supp Uph; D h; 1.

(c) The function  7! Uph; .  /,  2 S2 , is of class C.1/ .S2 / for all  2 S2 .
(d) Uph; W 1; 1 ! R admits the uniformly convergent orthogonal expansion in
terms of Legendre polynomials

1
X 2n C 1  ^
Uph; D Uph; .n/Pn ; (4.8.71)
nD0
4
 ^
where Uph; .0/ D 1 and, for all n 2 N0 ,
1 
Y ^
 ^ .2/
0  Uph; .n/ D Lhk ; .n/  1: (4.8.72)
kD1

(e) For all t 2 1; 1, we have the estimate

1
X 2n C 1  ^
0  Uph; .t/  Uph; .1/ D Uph; .n/: (4.8.73)
nD0
4

Exercise 4.8.21. Show that for all > 1 and F 2 L2 .S2 /;

 
lim Up  F  F  2 2 D 0:
h; L .S /
(4.8.74)
h!1

j
Exercise 4.8.22. The scaling function h; W 1; 1 ! R is defined by

*
j .2/
h; D Lhk ; ; j 2 N: (4.8.75)
kDj

j
(a) Show that supp h; D hj 1 ; 1.
(b) Verify the refinement equation:
j C1 .2/ j
h;  Lhj ; D h; ; j 2 N: (4.8.76)

Exercise 4.8.23. The scale spaces Vj , j 2 N, are given by

n o
j
Vj D h;  F W F 2 L2 .S2 / : (4.8.77)

Verify that the sequence of scale spaces fVj gj 2N constitutes a multi-resolution

analysis of L2 .S2 / :
(a) Every Vj , j 2 N, is a linear subspace with Vj  C.1/ .S2 /  L2 .S2 /.
(b) The spaces Vj are nested, i.e., Vj  Vj C1 , j 2 N.
4.8 Exercises 183

14 10
j=1 j=1
j=2 j=2
12 j=3 8
10
6
8

6 4

4
2
2
0
0

2 2
3 2 1 0 1 2 3 3 2 1 0 1 2 3

j
Fig. 4.15 The scaling functions h; .cos.#// for j D 1; 2; 3, D 0:9, and h D 1 (left) and
j
the corresponding wavelets h; .cos.#// for j D 1; 2, D 0:9, and h D 1 (right)

(c) For the intersection and the union of all spaces it holds that
kk2L .S2 /
1
\ 1
[
Vj D V1 and Vj D L2 .S2 /: (4.8.78)
j D1 j D1

(d) There exists a family fKj gj 2N of L2 .S2 /-kernels such that (Fig. 4.15)

Vj D fKj  F W F 2 Vj C1 g: (4.8.79)

Exercise 4.8.24. We now set the spherical difference wavelets

j j C1 j
h; D h;  h; (4.8.80)

and n o
j
Wj D h;  F W F 2 L2 .S2 / : (4.8.81)

Prove that there exist zonal functions Zj for all j 2 N that satisfy the scale relation
j C1 j
h;  Zj D h; : (4.8.82)

Show that these functions Zj are given by the Legendre coefficients

 ^
.2/
1  Lhj ; .n/  ^
Zj^ .n/ D
.2/
 ^ Lhj C1 ; .n/; n 2 N; (4.8.83)
.2/
1  Lhj C1 ; .n/

where Zj^ .0/ is arbitrary.

184 4 Scalar Spherical Harmonics in R3

Remark 4.8.25. Note that for numerical calculations Zj .0/ should be chosen in
such a way that the kernel Zj is strongly (space) localized. This can be achieved by
setting Zj .1/ D 0 such that the Legendre coefficient of order 0 should be chosen
in accordance with
1
X 2n C 1
Zj^ .0/ D 4 .1/n Zj^ .n/: (4.8.84)
nD1
4

Remark 4.8.26. The up function enables a multi-resolution analysis on S2 by use

of locally supported zonal kernels. The infinite smoothness of the scaling functions
allows us to apply up functions as trial functions in a large class of differential
equations (see Rvachev 1990) and integral equations of satellite technology (see
Freeden 1999). More details about the multi-resolution analysis by spherical up
functions can be found in Freeden and Schreiner (2006).

Function Systems for the Ball B3R

Exercise 4.8.27. Prove that the space L2 .B3R / can be orthogonally decomposed as

L2 .B3R / D Harm.B3R / Anharm.B3R /; (4.8.85)

? 3
where Anharm.B3R / D Harm.B3R / L .BR / is the space of anharmonic functions, i.e.,
2

functions that are not harmonic in the ball of radius R in three dimensions B3R .
Exercise 4.8.28. Show that the function system fGm;n;j
I
gn;m2N0 Ij Dn;:::;n forms a
2 3
complete orthonormal system in L .BR /, where
r
4m C 2n C 3 .0;nC1=2/  jxj2   n
jxj
 
I
Gm;n;j D Pm 2 R2
 1 R
Y x
n;j jxj ; x 2 B3R ;
R3
(4.8.86)
.0;nC1=2/
with the Jacobi polynomial Pm of degree m 2 N0 (see Sect. 3.3) and the
orthonormal spherical harmonics Yn;j , n 2 N0 , j D n; : : : ; n.
Exercise 4.8.29. Show that the function system fGm;n;j
II
gn;m2N0 Ij Dn;:::;n also forms
2 3
a complete orthonormal system in L .BR /, where
8q    
< 2mC3 Pm
.0;2/
2 jxj
 1 Y n;j
x
; x 2 B3R n f0g;
jxj
D q R
3 R
II
Gm;n;j (4.8.87)
: 3 ; x D 0;
R3

.0;2/
with the Jacobi polynomial Pm of degree m 2 N0 (see Sect. 3.3) and the
orthonormal spherical harmonics Yn;j , n 2 N0 , j D n; : : : ; n.
4.8 Exercises 185

Exercise 4.8.30. Verify that the system fGm;n;j

I
gn;m2N0 Ij Dn;:::;n can be split into
harmonic and anharmonic functions.
Exercise 4.8.31. Show that the functions of fGm;n;j
II
gn;m2N0 Ij Dn;:::;n are not con-
tinuous in x D 0 for n > 0.
I
Remark 4.8.32. Note that in contrast to Gm;n;j the radial and angular parts of
II
Gm;n;j are decoupled which can be exploited numerically (cf. Michel 2010 and the
references therein).
II
Exercise 4.8.33. Show that for the product series of the functions Gm;n;j of (4.8.86)

X 1 X
1 X n
K.x; y/ D K ^ .m; n/Gm;n;j
II II
.x/Gm;n;j .y/ (4.8.88)
mD0 nD0 j Dn

with x; y 2 B3R n f0g it holds that

!
am .2m C 3/ .0;2/  jxj   
X1
jyj
K.x; y/ D 3
Pm 2 R  1 Pm.0;2/ 2 R  1
mD0
R
!
2n C 1  x 
1
X y
bn Pn jxj  jyj ; (4.8.89)
nD0
4

where Pn denotes the Legendre polynomial of degree n 2 N0 and K ^ .m; n/ D

am bn with fam gm2N0 , fbn gn2N0 real sequences.
I
Exercise 4.8.34. Show that the product series of the functions Gm;n;j of (4.8.86)

X 1 X
1 X n
K.x; y/ D K ^ .m; n/Gm;n;j
I I
.x/Gm;n;j .y/; x; y 2 B3R ; (4.8.90)
mD0 nD0 j Dn

(a) Converges in L2 .B3R B3R / if and only if

1 X
X 1
 2
n K ^ .n; m/ < 1; (4.8.91)
mD0 nD0

(b) Converges uniformly on B3R B3R if

X1 X 1
^ .n C m C 12 /2m
K .n; m/ n.2m C n/ < 1: (4.8.92)
mD0 nD0
.m/2
186 4 Scalar Spherical Harmonics in R3

II
Exercise 4.8.35. Show that the product series of the functions Gm;n;j of (4.8.87)

X 1 X
1 X n
K.x; y/ D K ^ .m; n/Gm;n;j
II II
.x/Gm;n;j .y/; x; y 2 B3R n f0g;
mD0 nD0 j Dn
(4.8.93)
(a) Converges in L2 .B3R B3R / if and only if the sequence fK ^ .n; m/gn;m2N0 fulfills

1 X
X 1
 2
n K ^ .n; m/ < 1; (4.8.94)
mD0 nD0

(b) Converges uniformly on B3R B3R if the sequence fK ^.n; m/gn;m2N0 fulfills

1 X
X 1
^
K .n; m/ nm5 < 1: (4.8.95)
mD0 nD0

Remark 4.8.36. The system of (4.8.86) goes back to Ballani et al. (1993) and
Dufour (1977) (see also Freeden and Michel 2004; Michel 1999) and the second
system of (4.8.87) is due to Tscherning (1996). Both systems can be used to
construct splines and wavelets for B3R in the same way as known from the sphere
S2 . These functions find many applications in modeling the Earths interior, e.g., in
gravimetry, normal mode variations or seismic body wave tomography. For further
details we refer to Michel (2010, 2012) and the references therein.

The Fast Multipole Method

The fast multipole method for the Laplace equation in three dimensions (see,
e.g., Greengard and Rokhlin 1988) allows the computation of the interaction of
many particles which is described by the fundamental solution of the Laplace
equation as a sum of the form

X
N
1
aj ; (4.8.96)
j D1
jxj  yj

which is evaluated in O.N / points y. The direct approach takes a numerical effort
of O.N 2 / operations which is reduced by the method to O.N /.
The main idea of the method consists for one part of the subdivision of the
computational domain into hierarchical sets of nested cubes which are arranged
in an octal tree data structure. The other part is the possibility to consider the
interaction of cubes instead of each single point by summarizing all points of
4.8 Exercises 187

one cube and representing their information by a multipole expansion. Such an

expansion results from the decomposition of the single pole in terms of inner and
outer harmonics.
For the interaction of the different cubes two different paths are taken: the direct
way, i.e., all points in one cube interact with all points in another cube, and the
approximate way, i.e., by translation of the expansion coefficients. The key is to
apply the approximation as often as possible and on the coarsest possible level of
the tree. The direct evaluation is only to be used to the closest boxes, where the
approximation is not applicable.
At first, we define outer and inner harmonics based on the orthonormal system
of spherical harmonics defined in Example 4.3.32 (cf. Epton and Dembart 1995 or
Gutting 2008).
Definition 4.8.37 (Complex Outer Harmonics). Let n 2 N0 , m 2 Z, n  m 
n. Then, the complex-valued function
r  
4 p 1 x
On;m .x/ D .n C m/.n  m/ nC1 Yn;m (4.8.97)
2n C 1 jxj jxj
.n  m/
D .1/m Pn;m .cos.#//eim' (4.8.98)
jxjnC1

denotes the outer harmonic of degree n and order m, where .#; '/ are the spherical
x
coordinates of jxj and x 0. Yn;m is the complex-valued spherical harmonic
of degree n and order m of Example 4.3.32 and Pn;m is the associated Legendre
function of (4.3.108).
Definition 4.8.38 (Complex Inner Harmonics). Let n 2 N0 , m 2 Z, n  m 
n. Then, the complex-valued function
r  
4 1 x
In;m .x/ D p jxjn Yn;m (4.8.99)
2n C 1 .n C m/.n  m/ jxj
jxjn
D .1/m Pn;m .cos.#//eim' (4.8.100)
.n C m/

denotes the inner harmonic of degree n and order m, where x 2 R3 . .#; '/, Yn;m ,
Pn;m are the same as in Definition 4.8.37.
Exercise 4.8.39. Show the symmetries

On;m .x/ D .1/n On;m .x/; In;m .x/ D .1/n In;m .x/; (4.8.101)

On;m .x/ D .1/m On;m .x/; In;m .x/ D .1/m In;m .x/; (4.8.102)

where n 2 N0 , m 2 Z with n  m  n, x 2 R3 n f0g for the outer harmonics and

x 2 R3 in case of the inner harmonics.
188 4 Scalar Spherical Harmonics in R3

Exercise 4.8.40. Prove that for jxj > jyj the following expansion holds:

X1 X n
1
D In;m .y/On;m .x/; (4.8.103)
jx  yj nD0 mDn

and for jx  x0 j > jy  x0 j;

X1 X n
1
D In;m .y  x0 /On;m .x  x0 /; (4.8.104)
jx  yj nD0 mDn

where the expansion center is x0 2 R3 .

Exercise 4.8.41. Consider the following differential operators which are closely
related to the so-called ladder operators in quantum mechanics (see, e.g., Biedenharn
and Louck 1981; Edmonds 1964; Varsalovic et al. 1988):

@ @
@C D Ci ; (4.8.105)
@x1 @x2
@ @
@ D i ; (4.8.106)
@x1 @x2
@
@z D : (4.8.107)
@x3

Show that these operators possess the following representation in terms of spherical
coordinates:
 
@ cos.#/ @ i @
@C D ei' sin.#/ C C ; (4.8.108)
@r r @# r sin.#/ @'
 
i' @ cos.#/ @ i @
@ D e sin.#/ C  ; (4.8.109)
@r r @# r sin.#/ @'
@ sin.#/ @
@z D cos.#/  : (4.8.110)
@r r @#
Exercise 4.8.42. Prove that the complex outer harmonic of degree n 2 N0 and
order m D n; : : : ; n can be written as
8
<.1/nCm @m @nm 1 if m
0;
C z jxj
On;m .x/ D (4.8.111)
:.1/n @jmj @njmj 1
if m < 0;
 z jxj

where x 2 R3 n f0g.
4.8 Exercises 189

Exercise 4.8.43. Verify the translation theorem for outer harmonics:

Let x; y 2 R3 such that jxj > jyj. Then, the outer harmonic of degree n 2 N0 and
order m 2 Z, n  m  n, at x  y can be expanded in terms of inner and outer
harmonics as follows:

1 0
X X
n
On;m .x  y/ D In0 ;m0 .y/OnCn0 ;mCm0 .x/ (4.8.112)
n0 D0 m0 Dn0

1 0
X X
n
D In0 n;m0 m .y/On0 ;m0 .x/: (4.8.113)
n0 Dn m0 Dn0

Note that by convention In;m D 0 if jmj > n which occurs in the second
formulation.
Exercise 4.8.44. Verify the translation theorem for inner harmonics:
Let x; y 2 R3 . Then, the inner harmonic of degree n 2 N0 and order m 2 Z with
n  m  n at x  y can be expanded in a finite sum of inner harmonics

0
X
n X
n
0
In;m .x  y/ D .1/n In0 ;m0 .y/Inn0 ;mm0 .x/: (4.8.114)
n0 D0 m0 Dn0

Note again that by convention In;m D 0 if jmj > n.

Consider the translation of an outer harmonics expansion such as

1 X
X n
F .x/ D Fx^;O
0
.n; m/On;m .x  x0 /; (4.8.115)
nD0 mDn

which is uniformly convergent for x 2 R3 n B3r0 .x0 /, where the radius of the
ball around x0 is r0 > 0. The expansion coefficients Fx^;O 0
.n; m/ 2 C are called
multipole coefficients and denote the complex coefficients corresponding to the outer
harmonic of degree n and order m with the center x0 in the expansion. They usually
result from an expansion of a kernel like, e.g., the single pole in (4.8.104) (for more
details see, e.g., Beatson and Greengard 1997; Epton and Dembart 1995; Greengard
and Rokhlin 1997; Gutting 2008).
Exercise 4.8.45. Show that the expansion of the function F of (4.8.115) can be
shifted to

1 0
X X
n
F .x/ D Fx^;O
1
.n0 ; m0 /On0 ;m0 .x  x1 /; (4.8.116)
n0 D0 m0 Dn0
190 4 Scalar Spherical Harmonics in R3

where x 2 R3 n B3r1 .x1 /  R3 n B3r0 .x0 / and the new expansion coefficients
Fx^;O
1
.n0 ; m0 / can be computed from the old ones via

0
X
n X
n
Fx^;O
1
.n0 ; m0 / D Fx^;O
0
.n; m/In0 n;m0 m .x0  x1 /: (4.8.117)
nD0 mDn

Exercise 4.8.46. Prove that the expansion of the function F of (4.8.116) can be
translated to
1 0
X X
n
F .x/ D Fx^;I
2
.n0 ; m0 /In0 ;m0 .x  x2 /; (4.8.118)
n0 D0 m0 Dn0

where x 2 B3r2 .x2 / and B3r1 .x1 / \ B3r2 .x2 / D ;. The new expansion coefficients
Fx^;I
2
.n0 ; m0 / are related to (4.8.117) by

1 X
X n
0
Fx^;I
2
.n0 ; m0 / D Fx^;O
1
.n; m/.1/n Cm OnCn0 ;m0 m .x2  x1 /: (4.8.119)
nD0 mDn

Remark 4.8.47. Since we are now dealing with an expansion in inner harmonics, the
notation Fx^;I
2
.n; m/ is used for the coefficient corresponding to the inner harmonic
of degree n and order m of the expansion of F with center x2 to distinguish the
coefficients of (4.8.119) from those of (4.8.117). The coefficients Fx^;I 2
.n; m/ are
called local coefficients corresponding to the inner harmonics expansion (a.k.a. local
expansion) around x2 .
Exercise 4.8.48. Show that the expansion of the function F of (4.8.118) can be
translated to
1 0
X X
n
F .x/ D Fx^;I
3
.n0 ; m0 /In0 ;m0 .x  x3 /; (4.8.120)
n0 D0 m0 Dn0

where x 2 B3r3 .x3 /  B3r2 .x2 / and the new expansion coefficients Fx^;I
3
.n0 ; m0 / are
given by
1 X
X n
Fx^;I
3
.n0 ; m0 / D Fx^;I
2
.n; m/Inn0 ;mm0 .x3  x2 /: (4.8.121)
nDn0 mDn

Remark 4.8.49. Note that we require the geometrical situation that B3r0 .x0 / 
B3r1 .x1 / for Exercise 4.8.45. Moreover, we need that B3r1 .x1 / \ B3r2 .x2 / D ; in
Exercise 4.8.46 as well as B3r2 .x2 /  B3r3 .x3 / in Exercise 4.8.48.
4.8 Exercises 191

Remark 4.8.50. The three translation steps of Exercises 4.8.454.8.48 are the key
ingredients of the fast multipole algorithm. Together they allow the fast interaction
for points that are not located close to each other.
The fast multipole method goes back to Greengard (1988), Greengard and
Rokhlin (1987) and Rokhlin (1985) and has found many applications, also in geo-
mathematics, e.g., for the solution of the oblique boundary value problem (see Gut-
ting 2008, 2012). An overview can be found in, e.g., Beatson and Greengard (1997),
Cheng et al. (1999), Greengard and Rokhlin (1997) and Gutting (2008). For further
details on the translations we refer to Epton and Dembart (1995) and the references
therein.

Wigner-D-Matrices

Any two unit vectors ;  0 2 S2 are related by a rotation which can be described by
a matrix R D R.; ;  / depending on the three Euler angles , , and  , i.e.,

 D R 0 ; or  0 D RT ; (4.8.122)

where the matrix is given by

R.; ;  / D (4.8.123)
2 3
cos cos cos   sin sin   cos cos sin   sin cos  cos sin
6 7
6sin cos cos  C cos sin   sin cos sin  C cos cos  sin sin 7
4 5:
 sin cos  sin sin  cos

The Euler angles for a rotation of the coordinate system fx1 ; x2 ; x3 g ! fx10 ; x20 ; x30 g
are defined as follows:
(a) A rotation about the x3 -axis through an angle 2 0; 2/,
(b) A rotation about the new xQ 2 -axis through an angle 2 0; ,
(c) A rotation about the new x30 -axis through an angle  2 0; 2/.
Alternatively, we find the same rotation as the following combination (using the
same angles):
(a) A rotation about the x3 -axis through an angle  2 0; 2/,
(b) A rotation about the initial x2 -axis through an angle 2 0; ,
(c) A rotation about the initial x3 -axis through an angle 2 0; 2/.
Exercise 4.8.51. Prove that the inverse rotation is given by the Euler angles  ,
,  and that it is also given by the Euler angles    , ,   .
192 4 Scalar Spherical Harmonics in R3

If we want to rotate the coordinate system in such a way that a point  whose spher-
ical coordinates are # and ' lies on the "3 -axis afterwards, we use R D R.'; #; 0/.
A spherical harmonic of degree n and order m evaluated at  0 with the spherical
coordinates # 0 and ' 0 can be represented by a linear combination of spherical
harmonics of the same degree at the point  with the spherical coordinates #
and ';
X
n
Yn;m . 0 / D n
Dk;m .; ;  /Yn;k ./; (4.8.124)
kDn

where the rotation is described in terms of the Euler angles , ,  .

Exercise 4.8.52. Let R1 , R2 be the rotations such that RT1  D "3 D RT2  0 , where
;  0 2 S2 with the corresponding spherical coordinates #; ' and # 0 ; ' 0 . Show that
the rotation R with  0 D R can be described using the Euler angles D ' 0 ,
D # 0  # and  D '.
The factors Dk;mn
.; ;  / 2 C of the linear combination (4.8.124) are the matrix
entries of the complex Wigner rotation matrix to degree n. They can be decomposed
into
n
Dk;m .; ;  / D eik dk;m
n
./eim : (4.8.125)

This corresponds to a decomposition of the rotation into three rotations. The first
n
and the last of these three are obviously diagonal. The coefficients dk;m ./ 2 R that
provide the matrix for the rotation around the x2 -axis have the following explicit
representation (see, e.g., Edmonds 1964; Varsalovic et al. 1988)
1
n
dk;m ./ D .1/nm ..n C m/.n  m/.n C k/.n  k// 2
 2nmk2s  mCkC2s
X sin 2 cos 2
.1/s ; (4.8.126)
s
s.n  m  s/.n  k  s/.m C k C s/

where the summation index s is extended over all integer values for which the
factorials are non-negative.
n
Exercise 4.8.53. Show the following symmetries of the coefficients dk;m ./:

n
dk;m ./ D .1/km dk;m
n
./ D .1/km dm;k
n
./ D dm;k
n
./; (4.8.127)
n
dk;m ./ D .1/km dk;m
n
./ D dm;k
n
./: (4.8.128)

(See Varsalovic et al. 1988 for a complete overview of all symmetry relations.)
n
Exercise 4.8.54. Prove the following relation between the coefficients dk;m ./ and
the Jacobi polynomials (see Sect. 3.3):
4.8 Exercises 193

 1=2      
s.s C
C / 

n
dk;m ./ D k;m cos 2 sin 2 Ps.
;/ .cos.//;
.s C
/.s C /
(4.8.129)
where (
1 ; m
k;
k;m D (4.8.130)
mk
.1/ ; m < k;

and
D jk  mj,  D jk C mj and s D n  12 .
C /. Note that for the case that
both k  m
0 and k C m
0 hold, we find
 1=2
.n C k/.n  k/
n
dk;m ./ D .1/mk (4.8.131)
.n C m/.n  m/
  kCm   km
.km;kCm/
cos 2 sin 2 Pnk .cos.//:

Remark 4.8.55. These coefficients are usually not calculated directly, but with
the help of a recursion scheme (see, e.g., Biedenharn and Louck 1981; Edmonds
1964; Varsalovic et al. 1988; Zare 1988). We choose to go along with Choi et al.
(1999) where a stable algorithm is developed that computes all the unitarian Wigner
rotation matrices D n 2 C.2nC1/.2nC1/ for n D 1 up to a prescribed maximal degree
from the rotation matrix of the coordinate system R.; ;  / or the corresponding
Euler angles.
The point of departure is the matrix for the first degree, i.e., n D 1,
2 1Ccos sin i 1cos i. /
3
2
ei.C / p e
2
e
6 2 7
6 sin sin i 7
D 1 .; ;  / D 6  p2 ei cos p e 7: (4.8.132)
4 2 5
1cos i. /
p ei
1Ccos i.C /
2
e  sin 2
e
2

n
Note that the orders, i.e., the indices k and m of Dk;m , run from n to n. In our
matrix notation k corresponds to the row index and m to the column index. Thus,
1
the upper left corner of D 1 contains the element D1;1 .
Exercise 4.8.56. Show the following recurrence relations for the computation of
the matrices of higher degrees:
n
Dk;m D ak;m
n 1
D0;0 n1
Dk;m C bk;m
n 1
D1;0 n1
Dk1;m C bk;m
n 1
D1;0 n1
DkC1;m ; (4.8.133)
n
Dk;m D ck;m
n 1
D0;1 n1
Dk;mC1 C dk;m
n 1
D1;1 n1
Dk1;mC1 C dk;m
n 1
D1;1 n1
DkC1;mC1 ;
(4.8.134)
n
Dk;m D ck;m
n 1
D0;1 n1
Dk;m1 C dk;m
n 1
D1;1 n1
Dk1;m1 C dk;m
n 1
D1;1 n1
DkC1;m1 ;
(4.8.135)
194 4 Scalar Spherical Harmonics in R3

where (4.8.133) holds for n C 1  m  n  1, (4.8.134) for n  m  n  2

and (4.8.135) for n C 2  m  n. All three recurrence relations (4.8.133)
(4.8.135) hold for all k D n; : : : ; n. The factors ak;m , bk;m , ck;m , and dk;m are set to
  12
.n C k/.n  k/
n
ak;m D ; n
ak;m D 0 for k D n; (4.8.136)
.n C m/.n  m/
  12
.n C k/.n C k  1/
n
bk;m D ; n
bk;m D 0 for k D n or k D n C 1;
2.n C m/.n  m/
(4.8.137)
  12
2.n C k/.n  k/
n
ck;m D ; n
ck;m D 0 for k D n; (4.8.138)
.n C m/.n C m  1/
  12
.n C k/.n C k  1/
n
dk;m D ; n
dk;m D 0 for k D n or k D n C 1:
.n C m/.n C m  1/
(4.8.139)

n n
Note that the factors dk;m have to be distinguished from dk;m ./ of (4.8.126).
Remark 4.8.57. The recursions (4.8.134) and (4.8.135) are only applied for the
cases m D n and m D n respectively. The repeated calculation of the square
roots that form these factors can be avoided via a look-up table. For more details the
reader is referred to Choi et al. (1999).
Exercise 4.8.58. Prove the following symmetries of the matrix entries:
n
Dk;m .; ;  / D .1/mk ei2ki2m Dk;m
n
.; ;  /; (4.8.140)
n
Dk;m .; ;  / D .1/mk Dm;k
n
.; ; /
D .1/mk Dk;m
n
.; ;  / (4.8.141)
D Dm;k
n
.; ; /;

and the following relations for the inverse rotation:

 1 n
D .; ;  / k;m D Dm;k
n
.; ;  / D Dk;m
n
.; ; /: (4.8.142)

Now, we apply these rotations to the inner and outer harmonics of Definitions 4.8.37
and 4.8.38. Their equivalents for the inner and outer harmonics, i.e.,
 
n;I
D n;I .; ;  / D Dk;m .; ;  / ; (4.8.143)
k;mDn;:::;n
 
n;O
D n;O .; ;  / D Dk;m .; ;  / ; (4.8.144)
k;mDn;:::;n
4.8 Exercises 195

respectively, are related by

p
n;O .n C m/.n  m/
Dk;m .; ;  / D Dk;m
n
.; ;  / p D Dk;m
n n
.; ;  /Ok;m ;
.n C k/.n  k/
(4.8.145)
p
n;I .n C k/.n  k/
Dk;m .; ;  / D Dk;m
n
.; ;  / p D Dk;m
n n
.; ;  /Ik;m :
.n C m/.n  m/
(4.8.146)

n;O n;I
For the computation of the matrices Dk;m .; ;  / and Dk;m .; ;  / the factorials
n n
of Ok;m and Ik;m have to be incorporated in the recurrences.
n
Exercise 4.8.59. Show the following recursive properties of the factors Ok;m W
s s
.n C m/.n  m/ .n C m/.n  m/
n
Ok;m D n1
Ok;m D Ok1;m
n1
.n C k/.n  k/ .n C k/.n C k  1/
s
.n C m/.n  m/
D OkC1;m
n1
(4.8.147)
.n  k/.n  k  1/
n
and analogously for Ik;m W
s s
.n C k/.n  k/ .n C k/.n C k  1/
n
Ik;m D Ik;m
n1
D Ik1;m
n1
.n C m/.n  m/ .n C m/.n  m/
s
.n  k/.n  k  1/
D IkC1;m
n1
: (4.8.148)
.n C m/.n  m/

Exercise 4.8.60. Calculate the initial matrices D 1;O .; ;  / and D 1;I .; ;  /

corresponding to the inner and outer harmonics from (4.8.132).
Exercise 4.8.61. Show the following recurrence relations which correspond to
the recursions (4.8.133)(4.8.135) of Exercise 4.8.56 for the case of the outer
harmonics:
n;O 1;O n1;O 1;O n1;O
Dk;m DD0;0 Dk;m .1  k;n /.1  k;n / C D1;0 Dk1;m .1  k;n /.1  k;nC1 /
1;O n1;O
C D1;0 DkC1;m .1  k;n /.1  k;n1 /; (4.8.149)
n;O 1;O n1;O
Dk;m DD0;1 Dk;mC1 .1  k;n /.1  k;n /
1;O n1;O
C D1;1 Dk1;mC1 .1  k;n /.1  k;nC1 /
1;O n1;O
C D1;1 DkC1;mC1 .1  k;n /.1  k;n1 /; (4.8.150)
196 4 Scalar Spherical Harmonics in R3

n;O 1;O n1;O

Dk;m DD0;1 Dk;m1 .1  k;n /.1  k;n /
1;O n1;O
C D1;1 Dk1;m1 .1  k;n /.1  k;nC1 /
1;O n1;O
C D1;1 DkC1;m1 .1  k;n /.1  k;n1 /; (4.8.151)

where (4.8.149) holds for n C 1  m  n  1, (4.8.150) for n  m  n 

2 and (4.8.151) for n C 2  m  n. All three recurrence relations (4.8.149)
(4.8.151) hold for all k D n; : : : ; n.
Exercise 4.8.62. Show the following recurrence relations which correspond to
the recursions (4.8.133)(4.8.135) of Exercise 4.8.56 for the case of the inner
harmonics:

n;I 1;I n1;I .n C k/.n  k/ 1 1;I n1;I .n C k/.n C k  1/

Dk;m DD0;0 Dk;m C D1;0 Dk1;m
.n C m/.n  m/ 2 .n C m/.n  m/
1 1;I n1;I .n  k/.n  k  1/
C D1;0 DkC1;m ; (4.8.152)
2 .n C m/.n  m/
n;I 1;I n1;I .n C k/.n  k/
Dk;m D2D0;1 Dk;mC1
.n  m/.n  m  1/
1;I n1;I .n C k/.n C k  1/
C D1;1 Dk1;mC1
.n  m/.n  m  1/
1;I n1;I .n  k/.n  k  1/
C D1;1 DkC1;mC1 ; (4.8.153)
.n  m/.n  m  1/
n;I 1;I n1;I .n C k/.n  k/ 1;I n1;I .n C k/.n C k  1/
Dk;m D2D0;1 Dk;m1 C D1;1 Dk1;m1
.n C m/.n C m  1/ .n C m/.n C m  1/
1;I n1;I .n  k/.n  k  1/
C D1;1 DkC1;m1 ; (4.8.154)
.n C m/.n C m  1/

where (4.8.152) holds for n C 1  m  n  1, (4.8.153) for n  m  n 

2 and (4.8.154) for n C 2  m  n. All three recurrence relations (4.8.152)
(4.8.154) hold for all k D n; : : : ; n.
Now, we apply these results to the translations of the fast multipole method. Suppose
F is given as an expansion in terms of outer harmonics with expansion center x0
such as (4.8.115). The coefficients Fx^;O
0
.n; m/ are to be shifted to the new expansion
center x1 as in Exercise 4.8.45. However, the shift is supposed to take place along
the x3 -axis, i.e, the expansion needs to be rotated, shifted, and rotated back again.
Exercise 4.8.63. Prove that the rotated expansion takes the form
1 X
X n
F .x/ D e x^;O .n; k/On;k .R.x  x1 /  jx0  x1 j"3 /;
F (4.8.155)
0
nD0 kDn
4.8 Exercises 197

where the rotated coefficients fulfill

X
n
e x^;O .n; k/ D
F Fx^;O n;O
.n; m/Dk;m .; ;  / (4.8.156)
0 0
mDn

for k D n; : : : ; n. The rotation is R D R.; ;  / and for the Euler angles it holds
that
.; ;  / D .0; #; '/; (4.8.157)
x0 x1
where .'; #/ denote the spherical coordinates of jx0 x1 j .

Exercise 4.8.64. Show that the shift along the x3 -axis leads to the expansion

1 0
X X
n
F .x/ D e x^;O .n0 ; m0 /On0 ;m0 .R.x  x1 //
F (4.8.158)
1
n0 D0 m0 Dn0

with the shifted coefficients

0
X
n n0 n
e x^;O .n0 ; m0 / D
F e x^;O .n; m0 / jx0  x1 j
F (4.8.159)
1 0
.n0  n/
nDjm0 j

for m0 D n0 ; : : : ; n0 .
Remark 4.8.65. The application of the inverse rotation gives

1 0
X X
n
F .x/ D Fx^;O
1
.n0 ; k 0 /On0 ;k 0 .x  x1 /; (4.8.160)
n0 D0 k 0 Dn0

where the coefficients corresponding to degree n0 2 N0 are rotated back via

0
X
n
Fx^;O .n0 ; k 0 / D e x^;O .n0 ; m0 /D n00 ;O0 .; ; /;
F (4.8.161)
1 1 k ;m
m0 Dn0

for k 0 D n0 ; : : : ; n0 using the Euler angles of Exercise 4.8.63. Since the rotation
matrix is unitary the inverse rotation is already given by Exercise 4.8.63.
Now, suppose that F is given as an expansion in outer harmonics with expan-
sion center x1 such as (4.8.116) or (4.8.160). The multipole expansion is to
be translated into an expansion in terms of inner harmonics around the new
expansion center x2 as in Exercise 4.8.46. However, the shift is supposed to
take place along the x3 -axis, i.e, the expansion needs to be rotated, shifted, and
rotated back again. Analogously to Exercise 4.8.63 the rotated expansion takes the
form
198 4 Scalar Spherical Harmonics in R3

1 X
X n
F .x/ D e x^;O .n; k/On;k .R.x  x2 / C jx2  x1 j"3 /;
F (4.8.162)
1
nD0 kDn

where the rotated coefficients fulfill

X
n
e x^;O .n; k/ D
F Fx^;O n;O
.n; m/Dk;m .; ;  / (4.8.163)
1 1
mDn

for k D n; : : : ; n. The rotation is R D R.; ;  / and the Euler angles satisfy

.; ;  / D .0; #; '/; (4.8.164)

x2 x1
where .'; #/ denote the spherical coordinates of jx2 x1 j
.
Exercise 4.8.66. Show that the shift along the x3 -axis leads to the expansion

1 0
X X
n
F .x/ D e x^;I .n0 ; m0 /In0 ;m0 .R.x  x2 //;
F (4.8.165)
2
n0 D0 m0 Dn0

with the shifted coefficients

1
X
e x^;I .n0 ; m0 / D e x^;O .n; m0 / .n C n0 /
F F ; (4.8.166)
2 1
jx2  x1 jnCn0 C1
nDjm0 j

for m0 D n0 ; : : : ; n0 .
Remark 4.8.67. Then, the application of the inverse rotation gives

1 0
X X
n
F .x/ D Fx^;I
2
.n0 ; k 0 /In0 ;k 0 .x  x2 /; (4.8.167)
n0 D0 k 0 Dn0

where the coefficients corresponding to degree n0 2 N0 are rotated back via

0
X
n
0
Fx^;I .n0 ; k 0 / D e x^;I .n0 ; m0 /D n0 ;I 0 .; ; /;
F (4.8.168)
2 2 k ;m
m0 Dn0

for k 0 D n0 ; : : : ; n0 using the Euler angles of (4.8.164).

Finally, suppose that F is given as an inner harmonics expansion with expansion
center x2 such as (4.8.118) or (4.8.167). The coefficients Fx^;I
2
.n; m/ are to be shifted
to the new expansion center x3 as in Exercise 4.8.48. However, the shift is supposed
to take place along the x3 -axis, i.e, the expansion needs to be rotated, shifted, and
rotated back again.
4.8 Exercises 199

Exercise 4.8.68. Prove that the rotated expansion takes the form
1 X
X n
F .x/ D e x^;I .n; k/In;k .R.x  x3 / C jx3  x2 j"3 /;
F (4.8.169)
2
nD0 kDn

where the rotated coefficients fulfill

X
n
e x^;I .n; k/ D
F Fx^;I n;I
.n; m/Dk;m .; ;  /; (4.8.170)
2 2
mDn

for k D n; : : : ; n. The rotation is R D R.; ;  / and for the Euler angles it holds
that
.; ;  / D .0; #; '/; (4.8.171)
x3 x2
where .'; #/ denote the spherical coordinates of jx3 x2 j
.
Exercise 4.8.69. Show that the shift along the x3 -axis leads to the expansion
1 0
X X
n
F .x/ D e x^;I .n0 ; m0 /In0 ;m0 .R.x  x3 //;
F (4.8.172)
3
n0 D0 m0 Dn0

with the shifted coefficients

1
X nn0
e x^;I .n0 ; m0 / D
F e x^;I .n; m0 / jx3  x2 j
F ; (4.8.173)
3
0
2
.n  n0 /
nDn

for m0 D n0 ; : : : ; n0 .
Remark 4.8.70. The application of the inverse rotation yields
1 0
X X
n
F .x/ D Fx^;I
3
.n0 ; k 0 /In0 ;k 0 .x  x3 /; (4.8.174)
n0 D0 k 0 Dn0

where the coefficients corresponding to degree n0 2 N0 are rotated back by

0
X
n
0
Fx^;I .n0 ; k 0 / D e x^;I .n0 ; m0 /D n0 ;I 0 .; ; /;
F (4.8.175)
3 3 k ;m
m0 Dn0

for k 0 D n0 ; : : : ; n0 using the Euler angles of Exercise 4.8.68. Since the rotation
matrix is unitary the inverse rotation is already given by Exercise 4.8.68.
Remark 4.8.71. The rotations and the Wigner matrices can be used to accelerate
the translations of the fast multipole algorithm and reduce the effort of a translation
from p 4 to 3p 3 , where p denotes the truncation degree of the expansion (for more
details we refer to Cheng et al. 1999; Greengard and Rokhlin 1997; Gutting 2008;
White and Head-Gordon 1996). In Gutting (2008, 2012) this method is used to
200 4 Scalar Spherical Harmonics in R3

determine the Earths gravitational potential from known (oblique) gravity vectors
on the actual Earths surface.

Spherical Harmonics in Quaternionic Representation

Let R4 be the four-dimensional Euclidean vector space. Suppose that ei 1 D "i ,

i D 1; : : : ; 4, is the canonical orthonormal system in R4 . Hence, any vector a 2 R4
can be written as
X 3
aD ai ei D a0 e0 C a;
O a0 2 R; (4.8.176)
i D0

where

aO D a1 e1 C a2 e2 C a3 e3 2 R3 ; ai 2 R; i D 1; 2; 3: (4.8.177)

Let b 2 R4 be another vector such that a multiplication law is given by

O 0 C aO ^ bO C a0 bO C ab
ab D .a0 b0  aO  b/e O 0; (4.8.178)

where aO  bO and aO ^ bO are the scalar product and the vector product in the Euclidean
space R3 , respectively. Obviously, this product is not commutative. With the help
of this multiplication the vector space R4 is furnished with the algebraic structure
of a ring (see, e.g., Gurlebeck and Sproig 1989), i.e., it is an algebra which is
named real quaternionic algebra. In the honour of its discoverer (Hamilton 1866) it
is designated by H.
Exercise 4.8.72. Show that the members of H, i.e., the quaternions a 2 R4 , may
be identified with matrices of R44 of the form
2 3
a0 a1 a2 a3
6a1 a0 a3 a2 7
aD6
4a2
7 (4.8.179)
a3 a0 a1 5
a3 a2 a1 a0

and the product of two quaternions corresponds to the matrix product of their matrix
representations. Associated to the representation (4.8.179) the basis ei , i D 0; : : : ; 3,
is given by
2 3 2 3 2 3 2 3
10 00 0 1 0 0 0 0 1 0 00 0 1
60 1 0 07 61 0 0 07 60 0 0 17 60 0 1 0 7
e0 D 6
40 0
7 ; e1 D 6 7 ; e2 D 6 7 ; e3 D 6 7:
1 05 40 0 0 15 41 0 0 05 40 1 0 05
00 01 0 0 1 0 0 1 0 0 10 0 0
(4.8.180)
4.8 Exercises 201

Remark 4.8.73. In the classical nomenclature (cf. Clifford 1878, Hamilton 1866)
the basis elements are represented by 1; i; j; k. This is done in analogy to the
approach known from the complex space C.
The conjugate quaternions are defined by

X
3
a D a0 e0  ai ei ; a 2 H: (4.8.181)
i D1

From the law of multiplication (4.8.178) it immediately follows that

X
3
aa D aa D ai2 e0 ; (4.8.182)
i D0

p that by setting e0 D 1 (see Remark 4.8.73) the (Euclidean) norm jaj is equal
such
to aa. The real part and the imaginary part is understood to be

Re.a/ D a0 e0 D 12 .a C a/; (4.8.183)

Im.a/ D aO D 1
2 .a  a/: (4.8.184)

The inverse of the quaternion a 2 H n f0g is given by a1 D a

jaj2
.
Exercise 4.8.74. Verify that, for a; b 2 H and 2 R the following rules hold:

a C b D a C b; (4.8.185)

ab D ba; (4.8.186)
a D a; (4.8.187)
p
jaj D aa D jaj D j  aj; (4.8.188)
j aj D j jjaj; (4.8.189)
jabj D jajjbj; (4.8.190)
Re.ab/ D Re.ba/; (4.8.191)
jjaj  jbjj  ja  bj  jaj C jbj: (4.8.192)

Exercise 4.8.75. Show that the basis quaternions satisfy the following relations:

e02 D e0 ; (4.8.193)
ei2 D e0 ; i D 1; 2; 3; (4.8.194)
ei ej C ej ei D 0; i j; i; j D 1; 2; 3; (4.8.195)
202 4 Scalar Spherical Harmonics in R3

e0 ei D ei e0 D ei ; i D 0; 1; 2; 3; (4.8.196)
e1 e2 D e3 ; (4.8.197)
e2 e3 D e1 ; (4.8.198)
e3 e1 D e2 : (4.8.199)

Definition 4.8.76. Let R0;q stand for the real vector space Rq , q 2 N, provided with
a non-degenerate symmetric bilinear form B such that, for any vectors a; b 2 R0;q ;

B.a; b/ D a  b; (4.8.200)

where a  b denotes the Euclidean inner product of a and b. In particular,

B.ei ; ej / D i;j ; i; j D 1; : : : ; q: (4.8.201)

Looking at the associated quadratic form we have

Q.a/ D B.a; a/ D jaj2 ; (4.8.202)

where jaj stands for the Euclidean norm of a. Of course,

Q.ei / D B.ei ; ei / D 1; i D 1; : : : ; q: (4.8.203)

The real Clifford algebra Cl.q/ constructed over R0;q is a real, linear associative
algebra with identity e0 D "1 , of dimension 2q , containing R and R0;q as subspaces
and in which for each vector a 2 R0;q ;

a2 D Q.a/ D jaj2 : (4.8.204)

Henceforth we take the orthonormal basis e1 ; : : : ; eq for Pgranted such that an

q
arbitrary element a 2 R0;q is representable in the form a D j D1 aj ej :
A basis of Cl.q/ consists of the elements feA gA
f1;:::;qg , where A is an element
of the power set P .f1; : : : ; qg/ of f1; : : : ; qg such that, for A D fi1 ; : : : ; il g with
1  i1 < : : : < il  q, eA D ei1    eil and e; D e0 is the identity element. In such
a way any element a 2 Cl.q/ may be written as
X
aD aA eA ; aA 2 R: (4.8.205)
A

Exercise 4.8.77. Verify the following statements:

(a) Cl.1/ is isomorphic to C, i.e., Cl.1/ C. Moreover, dim.Cl.1// D 2, where
e0 D e; , e1 D ef1g with e12 D 1 is a basis for Cl.1/ (in the classical Gaussian
nomenclature of the complex space C, e0 D 1 and e1 D i).
4.8 Exercises 203

(b) Cl.2/ is isomorphic to H, i.e., Cl.2/ H. Moreover, dim.Cl.2// D 4, where

e0 D e; , e1 D ef1g , e2 D ef2g , e3 D ef1;2g D e1 e2 is a basis for Cl.2/ (in the
classical Hamiltonian nomenclature e0 D 1, e1 D i, e2 D j, and e3 D k).
Hint: Apply (4.8.200) to the basis vectors ei , i D 0; 1; 2; 3.
For more details on Clifford algebras the reader is referred to, e.g., Brackx et al.
(1982), Delanghe (2001), Gurlebeck et al. (2008) and Qian et al. (2004) and the
references therein.
Next, we deal with functions f defined on regions G and/or their boundaries @G
in H. The so-called H-valued functions can be represented by

X
3
f D Fi ei ; (4.8.206)
i D0

where the scalar functions Fi are real-valued. Properties such as continuity,

differentiability, integrability and so on which are ascribed to f can be defined
via the components Fi , i D 0; 1; 2; 3; in the standard way. In this manner, spaces of
.k/ .p/ .k/ .p/
H-valued functions cH .G /, lH .G /, cH .@G /, lH .@G / are denoted accordingly. As
for vector-valued functions in Chap. 5 we use lower case letters for these function
spaces.
P3As already pointed out, any vector a 2 R corresponds to a quaternion a D
4

i D0 ai ei 2 H. In formal analogy, the vector

 
@ @ @ @
@x0 ; @x1 ; @x2 ; @x3 (4.8.207)

corresponds to an operator @ given by

X
3
@D @
e:
@xi i
(4.8.208)
i D0

Remark 4.8.78. In the framework of C, the operator @ in (4.8.208) corresponds to

2 @z@ D @
@x
C i @y
@
; (4.8.209)

while the conjugate operator

X
3
@D @
@x0 e0  @
@xi ei (4.8.210)
i D1

can be regarded as an extension to

2 @z@ D @
@x
 i @y
@
: (4.8.211)
204 4 Scalar Spherical Harmonics in R3

Definition 4.8.79. The operator @ defined by (4.8.208) is called the Cauchy

Riemann operator, while
D D @  @x@0 e0 (4.8.212)
is named the Dirac operator. According to its definition the operator

X
3
DD @
@xi ei (4.8.213)
i D1

only operates on the variables x1 , x2 , x3 . Clearly, D D D ; where  is the

Laplacian in R3 . The action of the Dirac operator D on an H-valued function f of
the form (4.8.206) from the left and right is denoted by D f and f D, respectively.
The Dirac operator D has important applications in physics, from which we mention
the pre-Maxwell equations.
Exercise 4.8.80. Use Exercise 4.8.75 to show that D f may be written in the form

D f D r  fO C rF0 C r ^ fO; (4.8.214)

where

X
3
rF0 D @
@xi
F0 ei ; (4.8.215)
i D1

X
3
r  fO D @
@xi
Fi ; (4.8.216)
i D1
     
r ^ fO D @
@x2 F3  @
@x3 F2 e1 C @
@x3 F1  @
@x1 F3 e2 C @
@x1 F2  @
@x2 F1 e3 :
(4.8.217)

In consequence, if f is H-continuously differentiable with D f D 0, we are led to

the differential system

r  fO D 0; (4.8.218)

rF0 C r ^ fO D 0: (4.8.219)

In particular, where F0 is constant, the resulting pre-Maxwell equations describe an

irrotational fluid without sources.
Equations (4.8.218) and (4.8.219) have been used by Moisil and Teodorescu
(1931) as the point of departure for the development of the hypercomplex function
theory (see also Gurlebeck et al. 2008 for more details).
Exercise 4.8.81. Let f W H ! H be given by

x D .x0 ; x1 ; x2 ; x3 /T 7! f .x/ D f .x0 ; x1 ; x2 ; x3 / D x1 e1  x2 e2 : (4.8.220)

4.8 Exercises 205

Show that the following statements are valid:

(a) D f D 0,
(b) D.f f / D 2x1 e1  2x2 e2 0,
(c) For x 0 we have f .x/ 0 and (in contrast to complex analysis) the function
f 1 given by
x1 e1 C x2 e2
f 1 .x/ D (4.8.221)
x12 C x22
satisfies

2.x12  x22 / 4x1 x2

D f 1 .x/ D e0 C 2 e3 0: (4.8.222)
.x12 C x22 /2 .x1 C x22 /2

Exercise 4.8.81 shows that the quaternionic product ff of a function f with Df D

0 does not satisfy D.ff / D 0: The trouble in Exercise 4.8.81 consists in the non-
commutativity of the H-multiplication law. An idea to overcome this difficulty is
due to Delanghe (1970).
Now, we turn to the concept of H-holomorphic functions.
Definition 4.8.82. Let f be an H-valued continuously differentiable function in a
region G  H. Then f is called H-right holomorphic (or H-left holomorphic) in G ,
if for all x 2 G there exist quaternions wk such that

X
3
f .x C h/ D f .x/ C wk .hk  h0 ek / C o.jhj/; h ! 0; (4.8.223)
kD1

X
3
f .x C h/ D f .x/ C .hk  h0 ek /wk C o.jhj/; h ! 0; (4.8.224)
kD1

respectively, where hk are the coordinates of h.

Exercise 4.8.83 (CauchyRiemann Differential Equations). Suppose that the H-
valued function f is continuously differentiable in G  H. Show that f is H-right
holomorphic if and only if f @ D 0 in G (f is H-left holomorphic if and only if
@f D 0 in G ).
Remark 4.8.84. Throughout our work, we agree upon the fact that H-left holo-
morphic functions are just called H-holomorphic. The set of all H-holomorphic
functions on G is denoted by holH .G /.
The Laplace operator (in R4 ) is given by

X 3
@2
 D @@ D @@ D : (4.8.225)
i D0
@xi2

.2/
Obviously, if f 2 cH .G /, then the equation f D 0 follows from @f D 0 in G ,
i.e., each component function of an H-holomorphic function is a harmonic function.
206 4 Scalar Spherical Harmonics in R3

In this way, the theory of H-holomorphic functions refines the theory of harmonic
functions (see, e.g. Brackx and Delanghe 2003 for a more general approach in terms
of Clifford algebras).
Assume that a real function F W G ! R mapping x D .x0 ; x1 ; x2 /T 7!
F .x0 ; x1 ; x2 / with .x0 ; x1 ; x2 /T 2 G  R3 , is twice continuously differentiable
and harmonic, i.e.,
X 2
@2
F .x/ D 0 (4.8.226)
i D0
@xi2
for all x 2 G . Following our nomenclature (and considering F W G ! R with G
embedded in H) we therefore have

X 3
@2 X 2
@2
@@F D F .x/ D F .x/ D 0 (4.8.227)
i D0
@xi2 i D0
@xi2

in G . Note that F does not depend on x3 . Identity (4.8.227) leads us to the following
observation: Applying the operator @ from the left to the harmonic function F
provides us with an H-holomorphic function. This strategy is used to derive H-
spherical harmonics


@UnC1;0 2 ; @UnC1;m 2 ; @VnC1;m (4.8.228)
S S S2

from the standard inner harmonics given by

UnC1;m .x/ D r nC1 PnC1;m .cos.#// cos.m'/; (4.8.229)

UnC1;0 .x/ D r nC1
PnC1 .cos.#// cos.m'/; (4.8.230)
VnC1;m .x/ D r nC1 PnC1;m .cos.#// sin.m'/; (4.8.231)

where n 2 N0 , m D 1; : : : ; n C 1, PnC1;m are the associated Legendre functions

of (4.3.108) and PnC1 is the Legendre polynomial of degree nC1. The point x 2 R3
is represented in terms of polar coordinates .r; #; '/ as introduced in (4.1.2).
Exercise 4.8.85. Show that for n 2 N0 , fyn;m ; yn;0 ; zn;m gmD1;:::;nC1 given by


yn;m .#; '/ D@ .UnC1;m .x// (4.8.232)
rD1

DAn;m cos.m'/e0 C .Bn;m cos.'/ cos m'  Cn;m sin.'/ sin.m'// e1

C .Bn;m sin.'/ cos m' C Cn;m cos.'/ sin.m'// e2 ;


yn;0 .#; '/ D@ .UnC1;0 .x// (4.8.233)
rD1

DAn;0 e0 C Bn;0 cos.'/e1 C Bn;0 sin.'/e2 ;

4.8 Exercises 207

zn;m .#; '/ D@ .UnC1;m .x// (4.8.234)
rD1

DAn;m sin.m'/e0 C .Bn;m cos.'/ sin m' C Cn;m sin.'/ cos.m'// e1

C .Bn;m sin.'/ sin m'  Cn;m cos.'/ cos.m'// e2 ;

with
 
1
An;m D 2
sin .#/ dt PnC1;m .t/
d
C .n C 1/ cos.#/PnC1;m .cos.#// ;
2 t Dcos.#/
(4.8.235)
 
1
Bn;m D sin.#/ cos.#/ dt PnC1;m .t/
d
 .n C 1/ sin.#/PnC1;m .cos.#// ;
2 t Dcos.#/
(4.8.236)
m 1
Cn;m D PnC1;m .cos.#//; (4.8.237)
2 sin.#/

represents a system of 2n C 3 H-spherical harmonics.

Of course, the system of 2nC3 H-spherical harmonics developed in Exercise 4.8.85
is not closed in l2H .S2 /, since all occurring functions do not contain an e3 -coordinate
different from zero. Following an approach due to Gurlebeck et al. (2008) we
consider the extended system

fyn;0 ; yn;m ; zn;m ; yn;0 e3 ; yn;l e3 ; zn;l e3 gmD1;:::;nC1I lD1;:::;nC1 (4.8.238)

that consists of 4n C 6 functions. However, it is easily seen that

zn;nC1 e3 D yn;nC1 ; (4.8.239)

yn;nC1 e3 D zn;nC1 : (4.8.240)

Therefore, we continue with the system of 4n C 4 H-spherical harmonics

fyn;0 ; yn;m ; zn;m ; yn;0;3 ; yn;l;3 ; zn;l;3 gmD1;:::;nC1I lD1;:::;n (4.8.241)

where we have introduced the abbreviations

yn;0;3 D yn;0 e3 ; yn;l;3 D yn;l e3 ; zn;l;3 D zn;l e3 : (4.8.242)

Exercise 4.8.86. Show that the system (4.8.241) satisfies the following proper-
ties:
(a) For every n 2 N0 , the subsystem fyn;0 ; yn;m ; zn;m gmD1;:::;nC1 is an orthogonal
system in the l2H .S2 /-sense, where the l2H .S2 /-norms are given by
208 4 Scalar Spherical Harmonics in R3

p
kyn;0 kl2 .S2 / D .n C 1/; (4.8.243)
H
s
 .n C 1 C m/
kyn;m kl2 .S2 / D kzn;m kl2 .S2 / D .n C 1/ (4.8.244)
H H 2 .n C 1  m/

with m D 1; : : : ; n C 1.
(b) For every n 2 N0 , the subsystem fyn;0;3 ; yn;l;3 ; zn;l;3 glD1;:::;n is an orthogonal
system in the l2H .S2 /-sense, where the l2H .S2 /-norms are given by
p
kyn;0;3 kl2 .S2 / D .n C 1/; (4.8.245)
H
s
 .n C 1 C l/
kyn;l;3 kl2 .S2 / D kzn;l;3 kl2 .S2 / D .n C 1/ (4.8.246)
H H 2 .n C 1  l/

with l D 1; : : : ; n.
(c) For every n 2 N0 and m D 1; : : : ; n C 1, l D 1; : : : ; n, we have that

hyn;0 ; yn;0;3 il2 .S2 / D hyn;0 ; yn;l;3 il2 .S2 / D hyn;0 ; zn;l;3 il2 .S2 / D 0; (4.8.247)
H H H

hyn;m ; yn;0;3 il2 .S2 / D hyn;m ; yn;l;3 il2 .S2 / D 0; (4.8.248)

H H

hzn;m ; yn;0;3 il2 .S2 / D hzn;m ; zn;l;3 il2 .S2 / D 0; (4.8.249)

H H

and
(
0 ; m l;
hyn;m ; zn;l;3 il2 .S2 / D hzn;m ; yn;l;3 il2 .S2 / D .nCmC1/
H H 
2 m .nmC1/ ; m D l:
(4.8.250)
In consequence, only a few functions out of the different systems are non-
orthogonal. For a total orthonormalization process we first start with the normalized
polynomials corresponding to (4.8.241):

fyQn;0 ; yQn;m ; zQn;m ; yQn;0;3 ; yQn;l;3 ; zQn;l;3 gmD1;:::;nC1I lD1;:::;n : (4.8.251)

Hence, from our preceeding considerations, it is clear that the two systems

fyQn;0 ; yQn;m ; zQn;m gn2N0 ImD1;:::;nC1 ; (4.8.252)

fyQn;0;3 ; yQn;l;3 ; zQn;l;3 gn2N0 I lD1;:::;n (4.8.253)

are orthonormal systems, respectively. In addition, for every n 2 N0 , all H-spherical

harmonics of the systems (4.8.252) and (4.8.253) are orthogonal, however, with the
only exception.
4.8 Exercises 209

Exercise 4.8.87. Show that, for n 2 N0 and l D 1; : : : ; n,

1
hyQn;l ; zQn;l;3 il2 .S2 / D hQzn;l ; yQn;l;3 il2 .S2 / D : (4.8.254)
H H nC1

Exercise 4.8.88. Verify that the system

ON ON ON ON ON

yn;0 ; yn;m ; zn;m ; yn;0;3 ; yn;l;3 ; zON
n;l;3 n2N0 I mD1;:::;nC1I lD1;:::;n
(4.8.255)

with
ON
yn;0 D yQn;0 ; (4.8.256)
ON
yn;m D yQn;m ; (4.8.257)

n;m D z
zON Qn;m ; (4.8.258)
ON
yn;0;3 D yQn;0;3 ; (4.8.259)
1
ON
yn;l;3 D p ..n C 1/yQn;l;3 C l zQn;l / ; (4.8.260)
.n C 1/2  l 2
1
n;l;3 D p
zON ..n C 1/Qzn;l;3  l yQn;l / (4.8.261)
.n C 1/2  l 2

represents a fully l2H .S2 /-orthonormalized system of 4n C 4 H-spherical harmonics.

The proof of Exercise 4.8.88 is straightforward by observing that the first 2n C 3
functions in (4.8.255) are already orthonormal. In the next step it should be realized
that

l X
nC1
zQn;l;3  yQn;l DQzn;l;3  yn;0
ON
hyn;0
ON
; zQn;l;3 il2 .S2 /  ON
yn;m hyn;m
ON
; zQn;l;3 il2 .S2 /
nC1 H
mD1
H

X
nC1
 n;m hzn;m ; z
zON ON
Qn;l;3 il2 .S2 / : (4.8.262)
H
mD1

Next, we go over to the H-holomorphic inner harmonics defined by

n ON n ON n ON n ON n ON n ON
r yn;0 ; r yn;m ; r zn;m ; r yn;0;3 ; r yn;l;3 ; r zn;l;3 n2N :
0 I mD1;:::;nC1I lD1;:::;n
(4.8.263)
Exercise 4.8.89. Show that, for every n 2 N0 , the system of n C 1 H-holomorphic
inner harmonics
n o
r n yn;0
ON n ON
; r yn;2 ; r n zON
n;2
;3 (4.8.264)
D1;:::;b.nC1/=2cI
D1;:::;bn=2c
210 4 Scalar Spherical Harmonics in R3

forms an orthogonal basis of the space of all H-holomorphic homogeneous polyno-

mials of degree n.
Exercise 4.8.90. Show that, for every n 2 N0 , the system of n C 1 H-holomorphic
inner harmonics
n o
r n yn;2C1
ON
; r n zON
n;2
1;3 (4.8.265)
D0;:::;bn=2cI
D1;:::;b.nC1/=2c

forms an orthogonal basis of the space of all H-holomorphic homogeneous polyno-

mials of degree n.
In order to establish orthonormality we need the following statement.
Exercise 4.8.91. Let fHn;l g be an l2H .S2 /-orthonormal system of H-spherical har-
monics. Prove that
1
hHn;l ; Hk;j il2 .B3 / D hHn;l ; Hk;j il2 .S2 / : (4.8.266)
H 1 nCkC3 H

Indeed, by virtue of Exercise 4.8.91, Gurlebeck

p et al. (2008) are able to guarantee
that each of the two systems (with kn D 2n C 3 )
n o
kn r n yn;0
ON
; kn r n yn;2
ON
; kn r n zON
n;2
;3 (4.8.267)
n2N0 I D1;:::;b.nC1/=2cI
D1;:::;bn=2c
n o
kn r n yn;2C1
ON
; kn r n zON
n;2
1;3 (4.8.268)
n2N0 I D0;:::;bn=2cI
D1;:::;b.nC1/=2c

represents a closed l2H .B31 /-orthonormal system in the space

l2H .B31 / \ holH .B31 / D l2H .B31 / \ ker.@/: (4.8.269)

Remark 4.8.92. For a discussion of spherical operators and differential equations

in Clifford algebras the reader is referred to, e.g., Liu and Ryan (2002) and the
references therein. Homogeneous harmonic polynomials in Clifford algebras are
discussed by Brackx and Delanghe (2003) and many others. In particular, the results
presented in this work for quaternionic spherical harmonics can be formulated in
Clifford algebras, too. In this respect it should be noted that (De Bie and Sommen
2007; De Bie et al. 2009) extended essential results known from classical spherical
harmonics theory such as the FunkHecke formula, decomposition theorems,
eigenvalue expansions to the so-called superspace using techniques of Clifford
analysis.
Chapter 5
Vectorial Spherical Harmonics in R3

Various applications imply different formulations of vector spherical harmonics,

putting the accent on different issues (see, e.g., Sects. 1.3 and 1.4). One important
aspect in our understanding is the easy transition from scalar spherical harmonics to
the vectorial ones. A simple approach is to formulate the vectorial problem in terms
of Cartesian components. However, this procedure leads back to anisotropic scalar
component equations, so that the physical relevance usually is difficult to realize, the
mathematical formulation is lengthy, and modeling often becomes complicated. For
many physically motivated applications, where the underlying differential equations
are separable in spherical coordinates, it is advantageous to separate the vector
fields into a normal and a tangential part (see, e.g., Sect. 1.3). Our approach to
vector spherical harmonics takes this into account. These geophysically motivated
aspects are guaranteed adequately within a vectorial framework, transforming scalar
functions into vector fields by use of certain operators o.i / ; i D 1; 2; 3, that are
defined in Sect. 5.2. The operator o.1/ separates the normal part of a vector field from
the tangential part, o.2/ defines a (tangential) surface gradient field that is curl-free,
while o.3/ yields a (tangential) surface curl gradient field that is divergence-free. In
doing so, we are led to definitions that are independent of any particular choice
of spherical harmonics and do not relate to any particular choice of a spherical
coordinate system. Moreover, the rotational symmetry, i.e., the isotropy can be
reflected in suitable (vectorial) manner. Further material can be found, e.g., in
Blatt and Weisskopf (1952), Freeden et al. (1998), Freeden and Schreiner (2009),
Gervens (1989), Hill (1954), and Morse and Feshbach (1953), for applications
we refer to Backus et al. (1996), Gerhards (2011), Maier (2003), Mayer (2003)
(geomagnetism), Freeden (1999), Nutz (2002), Rummel and van Gelderen (1992),
Schreiner (1994), Freeden and Nutz (2011) (satellite geodesy), or Fengler (2005),
Fengler and Freeden (2005), Freeden and Schreiner (2009) (NavierStokes equation
on the sphere), Abeyratne et al. (2003), Bauch (1981), Freeden (1990), Freeden
and Michel (2004, 2005), Freeden et al. (1990), Grafarend (1986), Gervens (1989),
Gurtin (1972), Jaswon and Symm (1977), Lurje (1963), Knops and Payne (1971),

W. Freeden and M. Gutting, Special Functions of Mathematical (Geo-)Physics, 211

Applied and Numerical Harmonic Analysis, DOI 10.1007/978-3-0348-0563-6 5,
Springer Basel 2013
212 5 Vectorial Spherical Harmonics in R3

and Mochizuki (1988) (elasticity). For applications in quantum mechanics using

another approach we just mention Edmonds (1964), James (1976), and Jones (1985).
The layout of this chapter on vector spherical harmonics is as follows: Sect. 5.1
is concerned with the necessary notation for spherical vector fields, in particular
the occurring differential operators. It also summarizes several helpful results from
vector analysis. In Sect. 5.2, we introduce the vector spherical harmonics based on
the properties of the operators o.i / , i D 1; 2; 3. Section 5.3 is dedicated to the
Helmholtz decomposition formula for spherical vector fields by use of the Green
function with respect to the Beltrami operator that has been introduced in Sect. 4.6.
Section 5.4 shows the closure and completeness of vector spherical harmonics
intrinsically on the sphere based on Bernstein summability. The interrelations be-
tween vector spherical harmonics and homogeneous harmonic vector polynomials
are investigated in more detail in Sect. 5.5. Section 5.6 shows us that the vector
spherical harmonics can be regarded as eigenfunctions of a vectorial analog of the
Beltrami operator. Section 5.7 presents the formulation of the addition theorem
in terms of vector spherical harmonics thereby introducing the Legendre rank-2
tensor kernels as the counterpart of the Legendre polynomials in the scalar case.
In Sect. 5.8, we prove vectorial versions of the FunkHecke formula and deal
with orthogonal invariance. Vectorial counterparts of the Legendre polynomial are
investigated in detail in Sect. 5.9. For an application we go back to the Cauchy
Navier equation of Sect. 1.4 and consider vector polynomials for its solution
in Sect. 5.10. We develop a system of CauchyNavier polynomials such that
the vector spherical harmonics of Sect. 5.2 act as corresponding boundary values
in the CauchyNavier boundary value problem. Finally, we provide the reader
with some exercises in Sect. 5.11 that are concerned with Heisenbergs uncertainty
principle, its application to classify zonal functions, as well as the treatment of the
NavierStokes equation on the sphere of Sect. 1.3.

5.1 Basic Notation

Vector fields on the unit sphere f W S2 ! R3 can be written in the form

X
3
f ./ D Fi ./"i ;  2 S2 ; (5.1.1)
i D1

where the component functions Fi are given by Fi ./ D f ./  "i (as usual, vector
fields will be denoted by lower case letters).
First, we introduce function spaces for vector fields on the sphere. l2 .S2 / denotes
the space of all square-integrable vector fields on S2 which is a Hilbert space in
connection with the scalar product
Z
hf; gil2 .S2 / D f ./  g./ dS./; f; g 2 l2 .S2 /: (5.1.2)
S2
5.1 Basic Notation 213

The space c.p/ .S2 /, 0  p  1, consists of all p-times continuously differentiable

vector fields on the sphere. c.S2 / D c.0/ .S2 / is the Banach space of continuous
vector fields on the sphere with respect to the norm

kf kc.S2 / D sup jf ./j; f 2 c.S2 /: (5.1.3)

2S2

We know that
kkl2 .S2 /
c.S2 / D l2 .S2 /: (5.1.4)

As in the scalar case, there is the following norm estimate for f 2 c.S2 /:
p
kf kl2 .S2 /  4 kf kc.S2 / : (5.1.5)

Any vector field f 2 c.S2 / can be decomposed into its normal and its tangential
part:
f ./ D fnor ./ C ftan ./; (5.1.6)

where the normal and tangential field are given by

 7! pnor f ./ D fnor ./ D .f ./  /;  2 S2 ; (5.1.7)

 7! ptan f ./ D ftan ./ D f ./  .f ./  /;  2 S2 (5.1.8)

with the projection operators pnor and ptan . For f; g 2 c.S2 /,  2 S2 , it holds that

f ./  g./ D fnor ./  gnor ./ C ftan ./  gtan ./: (5.1.9)

The spaces c.S2 / and l2 .S2 / can also be decomposed accordingly:

cnor .S2 / D ff 2 c.S2 / W f D pnor f g; (5.1.10)

ctan .S2 / D ff 2 c.S2 / W f D ptan f g; (5.1.11)
c.S / D cnor .S / ctan .S /;
2 2 2
(5.1.12)

as well as
kkl2 .S2 /
l2nor .S2 / D cnor .S2 / ; (5.1.13)
kkl2 .S2 /
l2tan .S2 / D ctan .S2 / ; (5.1.14)
l .S / D
2 2
l2nor .S2 / l2tan .S2 /: (5.1.15)
214 5 Vectorial Spherical Harmonics in R3

From Sect. 4.1 we remember the surface gradient operator

1 @ p @
r  D "' p C "t 1  t 2 (5.1.16)
1  t 2 @' @t

which contains the tangential derivatives of the gradient and the surface curl gradient
operator (L F ./ D  ^ r F ./ for F 2 C.1/ .S2 /):

p @ 1 @
L D "' 1  t 2 C "t p : (5.1.17)
@t 1t 2 @'

A simple calculation using the coordinate representation of r  (5.1.16) and

L (5.1.17) as well as the definition of the surface divergence of (4.1.8) and the
surface curl of (4.1.9) shows that

L  r F ./ D 0 and r  L F ./ D 0: (5.1.18)

The following results are known from surface differential geometry (see, e.g.,
Strubecker 1964).
Lemma 5.1.1. The tangential field of f vanishes, i.e., ftan ./ D 0 for all  2 S2 , if
and only if f ./   D 0 for every unit vector  that is perpendicular to .
Proof. First, let ftan D 0. Then, for all  2 S2 ,

f ./   D .f ./  /   C .f ./  .f ./  //   (5.1.19)

D 0 C ftan ./   D 0:

ftan ./
On the other hand, assume now that ftan ./ D f ./  .f ./  / 0. Then, jftan ./j
is a unit vector field that is perpendicular to . Hence, ftan ./ jfftan ./
tan ./j
D jftan ./j D 0
which is a contradiction. Thus, ftan ./ D 0. t
u
Lemma 5.1.2. Let f 2 c.S2 / satisfy
Z
  f ./ d./ D 0 (5.1.20)
C

for every curve C  S2 . Then,

ftan ./ D 0 (5.1.21)
for all  2 S2 .
Proof. Choose any point 0 2 S2 . Let 0 be a unit vector with 0  0 D 0. Then,
there is a curve C  S2 which passes through 0 and has 0 as tangent vector at 0 .
Let C0 be any subset of C containing 0 . Then,
5.1 Basic Notation 215

Z
  f ./ d./ D 0: (5.1.22)
C0

Now, we let the length of C0 tend to zero and find that 0  f .0 / D 0 in the limit.
Then, Lemma 5.1.2 implies that ftan .0 / D 0. Since 0 has been chosen arbitrarily,
we have ftan D 0. t
u
Lemma 5.1.3. Suppose F is of class C.1/ .S2 /. Then,
(i) r F ./ D 0 holds for all  2 S2 if and only if F is constant.
(ii) L F ./ D 0 holds for all  2 S2 if and only if F is constant.
Proof. First, we treat the case with r  . Suppose F is continuously differentiable in
an open set in R3 that contains S2 and C  S2 is any curve from 0 2 S2 to 1 2 S2 .
Let  be the unit tangent vector at  on C pointing from 0 to 1 . Then,
Z
F .1 /  F .0 / D   r F ./ d./: (5.1.23)
C

If r F ./ D 0, we obtain from (5.1.23) that F .1 / D F .0 / for all points
0 ; 1 2 S2 .
If on the other
R hand F is constant, (5.1.23) gives us that the vector field f D
r  F fulfills C   f ./ d./ D 0 for all curves C  S2 . By Lemma 5.1.2 it holds
that ftan D 0 on S2 and thus,

ftan ./ D f ./  .f ./  /  D f ./ D r F ./ D 0 (5.1.24)

for all  2 S2 .
Now, we consider the case with L . If L F ./ D 0, i.e.,  ^ r F ./ D 0 for all
 2 S2 , then we have
   
 ^  ^ r F ./ D   r F ./   r F ./.  / D r F ./ D 0
(5.1.25)

for all  2 S2 . By part (i) of Lemma 5.1.3 it follows that F is constant.

If on the other hand F is constant, then L F ./ D  ^ r F ./ D  ^ 0 D 0 for
all  2 S2 . t
u
Lemma 5.1.4. Let f 2 c.S2 / be a tangential vector field with
Z
  f ./ d./ D 0 (5.1.26)
C

for every closed curve C  S2 . Then, there is a scalar field P on S2 such that
f ./ D r P ./; (5.1.27)

where P 2 C.1/ .S2 / and P is unique up to a constant.

216 5 Vectorial Spherical Harmonics in R3

Proof. Take an arbitrary, but fixed 0 2 S2 . We set

Z 
P ./ D   f ./ d./ (5.1.28)
0

with the integral along any curve that starts at 0 and ends at  2 S2 . Then, for
0 ; 1 2 S2 and any curve C  S2 starting at 0 and ending at 1 , we obtain
Z 1
P .1 /  P .0 / D   f ./ d./ (5.1.29)
0

and Z 1
P .1 /  P .0 / D   r P ./ d./; (5.1.30)
0

since the surface gradient acts like an ordinary gradient in R3 when integrating along
lines on S2 . Therefore, we are able to combine the two equations to
Z 1
  .f ./  r P .// d./ D 0 (5.1.31)
0

for any curve C  S2 connecting 0 and 1 . By Lemma 5.1.2 we find that

f ./  r P ./ D 0;  2 S2 : (5.1.32)

The proof that P is continuously differentiable can be found in standard lectures on

vector analysis (see, e.g., Janich 2004). One basic idea is to take P constant on each
straight line passing through S2 in the normal direction.
In order to prove uniqueness, we consider r P1 ./ D r P2 ./,  2 S2 , which
implies that r .P1  P2 /./ D 0. Therefore, due to Lemma 5.1.3, P1  P2 D const.
t
u
Theorem 5.1.5. Let f 2 c.1/ .S2 / be a tangential vector field. Then, L  f ./ D 0,
 2 S2 , if and only if there is a scalar field P such that

f ./ D r P ./;  2 S2 : (5.1.33)

P is called a potential function for f and is unique up to an additive constant.

Similarly, r  f ./ D 0,  2 S2 , if and only if there is a scalar field S such that

f ./ D L S./;  2 S2 : (5.1.34)

S is called a stream function for f and is unique up to an additive constant.

5.1 Basic Notation 217

Proof. The condition f D r  P implies that L  f D L  r  P D 0. f D L S

implies that r   f D r   L S D 0.
Conversely, assume that L  f ./ D 0,  2 S2 . Then, we can use the surface
theorem of Stokes (Theorem 4.1.2) to obtain
Z
  f ./ d./ D 0 (5.1.35)
C

for every closed curve C  S2 . By Lemma 5.1.4 there exists a scalar field P such
that f D r  P , where P is unique up to a constant.
Suppose now that r  f ./ D 0,  2 S2 . For  2 S2 (note that f D ftan is a
tangential field and that r   D 2):

L  . ^ f .// D . ^ r /  . ^ f .// (5.1.36)

D .  /.r  f .//  .  f .//.r   /
D r  f ./  2.  ftan .// D r  f ./;

i.e., L  . ^ f .// D 0, since r  f ./ D 0. Thus, as before, there exists a scalar
field S (unique up to a constant) such that

  ^ f ./ D r S./;  2 S2 : (5.1.37)

This is equivalent to

  ^ . ^ f .// D . ^ r /S./;  2 S2 ; (5.1.38)

or f D L S on S2 , because

 ^ . ^ f .// D .  f .//  .  /f ./ (5.1.39)

D .  ftan .// C f ./ D f ./:

This yields the second part of Theorem 5.1.5. t

u
Theorem 5.1.6. Let f 2 c.1/ .S2 / be a tangential vector field such that, for all
 2 S2 ;
r  f ./ D 0 and L  f ./ D 0: (5.1.40)

Then, f D 0 on S2 .
Proof. Since L  f ./ D 0, Theorem 5.1.5 guarantees the existence of a scalar
field P such that f ./ D r P ./ for all  2 S2 . Moreover, r  f ./ D 0, i.e.,
r  r P ./ D  P ./ D 0. Because of (4.1.19) in Theorem 4.1.4 we find that
218 5 Vectorial Spherical Harmonics in R3

Z  2
r P ./ dS./ D 0: (5.1.41)
S2

Hence, f ./ D r P ./ D 0. t

u

5.2 Definition of Vector Spherical Harmonics

Now, we define three operators mapping scalar functions to vectorial functions. We

analyze the properties of these operators as well as their adjoints and use them to
define vector spherical harmonics. In this form the introduction goes back to Freeden
et al. (1998).
Definition 5.2.1. For  2 S2 and F 2 C.0i / .S2 /, we define the operators

o.i / W C.0i / .S2 / ! c.S2 /; i D 1; 2; 3; (5.2.1)

by

.1/
o F ./ D F ./; (5.2.2)

o F ./ D r F ./;

.2/
(5.2.3)

o F ./ D L F ./;

.3/
(5.2.4)

where we have used the abbreviation

(
0 if i D 1;
0i D (5.2.5)
1 if i D 2; 3:

We also introduce the notation N0i , which is N0 if i D 1 and N if i D 2; 3. It is clear

that o.1/ F 2 cnor .S2 / and o.2/ F; o.3/ F 2 ctan .S2 /.
Remark 5.2.2. Let F 2 C.0i / .S2 / be an -zonal function, i.e., F ./ D F .  /.
Then,
.1/
o F ./ D F .  /; (5.2.6)

o F ./ D r F .  / D F 0 .  /.  .  //;

.2/
(5.2.7)

o F ./ D L F .  / D F 0 .  /. ^ /:

.3/
(5.2.8)

By Greens integral formulas we can introduce the adjoint operators.

5.2 Definition of Vector Spherical Harmonics 219

Definition 5.2.3. For f 2 c.0i / .S2 / and G 2 C.0i / .S2 / (i D 1; 2; 3), we have that

ho.i /G; f il2 .S2 / D hG; O .i / f iL2 .S2 / : (5.2.9)

Therefore, for f 2 c.0i / .S2 /,  2 S2 , we find the adjoint operators to o.1/ , o.2/ ,
and o.3/ :
.1/
O f ./ D   pnor f ./; (5.2.10)

O f ./ D r  ptan f ./;

.2/
(5.2.11)

O f ./ D L  ptan f ./:

.3/
(5.2.12)

Lemma 5.2.4. Let F 2 C.2/ .S2 /.

.i / .j /
(i) If i j , i; j 2 f1; 2; 3g, then O o F ./ D 0,  2 S2 .
(
.i / .i / F ./ ; i D 1;
(ii) O o F ./ D

 F ./ ; i D 2; 3:
Proof. These are well-known properties of the differential operators r  and L .
t
u
Definition 5.2.5. For any Yn 2 Harmn .S /, the vector field 2

yn.i / D o.i / Yn ; n
0i ; i 2 f1; 2; 3g; (5.2.13)

is called a vector spherical harmonic of degree n and type i .

By harm.in / .S2 / we denote the space of all vector spherical harmonics of degree
n and type i . We also set the spaces

.1/
M
3
harm0 .S2 / D harm0 .S2 /; harmn .S2 / D harm.in / .S2 /; n
1: (5.2.14)
i D1

.1/ .2/ .3/

Remark 5.2.6. We have  ^ yn D 0,   yn D 0, and   yn D 0.

Theorem 5.2.7. If fYn;k gn2N0 ;kDn;:::;n is an L2 .S2 /-orthonormal system of scalar

spherical harmonics, then the system of

.i / 1 .i /
yn;k ./ D q o Yn;k ./; i D 1; 2; 3; n
0i ; k D n; : : : ; n; (5.2.15)
.i /

n

with
(
 .i / .i /  1 ; i D 1;

.in / D O o Yn;k L2 .S2 / D (5.2.16)
n.n C 1/ ; i D 2; 3;
220 5 Vectorial Spherical Harmonics in R3

forms an l2 .S2 /-orthonormal system of vector spherical harmonics, i.e.,

Z
.i / .j /
yn;k ./  ym;l ./ dS./ D n;m k;l i;j : (5.2.17)
S2

Proof. This follows directly from the orthogonality of the scalar spherical harmon-
ics and the properties of the operators o.i / , O .i / with i D 1; 2; 3. t
u
In Fig. 5.1 some orthonormal vector spherical harmonics of type 2 and of type 3 are
depicted to give an impression of the different characteristic behavior.

5.3 The Helmholtz Decomposition Theorem

In the following, we formulate and prove the decomposition theorem for spherical
vector fields that motivates the choice of the three operators o.i / .
Theorem 5.3.1 (Helmholtz Decomposition Theorem). Let f be of class c.1/ .S2 /.
There exist uniquely determined functions F1 2 C.1/ .S2 / and F2 ; F3 2 C.2/ .S2 /
satisfying Z
Fi ./ dS./ D 0; i D 2; 3; (5.3.1)
S2
such that

X
3
f ./ D o.i /Fi ./ D F1 ./ C r F2 ./ C L F3 ./;  2 S2 : (5.3.2)
i D1

The functions Fi are given by

.1/
F1 ./ D O f ./;  2 S2 ; (5.3.3)
Z
F2 ./ D  G. I ; /O.2/ f ./ dS./;  2 S2 ; (5.3.4)
S2
Z
F3 ./ D  G. I ; /O.3/ f ./ dS./;  2 S2 ; (5.3.5)
S2

where G. I ; / is the Green function with respect to the Beltrami operator of
Definition 4.6.1.
Proof. Any vector field f 2 c.1/ .S2 / can be written as

f D fnor C ftan (5.3.6)

with
.1/
fnor D pnor f 2 c.1/ 2
nor .S /; ftan D ptan f 2 ctan .S2 /: (5.3.7)
5.3 The Helmholtz Decomposition Theorem 221

0.6 0.6

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0.35 0.35

0.3 0.3

0.25 0.25

0.2 0.2

0.15 0.15

0.1 0.1

0.05 0.05

0.45 0.45
0.4 0.4
0.35 0.35
0.3 0.3
0.25 0.25
0.2 0.2
0.15 0.15
0.1 0.1
0.05 0.05

.i/
Fig. 5.1 Vector spherical harmonics yn;k of type i D 2 (left column) and of type i D 3 (right
column), the degree n D 8 in each case, the order k D 0 in the top row, k D 4 in the middle row,
and k D 8 in the bottom row

.1/
Clearly, fnor ./ D o.1/ F1 ./ with F1 ./ D O f ./ for  2 S2 . For the tangential
field ftan , the Stokes theorem for S2 (Theorem 4.1.2 for a closed surface, i.e., there
is no boundary) yields that
Z
L  ftan ./ dS./ D 0: (5.3.8)
S2
222 5 Vectorial Spherical Harmonics in R3

Thus, L  ftan is suitable as a right-hand side of the Beltrami differential equation

and by Theorem 4.6.9 we find F3 2 C.2/ .S2 / such that
Z
 F3 D L  ftan and F3 ./ dS./ D 0: (5.3.9)
S2

In other words,

L  L F3 D L  ftan or L  .ftan  L F3 / D 0: (5.3.10)

Note that the difference ftan  L F3 is still a tangential vector field. Therefore, we
can now use Theorem 5.1.5 which gives us a scalar field F2 2 C.2/ .S2 / with

ftan  L F3 D r  F2 or ftan D r  F2 C L F3 : (5.3.11)

R R
If S2 F2 ./ dS./ 0, we replace F2 by FQ2 D F2  4 1
S2 F2 ./ dS./. Then, it
holds that Z
r  F2 D r  FQ2 and FQ2 ./ dS./ D 0: (5.3.12)
S2
Assume that there exists another triple Gi , i D 1; 2; 3, such that

.1/ .2/ .3/

f ./ D o F1 ./ C o F2 ./ C o F3 ./; (5.3.13)
.1/ .2/ .3/
f ./ D o G1 ./ C o G2 ./ C o G3 ./: (5.3.14)

Then, it follows that F1 D O .1/ f D G1 , i.e., F1 is uniquely defined. Thus,

.2/ .3/ .2/ .3/

o F2 ./ C o F3 ./ D o G2 ./ C o G3 ./: (5.3.15)

We now apply O .2/ and O .3/ which yield

 F2 D  G2 ;  F3 D  G3 : (5.3.16)

Hence, we find uniqueness up to a constant and the normalization conditions on F2

and F3 imply that F2 D G2 and F3 D G3 .
The specific representation of F2 , F3 involving integrals with Greens function
G. I ; / follows directly from Theorem 4.6.9. t
u
Remark 5.3.2. A vector field of the form

 7! F1 ./ C r F2 ./;  2 S2 ; (5.3.17)

is called spheroidal, one of the form

 7! L F3 ./;  2 S2 ; (5.3.18)

5.4 Closure and Completeness of Vector Spherical Harmonics 223

is said to be toroidal (cf. Backus 1967, 1986). Thus, the Helmholtz decomposition
theorem represents the decomposition of a c.1/ -vector field into its spheroidal and
its toroidal parts. It also implies an orthogonal decomposition of the space c.1/ .S2 /,
namely
.1/ .1/ .1/
c.1/ .S2 / D c.1/ .S2 / c.2/ .S2 / c.3/ .S2 /; (5.3.19)

where

.1/
c.1/ .S2 / D c.1/ 2
nor .S /; (5.3.20)
.1/
c.2/ .S2 / D f 2 c.1/ .S2 / W O .1/ f D O .3/ f D 0 ; (5.3.21)
.1/
c.3/ .S2 / D f 2 c.1/ .S2 / W O .1/ f D O .2/ f D 0 : (5.3.22)

These definitions can also be extended to c.k/ .S2 /, k 2 N, to c.S2 / and to l2 .S2 / by
a density argument, i.e.,

kkc.S2 /
c.i / .S2 / D o.i / F W F 2 C.1/ .S2 / ; (5.3.23)
kkl2 .S2 /
l2.i / .S2 / D o.i / F W F 2 C.1/ .S2 / : (5.3.24)

Therefore, we find the orthogonal decompositions

l2 .S2 / D l2nor .S2 / l2tan .S2 /; (5.3.25)

l2tan .S2 / D l2.2/ .S2 / l2.3/ .S2 /: (5.3.26)

5.4 Closure and Completeness of Vector Spherical

Harmonics

Next, we prove the closure and completeness of vector spherical harmonics

intrinsically on the sphere (note that a non-intrinsic proof is included in Sect. 5.5).
For our purpose here, we use vectorial variants of the scalar zonal Bernstein kernels
(cf. Freeden and Gutting 2008). The vector zonal Bernstein kernel approximations
can be shown to guarantee the closure property in the space of continuous spherical
normal as well as tangential vector fields. In consequence, they also assure closure
and completeness in the Hilbert space of (Lebesgue-)square-integrable vector fields.
Essential tools are the theory of the Green function with respect to the Beltrami
operator of Sect. 4.6 and the Helmholtz decomposition theorem (Theorem 5.3.1) of
Sect. 5.3.
224 5 Vectorial Spherical Harmonics in R3

We start our considerations by convolving Greens function with respect to the

Beltrami operator (see Definition 4.6.1 or (4.6.6) for the explicit representation)
against the Bernstein kernel (4.4.28) of Definition 4.4.6,
Z
 
BGn .  / D G. I  /  KB;n . / ./ D G. I   /KB;n .  / dS./:
S2
(5.4.1)
Written in terms of a Legendre series, we find the finite sum

X
n ^
2k C 1 KB;n .k/
BGn .  / D Pk .  /: (5.4.2)
4 k.k C 1/
kD1

Note that the Bernstein kernel is a polynomial and the Green function is of
class L1 .1; 1/, hence, the existence of the convolution integral as a bandlimited
Legendre expansion is obvious.
Next, we are interested in the Bernstein summability of Fourier expansions in
terms of vector spherical harmonics. To this end, we need some preparatory material
(more precisely, Lemmas 5.4.1 and 5.4.2). An essential tool of our considerations
is the Green function with respect to the Beltrami operator (cf. Freeden and Gutting
2008).
Lemma 5.4.1. For i 2 f1; 2; 3g,

.n/
lim kFi  Fi kC.S2 / D 0; (5.4.3)
n!1

where Fi , i D 1; 2; 3, are the functions occurring in the Helmholtz decomposition

theorem (Theorem 5.3.1)
.1/
F1 ./ D O f ./; (5.4.4)
Z
Fi ./ D  G. I   /O.i / f ./ dS./; i D 2; 3; (5.4.5)
S2

.n/
and Fi , i D 1; 2; 3, are given by
Z
.n/
F1 ./ D KB;n .  /O.1/ f ./ dS./; (5.4.6)
S2
Z
.n/
Fi ./ D  BGn .  /O.i / f ./ dS./; i D 2; 3: (5.4.7)
S2

Proof. Clearly, the case i D 1 of Lemma 5.4.1 is easy to handle. It follows

immediately from the scalar theory. Thus, it remains to study the cases i D 2; 3.
We start from the convolution integrals
5.4 Closure and Completeness of Vector Spherical Harmonics 225

Z
.n/  
Fi ./ D  BGn  O .i / f ./ D  BGn .  /O.i / f ./ dS./; (5.4.8)
S2

i D 2; 3. It is not difficult to see that

kFi  Fi kC.S2 / D kG. I /  O .i /f  BGn  O .i / f kC.S2 /

.n/

 kO .i / f kC.S2 / kG. I /  BGn kL1 .1;1/ : (5.4.9)

Since both kernels G. I / and BGn are of class L2 .1; 1/ and, for all k 2 N0 , the
^
Legendre coefficients of the Bernstein kernel KB;n .k/ converge to 1 for n tending
to infinity, we are able to deduce that

lim kG. I /  BGn kL2 .1;1/ D 0: (5.4.10)

n!1

.n/
Obviously, this implies L1 -convergence as well as kFi  Fi kC.S2 / ! 0 for i D
1; 2; 3 and n ! 1, as required. u
t
Considering the o.i /-derivatives, we have to verify the following lemma.
Lemma 5.4.2. For i 2 f1; 2; 3g,

.i / .i / .n/
lim sup o Fi ./  o Fi ./ D 0: (5.4.11)
n!1
2S2

Proof. The case i D 1 is obvious and it is not difficult to see that, for i 2 f2; 3g,

.i / .i / .n/
ko Fi ./  o Fi ./kc.S2 / (5.4.12)
Z Z
.i /
D sup o G. I   /O f ./ dS./o BGn .  /O f ./ dS./
.i / .i / .i /

2S2 S2 S2
Z Z

D sup o G. I   /O f ./ dS./ o BGn .  /O f ./ dS./;
.i / .i / .i / .i /
2
2S S2 S2

where it is clear that the operator o.i / can be drawn inside the two integrals. This
leads us to the following estimate:
Z Z

sup .i / 
o G. I   /O f ./ dS./ 
.i /
o BGn .  /O f ./ dS./
.i / .i /
2S2 2 S 2 S
Z
.i /
o G. I   /  o BGn .  / O.i / f ./ dS./
.i /
 sup
2S2 S2
Z
.i /
o G. I   /  o BGn .  / dS./: (5.4.13)
.i /
 kO .i / f kC.S2 / sup
2S2 S2
226 5 Vectorial Spherical Harmonics in R3

We have to study the convergence of the last integral. In more detail, we are
interested in proving that
Z
.i /
o G. I   /  o BGn .  / dS./ D 0:
.i /
lim sup (5.4.14)
n!1 S2
2S2

.i /
For that purpose, we notice that the Bernstein kernels o BGn .  /; i D 2; 3;
admit the (Legendre) series expansions

X
n ^
2k C 1 KB;n .k/
Pk0 .  / .  .  // ;
.2/
o BGn .  / D (5.4.15)
4 k.k C 1/
kD1

X
n ^
2k C 1 KB;n .k/
Pk0 .  / . ^ / :
.3/
o BGn .  / D (5.4.16)
4 k.k C 1/
kD1

Moreover, an easy calculation shows that the application of the o.i / -operators, i D
2; 3, to the Green function with respect to the Beltrami operator leads us to the
identities

1   .  / 1  ^
o G. I   / D  ; o G. I   / D 
.2/ .3/
:
4 1     4 1    
(5.4.17)

Consequently, for i D 2; 3, our integral can be expressed in the form

Z
.i /
o G. I   /  o BGn .  / dS./
.i /
(5.4.18)
S2
Z
1 o .  / 1 X
.i / n
2k C 1 ^
D  K .k/P 0
.  /o
.i /
.  / dS./

S2 4 1     k.k C 1/ B;n k 
4
kD1
Z X
n
2k C 1 ^


1 .i / 1 0 dS./
D o .  /  K .k/P .  /
4 S2 1  k.k C 1/ B;n k
kD1
Z X
1 1 p 1 n
2k C 1 ^
D 1t
2  K .k/Pk .t/ dt:
0
2 1 1t k.k C 1/ B;n
kD1

At this point, we use the recurrence relation (3.4.56) of Theorem 3.4.11 for the
Legendre polynomials, i.e., D 12 in the version for ultraspherical polynomials.
This gives us the identity
5.4 Closure and Completeness of Vector Spherical Harmonics 227

Z
.i /
o G. I   /  o BGn .  / dS./
.i /
(5.4.19)
S2
Z r
1 1
1 C t X
n
PkC1 .t/  Pk1 .t/
^
D 1  .1  t/ KB;n .k/ dt
2 1 1t t2  1
kD1
Z r
1 C t 1 X ^
1 n
1
D 1C KB;n .k/ .PkC1 .t/  Pk1 .t// dt:
2 1 1t 1Ct
kD1

For the occurring sum, it follows that

X
n
^
KB;n .k/ .PkC1 .t/  Pk1 .t//
kD1
^ ^ ^ ^
DKB;n .n/PnC1 .t/ C KB;n .n  1/Pn .t/  KB;n .2/P1 .t/  KB;n .1/P0 .t/
X
n1
 ^ 
^
C KB;n .k  1/  KB;n .k C 1/ Pk .t/; (5.4.20)
kD2

where a simple calculation shows that

^ ^ ^ 2
KB;n .k  1/  KB;n .k C 1/ D KB;nC1 .k/.2k C 1/ : (5.4.21)
.n C 2/

We put (5.4.21) into (5.4.20) getting the following result:

X
n
^
KB;n .k/ .PkC1 .t/  Pk1 .t// (5.4.22)
kD1
^ ^ ^
D KB;n .n/PnC1 .t/ C KB;n .n  1/Pn .t/  KB;n .2/ P1 .t/

2 X ^
n1
^
 KB;n .1/P0 .t/ C KB;nC1 .k/.2k C 1/Pk .t/
nC2
kD2

2 X
nC1
^
D KB;nC1 .k/.2k C 1/Pk .t/  .1 C t/
nC2
kD0
 
2 1 C t nC1
D .n C 1/  .1 C t/:
nC2 2

Keeping this result in mind, we return to the integral (5.4.19). As a matter of fact,
the identity (5.4.19) can be rewritten in the form
228 5 Vectorial Spherical Harmonics in R3

Z r

1 C t 1 X ^
1 n
1 dt
1 C K .k/ .P kC1 .t/  Pk1 .t// (5.4.23)
2 1 1t 1Ct B;n
kD1
Z r  
1 1 1 C t n C 1 1 C t n
D dt:
2 1 1  t n C 2 2

Clearly, as the Bernstein kernel is non-negative, we are left with the integral
expression
Z Z r  
.i /  .i / 1nC1 1 1Ct 1Ct n
o G. I   /  o BGn .  / dS./ D dt
S2

2 n C 2 1 1  t 2
.n C 32 /
D ; (5.4.24)
. 12 / .n C 2/

which follows by induction. It is well-known that the value of our integral can be
estimated as follows:

1 .n C 32 / 2
p < <p : (5.4.25)
2n C 2 . 12 / .n C 2/ 2n C 2

Therefore, we immediately obtain the convergence of our integral for n ! 1. In

addition, we get information about the speed of the convergence, i.e.,
Z
.i /
o G. I   /  o BGn .  / dS./ D O.n1=2 /:
.i /
(5.4.26)
S2

Moreover, the convergence obviously is uniform with respect to . t

u
After these preparations, we are now in a position to establish the Bernstein
summability of the Fourier series in terms of vector spherical harmonics.
Theorem 5.4.3. For any vector field f of class c.1/ .S2 /,
X
3 X X
n k
 .i / ^

lim sup f ./  ^
KB;n .k/ f .k; j /yk;j ./ D 0;
.i /
(5.4.27)
n!1 2
2S i D1 kD0i j Dk

where, as usual, 01 D 0 and 0i D 1; i D 2; 3; and the Fourier coefficients of f are

given by
Z
 
.i / ^ .i / .i /
f .k; j / D hf; yk;j il2 .S2 / D f ./  yk;j ./ dS./: (5.4.28)
S2

Proof. From Lemma 5.4.2, we know that, for f 2 c.1/ .S2 /,

5.4 Closure and Completeness of Vector Spherical Harmonics 229

X
3 X3 X
3
.i / .n/ .i / .i / .n/
lim sup f ./  o Fi ./ D lim sup o Fi ./  o Fi ./
n!1 n!1
2S2 i D1 2S2 i D1 i D1

X
3
.i / .i / .n/
 lim sup o Fi ./  o Fi ./ D 0: (5.4.29)
n!1
i D1 2S2

.1/ .n/
The expression o F1 ./ can be expressed in the form
Z
.1/ .n/ .1/
o F1 ./ D o KB;n .  /O.1/ f ./ dS./
S2

X
n X
k
 .1/ ^
^ .1/
D KB;n .k/o O f .k; j /Yk;j ./
kD0 j Dk

X
n X
k
 ^
^ .1/
D KB;n .k/ O .1/ f .k; j /yk;j ./; (5.4.30)
kD0 j Dk

where we have
Z Z
 .1/ ^
O f .k; j / D O.1/ f ./Yk;j ./ dS./ D f ./  o.1/
 Yk;j ./ dS./
S2 S2
Z
.1/  ^
D f ./  yk;j ./ dS./ D f .1/ .k; j /: (5.4.31)
S2

Furthermore, for i D 2; 3, it is not difficult to see that

Z
.i / .n/ .i /
o Fi ./ D o BGn .  /O.i / f ./ dS./
S2

X
n ^
KB;n .k/ .i /
X
k
 ^
D o O .i / f .k; j /Yk;j ./
k.k C 1/
kD1 j Dk

X
n X
k ^
KB;n .k/  .i / ^ .i /
D p O f .k; j /yk;j ./: (5.4.32)
kD1 j Dk
k.k C 1/

 ^
Taking a look at the coefficients O .i / f .k; j /, we find
Z Z
 .i / ^
O f .k; j / D O.i / f ./Yk;j ./ dS./ D f ./  o.i /Yk;j ./ dS./
S2 S2
p Z p
.i /  ^
D k.k C 1/ f ./  yk;j ./ dS./ D k.k C 1/ f .i / .k; j /: (5.4.33)
S2
230 5 Vectorial Spherical Harmonics in R3

The identities (5.4.30) and (5.4.31) as well as (5.4.32) and (5.4.33) allow us to
conclude that

X
n X
k
 ^
.i / .n/ ^ .i /
o Fi ./ D KB;n .k/ f .i / .k; j /yk;j ./; i D 1; 2; 3: (5.4.34)
kD1 j Dk

In connection with (5.4.29), we obtain

X
3


lim sup f ./  o Fi ./
.i / .n/
(5.4.35)
n!1 2 2S i D1

X
3 X
n X
k
 ^
D lim sup f ./  ^
.k/ f .i / .k; j /yk;j ./ D 0;
.i /
KB;n
n!1 2
2S i D1 kD0i j D1k

provided that f 2 c.1/ .S2 /: This is the desired result. t

u
Next, a well-known density argument enables us to verify the closure of the vector
.i /
spherical harmonics yk;j i;k;j in the space c.S2 /.

Theorem 5.4.4. For any given " > 0 and each f 2 c.S2 /, there exist N 2 N and
.i /
coefficients dk;j , i D 1; 2; 3, k D 0; : : : ; N , j D k; : : : ; k, such that

 X
3 X X 
 N k
.i / .i / 
f  dk;j yk;j   ": (5.4.36)
 
i D1 kD0i j Dk c.S2 /

Proof. Indeed, if we take any f 2 c.S2 / and any " > 0, we find a field g 2 c.1/ .S2 /
such that sup2S2 jf ./  g./j < 2" . Due to Theorem 5.4.3, there also exists an
integer N with

X 3 XN X
k
 .i / ^ "

sup g./  ^
KB;N .k/ g .k; j /yk;j ./ < :
.i /
(5.4.37)
2S2 i D1
2
kD0i j Dk

By combining both inequalities, we obtain

X
3 X
N X
k
 .i / ^

sup f ./  ^
KB;N .k/ g .k; j /yk;j ./ < ";
.i /
(5.4.38)
2
2S i D1 kD0i j Dk

.i / ^
 ^
i.e., the coefficients are dk;j D KB;N .k/ g .i / .k; j /. t
u
5.5 Homogeneous Harmonic Vector Polynomials 231

By standard arguments, this immediately gives us the closure in c.S2 / with respect
to k  k 2 2 as well as in l2 .S2 / which in turn leads to completeness of the system
.i / l .S / 2 2
yk;j i;k;j in l .S /.
Summarizing our results, we therefore obtain the following theorem.
.i /
Theorem 5.4.5. Let fyn;j gi D1;2;3In2N0i Ij Dn;:::;n be defined by (5.2.15) of Theo-
rem 5.2.7. Then, the following statements are valid:
(i) The system of vector spherical harmonics is closed in c.S2 / with respect to
k  kc.S2 / .
(ii) The system is complete in l2 .S2 / with respect to h; il2 .S2 / .
Once more, part .i / of this theorem says that any continuous vector field on S2 can
be approximated arbitrarily close by finite linear combinations of vector spherical
harmonics, while part .i i / is equivalent (see Theorem 3.0.7) to the fact that every
vector field f 2 l2 .S2 / can be represented by its Fourier (orthogonal) series in terms
.i /
of the l2 .S2 /-orthogonal system yn;j , i.e.,

 X
3 X X 
 N n
.i / 
lim f  .f .i / ^
/ .n; j /y  D 0; (5.4.39)
N !1 
n;j 
i D1 nD0i j Dn
2 l .S2 /

where the Fourier coefficients are given by (5.4.28).

5.5 Homogeneous Harmonic Vector Polynomials

In Sect. 4.3 we could identify scalar spherical harmonics as homogeneous harmonic

polynomials restricted to the unit sphere. This gave us many results in scalar
theory. In this section we develop a relation between the vector spherical harmonics
of Sect. 5.2 and homogeneous harmonic vector polynomials. The separation into
tangential/normal components on the one hand and the Cartesian components on
the other hand make these relations more difficult than in the scalar case. However,
we are given an alternative system of vector spherical harmonics and an alternative
way to prove the completeness of the vector spherical harmonics of Sect. 5.2.
Definition 5.5.1. A vector field hn W R3 ! R3 is called a homogeneous harmonic
vector polynomial of degree n if hn  "i 2 Harmn .R3 / for every i 2 f1; 2; 3g.
Definition 5.5.2. Let n 2 N0i , Hn 2 Homn .R3 /, and i 2 f1; 2; 3g. The operators
.i /
oQ n are defined by
 
n Hn .x/ D .2n C 1/x  jxj rx Hn .x/;
oQ .1/ 2
(5.5.1)
oQ .2/
n Hn .x/ D rx Hn .x/; (5.5.2)
oQ .3/
n Hn .x/ D x ^ rx Hn .x/: (5.5.3)
232 5 Vectorial Spherical Harmonics in R3

.i /
Lemma 5.5.3. Let Hn 2 Harmn .R3 /, n 2 N0i . Then, oQ n Hn is a homogeneous
harmonic vector polynomial of degree
8

<n C 1
if i D 1;
deg .n/ D
.i /
n1 if i D 2; (5.5.4)

:n if i D 3:

Proof. The cases i D 2; 3 are straightforward, thus, we can restrict ourselves to

.1/
the case i D 1. Observe that the components of oQ n Hn are homogeneous of degree
n C 1. For j D 1; 2; 3 and n 2 N, we have that
    
2 @
x oQ .1/
n H n .x/  " j
D x .2n C 1/x H
j n .x/  jxj H n .x/ (5.5.5)
@xj
  @    @ 
D 2.2n C 1/"j  rx Hn .x/  x jxj2 Hn .x/  2rx jxj2  rx Hn .x/
@xj @xj
@ @ @
D 2.2n C 1/ Hn .x/  6 Hn .x/  4x  rx Hn .x/
@xj @xj @xj
@ @
D .4n  4/ Hn .x/  4.n  1/ Hn .x/ D 0;
@xj @xj

since
@ @
x  rx Hn .x/ D .n  1/ Hn .x/ (5.5.6)
@xj @xj

and @x@j Hn .x/ is a homogeneous harmonic polynomial of degree n  1. The case

n D 0 is trivial. t
u
Lemma 5.5.4. The space of functions

[M
3

Harmn .S2 /"i D Yn;k "i W n 2 N0 ; k D n; : : : ; n; i D 1; 2; 3 (5.5.7)
n2N0 i D1

is closed in l2 .S2 / with respect to kkl2 .S2 / .

Proof. Let f 2 l2 .S2 /. There exist F1 ; F2 ; F3 2 L2 .S2 / such that

f D F1 "1 C F2 "2 C F3 "3 : (5.5.8)

.i /
Let " > 0. Then, there exist coefficients an;k , i D 1; 2; 3, n D 0; : : : ; Ni , k D
n; : : : ; n, such that
5.5 Homogeneous Harmonic Vector Polynomials 233

 X
N1 X
n 2
 .1/  "
F1  an;k Yn;k  2 < ; (5.5.9)
nD0 kDn
L .S2 / 3

 X
N2 X
n 2
 .2/  "
F2  an;k Yn;k  2 < ; (5.5.10)
nD0 kDn
L .S2 / 3

 X
N3 X
n 2
 .3/  "
F3  an;k Yn;k  2 < : (5.5.11)
nD0 kDn
L .S2 / 3

Set N D maxfN1 ; N2 ; N3 g and set

.1/
an;k D 0 for N1 < n  N; n  k  n; (5.5.12)
.2/
an;k D 0 for N2 < n  N; n  k  n; (5.5.13)
.3/
an;k D 0 for N3 < n  N; n  k  n: (5.5.14)

It is clear that
X
3 X
N X
n
.i /
[M
3
gD an;k Yn;k "i 2 Harmn .S2 /"i (5.5.15)
i D1 nD0 kDn n2N0 i D1

and
Z X
3
kf  gk2l2 .S2 / D .Fi ./  Gi .//2 dS./ (5.5.16)
S2 i D1

X
3
" " "
D kFi  Gi k2L2 .S2 / < C C D"
i D1
3 3 3

which proves the closure in l2 .S2 / with respect to kkl2 .S2 / . t

u
As in the scalar case, we can use closure to find completeness in l2 .S2 /. Using the
representation of the gradient in polar coordinates, i.e.,

@ 1 @ 1
rx D "r C r D  C r ; (5.5.17)
@r r @r r
we obtain
 @ 1 
.2n C 1/x  jxj2 rx D .2n C 1/r  r 2  C r (5.5.18)
@r r
 @ 
D  .2n C 1/r  r 2  rr :
@r
234 5 Vectorial Spherical Harmonics in R3

Now, let Yn 2 Harmn .S2 /, n 2 N0i , and x D r, r > 0:

oQ .1/
n .r Yn .// D .n C 1/r
n nC1
Yn ./  r nC1 r Yn ./; (5.5.19)

n .r Yn .// D nr
oQ .2/ n n1
Yn ./ C r n1 r Yn ./; (5.5.20)
n 
oQ .3/
n .r Yn .// D r L Yn ./:
n
(5.5.21)

Using the definition of the o.i / -operators and restricting the functions to r D 1, we
get (with Hn .x/ D r n Yn ./):

 .1/  .1/ .2/

oQ n Hn .x/ D .n C 1/o Yn ./  o Yn ./; (5.5.22)
rD1

 .2/  .1/ .2/

oQ n Hn .x/ D no Yn ./ C o Yn ./; (5.5.23)
rD1

 .3/  .3/
oQ n Hn .x/ D o Yn ./ (5.5.24)
rD1

for  2 S2 . Rearranging the Eqs. (5.5.22)(5.5.24), we find that

.1/ 1  .1/  1  .2/ 

o Yn ./ D oQ n Hn .x/ C oQ n Hn .x/ ; (5.5.25)
2n C 1 rD1 2n C 1 rD1

n  .1/  n C 1  .2/ 
.2/
o Yn ./ D  oQ n Hn .x/ C oQ n Hn .x/ ; (5.5.26)
2n C 1 rD1 2n C 1 rD1

 
.3/
o Yn ./ D oQ .3/
n Hn .x/ : (5.5.27)
rD1

.1/  
Note that o Y0 ./ D oQ 10 H0 .x/ jrD1 D .xH0 .x// jrD1 . This shows the following
lemma.
Lemma 5.5.5. The spaces of vector spherical harmonics harm.in / .S2 /, i D 1; 2; 3,
and the spaces of scalar spherical harmonics Harmm .S2 / with m D n  1; n; n C 1
are related by

M
3 M
3
harm.in / .S2 /  Harmn1 .S2 /"j HarmnC1 .S2 /"j ; i D 1; 2; (5.5.28)
j D1 j D1

M
3

n .S / 
harm.3/ 2
Harmn .S2 /"j : (5.5.29)
j D1

The space of vector spherical harmonics of all three types is related by

5.5 Homogeneous Harmonic Vector Polynomials 235

M
nC1 M
3
harmn .S2 /  Harmm .S2 /"i : (5.5.30)
mDn1 i D1

Altogether, we obtain the following theorem as a consequence of Lemma 5.5.5.

.i /
Theorem 5.5.6. The l2 .S2 /-orthonormal system fyn;k gi D1;2;3;n2N0i ;kDn;:::;n is
closed in l2 .S2 / and it is complete in l2 .S2 / with respect to kkl2 .S2 / .
This means that, for every f 2 l2 .S2 / and " > 0, there exists an N 2 N such that

 X
3 X
N X
n 
 .i / .i / 
f  hf; yn;k il2 .S2 / yn;k  2 < ": (5.5.31)
l .S2 /
i D1 nD0i kDn

Definition 5.5.7. A second system of vector spherical harmonics is given by

r r
.1/ n C 1 .1/ n .2/
yQn;k D y  y ; (5.5.32)
2n C 1 n;k 2n C 1 n;k
r r
.2/ n .1/ n C 1 .2/
yQn;k D y C y ; (5.5.33)
2n C 1 n;k 2n C 1 n;k
.3/ .3/
yQn;k D yn;k ; (5.5.34)

where n 2 N0i and k D n; : : : ; n.

.i /
Theorem 5.5.8. The l2 .S2 /-orthonormal system fyQn;k gi D1;2;3;n2N0i ;kDn;:::;n is
closed and complete in l2 .S2 /, i.e., for all f 2 l2 .S2 / and " > 0 there exists N 2 N
such that
 X 3 X N X n 
 .i / .i / 
f  hf; yQn;k il2 .S2 / yQn;k  2 2 < ": (5.5.35)
l .S /
i D1 nD0i kDn

Remark 5.5.9. The system of vector spherical harmonics of Definition 5.5.7 does
not strictly separate into radial and tangential vector spherical harmonics. However,
note that

 yQn1;k ./ D n.n C 1/yQn1;k ./;

.1/ .1/
n 2 N; .n  1/  k  n  1; (5.5.36)

 yQnC1;k ./ D n.n C 1/yQnC1;k ./;

.2/ .2/
n 2 N0 ; .n C 1/  k  n C 1;
(5.5.37)

 yQn;k ./

.3/ .3/
D n.n C 1/yQn;k ./; n 2 N; n  k  n: (5.5.38)

Thus, this system is a set of eigenfunctions of the Beltrami operator which is applied
componentwise. Moreover, we can show that, for n 2 N0i and k D n; : : : ; n,
236 5 Vectorial Spherical Harmonics in R3

  
.1/ 1 1
yQn;k ./ D p rx Y ./
nC1 n;k
; (5.5.39)
.n C 1/.2n C 1/ r rD1

.2/ 1
yQn;k ./ D p .rx .r n Yn;k ./// ; (5.5.40)
n.2n C 1/ rD1
  
.3/ 1 1
yQn;k ./ D p x ^ rx Yn;k
n.n C 1/ r nC1 rD1

1
D p .x ^ rx .r n Yn;k // : (5.5.41)
n.n C 1/ rD1

5.6 Vectorial Beltrami Operator

Next, we develop a vectorial analog of the Beltrami operator  , denoted by  ,

such that the vector spherical harmonics of class harmn .S2 / can be recognized
as eigenfunctions of the vectorial operator  . In particular, it turns out that
the operator  corresponds to the orthogonal decomposition with respect to the
operators o.i / ; i D 1; 2; 3, that is to say,  f 2 c.i / .S2 / for all i D 1; 2; 3, provided
.2/
that f 2 c.i / .S2 / (see Remark 5.3.2 for the definition of these spaces).
Our construction is based on the componentwise application of the (scalar)
Beltrami operator  . The point of departure is the following convention: If f 2
c.2/ .S2 / is of the form

X
3
f ./ D "i Fi ./;  2 S2 ; (5.6.1)
i D1

then  f is understood to be

X
3
 f ./ D "i  Fi ./;  2 S2 : (5.6.2)
i D1

Observing this setting, we are able to deduce the following identities.

Lemma 5.6.1. The following statements are true.
(i) Let F W S2 ! R be sufficiently smooth. Then,

 o.1/ F D o.1/ .  2/F C 2o.2/ F; (5.6.3)

 o.2/ F D 2o.1/  F C o.2/  F; (5.6.4)
 .3/ 
 o F D o  F: .3/
(5.6.5)
5.6 Vectorial Beltrami Operator 237

(ii) Let f W S2 ! R3 be a sufficiently smooth vector field. Then,

O .1/  f D .  2/O .1/ f C 2O .2/ f; (5.6.6)

O .2/  f D 2 O .1/ f C  O .2/ f; (5.6.7)
 
O  f D O
.3/ .3/
f: (5.6.8)

Proof. We verify only the first formula of part .i /, since the other assertions follow
by similar arguments. Assume that the function under consideration is a spherical
harmonic Yn of class Harmn .S2 /, n 2 N0 . Then, it follows from (5.5.25) that

1  .1/ n 
 o Yn ./ D 
.1/
oQ n r Yn ./jrD1 C oQ .2/ n
n r Yn ./jrD1 (5.6.9)
2n C 1
.n C 1/.n C 2/ .1/ n n.n  1/ .2/ n
D .oQ n r Yn .//jrD1  .oQ r Yn .//jrD1
2n C 1 2n C 1 n

holds for all  2 S2 , since the first summand is of degree n C 1 and the second
summand is of degree n  1 (see Lemma 5.5.3). Using (5.5.22) and (5.5.23), we
obtain

.n C 1/2 .n C 2/ .1/ .n C 1/.n C 2/ .2/

 o Yn ./ D 
.1/
o Yn ./ C o Yn ./
2n C 1 2n C 1
.n  1/n2 .1/ n.n  1/ .2/
 o Yn ./  o Yn ./
2n C 1  2n C 1 
.1/ .2/
D .n.n C 1/  2/o Yn ./ C 2o Yn ./
.1/ .2/
D o .n.n C 1/  2/Yn ./ C 2o Yn ./

D o .  2/Yn ./ C 2o Yn ./:

.1/ .2/
(5.6.10)

Thus, our formula is true for every spherical harmonic. The completeness of the
system of vector spherical harmonics in l2 .S2 / then implies the validity for all
sufficiently smooth functions. Part .i i / follows from the adjointness of the operators
o.i / and O .i / and the self-adjointness of  . t
u
Lemma 5.6.1 helps us to find a vectorial Beltrami operator by observing the
identities

. C 2/o.1/Yn D n.n C 1/o.1/ Yn C 2o.2/ Yn ; (5.6.11)

 o.2/ Yn D 2n.n C 1/o.1/Yn  n.n C 1/o.2/ Yn ; (5.6.12)
 .3/
 o Yn D n.n C 1/o Yn : .3/
(5.6.13)
238 5 Vectorial Spherical Harmonics in R3

In consequence, we have

pnor . C 2/o.1/ Yn D n.n C 1/o.1/Yn ; (5.6.14)

 .2/
ptan  o Yn D n.n C 1/o Yn ; .2/
(5.6.15)
ptan  o.3/ Yn D n.n C 1/o.3/Yn : (5.6.16)

In other words, (5.6.14)(5.6.16) motivate the introduction of the vectorial Beltrami

operator in the following way.
Definition 5.6.2. The operator  W c.2/ .S2 / ! c.S2 / given by

 D pnor . C 2/pnor C ptan  ptan (5.6.17)

is called the vectorial Beltrami operator, where the application of  on vector

fields is understood in the sense of (5.6.2).
As an immediate consequence of Lemma 5.6.1, we obtain the following result.
Lemma 5.6.3. If F W S2 ! R and f W S2 ! R3 are sufficiently smooth, then, for
i 2 f1; 2; 3g,

 o.i /F D o.i /  F; (5.6.18)

O .i /  f D  O .i / f: (5.6.19)

Lemma 5.6.3 motivates us to characterize the spectrum of the operator  .

Theorem 5.6.4. Any vector spherical harmonic yn 2 harmn .S2 / of degree n 2 N0
is an infinitely often differentiable eigenfunction of the vectorial Beltrami operator
 with respect to the eigenvalue . /^ .n/ D n.n C 1/. Conversely, any infinitely
often differentiable eigenfunction of  is a vector spherical harmonic.
Remark 5.6.5. The vector spherical harmonics can be seen to be the eigenfunctions
of an operator  that can be introduced (without projection operators) only by
the use of differentiation processes in R3 (see Gervens 1989). More explicitly, the
following theorem is valid.
Theorem 5.6.6. Let  be given by

 f ./ D  f ./  2. ^ r / ^ f ./  2f ./; f 2 c.2/ .S2 /: (5.6.20)

Then, for n 2 N0 ,

 yn C n.n C 1/yn D 0; yn 2 harmn .S2 /: (5.6.21)

5.7 Vectorial Addition Theorem 239

5.7 Vectorial Addition Theorem

Our interest is the formulation of a vectorial analog of the addition theorem for
scalar spherical harmonics (Theorem 4.3.29) of Sect. 4.3. This vectorial addition
theorem assures the existence of a reproducing kernel of tensorial structure which
is a basic tool, e.g., in the theory of vectorial zonal functions (cf. Freeden et al.
(1998) and Freeden and Schreiner (2009) and the references therein). In addition,
this addition theorem offers a better insight into orthogonal invariance within the
theory of vector spherical harmonics.
.i /
Let fyn;j gi D1;2;3I j Dn;:::;n be an l2 .S2 /-orthonormal basis of harmn .S2 /, n 2 N0 ,
as defined by (5.2.15) in Theorem 5.2.7, corresponding to an L2 .S2 /-orthonormal
basis fYn;j gj Dn;:::;n of Harmn .S2 /, i.e., yn;j D .
n /1=2 o.i /Yn;j , n 2 N0i . Then,
.i / .i /

the announced vectorial analog of the addition theorem deals with the question of
determining the expression

2n C 1 .i;k/ X n
.i / .k/
pn .; / D yn;j ./ yn;j ./; ;  2 S2 ; (5.7.1)
4 j Dn

where denotes the dyadic tensor product of two vectors. Note that rank-2 tensor
fields are denoted by lower case bold letters. Furthermore, we require the following
bits of notation for tensor fields:
The identity tensor in R33 , i.e.,

X
3
iD "i "i ; (5.7.2)
i D1

is projected onto the tangential components at a point on the unit sphere. This
defines the surface identity tensor field

itan ./ D i   ;  2 S2 : (5.7.3)

The surface rotation tensor field is given by

X
3
jtan ./ D  ^ i D . ^ "i / "i ;  2 S2 : (5.7.4)
i D1

Our purpose is to explain how a vectorial counterpart of tensorial nature for the
Legendre polynomial comes into play. For that purpose, we first extend in canonical
way the definition of the o.i /-operators defined by (5.2.2)(5.2.4) in Definition 5.2.1
to vector fields.
240 5 Vectorial Spherical Harmonics in R3

Suppose that f W S2 ! R3 is a sufficiently smooth vector field with the represen-

tation
X3
f ./ D Fk ./"k ; Fk ./ D f ./  "k ;  2 S2 : (5.7.5)
kD1

Then, we set

.i /
X
3
.i /
X
3
 .i / 
o f ./ D .o Fk .// "k D o .f ./  "k / "k ; (5.7.6)
kD1 kD1

where i D 1; 2; 3. Thus, o.i / maps scalar functions to vector fields and vector fields
to rank-2 tensor fields, respectively.
In accordance with this nomenclature, (5.7.1) can be expressed as follows:

X
n X
n
yn;j ./ yn;j ./ D .
.in / /1=2 .
.k/ 1=2
.i / .k/ .i /
n / o Yn;j ./ o.k/
 Yn;j ./
j Dn j Dn

X
n
D .
.in / /1=2 .
.k/ 1=2 .i /
n / o o.k/
 Yn;j ./Yn;j ./
j Dn

2n C 1 .i / .k/
D .
.in / /1=2 .
.k/
n /
1=2
o o Pn .  /: (5.7.7)
4
.i;k/
In other words, pn W S2 S2 ! R33 , n 2 N, is given in terms of the one-
dimensional Legendre polynomial by

.i / 1=2 1=2 .i /
n .; / D .
n /
p.i;k/ .
.k/
n /  Pn .  /;
o o.k/ ;  2 S2 ; (5.7.8)

.1;1/ .1/ .1/

and p0 .; / D o o P0 . / D  . Altogether, this leads us to the following
variant of the addition theorem for vector spherical harmonics.
.i /
Theorem 5.7.1 (Addition Theorem for harmn .S2 /). Let fyn;j gi D1;2;3Ij Dn;:::;n be
an l2 .S2 /-orthonormal basis of the space harmn .S2 /, n 2 N0 , as given by (5.2.15)
in Theorem 5.2.7. Then,

X
n
.i / .k/ 2n C 1 .i;k/
yn;j ./ yn;j ./ D pn .; / (5.7.9)
j Dn
4

2n C 1 .i / .k/
D .
.in / /1=2 .
.k/
n /
1=2
o o Pn .  /
4

holds for ;  2 S2 , n 2 N, and i; k 2 f1; 2; 3g. For .i; k/ D .1; 1/, we have
5.7 Vectorial Addition Theorem 241

X
n
.1/ .1/ 2n C 1 .1;1/
yn;j ./ yn;j ./ D pn .; /; (5.7.10)
j Dn
4

for n 2 N0 , i.e., also for n D 0.

.i;k/
Definition 5.7.2. The kernel pn W S2 S2 ! R33 , i; k 2 f1; 2; 3g, given by

4 X n
.i / 1=2 1=2 .i / .i / .k/
n .; / D .
n /
p.i;k/ .
.k/
n /  Pn . / D
o o.k/ y ./yn;j ./
2n C 1 j Dn n;j
(5.7.11)
is called the Legendre rank-2 tensor kernel of type .i; k/ and degree n 2 N0i;k with
respect to the dual system of operators o.i /; O .i / , i 2 f1; 2; 3g. Note that we use the
notation
(
N0 ; .i; k/ D .1; 1/;
N0i;k D (5.7.12)
N ; else:

The kernel
X
3 X
3
pn D p.i;k/
n (5.7.13)
i D1 kD1

is called the Legendre rank-2 tensor kernel of degree n 2 N with respect to the dual
.1;1/
system of operators o.i / ; O .i /; i D 1; 2; 3, and p0 D p0 .
.i;k/
The main problem to be solved is the evaluation of pn as introduced by (5.7.8).
As auxiliary results we verify the following identities.
Lemma 5.7.3. For ;  2 S2 ,

.2/
o .  .  // D itan ./  .  .  // ; (5.7.14)
.3/
o .  .  // D jtan ./  . ^ / ; (5.7.15)
.2/
o . ^ / D jtan ./    ^ ; (5.7.16)
.3/
o . ^ / D .  /itan ./  .  .  // : (5.7.17)

Proof. We prove the first and third formulas. The second and fourth formulas follow
by similar arguments, since we know that L D  ^ r . First, we get
242 5 Vectorial Spherical Harmonics in R3

.2/ .2/
X
3
o .  .  // D o ..  "l /  .  /.  "l //"l (5.7.18)
lD1

X
3
D ."l  .  "l // "l  ..  "l /.  .  // "l /
lD1

D itan ./  .  .  // :

Furthermore, we have

.2/ .2/
X
3
o . ^ / D o .. ^ /  "l /"l (5.7.19)
lD1

.2/
X
3
D o .."l ^ /  /"l
lD1

X
3
D ."l ^   .."l ^ /  // "l
lD1

X
3
D . ^ "l / "l  .. ^ /  "l / "l
lD1

D jtan ./    ^ ;

which yields the third formula. t

u
If F W 1; 1 ! R is sufficiently smooth, then, for ;  2 S2 , we obtain from
Lemma 5.7.3:
.1/
 F .  / D F .  / ;
o o.1/ (5.7.20)
.1/ 0
 F .  / D F .  / .  .  //;
o o.2/ (5.7.21)
.1/ 0
 F .  / D F .  / . ^ /:
o o.3/ (5.7.22)

.2/ .1/ .3/ .1/

Similar results hold for o o F .  / and o o F .  /. Treating the tangential
operators, we find, for ;  2 S2 ,

.2/  0
 F .  /Dr .F .  /.  .  ///
o o.2/ (5.7.23)
D.r F 0 .  // . .  //CF 0 .  /r . .  //
DF 00 .  /.  .  // .  .  //
CF 0 .  /.itan ./  .  .  // /
5.7 Vectorial Addition Theorem 243

and
.2/  0
 F .  / D r .F .  / ^ /
o o.3/ (5.7.24)
D .r F 0 .  // . ^ / C F 0 .  /r . ^ /
D F 00 .  /.  .  // . ^ /
CF 0 .  / .jtan ./   . ^ // :

Similar calculations yield the formulas

.3/ 00
 F .  / D F .  /. ^ / .  .  //
o o.2/ (5.7.25)
CF 0 .  /.jtan ./  . ^ / /

and
.3/ 00
 F .  / D F .  /. ^ / . ^ /
o o.3/ (5.7.26)
CF 0 .  /..  /itan ./  .  .  // /:

Applying these results to the scalar Legendre polynomial Pn , we obtain the

.i;k/
following representation for the Legendre rank-2 tensor kernel pn of type .i; k/
and degree n 2 N0i;k with respect to the dual system of operators o.i /, O .i / , i; k 2
f1; 2; 3g.
Theorem 5.7.4. Suppose that n 2 N0i;k , i; k 2 f1; 2; 3g. Then, the identities

p.1;1/
n .; / D Pn .  / ; (5.7.27)
1
p.1;2/
n .; / D p Pn0 .  / .  .  //; (5.7.28)
n.n C 1/
1
p.1;3/
n .; / D p Pn0 .  /  ^ ; (5.7.29)
n.n C 1/
1
p.2;1/
n .; / D p Pn0 .  /.  .  // ; (5.7.30)
n.n C 1/
1
p.3;1/
n .; / D p Pn0 .  / ^  ; (5.7.31)
n.n C 1/
1
p.2;2/ .; / D .P 00 .  /.  .  // .  .  //
n
n.n C 1/ n
C Pn0 .  /.itan ./  .  .  // //; (5.7.32)
244 5 Vectorial Spherical Harmonics in R3

1
p.2;3/ .; / D .P 00 .  /.  .  //  ^ 
n
n.n C 1/ n
C Pn0 .  /.jtan ./    ^ //; (5.7.33)
1
p.3;2/ .; / D .P 00 .  / ^  .  .  //
n
n.n C 1/ n
C Pn0 .  /.jtan ./   ^  //; (5.7.34)
1
p.3;3/ .; / D .P 00 .  / ^   ^ 
n
n.n C 1/ n
C Pn0 .  /..  /itan ./  .  .  // // (5.7.35)

hold for all .; / 2 S2 S2 .

The case  D  in the previous theorem is of particular interest. Observing that
Pn .1/ D 1, Pn0 .1/ D 12 n.n C 1/, and Pn00 .1/ D 18 n.n C 1/.n.n C 1/  2/ (use D 12
in (3.4.7) and Theorem 3.4.5 in Sect. 3.4), we obtain the following corollary.
Corollary 5.7.5. For n 2 N0i;k , i; k 2 f1; 2; 3g, and all  2 S2 ,

p.1;1/
n .; / D  ; (5.7.36)

n .; / D pn .; / D 0;
p.1;i i D 2; 3;
/ .i;1/
(5.7.37)
1
p.2;2/
n .; / D p.3;3/
n .; / D itan ./; (5.7.38)
2
1
p.2;3/
n .; / D p.3;2/
n .; / D  jtan ./: (5.7.39)
2
It follows readily that

trace ..  .  // .  .  /// D .  /.1  .  /2 / (5.7.40)

and
trace .. ^ / . ^ // D .1  .  /2 /: (5.7.41)
Hence, we get the following identities from Theorem 5.7.4.
Lemma 5.7.6. For n 2 N0i;k , i; k 2 f1; 2; 3g, and all ;  2 S2 , we have

trace .p.1;1/
n .; // D Pn .  /.  /; (5.7.42)
trace .p.1;2/
n .; // D trace .p.2;1/
n .; //
1
D p Pn0 .  /.1  .  /2 /; (5.7.43)
n.n C 1/
5.7 Vectorial Addition Theorem 245

1
trace .p.2;2/ .  // D .P 00 .  /.1  .  /2 /.  / C 2Pn0 .  //;
n
n.n C 1/ n
(5.7.44)
trace .p.3;3/
n .; // D Pn .  /; (5.7.45)
trace .p.1;3/
n .; // D trace .p.3;1/
n .; // D trace .p.2;3/
n .; //
D trace .p.3;2/
n .; // D 0: (5.7.46)

Taking  D  in Lemma 5.7.6, we get in connection with Theorem 5.7.1 the

following result.
.i /
Lemma 5.7.7. Let n 2 N0i and i 2 f1; 2; 3g. If yn;j ; j D n; : : : ; n, forms an
l2 .S2 /-orthonormal basis of harm.in / .S2 /, then

X n X n
.i / 2 .i / .i / 2n C 1
yn;j
./ D trace yn;j ./ yn;j ./ D : (5.7.47)
j Dn j Dn
4

.i /
Every vector spherical harmonic yn 2 harm.in / .S2 / of degree n and type i can be
represented by its orthogonal expansion

X
n
.i /
yn.i / D an;jyn;j (5.7.48)
j Dn

with
.i /
an;j D hyn.i / ; yn;j il2 .S2 / ; j D n; : : : ; n: (5.7.49)
The application of the CauchySchwarz inequality in combination with Lemma 5.7.7
yields the estimate

 X
n  X
n  2n C 1 X 2
n
2n C 1 .i / 2
.i / .i /
jyn ./j2  2
an;j jyn;j ./j2 D an;j D kyn kl2 .S2 /
4 4
j Dn j Dn j Dn
(5.7.50)
for all  2 S2 . Thus, we finally obtain the following lemma.
.i /
Lemma 5.7.8. Suppose yn is a member of harm.in / .S2 /, n 2 N0i , i 2 f1; 2; 3g. Then,
r
2n C 1 .i /
kyn.i / kc.S2 /  kyn kl2 .S2 / : (5.7.51)
4

In particular, r
.i / 2n C 1
kyn;j kc.S2 /  : (5.7.52)
4
246 5 Vectorial Spherical Harmonics in R3

5.8 Vectorial FunkHecke Formulas

Next, we deal with generalizations of the FunkHecke formula (Theorem 4.5.6 of

Sect. 4.5) to the vectorial case. It turns out that we find two variants:
(i) Let g.; / W S2 ! R3 be a vector field which is invariant with respect to all
orthogonal transformations t 2 SO.3/ leaving  2 S2 fixed. Determine the
integral Z
g.; /  yn.i / ./ dS./; (5.8.1)
S2
.i /
where yn 2 harm.in / .S2 /, n 2 N0i .
(ii) Let G 2 L1 .1; 1/;  2 S2 fixed. Determine the integral
Z
G.  /yn.i / ./ dS./; (5.8.2)
S2

.i /
where yn 2 harm.in / .S2 /, n 2 N0i .
Remark 5.8.1. Note that the integral (5.8.1) is scalar-valued, while (5.8.2) is vector-
valued. This difference causes completely different ways of establishing the Funk
Hecke formulas. The first variant uses certain properties of invariant vector fields,
while the second one is based on the Cartesian representation of vector spherical
harmonics.
We remember the representation theory needed for our studies on the FunkHecke
formula (see Sects. 4.2 and 4.5).
Now, assume that f; g are of class l2 .S2 /; t 2 SO.3/. Then, it follows that

hRt f; gil2 .S2 / D hf; RtT gil2 .S2 / : (5.8.3)

But this means that the adjoint operator of Rt is given by RtT . Let F 2 C.1/ .S2 / and
t 2 SO.3/. Then, we find with (4.2.5) of Definition 4.2.1 that
 
.1/
o Rt F ./ D F .t/ D tT tF .t/ D Rt o.1/ F ./ (5.8.4)

and by the chain rule

 
o Rt F ./ D r F .t/ D tT .r  F /.t/ D Rt o.2/ F ./:
.2/
(5.8.5)

An analogous result holds for o.3/ . Together with (5.8.3), for F 2 C.1/ .S2 / and any
t 2 SO.3/, we obtain that, for all i 2 f1; 2; 3g and  2 S2 ,

.i /
o Rt F ./ D Rt o.i / F ./ (5.8.6)
5.8 Vectorial FunkHecke Formulas 247

and for f 2 c.1/ .S2 /;

.i /
O Rt f ./ D Rt O .i / f ./: (5.8.7)
Therefore, we remember in connection with the results of Sect. 4.2 and Theo-
rem 4.5.3 that the space l2.i / .S2 / is SO.3/-invariant for all i 2 f1; 2; 3g.
Another coordinate-free classification of vector spherical harmonics can be given
by looking at the following system of partial differential equations:

 .  f .// C n.n C 1/f ./ D 0; n

0; (5.8.8)
r .r  f .// C n.n C 1/f ./ D 0; n
1; (5.8.9)
L .r  .f ./ ^ // C n.n C 1/f ./ D 0; n
1: (5.8.10)

.1/ .1/
Solutions yn of (5.8.8) fulfill ^yn ./ D 0 and, consequently, there exists a scalar
.1/
function F such that yn ./ D F ./. In connection with (5.8.8), this leads to

. F ./ C n.n C 1/F .// D 0; (5.8.11)

which means that F is a spherical harmonic of degree n, i.e., solutions of (5.8.8) are
.1/
of the form yn ./ D Yn ./.
For solutions yn of (5.8.9), we get  yn ./ D 0 and r . ^yn .// D 0, such
.2/ .2/ .2/

that there exists a scalar function G with yn ./ D r G./. Together with (5.8.9),
.2/

this leads to
r . G./ C n.n C 1/G.// D 0: (5.8.12)
Consequently, we have

 G./ C n.n C 1/G./ D const: (5.8.13)

This means that, up to a constant, G is a spherical harmonic of degree n, i.e.,

solutions of (5.8.9) are of the form yn ./ D r Yn ./.
.2/

Analogously, solutions yn of (5.8.10) fulfill both  yn ./ D 0 and r yn ./,
.3/ .3/ .3/

which means that there exists a scalar function H such that yn ./ D L H./.
.3/

Consequently,
L . H./ C n.n C 1/H.// D 0 (5.8.14)

and, therefore, yn ./ D L Yn ./.

.3/

As we have seen, the solutions of the differential Eqs. (5.8.8)(5.8.10) are

the vector spherical harmonics (as defined by (5.2.15) in Definition 5.2.5). This
observation has immediate consequences for the spaces harm.in / .S2 / of vector
spherical harmonics. In fact, they can be regarded as the smallest orthogonally
invariant spaces.
Theorem 5.8.2. The spaces harm.in / .S2 / of vector spherical harmonics are orthog-
onally invariant and irreducible.
248 5 Vectorial Spherical Harmonics in R3

Proof. The orthogonal invariance is a direct consequence of the invariant differen-

tial operators of (5.8.8)(5.8.10). To be more concrete, suppose that there exists an
orthogonally invariant subspace of harm.in / .S2 /.
The application of the operators O .i / to the respective elements wouldbecause
of Definition 5.2.5generate an orthogonally invariant subspace in the space of
scalar spherical harmonics. This, however, is a contradiction to the irreducibility of
the spaces Harmn .S2 /. t
u
Theorem 5.8.2 shows that vector spherical harmonics have the same significance for
spherical vector fields as the spherical harmonics in the theory of scalar spherical
fields. Further consequences for vector spherical harmonics can be found, e.g., in
Freeden and Schreiner (2009).
Assume that F 2 L2 .S2 / with Rt F D F for all t 2 SO .3/. Then, we already
know that there exists a function FQ 2 L2 .1; 1/ such that F ./ D FQ . /;  2 S2 .
Furthermore, we have shown in Lemma 4.5.1 that if F is, in addition, a spherical
harmonic of degree n, i.e., F 2 Harmn .S2 /, there exists a constant C 2 R such that

F ./ D C Pn .  /;  2 S2 : (5.8.15)

A generalization of these results to the vectorial case can be written down as follows
by using (5.8.6) or (5.8.7), respectively:
(i) If f 2 c.1/ .S2 / satisfies Rt f D f for all t 2 SO .3/,  fixed, then there exist
functions Fi 2 C.1; 1/, i D 1; 2; 3, such that

.i /
O f ./ D Fi .  /;  2 S2 : (5.8.16)

.i / .i / .i /
(ii) Let i 2 f1; 2; 3g and yn 2 harm.in / .S2 /, n 2 N0i , with Rt yn D yn for all
rotations t 2 SO .3/,  fixed. There exists a constant C 2 R such that

.i /
yn.i / ./ D C o Pn .  /;  2 S2 : (5.8.17)

Let  2 S2 be fixed. Assume that g.; / 2 c.1/ .S2 / is a spherical vector field with
Rt g.; / D g.; /,  2 S2 , for all t 2 SO .3/. It follows from the considerations
.i /
above that, for i 2 f1; 2; 3g, the functions O g.; / D Gi .  / depend only on
the inner product   . Thus, we may define in analogy to Theorem 4.5.6
Z 1
^
.O g/ .n/ D 2
.i /
Gi .t/Pn .t/ dt: (5.8.18)
1

.i /
It follows from (5.2.9) and Corollary 4.5.7 that yn D o.i / Yn 2 harm.in / .S2 /, n 2
N0i , satisfies
5.8 Vectorial FunkHecke Formulas 249

Z Z
.i /
g.; /  yn.i / ./ dS./ D O g.; /Yn ./ dS./ (5.8.19)
S2 S2

D .O .i / g/^ .n/Yn ./:

This leads us to the first variant of the vectorial FunkHecke formula.

Theorem 5.8.3 (FunkHecke Formula). Let  2 S2 be fixed. Assume that g.; / 2
c.1/ .S2 / satisfies
Rt g.; / D g.; / (5.8.20)
.i /
for all t 2 SO .3/ and all  2 S2 . Then, for i 2 f1; 2; 3g and yn 2 harm.in / .S2 /;
n
0i ,
Z
g.; /  yn.i / ./ dS./ D .
.in / /1 .O .i / g/^ .n/O.i / yn.i / ./; (5.8.21)
S2

where .O .i / g/^ .n/ is defined by (5.8.18).

By virtue of the addition theorem for vector spherical harmonics, we immediately
obtain the following consequence.
Corollary 5.8.4. Let  2 S2 be fixed, g.; / 2 c.1/ .S2 /. Assume that

Rt g.; / D g.; / (5.8.22)

for all t 2 SO .3/ and all  2 S2 . Then, for all  2 S2 , i 2 f1; 2; 3g, and n 2 N0i ,
Z
.i / 1 .i / ^ .i /
n .; / dS./ D .
n / .O g/ .n/ o Pn .  /:
g.; /T p.i;i /
(5.8.23)
S2

We now come to the second variant of the vectorial FunkHecke formula as

announced in (5.8.2). The basic ideas to handle this problem are the representation
of vector spherical harmonics by means of restrictions of homogeneous harmonic
vector polynomials and the componentwise application of the (scalar) FunkHecke
formula.
Let Yn 2 Harmn .S2 / be a spherical harmonic. Then, we know from Lemma 5.5.3
that the Cartesian components of the spherical vector field

 7! oQ .in / r n Yn ./jrD1 ;  2 S2 ; i 2 f1; 2; 3g; n 2 N0i ; (5.8.24)

are (scalar) spherical harmonics of degree deg.i / .n/ (which is n  1, n, or n C 1

depending on the type i , see Lemma 5.5.3). Thus, we get, for G 2 L1 .1; 1/ and
 2 S2 ,
Z
G.  /oQ .in / r n Yn ./jrD1 dS./ D G ^ .deg.i / .n//oQ .in / r n Yn ./jrD1 : (5.8.25)
S2
250 5 Vectorial Spherical Harmonics in R3

We know from the formulas (5.5.25)(5.5.27) how a vector spherical harmonic is

expressible by restrictions of homogeneous harmonic vector polynomials. Combin-
ing these results, we get the second variant of the vectorial FunkHecke formula.
Theorem 5.8.5 (FunkHecke Formula). Let G be of class L1 .1; 1/. Assume
that Yn 2 Harmn .S2 /. Then, for all  2 S2 and for all n 2 N,
Z
.1/ ^ ^
G.  /o Yn ./ dS./ D G.1;1/  Yn ./ C G.1;2/ .n/o Yn ./; (5.8.26)
.n/o.1/ .2/
S2
Z
.2/ ^ ^
G.  /o Yn ./ dS./ D G.2;1/  Yn ./ C G.2;2/ .n/o Yn ./; (5.8.27)
.n/o.1/ .2/
S2
Z
.3/ ^
G.  /o Yn ./ dS./ D G.3;3/ .n/o.3/
 Yn ./; (5.8.28)
S2

^
where the coefficients G.i;j / .n/ are given by

^ 1  
G.1;1/ .n/ D .n C 1/G ^ .n C 1/ C nG ^ .n  1/ ; (5.8.29)
2n C 1
^ 1  ^ 
G.1;2/ .n/ D G .n  1/  G ^ .n C 1/ ; (5.8.30)
2n C 1
^ n.n C 1/  ^ 
G.2;1/ .n/ D G .n  1/  G ^ .n C 1/ ; (5.8.31)
2n C 1
^ 1  ^ 
G.2;2/ .n/ D nG .n C 1/ C .n C 1/G ^ .n  1/ ; (5.8.32)
2n C 1
^
G.3;3/ .n/ D G ^ .n/: (5.8.33)

.i /
Remark 5.8.6. For n D 0, we know that o Yn ./ D 0, i D 2; 3, but we can find
the following analog to Theorem 5.8.5:
Z
G.  /o Y0 ./ dS./ D G ^ .1/o.1/
.1/
 Y0 ./: (5.8.34)
S2

^
In terms of the coefficients G.i;j / .n/, we set

^
G.1;1/ .0/ D G ^ .1/; (5.8.35)
^ ^ ^ ^
G.1;2/ .0/ D G.2;1/ .0/ D G.2;2/ .0/ D G.3;3/ .0/ D 0:

Note that the space l2.3/ .S2 / is invariant with respect to the defined integral operator,
while l2.1/ .S2 / and l2.2/ .S2 / are not. However, it is clear that l2.1/ .S2 / l2.2/ .S2 / is an
invariant subspace of l2 .S2 /.
5.9 Vectorial Counterparts of the Legendre Polynomial 251

5.9 Vectorial Counterparts of the Legendre Polynomial

In this section, our purpose is to extend the operators O .i / to rank-2 tensor fields.
For sufficiently smooth fields f W S2 ! R3 R3 of the form

X
3 X
3
f./ D Fj k ./"j "k ; (5.9.1)
j D1 kD1

we let
X
3 X
3 
.i / .i /
O f./ D O Fj k ./" "k :
j
(5.9.2)
kD1 j D1

.i;i /
According to (5.9.2), it is clear that the Legendre rank-2 tensor kernel pn .; /
of type .i; i / and degree n 2 N0i is the reproducing kernel of harm.in / .S2 / in the
following sense:
(i) For all  2 S2 ,
.i /
n .; / 2 harmn .S /:
O p.i;i / .i / 2
(5.9.3)

(ii) For every f 2 harm.in / .S2 / and all  2 S2 ,

D E
.i / .i /
O f ./ D O p.i;i
n .; /; f 2
/
: (5.9.4)
l .S2 /

Moreover, let a 2 R3 and  2 S2 be fixed. For n 2 N0i;k , the vector field

4 X n
.k/ .i /
n .; /  a D
p.i;k/ .y ./  a/yn;j (5.9.5)
2n C 1 j Dn n;j

is a vector spherical harmonic of degree n and type i . Thus, we obtain from (5.7.50)
and Lemma 5.7.7
 2 X
n
2n C 1 4 .k/
jp.i;k/
n .; /  aj 
2
.yn;j ./  a/2  jaj2 (5.9.6)
4 2n C 1 j Dn

for n 2 N0i;k and all ;  2 S2 . This gives us the following result.

Lemma 5.9.1. Let i; k; l 2 f1; 2; 3g, n 2 N0i;k . For all ;  2 S2 ,

n .; /  " j  1
jp.i;k/ l
(5.9.7)
252 5 Vectorial Spherical Harmonics in R3

.i;k/
and the modulus of pn .; / is

X
3 1=2 p
n .; /j D
jp.i;k/ jp.i;k/
n .; /" j
l 2
 3; (5.9.8)
lD1

P3
where for rank-2 tensors t the modulus is defined by jtj2 D i;j D1 jtij j
2
.
Lemma 5.9.1 generalizes the estimate jPn .t/j  1, t 2 1; 1, of the scalar
Legendre polynomial.
Remark 5.9.2. The addition theorem enables us to represent a vector-valued func-
tion on the sphere S2 by use of the Legendre tensors. More explicitly, suppose that
f is of class l2 .S2 / with

X
3
f D f .i / ; f .i / 2 l2.i / .S2 /: (5.9.9)
i D1

Then, it follows that

X
3 X n Z
1 X
f ./ D .i /
yn;m ./  f ./ dS./ yn;m
.i /
./ (5.9.10)
i D1 nD0i mDn S
2

X
3 X n Z
1 X
D .i /
.yn;m ./ yn;m
.i /
.//f ./ dS./
i D1 nD0i mDn S2

X 1 Z
3 X
2n C 1 .i;i /
D pn .; /f ./ dS./
i D1 nD0i S2 4

X 1 Z
3 X
2n C 1 .i;i /
D pn .; /f .i / ./ dS./:
i D1 nD0i S2 4

The expansion of vector fields in terms of the Legendre tensors can be regarded
as a natural extension of the scalar Fourier theory to the vectorial case. In order
to motivate an alternative approach based on Legendre vectors, we write the
representation of a vector-valued function on the sphere S2 in the following way:

X
3 X n Z
1 X
f ./ D f .i / ./  yn;m
.i / .i /
./ dS./ yn;m ./ (5.9.11)
i D1 nD0i mDn S
2

X
3 X n Z
1 X
f .i / ./.
.in / /1=2 o.i / Yn;m ./ dS./.
.in / /1=2 o Yn;m ./
.i /
D
i D1 nD0i mDn S
2
5.9 Vectorial Counterparts of the Legendre Polynomial 253

X 1
3 X Z X
n
.
.in / /1=2 O.i / f .i / ./.
.in / /1=2 o
.i /
D Yn;m ./Yn;m ./ dS./
i D1 nD0i S2 mDn

X 1
3 X Z
.i / 2n C1
D .
.in / /1=2 O.i / f .i / ./.
.in / /1=2 o Pn .  / dS./:
i D1 nD0i S2 4

This leads us to the following definition.

.i /
Definition 5.9.3. The Legendre vector field pn W S2 S2 ! R3 ; i 2 f1; 2; 3g, of
type i and degree n 2 N0i with respect to the dual system of operators o.i /; O .i / ; i 2
f1; 2; 3g, is given by
 1=2 .i /
pn.i / .; / D
.in / o Pn .  /; ;  2 S2 : (5.9.12)

The Legendre vector field pn W S2 S2 ! R of degree n with respect to the dual

system of operators o.i / ; O .i /; i D 1; 2; 3, is defined by

X
3
.1/
pn .; / D pn.i / .; /; n 2 N; p0 .; / D p0 .; /: (5.9.13)
i D1

Following our considerations given above, every vector-valued function f 2 l2 .S2 /

admits an expansion

X 3 X 1 Z
2n C 1 .i / 1=2
f ./ D .
n / pn.i / .; /O.i / f ./ dS./: (5.9.14)
i D1 nD0
4 S2
i

Obviously, the Legendre vectors fulfill an addition theorem, which reads as follows:
Theorem 5.9.4. Let the system fYn;m gmDn;:::;n be an L2 .S2 /-orthonormal basis
.i /
of Harmn .S2 / and let yn;m D o.i / Yn;m be the corresponding vector spherical
harmonics. Then, for i 2 f1; 2; 3g, n 2 N0i , and all ;  2 S2 ,

X
n
2n C 1 .i /
.i /
yn;m ./Yn;m ./ D pn .; /: (5.9.15)
mDn
4

The Legendre polynomials and the corresponding Legendre vector and rank-2
tensor functions are related in the following way:
.i;k/
Lemma 5.9.5. Let Pn be the Legendre polynomials of degree n 2 N, pn be the
.i /
corresponding Legendre tensors of degree n 2 N and type .i; k/ and pn be the
corresponding Legendre vector of degree n 2 N and type i . Then, for all ;  2 S2 ,
254 5 Vectorial Spherical Harmonics in R3

Pn .  / D .
.in / /1=2 .
.k/ 1=2 .k/
n / O O.i / p.i;k/
n .; /; (5.9.16)

and
Pn .  / D .
.in / /1=2 O pn.i / .; /:
.i /
(5.9.17)
.1/
Furthermore, with
0 D 1 we have

.1/ .1/
P0 .  / D O O.1/ p.1;1/
n .; / D O pn.1/ .; /: (5.9.18)

Remark 5.9.6. The whole approach to vector spherical harmonics can be extended
in a canonical way to the theory of tensor spherical harmonics which are also
generated from the scalar ones by application of certain operators mapping scalar
functions to tensor fields. In the tensorial setup it is also possible to determine
complete orthonormal systems, characterize tensor spherical harmonics as eigen-
functions, and find a tensorial addition theorem as well as a tensorial FunkHecke
formula. We refer to Freeden et al. (1998), Freeden and Schreiner (2009) and the
many references therein.

5.10 Application to Elastic Fields

Now, we come back to the example of Sect. 1.4, where we derived the Cauchy
Navier equation of linear elasticity. Starting with the homogeneous vector poly-
nomials in R3 , we develop vector polynomials that solve the CauchyNavier
equation (1.4.19), i.e.,

}u D u C r.r  u/ D 0; (5.10.1)

where and
denote the two Lame parameters.
Let navn .R3 / be the class of homogeneous vector polynomials of degree n
satisfying Naviers equations in R3 :
 
C

navn .R / D u 2 homn .R / W }u D u C r.r  u/ D 0;  D

3 3
;

(5.10.2)
where a vector polynomial hn 2 homn .R3 / if and only if hn "i 2 Homn .R3 / for i D
1; 2; 3. Note that hn .x/ D n hn .x/ for all 2 R, x 2 R3 , and hn 2 homn .R3 /.
Remark 5.10.1. If  D 0, (5.10.2) leads back to the space harmn .R3 / of vectorial
harmonic polynomials (well-known from Sect. 5.5 or, e.g., Freeden and Schreiner
2009).
5.10 Application to Elastic Fields 255

Every vector field u 2 navn .R3 / can be written in the form

X
n
j
u.x/ D cnj .x1 ; x2 / x3 ; x 2 R3 ; x D x1 ; x2 ; x3 T ; (5.10.3)
j D0

where the cnj W R2 ! R3 denote homogeneous vector polynomials of degree

n  j . It can be readily seen that }u allows the following representation:

}x u.x/ D x u.x/ C rx .rx  u.x// (5.10.4)

2
@ @
Da 2
u.x/ C bx u.x/ C cx ; x 2 R3 ;
@x3 @x 3

where we have used the matrix operators a; bx ; cx given by

2 3
10 0
a D 40 1 0 5 ; (5.10.5)
0 0 1C
2 3
0 0  @x@1
6 7
bx D 4 0 0  @x@2 5 ; (5.10.6)
 @x@ 1  @x@2 0
2 @2 @2
3
.1 C / @x 2 C
@x22
 @x@ 1 @x@2 0
6 1 7
cx D 6
4  @x@ 2 @x@1 @2
@x12
C .1 C / @x @2
2 0 7:
5 (5.10.7)
2
@2 @2
0 0 @x12
C @x22
:

Observing the fact that

@u X n1
j
.x1 ; x2 ; x3 / D .j C 1/cnj 1 .x1 ; x2 /x3 ; (5.10.8)
@x3 j D0

@2 u X n2
j
2
.x1 ; x2 ; x3 / D .j C 2/.j C 1/cnj 2 .x1 ; x2 /x3 ; (5.10.9)
@x3 j D0

we get from (5.10.3) the recursion relation

.j C 2/.j C 1/acnj 2 .x/ C .j C 1/bx cnj 1 .x/ C cx cnj .x/ D 0; (5.10.10)

x D x1 ; x2 T , j D 0; : : : ; n2. Since the matrix a is regular (note that  1), all

polynomials cj are determined, provided that the homogeneous vector polynomials
cn (of degree n) and cn1 (of degree n  1) are known. For cn 2 homn .R2 / there are
3.n C 1/ possible choices and for cn1 2 homn1 .R2 / there are 3n. Summarizing
our results, we obtain the following theorem.
256 5 Vectorial Spherical Harmonics in R3

Theorem 5.10.2. Let cn , cn1 W R2 ! R3 be homogeneous polynomials of degree

n, n  1, respectively. For j D 0; : : : ; n  2, we define recursively

1  
acnj 2 .x1 ; x2 / D  .j C 1/bx cnj 1 .x1 ; x2 / C cx cnj .x1 ; x2 / :
.j C 2/.j C 1/
(5.10.11)
Then, un W R3 ! R3 given by

X
n
j
un .x1 ; x2 ; x3 / D cnj .x1 ; x2 /x3 (5.10.12)
j D0

is a homogeneous polynomial of degree n in R3 satisfying the Navier equation

}x un .x/ D 0; x 2 R3 . Moreover, the number of linearly independent homogeneous
polynomials is equal to the total number of coefficients of cn and cn1 , i.e.,

dim.navn .R3 // D 3.2n C 1/: (5.10.13)

Remark 5.10.3. We know (see, e.g., Freeden and Schreiner 2009 and the references
therein) that homogeneous harmonic polynomials of different degrees are orthogo-
nal (in the l2 .S2 /-sense). This fact, however, is not true for the spaces navn .R3 / with
 0, as the following example shows.
The vector fields
2 3 2 3
0 x1 x2
6 7
u0 .x/ D 415 ; u2 .x/ D 4 2.C3/ .x12 C x22 C x32 /5 (5.10.14)
0 0

are elements of nav0 .R3 / and nav2 .R3 /, respectively. But it follows by an easy
calculation that Z
2
u0 ./  u2 ./ dS./ D  0: (5.10.15)
S2  C3
Nevertheless, we are able to prove the following result.
Theorem 5.10.4. Let un 2 navn .R3 /; um 2 navm .R3 /. Then,
Z
hun; um il2 .S2 / D un ./  um ./ dS./ D 0 (5.10.16)
S2

if jn  mj 2 and n m.
Proof. The proof of Theorem 5.10.4 can be found, e.g., in Freeden and Schreiner
(2009). t
u
Next, we are interested in giving explicit representations of homogeneous polyno-
mials of degree n which solve the Navier equation in R3 . This can be done, for
5.10 Application to Elastic Fields 257

example, by using the recursion formula (5.10.10). But we are also able to use
known information about scalar homogeneous harmonic polynomials. We start with
a preparatory lemma which follows straightforwardly.
Lemma 5.10.5. Let Hn 2 Harmn .R3 /, n 2 N0 . Then,
(i) x .Hn .x/x/ D 2rx Hn .x/,
 2 Hn .x// D m.m C 2n C 1/jxj Hn .x/; m
2;
m m2
(ii) x .jxj
(iii) x x rx Hn .x/ D 2.2n C 1/rx Hn .x/.
We are now interested in the following lemma that can be obtained by elementary
calculations.
Lemma 5.10.6. Let Hn W R3 ! R be a homogeneous harmonic polynomial of
degree n. Then, the following identities are valid:
(i) For all x 2 R3 ; }x .rx Hn .x// D 0.
(ii) For all x 2 R3 ; }x .x ^ rx Hn .x// D 0.
(iii) For all x 2 R3 ; }x .xHn .x/ C n jxj2 rx Hn .x// D 0, where

.3 C n/ C
.5 C n/
n D  : (5.10.17)
2 .n C
.3n C 1//
(iv) For all x 2 R3 , k D 1; 2; 3, }x .Hn .x/"k C n jxj2 rx rx  .Hn .x/"k // D 0,
where
C

n D  : (5.10.18)
.2 C 6
/ n  2  4

 
(v) For all x 2 R3 , k D 1; 2; 3, }x Hn .x/"k C n ."k  rx Hn .x//x D 0, where

n D  : (5.10.19)
.n C 2/ C .n C 4/

Lemma 5.10.6 enables us to develop three important systems of polynomial

solutions of the Navier equation.
Lemma 5.10.7. Let fHn;j gj Dn;:::;n be a linearly independent system of scalar
homogeneous harmonic polynomials of degree n. The functions wn;j;k W R3 ! R3
with k D 1; 2; 3 defined by
 
wn;j;k .x/ D Hn;j .x/"k C n jxj2 rx rx  .Hn;j .x/"k / ; x 2 R3 ; (5.10.20)

form a set of 3.2nC1/ linearly independent elements of navn .R3 /, where n is given
by (5.10.18).

Lemma 5.10.8. Let fHn;j gj Dn;:::;n be a linearly independent system of scalar

homogeneous harmonic polynomials of degree n. The functions vn;j;k W R3 ! R3
with k D 1; 2; 3 defined by
 
vn;j;k .x/ D Hn;j .x/"k C n "k  rx Hn;j .x/ x; x 2 R3 ; (5.10.21)
258 5 Vectorial Spherical Harmonics in R3

form a set of 3.2nC1/ linearly independent elements of navn .R3 /, where n is given
by (5.10.19).
Remark 5.10.9. The system (5.10.20) can be found in Lurje (1963), while the
system (5.10.21) has been discussed in Bauch (1981). Unfortunately both systems
do not show orthogonal invariance, i.e., tT vn;j;k .t/ (resp. tT wn;j;k .t/) generally is
not a member of the span of the system fvn;j;k g (resp. fwn;j;k g). A polynomial system
showing this property will be listed now.
Lemma 5.10.10. Let fHk;j gkDn1;n;nC1;j Dk;:::;k be a linearly independent system
.i /
of scalar homogeneous harmonic polynomials. Then, the functions un;j W R3 ! R3
with i D 1; 2; 3 defined by
.1/
un;j .x/ DHn1;j .x/x C n1 jxj2 rx Hn1;j .x/; n 2 N; j D n C 1; : : : ; n  1;
(5.10.22)
.2/
un;j .x/ Drx HnC1;j .x/; n 2 N0 ; j D n  1; : : : ; n C 1; (5.10.23)
.3/
un;j .x/ Dx ^ rx Hn;j .x/; n 2 N; j D n; : : : ; n; (5.10.24)

form a set of 3.2nC1/ linearly independent elements of navn .R3 /, where n is given
by (5.10.17).
.2/ .3/
The functions un;j ; un;j are characterized by the following properties:

.2/ .2/
rx  un;j .x/ D 0; rx ^ un;j .x/ D 0; (5.10.25)
.3/ .3/
x  un;j .x/ D 0; rx  un;j .x/ D 0: (5.10.26)

.2/
From a physical point of view this means that un;j is a poloidal field (i.e., a vector
.3/
field free of dilatation and torsion), while un;j is a toroidal field. Only the functions
.1/
un;j are responsible for a change of the volume.
Remark 5.10.11. There is a very interesting relation between the systems fwn;j;k g,
.i /
fvn;j;k g, k D 1; 2; 3, introduced by Lemmas 5.10.7 and 5.10.8 and the system fun;j g,
P3
i D 1; 2; 3, of Lemma 5.10.10. Replacing Hn1;j by kD1 "k  rHn;j (note that
"k  rHn;j is a homogeneous harmonic polynomial of degree n  1 due to a result
.1/
in Freeden and Schreiner (2009)) in the representation of un;j (see (5.10.22)), we
obtain a field zn;j defined as follows:

X
3  X
3 
 k   k 
zn;j .x/ D "  rx Hn;j .x/ x C n1 x rx
2
"  rx Hn;j .x/ :
kD1 kD1
(5.10.27)
5.10 Application to Elastic Fields 259

It is clear that zn;j satisfies the Navier equation. Moreover, it is easy to see that
n D n =n1 . But this shows that

X
3 X
3
n
vn;j;k D wn;j;k  zn;j ; n 2 N0 ; j D n; : : : ; n: (5.10.28)
n1
kD1 kD1

Assuming that the scalar system fHn;j gn2N0 ;j Dn;:::;n forms an orthonormal system
of homogeneous harmonic polynomials with respect to L2 .S2 /, the following
orthogonal relations can be guaranteed:
Z
.i / .k/
un;j ./  un;l ./ dS./ D 0 if i k or j l; (5.10.29)
S2
Z
.i / .i /
un;j ./  um;k ./ dS./ D 0 if n m or j k; i D 1; 2; 3; (5.10.30)
S2
Z
.3/ .i /
un;j ./  um;k ./ dS./ D 0 if i D 1; 2: (5.10.31)
S2

This shows us the following lemma.

Lemma 5.10.12. The space navn .R3 /, n > 0, defined by (5.10.2) can be decom-
.i /
posed into three subspaces navn .R3 /, i D 1; 2; 3, given by
.1/
n .R / D span un;j W j D n C 1; : : : ; n  1 ;
nav.1/ 3
(5.10.32)
.2/
n .R / D span un;j W j D n  1; : : : ; n C 1 ;
nav.2/ 3
(5.10.33)
.3/
n .R / D span un;j W j D n; : : : ; n ;
nav.3/ 3
(5.10.34)

such that

navn .R3 / D nav.1/

n .R / navn .R / navn .R /:
3 .2/ 3 .3/ 3
(5.10.35)

For n D 0,
.2/ .2/
nav0 .R3 / D nav0 .R3 / D span u0;j W j D 1; 0; 1 : (5.10.36)

Moreover, we have the following dimensions:

   
dn.1/ D dim nav.1/
n .R / D 2n  1;
3
dn.2/ D dim nav.2/
n .R / D 2n C 3;
3

(5.10.37)
    .2/
dn.3/ D dim nav.3/
n .R / D 2n C 1;
3
dim nav0 .R3 / D d0 D 3:
260 5 Vectorial Spherical Harmonics in R3

.i /
As mentioned above, the spaces navn .R3 /; i D 1; 2; 3, are orthogonally invariant
.i /
in the sense that un 2 navn .R3 / is equivalent to

tT un .t/ 2 nav.in / .R3 /; (5.10.38)

i D 1; 2; 3, for every orthogonal transformation t 2 O.3/. Thus, we have found a

decomposition of navn .R3 / into three invariant subspaces.
.i / .i / .i /
Next, assume that wn is a member of navn .R3 /. Consider the space hn of all
.i /
linear combinations of functions wn .t/, where t is an orthogonal transformation:

h.in / D span w.in / .t/ W t 2 O.3/ : (5.10.39)

.i / .i /
Then, it is clear that 0 < dim.hn /  dn . Moreover, it can be shown that there
.i /
exists no orthogonal invariant subspace in navn .R3 /. Thus, it follows immediately
.i / .i /
that navn .R / D hn . This leads us to the following lemma.
3

.i / .i / .i /
Lemma 5.10.13. Let wn be of class navn .R3 /. There exist dn orthogonal
.i / .i / .i /
transformations tj ; j D 1; : : : ; dn , such that any element un 2 navn .R3 / can
be written in the form
.i /
X
dn
.i /
u.in / D cj tTj w.in / .tj /; (5.10.40)
j D1

.i /
where cj are real numbers.
.i /
Finally, we formulate the addition theorem for the system fun;j g developed in
Lemma 5.10.10. By separation of radial and angular components we first obtain
after some simple calculations for x D jxj:

.1/ .1/ .1/ .1/ .2/

un;j .x/ D n .jxj/yn1;j ./ C n .jxj/yn1;j ./; n 2 N; j D n C 1; : : : ; n  1;
(5.10.41)
.2/ .2/ .1/ .2/ .2/
un;j .x/ D n .jxj/ynC1;j ./ C n .jxj/ynC1;j ./; n 2 N0 ; j D n  1; : : : ; n C 1;
(5.10.42)
.3/ .3/ .3/
un;j .x/ D n .jxj/yn;j ./; n 2 N; j D n; : : : ; n; (5.10.43)

where we have used the abbreviations

n.1/ .jxj/ D jxjn .1 C .n  1/n1 /; (5.10.44)

p
n.1/ .jxj/ D jxjn n1 .n  1/n; (5.10.45)
n.2/ .jxj/ D jxj .1 C n/;
n
(5.10.46)
5.10 Application to Elastic Fields 261

p
n.2/ .jxj/ D jxjn .n C 1/.n C 2/; (5.10.47)
p
n.3/ .jxj/ D jxjn n.n C 1/: (5.10.48)

Remembering the addition theorem for vector spherical harmonics (see Theo-
rem 5.7.1), we obtain the following theorem that uses the Legendre rank-2 tensor
kernels of Definition 5.7.2 whose explicit representation is given in Theorem 5.7.4.
Theorem 5.10.14. For x; y 2 R3 ; x D r; y D %; r D jxj; % D jyj,

X
n1
.1/ .1/
un;j .x/un;j .y/ (5.10.49)
j DnC1

.1;1/ .1;2/
Dn.1/ .r/n.1/ .%/pn1 .; / C n.1/ .r/n.1/ .%/pn1 .; /
.2;1/ .2;2/
C n.1/ .r/n.1/ .%/pn1 .; / C n.1/ .r/n.1/ .%/pn1 .; /;
X
nC1
.2/ .2/
un;j .x/un;j .y/ (5.10.50)
j Dn1

.1;1/ .1;2/
Dn.2/ .r/n.2/ .%/pnC1 .; /; Cn.2/ .r/n.2/ .%/pnC1 .; /
.2;1/ .2;2/
C n.2/ .r/n.2/ .%/pnC1 .; / C n.2/ .r/n.2/ .%/pnC1 .; /;
X
n
.3/ .3/
un;j .x/un;j .y/ D n.3/ .r/n.3/ .%/p.3;3/
n .; /; (5.10.51)
j Dn

where (5.10.49) holds for n

2, (5.10.50) for n 2 N, and (5.10.51) for n 2 N0 .
x y D jxjjyj
.2/ .2/ .1;1/
Note that u1;0 .x/ u1;0 .y/ D 4
1
4
p0 .; /.
In particular, we find the following result for the traces if x D y (see also Corol-
lary 5.7.5 and Lemma 5.7.6).
Lemma 5.10.15. If x 2 R3 ; r D jxj; x D r, then

X
n1
.1/  
u .x/2 D r 2n .1 C .n  1/n1 /2 C 2 n.n  1/ 2n  1 ;
n;j n1
j DnC1
4
(5.10.52)
XnC1
.2/
u .x/2 D r 2n .n C 1/.2n C 3/ ;
2
n;j (5.10.53)
j Dn1
4

X n
.3/
u .x/2 D r 2n n.n C 1/.2n C 1/ ; (5.10.54)
n;j
j Dn
4

where (5.10.52) as well as (5.10.54) hold for n 2 N and (5.10.53) holds for n 2 N0 .
262 5 Vectorial Spherical Harmonics in R3

From our considerations given above it is clear that there are different ways of
computing linearly independent systems of homogeneous polynomial solutions to
the Navier equations. Of course, the recursion procedure of Theorem 5.10.2 can
be used to derive an algorithm quite analogously to the method used for scalar
homogeneous polynomials.
Next, we are interested in determining elastic potentials corresponding to vector
spherical harmonics as boundary values.
.i /
Lemma 5.10.16. Let vn;j ; R3 ! R3 ; i D 1; 2; 3, n 2 N0i , j D n; : : : ; n, be
defined by
.1/  
vn;j .x/ D Hn;j .x/x C n jxj2  1 rx Hn;j .x/; (5.10.55)
1 
vn;j .x/ D .n.n C 1// 2 rx Hn;j .x/  nvn;j .x/ ;
.2/ .1/
(5.10.56)
1
vn;j .x/ D .n.n C 1// 2 x ^ rx Hn;j .x/;
.3/
(5.10.57)

where
n C 2 C 3
n D  ; Hn;j .x/ D jxjn Yn;j ./; x D jxj;  2 S2 :
2.n. C 2/ C 1/
(5.10.58)
.i / .i /
Then, vn;j satisfies the CauchyNavier equation }vn;j .x/ D 0 in B31 with boundary
.i / .i /
values vn;j jS2 D yn;j .
Proof. It is not hard to see that

.1/
}x vn;j .x/ D2rx Hn;j .x/ C .3 C n/rx Hn;j .x/ (5.10.59)
C n ..6 C 4.n  1//rx Hn;j .x/ C 2nrx Hn;j .x// D 0;
1 
}x vn;j .x/ D.n.n C 1// 2 }x rx Hn;j .x/  n}x vn;j .x/ D 0;
.2/ .1/
(5.10.60)
1
}x vn;j .x/ D.n.n C 1// 2 }x .x ^ rx Hn;j .x// D 2rx ^ rx Hn;j .x/ D 0:
.3/

(5.10.61)

Using the polar coordinates x D r; r D jxj;  2 S2 , we obtain after simple

calculations for n 2 N, j D n; : : : ; n,

.1/ .1/ .2/

vn;j .x/ D n.1/ .r/yn;j ./ C n.1/ .r/yn;j ./; (5.10.62)
.2/ .1/ .2/
vn;j .x/ D n.2/ .r/yn;j ./ C n.2/ .r/yn;j ./; (5.10.63)
.3/ .3/
vn;j .x/ D n.3/ .r/yn;j ./; (5.10.64)
5.10 Application to Elastic Fields 263

.1/ .1/ .1/

and v0;0 .x/ D 0 .r/y0;0 ./ D r p1 D p1 x, where
4 4

  
n.1/ .r/ D r n1 r 2 C nn r 2  1 ; (5.10.65)
1  
n.2/ .r/ D .n.n C 1// 2 n.1 C nn /r n1 1  r 2 ; (5.10.66)
n.3/ .r/ Dr ; n
(5.10.67)
1  
n.1/ .r/ D n .n.n C 1//C 2 r n1 r 2  1 ; (5.10.68)
  
n.2/ .r/ D r n1 1  nn r 2  1 : (5.10.69)

.i / .i /
This shows us that vn;j jS2 D yn;j , as required. t
u
It should be mentioned that
.1/ .1/
vn;j D unC1;j  n rHn;j ; n 2 N0 ; j D n; : : : ; n; (5.10.70)
1  .2/ .1/ 
vn;j D .n.n C 1// 2 un1;j  nvn;j ;
.2/
n 2 N; j D n; : : : ; n; (5.10.71)
1
vn;j D .n.n C 1// 2 un;j ;
.3/ .3/
n 2 N; j D n; : : : ; n: (5.10.72)
.i / .i /
Thus, the polynomial solution vn;j , i D 1; 2, corresponding to yn;j on S2 is not
homogeneous.
Remark 5.10.17. Observe that, under the assumption 3 C 2
> 0;
> 0, it
follows that
C
1 3 C 2
1
D D C > : (5.10.73)

3 3
3
Since  > 0, it is not difficult to deduce that, for all n
3,

1 n C 3 C 2 11C 3
C 2
12C 2
jn j D D n n
 n
 1; (5.10.74)
2 n C 2n C 1 21C 2n
n
C 1
n
21C 1
n

while, for all n

1, because of  > 0;

1 1 C n2 3
1 3 
jn j D C 2n
 C  2: (5.10.75)
2 1 C n
2nC1
1 C n
2nC1 2 2 n C 2n C 1

Thus, the sequence .n /n is uniformly bounded with respect to .

.i /IR
Remark 5.10.18. Let us denote by vn;j W B3R ! R3 , i D 1; 2; 3, n 2 N0i , j D
n; : : : ; n, the vector fields
   
.1/IR jxj .1/ jxj .2/
vn;j .x/ D n.1/ yn;j ./ C n.1/ yn;j ./; (5.10.76)
R R
264 5 Vectorial Spherical Harmonics in R3

   
.2/IR jxj .1/ .2/ jxj .2/
vn;j .x/ D yn;j ./ C n
n.2/ yn;j ./; (5.10.77)
R R
 
.3/IR jxj .3/
vn;j .x/ D n.3/ yn;j ./; (5.10.78)
R

.i / .i / .i /IR
where x D jxj; jxj  R and n ; n are given by (5.10.65)(5.10.69). Then, vn;j
is the unique solution of the boundary-value problem

.i /IR     .i /IR
vn;j 2 c B3R \ c.2/ B3R ; vn;j D 0 in B3R ; (5.10.79)

.i /IR .i /
corresponding the boundary values vn;j jS2 D yn;j .
R

For further details on polynomial systems for the CauchyNavier equation in

spherical geometry the reader is referred to Freeden and Michel (2004), Freeden
and Schreiner (2009) and the references therein.

5.11 Exercises (Uncertainty Principle, Classification of Zonal

Functions, Coupling Integrals and NavierStokes
Equation)

In the following, we present some exercises reflecting the framework of vector

spherical harmonics.

Uncertainty Principle

The uncertainty principle opens various perspectives in classifying special functions

on the sphere S2 . Basic quantities are the expectation value and the variance in
the space and frequency (more precisely, momentum) domain. A more detailed
discussion of the following uncertainty relation can be found in Freeden and
Schreiner (2009).
Definition 5.11.1. Let F 2 C.1/ .S2 / satisfy kF kL2 .S2 / D 1. Then, the expectation
value and the variance in the space domain, respectively, are given by
Z  
.1/
gFo D o.1/ F ./ F ./ dS./; (5.11.1)
S2
Z  2 !1=2
2
o.1/ o.1/
F D o.1/  gF F ./ F ./ dS./ ; (5.11.2)
S2
5.11 Exercises 265

Fig. 5.2 Localization in a (1)

Fo
.1/
spherical cap, oF is the
.1/
projection of gFo onto the C
sphere S2 and is the center of (1)
goF
the spherical cap (1)
.1/ Fo
C D f 2 S2 W 1    oF
.1/ 1
1  jgFo jg. The boundary of
the cap @C is a circle of
.1/
radius Fo

while the expectation value and the variance in the frequency domain, respectively,
are given by
Z  
.3/
gFo D o.3/ F ./ F ./ dS./; (5.11.3)
S2
Z  2 !1=2
.3/
2
o.3/
Fo D o  gF F ./ F ./ dS./
.3/
: (5.11.4)
S2

The geometric interpretation of the localization in space domain is provided by

Fig. 5.2. If we consider a zonal function F to be a spherical window function,
the spherical cap C in Fig. 5.2 determines the window.
 .1/ 2  .1/ 2  .1/ 2
Exercise 5.11.2. Show that Fo D 1  gFo and 0  Fo  1.

Exercise 5.11.3. Prove that for F 2 C.1/ .S2 /;

 .3/ 2 X1 X
n Z 2
o
F D n.n C 1/ F ./Yn;k ./ dS./ : (5.11.5)
nD0 kDn S2

Exercise 5.11.4. Prove that for F 2 C.1/ .S2 / and a constant vector a 2 R3 ;
Z Z
 
F ./ .  a/ ^ o.3/ F ./ dS./ D F ./.o.3/ ^ ..  a/F ./// dS./:
S2 S2
(5.11.6)
Exercise 5.11.5. Verify that for all F 2 C.1/ .S2 / with kF kL2 .S2 / D 1;
 .1/ 2  .3/ 2
Fo Fo
gF2 ; (5.11.7)
266 5 Vectorial Spherical Harmonics in R3

Table 5.1 The uncertainty principle and its consequences

space localization

no space localization ideal space localization

frequency localization

ideal frequency localization no frequency localization

kernel type

Legendre kernel bandlimited locally supported Dirac kernel

where Z  
.1/
o  gFo F ./ o.3/F ./ dS./:
.1/
gF D (5.11.8)
S2
Exercise 5.11.6. Use Exercise 5.11.5 to guarantee the uncertainty principle
 .1/ 2  .3/ 2  .1/ 2
Fo Fo
gFo (5.11.9)

for all F 2 C.1/ .S2 / with kF kL2 .S2 / D 1.

.1/ .3/
Remark 5.11.7. The meaning of Fo and Fo is a measure for space localization
and frequency (momentum) localization, respectively. The uncertainty relation
measures the trade off between the spread in space and frequency. It states that
sharp localization in space and frequency is mutually exclusive (cf. Table 5.1).
The reason for the validity of the uncertainty principle (5.11.9) is that the
operators o.1/ and o.3/ do not commute. Thus, o.1/ and o.3/ cannot be sharply defined
simultaneously in the sense of (5.11.9). Extremal members in the space/frequency
relation are the polynomials (i.e., spherical harmonics) and the Dirac functional.
Remark 5.11.8. The uncertainty principle was first derived by Heisenberg (1927)
and later concretized by Weyl (1931) in the nomenclature of standard derivations.
An overview within the context of time-frequency analysis is due to Benedetto
(1994) and Cohen (1995) (see also the references therein).

Classification of Zonal Functions

The uncertainty principle allows a quantitative classification in the form of a specific

hierarchy of the space/frequency localization of zonal kernel functions
5.11 Exercises 267

2
10

1
10

0 0
10 10

1
10

2
0 1
10
2 2 1 0
10 10 10 10 10 10

Fig. 5.3 Uncertainty classification of the normalized Gaussian kernel (left) and Abel-Poisson
.1/ .3/
kernel (right). Presented are o in blue, o in red, and the product of both in green as functions
of (left) or h (right) in a double logarithmic setting

1
X 2n C 1
 7! K.  / D K ^ .n/Pn .  /: (5.11.10)
nD0
4

Exercise 5.11.9. The Gaussian kernel G , > 0, is given by

 7! G .  "3 / D e 2 .1" / ;
3
 2 S2 : (5.11.11)

Note that G takes its name from the bell-shaped Gaussian probability density
2
function, since e 2 .1cos /  e 2 2 for small
0.
(a) Show that

 7! GQ .  "3 / D . /G .  "3 /;  2 S2 ; (5.11.12)

satisfies kGQ kL2 .1;1/ D 1, where

  12
1 1
. / D p .1  e2 / : (5.11.13)
4 2

(b) Verify that the best value of the uncertainty principle is 1 by realizing
(see Fig 5.3 (left)) that
.1/ Z 1
o
tjGQ .t/j2 dt D coth. /  1 ;
.1/
tGoQ D gGQ ."3 / D 2 (5.11.14)

1
 .1/
2  2
GoQ ."3 /
D 1  coth. /  1 ; (5.11.15)

 .3/
2
GoQ ."3 /
D
2
coth. /  12 : (5.11.16)

268 5 Vectorial Spherical Harmonics in R3

In other words,
 .1/
2  .3/ 2  .1/ 2
lim GoQ ."3 /
GoQ ."3 / D 1 D lim gGoQ ."3 / : (5.11.17)
!1 !1

Exercise 5.11.10. The Abel-Poisson kernel Qh , 0 < h < 1, (see also Theo-
rem 4.4.3) is given by

1 1  h2
 7! Qh .  "3 / D : (5.11.18)
4 .1 C h  2h.  "3 //3=2
2

Show that QQ h D kQh k1 Q satisfies

L2 .1;1/ h

r
.1/ .3/ 3
oQQ  oQQ D > 1; (5.11.19)
h h 2

where (see Fig 5.3 (right))

o .1/
Q
Q
o.1/
QQh D h
.1/
(5.11.20)
jgQ
o
Q j
h

and
.3/ .3/
oQQ D Q
o
Q : (5.11.21)
h h

Exercise 5.11.11. Use a recursion relation for the Legendre polynomial to justify
!2
 2 1 X
1
o.1/
K. / D1 .n C 1/K ^.n/K ^ .n C 1/ ; (5.11.22)
2 nD0

for K 2 C.2/ .1; 1/.

Equation (5.11.22) can be heuristically interpreted in the following way:
If K ^ .n/  K ^ .nC1/ for many successive integers n, then the support of (5.11.10)
in space domain is small.
Exercise 5.11.12. Let the Shannon kernel % , % > 0, be given by

X 2n C 1
 7! % .  "3 / D Pn .  "3 /;  2 S2 : (5.11.23)
1
4
n %

Show that Q % D k% k1 satisfies

L2 .1;1/ %

0 12
 .1/ 2 b%1 c1
X 2n C 2 1
 oQ D1@
1 A D 2b% c C 1 ; (5.11.24)
% k% k2 nD0
4 .b%1 c C 1/2
5.11 Exercises 269

102 102

101 101

100 100

101 101

102 2 102 2
10 101 100 10 101 100

Fig. 5.4 Uncertainty classification of the normalized smoothed Haar kernel BQh with k D 1 (left)
.k/
.1/ .3/
and k D 3 (right). Depicted are o in blue, o in red, and the product of both in green as
functions of h in a double logarithmic setting

such that (see Fig. 5.5 (left))

p
.1/ 2b%1 c C 1
oQ D (5.11.25)
% b%1 c
and
1
 2 4
b% c
X 2n C 1 1
n.n C 1/ D b%1 c.b%1 c C 2/;
.3/
 oQ D 1
% .b% c C 1/ nD0 4
2 2
(5.11.26)
r
.3/ .b%1 c C 1/2  1
oQ D : (5.11.27)
% 2
Note that the Shannon kernel formally converges to the Dirac kernel as % ! 0C.

.k/
Exercise 5.11.13. Let the smoothed Haar kernel Bh , h 2 .0; 1/, k 2 N0 , (see
also (4.8.42) in Exercise 4.8.10) be given by
(
.k/ 0 ;   "3 2 1; h/;
 7! Bh . " /D
3
.t h/k (5.11.28)
.1h/k
;   "3 2 h; 1:

Verify that BQh D kBh k1

.k/ .k/ .k/
B satisfies (see Fig. 5.4)
L2 .1;1/ h

 2
o.1/ .1  h/.h C 4k C 3/
 Q .k/ D ; (5.11.29)
Bh .2k C 2/2
.1/ 1 p
oQ .k/ D .1  h/.h C 4k C 3/; (5.11.30)
Bh 1 C h C 2k
270 5 Vectorial Spherical Harmonics in R3

102

1
10

0
10

0
10

1
10 0 1 2 0 1 2
10 10 10 10 10 10

Fig. 5.5 Uncertainty classification of the normalized Shannon kernel (left) and Bernstein kernel
.1/ .3/
(right). Presented are o in blue, o in red, and the product of both in green as functions of
1
% in a double logarithmic setting

and
 2 Z 1
k.h C 2k/
BQh .t/Lt BQ h .t/ dt D
.3/ .k/ .k/
 oQ .k/ D 2 ; (5.11.31)
Bh . "3 / 1 .1  h/.2k  1/
s
o.3/ k.h C 2k/
 Q .k/ D ; (5.11.32)
Bh .1  h/.2k  1/

where Lt denotes the Legendre operator of (3.5.21).

Exercise 5.11.14. Consider the Bernstein kernel KB;% (see also Definition 4.4.6)

 b%1 c
nC1 1 C   "3
 7! KB;% .  "3 / D ; (5.11.33)
4 2
^
whose Legendre coefficients KB;% .k/, k 2 N0 , are given by (4.4.32) in Lemma 4.4.8
1
by setting n D b% c.
1 cC1
(a) Show that kKB;% kL2 .S2 / D p b% .
2.2b%1 cC1/
(b) Prove that for KQ B;% D kKB;% k1 K it
L2 .S2 / B;%
holds that (see Fig. 5.5 (right))
 .1/ 2 2b%1 c C 1
KoQ D ; (5.11.34)
B;% .b%1 c C 1/2
p
o.1/ 2b%1 c C 1
KQ D ; (5.11.35)
B;% b%1 c
5.11 Exercises 271

Table 5.2 Three types of kernels: bandlimited, locally supported, and globally supported/non-
bandlimited
Legendre kernel Zonal kernels Dirac kernel
K ^ .n/ D n;k , General case K ^ .n/ D 1,
n 2 N0 , n 2 N0
k 2 N0 fixed

Bandlimited Locally supported

K ^ .n/ D 0, n > N K.  / D 0, 1     >
e.g., Shannon e.g., Haar
K ^ .n/ D 1, n N K.  / D 1, 1    

 .3/ 2
b%1 c
KoQ D 2 ; (5.11.36)
B;%
q
.3/ b%1 c
o
KQ D 2
; (5.11.37)
B;%

and
.1/ .3/
q
oKQ oKQ D 1C 1
2b%1 c
; (5.11.38)
B;% B;%

which converges to the best value 1 for % ! 0C.

The varieties of the intensity of localization on S2 can also be illustrated by
discussing the expansion coefficients K ^ .n/ in more detail: By choosing K ^ .n/ D
n;k we obtain a Legendre kernel of degree k, i.e., we are in starting position of the
scheme (Table 5.2). By formally taking K ^ .n/ D 1 for all integers n we are led to
the Dirac kernel. Bandlimited kernels have the property K ^ .n/ D 0 for all n
N ,
N 2 N0 . Non-bandlimited kernels satisfy K ^ .n/ 6D 0 for an infinite number of
integers n 2 N0 . Assuming the condition

lim K ^ .n/ D 0; (5.11.39)

n!1

we come to the conclusion that the slower the sequence fK ^.n/gn2N0 converges to
zero, the lower is the frequency localization, and the higher is the space localization.
Altogether, Table 5.1 gives a qualitative illustration of the consequences of the
uncertainty principle to the theory of zonal functions. More details can be found
in Freeden and Schreiner (2009). Lan Fernandez and Prestin (2003) discuss the
optimal tradeoff by the Gaussian kernel in detail and for the Bernstein kernel see
Fengler et al. (2006).

Wigner Symbols

The next few pages are dedicated to Wigner symbols. They play an important
role in quantum mechanics, and are involved in the coupling of two angular
272 5 Vectorial Spherical Harmonics in R3

momenta. In the following, we concentrate on the relations that are needed for
operating on coupling terms and integrals. For a detailed introduction to Wigner-
3j symbols we refer to Edmonds (1964) and for more general results in the context
of spherical tensors to Zare (1988). A detailed description for the computation of
Wigner-3j symbols can be found in Zare (1988). Special emphasis on the fast
and stable computation of Wigner-3j is given in Schulten and Gordon (1975,
1976).
First, the Wigner-3j symbol is defined as follows (see Edmonds 1964).
Definition 5.11.15 (Wigner-3j Symbols). Suppose that j1 ; j2 ; j3 2 N0 and that
m1 ; m2 ; m3 2 Z with j1  m1  j1 , j2  m2  j2 , j3  m3  j3 . The
Wigner-3j symbol is defined by
  
j1 j2 j3 .2j3 C 1/.j1 C j2  j3 /.j1  m1 /
Dm1 Cm2 ;m3
m1 m2 m3 .j1 C j2 C j3 C 1/.j1  j2 C j3 /.j1 C j2 C j3 /

.j2  m2 /.j3  m3 /.j3 C m3 / 1=2 1
.1/m3 j1 Cj2 p
.j1 C m1 /.j2 C m2 / 2j3 C 1
1
X .j1 C m1 C s/.j2 C j  m1  s/
.1/sCj1 m1 ;
sD0
s.j1  m1 /.j3 C m3  s/.j2  j3 C m1 C s/
(5.11.40)

where the sum runs over all s for which the faculty expressions in the denominator
are not negative.
The definition can be extended in that sense, that the Wigner-3j symbol vanishes
if any of the orders jmi j > ji , i D 1; 2; 3.
Exercise 5.11.16 (3j -Symmetries). Assume that j1 ; j2 ; j3 2 N0 and m1 ; m2 ; m3 2
Z with j1  m1  j1 , j2  m2  j2 , j3  m3  j3 .
(a) Show that the value of the Wigner-3j symbol is invariant with respect to an even
permutation of columns, i.e.,
     
j1 j2 j3 j2 j3 j1 j3 j1 j2
D D : (5.11.41)
m1 m2 m3 m2 m3 m1 m3 m1 m2

(b) Prove that, for an odd permutation, we have the multiplication with the factor
.1/j1 Cj2 Cj3 , i.e.,
       
j1 j2 j3 j2 j1 j3 j1 j3 j2 j3 j2 j1
.1/j1 Cj2 Cj3 D D D :
m1 m2 m3 m2 m1 m3 m1 m3 m2 m3 m2 m1
(5.11.42)

Exercise 5.11.17 (Triangle Relation). Suppose that j1 ; j2 ; j3 2 N0 , m1 ; m2 ; m3 2

Z with j1  m1  j1 , j2  m2  j2 , j3  m3  j3 . Prove that the Wigner-3j
symbol given by
5.11 Exercises 273

 
j1 j2 j3
(5.11.43)
m1 m2 m3
vanishes, if the following two conditions are not satisfied:

m1 C m2 C m3 D 0; (5.11.44)
jj1  j2 j  j3  j1 C j2 : (5.11.45)

In special cases, the rather cumbersome sum in Definition 5.11.15 can be reduced
to trivial expressions.
Exercise 5.11.18 (One Vanishing Argument). Let j1 2 N0 and m1 2 Z, where
j1  m1  j1 . Show that then the following identity is valid:
 
j1 j1 1
D .1/j1 m1 .j1 .j1 C 1/.2j1 C 1//1=2 m1 : (5.11.46)
m1 m1 0

Exercise 5.11.19 (Two Vanishing Arguments). Assume that j1 ; j3 2 N0 and that

m1 ; m3 2 Z with j1  m1  j1 and j3  m3  j3 . Prove that the following
identity holds:
 
j1 0 j3
D .1/j1 m3 .2j3 C 1/1=2 m1 ;m3 j1 ;j3 : (5.11.47)
m1 0 m3

Exercise 5.11.20 (Three Vanishing Arguments). Suppose that j1 ; j2 ; j3 2 N0

and J D j1 C j2 C j3 . Prove that we have the following identity:
8
 

<
0
 1=2
if J is odd,
j1 j2 j3
D .1/J=2 .j1 Cj2 j3 /.j1.J Cj3 j2 /.j2 Cj3 j1 /
0 0 0 C1/
: .J=2/
.J=2j1 /.J=2j 2 /.J=2j3 /
if J is even.
(5.11.48)
Remark 5.11.21. For further details on Wigner-3j symbols and their properties we
refer to Brink and Satchler (1968), Edmonds (1964), Messiah (1990), Varsalovic
et al. (1988), and Zare (1988).
Now, the Wigner-6j symbol is considered which occurs in coupling three or more
angular momenta. A detailed introduction can be found in any standard textbook
on quantum mechanics (see, e.g., Edmonds 1964; Messiah 1990; Rose 1957; Shore
and Menzel 1968; Varsalovic et al. 1988). For its definition we introduce so-called
metric tensors.
Definition 5.11.22 (Metric Tensors). Assume that j 2 N0 and m; m0 2 Z. Then,
the quantity
274 5 Vectorial Spherical Harmonics in R3

 
j
D .1/j Cm m;m0 (5.11.49)
m m0
is called a metric tensor.
Definition 5.11.23 (Wigner-6j Symbols). Let j1 ; j2 ; j3 ; j4 ; j5 ; j6 2 N0 and
m1 ; m2 ; m3 ; m4 ; m5 ; m6 , m01 ; m02 ; m03 ; m04 ; m05 ; m06 2 Z. Then, the expression
 
j1 j2 j3
(5.11.50)
j4 j5 j6
6 X X 
X    
j1 j2 j3 j1 j5 j6 j4 j2 j6 j4 j5 j3
D
0
m1 m2 m3 m01 m5 m06 m04 m02 m6 m4 m05 m03
i D1 mi 2Z mi 2Z
      
j1 j2 j3 j4 j5 j6
;
m1 m01 m2 m02 m3 m03 m4 m04 m5 m05 m6 m06

is called a Wigner-6j symbol.

In view of Exercise 5.11.16 it is interesting to note that the Wigner-6j symbol also
possesses appealing symmetry properties.
Exercise 5.11.24 (6j -Symmetries). Prove that the value of the 6j -symbol is
invariant
(a) To the interchange of any two columns,
(b) To the interchange of the upper and lower arguments in each of any two
columns.
Exercise 5.11.25 (One Vanishing Argument). For j1 ; j2 ; j4 ; j5 ; j6 2 N0 , show
that the following identity holds true:
 
j1 j2 0
D .1/j1 Cj4 Cj6 ..2j1 C 1/.2j4 C 1//1=2 j1 ;j2 j4 ;j5 : (5.11.51)
j4 j5 j6

Exercise 5.11.26 (One Argument is Equal to 1). Assume that j1 ; j2 ; j3 2 N and

J D j1 C j2 C j3 . Show that the following identities are valid:
 
j1 j2 j3 2 .j2 .j2 C 1/ C j3 .j3 C 1/  j1 .j1 C 1//
D .1/J C1 p p ;
1 j3 j2 2j2 .2j2 C 1/.2j2 C 2/ 2j3 .2j3 C 1/.2j3 C 2/
(5.11.52)
and
   
j1 j2 j3 2.J C 1/.J  2j1 /.J  2j2 /.J  2j3 C 1/ 1=2
D .1/ J
:
1 j3  1 j2 2j2 .2j2 C 1/.2j2 C 2/.2j3  1/2j3 .2j3 C 1/
(5.11.53)
5.11 Exercises 275

Finally, we introduce Wigner-9j symbols which occur in the coupling of four

angular momenta (see, e.g., Edmonds 1964). The definition of the Wigner-9j
symbol can be traced back to that of the Wigner-6j symbol.
Definition 5.11.27 (Wigner-9j Symbols). Let j1 ; j2 ; j3 ; j4 ; j5 ; j6 ; j7 ; j8 ; j9 2 N0
and m1 ; m2 ; m3 ; m4 ; m5 ; m6 ; m7 ; m8 ; m9 2 Z. The expression
8 9
<j1 j2 j3 = X 9 X    
j1 j2 j3 j4 j5 j6 j7 j8 j9
j j j D (5.11.54)
: 4 5 6; m1 m2 m3 m4 m5 m6 m7 m8 m9
j7 j8 j9 i D1 mi 2Z
   
j1 j4 j7 j2 j5 j8 j3 j6 j9
;
m1 m4 m7 m2 m5 m8 m3 m6 m9

is called a Wigner-9j symbol.

Analogously to Exercises 5.11.16 and 5.11.24 we can formulate symmetry proper-
ties of the 9j -symbol. Thereby, the symmetry properties of the Wigner-3j symbol
play an essential role (see, e.g., Edmonds 1964).
Exercise 5.11.28 (9j -Symmetries).
(a) Show that any even permutation of rows or columns does not change the
numerical value of the Wigner-9j symbol.
(b) Show that an odd permutation of rows or columns changes the sign of the
Wigner-9j symbol by the factor .1/j1 Cj2 Cj3 Cj4 Cj5 Cj6 Cj7 Cj8 Cj9 .
Exercise 5.11.29 (One Vanishing Argument). Let j1 ; j2 ; j3 ; j4 ; j5 ; j6 ; j7 ; j8 2
N0 . Prove that the following identity holds:
8 9
<j1 j2 j3 =  
j1 j2 j3
j4 j5 j6 D .1/j2 Cj3 Cj4 Cj7 ..2j3 C 1/.2j7 C 1//1=2 j3 ;j6 j7 ;j8 :
: ; j5 j4 j7
j7 j8 0

Remark 5.11.30. Again the reader is referred to Edmonds (1964), Varsalovic et al.
(1988), and Zare (1988) for further details on the 6j and 9j symbols.

Coupling Integrals and the NavierStokes Equation

on the Sphere

Applying a non-linear Galerkin scheme to the NavierStokes equation on the sphere

(see Sect. 1.3 for a brief derivation of the equation and Fengler 2005; Fengler and
Freeden 2005 for the Galerkin scheme), we are confronted with so-called coupling
terms or coupling integrals which themselves involve Wigner symbols for the
occurring non-linear terms. Within the Galerkin context we may regard the vector
276 5 Vectorial Spherical Harmonics in R3

spherical harmonics as trial functions that do not localize in space. In doing so,
these coupling terms arise when assembling the stiffness matrix (synonymously:
overlap matrix). In our context we discuss the coupling between the viscous and
Coriolis terms, but also the interaction of vector spherical harmonics with the non-
linear advection term. In the end, it turns out that the overlap matrix degenerates to
a diagonal matrix. Thus, the following results demonstrate a considerable amount
of mathematical elegance, since they allow us to express the coupling integrals in
terms of explicit algebraic terms.
Two main results on coupling terms involving the Coriolis term and the non-
linear advection term of the NavierStokes equation are partially based on the results
of Edmonds (1964) and James (1976). Certain challenges arise since Edmonds
(1964), Freeden et al. (1998), and James (1976) use different techniques to extend
scalar spherical harmonics to vector spherical harmonics. We briefly introduce the
definitions of Edmonds and James vector/tensor spherical harmonics and consider
basis transforms from our representation into their bases.
First, we focus on the representation of Edmonds (1964). Therefore, the complex
unit vectors ej , j D 1; 0; 1, are defined by

1 1
e1 D  p ."1 C i"2 /; e0 D "3 ; e1 D p ."1  i"2 /: (5.11.55)
2 2

Definition 5.11.31 (Edmonds Vector Spherical Harmonics). Let n; l 2 N0 and

k 2 Z with n  k  n. Then, the vector spherical harmonics of Edmonds (1964)
are given by

X
l X
1 
1 l 1 n
Yn l k D .1/lqCk p Yl;m eq ; (5.11.56)
mDl qD1
2n C 1 m q k

where Yl;m are the complex-valued spherical harmonics known from Example 4.3.32.
It is clear, that most of the combinations in n; l; k do not contribute due to the
selection rules for the Wigner-3j symbols. Thus, it remains to consider the three
cases l D n and l D n 1.
.1/ .2/ .3/
Exercise 5.11.32. Assume that yn;k ; yn;k ; yn;k are complex-valued vector spherical
harmonics as defined in Theorem 5.2.7, i.e., by applying (5.2.15) to the scalar
system of spherical harmonics of Example 4.3.32.
Show the following relations between the vector spherical harmonics defined
by using the complex-valued spherical harmonics known from Example 4.3.32 in
Theorem 5.2.7 and Edmonds vector spherical harmonics:
 1=2  1=2
.1/ nC1 n
yn;k D Yn nC1 k C Yn n1 k ; (5.11.57)
2n C 1 2n C 1
5.11 Exercises 277

 1=2  1=2
.2/ nC1 n
yn;k D Yn n1 k C Yn nC1 k ; (5.11.58)
2n C 1 2n C 1
.3/
yn;k D iYn n k : (5.11.59)

Exercise 5.11.33. Prove that the inverse relations of (5.11.57)(5.11.59) are given
by
 1=2  1=2
n .1/ nC1 .2/
Yn n1 k D yn;k C yn;k ; (5.11.60)
2n C 1 2n C 1
.3/
Yn n k D iyn;k ; (5.11.61)
   1=2
n C 1 1=2 .1/ n .2/
Yn nC1 k D  yn;k C yn;k : (5.11.62)
2n C 1 2n C 1

The vector spherical harmonics introduced by James (1976) coincide with

Edmonds functions up to some constant factor. Unfortunately, the notation differs
heavily because of the rank-k tensor calculus in James (1976).
Definition 5.11.34 (James Rank-k Tensor Spherical Harmonics). Assume that
nj 2 N0 and mj 2 Z with nj  mj  nj for j D 0; : : : ; k. Then, James rank-k
tensor spherical harmonic is defined by

p X
n1 1 
X 
n0 m0 n0 n1 1
Ym
n0 ;:::;nk ./
0
D .1/ 2n0 C 1 Ym
n1 ;:::;nk ./eq ;
1

m1 Dn1 qD1
m0 m1 q
(5.11.63)
p
with Ymnk ./ D 4Ynk ;mk ./ (the complex-valued spherical harmonics of Exam-
k

ple 4.3.32) and  2 S2 .

Remark 5.11.35. For conciseness, James (1976) abbreviates the notation of his
tensor spherical harmonics:
(i) The notation in (5.11.63) is such that the superscript mj generally corresponds
to a first subscript nj . Thus, unless such correspondences break down,
m-superscripts are omitted.
(ii) The lower string of parameters nj ; : : : ; nj Ck is abbreviated to nj .k/.
(iii) Zero subscripts are often omitted, such that n and m are to be regarded as n0
and m0 .
(iv) Finally, the symbols
p
.a; b; c; : : :/ D .2a C 1/.2b C 1/.2c C 1/ : : : : (5.11.64)

are introduced.
278 5 Vectorial Spherical Harmonics in R3

With these abbreviations in mind, James (1976) writes by virtue of

.1/mCm0 D 1; (5.11.65)
p
.n.k// D .2n C 1/.2n1 C 1/ : : : .2nk C 1/; (5.11.66)

the recursive definition of the rank-k tensor spherical harmonic in (5.11.63) as

X
n1 1 
X 
n0 n1 1
Yn.k/ ./ D .1/nm .n/ Yn1 .k1/ ./eq : (5.11.67)
m1 Dn1 qD1
m0 m1 q

Exercise 5.11.36. Exercise 5.11.32 can be extended by expressing the same rela-
tions in terms of James tensor calculus. By use of James rank-1 tensors show that
   1=2
.1/ 1 n C 1 1=2 1 n
yn;k D p Yn;nC1 C p Yn;n1 ; (5.11.68)
4 2n C 1 4 2n C 1
   1=2
.2/ 1 n C 1 1=2 1 n
yn;k D p Yn;n1 C p Yn;nC1 ; (5.11.69)
4 2n C 1 4 2n C 1
.3/ 1
yn;k D i p Yn;n ; (5.11.70)
4

and vice versa

 1=2  
n p .1/ n C 1 1=2 p .2/
Yn;n1 D 4yn;k C 4yn;k ; (5.11.71)
2n C 1 2n C 1
p .3/
Yn;n D i 4yn;k ; (5.11.72)
   1=2 p
n C 1 1=2 p .1/ n .2/
Yn;nC1 D 4yn;k C 4yn;k : (5.11.73)
2n C 1 2n C 1

An important ingredient in the conversion of our vector and tensor calculus

including the related differential operators is explained by the following exercise.
Exercise 5.11.37 (James Tensor Formulas). Suppose that x 2 R3 n f0g is given,
such that x D r. Let Yn.k/ be a rank-k tensor spherical harmonic as introduced in
Definition 5.11.34. Prove that the application of r, L D i ^ r, and  leads to the
following rank-.k C 1/ tensors:

rx r nk Yn.k/ ./ D .nk .2nk C 1//1=2 r nk 1 Yn.k/;nk 1 ./; (5.11.74)

Lx r nk Yn.k/ ./ D .nk .nk C 1//1=2 r nk Yn.k/;nk ./; (5.11.75)
5.11 Exercises 279

 1=2  1=2
nk C 1 nk
r nk Yn.k/ ./ D  r nk Yn.k/;nk C1 ./ C r nk Yn.k/;nk 1 ./:
2nk C 1 2nk C 1
(5.11.76)

Exercise 5.11.38 (Complex Conjugate). Suppose that Yn.k/ is a rank-k tensor

spherical harmonic as introduced in Definition 5.11.34. Prove that the complex
conjugate fulfills the following relation:
nCnk CmCk m
n.k/ ./ D .1/
Ym Yn.k/ ./;  2 S2 : (5.11.77)

James (1973, 1974, 1976) investigate Adams and Elsessars dynamo integrals
which lead to integral expressions similar to the ones occurring in our considerations
for the NavierStokes equation. More concretely, we need terms formulating the
coupling between tensor spherical harmonics. The latter will be the key for the
algebraic computation of the advection. As the next step, we consider two theorems
of James (1976) forming the backbone of our results on coupling integrals involving
vector spherical harmonics of type 3. The key for the computation of such integrals
is the concept of reduced integrals, which is James extension to the concept of
reduced matrix elements known in theory of angular momentum.
Exercise 5.11.39 (Coriolis Related Terms). Let us denote by Yn .1/ ; Yn .1/ ; Yn .1/
James rank-1 tensor spherical harmonics. Then,
Z p
1  
Yn .1/ ./ ^ Yn .1/ ./  Yn .1/ ./ dS./ D .1/n Cn Cn C1 6i
4 S2
8 9
< n n n =   
n1 n1 n1 n n n
.n .1/; n .1/; n .1// n1 n1 n1 ;
: ; 0 0 0 m m m
1 1 1
(5.11.78)

where

.n .1/; n .1/; n .1//

q
D .2n C 1/.2n1 C 1/.2n C 1/.2n1 C 1/.2n C 1/.2n1 C 1/:
(5.11.79)

The discussion of the coupling integrals occurring in the non-linear advection term
of the NavierStokes equation will lead us directly to James vector and tensor
spherical harmonics.
Exercise 5.11.40 (Advection Related Terms). Suppose that Yn .2/ is a rank-2
tensor spherical harmonic, and that Yn .1/ and Yn .1/ are rank-1 tensor spherical
harmonics as introduced in Definition 5.11.34. Prove that
280 5 Vectorial Spherical Harmonics in R3

Z
1
Yn .2/ ./Yn .1/ ./  Yn .1/ ./ dS./ D .n .2/; n .1/; n .1//
4 S2
    
n n1 1 n1 n2 1 n2 n1 n n n n
.1/n Cn2 ;
n1 n n n1 n n1 0 0 0 m m m
(5.11.80)

where
p
.n .2/; n .1/; n .1// D .2n C 1/.2n1 C 1/.2n2 C 1/ (5.11.81)
q
.2n C 1/.2n1 C 1/.2n C 1/.2n1 C 1/:

Before entering details of the considered coupling terms we start with a classical
result borrowed from angular momentum (see Brink and Satchler 1968; Edmonds
1964; James 1976; Varsalovic et al. 1988; Zare 1988). This fundamental theorem of
angular momentum will form the basis for our following considerations.
Exercise 5.11.41 (Scalar Coupling Theorem of Angular Momentum). Let  2
S2 be fixed. Assume that Yn1 ;k1 and Yn2 ;k2 are scalar complex-valued spherical har-
monics of degree n1 and order k1 , respectively degree n2 and order k2 as introduced
in Example 4.3.32. Prove the coupling theorem of angular momentum, i.e.,
1 X r
X n
.2n1 C 1/.2n2 C 1/.2n C 1/
Yn1 ;k1 ./Yn2 ;k2 ./ D Yn;k ./
nD0 kDn
4
  
n1 n2 n n1 n2 n
: (5.11.82)
0 0 0 k1 k2 k

Remark 5.11.42. It should be remarked that the infinite series in (5.11.82) is indeed
finite, due to the triangle relation of Exercise 5.11.17. Hence, the outer sum ends at
n1 C n2 , while the inner sum contributes only in the case k D k1  k2 .
Exercise 5.11.43 (Vector Coupling Theorem). Let  2 S2 be fixed. Suppose
.1/ .1/
that yn1 ;k1 and yn2 ;k2 are complex vector spherical harmonics of type 1 as defined
in Exercise 5.11.32. Show that we can express the scalar product of two vector
spherical harmonics in terms of a finite series of scalar spherical harmonics:
1 X r
.1/ .1/
X n
.2n1 C 1/.2n2 C 1/.2n C 1/
yn1 ;k1 ./  yn2 ;k2 ./ D .1/ k2
Yn;k ./
nD0 kDn
4
  
n n n n1 n2 n
1 2 : (5.11.83)
0 0 0 k1 k2 k
5.11 Exercises 281

Exercise 5.11.44 (Vector Coupling Theorem). Let  2 S2 be fixed. Suppose that

.i / .i /
yn1 ;k1 and yn2 ;k2 are complex vector spherical harmonics of type i D 2; 3 as defined
in Exercise 5.11.32. Show that we can express the scalar product of two vector
spherical harmonics in terms of a finite series of scalar spherical harmonics:
1 X
X n
.i / .i / .1/k2
yn1 ;k1 ./  yn2 ;k2 ./ D p n.n C 1/Yn;k ./
2 n1 .n1 C 1/n2 .n2 C 1/ nD1 kDn

(5.11.84)
r   
.2n1 C 1/.2n2 C 1/.2n C 1/ n1 n2 n n1 n2 n

4 0 0 0 k1 k2 k
1 X
X n
C .n1 .n1 C 1/ C n2 .n2 C 1//.1/k2 Yn;k ./
nD0 kDn
0 1
r   !
.2n1 C 1/.2n2 C 1/.2n C 1/ n1 n2 n Bn1 n2 nC
@ A :
4 0 0 0
k1 k2 k

Remark 5.11.45. Due to the properties of the Wigner-3j symbols the series in
(5.11.83) as well as in (5.11.84) are indeed finite sums, since all terms vanish for
n > n1 C n2 .
.2/ .3/
Exercise 5.11.46. Assume that  2 S2 is fixed. Let yn1 ;k1 and yn2 ;k2 be real-valued
vector spherical harmonics as defined in Theorem 5.2.7, i.e., by applying (5.2.15) to
the scalar system of spherical harmonics of Example 4.3.33.
Then, the following relation holds true:

.2/ .3/ .3/ .2/

yn1 ;k1 ./  yn2 ;k2 ./ D yn1 ;k1 ./  yn2 ;k2 ./: (5.11.85)

Exercise 5.11.47. Let Yn1 ;k1 , Yn2 ;k2 and Yn3 ;k3 be complex scalar spherical harmon-
ics as defined in Exercise 5.11.32. Prove that
Z r
.2n1 C 1/.2n2 C 1/.2n3 C 1/
Yn1 ;k1 ./Yn2 ;k2 ./Yn3 ;k3 ./ dS./ D
S2 4
  
n1 n2 n3 n1 n2 n3
: (5.11.86)
0 0 0 k1 k2 k3

Let us further assume that the rotation axes ! of the Coriolis term can be written
as ! D j!j"3 . This allows us to express ! in terms of James vector spherical
harmonics (see James 1976), i.e.,

! D j!jY01;0 ./; (5.11.87)

282 5 Vectorial Spherical Harmonics in R3

where  2 S2 is fixed. Note that the quantity j!j is related to the angular velocity in
the Coriolis term.
.3/ .3/
Exercise 5.11.48 (Computing the Coriolis Term). Suppose that yk;l and yn;j
are complex vector spherical harmonics of type 3 as defined in Exercise 5.11.32.
Moreover, assume that ! D j!j"3 . Show that
Z
.3/ .3/ l
.! ^ yk;l .//  yn;j ./ dS./ D j!ji k;n l;j : (5.11.88)
S2 n.n C 1/

For the non-linear part of the NavierStokes equation we have to determine coupling
integrals of the following type:
D E Z  

.yk;l ./  r /yr;s
.3/ .3/ .3/ .3/
.yk;l r .3/
/yr;s ; yn;j D .3/
./  yn;j ./ dS./:
l 2 .S2 / S2
(5.11.89)
Now, we compute these kinds of integrals explicitly. Therefore, we rewrite (5.11.89)
and obtain
Z  
.yk;l ./  r /yr;s
.3/ .3/
.3/
./ yn;j ./ dS./ (5.11.90)
S2
Z  T
r yr;s
.3/ .3/
D .3/
./ yk;l ./  yn;j ./ dS./
S2
Z  
r yr;s
.3/ .3/
D .3/
./ yn;j ./  yk;l ./ dS./;
S2

where the operator r  corresponds to the application of o.2/ to a vector field

as described by (5.7.6) in Sect. 5.7. The latter representation has the advantage
that the integrand involves one tensor spherical harmonic and two vector spherical
harmonics. By expressing them all in terms of James tensor calculus we can apply
Exercise 5.11.40. Before going into details the relation between the tensor in the
integral of (5.11.90) and James tensor spherical harmonics is formulated.
.3/
Exercise 5.11.49. Assume that yn;j is a complex vector spherical harmonic of type
3 as introduced in Exercise 5.11.32. Show that in terms of James tensor spherical
harmonics the following identity holds:
 1=2
1 n
r
.3/
yn;j ./ Di p .n C 1/ Yn;n;n1 ./ (5.11.91)
4 2n C 1
 
1 n C 1 1=2
C ip n Yn;n;nC1 ./:
4 2n C 1

This result enables us to compute the integral in (5.11.89).

5.11 Exercises 283

.3/ .3/ .3/

Exercise 5.11.50 (Computing the Advection Term). Let yk;l , yr;s and yn;j be
complex vector spherical harmonics of type 3 as introduced in Exercise 5.11.32.
Prove that
Z  
.yk;l ./  r /yr;s
.3/ .3/
.3/
./  yn;j ./ dS./ (5.11.92)
S2
 
1 n.n C 1/ C r.r C 1/  k.k C 1/ r n k
D .1/j C1 i p p
4 4 r.r C 1/n.n C 1/k.k C 1/ s j l
p  
r 1n k
.2r C 1/.2n C 1/.2k C 1/
0 00
p
.n C k C r C 1/.k C r  n/.n  k C r/.n C k  r C 1/:

By using Exercise 5.11.50 we can deduce a corollary which is of special interest for
computational aspects.
.3/ .3/ .3/
Exercise 5.11.51. Let yk;l , yr;s and yn;j be complex vector spherical harmonics as
introduced in Exercise 5.11.32. Show by using the Wigner-3j selection rules that
the coupling term in Exercise 5.11.50 vanishes, i.e.,
Z  
.yk;l ./  r /yr;s
.3/ .3/
.3/
./  yn;j ./ dS./ D 0; (5.11.93)

for the following three cases:

(i) k > r C n or k < jr  nj,
(ii) s C l  j 0,
(iii) r  1 C n C k is odd.
Remark 5.11.52. The linear systems arising in the non-linear Galerkin scheme
degenerate to diagonal systems. This shows that the Wigner-3j symbols provide
a powerful, algebraic tool to evaluate each time step exactly. However, the compu-
tation of these so-called vector-coupled sums can be very cumbersome (cf. Fengler
2005). For more information on the application of the coupling integrals to the non-
linear Galerkin scheme to solve the NavierStokes equation on the sphere we refer
to Fengler (2005), Fengler and Freeden (2005) and the references therein.
Chapter 6
Spherical Harmonics in Rq

The theory of scalar spherical harmonics of Chap. 4 can be generalized to spheres

in the q-dimensional space, i.e., from S2  R3 to Sq1  Rq . Obviously, this leads
to a more extensive notation and makes some formulas a bit unwieldy. However,
many proofs and the whole line of thought of the three-dimensional case carry over
to the general setting such that we can skip some details that are analogous. For a
concise q-dimensional theory the reader is referred to Freeden (2011) and Muller
(1966, 1998) and the references therein. This general theory finds application, e.g.,
in analytic theory of numbers (see Freeden 2011), numerical integration and Monte
Carlo simulation (see Atkinson and Han 2012; Hesse et al. 2010; Hlawka 1982;
Tichy 1990), partial differential equations (see Hlawka 1984; Tichy 1988) as well
as in texture analysis and crystallography (see, e.g., Hielscher et al. 2010; Schaeben
and van den Boogaart 2003).
We begin with a short summary of the nomenclature and present some basic
tools in Sect. 6.1. Next, we consider the Laplace operator in Rq and its corre-
sponding integral theorems in Sect. 6.2. In particular, the fundamental solution of
the Laplacian in Rq is investigated. In Sect. 6.3 we restrict ourselves to the unit
sphere Sq1 in Rq , i.e., we go over to the (Laplace)Beltrami operator. Greens
function for the Beltrami operator on Sq1 is defined and the corresponding integral
theorems are shown. Next, polynomials are developed in Sect. 6.4, more precisely,
homogeneous harmonic polynomials of dimension q. Thereby, one main focus
lies on the Legendre polynomials of dimension q that play an essential role,
e.g., in the addition theorem. In Sect. 6.5 the spherical harmonics of dimension
q are defined and their properties (addition theorem, completeness, FunkHecke
formula) are proved. Furthermore, we introduce Laplaces integral representation
for Legendre polynomials of dimension q and derive the associated Legendre
functions. In the end of Sect. 6.5 we provide a pointwise expansion theorem,
show its application to Dirichlet boundary value problems and present the relation
between the smoothness of a function, i.e., its differentiability, and the asymptotic
behavior of its spherical harmonic Fourier coefficients. The HelmholtzBeltrami
operator, its corresponding Green function and integral theorems are given in

W. Freeden and M. Gutting, Special Functions of Mathematical (Geo-)Physics, 285

Applied and Numerical Harmonic Analysis, DOI 10.1007/978-3-0348-0563-6 6,
Springer Basel 2013
286 6 Spherical Harmonics in Rq

Sect. 6.6. Moreover, we show the role of the spherical harmonics as eigenfunctions
of this operator. Finally, the reader is encouraged to solve the exercises of Sect. 6.7
which present an algorithm for the Cartesian generation of spherical harmonics and
deal with the topic of best approximations.

6.1 Nomenclature and Basics

In this first section we summarize our Cartesian as well as our spherical nomencla-
ture for Rq or Sq1 , respectively. We briefly review multi-indices and regular regions
in Rq . Furthermore, we define general spherical differential operators, i.e., for Sq1 ,
as well as radial and angular functions in the q-dimensional setting.
As usual, we write x; y; : : : to represent the elements of the q-dimensional (real)
Euclidean space Rq .q
1/. If necessary, we write x.q/ instead of x to point out
that x is an element of Rq . The canonical orthonormal system in Rq is denoted
by "1 ; : : : ; "q . In Cartesian coordinates
Pqthe inner (scalar) product of two elements
x; y 2 Rq is given by x y D x T y D i D1 xi yi . Clearly,p x 2 D jxj2 D x x D x T x,
p
x 2 Rq , i.e., the norm in Rq is given by jxj D x  x D x T x; x 2 Rq .
If G is a set of points in Rq ; @G will denote its boundary. The set G D G [ @G
is called the closure of G . A set G  Rq is called a region if and only if it is open
and connected.
By a scalar or vector field on a region G  Rq , we mean a function that assigns to
each point of G a scalar or vectorial function value, respectively. Unless otherwise
specified, all functions are assumed to be complex-valued. It will be of advantage to
continue to use our scheme of notation: capital letters like F , G for scalar functions
and lower-case letters like f , g for vector fields.
Definition 6.1.1 (Regular Region). A bounded region G  Rq is called regular,
if its boundary @G is an orientable piecewise smooth Lipschitzian manifold of
dimension q  1 (for more details about regular regions the reader is referred, e.g.,
to Aronszaijn et al. (1983)). Examples are balls, cubes, other polyhedra, the (real)
Earths body, etc.
F 2 C.k/ .G /; 0  k  1; means that the function F W G ! C is k-times
continuously differentiable in G D G [ @G . By convention, F 2 C.k1/ .G / \
C.k/ .G / means that the function F W G ! C is .k  1/-times continuously
differentiable in G such that F jG is k-times continuously differentiable.
Definition 6.1.2. The volume of a regular region G  Rq is given by
Z
kG k D dV.q/ .x/; (6.1.1)
G

where dV.q/ .x/ D dx1 : : : dxq is the volume element.

6.1 Nomenclature and Basics 287

Definition 6.1.3. The area of the boundary @G of a regular region G  Rq is

given by Z
k@G k D dS.q1/ .x/; (6.1.2)
@G

where dS.q1/ .x/ is the surface element.

Remark 6.1.4. Throughout this work, for integration in the q-dimensional Euclidean
space and on the boundary surface @G in Rq , we use the traditional (non-oriented)
notations dV and dS , respectively. If the dimension and the variable of integration
must be specified, the notations dV.q/ .x/ and dS.q1/ .x/ are used, respectively.
Next, we briefly introduce the usual notation for multi-indices. Let D .1 ; : : : ; q /T
q
be a q-tuple of non-negative integers 1 ; : : : ; q , i.e., 2 N0 . We set

D 1  : : :  q ; (6.1.3)
 D 1 C : : : C q ; (6.1.4)
q
jj D 12 C : : : C q2 : (6.1.5)

We say D .1 ; : : : ; q /T is a q-dimensional multi-index of degree n if  D n. As

usual, we set
q
x D x11  : : :  xq q ; x 2 Rq ; 2 N0 ; (6.1.6)
   
@ 1 @ q @
.rx / D ::: D : (6.1.7)
@x1 @xq .@x1 / 1 : : : .@xq /q

Clearly, for  D , we have

(
0 ; ;
.rx / x D

(6.1.8)
; D :

In this notation of multi-indices we have

X
q n X n
xi D x : (6.1.9)
i D1

Dn

As is well-known, for x; y 2 Rq , the binomial theorem reads as follows:

X
q n X n
.x  y/ D
n
xi yi D x y : (6.1.10)
i D1

Dn
288 6 Spherical Harmonics in Rq

Definition 6.1.5. The sphere in Rq with radius R around y 2 Rq is denoted by

q1
SR .y/ D fx 2 Rq W jx  yj D Rg : (6.1.11)
q1 q1 q1
SR is the sphere with radius R around 0, i.e., SR D SR .0/. As usual and in
accordance with the case q D 3, the unit sphere in Rq is denoted by Sq1 :

Sq1 D fx 2 Rq W jxj D 1g : (6.1.12)

q
Definition 6.1.6. BR .y/ denotes the (open) ball in the Euclidean space Rq with
center y 2 Rq and radius R:
q
BR .y/ D fx 2 Rq W jx  yj < Rg: (6.1.13)

q
Remark 6.1.7. The closure of the ball BR .y/  Rq is given by

q
BR .y/ D fx 2 Rq W jx  yj  Rg: (6.1.14)

q q
We simply write BR and BR ; respectively, for the open and closed ball with radius
R around the origin 0.
q
Definition 6.1.8. By B%;R .y/, 0  % < R, we denote the spherical shell in the
Euclidean space Rq with center y 2 Rq and radii % and R given by

q q q
B%;R .y/ D BR .y/ n B% .y/ D fx 2 Rq W % < jx  yj < Rg: (6.1.15)

Each x 2 Rq ; x D x1 ; : : : ; xq T ; jxj 0, admits a representation in polar

coordinates of the form

x D r; r D jxj;  D .1 ; : : : ; q /T ; (6.1.16)

where  2 Sq1 is the uniquely determined (unit) vector of x. As before, for S2 , we

denote spherical points by lower case Greek letters.
Using the canonical orthonormal basis "1 ; : : : ; "q in Rq (more precisely, "1.q/ ; : : : ;
q
".q/ in Rq ) we are able to write .q/ 2 Sq1 , q
3, in the form

q
p
.q/ D t ".q/ C 1  t 2 .q1/ ; t 21; 1; .q1/ 2 Sq2 ; (6.1.17)

.2/ D cos '; sin 'T ; ' 20; 2/; .2/ 2 S1 : (6.1.18)

By means of polar coordinates x.q/ D r.q/ ; r D jx.q/ j; .q/ 2 Sq1 , the gradient
r in Rq can be represented in the form

@ 1
rx.q/ D .q/ C r.q/ ; (6.1.19)
@r r
6.1 Nomenclature and Basics 289

where r  is the surface gradient on Sq1 . Moreover, in terms of spherical

coordinates the Laplace operator (Laplacian)  D r  r in Rq ;

@2 @2
x.q/ D C : : : C ; (6.1.20)
@x12 @xq2

has the representation

@ q1 @ 1
x.q/ D r 1q r C 2 .q/ ; (6.1.21)
@r @r r

where  describes the (Laplace)Beltrami operator of the unit sphere Sq1

recursively given by

@2 @ 1
.q/ D .1  t 2 /  .q  1/t C  ; q
3; (6.1.22)
@t 2 @t 1  t 2 .q1/
@2
.2/ D : (6.1.23)
@' 2

If no confusion is likely to arise the (Laplace)Beltrami operator is simply called

the Beltrami operator. Clearly,

 D r   r  ; (6.1.24)

where r   is the surface divergence on Sq1 (for more details concerning the
differential operators in the three-dimensional case see Sects. 4.1 and 5.1).
q q
Definition 6.1.9. A function G W B%;N ! C is called radial in B%;N , 0  %  N ,
q
if, for all x 2 B%;N ,

G.x/ D G.r/ D G.r/; x D r; r D jxj: (6.1.25)

q q
A function H W B%;N ! C is called angular in B%;N , 0 < %  N , if, for all
q
x 2 B%;N ,
H.x/ D H.r/ D H./; x D r; r D jxj: (6.1.26)
The Laplace derivative of a radial and angular function, respectively, is of particular
significance for our later work

@ q1 @
x G.x/ D r 1q r G.r/; r 2%; N ; (6.1.27)
@r @r
1 
x H.x/ D  H./;  2Sq1 : (6.1.28)
r2 
290 6 Spherical Harmonics in Rq

6.2 Integral Theorems for the Laplace Operator

First, we replicate some key results of classical vector analysis and potential theory,
which are useful for our work (cf. Aronszaijn et al. 1983; Gurtin 1972; Helms
1969; Kellogg 1929; Martensen 1968; Michlin 1975; Muller 1969). We introduce
harmonic and metaharmonic functions and develop fundamental solutions for the
Laplace operator in the q-dimensional Euclidean space.
It is well-known that a regular region G  Rq (see Sect. 6.1) allows the Gau
theorem
Z Z
r  f .x/ dV .x/ D f .x/  .x/ dS.x/ (6.2.1)
G @G

for all continuously differentiable vector fields f on G , G D G [ @G (throughout

this work,  is the (unit) normal field on @G directed to the exterior of G ). By letting
f D rF; F 2 C.2/ .G /, G  Rq regular, we obtain from (6.2.1)
Z Z
@
F .x/ dV .x/ D F .x/ dS.x/; (6.2.2)
G @G @
@
where @ denotes the derivative in the direction of the outer (unit) normal field .
Consequently, for all functions F 2 C.2/ .G / satisfying the Laplace equation F D
0 in G , we have
Z
@F
.x/ dS.x/ D 0: (6.2.3)
@G @

For all vector fields f D F rG, F 2 C.1/ .G /, G 2 C.2/ .G /, we get from the Gau
theorem the general case of (4.1.19) of Theorem 4.1.4.
Theorem 6.2.1 (First Green Theorem). Suppose that G  Rq is a regular region.
For F 2 C.1/ .G /; G 2 C.2/ .G /, we have
Z Z
@G
.F .x/G.x/ C rF .x/  rG.x// dV .x/ D F .x/ .x/ dS.x/: (6.2.4)
G @G @

Taking f D F rG  GrF with F; G 2 C.2/ .G /, we obtain the general variant

of (4.1.20) of Theorem 4.1.4.
Theorem 6.2.2 (Second Green Theorem). Suppose that G  Rq is a regular
region. For F; G 2 C.2/ .G /, we have
Z Z  
@F @G
.G.x/F .x/  F .x/G.x// dV .x/ D G.x/ .x/  F .x/ .x/ dS.x/:
G @G @ @
(6.2.5)
6.2 Integral Theorems for the Laplace Operator 291

Remark 6.2.3. Note that, for q D 1 and G D a; b; a < b, we adopt the

conventions Z
F .x/ dS.x/ D F .a/ C F .b/ (6.2.6)
@G

and
@F dF @F dF
D ; D : (6.2.7)
@ a dx a @ b dx b
Next, we mention an extension of the second Green theorem.
Theorem 6.2.4 (Extended Second Green Theorem). For any number 2 R and
any regular region G  Rq , q
2, and for F 2 C.2m/ .G /, m 2 N, we have
Z Z
G.x/. C /m F .x/ dV .x/ D F .x/. C /m G.x/ dV .x/ (6.2.8)
G G

XZ
m1 @  
C . C /r F .x/ . C /m.rC1/ G.x/ dS.x/
rD0 @G @

XZ
m1   @ 
 . C /r F .x/ . C /m.rC1/ G.x/ dS.x/:
rD0 @G @

Its simplest form is the case with vanishing boundary terms, i.e.,

XZ
m1 @  
. C /r F .x/ . C /m.rC1/G.x/ dS.x/ (6.2.9)
rD0 @G @

XZ
m1   @ 
 . C /r F .x/ . C /m.rC1/ G.x/ dS.x/ D 0;
rD0 @G @

such that (6.2.8) reduces to the formula

Z
.G.x/. C /m F .x/  F .x/. C /m G.x// dV .x/ D 0: (6.2.10)
G

Next, we come to the well-known definition of harmonic and metaharmonic

functions.
Definition 6.2.5. U 2 C.2/ .G / is called a harmonic function (sometimes also called
a harmonic) in a region G  Rq if it satisfies the Laplace equation

X q
@2
U.x/ D U.x1 ; : : : ; xq / D 0; x D .x1 ; : : : ; xq /T 2 G : (6.2.11)
i D1
@xi2
292 6 Spherical Harmonics in Rq

U 2 C.2/ .G / is called a metaharmonic function (sometimes also called a metahar-

monic) with respect to the Helmholtz operator  C ; 2 R; in a region G  Rq
if it satisfies the Helmholtz equation

. C / U.x/ D 0; x 2 G: (6.2.12)

Fundamental Solutions of the Laplacian

Let y 2 G be fixed, where G is a region in Rq . We are looking for a harmonic

function U in G n fyg such that

U.x/ D F .jx  yj/; x 2 G n fyg; (6.2.13)

i.e., U depends only on the mutual distance of x and y. From the identities

@ xi  yi
F .jx  yj/ DF 0 .jx  yj/ ; (6.2.14)
@xi jx  yj
@2 .xi  yi /2
F .jx  yj/ DF 00 .jx  yj/ (6.2.15)
@xi2 jx  yj2
 
1 .xi  yi /2
C F 0 .jx  yj/ 
jx  yj jx  yj3

we easily obtain

q1 0
x F .jx  yj/ D F 00 .jx  yj/ C F .jx  yj/ D 0: (6.2.16)
jx  yj

In other words, F .jx  yj/ can be written in the form

(
C1 ln.jx  yj/ C C2 ; q D 2;
F .jx  yj/ D (6.2.17)
C1 jx  yj 2q
C C2 ; q
3;

with some constants C1 ; C2 . By convention, the function

(
 2
1
ln.jx  yj/ ; q D 2;
x 7! Fq .jx  yj/ D jxyj2q (6.2.18)
.q2/kSq1 k
; q
3;

is called the fundamental solution in Rq for the Laplace operator  (later on, we
will see that the choice (6.2.18) for the coefficients C1 ; C2 is very useful in our
context).
6.2 Integral Theorems for the Laplace Operator 293

Remark 6.2.6. As already known, the one-dimensional fundamental solution for the
Laplacian, i.e., the operator of the second order derivative, is given by the continuous
function
1 1
x 7! F1 .jx  yj/ D  jx  yj D  .x  y/ sign.x  y/; (6.2.19)
2 2
x; y 2 R. This is a wonderful feature with nice applicationsunfortunately only in
the one-dimensional lattice point theory (see Chap. 9).
The fundamental solution of the Laplace operator possesses the following property.
q
Lemma 6.2.7. For continuous functions G; H in the ball BR .y/; y 2 Rq ; q
2,
and R > r > 0, we have
Z
@
lim G.x/ Fq .jx  yj/ dS.x/ D  G.y/; (6.2.20)
r!0C q1
Sr .y/ @x
Z
lim H.x/Fq .jx  yj/ dS.x/ D 0; (6.2.21)
r!0C Sq1
r .y/

q
where the (unit) normal field  is directed to the exterior of Br .y/.
Proof. We restrict ourselves to dimensions q
3. The case q D 2 easily follows by
analogous arguments.
q
Because of the continuity of the function H in each ball Br .y/, r < R, we find
Z Z
jx  yj2q C
H.x/
dS.x/  jx  yj2q dS.x/
.q  2/kSq1 k kSq1 k jxyjDr
jxyjDr

C
D r 2q kSq1 kr q1
kSq1 k
DC r (6.2.22)

for some positive constant C . This shows the second limit relation (6.2.21).
For the first limit relation, we observe that the normal derivative can be
understood as the radial derivative. Therefore, we obtain from the mean value
theorem:
Z Z
@ jx  yj2q r 1q
G.x/ dS.x/ D  G.x/ dS.x/
jxyjDr @x .q  2/kSq1 k kSq1 k jxyjDr
r 1q q1 q1
D r kS k G.xr / (6.2.23)
kSq1 k
294 6 Spherical Harmonics in Rq

q1
for certain points xr 2 Sr .y/. The limit r ! 0 implies xr ! y, such that the
continuity of G yields
lim G.xr / D G.y/: (6.2.24)
r!0C

This is the desired result. t

u
Next, we want to apply the second Green theorem, i.e., Theorem 6.2.2, (for a regular
region G with continuously differentiable boundary @G ) especially to the functions

F W x 7! F .x/ D 1 ; x 2 G ; (6.2.25)
G W x 7! G.x/ D Fq .jx  yj/ ; x 2 G n fyg; (6.2.26)

where y 2 Rq is positioned in accordance with the following three cases:

(i) Case y 2 G : For sufficiently small " > 0 we obtain by integration by parts,
i.e., the second Green theorem (Theorem 6.2.2), that
Z Z
@
x Fq .jx  yj/ dV .x/ D Fq .jx  yj/ dS.x/ (6.2.27)
x2G x2@G @ x
jxyj"
D0
Z
@
C Fq .jx  yj/ dS.x/:
x2G
jxyjD"
@x

In connection with Lemma 6.2.7 we obtain, by letting " ! 0;

Z
@
Fq .jx  yj/ dS.x/ D 1: (6.2.28)
@G @x

(ii) Case y 2 @G : Again, by Theorem 6.2.2 we obtain, for " > 0,

Z Z
@ @
 Fq .jx  yj/ dS.x/ D Fq .jx  yj/ dS.x/:
x2G
jxyjD"
@x x2@G @x
(6.2.29)
By letting " ! 0 we now find in case of a continuously differentiable surface
@G ; Z
@ 1
Fq .jx  yj/ dS.x/ D  : (6.2.30)
@G @ x 2
(iii) Case y G : The second Green theorem (Theorem 6.2.2) now yields
Z Z
@
x Fq .jx  yj/ dV .x/ D Fq .jx  yj/ dS.x/: (6.2.31)
G @G @x
D0

Summarizing all our results we obtain the following identity from (6.2.28), (6.2.30),
and (6.2.31).
6.2 Integral Theorems for the Laplace Operator 295

Lemma 6.2.8. Let G  Rq be a regular region with continuously differentiable

boundary @G . Then,
8
Z
1 ; y 2 G;
@ <
 Fq .jx  yj/ dS.x/ D 12 ; y 2 @G ; (6.2.32)
@x
@G
:0 ; y G:

In other words, the integral is a measure for the solid angle .y/ subtended by the
boundary @G at the point y 2 Rq .
Remark 6.2.9. From potential theory (see, e.g., Kellogg 1929) it is known that
Lemma 6.2.8 may be extended to regular regions G such as a cube, simplex,
polyhedron, more concretely, to regular regions with solid angle .y/ at y 2 Rq
subtended by the surface @G :
Z
@
 Fq .jx  yj/ dS.x/ D .y/; y 2 Rq : (6.2.33)
@G @x

Example 6.2.10. For the cube

G D .1; 1/3  R3 ; (6.2.34)

we have
(i) .y/ D 1 if y is located in the open cube G ,
(ii) .y/ D 12 if y is located on one of the six faces of the boundary @G of the
cube G , but not on an edge or in a vertex,
(iii) .y/ D 14 if y is located on one of the eight edges of @G but not in a vertex,
(iv) .y/ D 18 if y is located in one of the eight vertices of @G .
Lemma 6.2.8 is a special case of the third Green theorem in Rq (see, e.g., Aronszaijn
et al. 1983; Kellogg 1929) that is mentioned next.
Theorem 6.2.11 (Third Green Theorem).
(i) Let G be a regular region with continuously differentiable boundary @G .
  that U W G ! R is twice continuously differentiable, i.e., U 2
Suppose
C.2/ G . Then, we have

Z  
@U @
Fq .jx  yj/ .x/  U.x/ Fq .jx  yj/ dS.x/ (6.2.35)
@G @ @x
8
Z
y 2 G;
<U.y/ ;
 Fq .jx  yj/ U.x/ dV .x/ D 2 U.y/ ;
1
y 2 @G ;
G
:0 ; y 2 Rq n G :
296 6 Spherical Harmonics in Rq

(ii) Let G be a regular region.  Suppose

 that U W G ! R is twice continuously
differentiable, i.e., U 2 C.2/
G . Then, we have

Z  
@U @
Fq .jx  yj/ .x/  U.x/ Fq .jx  yj/ dS.x/ (6.2.36)
@G @ @x
Z
 Fq .jx  yj/ U.x/ dV .x/ D .y/ U.y/;
G

where .y/; y 2 Rq ; is the solid angle at y subtended by the surface @G :

Proof. We consider only the case y 2 G . For every " > 0 that is small enough such
q
that B" .y/  G , Greens formula tells us that
Z
 Fq .jy  xj/ U.x/ dV .x/ (6.2.37)
q
G nB" .y/
Z  
@ @U
D U.x/ Fq .jy  xj/  Fq .jy  xj/ .x/ dS.x/
@G @x @
Z  
@ @U
C U.x/ Fq .jy  xj/  Fq .jy  xj/ .x/ dS.x/:
x2S"q1 .y/ @x @

Letting " ! 0, the theorem follows immediately from Lemma 6.2.7. t

u
Finally, we mention the Poisson differential equation, which is a classical result in
potential theory (see, e.g., Leis (1967) and Michlin (1970) for an alternative proof
in R3 ). We restrict our formulation to the case q
3. The case q D 2 follows by
obvious modification.
 
Lemma 6.2.12. Let F be of class C G ; G D G [ @G  Rq . Then, U W G ! R
given by Z
U.x/ D F .y/ Fq .jx  yj/ dV .y/ (6.2.38)
G
 
is of class C.1/ G and we have
Z
rU.x/ D F .y/ rx Fq .jx  yj/ dV .y/: (6.2.39)
G

If F is bounded in G D G [@G satisfying a Lipschitz-condition in the neighborhood

of the point x 2 G (more precisely, jF .y/  F .z/j  CF jy  zj for all y; z in the
neighborhood of the point x 2 G ), then U as given by (6.2.38) is twice continuously
differentiable in x 2 G and we have

U.x/ D F .x/: (6.2.40)

6.3 Integral Theorems for the LaplaceBeltrami Operator 297

6.3 Integral Theorems for the LaplaceBeltrami Operator

The set of scalar functions F W Sq1 ! C which are measurable and for which
Z 1
p
p
kF kLp .Sq1 / D jF ./j dS./ < 1; 1  p < 1; (6.3.1)
Sq1

is known as Lp .Sq1 /. Clearly, Lp .Sq1 /  LpQ .Sq1 / for 1  pQ < p: A function

F W Sq1 ! C possessing k continuous derivatives on the unit sphere Sq1 is said
to be of class C.k/ .Sq1 /, 0  k  1. C.Sq1 / D C.0/ .Sq1 / denotes the class of
continuous scalar-valued functions on Sq1 . C.Sq1 / is a complete normed space
endowed with
kF kC.Sq1 / D sup jF ./j: (6.3.2)
2Sq1

By
./ D
.F I /, we denote the modulus of continuity of a function F 2 C.Sq1 /
with 0 < < 2:


./ D
.F I / D max jF ./  F ./j W ;  2 Sq1 and 1      : (6.3.3)

A function F W Sq1 ! C is said to be Lipschitz-continuous if there exists a

(Lipschitz) constant CF > 0 such that the inequality
p p
jF ./  F ./j  CF j  j D 2 CF 1     (6.3.4)

holds for all ;  2 Sq1 . L2 .Sq1 / is the Hilbert space of square-integrable function
on Sq1 with respect to the inner product h; iL2.Sq1 / defined by
Z
hF; GiL2 .Sq1 / D F ./G./ dS./; F; G 2 L2 .Sq1 /: (6.3.5)
Sq1

In connection with h; iL2.Sq1 / ; C.Sq1 / is a pre-Hilbert space. For each function
F 2 C.Sq1 /, we have the norm estimate
p
kF kL2 .Sq1 /  kSq1 k kF kC.Sq1 / : (6.3.6)

L2 .Sq1 / is the completion of C.Sq1 / with respect to the norm k  kL2 .Sq1 / , i.e.,

kkL2 .Sq1 /
L2 .Sq1 / D C.Sq1 / : (6.3.7)

As in Definition 4.1.5, any function of the form

G W Sq1 ! R;  7! G ./ D G.  /;  2 Sq1 ; (6.3.8)

298 6 Spherical Harmonics in Rq

is called a -zonal function on Sq1 (or -axial radial basis function). Zonal
functions are constant on the sets Sq1 .I / D  2 Sq1 W    D  ; where
 2 1; 1. The set of all -zonal functions is isomorphic to the set of functions
G W 1; 1 ! R. This allows us to interpret C.1; 1/ and Lp .1; 1/ (with
norms defined correspondingly) as subspaces of C.Sq1 / and Lp .Sq1 /.
It is natural to restrict the Green theorems, i.e., Theorems 6.2.1 and 6.2.2, known
from Rq to Sq1 . In case of the first Green surface theorem we find
Z Z
 
F ./ G./ dS./ D F ./ r   r  G./ dS./
Sq1 Sq1
Z
D r  F ./  r  G./ dS./; (6.3.9)
Sq1

provided that F 2 C.1/ .Sq1 /, G 2 C.2/ .Sq1 /. In case of the second Green surface
theorem this leads to the identity (describing integration by parts in terms of  )
Z Z

F ./  G./ dS./ D  r  F ./  r  G./ dS./
Sq1 Sq1
Z
D G./  F ./ dS./; (6.3.10)
Sq1

provided that F; G 2 C.2/ .Sq1 /. This is the q-dimensional analog of Theorem 4.1.4
for spheres.
Next, we introduce the Green function of the unit sphere Sq1 , q
3, for the
Beltrami operator  (cf. Freeden (1980a) for the case q D 3, and Freeden and
Reuter (1982) and Freeden (2011) for the cases q
3).
Definition 6.3.1. G. I ; / W .; / 7! G. I ; /, 1     < 1, is called
the Green function for the Beltrami operator  on the unit sphere Sq1 (in brief,
Sq1 -sphere function for  ) if it satisfies the following properties:
(i) For each fixed  2 Sq1 ;  7! G. I ; / is twice continuously differentiable
with respect to the variable  2 Sq1 , 1     6D 0, with

1
 G. I ; / D  : (6.3.11)
kSq1 k

(ii) In the neighborhood of the point  2 Sq1 the following estimates are valid.
For q D 3,

1
G. I ; /  ln.1    / D O.1/; (6.3.12)
kS2 k
6.3 Integral Theorems for the LaplaceBeltrami Operator 299

1
r G. I ; /  r  ln.1    / D O.1/ (6.3.13)
kS2 k 

and, for q
4,
3q
 1 2 2 3q
G. I ; / C .1    / 2 (6.3.14)
q  3 kS k
q2
8
<O.ln.1    //
D  5q
 ; q D 5;
:O .1    / 2 ; q D 4; q
6;
3q
1 2 2 3q
r G. I ; / C r .1    / 2 (6.3.15)
q  3 kS k
q2
8  
<O r  ln.1    / ; q D 5;
D   
:O r  .1    / 25q
; q D 4; q
6:


(iii) For all orthogonal transformations t,

G. I ; / D G. ; t; t/: (6.3.16)

(iv) For all  2 Sq1 , Z

G. I ; / dS./ D 0: (6.3.17)
Sq1

Because of condition .iii/ of Definition 6.3.1, G. I ; / depends only on the scalar
product of  and  (i.e., the function G. I ; / is a zonal function); hence, it may
be understood as a function defined on the interval 1; 1/. Thus, we usually write
G. I   / instead of G. I ; /.
Remark 6.3.2. Throughout this work, we consistently write G. I   / instead of
G. I ; / (more generally, G..q/ I .q/ ; .q/ /). The case q D 3 has already been
discussed in Definition 4.6.1.
By the defining properties as stated in Definition 6.3.1, the Sq1 -sphere function for
 is uniquely determined (cf. Freeden 1980a).
Lemma 6.3.3. For ;  2 Sq1 with 1     < 1,

G. I   / (6.3.18)
Z q2  
1 1
1Cr 1
D  1 dr:
.q  2/kSq1 k 0 r .1  2r.  / C r 2 /
q2
2

We list the representation of G. I   / for the dimensions q D 3; 4; 5.

300 6 Spherical Harmonics in Rq

(i) q D 3: We find as in (4.6.6) that

Z  
1 1
1Cr 1
G. I   / D  1
 1 dr
4 0.1  2r.  / C r 2 / 2
r
1  
D  1 C ln 2  ln.1  t/ : (6.3.19)
4

(ii) q D 4:

Z  
1 1
1 C r2
1
G. I   / D   1 dr
4 2 0 1  2rt C r 2
r
p !
1 1 t 1Ct
D  Cp arctan p : (6.3.20)
2 2 4 1  t2 1t

(iii) q D 5:

Z 
 1 1 C r3 1
1
G. I   / D  2 3
 1 dr
8 0 r .1  2r.  / C r 2 / 2
 
1 1 7
D 2  ln.1  t/ C ln 2  : (6.3.21)
8 1t 3

The purpose now is to formulate a counterpart to the third Green theorem on the
unit sphere Sq1 for the Beltrami operator  (see Freeden (1981), Hlawka (1982),
and Reuter (1982), see Theorem 4.6.5 for the three-dimensional case).
Theorem 6.3.4 (Integral Formula for the Operator  ). If  2 Sq1 and F is
of class C.2/ .Sq1 /, then
Z Z
1  
F ./ D F ./ dS./ C G. I   /  F ./ dS./:
kSq1 k Sq1 Sq1
(6.3.22)

This formula compares the integral mean over Sq1 with the functional value at
 2 Sq1 under explicit knowledge of the remainder term in integral form. It also
serves as a point of departure for the spherical spline theory and best approximate
integration formulas (as proposed, e.g., by Freeden 1981, 1984; Wahba 1981 and the
references therein). Moreover, the theory of equidistribution (cf. Cui and Freeden
1997; Hesse et al. 2010; Hlawka 1982) can be based on (6.3.22) (for more details
we also refer to Freeden 2011).
Next, we are interested in extending Theorem 6.3.4 to iterated operators.
6.3 Integral Theorems for the LaplaceBeltrami Operator 301

 m 
Definition 6.3.5. Let G  I    , m D 2; 3; : : :, be recursively defined by the
convolution integrals
Z
     
G . /m I    D G . /m1 I    G  I    dS./; (6.3.23)
Sq1

where  
1  
G  I    D G  I    : (6.3.24)
 m 
Then, G  I  is called the Sq1 -sphere function for . /m .
In analogy to techniques known in potential theory it can be shown that
8  
 <O .1    /m 2 ln.1    /
q1
  m ; 2m  q  1; q odd;
G  ;   D  
:O .1    /m q1
2 ; otherwise:
(6.3.25)
Observing the differential equation
 m   
 G  I    D G . /m1 ;    ; (6.3.26)

1     < 1; m
2, we obtain by successive integration by parts the following
extension of Theorem 6.3.4.
Theorem 6.3.6 (Integral Formula for . /m ). Suppose that  2 Sq1 and F is
of class C.2m/ .Sq1 /, m 2 N. Then,
Z Z
1   m 
F ./ D F ./ dS./ C G  I    . /m
 F ./ dS./:
kSq1 k Sq1 Sq1
(6.3.27)

An immediate consequence of Theorem 6.3.6 is the following corollary.

Corollary 6.3.7. Under the assumptions of Theorem 6.3.6 we have
Z
1
F ./ D F ./ dS./
kSq1 k Sq1
Z
   2m 
C . /m
G  I    . /m
 F ./ dS./: (6.3.28)
Sq1

Remark 6.3.8. It should be noted that Theorem 4.6.9 can be easily generalized to
dimension q
3 and to iterated (Laplace)Beltrami operators . /m , m 2 N, with
the help of Theorem 6.3.6. Theorem 4.6.9 only covers the case q D 3 and m D 1.
302 6 Spherical Harmonics in Rq

6.4 Homogeneous Harmonic Polynomials

This section gives a survey of the theory of homogeneous harmonic polynomials of

dimension q based on the work by Freeden (1980a), Freeden et al. (1998), Muller
(1998), and Reuter (1982). It is the generalization of the three-dimensional case
given in the first part of Sect. 4.3. We also generalize the Legendre polynomial and
are led to the ultraspherical polynomials of Sect. 3.4 (up to an additional factor).
Let Homn .Rq / consist of all polynomials Hn .qI / in q variables which are
homogeneous of degree n (i.e., Hn .qI x/ D  n Hn .qI x/ for all  2 R and all
x 2 Rq ). If Hn .qI / is a member of the class Homn .Rq /, then there exist complex
q
numbers C D C1 ;:::;q , D 1 ; : : : ; q T 2 N0 , such that
X
Hn .qI x/ D C x : (6.4.1)
Dn

In Cartesian coordinates x D x1 ; : : : ; xq T ,
X
Hn .qI x1 ; : : : ; xq / D C1 ;:::;q x11 : : : xq q : (6.4.2)
1 C:::Cq Dn

It is obvious that the set of monomials x 7! x ;  D n; x 2 Rq , is a basis of the

space Homn .Rq /. The number of such monomials is precisely the number of ways
a q-tuple can be chosen so that we have  D n, i.e., the number of ways selecting
q  1 elements out of a collection of n C q  1. This means that the dimension
dim.Homn .Rq // of Homn .Rq / is equal to
   
nCq1 nCq1
M.qI n/ D dim.Homn .Rq // D D ; (6.4.3)
q1 n

i.e.,

.n C q  1/ .n C q/
M.qI n/ D dim.Homn .Rq // D D : (6.4.4)
.q  1/ n .q/ .n C 1/

Let Hn .qI rx / be the differential operator associated to Hn .qI x/ (i.e., replace x

formally by .rx / in the expression of Hn .qI x/):
X
Hn .qI rx / D C .rx / : (6.4.5)
Dn

If such an operator is applied to a homogeneous polynomial Un .qI / of the same

degree X
Un .qI x/ D D x ; (6.4.6)
Dn
6.4 Homogeneous Harmonic Polynomials 303

we obtain as result a number

X
Hn .qI rx /Un .qI x/ D C D : (6.4.7)
Dn

Clearly, we have

Hn .qI rx /Un .qI x/ D Un .qI rx /Hn .qI x/; (6.4.8)

Hn .qI rx /Hn .qI x/
0: (6.4.9)

This enables us (see Sect. 4.3 for the three-dimensional case, Freeden (2011) and
Reuter (1982) for the q-dimensional case) to define an inner product h; iHomn .Rq /
on the space Homn .Rq / by letting

hHn .qI /; Un.qI /iHomn .Rq / D Hn .qI rx /Un .qI x/: (6.4.10)

The space Homn .Rq / equipped with the inner product h; iHomn .Rq / is a finite-
dimensional Hilbert space. The set of monomials

1
fx 7! ./ 2 x W  D ng (6.4.11)

forms an orthonormal system in the space Homn .Rq / (see Lemma 4.3.6 for the case
q D 3 and the corresponding proof).
For each Hn .qI / 2 Homn .Rq /, it follows in connection with the binomial
theorem (see (6.1.10)) as in (4.3.20) that

  .x  y/n
Hn .qI x/ D Hn .qI ry / : (6.4.12)
n

As in Theorem 4.3.8, this shows that Homn .Rq / equipped with the inner product
h; iHomn .Rq / is an M.qI n/-dimensional Hilbert space with the reproducing kernel

.x  y/n
KHomn .Rq / .x; y/ D ; x; y 2 Rq ; (6.4.13)
.n C 1/

i.e., KHomn .Rq / .x; / 2 Homn .Rq / for each x 2 Rq and

KHomn .Rq / .; x/; Hn .qI / Homn .Rq / D Hn .qI x/ (6.4.14)

for each x 2 Rq and each Hn .qI / 2 Homn .Rq /:

Let Hn;1 .qI /; : : : ; Hn;M.qIn/ .qI / be an orthonormal system in Homn .Rq / with
respect to h; iHomn .Rq / . Then, each Hn .qI / 2 Homn .Rq / can be represented in
the form
304 6 Spherical Harmonics in Rq

X
M.qIn/

Hn .qI / D Hn .qI /; Hn;j .qI / Homn .Rq / Hn;j .qI /; (6.4.15)
j D1

where

X
M.qIn/
KHomn .Rq / .x; y/ D Hn;j .qI x/Hn;j .qI y/; x; y 2 Rq : (6.4.16)
j D1

In other words, like in Theorem 4.3.9 we are led to the addition theorem for
homogeneous polynomials.
Theorem 6.4.1 (Addition Theorem for Homn .Rq /). Let the homogeneous poly-
nomials Hn;1 .qI /; : : : ; Hn;M.qIn/ .qI / form an orthonormal system in Homn .Rq /
with respect to h; iHomn .Rq / . Then, for all x; y 2 Rq ;

.x  y/n X
M.qIn/
D Hn;j .qI x/Hn;j .qI y/: (6.4.17)
n j D1

Suppose that M.qI n/ points x1 ; : : : ; xM.qIn/ 2 Rq are given such that

X
M.qIn/

bk Hn;j .qI xk / D Hn .qI /; Hn;j .qI / Homn .Rq / (6.4.18)
kD1

for Hn .qI / 2 Homn .Rq / and j D 1; : : : ; M.qI n/. Then,

X X
M.qIn/ M.qIn/
Hn .qI x/ D bk Hn;j .qI xk / Hn;j .qI x/; x 2 Rq : (6.4.19)
kD1 j D1

This yields an analog to Theorem 4.3.12:

X
M.qIn/
.x  xk /n
Hn .qI x/ D bk ; x 2 Rq : (6.4.20)
n
kD1

Let Harmn .Rq / be the class of all polynomials in Homn .Rq / that are harmonic:

Harmn .Rq / D fHn .qI / 2 Homn .Rq / W x Hn .qI x/ D 0; x 2 Rq g: (6.4.21)

For n < 2, of course, all homogeneous polynomials are harmonic. Assume that n is
an integer with n
2: Let Hn2 .qI / be a homogeneous polynomial of degree n2,
6.4 Homogeneous Harmonic Polynomials 305

i.e., Hn2 .qI / 2 Homn2 .Rq /: Then, for each homogeneous harmonic polynomial
Kn .qI /, we have

j  j2 Hn2 .qI /; Kn .q; / Homn .Rq / D Hn2 .rx /x Kn .qI x/ D 0: (6.4.22)

This means that j  j2 Hn2 .qI / is orthogonal to Kn .qI / in the sense of the inner
product h; iHomn .Rq / . Conversely, suppose that Kn .qI / 2 Harmn .Rq / is orthogonal
to all Ln of the form

Ln .x/ D jxj2 Hn2 .qI x/; Hn2 .qI / 2 Homn2 .Rq /; x 2 Rq : (6.4.23)

Then, it follows that

0 D j  j2 Hn2 .qI /; Kn .qI / Homn .Rq / D Hn2 .qI /; Kn.qI / Homn2 .Rq /
(6.4.24)

for all Hn2 .qI / 2 Homn2 .Rq /. This is true if Kn .qI / D 0, i.e., Kn .qI / is
a homogeneous harmonic polynomial. In other words, Homn .Rq /; n
2, is the
orthogonal direct sum of Harmn .Rq / and Harm? q
n .R /, where

Harm?
n .R / D j  j Homn2 .R /:
q 2 q
(6.4.25)

Furthermore, the dimension N.qI n/ of Harmn .Rq / can be determined as follows:

N.qI n/ D dim.Harmn .Rq // (6.4.26)

D dim.Homn .Rq //  dim.Homn2 .Rq //

such that

.n C q/ .n C q  2/
N.qI n/ D  (6.4.27)
.q/ .n C 1/ .q/ .n  1/
.n C q  2/
D ..n C q  1/.n C q  2/  n.n  1//
.q/ .n C 1/
.2n C q  2/ .n C q  2/
D :
.n C 1/ .q  1/

Consequently,

N.qI 0/ D 1; (6.4.28)
.2n C q  2/ .n C q  2/  
N.qI n/ D D O nq2 : (6.4.29)
.n C 1/ .q  1/
306 6 Spherical Harmonics in Rq

Remark 6.4.2. Note that (see also (4.3.46) of Theorem 4.3.15)

.2n C 1/ .n C 1/
N.3I n/ D D 2n C 1; (6.4.30)
.n C 1/ .2/
2n .n/
N.2I n/ D D 2: (6.4.31)
.n C 1/

Remark 6.4.3. We use the indexing from 1 to N.qI n/ in the general q-dimensional
case instead of the indexing from n to n as in the three-dimensional case of
Sect. 4.3 (see in particular Remark 4.3.18).
Each homogeneous polynomial of degree n can be uniquely decomposed in the form

bn=2c
X
Hn .qI x/ D jxj2j Kn2j .qI x/; x 2 Rq ; (6.4.32)
j D0

Kn2j .qI / 2 Harmn2j .Rq /, where b n2 c is the largest integer which is less than or
equal to n2 .
We are now interested in explicitly giving the projection ProjHarmn .Rq / Hn .qI /
of a given homogeneous polynomial Hn .qI / to Harmn .Rq /. We get, for jxj 0,
jyj 0, as in Lemma 4.3.19,
 
.x  y/n
ProjHarmn .Rq / (6.4.33)
.n C 1/
 
bn=2c
X .1/m 22m q2
2
C n  m
D q  jxj2m jyj2m .x  y/n2m :
mD0
2 C n  1 .m C 1/ .n  2m C 1/

Suppose that fKn;j .qI /gj D1;:::;N.qIn/ is an orthonormal system in Homn .Rq / with
respect to h; iHomn .Rq / . Let fLn;j .qI /gj D1;:::;M.qIn/N.qIn/ be an orthonormal system
in Harm? q
n .R /. Then, the union of both systems forms an orthonormal system in
q
Homn .R /. Therefore, we are able to deduce that

  X
N.qIn/
.x  y/n
ProjHarmn .Rq / D Kn;j .qI x/Kn;j .qI y/: (6.4.34)
.n C 1/ j D1

By comparison of (6.4.33) and (6.4.34) we obtain the addition theorem of homoge-

neous harmonic polynomials in Rq .
Theorem 6.4.4 (Addition Theorem for Harmn .Rq /). Let fKn;j .qI /gj D1;:::;N.qIn/
be an orthonormal system in the space Harmn .Rq / with respect to the inner product
h; iHomn .Rq / . Then, for all x; y 2 Rq , q
3, x D jxj, y D jyj, ;  2 Sq1 , we
have
6.4 Homogeneous Harmonic Polynomials 307

q
X
N.qIn/
jxjn jyjn
Kn;j .qI x/Kn;j .qI y/ D 2q  N.qI n/Pn .q;   /; (6.4.35)
j D1
2
C n 2n

where we have used the abbreviation

 
q2
.n C 1/ .q  2/
bn=2c
X .1/m 2 Cnm
Pn .qI t/ D   .2t/n2m ;
.n C q  2/ q2 mD0
.m C 1/ .n  2m C 1/
2
(6.4.36)
t 2 1; 1.
Next, we discuss the important problem of how the inner product h; iHomn .Rq /
is related to the (usual) inner product h; iL2.Sq1 / for any pair of homogeneous
harmonic polynomials Hm .qI / 2 Harmm .Rq /, Kn .qI / 2 Harmn .Rq /.
Theorem 6.4.5. For Hm .qI / 2 Harmm .Rq /, Kn .qI / 2 Harmn .Rq /,

m;n
Hm .qI /; Kn.qI / L2 .Sq1 / D Hn .qI /; Kn .qI / Homn .Rq / ; (6.4.37)

n .q/

where
n .q/ is given by  q
Cn
2n

n .q/ D q1  : 2
(6.4.38)
kS k q2
Proof. The proof is completely analogous to the three-dimensional case in
Theorem 4.3.22. u
t
Theorem 6.4.4 leads to the following reformulation of the addition theorem for
homogeneous harmonic polynomials.
Corollary 6.4.6 (Addition Theorem for Harmn .Rq /). Let Kn;j .qI / 2 Harmn .Rq /,
j D 1; : : : ; N.qI n/, be an L2 .Sq1 /-orthonormal system, i.e.,
Z
Kn;j .qI x/ Kr;s .qI x/ dS.x/ D n;r j;s : (6.4.39)
Sq1

Then, for x; y 2 Rq , x D jxj, y D jyj, ;  2 Sq1 , we have

X
N.qIn/
N.qI n/ n n
Kn;j .qI x/ Kn;j .qI y/ D jxj jyj Pn .q;   /; (6.4.40)
j D1
kSq1 k

where Pn .qI / is defined by (6.4.36).

In other words, to any orthonormal system fKn;j .qI /gj D1;:::;N.qIn/ with respect to
the scalar product h; iHomn .Rq / there corresponds the L2 .Sq1 /-orthonormal system
p

n .q/Kn;j .qI / j D1;:::;N.qIn/ , and vice versa.
308 6 Spherical Harmonics in Rq

Legendre Polynomials of Dimension q

Definition 6.4.7. The function Pn .qI / W t 7! Pn .qI t/, t 2 1; C1, n 2 N0

occurring in the addition theorem for homogeneous harmonic polynomials of degree
n in dimension q (Theorem 6.4.4) and defined by (6.4.36) is called the Legendre
polynomial of degree n and dimension q.
Remark 6.4.8. The Legendre polynomials Pn .qI /, q
3, as defined in our
approach by Definition 6.4.7 or (6.4.36) coincide (apart from a multiplicative
constant) with Gegenbauer polynomials (see Sect. 3.4). More precisely, we have
(see, e.g., Magnus et al. 1966)
.q=21/
.q  2/ .n C 1/ .q=21/ Cn .t/
Pn .qI t/ D Cn .t/ D .q=21/ ; t 2 1; 1;
.q  2 C n/ Cn .1/
(6.4.41)
where (see Corollary 3.4.4)
bn=2c
1 X . C n  k/
Cn./ .t/ D .1/k .2t/nk ; t 2 1; 1: (6.4.42)
./ k .n  2k/
kD0

It is easily seen that Pn .qI / satisfies the following properties:

(i) Pn .qI / is a polynomial of degree n, i.e.,

Pn .qI t/ D n .q/ t n C : : : : (6.4.43)

.q=21/ .q=21/
Using the leading coefficient kn of Cn (see (3.4.6)) and N.qI n/
of (6.4.27), we find that

.q  2/ .n C 1/ .q=21/ 2n .n C q2 /
n .q/ D kn D
.n C q  2/ n . q2 /N.qI n/
q1
!
n . 2 / 2n C q  3
D n : (6.4.44)
2 . 2nCq1 / n
2

(ii) Pn .qI 1/ D 1,
R1 q3
(iii) 1 Pn .qI t/Pm .qI t/.1  t 2 / 2 dt D 0; n 6D m.
Pn .qI / is also uniquely determined by the properties .i /.iii/. It is not hard to see
that
8

0 ; k  n < 0;
Z 1
<
t k Pn .qI t/.1  t 2 /
q3
2 dt D 0    
; k  n > 0; odd;
1
n k  2  knC1
q1

: 2n n kCnCq
2
 ; k  n > 0; even:
2
(6.4.45)
6.4 Homogeneous Harmonic Polynomials 309

Moreover, by using (3.4.9) and (2.2.27) of Lemma 2.2.4, we have

p  
Z  q1
1 q3 2 1 kSq1 k
Pn2 .qI t/.1  t 2 / 2 dt D q D q2 : (6.4.46)
1 2 N.qI n/ kS kN.qI n/

Because of Theorem 3.4.5, we have

jPn .qI t/j  Pn .qI 1/ D 1 (6.4.47)

for all t 2 1; C1. By elementary calculations we find that (3.4.3) becomes

  2 
  d d
1t 2
 .q  1/t C n.n C q  2/ Pn .qI t/ D 0: (6.4.48)
dt dt

More concretely, Pn .qI / is the only twice continuously differentiable eigenfunction

of the Legendre operator L in dimension q,
 2
d d
Lt D .1  t / 2
 .q  1/t (6.4.49)
dt dt

on the interval 1; C1 corresponding to the eigenvalues n.n C q  2/, n 2 N0 ,

that is bounded on 1; C1 with Pn .qI 1/ D 1. The Legendre polynomial can also
be expressed by Rodrigues formula of Theorem 3.3.12,
 
q1  n
2 3q d q3
Pn .qI t/ D .1/n   .1  t 2 / 2 .1  t 2 /nC 2 : (6.4.50)
2n q1 dt
2 Cn

An easy calculation gives

P0 .qI t/ D 1; (6.4.51)
P1 .qI t/ D t; (6.4.52)
1
P2 .qI t/ D .qt 2  1/; (6.4.53)
q1
1  
P3 .qI t/ D .q C 2/t 2  3 t: (6.4.54)
q1

Legendre polynomials satisfy recursion formulas. We mention only the following

relations which follow directly from (3.4.10) and Theorem 3.4.11 in the section on
ultraspherical polynomials (Sect. 3.4):
310 6 Spherical Harmonics in Rq

.q  1/Pn0 .qI t/ D n.n C q  2/Pn1 .q C 2I t/; (6.4.55)

.n C q  2/PnC1 .qI t/ D .2n C q  2/tPn .qI t/  nPn1 .qI t/;
(6.4.56)
.2n C q  2/.1  t 2 /Pn .q C 2I t/ D .q  1/ .Pn1 .qI t/  PnC1 .qI t// ; (6.4.57)
.q  1/.2n C q  2/Pn .qI t/ D .n C q  1/.n C q  2/Pn .q C 2I t/
 n.n C 1/Pn2 .q C 2I t/; (6.4.58)
.1  t 2 /Pn0 .qI t/ D n .tPn .qI t/  Pn1 .qI t// ; (6.4.59)
.1  t 2 /Pn0 .qI t/ D .n C q  2/ .PnC1 .qI t/  tPn .qI t// ;
(6.4.60)
.1  t 2 /Pn0 .qI t/ D .q  3/ .PnC1 .q  2I t/  tPn .qI t// :
(6.4.61)

Obviously, the polynomial Pn .qI / has exactly n different zeros in .1; C1/.
It is not difficult to verify via (3.4.7) that
 l  
d 2l l C q2 N.q C 2lI n  l/
Pn .qI t/ D   Pnl .q C 2lI t/: (6.4.62)
dt q2 N.qI n/

In connection with Rodrigues formula (6.4.50) we get by integration by parts the

so-called Rodrigues rule
Lemma 6.4.9. Let F be n times continuously differentiable on 1; C1. Then, we
have
 
Z 1 q1 Z 1
q3 2 q3
F .t/Pn .qI t/.1  t 2 / 2 dt D   .1  t 2 /nC 2 F .n/ .t/ dt:
q1
2 Cn
1 2n 1

(6.4.63)

For q
2, we have, with  D m C n,  D jm  nj,
Z 1   q3
Pn .q; t/Pm .q; t/Pjmnj .q; t/ 1  t 2 2 dt (6.4.64)
1
Z 1   q3
D P  C .q; t/P  
2
.q; t/P .q; t/ 1  t 2 2 dt
2
1
  
q   Cq   C 
kS k q1  C 2 2 2
D q2   
kS k N.q; /N q;   q  C Cq    
   
2 2 2 2
6.4 Homogeneous Harmonic Polynomials 311

and
Z 1   q3
Pn .q; t/Pm .q; t/PmCn .q; t/ 1  t 2 2 dt (6.4.65)
1
Z 1   q3
D P  C .q; t/P  
2
.q; t/P .q; t/ 1  t 2 2 dt
2
1
   
 C Cq   Cq
kS k
q1
2
2

D q2   C       q   q    C      :
kS k N q; 2 N q; 2 2  C 2 2
2

Moreover, for q
2 and t 2 1; 1, we obtain with M D min.m; n/ that

X
M
P  C .q; t/P  
2
.q; t/ D k P 2k .q; t/; (6.4.66)
2
kD0

where
   
N.q; /  C2 Cq  2Cq 
0 D        q         (6.4.67)
N q;  C
2
N q; 2 2  C q2  C 2
2

and     
 C q2  2Cq  C 2
M D      q    C Cq      : (6.4.68)
N q; 2 2 2  2

From Theorem 3.4.7 we are led to the following generating series expansion of
Pn .qI t/.
Lemma 6.4.10. For t 2 1; 1 and jrj < 1, q
3,
1
X .n C q  2/ 1
Pn .qI t/r n D : (6.4.69)
nD0
.n C 1/ .q  2/ q2
.1 C r  2rt/ 2
2

Remark 6.4.11. The two-dimensional analog of (6.4.69) reads under obvious

assumptions (see also Remark 3.4.8)

X1
1   1
ln 1  2rt C r 2 D  Pn .2I t/ r n : (6.4.70)
2 nD1
n

Remark 6.4.12. As in the three-dimensional case (see Remark 4.4.2), we obtain the
so-called Maxwell representation for the Legendre polynomials of dimension q,

.n C q  2/ Pn .qI   /
.  ry /n jyj2q D .1/n : (6.4.71)
.q  2/ jyjnCq2
312 6 Spherical Harmonics in Rq

6.5 Spherical Harmonics of Dimension q

Now, we discuss spherical harmonics of dimension q including the addition

theorem, the FunkHecke formula, the closure and completeness theorems, and the
characterization of spherical harmonics as eigensolutions of the Beltrami operator.
We also develop the associated Legendre functions of dimension q, investigate
pointwise convergence of spherical Fourier expansions and the connection between
smoothness of a function and the asymptotic behavior of its Fourier coefficients.
Let Hn 2 Harmn .Rq / be a homogeneous harmonic polynomial of degree n in
R . Its decomposition into a radial and an angular part is straightforward:
q

Hn .x/ D r n Yn ./; x D r; r D jxj;  2 Sq1 : (6.5.1)

Definition 6.5.1. The restriction Yn D Hn jSq1 is called a spherical harmonic of

degree n and dimension q. The set of all spherical harmonics of degree n and
dimension q, i.e., the set of all restrictions Yn D Hn jSq1 with Hn 2 Harmn .Rq /, is
denoted by Harmn .Sq1 /.
This generalizes Definition 4.3.24 to q dimensions. Our purpose is to list the
essential properties of functions in Harmn .Sq1 /, i.e., spherical harmonics of degree
n and dimension q. For more details on spherical harmonics the reader is referred
to Freeden et al. (1998), Freeden and Schreiner (2009), Muller (1952, 1998), and
Reuter (1982). The second book also contains a vectorial and a tensorial approach
in the Euclidean space R3 .
We already know that the linear space Harmn .Rq / is of dimension

.2n C q  2/ .n C q  2/
N.qI n/ D dim.Harmn .Rq // D ; n
0: (6.5.2)
.n C 1/ .q  1/

As in Theorem 4.3.25, for q D 3, we find also in the general q-dimensional case

that
dim.Harmn .Rq // D dim.Harmn .Sq1 // D N.qI n/: (6.5.3)
From Theorem 6.4.4 we know that the spherical harmonics of different degrees are
orthogonal in the sense of the L2 .Sq1 /-inner product, i.e., if n 6D m,
Z

Yn .qI /; Ym .qI / L2 .Sq1 / D Yn .qI / Ym .qI / dS.q1/ ./ D 0 : (6.5.4)
Sq1

From the addition theorem of homogeneous harmonic polynomials (Theorem 6.4.4)

it is an easy task to obtain the addition theorem for spherical harmonics in Rq .
Theorem 6.5.2 (Addition Theorem for Harmn .Sq1 /). Let fYn;j .qI /gj D1;:::;N.qIn/
be an L2 .Sq1 /-orthonormal system in Harmn .Sq1 /. Then, for any pair of points
.; / 2 Sq1 Sq1 , we have
6.5 Spherical Harmonics of Dimension q 313

X
N.qIn/
N.qI n/
Yn;j .qI / Yn;j .qI / D Pn .qI   /: (6.5.5)
j D1
kSq1 k

An immediate consequence is that

Z
N.qI n/
Yn .qI / D Pn .qI   /Yn .qI / dS./ (6.5.6)
kSq1 k Sq1

holds for all  2 Sq1 .Sq1 / and all Yn .qI / 2 Harmn .Sq1 /, i.e., KHarmn .Sq1 / .qI /
defined by
N.qI n/
KHarmn .Sq1 / .qI   / D Pn .qI   /; ;  2 Sq1 ; (6.5.7)
kSq1 k

is the reproducing kernel of the N.qI n/-dimensional space Harmn .Sq1 /.

Remark 6.5.3. Within our notation the addition theorem for the circle S1  R2 is
based on the circular harmonics Hn;j .2I / W R2 ! R, j D 1; 2, given by
1  
Hn;1 .2I x.2/ / D Hn;1 .2I x1 ; x2 / D p Im .x2 C ix1 /n (6.5.8)

1   
D p jxjn sin n '
 2
.1/nC1 n
D p jxj cos.n'/;

1
Hn;2 .2I x.2/ / D Hn;2 .2I x1 ; x2 / D p Re ..x2 C ix1 /n / (6.5.9)

1   
D p jxjn cos n '
 2
.1/nC1 n
D p jxj sin.n'/;

q
where x.2/ D x1 ; x2 T 2 R2 , x1 D r cos ', x2 D r sin ', r D jx.2/ j D x12 C x22 ,
and 0  ' < 2. Obviously, we have S D fx.2/ 2 R W jx.2/ j D 1g and
1 2

Z
   
Hn;j 2I x.2/ Hk;l 2I x.2/ dS.1/.x.2/ / D n;k j;l : (6.5.10)
S1

In other words, we are able to introduce an L2 .S1 /-orthonormal system by

1   
Yn;1 .2I .2/ / D p sin n ' ; n D 1; 2; : : : ; (6.5.11)
 2
314 6 Spherical Harmonics in Rq

1   
Yn;2 .2I .2/ / D p cos n ' ; n D 0; 1; : : : ; (6.5.12)
 2

such that Z
   
Yn;j 2I .2/ Yk;l 2I .2/ dS.1/ ..2/ / D n;k j;l : (6.5.13)
S1

Moreover, for x.2/ ; y.2/ 2 R2 with x.2/ D jx.2/ j.2/ , y.2/ D jy.2/ j.2/ and the
coordinates x1 D jx.2/ j cos ', x2 D jx.2/ j sin ', y1 D jy.2/ j cos , y2 D jy.2/ j sin ,
where 0  '; < 2, we have

X
2
    jx.2/ jn jy.2/ jn      
Hn;j 2I x.2/ Hn;j 2I y.2/ D cos n  ' cos n 
 2 2
j D1

jx.2/ jn jy.2/ jn      
C sin n  ' sin n 
 2 2
jx.2/ jn jy.2/ jn
D cos.n.'  //; (6.5.14)

such that
X
2
    1      
Yn;j 2I .2/ Yn;j 2I .2/ D cos n  ' cos n 
j D1
 2 2

1      
C sin n.  '/ sin n 
 2 2
1
D cos.n.'  //: (6.5.15)

It should be noted that
.2/  .2/ D cos.'  /; (6.5.16)
such that
X
2
    1   
Yn;j 2I .2/ Yn;j 2I .2/ D cos n arccos .2/  .2/ : (6.5.17)
j D1


The two-dimensional counterpart Pn .2I / of the Legendre polynomial is known as

the Chebyshev polynomial of first kind Tn given by (3.3.12) in Remark 3.3.4:

Tn .t/ D cos.n arccos.t// (6.5.18)

bn=2c
n X .n  s/
D .1/s .2t/n2s
2 sD0 s .n  2s/
 n    n
1 12 2 21 d 1
D    .1  t / .1  t 2 /n 2 ;
2 nC 2 1 dt
6.5 Spherical Harmonics of Dimension q 315

where t D .2/  .2/ 2 1; 1 (for further details reconsider Sects. 3.3 and 3.4).
Finally, we obtain the two-dimensional analog of the addition theorem:

X
2
    jx.2/ jn jy.2/ jn  
Hn;j 2I x.2/ Hn;j 2I y.2/ D Pn 2I .2/  .2/ ; (6.5.19)
j D1


i.e.,

X
2
    1   1  
Yn;j 2I x.2/ Yn;j 2I y.2/ D Pn 2I .2/  .2/ D Tn .2/  .2/ :
j D1
 
(6.5.20)

Next, we are interested in the defining properties of the Legendre polynomial in Rq .

To this end, we first show that the only function in Harmn .Sq1 / that is invariant
under orthogonal transformations having one point fixed can be characterized by
the Legendre polynomial as in Lemma 4.5.1.
Lemma 6.5.4. Let Hn .qI / be a homogeneous harmonic polynomial of degree n
satisfying the following properties:
(i) Hn .qI tx/ D Hn .qI x/ for all orthogonal transformations t 2 O.q/ satisfying
t"q D "q ,
(ii) Hn .qI "q / D 1.

p/ is uniquely determined and we have, with x D r,  2 S , and

q1
Then, Hn .qI
 D t " C 1  t .q1/ for .q1/ 2 S ,
q 2 q2

Hn .qI / D r n Pn .qI   "q / D r n Pn .q; t/; (6.5.21)

where Pn .qI / is the Legendre polynomial of degree n and dimension q.

Proof. Lemma 6.5.4 can be shown in the same way as Lemma 4.5.1 in the case of
q D 3 using also the ideas of the proof of Theorem 4.3.15. t
u
We now come to the q-dimensional analog of the FunkHecke formula
(Theorem 4.5.6; cf. Muller 1952, 1998).
Theorem 6.5.5. Suppose that G is of class L1 .1; 1/. Then, for all pairs of points
.; / 2 Sq1 Sq1 and all n 2 N0 ,
Z
G.  /Pn .qI   / dS./ D G ^ .n/ Pn .qI   /; (6.5.22)
Sq1

where
Z 1 q3
^
G .n/ D GS^q1 .n/ D kS
q2
k G.s/Pn .qI s/.1  s 2 / 2 ds: (6.5.23)
1
316 6 Spherical Harmonics in Rq

Proof. Once again we can skip the proof since it completely follows the lines of the
proof of Theorem 4.5.6. t
u
From Theorem 6.5.5 we find by multiplication with Yn .qI / and integration
with regard to  the following variant of the FunkHecke formula (see also
Corollary 4.5.7).
Corollary 6.5.6. Let G be of class L1 .1; C1/. Then, for Yn .qI / 2 Harmn .Sq1 /,
Z
G.  /Yn .qI / dS./ D G ^ .n/ Yn .qI / (6.5.24)
Sq1

with
Z 1 q3
^
G .n/ D kS q2
k G.s/Pn .qI s/.1  s 2 / 2 ds: (6.5.25)
1

Next, we are interested in the Laplace representation of spherical harmonics (see,

e.g., Whittaker and Watson 1948). To this end, we start from the integral
Z
1  n
Ln .qI x/ D x  "q C ix.q1/  .q1/ dS.q2/ ..q1/ /; (6.5.26)
kSq2 k Sq2

where x 2 Rq is of the form x D .x  "q /"q C x.q1/ , x.q1/ 2 Rq1 .

Ln .qI / is a homogeneous harmonic polynomial in Rq of degree n. In addition,
for all orthogonal transformations t 2 O.q/ with t"q D "q , we have Ln .qI tx/ D
Ln .qI x/ and Ln .qI "q / D 1. Lemma 6.5.4 then tells us that

Ln .qI x/ D r n Ln .qI / D r n Pn .qI t/; (6.5.27)

p
where, as usual, x D r,  2 Sq1 ,  D t "q C 1  t 2 .q1/ , and .q2/ 2 Sq2 .
Hence, we have
Z  p n
1
Pn .qI t/ D q2 t C i 1  t 2 .q1/  .q1/ dS.q2/ ..q1/ /: (6.5.28)
kS k Sq2

Theorem 6.5.7 (Laplaces Integral Representation). For n

0 and t 2 1; 1
the Legendre polynomial of dimension q
3 possesses the representation
Z  p n
kSq3 k 1 q4
Pn .qI t/ D t C is 1  t 2 .1  s 2 / 2 ds: (6.5.29)
kSq2 k 1

For s; t 2 1; 1,
p 2

t C is 1  t 2 D 1  .1  s 2 /.1  t 2 /  1: (6.5.30)
6.5 Spherical Harmonics of Dimension q 317

Thus, we get from Theorem 6.5.7 and q

3;
Z
kSq3 k 1 q4
jPn .qI t/j  q2 .1  s 2 / 2 ds D 1: (6.5.31)
kS k 1
Utilizing again (6.5.30) and Theorem 6.5.7, for q
3, t 2 .1; 1/, we have with
1  x  ex , x
0,
Z
kSq3 k 1  n q4
jPn .qI t/j  q2 1  .1  s 2 /.1  t 2 / 2 .1  s 2 / 2 ds
kS k 1
Z
kS k q3 1
n q4
e 2 .1t
2 /.1s 2 /
2 .1  s 2 / 2 ds: (6.5.32)
kSq2 k 0

Substituting s D 1  u, we are able to derive, with u  1  s 2  2u, the estimate

Z
q2 kSq3 k 1
n q4
e 2 u.1t / u
2
jPn .qI t/j  2 2 2 du (6.5.33)
kSq2 k 0
Z 1
q2 kSq3 k n q4
e 2 u.1t / u
2
<2 2 2 du
kSq2 k 0

kSq3 k . q2
2 /
D 2q2
kS k .n.1  t 2 // q2
q2
2

  q2
. q1 / 4 2
D p2 :
 n.1  t 2 /

This shows the following estimates for the Legendre polynomial.

Lemma 6.5.8. For q
3, the Legendre polynomials Pn .qI / satisfy the inequalities

jPn .qI t/j  1; n

0; t 2 1; 1; (6.5.34)
  q2
. q1 / 4 2
jPn .qI t/j  p2 ; n
1; t 2 .1; 1/: (6.5.35)
 n.1  t 2 /

The estimates remain valid for q D 2.

From Theorem 6.5.7 we additionally obtain
Z   p n1
d kSq3 k 1
t q4
Pn .qI t/ D n q2 1  is p t C is 1  t 2 .1  s 2 / 2 ds:
dt kS k 1 1t 2
(6.5.36)
This yields
Z 1 n1
d p
Pn .qI t/  kS k p n
q3
q4

dt kSq2 k t C is 1  t 2 .1  s 2 / 2 ds: (6.5.37)

1  t 1
2
318 6 Spherical Harmonics in Rq

Observing
p
t C is 1  t 2  1; (6.5.38)
we get

d
Pn .qI t/  p n ; n
1; t 2 .1; 1/: (6.5.39)
dt
1  t2
Again, this estimate remains valid for q D 2.
Next, we want to show the closure and completeness of the spherical harmonics
in L2 .Sq1 /. To this end, we consider the so-called Bernstein kernel of degree n
(see Sect. 4.4 for the case q D 3 and Sect. 5.4 for the vectorial context with q D 3,
moreover, cf. Freeden and Gutting 2008; Muller 1998 for the tensorial context in R3 )

  q1  n
1 2 .n C q  1/ 1C 
KB;n .qI   / D q1
; (6.5.40)
4 .n C 2 /
2

where ;  2 Sq1 and n 2 N0 . This corresponds to the case q D 3 (see

Definition 4.4.6) and, as in Lemma 4.4.8, we find the following facts.
Lemma 6.5.9. For q
2; the following relations hold uniformly:
(i) For all  2 Sq1 ,

  q1 Z  n
1 2 .n C q  1/ 1C 
q1
dS./ D 1: (6.5.41)
4 .n C 2
/ Sq1 2

(ii) For ;  2 Sq1 with    < 1,

 q1  n
1 .n C q  1/ 1C 
lim q1
D 0: (6.5.42)
n!1 4 .n C 2
/ 2

Proof. For q
2, we have
Z  n Z  n
1C  1
1Ct q3
dS./ D kS q2
k .1  t 2 / 2 dt: (6.5.43)
Sq1 2 1 2

Substituting t D 2u  1, we find

Z  n Z
q2
1 1Ct 2
q3
q2 q2
1 q3 q3
kS k .1  t / 2 dt D 2 kS k unC 2 .1  u/ 2 du
1 2 0
q1  q1   q1 
2q1  2 n C 2 2
D   : (6.5.44)
q1 .n C q  1/
2
6.5 Spherical Harmonics of Dimension q 319

This guarantees .i /. The relation .i i / follows from (2.3.19) of Remark 2.3.2, i.e.,

.n C q  1/
lim q1  D 1: (6.5.45)
n!1
n n C q1
2
2

Consequently, for ;  2 Sq1 with     1  < 1,

 n  
.n C q  1/ 1C  .n C q  1/ n
0      1  : (6.5.46)
n C q12
2 n C q12
2

Thus, relation .i i / is verified. t

u
Now, we are able to prove the following approximate identity on C.Sq1 /.
Theorem 6.5.10. Let F be of class C.Sq1 /. Then,
Z

lim sup KB;n .qI   /F ./ dS./  F ./ D 0: (6.5.47)
n!1 q1 Sq1
2S

Proof. This proof is analogous to the q D 3 case of Theorem 4.4.9 except that we
use the results of Lemma 6.5.9 instead of Lemma 4.4.8. t
u
Next, it is not difficult to see that
Z 1 q3 nk .q/
KB;n .qI t/Pk .qI t/.1  t 2 / 2 dt D ; (6.5.48)
1 kSq2 k

where we have used the abbreviation

n .n C q  2/
nk .q/ D : (6.5.49)
.n  k/ .n C k C q  2/

Note that
nk .q/ < nC1
k
.q/ (6.5.50)

and
lim nk .q/ D 1: (6.5.51)
n!1

Hence,
X
n
N.qI k/
KB;n .qI   / D nk .q/ Pk .qI   /: (6.5.52)
kSq1 k
kD0

Summarizing our results, we finally obtain in connection with the addition theorem
for spherical harmonics as in Theorem 4.4.10
320 6 Spherical Harmonics in Rq

Theorem 6.5.11. For all F 2 C.Sq1 /,

X X
n N.qIk/ Z


lim sup F ./  k
n .q/ F ./Yk;j .qI / dS./Yk;j .qI / D 0:
n!1 q1 S
q1
2S kD0 j D1
(6.5.53)
Theorem 6.5.11 enables us to prove the closure of the system of spherical harmonics
analogously to Corollary 4.4.11.
Corollary 6.5.12. The system fYn;j .qI /gn2N0;j D1;:::;N.qIn/ is closed in C.Sq1 /, i.e.,
for any given " > 0 and each F 2 C.Sq1 /, there exists a linear combination

X X
n N.qIk/
dk;j Yk;j .qI / (6.5.54)
kD0 j D1

such that
 X X
n N.qIk/ 
 
F  dk;j Yk;j .qI /  ": (6.5.55)
C.Sq1 /
kD0 j D1

Proof. Given F 2 C.Sq1 /. Then, for any " > 0, there exists an integer n D n."/
such that
X X
n N.qIk/ Z


sup F ./  k
n .q/ F ./Yk;j .qI / dS./ Yk;j .qI /  ":
kD0 j D1 Sq1
2Sq1
Ddk;j
(6.5.56)
This proves Corollary 6.5.12. t
u
Next, we are interested in the closure and the completeness in the Hilbert space
L2 .Sq1 /. At first, we show the following lemma.
Lemma 6.5.13. The system fYn;j .qI /gn2N0;j D1;:::;N.qIn/ is closed in C.Sq1 / with
respect to k  kL2 .Sq1 / .
Proof. Indeed, Lemma 6.5.13 immediately follows frompCorollary 6.5.12 by use of
the norm estimate for F 2 C.Sq1 /, i.e., kF kL2 .Sq1 /  kSq1 k kF kC.Sq1 / . u
t
Finally, we arrive at the following result which is the q-dimensional analog of
Corollary 4.4.12.
Theorem 6.5.14. The system fYn;j .qI /gn2N0;j D1;:::;N.q;n/ of spherical harmonics is
closed in the space L2 .Sq1 / with respect to k  kL2 .Sq1 / .
Proof. C.Sq1 / is dense in L2 .Sq1 /, i.e., for every " > 0 and every F 2 L2 .Sq1 /,
there exists a function G 2 C.Sq1 / with kF  GkL2 .Sq1 /  ". The continuous
6.5 Spherical Harmonics of Dimension q 321

function G 2 C.Sq1 / admits an arbitrarily close approximation by finite linear

combinations of spherical harmonics. Therefore, the proof of the closure is clear.
t
u
From constructive approximation (see Theorem 3.0.7 or, e.g., Davis 1963) we know
the equivalence of closure and completeness within the Hilbert space L2 .Sq1 /.
Therefore, we can finally state the following:
Corollary 6.5.15. The orthogonal expansion of F 2 L2 .Sq1 / converges in the
L2 .Sq1 /-norm to F , i.e.,
 
 X X Z
n N.qIk/


lim F  F ./Yk;j .qI / dS./ Yk;j .qI / D 0: (6.5.57)
n!1 
kD0 j D1 S
q1
L2 .Sq1 /

Associated Legendre Functions

By virtue of the FunkHecke formula (i.e., Corollary 6.5.6) any spherical harmonic
Yn .qI / 2 Harmn .Sq1 / given by
Z
 n
Yn .qI / D Cn;l .q/   "q C i   .q1/ Yl .q  1I .q1/ / dS.q2/ ..q1/ /
Sq2
(6.5.58)
can be represented in the form

Yn .qI / D Pn;l .qI t/ Yl .q  1I .q1/ /; (6.5.59)

p
where  D t "q C 1  t 2 .q1/ and Pn;l .qI / is given by
Z 1  p n q4
Pn;l .qI t/ D Cn;l .q/ kS q3
k t C i 1  t 2 s Pl .q  1I s/.1  s 2 / 2 ds:
1
(6.5.60)
Note that l 2 f0; 1; : : : ; ng is arbitrary and the constant Cn;l is determined later
(see (6.5.73)) such that the functions Pn;l .qI / are normalized. From Rodrigues
formula (6.4.50) we are able to deduce that
! q2
il l n 2 2
Pn;l .qI t/ DCn;l .q/ l (6.5.61)
2 l .l C q2
2 /
Z 1 p nl
l q4
.1  t 2 / 2 t C i 1  t 2s .1  s 2 /lC 2 ds:
1
322 6 Spherical Harmonics in Rq

From the Laplace representation of Pnl .q C 2l; / given by

Z  p nl
kSqC2l3 k 1 q4
Pnl .q C 2l; t/ D t C i 1  t 2s .1  s 2 /lC 2 ds (6.5.62)
kSqC2l2 k 1

we get
! q1
il l n 2 2 l
Pn;l .qI t/ D Cn;l .q/ l   .1  t 2 / 2 Pnl .q C 2lI t/: (6.5.63)
2 l l C q1
2

By iterated use of (6.4.55), i.e.,

N.qI n/ . q2 / l .l/
Pnl .q C 2lI t/ D 2 Pn .qI t/; (6.5.64)
N.q C 2lI n  l/ .l C q2 /

we find
q1
2 2 l
Pn;l .qI t/ D Cn;l i l
.1  t 2 / 2 Pn.l/ .qI t/: (6.5.65)
. q1
2
/

Until now, the coefficients Cn;l .q/ are arbitrary. Next, they will be determined in
such a way that
Z 1
 2 q3
Pn;l .qI t/ .1  t 2 / 2 dt D 1: (6.5.66)
1

Using
! q1
il l n 2 2
Bn;l .q/ D Cn;l .q/ l ; (6.5.67)
2 l .l C q1 /
2

we have
l
Pn;l .qI t/ D Bn;l .q/.1  t 2 / 2 Pnl .q C 2lI t/ (6.5.68)

such that
Z Z  2
1  2 q3
1 qC2l3
Pn;l .qI t/ .1  t 2 / 2 dt DBn;l
2
.q/ Pn;l .q C 2lI t/ .1  t 2 / 2 dt
1 1

kSqC2l1 k 1
DBn;l
2
.q/
kSqC2l2 k N.q C 2lI n  l/
1
 
 2 l C q1
2
DBn;l
2
.q/   : (6.5.69)
l C q2 N.q C 2lI n  l/
6.5 Spherical Harmonics of Dimension q 323

In other words, the coefficients Cn;l .q/ satisfying (6.5.66) are related to Bn;l .q/
given by
s
kSqC2l2 k
Bn;l .q/ D N.q C 2lI n  l/ (6.5.70)
kSqC2l1 k

as follows:  
q1
l
2 lC 2
Cn;l .q/ D Bn;l .q/  : (6.5.71)
il l nl 2
q1
2

Explicitly written out we have

s
kSqC2l2 k l
Pn;l .qI t/ D N.q C 2lI n  l/ .1  t 2 / 2 Pnl .q C 2lI t/: (6.5.72)
kSqC2l1 k

Hence, under this normalization, we finally obtain

Z 1 q3
Pn;l .qI t/ Pm;l .qI t/ .1  t 2 / 2 dt D n;m : (6.5.73)
1

Definition 6.5.16. The function Pn;l .qI / given by (6.5.72) is called (normalized)
associated Legendre function of degree n and order l of dimension q. The system

Pn;l .qI t/ Yl;j .q  1I .q1/ / lD0;:::nIj D1;:::;N.q1Il/ (6.5.74)

2 q1 q1
forms an L .S /-orthonormal system in Harm n .S /, provided that the set
Yl;j .q  1; / lD0;:::;nIj D1;:::;N.q1;l/ forms an L .S /-orthonormal system.
2 q2

Setting
p p
 D t "q C 1  t 2 .q1/ ;  D s"q C 1  s 2 .q1/ ; (6.5.75)

we find
p p
   D ts C 1  t 2 1  s 2 .q1/  .q1/ : (6.5.76)

Therefore, the addition theorem of spherical harmonics (Theorem 6.5.2) gives us

X
n
N.q  1; l/  
Pn;l .qI t/Pn;l .qI s/ Pl q  1I .q1/  .q1/
kS k
q2
lD0

N.qI n/  p p 
D Pn qI ts C 1  t 2 1  s2 
.q1/  .q1/ : (6.5.77)
kSq1 k
324 6 Spherical Harmonics in Rq

By integration of (6.5.77) with respect to .q1/ 2 Sq1 we finally obtain

Z 1  p p  q4
Pn qI ts C 1  t 2 1  s 2 u .1  u2 / 2 du D Pn .qI t/ Pn .qI s/:
1
(6.5.78)

Further details can be found in Muller (1998).

Pointwise Expansion Theorem

We start our considerations by remembering Corollary 3.4.10 which reads as follows

when written in terms of Legendre polynomials of dimension q:
1
X 1  r2
N.q; n/r n Pn .qI t/ D q ; (6.5.79)
nD0 .1 C r 2  2rt/ 2

where q
3, jrj < 1, and t 2 1; 1. From (6.5.79) it follows that
Z q3 Z
1
.1  r 2 /.1  t 2 / 2
1 q3 kSq1 k
dt D .1  t 2 / 2 dt D (6.5.80)
kSq2 k
q
1 .1 C r 2  2rt/ 2 1

for all r 2 R with 0  r < 1. This leads to

Lemma 6.5.17. Let F be of class C.1; 1/. Then,
Z q3
1
.1  r 2 /F .t/.1  t 2 / 2 kSq1 k
lim dt D F .1/ : (6.5.81)
kSq2 k
q
r!1 1 .1 C r 2  2rt/ 2

Proof. We have to verify that

Z 1
.1  r 2 /.F .t/  F .1// q3
lim q .1  t 2 / 2 dt D 0: (6.5.82)
r!1 1 .1 C r2  2rt/ 2

In accordance with our assumption, there exists a positive function M with

lims!0 M.s/ D 0, such that

sup jF .t/  F .1/j D M.s/: (6.5.83)

1s t 1

Moreover, there exists a positive constant C such that

sup jF .t/  F .1/j D C: (6.5.84)

t 21;1
6.5 Spherical Harmonics of Dimension q 325

Now, we have, for 1  t  1  s and r > 0,

1 C r 2  2rt D .1  r/2 C 2r.1  t/

2rs: (6.5.85)

In addition, we see that, for 1  t  1  s and 1

2
< r < 1,

1  r2 1  r2 .1 C r/.1  r/ .1  r/
q  q D q q 2 q : (6.5.86)
.1 C r2  2rt/ 2 .2rs/ 2 .2r/ s 2 2 s2

We divide the interval 1; 1 into 1; 1  s and .1  s; 1. Then, we obtain

Z  
1s
.1  r 2 /.F .t/  F .1// q3 kSq1 k
.1  t 2 / 2 dt D O s (6.5.87)
kSq1 k
q
1 .1 C r 2  2rt/ 2

and
Z  Z q3 
1
.1  r 2 /.F .t/  F .1// q3
1
.1  r 2 /.1  t 2 / 2
q .1t /2 2 dt D O M.s/ q dt :
1s .1 C r 2  2rt/ 2 1 .1 C r 2  2rt/ 2
(6.5.88)
1
With s D .1  r/ q , Lemma 6.5.17 follows from the last estimate. t
u
Next, we are able to formulate the Poisson integral formula (like in Theorem 4.4.3).
Theorem 6.5.18 (Poisson Integral Formula). Suppose that G is of class C.Sq1 /.
Then, we have
Z
1 .1  r 2 /G./
lim dS./ D G./ (6.5.89)
kSq1 k
q
r!1 Sq1 .1 C r 2  2r   / 2

uniformly with respect to  2 Sq1 .

Proof. Since Sq1 is compact, the continuity of G implies the existence of a positive
function M , such that
jG./  G./j  M./ (6.5.90)
holds for 1        1. For  D "q , we let
Z  p 
F .t/ D G t "q C 1  t 2 .q1/ dS.q2/ ..q1/ /: (6.5.91)
Sq2

Then, we have  
F .1/ D Sq2  G."q /: (6.5.92)
From (6.5.90) it follows, for 1    t  1, that

jF .1/  F .t/j  kSq2 k M./: (6.5.93)

326 6 Spherical Harmonics in Rq

The integral in (6.5.89) can be written in the form

Z q3
1 1
.1  r 2 /F .t/.1  t 2 / 2
dt: (6.5.94)
kSq1 k
q
1 .1  r 2  2rt/ 2

In connection with Lemma 6.5.17 this yields, for  D "q ,

Z
1 .1  r 2 /G./
lim dS./
r!1 kSq1 k
q
Sq1 .1 C r 2  2r  / 2
Z q3
1 1
.1  r 2 /F .t/.1  t 2 / 2
D lim dt
kSq1 k
q
r!1 1 .1 C r 2  2rt/ 2
1 kSq1 k
D F .1/ D G."q /: (6.5.95)
kSq1 k kSq2 k

Since every point on Sq1 can be transformed into "q , the argumentation is valid for
all  2 Sq1 . It follows from (6.5.93) that the limit relation holds uniformly. t
u
Combining Theorem 6.5.18 and (6.5.79), we obtain the analog of Theorem 4.4.4.
Theorem 6.5.19 (Expansion Theorem). Suppose that G is of class C.Sq1 /.
Then,

1 N.q;n/ Z
X X
G./ D lim rn G./Yn;j .qI / dS./ Ynj .qI / (6.5.96)
r!1 Sq1
nD0 j D1

holds uniformly with respect to  2 Sq1 .

As a result of our considerations, we are able to solve the Dirichlet problem
corresponding to continuous boundary values on the unit sphere.
Theorem 6.5.20 (Dirichlets Problem). Let F be of class C.Sq1 /. Then, the
series
1 N.q;n/ Z
X X
rn F ./Yn;j .qI / dS./ Ynj .qI / (6.5.97)
nD0 j D1 Sq1

q
converges for all r  r0 < 1 absolutely and uniformly. The function U W B1 ! R
given by

1 N.q;n/ Z
X X
U.x/ D U.r/ D rn F ./Yn;j .qI / dS./ Ynj .qI / (6.5.98)
nD0 j D1 Sq1
6.5 Spherical Harmonics of Dimension q 327

represents the uniquely determined solution of the Dirichlet problem

 q  q
U 2 C B1 \ C.2/ B1 (6.5.99)
q
with U D 0 in B1 satisfying the boundary condition

lim U.r/ D F ./;  2 Sq1 ; (6.5.100)

r!1

uniformly with respect to  2 Sq1 .

Next, we are concerned with the pointwise representation of a function by its
convergent orthogonal (Fourier) spherical harmonic expansion. Roughly speaking,
the result is that the continuity of a function together with the convergence of its
Fourier series expansion at a point on the unit sphere Sq1 assures the equality
of the functional value and the value of its Fourier expansion at the point under
consideration (cf. Muller 1998).
Theorem 6.5.21 (Pointwise Expansion Theorem). Suppose F is continuous in
the point 0 2 Sq1 and uniformly bounded on Sq1 . Assume that the sequence
fSn ./gn2N0 with

X X Z
n N.qIk/
Sn ./ D F ./Yk;j .qI / dS./ Yk;j .qI / (6.5.101)
kD0 j D1 Sq1

converges for all  2 Sq1 . Then,

F .0 / D lim Sn .0 / (6.5.102)

n!1

X Z
1 N.qIk/
X
D F ./ Yk;j .qI / dS./ Yk;j .qI 0 /:
kD0 j D1 Sq1

Proof. From Theorem 6.5.19 it is known that

1 N.q;k/
X X Z
lim r k
F ./ Yk;j .qI / dS./ Yk;j .qI 0 / D F .0 /: (6.5.103)
r!1 Sq1
kD0 j D1

We rewrite the series expansion (6.5.103) as

1
X 1
X
.r n .Sn .0 /  Sn1 .0 /// C S0 .0 / D .1  r/ r n Sn .0 /: (6.5.104)
nD1 nD0
328 6 Spherical Harmonics in Rq

Of course, we are able to use the knowledge of the limits

1
X
lim .1  r/ r k Sk .0 / D F .0 / (6.5.105)
r!1
kD0

and
lim Sn .0 / D S1 .0 /: (6.5.106)
n!1

For every " > 0, we have a number n0 ."/ such that

S1 .0 /  "  Sn .0 /  S1 .0 / C " (6.5.107)

holds true for all n > n0 ."/. This leads to the estimate

X1
r n0 r n0
.S1 .0 /  "/  r n Sn .0 /  .S1 .0 / C "/; (6.5.108)
1r nDn
1r
0

such that the limit r ! 1 gives

S1 .0 /  "  F .0 /  S1 .0 / C ": (6.5.109)

This proves the assertion of Theorem 6.5.21. t

u

Asymptotic Relations for the Spherical Harmonic Coefficients

Now, we discuss the pointwise representation theorem by means of spherical har-

monics under the assumption of sufficient differentiability (smoothness) imposed
on the function. If F is assumed to be continuously differentiable on Sq1 , then
the first Green surface theorem (Theorem 6.2.1) shows, for all  2 Sq1 and
Yn .qI / 2 Harmn .Sq1 / of the form
Z
N.qI n/
Yn .qI / D F ./Pn .qI   / dS./; (6.5.110)
kSq1 k Sq1

that
Z
N.qI n/ 1

jYn .qI /j D q1 r Pn .qI   /  r F ./ dS./ :
 
kS k n.n C q  2/ Sq1
(6.5.111)
6.5 Spherical Harmonics of Dimension q 329

The CauchySchwarz inequality yields the estimate

Z 2  12
N.qI n/ 1 
jYn .qI /j  r Pn .qI   / dS./
kSq1 k n.n C q  2/ Sq1 
Z 2  12

r F ./ dS./ : (6.5.112)
Sq1

Now, the second Green surface theorem (Theorem 6.2.2) gives us

Z 2 Z

r Pn .qI   / dS./ D  Pn .qI   / Pn .qI   / dS./
Sq1 Sq1
Z
D n.n C q  2/ .Pn .qI   //2 dS./
Sq1

kSq1 k
D n.n C q  2/: (6.5.113)
N.qI n/

From (6.5.112), in connection with (6.5.113), we obtain, for n > 0;

kYn .qI /kC.Sq1 / D sup jYn .qI /j

2Sq1
  12 Z 2  12
N.qI n/ 
 r F ./ dS./ : (6.5.114)
n.n C q  2/kSq1 k Sq1

From the theory of spherical harmonics (see (6.4.26)

 and (6.4.27), and in particu-
lar (6.4.29)) we know that N.qI n/ D O nq2 for n ! 1 such that
 q4 
kYn .qI /kC.Sq1 / D O n 2 : (6.5.115)

Assuming that F is twice continuously differentiable on Sq1 , we find, for n > 0,

Z
N.qI n/
F ./Pn .qI   / dS./ (6.5.116)
kSq1 k Sq1
Z   
1 N.qI n/
D 2 kSq1 k
 F ./  Pn .qI   / dS./
.n.n C q  2// Sq1

such that Yn .qI / of the form (6.5.110) satisfies

kYn .qI /kC.Sq1 / (6.5.117)

  12 Z  12
1 N.qI n/
 j F ./j2 dS./ :
n.n C q  2/ kSq1 k Sq1
330 6 Spherical Harmonics in Rq

This leads to the relation

 q6 
kYn .qI /kC.Sq1 / D O n 2 (6.5.118)

for n ! 1. Continuing in this way, we finally arrive at

Lemma 6.5.22. If F is of class C.k/ .Sq1 /, then
Z  q2k2 
N.qI n/
F ./ P .qI   / dS./ D O n 2 ; n ! 1: (6.5.119)
kSq1 k q1 n
S

If k > q2 , then we are able to deduce from Lemma 6.5.22 that the series

1
X Z
N.qI n/
F ./ Pn .qI   / dS./ (6.5.120)
nD0
kSq1 k Sq1

is absolutely and uniformly convergent. Therefore, Theorem 6.5.21 in connection

with the addition theorem (Theorem 6.5.2) shows that
1
X Z
N.qI n/
F ./ D F ./ Pn .qI   / dS./ (6.5.121)
nD0
kSq1 k Sq1

X Z
1 N.qIn/
X
D F ./ Yn;j .qI / dS./ Yn;j .qI /
nD0 j D1 Sq1

holds true for all  2 Sq1 whenever fYn;j .qI /gn2N0;j D1;:::;N.qIn/ is an L2 .Sq1 /-
orthonormal system of spherical harmonics.

6.6 Integral Theorems for the HelmholtzBeltrami Operator

Next, we consider the eigenvalue problem

. C /m Y D 0; Y 2 C.2m/ .Sq1 /; m 2 N: (6.6.1)

Every Kn .qI / 2 Harmn .Rq / can be written in the form Kn .qI x/ D r n Yn .qI /,
x D r,  2 Sq1 . In addition, an easy calculation shows
 
1q d q1 d n
r r r D n.n C q  2/r n2 : (6.6.2)
dr dr
Thus, observing the representation (6.1.21) of the Laplace operator, we obtain
 
x Kn .qI x/ D 0 D r n2 n.n C q  2/ Yn .qI / C  Yn .qI / ; (6.6.3)
6.6 Integral Theorems for the HelmholtzBeltrami Operator 331

i.e.,   
 C n.n C q  2/ Yn .qI / D 0 (6.6.4)
for all Yn 2 Harmn .S q1
/, n 2 N0 .
Remark 6.6.1. It is noteworthy that the sequence fn.n C q  2/gn2N0 is monotoni-
cally increasing and its only accumulation point is at infinity.
The differential equation (6.6.4) motivates the introduction of the Sq1 -sphere
function, q
3, for the HelmholtzBeltrami operator  C ; 2 R (cf. Freeden
2011). Note that the case q D 2 leads to the classical Fourier theory (see, e.g.,
Benedetto 1996; Butzer and Nessel 1971). Therefore, we always assume q
3,
here. Moreover, for the case D 0, the reader is referred to Definition 6.3.1.
Definition 6.6.2. Let be a real number. A function

G. C I / W .; / 7! G. C I   /; 1     < 1; (6.6.5)

is called the Green function for the HelmholtzBeltrami operator  C on the

unit sphere Sq1 (briefly called, Sq1 -sphere function for  C ) if it satisfies the
following properties:
(i) For each fixed  2 Sq1 ;  7! G. C I   / is twice continuously
differentiable with respect to  2 Sq1 , 1     6D 0, with

X X
N.qIn/
. C /G. C I   / D  Yn;j .qI /Yn;j .qI /; (6.6.6)
n2K. ;q/ j D1

where K. ; q/ D fn 2 N0 W n.n C q  2/ D g.
(ii) In the neighborhood of  2 Sq1 the following estimates are valid for q D 3:

1
G. C I   /  ln.1    / D O.1/; (6.6.7)
kS2 k
1
r G. C I   /  r  ln.1    / D O.1/ (6.6.8)
kS2 k 

and, for q
4,
3q
 1 2 2 3q
G. C I   / C .1    / 2 (6.6.9)
q  3 kS k
q2
8
<O .ln.1    //
D  5q
 ; q D 5;
:O .1    / 2 ; q D 4; q
6;
332 6 Spherical Harmonics in Rq

3q
1 2 2 3q
r G. C I   / C r  .1    / 2 (6.6.10)
q  3 kSq2 k 
8  
<O r  ln.1    / ; q D 5;
D  

:O r  .1    / 25q
; q D 4; q
6:


(iii) For all orthogonal transformations t 2 O.q/,

G. C I   / D G. C ; t  t/: (6.6.11)

(iv) For all n 2 K. ; q/ and j D 1; : : : ; N.qI n/,

Z
G. C I   / Yn;j .qI / dS./ D 0: (6.6.12)
Sq1

Remark 6.6.3. It should be noted that, for all Yn .qI / 2 Harmn .Sq1 /,
 
 C C .n.n C q  2/  /^ .n/ Yn .qI / D 0: (6.6.13)
P
Therefore, for an operator  C , the symbol n2K. ;q/ means that the sum is to
be taken over all non-negative integers n 2 N0 for which n.n C q  2/ D : In the
case of n.n C q  2/ , for all non-negative integers n 2 N0 , the sum is assumed
to be zero.
By the defining properties stated in Definition 6.6.2 the Sq1 -sphere function for
 C ; 2 R; is uniquely determined (cf. Freeden 1980a).
The spherical harmonics Yn .qI / 2 Harmn .Sq1 / are eigenvalues in the sense of
the integral equation
Z
n.n C q  2/ G. I   / Yn .qI / dS./ D .1  0;n / Yn .qI /: (6.6.14)
Sq1

Following Hilberts approach to the theory of Greens functions (see Hilbert 1912),
we are able to prove the existence of G. C I   / by first giving an explicit
representation of the Sq1 -sphere function for  , i.e., D 0 (cf. Reuter 1982).
In order to guarantee the existence of G. C I   / for the case of a non-
eigenvalue , i.e., n.n C q  2/ for all non-negative integers n, we consider the
integral equation

G. C I   / D G. I   / (6.6.15)

Z
1
 G. C I   /G. I   / dS./  :
Sq1 kSq1 k
6.6 Integral Theorems for the HelmholtzBeltrami Operator 333

It establishes the close relation between the Sq1 -sphere function and the resolvent
of the kernel G. I /. The value is an eigenvalue of the kernel G. I / if and
only if is an eigenvalue with respect to the Beltrami operator  . Thus, the
existence of G. C I / follows from standard arguments of the Fredholm theory
of integral equations. In the eigenvalue case of D n.n C q  2/ for an integer
n > 0 we discuss the integral equation

G. C I   / D G. I   / (6.6.16)

Z
 G. C I   /G. I   / dS./
Sq1

1 1 X
N.qIn/
  Yn;j .qI /Yn;j .q; /:
kSq1 k n.n C q  2/ j D1

Hence, it is not difficult to see that in the case D n.n C q  2/; for an integer
n > 0;
Z
G. C I   / Yn .qI / dS./ (6.6.17)
Sq1
Z  X
N.qIn/ 
1 1
D   Y n;j .qI /Y n;j .qI / Yn .qI / dS./
Sq1 kSq1 k n.n C q  2/ j D1

for all spherical harmonics Yn .qI / of degree n > 0. Therefore, the integral equa-
tion (6.6.16) has a solution which is uniquely determined by the conditions
Z
G. C I   / Yn;j .qI / dS./ D 0 (6.6.18)
Sq1

for j D 1; : : : ; N.qI n/.

Finally, the analog to the Poisson differential equation in potential theory should
be mentioned briefly.
Lemma 6.6.4. Let F be a bounded function on the sphere Sq1 which satisfies a
Lipschitz-condition in the neighborhood of the point  2 Sq1 . Then,
Z
U./ D G. C I   / F ./ dS./ (6.6.19)
Sq1

is twice continuously differentiable at  2 Sq1 with

X X
N.qIn/ Z
. C / U./ D F ./  Yn;j .qI / F ./ Yn;j .qI / dS./:
n2K. ;q/ j D1 Sq1
(6.6.20)
334 6 Spherical Harmonics in Rq

Indeed, the proof can be given by quite similar conclusions as known from potential
theory (see, e.g., Kellogg 1929; Freeden and Gerhards 2012). The details are omitted
here.
Now, our purpose is to formulate a counterpart to the third Green theorem
(Theorem 6.2.11) on the unit sphere Sq1 for the Beltrami operator  (see Freeden
1980a; Reuter 1982) and to derive some extensions to the operator  C ,
2 R. Suppose that F is a twice continuously differentiable function on Sq1 ,
i.e., F 2 C.2/ .Sq1 /. Then, for each sufficiently small " > 0 and for each number
2 R, the second Green surface theorem (Theorem 6.2.2) yields, for a spherical
cap C.; "/ of radius " around  2 Sq1 , i.e.,

C.; "/ D f 2 Sq1 W 1  "      1g; (6.6.21)

the identity
Z 
G. C I   /. C /F ./ (6.6.22)
C.;"/

 F ./. C /G. C I   / dS.q1/ ./
Z 
@
D G. C I   / F ./
C.;"/ @

@  
 F ./ G  C I    dS.q2/ ./;
@

where dS.q2/ denotes the surface element in Rq1 , while  is the (unit) vector
normal to @C.; "/ D f 2 Sq1 W 1     D "g and tangential on Sq1 and directed
into the exterior of the spherical cap C.; "/. Inserting the differential equations of
the Sq1 -sphere function, we obtain
Z  
F ./ . C /G. C I   / dS.q1/ ./ (6.6.23)
C.;"/

N.qIn/ Z
X X
D F ./ Yn;j .qI / dS.q1/ ./ Yn;j .qI /:
n2K. ;q/ j D1 C.;"/

Observing the characteristic singularity of the Sq1 -sphere function, we are able to
prove by analogous conclusions as known in potential theory, for " ! 0;
Z
  @
G  C I    F ./ dS.q2/ ./ D o.1/; (6.6.24)
@C.;"/ @

and, for " ! 0,

6.6 Integral Theorems for the HelmholtzBeltrami Operator 335

Z
@   
F ./ G  C I    dS.q2/ ./ D F ./ C o.1/: (6.6.25)
@C.;"/ @

Summarizing our results we obtain the following analog to the third Green theorem
for the unit sphere Sq1 .
Theorem 6.6.5 (Integral Formula for the Operator  C ). If 2 R,  2 Sq1 ,
and F 2 C.2/ .Sq1 /, then

N.qIn/ Z
X X
F ./ D F ./ Yn;j .qI / dS./ Yn;j .qI /
n2K. ;q/ j D1 Sq1
Z
  
C G  C I    . C /F ./ dS./; (6.6.26)
Sq1

where K. ; q/ D fn 2 N0 W n.n C q  2/ D g (see also Remark 6.6.3).

The integral formula (Theorem 6.6.5) may serve as a point of departure for purposes
of numerical integration on the sphere (see, e.g., Freeden 1980a, 1981). It provides
the explicit knowledge of a remainder term involving the HelmholtzBeltrami
operator  C .
Finally, it should be mentioned that Theorem 6.6.5 can be formulated for iterated
operators . C /m , 2 R. For that purpose we introduce
 
Definition 6.6.6. Let G . C /m I   , m D 1; 2; : : :, be defined by the spherical
convolution for m D 2; 3; : : :
     
G . C /m I    D G . C /m1 I   G. C I / ./ (6.6.27)
Z
 
D G . C /m1 I    G. C I   / dS./;
Sq1

and    
G . C /1 I    D G  C I    : (6.6.28)
   
Then, G . C / I  is called the S -sphere function for . C / ; 2 R.
m q1 m

In analogy to techniques known in potential theory (see, e.g., Helms 1969) it can be
proved that
 
G . C /m ;    (6.6.29)
8  
<O .1    /m q1
2 ln.1    / ; 2m C 2  q  1; q odd;
D  
:O .1    /m q1
2 ; otherwise.
336 6 Spherical Harmonics in Rq

 
Hence, if m > q12
, G . C /m ;   is continuous on the whole sphere Sq1 .
Furthermore, for m > q1
2
, the bilinear expansion

X 1 X
N.qIn/
Yn;j .qI / Yn;j .qI / (6.6.30)
.  n.n C q  2//m j D1
n2N0 nK. ;q/

is absolutely and uniformly convergent both in  and  as well as uniformly in 

and  together. Therefore, in connection with the addition theorem for spherical
harmonics, we have the following result.
q1
Lemma 6.6.7. If m > 2 , we have

  X 1 N.qI n/
G . C /m I    D Pn .qI   /:
.  n.n C q  2// kSq1 k
m
n2N0 nK. ;q/
(6.6.31)
Observing the differential equation
   
. C / G . C /m I    D G . C /m1 ;    ; (6.6.32)

1     < 1, we obtain by successive integration by parts the following extension

of Theorem 6.6.5.
Theorem 6.6.8 (Integral Formula for the Operator . C /m ). Assume that F
is of class C.2m/ .Sq1 / and  2 Sq1 . Then,

N.qIn/ Z
X X
F ./ D F ./ Yn;j .qI / dS./ Yn;j .qI /
n2K. ;q/ j D1 Sq1
Z
   
C G . C /m I    . C /m F ./ dS./: (6.6.33)
Sq1

An immediate consequence of Theorem 6.6.8 is the following corollary.

Corollary 6.6.9. Under the assumptions of Theorem 6.6.8 we have
X Z
N.qI n/
F ./ D F ./ Pn .qI   / dS./ (6.6.34)
kSq1 k Sq1
n2K. ;q/
Z
  
C . C /m G . C /2m I    . C /m F ./ dS./:
Sq1

The integral formula (Theorem 6.6.5) enables us to justify that the spherical
harmonics are the only everywhere on the unit sphere Sq1 ; twice continuously
differentiable, eigenfunctions of the Beltrami differential operator  .
6.7 Exercises 337

Lemma 6.6.10. Let F be of class C.2/ .Sq1 / satisfying

. C /F ./ D 0;  2 Sq1 : (6.6.35)

(i) If Spect .Sq1 /, i.e., n.n C q  2/, for all n 2 N0 , then F D 0.

(ii) If 2 Spect .Sq1 /, i.e., D n.n C q  2/, n 2 N0 , then F is a member of
class Harmn .Sq1 /.
Summarizing our results about harmonics, we are therefore led to the following
conclusions:
The functions x 7! Hn .qI x/ D r n Yn .qI /, x 2 Rq , are polynomials in
Cartesian coordinates which satisfy the Laplace equation Hn .qI / D 0 in Rq
and are homogeneous of degree n. Conversely, every homogeneous harmonic
polynomial of degree n is a spherical harmonic of degree n and dimension q
when restricted to the unit sphere Sq1 .
The Legendre polynomial Pn .qI / is the only everywhere on the interval 1; 1;
twice continuously differentiable, eigenfunction of the Legendre differential
equation
  2 
d d
.1  t/ 2
 .q  1/t Cn.n C q  2/ Pn .qI t/ D 0; t 2 1; 1;
dt dt

DLt
(6.6.36)
n 2 N0 , which in t D 1 satisfy Pn .qI 1/ D 1.
The spherical harmonics Yn .qI / of degree n and dimension q are the everywhere
on the unit sphere Sq1 ; twice continuously differentiable, eigenfunctions of the
Beltrami (differential) equation
  
 C n.n C q  2/ Yn .qI / D 0 (6.6.37)

corresponding to the eigenvalues n.n C q  2/, n 2 N0 .

6.7 Exercises (Cartesian Generation of Spherical Harmonics,

Best Approximations)

Next, we come to some exercises involving spherical harmonics of dimension q.

At first, we develop an algorithm for the exact Cartesian generation of spherical
harmonics. Then, best approximate integration on the sphere Sq1 is discussed.
338 6 Spherical Harmonics in Rq

Exact Cartesian Generation of Spherical Harmonic Bases

The generation of spherical harmonics has a long history in geosciences. Tradi-

tionally, the basis involving associated Legendre functions (see Examples 4.3.32
and 4.3.33) are chosen for numerical implementation. In what follows we present
a different approach (cf. Freeden and Reuter 1984, 1990). It gives an exact
generation of spherical harmonics in Cartesian coordinates that can be implemented
in symbolic computation.
Exercise 6.7.1. Prove the following statement: Let An and An1 , respectively, be
members of class Homn .Rq1 / and Homn1 .Rq1 /. For j D 0; : : : ; n  2 set
recursively

1
Anj 2 .x.q1/ / D  x Anj .x.q1/ /: (6.7.1)
.j C 1/.j C 2/ .q1/

Then,
X
n
Hn .qI x.q/ / D xqj Anj .x.q1/ / (6.7.2)
j D0

constitutes a homogeneous harmonic polynomial of degree n in dimension q, i.e.,

Hn 2 Harmn .Rq /.
Exercise 6.7.2. Let An;1 .x.q1/ /; : : : ; An;M.q1In/ .x.q1/ / be an ordered set of the
M.q  1I n/ monomials of degree n, i.e.,

An;l .x.q1/ / D x.q1/
.q1/
; l D 1; : : : ; M.q  1I n/; (6.7.3)

q1
where .q1/  D n, .q1/ 2 N0 and
 
nCq2
M.q  1I n/ D : (6.7.4)
n

Verify that the union

n o [n o
.n/ .n1/
Hn;l Hn;l (6.7.5)
lD1;:::;M.q1In/ lD1;:::;M.q1In1/

is a basis of Harmn .Rq /, where

bn=2c
.n1/
X
Hn;l .x.q/ / D xq2k1 An.2k1/;l .x.q1/ /; l D 1; : : : ; M.q  1I n  1/;
kD1
(6.7.6)
6.7 Exercises 339

bn=2c
.n/
X
Hn;l .x.q/ / D xq2k An2k;l .x.q1/ /; l D 1; : : : ; M.q  1I n/: (6.7.7)
kD0

For l D 1; : : : ; M.q  1I n  1/ in the case of (6.7.6) or for l D 1; : : : ; M.q  1I n/

in the case of (6.7.7)

1
Anj 2;l .x.q1/ / D  x Anj;l .x.q1/ /: (6.7.8)
.j C 1/.j C 2/ .q1/

Note that the polynomials Anj;l which result from (6.7.8) and are used in the sums
in (6.7.6) and (6.7.7) are not necessarily monomials for j > 1.
.n/ .n1/
Exercise 6.7.3. Let fHn;k gkD1;:::;M.q1In/ [ fHn;l glD1;:::;M.q1In1/ be the mem-
bers of Harmn .Rq / as known from Exercise 6.7.2. Show that
D E
.n1/ .n/
Hn;l ; Hn;k D0 (6.7.9)
Homn .Rq /

for all l D 1; : : : ; M.q  1I n  1/ and all k D 1; : : : ; M.q  1I n/.

Exercise 6.7.4. Let the binary digits bin.k/ given by
(
0 ; k even
bin.k/ D (6.7.10)
1 ; k odd:

Write an algorithm by use of bin.k/ for the following splitting of the set of all multi-
indices of degree n and dimension q:

q
M .qI n/ D f 2 N0 W  D ng (6.7.11)
M0 .qI n/ D f 2 M .qI n/ W q eveng (6.7.12)
M1 .qI n/ D f 2 M .qI n/ W q oddg (6.7.13)
M0;0 .qI n/ D f 2 M0 .qI n/ W q1 eveng (6.7.14)
M0;1 .qI n/ D f 2 M0 .qI n/ W q1 oddg (6.7.15)
M1;0 .qI n/ D f 2 M1 .qI n/ W q1 eveng (6.7.16)
M1;1 .qI n/ D f 2 M1 .qI n/ W q1 oddg: (6.7.17)

Note that Mbin.j / .qI n/ contains the same patterns in the components 2 ; : : : ; q
as in Mbin.j /.qI n  1/, but the multi-indices differ in 1 . As usual for sets,
#Mbin.j / .qI n/ indicates the number of multi-indices contained in the set Mbin.j /
.qI n/.
340 6 Spherical Harmonics in Rq

Exercise 6.7.5. Assume that a basis B.qI n/ of Harmn .Rq / is split into 2q1
subsets Bj .qI n/, j D 0; : : : ; 2q1  1 as follows:
( )
X
Bj .qI n/ D Hn D C x W 2 Mbin.j /.qI n/

 B.qI n/: (6.7.18)

Prove that
Bj .qI n/ ? Bk .qI n/; j 6D k; (6.7.19)
q
in the Homn .R /-sense.
In other words, B.qI n/ is split into 2q1 subsets Bk .qI n/, k D 0; : : : ; 2q1  1,
such that

[1
2q1
Bk .qI n/ D B.qI n/; (6.7.20)
kD0

Bk .qI n/ \ Bj .qI n/ D ; and Bk .qI n/ ? Bj .qI n/; k 6D j: (6.7.21)

Exercise 6.7.6. Show that Algorithm 6.7.7 provides a basis of the space Harmn .Rq /.
Algorithm 6.7.7.
Do for l D n  1 to n
generate M .q  1I l/
do for k D 0 to 2q2  1
generate Mbin.k/ .q  1I l/
enddo
do for k D 0 to 2q2  1
mk D #Mbin.k/ .q  2I l/
.l/
Bk .qI n/ D ;
do for j D 1 to mk
Hn .x.q/ / D Al;j .x.q1/ /  xqnl
do for i D n  l to n  2 step 2
Ani 2;j .x.q1/ / D  .i C1/.i
1
C2/ x.q1/ Ani;j .x.q1/ /
Hn .x.q/ / D Hn .x.q/ / C Ani 2;j .x.q1/ /  xqi C2
enddo
.l/ .l/
Bk .qI n/ D Bk .qI n/ [ fHn g
enddo
enddo
enddo
Exercise 6.7.8. Implement in symbolic computation the Gram-Schmidt orthonor-
malizing process to get an Homn .Rq /-orthonormal basis corresponding to the basis
of Exercise 6.7.6.
6.7 Exercises 341

Remark 6.7.9. A discussion of the amount of the computational work that is needed
for our method of Homn .Rq /-orthonormal bases can be found in Freeden and Reuter
(1984, 1990).
Remark 6.7.10. Finally, we add a test example (q D 3, n D 5) for a better
understanding. We start with the sets of multi-indices

M .2I 4/ D f.4; 0/; .3; 1/; .2; 2/; .1; 3/; .0; 4/g; (6.7.22)
M .2I 5/ D f.5; 0/; .4; 1/; .3; 2/; .2; 3/; .1; 4/; .0; 5/g: (6.7.23)

They are split into

M0 .2I 4/ D f.4; 0/; .2; 2/; .0; 4/g; (6.7.24)

M1 .2I 4/ D f.3; 1/; .1; 3/g; (6.7.25)
M0 .2I 5/ D f.5; 0/; .3; 2/; .1; 4/g; (6.7.26)
M1 .2I 5/ D f.4; 1/; .2; 3/; .0; 5/g: (6.7.27)

From each of these sets the corresponding homogeneous harmonic polynomials are
derived. They are shown in Table 6.1, written down in a schematic manner. The first
polynomial reads as follows:

H1 .x/ D 1  x14 x20 x31  2  x12 x20 x33 C 1

5
 x10 x20 x35 : (6.7.28)

Additionally, the orthonormalized set of polynomials is tabulated in similar fashion.

The first of these reads:

  q 384
K1 .x/ D 1  x14 x20 x31  2  x12 x20 x33 C 15  x10 x20 x35 5 : (6.7.29)

Note that all calculations (except the normalization) can be performed exactly
using integers in symbolic computation. The normalization factor (denoted by nf
in Table 6.1) in the last step demands a calculation of the square root of a quotient
of two integers.

Best Approximate Integration on the Unit Sphere

Best approximations are important geoscientific applications if an integral over the

sphere has to be determined from only a limited number of functional values at
scattered positions. The concept dates back to Sard (1949). The essential tool for
our numerical realization in the spherical case is the Green function with respect to
the iterated Beltrami operator (see Definition 6.3.5). The optimality is established
via the method of Lagrange multipliers (see Freeden 1980a).
342 6 Spherical Harmonics in Rq

Table 6.1 Table of the coefficients corresponding to the example in Remark 6.7.10
Not orthonormalized Orthonormalized
Generating set C 1 2 3 C 1 2 3 nf
M0 .2I 4/ 1 4 0 1 1 4 0 1 p
2 2 0 3 2 2 0 3 384=5
1=5 0 0 5 1=5 0 0 5
1 2 2 1 1 2 2 1
1=3 0 2 3 1=3 0 2 3
p
1=3 2 0 3 1=12 2 0 3 6
1=15 0 0 5 1=24 0 0 5
1=8 4 0 1
1 0 4 1 1 0 4 1
2 0 2 3 3=2 0 2 3
1=5 0 0 5 1=8 0 0 5
p
1=8 4 0 1 63
1=4 2 0 3
3=2 2 2 1
p
M1 .2I 4/ 1 3 1 1 1 3 1 1 12
1 1 1 3 1 1 1 3
1 1 3 1 1 1 3 1
p
1 1 1 3 1=2 1 1 3 9
1=2 3 1 1
M0 .2I 5/ 1 5 0 0 1 5 0 0 p
10 3 0 2 10 3 0 2 1920
5 1 0 4 5 1 0 4
1 3 2 0 1 3 2 0
3 1 2 2 3 1 2 2
p
1 3 0 2 1=4 3 0 2 54
1 1 0 4 3=8 1 0 4
1=8 5 0 0
1 1 4 0 1 1 4 0
6 1 2 2 3=2 1 2 2
p
1 1 0 4 1=8 1 0 4 63
1=8 5 0 0
1=4 3 0 2
3=2 3 2 0
(continued)
6.7 Exercises 343

Table 6.1 (continued)

Not orthonormalized Orthonormalized
Generating set C 1 2 3 C 1 2 3 nf
M1 .2I 5/ 1 4 1 0 1 4 1 0 p
6 2 1 2 6 2 1 2 192
1 0 1 4 1 0 1 4
1 2 3 0 1 2 3 0 p
1 0 3 2 1 0 3 2 36
3 2 1 2 1=2 0 1 4
1 0 1 4 1=2 4 1 0
1 0 5 0 1 0 5 0
10 0 3 2 5 0 3 2
5 0 1 4 15=8 0 1 4
p
15=8 0 1 4 945
15=8 4 1 0
15=4 2 1 2
5 2 3 0

Exercise 6.7.11. Let 1 ; : : : ; N 2 Sq1 be given nodes. Deduce from the integral
formula for the iterated Beltrami operator . /m (Theorem 6.3.6) that the approxi-
mate integration formula

X
N Z
1
ak F .k / D q F ./ dS./ (6.7.30)
kS k Sq1
kD1
Z X
N
 m 
C ak G  I k ;  . /m F ./ dS./
Sq1 kD1

holds true for all F 2 C.2m/ .Sq1 /, m 2 N, and all coefficients a1 ; : : : ; aN 2 R with

X
N
ak D 1: (6.7.31)
kD1

q1
Prove the following statement: For m > 4
, m 2 N,
Z
X
N
1
.q1/ F ./ dS./  ak F ./ (6.7.32)
kS k Sq1
kD1
!1=2 Z 1=2
X
N X
N
    m 2
 2m
 ak al G . / I k ; l . / F ./ dS./
kD1 lD1 Sq1

holds for all coefficients a1 ; : : : ; aN satisfying (6.7.31).

344 6 Spherical Harmonics in Rq

Table 6.2 Table of the vertices of the regular polyhedra T1 to T5 in R3

Tj Polyhedron #Tj Coordinates on S2
T1 Tetrahedron 4 .1; 1; 1/, .1; 1; 1/, .1; 1; 1/, .1; 1; 1/, D p1
3

T2 Octahedron 6 .1; 0; 0/, .0; 1; 0/, .0; 0; 1/

T3 Cube 8 .1; 1; 1/, D p1

3

T4 Icosahedron 12 .0; ; 1/, .1; 0;  /, .; 1; 0/,

p
1C 5
D 2
, D p 1
1C 2

T5 Dodecahedron 20 . 1 ; ; 0/, .0; 1 ;  /, .; 0; 1 /,

p q
.1; 1; 1/,  D 1C2 5 , D 13

Exercise 6.7.12. The best approximate integration formula corresponding to the

given nodes 1 ; : : : ; N 2 Sq1 ,

X
N

ak F .k /; (6.7.33)
kD1

to the integral
Z
1
F ./ dS./ (6.7.34)
kSq1 k Sq1

is the solution a 1 ; : : : ; aN of the quadratic optimization problem

X
N X
N
 
ak al G . /2m I k ; l ! min (6.7.35)
kD1 lD1

under the constraints (6.7.31). Write down the linear system obtained from the
Lagrange method of multipliers.
Exercise 6.7.13. Show that the Lagrange multiplier admits the representation

X
N X
N
 
D ak al G . /2m I k ; l ; (6.7.36)
kD1 lD1

such that
Z  12
1 Z XN
1

q1 F ./ dS./  ak F .k /  2 m 2
.. / F .// dS./ :
kS k Sq1 Sq1
kD1
(6.7.37)
6.7 Exercises 345

Exercise 6.7.14. The regular polyhedra Tj  R3 , j D 1; : : : ; 5, can be situated

such that their vertices are contained by the unit sphere S2 (see Table 6.2). Verify that
the best approximate coefficients corresponding to the regular polyhedra satisfy

1
a 1 ; : : : ; a#Tj D ; j 2 f1; 2; 3; 4; 5g: (6.7.38)
#Tj

Note that the weights ak , k D 1; : : : ; #Tj , are independent of the special choice of
the iteration order m, whereas the Lagrange multiplier is not (for more details see
Freeden and Reuter 1982).
Chapter 7
Classical Bessel Functions

The classical theory of Bessel functions is closely connected with the investigation
of the integral (see (7.3.16))
Z 2
1
cos.k sin.u/  ku/ du (7.0.1)
2 0

by Bessel (1824). He took k as an integer and obtained many results. After the time
of Bessel, investigations of these integrals, which by then bore his name, became
numerous. G.N. Watson consolidated these results in a monograph entitled A
Treatise on the Theory of Bessel Functions (Watson (1944) is the second edition).
In what follows, we give a brief insight into the classical theory, thereby
concentrating on specific features such as integral and series expressions, recurrence
relations, and orthogonality relations. The exercises of Sect. 7.4 present applications
of Bessel functions to discontinuous integrals and the modeling of electrons in a
magnetic field. The theory is extended in Chap. 8 to the Helmholtz equation in q
dimensions. For further properties and details in classical Bessel functions we refer
to Abramowitz and Stegun (1972), Lebedev (1973), Watson (1944), and Whittaker
and Watson (1948).

7.1 Derivation and Definition of Bessel Functions

We consider vibrations of a membrane fixed in a circular frame, i.e., a disk B21 of

radius 1. Let Z be the amplitude of the membrane which follows the wave equation

1 @2
x Z D Z in B21 ; Z D 0 on @B21 D S1 ; (7.1.1)
c 2 @t 2

W. Freeden and M. Gutting, Special Functions of Mathematical (Geo-)Physics, 347

Applied and Numerical Harmonic Analysis, DOI 10.1007/978-3-0348-0563-6 7,
Springer Basel 2013
348 7 Classical Bessel Functions

p
where c D =
is the phase-velocity. Here,  is the surface tension of the mem-
brane and
is its mass-density. We are interested in time-harmonic vibrations, i.e.,

Z.x; t/ D Z.x/ exp.i!t/ (7.1.2)

which gives us

1
.x Z.x// exp.i!t/ D .! 2 /Z.x/ exp.i!t/; (7.1.3)
c2
or equivalently,
!2
x Z.x/ C Z.x/ D 0 in B21 (7.1.4)
c2
and Z D 0 on S1 . Thus, Z has to fulfill the Helmholtz equation in B21 , i.e.,

x Z C k 2 Z D 0 in B21 ; ZD0 on S1 (7.1.5)

with k D !=c being the wave number. The spherical geometry leads us to polar
coordinates and we use separation of variables, i.e.,

Z.x/ D U.r/.'/; where x D r cos.'/; r sin.'/T : (7.1.6)

We get

0 D x Z C k 2 Z
@2 1 @ 1 @2
D Z C Z C Z C k2Z
@r 2 r @r r 2 @' 2
1 1
D U 00 .r/.'/ C U 0 .r/.'/ C 2 U.r/ 00 .'/ C k 2 U.r/.'/
r r
r 2 U 00 .r/ rU 0 .r/ 00 .'/
D C C C r 2k2: (7.1.7)
U.r/ U.r/ .'/

This can only be true for all r 2 0; R and for all ' 2 0; 2/ if

00 .'/
D  (7.1.8)
.'/

and
r 2 U 00 .r/ rU 0 .r/
C C r 2 k 2 D : (7.1.9)
U.r/ U.r/
7.1 Derivation and Definition of Bessel Functions 349

The first ordinary differential equation,

00 .'/ C .'/ D 0; (7.1.10)

possesses a solution if and only if D n2 , n 2 N0 . The solution is given by

.'/ D A cos.n'/ C B sin.n'/: (7.1.11)

Inserting D n2 into the second ordinary differential equation gives us

r 2 U 00 .r/ C rU 0 .r/ C .r 2 k 2  n2 /U.r/ D 0: (7.1.12)

Substitute now x D kr and we find

x 2 U 00 .x/ C xU 0 .x/ C .x 2  n2 /U.x/ D 0: (7.1.13)

Definition 7.1.1. The equation

 
d2 d
z2 2 C z C .z2   2 / Y .z/ D 0 (7.1.14)
dz dz

with z;  2 C and without loss of generality Re./

0, is called Bessels differential
equation.
For the solution, we choose the following approach with a0 0, 2 C,
1
X 1
X
Y .z/ D z ak zk D ak zkC ; (7.1.15)
kD0 kD0

which gives us
 
d2 d
0 D z2 2 C z C .z2   2 / Y .z/
dz dz
1
X  
D ak .k C /.k C  1/zkC C .k C /zkC C .z2   2 /zkC
kD0
1
X 1
X
 
D ak .k C /2   2 zkC C ak2 zkC : (7.1.16)
kD0 kD2

Thus, we get by comparing the coefficients for k D 0:

a0 . 2   2 / D 0; (7.1.17)
350 7 Classical Bessel Functions

1
J0 J1/2
J1 0.6 J1
0.75 J2 J1
0.4
0.5
0.2

0.25
0

0
0.2

0.25 0.4

0.5
0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20

Fig. 7.1 Bessel functions of first kind

i.e., 2 D  2 or D . For k D 1 we have 

a1 . C 1/2  a1  2 D 0; (7.1.18)

such that a1 .1 C 2/ D 0. Now, we investigate two cases:

Case 1: If D , then a1 .1 C 2/ D 0 leads to a1 D 0 since Re./
0. For
k > 1,  
ak .k C /2   2 C ak2 D 0; (7.1.19)
ak2
which gives us ak D k.kC2/
. Therefore, a2lC1 D 0 for l 2 N and

a0
a2l D .1/l for l 2 N : (7.1.20)
22l l. C 1/. C 2/ : : : . C k/

The freedom of choice for a0 remains. We set a0 D 1

2 .C1/ and use the properties
of the Gamma function.
Theorem 7.1.2. For z 2 C n R<0 and  2 C with Re./
0, the Bessel function of
first kind with index ;
1
X .1/k  z C2k
J .z/ D ; (7.1.21)
k . C k C 1/ 2
kD0

is a solution of Bessels differential equation. Note that R<0 needs to be excluded to

guarantee that z is uniquely determined and J is defined on all of C if  2 Z (see
Fig. 7.1 for some illustrations).
Case 2: D , thus, a1 .1  2/ D 0 and
ak2
ak D for all k
2: (7.1.22)
k.k  2/
7.1 Derivation and Definition of Bessel Functions 351

Difficulties occur if k D 2, i.e., for  D 12 ; 1; 32 ; 2; : : :. To circumvent these

difficulties, we set a1 D 0 and get by the recursion that a2lC1 D 0 for l 2 N0 .
We also set a0 D 2 .C1/
1
and find
Theorem 7.1.3. For z 2 C n R<0 and  2 C n N, the function
1
X .1/k  z C2k
J .z/ D (7.1.23)
k . C k C 1/ 2
kD0

is a solution of Bessels differential equation.

For Re./ > 0, it holds that lim J .z/ D 1, i.e., J and J are linearly indepen-
z!0
dent.
Theorem 7.1.4. For  2 C with Re./
0 and  62 N0 , the functions J and J
are linearly independent solutions of Bessels differential equation. Every solution
Y of Bessels differential equation with the index  2 C with Re./
0 and  62 Z
can be written as

Y .z/ D AJ .z/ C BJ .z/ ; z 2 C n R<0 : (7.1.24)

Remark 7.1.5. We treat now certain special cases, namely  D 12 :

1
X .1/k  z 2kC 12
J1=2 .z/ D
kD0
k .k C 32 / 2
r
z 1 X .1/k 22kC1 k  z 2k
1
D p
2  k.2k C 1/ 2
kD0
r 1 r
2 X .1/k 2kC1 2
D z D sin.z/: (7.1.25)
z .2k C 1/ z
kD0

Analogously, for  D  12 ;
r
2
J1=2 .z/ D cos.z/ ; z 2 C n R<0 : (7.1.26)
z

Using a recursion formula which we will prove later (see Sect. 7.3), we can show
the following result by induction:
Theorem 7.1.6. For every n 2 N0 , there exist polynomials Fn 2 n , Gn1 2 n1 ,

X
n X
n1
Fn .z/ D ak zk ; Gn1 .z/ D bk zk ; (7.1.27)
kD0 kD0
352 7 Classical Bessel Functions

with coefficients an ; bn1 0 (G1 D 0) such that

r
2  
JnC1=2 .z/ D Fn . 1z / sin.z/  Gn1 . 1z / cos.z/ ; (7.1.28)
z
r
2  
Jn1=2 .z/ D .1/n Gn1 . 1z / sin.z/ C Fn . 1z / cos.z/ : (7.1.29)
z

So far we have only one solution if  2 N0 . Since the Gamma function possesses
singularities at the points of N0 , the inverse function 1= vanishes at these points
(see Sect. 2.4). Thus, we also have a solution for all  2 Z. However,

Jn .z/ D .1/n Jn .z/ ; n 2N; (7.1.30)

i.e., Jn and Jn are linearly dependent. To find a second, linearly independent
solution for  2 N0 , we define first, for  62 N,

J .z/ cos./  J .z/

N .z/ D ; z 2 C n R<0 : (7.1.31)
sin./

The functions N are called Neumann functions or Bessel functions of the second
kind. To get a solution for n 2 N0 , we have a look at

Nn .z/ D lim N .z/ ; z 2 C n R<0 : (7.1.32)

!n

By lHospitals rule we obtain

1 X .n  k  1/  z 2kn
n1
2
Nn .z/ D ln. 2z /Jn .z/  (7.1.33)
  k 2
kD0
  !
0 .k C 1/  z nC2k
1
1 X .1/k 0 .n C k C 1/
 C ; z 2 C:
 k.k C n/ .n C k/ k 2
kD0

Theorem 7.1.7. For all  2 C with Re./

0, the functions fJ ; N g form a
fundamental system for Bessels differential equation.
The so-called Hankel functions (or Bessel functions of the third kind) are also
often used:

H.1/ .z/ D J .z/ C iN .z/ (7.1.34)

H.2/ .z/ D J .z/  iN .z/ (7.1.35)

where  2 C with Re./

0 and z 2 C n R<0 .
7.1 Derivation and Definition of Bessel Functions 353

Theorem 7.1.8. For z 2 C n R<0 and  2 C with Re./ >  12 , we have

  Z 1
2 2z 1
J .z/ D p .1  t 2 / 2 cos.zt/ dt (7.1.36)
 . C 2 / 0
1

and
Z
2. 2z / =2
J .z/ D p .cos.#//2 cos.z sin.#// d# (7.1.37)
 . C 12 / 0
Z
2. 2z / =2
D p .sin.#//2 cos.z cos.#// d# : (7.1.38)
 . C 12 / 0

Proof. For Re./ >  12 , we calculate

Z 1 Z 1
2  12 1 1
2 .1  t / cos.zt/ dt D .1  t 2 / 2 .exp.izt/ C exp.izt// dt
0 1 2
Z 1
1
D .1  t 2 / 2 exp.izt/ dt: (7.1.39)
1

Thus, we are able to consider the following integral:

Z 1 Z 1 1
X
2  12 1 .iz/k
.1  t / exp.izt/ dt D .1  t 2 / 2 t k dt
1 1 k
kD0
1
X k Z 1
.iz/ 1
D .1  t 2 / 2 t k dt
k 1
kD0
1
X Z 1
.iz/2k 1
D2 .1  t 2 / 2 t 2k dt; (7.1.40)
.2k/ 0
kD0

R1
since 1 .1  t 2 /1=2 t k dt D 0 for odd k. Now, we substitute  D t 2 and obtain by
using Eulers Beta function of Definition 2.2.1,
Z 1 1
X Z 1
1 .iz/2k 1 1
.1  t 2 / 2 exp.izt/ dt D .1  / 2  k 2 d
1 .2k/ 0
kD0
1
X .1/k z2k . C 12 / .k C 12 /
D
.2k/ . C k C 1/
kD0
354 7 Classical Bessel Functions

p 1
X .1/k  z 2k
D  . C 12 /
k . C k C 1/ 2
kD0
 z  p
D  . C 12 /J .z/ (7.1.41)
2

with z 2 CnR<0 . This shows the first formula. The second and the third are obtained
by substituting t D sin.#/, ddt# D cos.#/ (or t D cos.#/, respectively):

Z Z
1
2  12
=2   12
.1  t / cos.zt/ dt D .cos.#//2 cos.z sin.#// cos.#/ d#
0 0
Z =2
D .cos.#//2 cos.z sin.#// d# ; (7.1.42)
0

which gives us the remaining integral representations of J . t

u

7.2 Orthogonality Relations

Let Z .z/ be an arbitrary solution of Bessels differential equation, i.e., Z D J ,

.1/ .2/
Z D N , Z D H or Z D H and

z2 Z00 .z/ C zZ0 .z/ C .z2   2 /Z .z/ D 0 ; z 2 C n R<0 : (7.2.1)

Then, the function p

U.z/ D zZ .z/ (7.2.2)
fulfills the following ordinary differential equation for z 2 C n R<0 :
 
1
 2
U 00 .z/ C 2 C 4
U.z/ D 0: (7.2.3)
z2
p
Analogously, V .z/ D zZ
.z/ fulfills
!
00
1

2
V .z/ C C 2 4
V .z/ D 0 ; z 2 C n R<0 : (7.2.4)
z2

Thus, we get
   
00
1
 2 00
1

2
U V C 2 C 4
UV D 0; UV C 2 C 4
UV D 0 (7.2.5)
z2 z2
7.3 Bessel Functions with Integer Index 355

and, therefore,
 
 2 
2 d  0 
2  2  2
UV D UV  U 0 V : (7.2.6)
z dz

For  D
, we can conclude that
Z x
U.x/V 0 .x/  U 0 .x/V .x/
U.z/V .z/ dz D C C; (7.2.7)
0 2  2

which means that

Z x
x  
zZ .z/Z .z/ dz D Z .x/Z0 .x/  Z0 .x/Z .x/ C C:
0 2  2

(7.2.8)

In the limit ! we obtain by using lHospitals rule

Z x
x2  0 
z.Z .z//2 dz D .Z .x//2  Z .x/Z00 .x/
0 2
x
 Z .x/Z0 .x/ C C: (7.2.9)
2

In particular, for Z D J ,  > 0, and ; being zeros of J , 2 2 :

Z 1
1  
xJ .x/J .x/ dx D J ./J0 ./  J0 ./J ./ D 0 (7.2.10)
0 2  2

and Z 1
1  0 2
x.J .x//2 dx D J ./ : (7.2.11)
0 2 
These relations are known as orthogonality relations for J , i.e., the functions
fJ .;m x/gm , where ;m denotes the zeros of J in ascending order and x 2 .0; 1/,
are orthogonal on the interval .0; 1/ with the weight function w.x/ D x.

7.3 Bessel Functions with Integer Index

Theorem 7.3.1. For z 2 C and t 2 C n f0g, we have

1
X
f .z; t/ D exp. 2z .t  1t // D Jn .z/t n : (7.3.1)
nD1
356 7 Classical Bessel Functions

Proof. We consider the Laurent series of f .z; t/ which is regular for 0 <  t 
A < 1 such that we can write
1
X
f .z; t/ D exp. 2z .t  1
t
// D cn .z/t n (7.3.2)
nD1

for 0 < jtj < 1. By multiplication of the two series

1   1 
X z n tn X z n t n
exp. zt2 / D ; exp. 2tz / D (7.3.3)
nD0
2 n nD0
2 n

and combination of the summands with equal powers of t we find that

exp. 2z .t  1t // D exp. zt2 / exp. 2tz /

1  
! 1 
!
X z n tn X z n t n
D 
2 n 2 n
nD0 nD0
1  
z m t m  z mn t .mn/
1  
z m t m  z mCn t .mCn/
1 X
X 1 X
X
D C
mDn
2 m 2 .m  n/ 2 m 2 .m C n/
nD0 nD1 mD0
1 X
X 1  z 2mn tn
1
X 1  
X z 2mCn .1/m
D .1/mn C .1/n t n
2 m.m  n/ 2 m.m C n/
nD0 mDn nD1 mD0
1 X
X 1  z 2mCn .1/m
1
X
D tn C .1/n Jn .z/t n
2 m.n C m/
nD0 mD0 nD1
1
X 1
X
D Jn .z/t n C .1/n Jn .z/t n : (7.3.4)
nD0 nD1

Therefore, we obtain the coefficients

cn .z/ D Jn .z/ ; n 2 N0 ; cn .z/ D .1/n Jn .z/ ; n 2 N : (7.3.5)

This gives us an expansion of the form

1
X
f .z; t/ D exp. 2z .t  1t // D J0 .z/ C Jn .z/ .t n C .1/n t n / (7.3.6)
nD1

for 0 < jtj < 1 or

1
X
f .z; t/ D exp. 2z .t  1t // D Jn .z/t n ; (7.3.7)
nD1

as desired. t
u
7.3 Bessel Functions with Integer Index 357

Remark 7.3.2. From the previous theorem we can draw the following conclusions:

(i) f .z; t/ D f .z;  1t /, i.e.,

1
X 1
X 1
X
Jn .z/t n D Jn .z/.1/n t n D Jn .z/.1/n t n ; (7.3.8)
nD1 nD1 nD1

which shows us by comparison of coefficients that for n 2 N, z 2 C n R<0 :

Jn .z/ D .1/n Jn .z/ : (7.3.9)

P
1
(ii) f .z; 1/ D exp.0/ D 1 D Jn .z/, hence, by using (7.3.9), we obtain
nD1

1
X
J0 .z/ C 2 J2n .z/ D 1; (7.3.10)
nD1

(iii) f .z; exp.i'// D exp. 2z .exp.i'/  exp.i'/// D exp.zi sin.'//, thus:

f .z; exp.i'// D cos.z sin.'// C i sin.z sin.'// (7.3.11)

1
X
D Jn .z/ exp.in'/
nD1
1
X
DJ0 .z/ C Jn .z/ .exp.in'/ C .1/n exp.in'//
nD1
1
X 1
X
DJ0 .z/ C 2 J2k .z/ cos.2k'/ C 2i J2kC1 .z/ sin..2k C 1/'/:
kD1 kD0

Now, let z 2 R and compare real and imaginary parts:

1
X
cos.z sin.'// D J0 .z/ C 2 J2k .z/ cos.2k'/ ; (7.3.12)
kD1
1
X
sin.z sin.'// D 2 J2kC1 .z/ sin..2k C 1/'/ : (7.3.13)
kD0

These are classical Fourier series for the functions on the left-hand side. Due
to uniqueness of the Fourier coefficients, we obtain for k 2 N0 , n 2 Z that
358 7 Classical Bessel Functions

Z 
1
J2k .z/ D cos.z sin.'// cos.2k'/ d'; (7.3.14)
 0
Z 
1
J2kC1 .z/ D sin.z sin.'// sin..2k C 1/'/ d'; (7.3.15)
 0
Z 2
1
Jn .z/ D f .z; exp.i'// exp.in'/ d'
2 0
Z 2
1
D exp.i.z sin.'/  n'// d'
2 0
Z 2
1
D cos.z sin.'/  n'/ d': (7.3.16)
2 0

(see (7.0.1)). In particular, for ' D =2, we get the expansions

1
X
cos.z/ D J0 .z/ C 2 .1/k J2k .z/ ; (7.3.17)
kD1
1
X
sin.z/ D 2 .1/k J2kC1 .z/ : (7.3.18)
kD0

(iv) Differentiating f .z; t/ with respect to t gives us

1
X  
@ z 1
nJn .z/t n1
D f .z; t/ D 1 C 2 f .z; t/
nD1
@t 2 t
  X
1
z 1
D 1C 2 Jn .z/t n
2 t nD1
X1 X1
z z
D Jn .z/t n C Jn .z/t n2
nD1
2 nD1
2

X1
z
D .Jn1 .z/ C JnC1 .z// t n1 :
nD1
2
(7.3.19)

Comparing coefficients, we find, for all n 2 Z, that

z
nJn .z/ D .Jn1 .z/ C JnC1 .z// : (7.3.20)
2
7.4 Exercises 359

(v) Analogously, we can get by differentiation with respect to z that

1
Jn0 .z/ D .Jn1 .z/  JnC1 .z// : (7.3.21)
2
By induction one can show that
 n
1 d
Jn .z/ D .1/n zn J0 .z/ : (7.3.22)
z dz

Remark 7.3.3. It should be noted that the resulting equations of .i v/ and .v/ of the
previous remark can be extended from an integer index to an arbitrary index without
any changes, i.e., for  2 C and n 2 N0 ,
z
J .z/ D .J1 .z/ C JC1 .z// ; (7.3.23)
2
1
J0 .z/ D .J1 .z/  JC1 .z// ; (7.3.24)
2
 
1 d n 
.z J .z// D zn Jn .z/ ; (7.3.25)
z dz
 
1 d n 
.z J .z// D .1/n zn JCn .z/ : (7.3.26)
z dz

For more information on Bessel functions we refer to, e.g., Lebedev (1973) and
Watson (1944).

7.4 Exercises (Bessel Function Expansions, Hankel

Transform and Discontinuous Integrals)

Discontinuous Integrals

In what follows we deal with some exercises of the (two-dimensional) Bessel

functions. Discontinuous integrals involving Bessel functions have been studied
by Watson (1944) in great detail. In our approach we only discuss some typical
examples concerned with the Hankel transform.
Exercise 7.4.1. The Hankel transform in R2 is defined by
Z 1
n .s/ D 2 rn .r/Jn .2sr/ dr; (7.4.1)
0
360 7 Classical Bessel Functions

where R > 0 and 8

n
0  r < R;
<r ;
n .r/ D 1 n
r ; r D R; (7.4.2)
2
:0 ; r > R:
Show that Z 1
n .s/ D 2 sn .s/Jn .2sr/ ds: (7.4.3)
0
Exercise 7.4.2. Verify that
8
Z
1 ; 0  r < R;
1 r  r n < 1
JnC1 .2sR/Jn .2sr/ ds D 1
R D 1
; r D R;
R R R 2
0 :0 ; r > R:
(7.4.4)
Exercise 7.4.3. Consider the integrals
Z 1
J .2Rr/J0 .2%r/
dr (7.4.5)
0 r 1

for % > 0, R > 0 and  2 . 12 ; 1/.

(a) Prove that (7.4.5) is convergent for % R.
(b) Prove that (7.4.5) is divergent towards C1 for % D R.
Remark 7.4.4. It should be noted that the expression (7.4.5) constitutes a discontin-
uous integral of so-called Weber-Schlafheitlin type. A discussion of more general
discontinuous integrals
Z 1
J
.2Rr/J .2%r/
dr (7.4.6)
0 r

can be found in Watson (1944). For the case % D R this monograph also shows that
either
Re.
C  C 1/ > Re. / > 0 (7.4.7)
or
Re.
C  C 1/ > Re. / > 1 ;
  an odd integer; (7.4.8)
are sufficient to secure convergence. These results become of decisive importance
in the description of planar lattice point distributions (see Exercise 10.9.55).
7.4 Exercises 361

Electrons in a Periodically Changing Magnetic Field

The force F due to a magnetic field B acting on an electron with mass m and
elementary charge e that moves through B is given by

F D eB ^ v; (7.4.9)

where v is the speed of movement of the electron.

Exercise 7.4.5. Assume now that the homogeneous magnetic field is given by
B.t/ D B0 cos.!t/"1 with the dependency on the time t. Let x.t/ 2 R3 be the
position of the electron which is situated at the origin at time t D 0, i.e., x.0/ D 0.
Its initial speed is supposed to be v.0/ D x.0/ P D b"2 .
Use Newtons law of motion, i.e., F D mPv, and the initial conditions to derive
three differential equations for the components of the position x.t/ and show that
the following differential equation holds for the second and third components of the
position x.t/;
xP 22 C xP 32 D b 2 : (7.4.10)
Exercise 7.4.6. Use (7.4.10) and the ordinary differential equations for the three
components of x.t/ in Exercise 7.4.5 to compute the following solution:

x1 .t/  0; (7.4.11)
Z t
 
x2 .t/ D b cos ! sin.!s/ ds; (7.4.12)
0
Z t  
x3 .t/ D b sin ! sin.!s/ ds; (7.4.13)
0

where D e
B .
m 0

Exercise 7.4.7. Compute the integrals in (7.4.12) and (7.4.13) with the help of the
expansion of the integrand in terms of Bessel functions and show that
1
 b X   sin.2n!t/
x2 .t/ D bt J0 !
C J2n ! ; (7.4.14)
! nD1 n
1
2b X   1  cos..2n C 1/!t/
x3 .t/ D J2nC1 ! : (7.4.15)
! nD0 2n C 1

Remark 7.4.8. Of particular interest in physics are the orbits of the electron, i.e., its
position after a full period of time T D 2
!
. For further details the reader is referred
to Sieber and Sebastian (1988) and the references therein.
Chapter 8
Bessel Functions in Rq

By virtue of polar coordinates, metaharmonic functions, i.e., the solutions of the

Helmholtz equation . C /U D 0, can be decomposed into a radial and an angular
part. The FunkHecke formula (see Theorem 6.5.5) serves as the appropriate tool
for decomposition. The angular part leads back to spherical harmonics, while the
radial part satisfies a characteristic differential equation. Its solutions are the Bessel
functions.
This chapter deals with the Bessel functions of dimension q. Dependent on the
choice of the parameter 2 Rnf0g we obtain different types of Bessel functions such
as regular Bessel functions (in Sect. 8.1), modified Bessel functions (in Sect. 8.2),
Hankel functions (in Sect. 8.3), Neumann functions as well as Kelvin functions (in
Sect. 8.4). The approach can be regarded as a multi-variate extension of Chap. 7. It
closely follows the concept proposed by Muller (1998) by which a large number
of results known for q D 2; 3 (e.g., occurring in the survey article Niemeyer
(1962)) can be generalized to q-dimensional nomenclature in an appropriate way.
The exercises in Sect. 8.6 relate to boundary-value problems for the Helmholtz
equation corresponding to spherical boundary values. The principle for solution is
the superposition of metaharmonic functions consisting of certain products of Bessel
functions and spherical harmonics leading to convergent series expansions in the
inside and/or the outside of a ball. Particular focus is on the behavior at infinity of
entire solutions.

8.1 Regular Bessel Functions

By a simple coordinate transformation the equation . C / U D 0; 2 R n f0g,

can be reduced to . C 1/U D 0 or .  1/U D 0, respectively. The best-known
solutions of these Helmholtz equations are x 7! eix or x 7! ex ; x 2 Rq ;  2
Sq1 , respectively. Since the Helmholtz operators  1 are linear, more general
solutions can be obtained by superposition. This is the basic idea of (regular) Bessel

W. Freeden and M. Gutting, Special Functions of Mathematical (Geo-)Physics, 363

Applied and Numerical Harmonic Analysis, DOI 10.1007/978-3-0348-0563-6 8,
Springer Basel 2013
364 8 Bessel Functions in Rq

and Hankel functions (for more details the reader is referred to, e.g., Muller 1952,
1998; Sommerfeld 1966; Watson 1944 and the references therein).
The point of departure for our work is the entire solution Un W Rq ! C of the
Helmholtz equation Un C Un D 0 in Rq of the form
Z
in
Un .x/ D eix Yn .qI / dS./; (8.1.1)
kSq1 k Sq1

where Yn .qI / is a member of Harmn .Sq1 /. In terms of (standard) polar coordinates

x D r; r D jxj,  2 Sq1 , the FunkHecke formula (see Theorem 6.5.5) yields the
decomposition
Z
kSq2 k 1 q3
Un .r/ D in eirt Pn .qI t/.1  t 2 / 2 dt Yn .qI /: (8.1.2)
kSq1 k 1

In other words, a separation of the variables into a radial and an angular part is
achieved in the form

Un .x/ D Jn .qI r/ Yn .qI /; x D r;  2 Sq1 : (8.1.3)

Definition 8.1.1. The function Jn .qI / given by

Z
kSq2 k 1 q3
Jn .qI r/ D in eirt Pn .qI t/.1  t 2 / 2 dt; r
0; (8.1.4)
kSq1 k 1

is called the Bessel function of order n and dimension q (more accurately, regular
Bessel function of order n and dimension q).
Applying Rodrigues rule (i.e., Lemma 6.4.9), we get
  Z 1
q2 . r2 /n q3
Jn .qI r/ D  q1 p
eirt .1  t 2 /nC 2 dt (8.1.5)
nC 2  1

such that
  Z 1
q2 . r2 /n q3
Jn .qI r/ D  q1  p cos.rt/ .1  t 2 /nC 2 dt: (8.1.6)
nC 2  1

In connection with the well-known results of the theory of the Gamma function (see
Chap. 2) we have
Z 1 Z 1 p  
 n C q1
.1  t 2 /nC 2 cos.rt/ dt  2
q3 q3

.1  t /
2 nC 2
dt D   :
2
1 0 n C q2
(8.1.7)
8.1 Regular Bessel Functions 365

Lemma 8.1.2. For fixed r 2 0; 1/ and n ! 1;

   
q2 r n
jJn .qI r/j   q : (8.1.8)
nC 2 2

The Bessel functions can be seen as orthogonal (i.e., Fourier) coefficients of an

orthogonal series expansion in terms of Legendre polynomials.
Lemma 8.1.3. For x 2 Rq , x D r, r D jxj,  2 Sq1 , and  2 Sq1 , we have
1
X
eix D eir D in N.qI n/Jn .qI r/Pn .qI   /; (8.1.9)
nD0

where, for each r 2 0; 1/, the series converges absolutely and uniformly with
respect to   .
Proof. In connection with the FunkHecke formula of the theory of spherical
harmonics (Theorem 6.5.5) we obtain the following decomposition into radial and
angular components
Z
N.qI n/
eir  Pn .qI / dS./ D in N.qI n/ Jn .qI r/ Pn .qI /: (8.1.10)
kSq1 k Sq1

This explains the identity (8.1.9) of Lemma 8.1.3. t

u
The series representation (Lemma 8.1.3) has an immediate consequence known as
the addition theorem of Bessel functions. To this end, we consider the integral
Z
1
J0 .qI jx  yj/ D eix eiy dS./; (8.1.11)
kSq1 k Sq1

where x; y 2 Rq . The Parseval identity for the orthogonal system of Legendre

polynomials shows that
1
X Z
.N.qI n//2 Jn .qI jxj/Jn .qI jyj/ Pn .qI   /Pn .qI   / dS./
nD0 Sq1

1
X
D kSq1 k N.qI n/Jn .qI jxj/Jn .qI jyj/Pn .qI   /: (8.1.12)
nD0

This gives us the addition theorem of Bessel functions.

Lemma 8.1.4 (Addition Theorem of Bessel Functions). For x; y 2 Rq with the
decompositions x D jxj, y D jyj, ;  2 Sq1 , we have
366 8 Bessel Functions in Rq

1
X
J0 .qI jx  yj/ D N.qI n/Jn .qI jxj/Jn .qI jyj/Pn .qI   /: (8.1.13)
nD0

Observing the well-known inequality for the cosine function

X
2mC1
.1/k 2k X .1/k 2m
t  cos.t/  t 2k ; t 2 R; m 2 N0 ; (8.1.14)
.2k/ .2k/
kD0 kD0

and the identity known from the theory of the Gamma function (see Sect. 2.2)
   
Z 1 k C 12 m C q1
q3 2
t 2k .1  t 2 /mC 2 dt D   ; (8.1.15)
1 m C k C q2

we obtain via (8.1.6) the inequalities

 q   r n X
2m  r 2k
.1/k
Jn .qI r/   2  (8.1.16)
2 2
kD0
k n C k C q2

and
 q   r n 2mC1
X .1/k . r /2k
Jn .qI r/
 2 : (8.1.17)
2 2
kD0
k n C k C q2

p  
Note that we have used in both cases the formula .2k/ D 22k k C 12 k
known for the Gamma function (see Lemma 2.3.3).
This leads us to the following series representation of the Bessel function.
Lemma 8.1.5. For r 2 0; 1/, the Bessel function Jn .qI / permits the representa-
tion by the power series

 q   r n X
1
.1/k . r /2k
Jn .qI r/ D  2 : (8.1.18)
2 2
kD0
k n C k C q2

Furthermore, an error estimate between the Bessel function and its truncated power
series is given by

 q   r n Xm
.1/k . r2 /2k

Jn .qI r/   
q
2 2 k n C k C 2
kD0
 q   r n 1 . r /2mC2
  2 : (8.1.19)
2 2 .m C 1/ n C m C 1 C q2
8.1 Regular Bessel Functions 367

Since the spherical harmonics of degree n and dimension q are the eigenfunctions
of the Beltrami operator corresponding to the eigenvalues n.n C q  2/, n 2 N0 ,
i.e., . C n.n C q  2//Yn .qI / D 0; Yn .qI / 2 Harmn .Sq1 /, we get from the
Helmholtz equation
 
1 @ q1 @ 1
r C 2 .q/ C1 Jn .qI r/Yn .qI / D 0 (8.1.20)
r q1
@r @r
r
D.q/

the following differential equation for the Bessel functions

 
q1 0 n.n C q  2/
Jn00 .qI r/ C Jn .qI r/ C 1  Jn .qI r/ D 0; (8.1.21)
r r2

called the Bessel differential equation for Jn .qI /. In connection with the recursion
relation (6.4.56) for the Legendre polynomial we are able to deduce the recursion
relation

.n C q  2/JnC1 .qI r/ C .2n C q  2/Jn0 .qI r/  nJn1 .qI r/ D 0: (8.1.22)

Even more, we are able to verify the following recursion relations.

Lemma 8.1.6. The following recurrence relations for Bessel functions hold true:

2n C q  2
Jn1 .qI r/ C JnC1 .qI r/ D Jn .qI r/; (8.1.23)
r
q2
Jn1 .qI r/  JnC1 .qI r/ D 2Jn0 .qI r/ C Jn .qI r/; (8.1.24)
r
d
JnC1 .qI r/ D r n .r n Jn .qI r// ; (8.1.25)
dr
d  nCq2 
Jn1 .qI r/ D r 2qn r Jn .qI r/ ; (8.1.26)
dr
 n
n n 1 d
Jn .qI r/ D .1/ r J0 .qI r/; (8.1.27)
r dr
 n
n 2qn 1 d
 nCq2 
J0 .qI r/ D r r r Jn .qI r/ : (8.1.28)
r dr

Let Hn .qI / be a homogeneous harmonic polynomial of the form

Hn .qI x/ D r n Yn .qI / ; x 2 Rq ; x D r; r D jxj;  2 Sq1 : (8.1.29)

Then, it is not hard to see that

Hn .qI rx / eix D in eix Hn .qI /;  2 Sq1 : (8.1.30)

368 8 Bessel Functions in Rq

In connection with
Z
1
J0 .qI jxj/ D eix dS./ (8.1.31)
kSq1 k Sq1

this yields
Z
in
Hn .qI rx /J0 .qI jxj/ D eix Yn .qI / dS./ (8.1.32)
kSq1 k Sq1

such that
Hn .qI rx /J0 .qI jxj/ D .1/n Jn .qI r/Hn .qI /: (8.1.33)
In other words, Bessel functions of any order may be obtained by differentiation of
the Bessel function J0 .qI / of order 0.
After these preliminaries we are prepared to prove that, for n ! 1, Jn .qI r/ is
asymptotically equal to the term
 q   r n

2 2  : (8.1.34)
n C q2

Lemma 8.1.7. For fixed r > 0,

 
Jn .qI r/ n C q2
lim   D 1: (8.1.35)
n!1 q2 . r2 /n

Proof. Using jeirt  1j  rjtj, we find

Z Z
1 1
dt
q3 q3

e .1  t /
irt 2 nC 2 dt  .1  t /2 nC 2 (8.1.36)
1 1
Z 1 q3 r
r jtj.1  t 2 /nC 2 dt D q1
:
1 nC 2

We already know (see (8.1.7)) that

Z p  
1 q3  n C q1
.1  t / 2 nC 2 dt D   :
2
(8.1.37)
1 n C q2

Moreover, from Stirlings formula (2.3.1) of Theorem 2.3.1 we get

p  
q1
 nC 2
q
.nC 2 /
lim p D 1: (8.1.38)
n!1
n
8.1 Regular Bessel Functions 369

In connection with (8.1.36) this leads to the following result:

R1 q3
1 eirt .1  t 2 /nC 2 dt
lim p 
q1
 D 1: (8.1.39)
n!1  nC 2
q
. nC 2 /

After a simple manipulation this shows Lemma 8.1.7. t

u
The properties of Bessel functions can be summarized as follows:
Lemma 8.1.8. The Bessel function Jn .qI / satisfies the following relations:
(i) For r > 0, ;  2 Sq1 ,
1
X
er D N.qI n/Jn .qI r/Pn .q;   /: (8.1.40)
nD0

(ii) For x D jxj, y D jyj,

1
X
J0 .qI jx  yj/ D N.qI n/Jn .qI jxj/Jn .qI jyj/Pn .qI   /: (8.1.41)
nD0

(iii) Jn .qI / is a solution of the Bessel differential equation

 
q1 0 n.n C q  2/
Jn00 .qI r/ C Jn .qI r/ C 1  Jn .qI r/ D 0: (8.1.42)
r r2

(iv) Jn .qI / satisfies the recursion relation

.n C q  2/JnC1 .qI r/ C .2n C q  2/Jn0 .qI r/  nJn1 .qI r/ D 0 (8.1.43)

and
 n
1 d
Jn .qI r/ D .1/ r n n
J0 .qI r/; (8.1.44)
r dr
d  nCq2 
Jn1 .qI r/ D r 2qn r Jn .qI r/ : (8.1.45)
dr

(v) For n ! 1 the Bessel function Jn .qI / behaves such that

 
Jn .qI r/ n C q2
lim   D 1: (8.1.46)
n!1 q2 . r2 /n

(vi) For homogeneous harmonic polynomials Hn .qI / of degree n,

Hn .qI rx /J0 .qI jxj/ D .1/n Jn .qI jxj/Hn .qI /: (8.1.47)
370 8 Bessel Functions in Rq

The traditional notation due to Watson (1944) discussed in Chap. 7, which is mostly
used in the literature, leads to the observation that the Bessel functions of integral
order n and dimension q are expressible as Bessel functions of order n C q2 2 and
dimension 2. Now, this aspect is investigated in more detail: letting, as usual (see
Theorem 7.1.2),

 r  X
1  r 2k
.1/k
J .r/ D J .2I r/ D 2
; 
0; (8.1.48)
2 k . C k C 1/
kD0

and observing that

 r n q  X
1  r 2k
.1/k
Jn .qI r/ D 2
; n 2 N0 ; (8.1.49)
2 2 k .n C k C q2 /
kD0

we are led by comparison to the relation

 q   r  2q
2
Jn .qI r/ D JnC q2 .2I r/; n 2 N0 : (8.1.50)
2 2 2

In particular, we have
r
 J 21 .2I r/ J1 .1I r/
J0 .3I r/ D p D : (8.1.51)
2 r r

Furthermore, we see that J0 .3I / is the sinc-function

1
1p X .1/k r 2k
J0 .3I r/ D   
2 22k .k C 1/ k C 32
kD0
1
X .1/k r 2k sin.r/
D D D sinc.r/: (8.1.52)
.2k C 1/ r
kD0

8.2 Modified Bessel Functions

Solutions of the equation U  U D 0 can be obtained in an analogous way.

Indeed, standard polar coordinates x D r, r D jxj,  2 Sq1 , together with the
FunkHecke formula (see Theorem 6.5.5), imply the following radial and angular
separation of the integral
Z
1
ex Yn .qI / dS./ D In .qI r/Yn .qI /; (8.2.1)
kSq1 k Sq1
8.2 Modified Bessel Functions 371

where In .qI / is given by

q  Z
. r2 /n 1 q3
In .qI r/ D p  2
q1 
ert .1  t 2 /nC 2 dt: (8.2.2)
 n C 2 1

Definition 8.2.1. In .qI / as given by (8.2.2) is called a modified Bessel function of

order n and dimension q.
By comparison we find the relation In .qI r/ D in Jn .qI ir/. Hence, the properties
of the modified Bessel function of order n and dimension q can be collected in the
following lemma.
Lemma 8.2.2. The modified Bessel function In .qI / satisfies the following rela-
tions:
(i) For r > 0; ;  2 Sq1 ;
1
X
er D N.qI n/In .qI r/Pn .q;   /: (8.2.3)
nD0

(ii) For x D jxj; y D jyj,

1
X
I0 .qI jx  yj/ D N.qI n/In .qI jxj/In .qI jyj/Pn .qI   /: (8.2.4)
nD0

(iii) In .qI / is a solution of the Bessel differential equation

 
q1 0 n.n C q  2/
In00 .qI r/ C In .qI r/  1 C In .qI r/ D 0: (8.2.5)
r r2

(iv) In .qI / satisfies the recursion relation

.n C q  2/InC1 .qI r/ C .2n C q  2/In0 .qI r/  nIn1 .qI r/ D 0 (8.2.6)

and  n
1 d
In .qI r/ D r n
I0 .qI r/: (8.2.7)
r dr
(v) In .qI / behaves for n ! 1 such that
 
In .qI r/ n C q2
lim   D 1: (8.2.8)
n!1 q2 . r2 /n

(vi) For homogeneous harmonic polynomials Hn .qI / of degree n,

Hn .qI rx /I0 .qI jxj/ D In .qI jxj/Hn .qI /: (8.2.9)

372 8 Bessel Functions in Rq

In particular, we have for q D 3;

sinh.r/
I0 .3I r/ D (8.2.10)
r
and  n
1 d sinh.r/
In .3I r/ D r n
: (8.2.11)
r dr r

8.3 Hankel Functions

The Hankel functions can be deduced by two different complexifications of the

FunkHecke formula (Theorem 6.5.5) due to Muller (1998). The complexification
requires two subsets of the complex unit sphere as defined in the following way for
 2 Sq1 :
n p o
q1
S1 ./ D  2 Cq W  D 1  y 2   y; y 2 Eq1 ./ (8.3.1)

with (
p j1  y 2 j1=2 ; y 2 < 1;
1y D
2 (8.3.2)
ijy 2  1j1=2 ; y 2 > 1;
and n p o
q1
S2 ./ D  2 Cq W  D 1  y 2   y; y 2 Eq1 ./ (8.3.3)

with (
p j1  y 2 j1=2 ; y 2 < 1;
1  y2 D (8.3.4)
ijy 2  1j1=2 ; y 2 > 1;
where Eq1 ./ are hyperplanes given by

Eq1 ./ D y 2 Rq W y   D 0;  2 Sq1 : (8.3.5)

q1 q1
p
The sets S1 ./, S2 ./ only differ by the understanding of 1  y 2 , y 2 < 1.
q1 q1
The set S1 ./ contains the hemisphere y   > 0, whereas the set S2 ./ contains
q1
y   < 0. Keeping in mind the definition of Sj ./, j D 1; 2, we are able to discuss
the following integrals (see also (8.1.1)) with x D r,  2 Sq1 :
Z
in
Un.j / .x/ D 2.1/j
eix Yn .qI / dS.q1/ ./; (8.3.6)
kSq1 k q1
Sj ./

where Yn .qI / 2 Harmn .Sq1 / and dS.q1/ is understood to be the canonical com-
plexification of the surface element (see Muller (1998) for further details). The
8.3 Hankel Functions 373

Fig. 8.1 The two integration

paths of the Hankel functions
.1/ .2/
Hn .qI / (left) and Hn .qI /
(right), respectively

0 1 -1 0

.j /
integrals Un exist in the half plane x   > 0,  2 Sq1 . Obviously, we have

. C 1/Un.j / D 0 (8.3.7)

in this half plane. From the complex variant of the FunkHecke formula (cf. Muller
1998) we are able to deduce that

Un.j /.x/ D Hn.j / .qI r/Yn .qI /; j D 1; 2; (8.3.8)

.1/ .2/
where x D r. For r > 0, the functions Hn .qI /, Hn .qI / are given by
Z
kSq2 k 1C1i irt q3
Hn.1/ .qI r/ D 2in e Pn .qI t/.1  t 2 / 2 dt; (8.3.9)
kS k 1C0i
q1

Z
kSq2 k 1C1i irt q3
Hn.2/ .qI r/ D 2in q1 e Pn .qI t/.1  t 2 / 2 dt: (8.3.10)
kS k 1C0i

.1/ .2/
Definition 8.3.1. The functions Hn .qI /, Hn .qI / are called Hankel functions of
the first and second kind of order n and dimension q, respectively.
It is well-known that the two paths of integration in this definition may be deformed
.2/
to the curves depicted in Fig. 8.1. For example, we get for the path of Hn .qI /;
Z
1 n kSq1 k .2/ 0 q3
i H .qI r/ D eirt Pn .qI t/.1  t 2 / 2 dt (8.3.11)
2 kSq2 k n 1
Z 1 q3
Ci ers Pn .qI is/.1 C s 2 / 2 ds
0
Z 1 q3
D .1/ n
eirt Pn .qI t/.1  t 2 / 2 dt
0
Z 1 q3
C inC1 ers Pn .qI is/in .1 C s 2 / 2 ds:
0
374 8 Bessel Functions in Rq

Remark 8.3.2. The representation of the Legendre polynomial as a power series

shows us that in Pn .qI is/ is a polynomial of degree n in the variable s possessing
exclusively real coefficients (see (8.4.15))
 
2n1 n C q2
2 .q  1/  
in Pn .qI is/ D q  s n C O .1 C s/n2 ; (8.3.12)
2 .n C q  2/

where s 2 0; 1/, n C q
3.
From Definition 8.3.1 it follows that
Z
kSq1 k .2/ 1 q3
H .qI r/ D 2in eirt Pn .qI t/.1  t 2 / 2 dt (8.3.13)
kSq2 k n 0
Z 1 q3
C 2i ers Pn .qI is/in .1 C s 2 / 2 ds
0

kSq1 k .1/
D Hn .qI r/:
kSq2 k

The Hankel functions have certain characteristic properties for r ! 1 and fixed n.
With the substitution t D 1 C is, s 2 0; 1/, we get
Z 1 q3
Hn.1/ .qI r/ D En .qI r/ ers Pn .qI 1 C is/.s.s C 2i// 2 ds; (8.3.14)
0

where
kSq2 k i.rn    .q1//
En .qI r/ D 2 e 2 4 : (8.3.15)
kSq1 k
Note that t D 1 C is yields
q3 q3  q3
.1  t 2 / 2 D .is.2 C is// 2 D e 4 i.q3/ .2s/ 2 C ::: ; (8.3.16)

such that by standard arguments of complex analysis (according to our definition of

the root function)
q3  q3
.1  t 2 / 2 D e 4 i.q3/ .2s/ 2 C ::: : (8.3.17)

With the abbreviation

q3
F .s/ D .2 C is/ 2 Pn .qI 1 C is/ (8.3.18)

we have Z 1 q3
Hn.1/ .qI r/ D En .qI r/ ers F .s/s 2 ds: (8.3.19)
0
8.3 Hankel Functions 375

It can be deduced from well-known results for the Legendre polynomial (see Muller
1998) that
 
q3 .2n C q  1/.2n C q  3/ is
F .s/ D 2 2 1C C ::: : (8.3.20)
q1 4

Moreover, we borrow from Muller (1998) the following result.

Lemma 8.3.3. For n fixed and r ! 1, we have


 q1
22 2 i.rn  .q1/  / qC1
Hn.1/ .qI r/ D e 2 4 C O.r  2 /
kS k r
q1

  q1  qC1 
. q2 / 2 2 n q1 ir
D p i 2 e C O r 2 ; (8.3.21)
 r
  q1  qC1 
. q2 / 2 2 nC q1 ir
Hn .qI r/ D p
.2/
i 2 e C O r 2 : (8.3.22)
 r

Observing the identity

1  .1/ 
Jn .qI r/ D Hn .qI r/ C Hn.2/ .qI r/ ; (8.3.23)
2
we obtain the following lemma from Lemma 8.3.3.
Lemma 8.3.4. For n fixed and r ! 1,

  q1     qC1 
.q/ 2 2 
Jn .qI r/ D p 2 cos n C .q  1/  r C O r  2 : (8.3.24)
 r 2 4

Based on techniques due to Watson (1944) the O-term in Lemma 8.3.4 can be
written out in more detail.
Lemma 8.3.5. For n 2 N0 ; m 2 N fixed and r ! 1,

. q2 / 1q X
m1
.n C q22 ; l/
q2
i.r 2 .nC 
Jn .qI r/ D 3q p r 2 e 2 / 4 /
(8.3.25)
2 2  .2ir/l
lD0
!
q2 X .n C q2 ; l/
m1  q1

i.r 2 .nC 2 / 4 / .mC 2 /
Ce 2
C O r ;
.2ir/l
lD0

where in terms of the Pochhammer factorial (see Definition 2.4.1) as well as in terms
of the Gamma function
376 8 Bessel Functions in Rq

     
q2 .1/l q2 q2
nC 2 ;l D l
1
2 n 2
1
2 CnC 2
l l
q1
.n C 2 C l/
D q1
: (8.3.26)
l .n C 2  l/

Next, we are interested in an asymptotic relation for n ! 1 and fixed r.

Lemma 8.3.6. For n ! 1 and fixed r > 0,

.1/
Hn .qI r/
lim q    D 1: (8.3.27)
n!1 i
 2 n C q2  1 . 2r /nCq2

Proof. Rodrigues rule yields

. q2 /  r n Z 1C1i q3
Hn.1/ .qI r/ D 2 p   eirt .1  t 2 /nC 2 dt: (8.3.28)
 n C q1 2 1C0i
2

Obviously,
Z 1C1i q3
eirt .1  t 2 /nC 2 dt (8.3.29)
1C0i
Z 0 Z 1i
q3 q3
D e .1  t /
irt 2 nC 2 dt C eirt .1  t 2 /nC 2 dt:
1 0i

The first integral is uniformly bounded and does not give any contribution to the
assertion. The second integral can be written as
Z 1i Z 1
q3 q3
eirt .1  t 2 /nC 2 dt D i ers .1 C s 2 /nC 2 ds: (8.3.30)
0i 0

In order to prove Lemma 8.3.6, we observe that

R1 q3
ers .1 C s 2 /nC 2 ds
lim 0
R1 D 1: (8.3.31)
rs s 2nCq3 ds
0 e
n!1

Moreover, we have
Z 1
.2n C q  2/
ers s 2nCq3 ds D : (8.3.32)
0 r 2nCq2

Now, two estimates come into play

.1 C s/2k D .1 C 2s C s 2 /k > .1 C s 2 /k ; s > 0; k > 0; (8.3.33)

8.3 Hankel Functions 377

and
.1 C s 2 /k  s 2k  k.1 C s 2 /k1  k.1 C s/2k2 : (8.3.34)

Note that the estimate (8.3.34) follows from the mean value theorem of one-
dimensional analysis. This leads to the estimate
Z 1    Z 1
q3 q3
ers .1 C s 2 /nC 2  s 2nCq3 ds  n C ers .1 C s/2nCq5 ds
0 2 0
 Z 1
q3
 er n C eru u2nCq5 du:
2 0
(8.3.35)

The last integral can be determined explicitly.

 Z 1  
q3 ru 2nCq5 q  3 .2n C q  4/
e nC
r
e u du D e n C
r
2 0 2 r 2nCq4
er .2n C q  2/
D : (8.3.36)
2r 2nCq4 2n C q  4

Consequently, we are able to see that

Z
1
.2n C q  2/

q3
rs
e .1 C s /
2 nC 2 ds  (8.3.37)
0 r 2nCq2
er .2n C q  2/
 :
r 2nCq4 2n C q  4

In connection with (8.3.29) and (8.3.30) we obtain for n ! 1;

R 1i q3 R 1i q3
0i e .1  t / eirt .1  t 2 /nC
irt 2 nC 2
dt 2 dt
R
lim1 rs q3
D lim 0i
D 1:
n!1
i 0 e .1 C s /2 nC 2
ds n!1 i r.2nCq2/
2nCq2
(8.3.38)
Lemma 8.3.6 follows with the help of the duplication formula
   
p q2 q1
 .2n C q  2/ D 22nCq3 nC nC (8.3.39)
2 2

known from the theory of the Gamma function (see Lemma 2.3.3). t
u
Next, we come to the Neumann function which together with the Bessel function
implies the Hankel functions.
378 8 Bessel Functions in Rq

Definition 8.3.7. For r > 0, the Neumann function Nn .qI / of order n and dimen-
sion q is defined by
Z 
kSq2 k 1
 q3
N.qI r/ D 2 q1 sin rt  n Pn .qI t/.1  t 2 / 2 dt
kS k 0 2
q2 Z 1
kS k q3
 2in q1 ert Pn .qI it/.1  t 2 / 2 dt: (8.3.40)
kS k 0

As already announced, Hankel functions can be obtained by combination of Bessel

and Neumann functions. More explicitly, from (8.3.11) and (8.3.13) we get the
following identities.
Lemma 8.3.8. For r > 0,

Hn.1/ .qI r/ D Jn .qI r/ C iN.qI r/; (8.3.41)

Hn.2/ .qI r/ D Jn .qI r/  iN.qI r/: (8.3.42)

Let Cn .qI / stand for any of the so-called cylinder functions Jn .qI /, Nn .qI /,
.1/ .2/
Hn .qI / and Hn .qI /. Then, for r > 0, the following recursion relation holds
true:
2n C q  2
Cn1 .qI r/ C CnC1 .qI r/ D Cn .qI r/: (8.3.43)
r
Furthermore, we have

.2n C q  2/Cn0 .qI r/ D nCn1 .qI r/  .n C q  2/CnC1 .qI r/: (8.3.44)

These identities immediately follow from the recursion relation for the Legendre
polynomials.

8.4 Kelvin Functions

The Kelvin functions can be obtained by another complexification of the Funk

Hecke formula (cf. Richter 1971). This time we consider the following subset of the
complex unit sphere
n p o
q1
S3 ./ D  2 Cq W  D 1 C y 2   iy; y 2 Eq1 ./ (8.4.1)
p
where 1 C y 2 D j1 C y 2 j1=2 and Eq1 ./ is defined by (8.3.5). Now, the point of
departure is the function (see also (8.1.1) and (8.3.6))
Z
i1q
Wn .x/ D q1 ex Yn .qI / dS.q1/ ./; (8.4.2)
kS k q1
S3 ./
8.4 Kelvin Functions 379

where dS.q1/ again is understood to be the canonical complexification of the

surface element (as described by Muller 1998). For x   > 0, we immediately
obtain
.  1/Wn D 0: (8.4.3)
From the complex variant of the FunkHecke formula (due to Muller 1998) we get,
by using polar coordinates x D r,  2 Sq1 ;

Wn .x/ D Kn .qI r/Yn .qI / (8.4.4)

where Z 1 q3
Kn .qI r/ D ert Pn .qI t/.t 2  1/ 2 dt: (8.4.5)
1

Definition 8.4.1. For r > 0, the function Kn .qI / given by (8.4.5) is called the
Kelvin function (or modified Hankel function) of order n and dimension q.
It can be shown that

kSq2 k 1qn
Hn.1/ .qI ir/ D 2 i Kn .qI r/; (8.4.6)
kSq1 k
kSq2 k nCq1
Hn.2/ .qI ir/ D 2 i Kn .qI r/: (8.4.7)
kSq1 k

Moreover, we find, for r > 0, (see (8.3.43) and (8.3.44), respectively)

2n C q  2
Kn1 .qI r/  KnC1 .qI r/ D  Kn .qI r/ (8.4.8)
r
and

nKn1 .qI r/ C .n C q  2/KnC1.qI r/ D .2n C q  2/Kn0 .qI r/: (8.4.9)

This again follows from the recursion relation (6.4.56) for the Legendre polynomial.
Keeping r fixed, we obtain the following lemma by similar techniques as used for
the proof of Lemma 8.3.6.
Lemma 8.4.2. For n ! 1 and fixed r > 0, we have

Kn .qI r/
lim
q1    nCq2 D 1: (8.4.10)
n!1 1
2 . 2 / n C q2  1 2r

Proof. Rodrigues rule gives the integral representation

 
q1
rn Z 1
2 q3
Kn .qI r/ D p   ert .t 2  1/nC 2 dt: (8.4.11)
q1
 n C 2
1
380 8 Bessel Functions in Rq

Now, we have
R1 q3
ert .t 2  1/nC 2 dt
lim 1
R1 D 1; (8.4.12)
rt t 2nCq3 dt
0 e
n!1

where the integral in the denominator can be calculated explicitly:

Z 1
.2n C q  2/
ert t 2nCq3 dt D : (8.4.13)
0 r 2nCq2

From the estimate

0  t 2k  .t 2  1/k  kt 2k2 ; t
1; (8.4.14)

we get
Z 1 Z 1
q3
0
ert .t 2  1/nC 2 dt  ert t 2nCq3 dt
1 1
 Z 1
q3

 nC ert t 2nq5 dt (8.4.15)
2 0

such that
Z 1 Z 1
q3
0
ert .t 2  1/nC 2 dt  ert t 2nCq3 dt (8.4.16)
1 0
   
q  3 .2n C q  4/ 1 .2n C q  4/ 1 2nCq4

 nC D  :
2 r 2nCq4 2 2n C q  4 r

This is the desired result. t

u
The Hankel functions as well as the Kelvin functions are not defined at the origin,
but they have characteristic singularities there.
Lemma 8.4.3. For r ! 0 and n C q  3
0, we have
     nCq2
i q2 q 2  
Hn.1/ .qI r/ D nC C O r nqC4 ; (8.4.17)
 2 2 r
   nCq2
.q  1/ q2 2  
Kn .qI r/ D q1  q  n C C O r nqC4 : (8.4.18)
2 2 2 r

Proof. First, we deal with the asymptotic relation (8.4.17). For that purpose, we
observe that from (6.4.36)
8.4 Kelvin Functions 381

 
bn=2c  l n  l C q2
.q  1/ 2 n n1 X 1 2
Pn .qI t/ D    t n2l
q2 .n C q  3/ lD0
4 l.n  2l/

D an0 .q/t n  C :::; (8.4.19)

where (see (8.3.12))

 
q2
2n1 n C .q  1/
2
an0 .q/ D   : (8.4.20)
.n C q  2/ q2

Therefore,
 
in Pn .qI it/ D an0 .q/t n C O .1 C t/n2 ; (8.4.21)

such that

Z 1
kSq2 k q3
2in ert Pn .qI it/.1 C t 2 / 2 dt (8.4.22)
kSq1 k 0
  q 
q2
nC 2 2  
D 2nCq2 C O r nqC4 :
 r nCq2

We now discuss the asymptotic relation (8.4.18). For n C q  3

0, we obtain after
some manipulations
Z 1
Kn .qI r/ D er ers Pn .qI 1 C s/.s.1 C s//nCq5 ds (8.4.23)
0
Z 1 Z 1 
D an0 .q/ ers s nCq3 ds C O ers .s C 1/nCq5 ds :
0 0

R1 R1
Replacing the integral 0 : : : in the second term by 1 : : :, we find, for all n with
n C q  3
0,
   nCq2
.q  1/ q2 2  
Kn .qI r/ D q1  q  nC C O r nqC4 : (8.4.24)
2 2 2 r

This is the desired result. t

u
382 8 Bessel Functions in Rq

The identity
Z 1 Z 1
1 1
K0 .2I r/ D ert .t 2  1/ 2 dt D eu .u2  r 2 / 2 du
1 r
Z 1  p 
D er ln.r/ C eu ln u C u2 C r 2 du (8.4.25)
r

shows us that K0 .2; r/ has a logarithmic singularity. In fact, for n D 0, q D 2, we

have
K0 .2I r/ D  ln.r/ C O.1/: (8.4.26)
In the same way we obtain

.1/ 2i
H0 .2I r/ D ln.r/ C O.1/: (8.4.27)


Remark 8.4.4. The function x 7! K0 .qI jxj/, x 2 Rq n f0g, shows the same
singularity behavior at the origin as the fundamental solution x 7! Fq .jxj/, x 2
Rq n f0g, for the Laplace operator in Rq .
For r ! 1 and n
0 fixed, we obtain
Z 1 q3
Kn .qI r/ D ert Pn .qI t/.t 2  1/ 2 dt (8.4.28)
1
Z 1
t D1Cs r
q2
D e ers Pn .qI 1 C s/..2 C s/s/ 2 ds
0
 
 q1 
q3 2 qC1
D er 2 2
q1
C O.r  2 / :
r 2

This leads to the following asymptotic relations.

Lemma 8.4.5. For r ! 1 and n

0 fixed,

     q1  qC1  
er q1 2 2
Kn .qI r/ D C O r 2 : (8.4.29)
2 2 r

Moreover, for r ! 1, we have

 qC1

Kn0 .qI r/  Kn .qI r/ D O er r  2 : (8.4.30)

The properties of the Kelvin function relevant for our purposes in the analytic theory
of numbers can be summarized as follows.

Lemma 8.4.6. The Kelvin function Kn .qI / satisfies the following relations:
8.4 Kelvin Functions 383

(i) For x D jxj; y D jyj,

1
X
K0 .qI jx  yj/ D N.qI n/In .qI jxj/Kn .qI jyj/Pn .qI   /: (8.4.31)
nD0

(ii) Kn .qI / is a solution of the differential equation

 
q1 0 n.n C q  2/
Kn00 .qI r/ Kn .qI r/ 1 C Kn .qI r/ D 0: (8.4.32)
r r2

(iii) Kn .qI / satisfies the recursion relations

.n C q  2/KnC1 .qI r/ C .2n C q  2/Kn0 .qI r/ C nKn1 .qI r/ D 0; (8.4.33)

2n C q  2
Kn1 .qI r/  KnC1 .qI r/ C Kn .qI r/ D 0: (8.4.34)
r

(iv) The following relations exist between KnCm.qI / and Kn .qI / with m 2 N:
 m
1 d
.1/m r nm KnCm .qI r/ D .r n Kn .qI r// ; (8.4.35)
r dr
 m
1 d  
.1/m r nmCq2 Knm .qI r/ D r nCq2 Kn .qI r/ : (8.4.36)
r dr

(v) For the limit n ! 1, it holds that

2 Kn .qI r/
lim     D 1: (8.4.37)
n!1 q1 q
2
. 2r /nCq2 n C 2
1

(vi) For n C q  3 > 0 fixed and r ! 0,

   nCq2
.q  1/ q2 2
Kn .qI r/ D q1  q  nC CO.r nqC4 / (8.4.38)
2 2 2 r

and, for n D 0, q D 2, and r ! 0,

K0 .qI r/ D  ln.r/ C O.1/: (8.4.39)

(vii) For r ! 1 and n

0 fixed,

     q1  qC1  
er q1 2 2
Kn .qI r/ D C O r 2 : (8.4.40)
2 2 r
384 8 Bessel Functions in Rq

In particular,
er
K0 .3I r/ D (8.4.41)
r
and  n
1 d er
Kn .3I r/ D r n : (8.4.42)
r dr r
It is interesting to relate the Kelvin and Hankel functions of dimension q to their
counterparts of dimension 2. For  2 R, we have (see Magnus et al. 1966; Watson
1944)
p  r  Z 1
 1
K .r/ D K .2I r/ D   ert .t 2  1/ 2 dt: (8.4.43)
 C 12 2 1

By comparison we find
 
q1
2
 r  2q
2
Kn .qI r/ D p KnC q2 .r/: (8.4.44)
 2 2

Similarly,
 q   r  2q
2 .1/
Hn.1/ .qI r/ D H q2 .r/; (8.4.45)
2 2 nC 2

where

2  r  Z 1C1i 1
H.1/ .r/ D H.1/ .2I r/ D p   eirt .1t 2 / 2 dt: (8.4.46)
  C 12 2 1C0i

Finally, we come to some interrelations between the cylinder functions, which are
originated by their differential equation (of SturmLiouville type). For that purpose
we introduce the notion of the so-called Wronskian determinant

W .F; G/ D F G 0  F 0 G (8.4.47)

for a pair of (scalar) continuously differentiable functions F; G.

Theorem 8.4.7. For r > 0, the Bessel functions satisfy the equations
 q1 2 q
 .1/  2 .2/
W Hn .qI r/; Hn .qI r/ D 2i
.2/
; (8.4.48)
r 
 q1 2 q
  2 .2/
W Jn .qI r/; Hn .qI r/ D i
.1/
; (8.4.49)
r 
 q1 2 q
  2 .2/
W N.qI r/; Hn .qI r/ D 
.1/
: (8.4.50)
r 
8.5 Expansion Theorems 385

For r > 0, the modified functions satisfy

W .In .qI r/; Kn .qI r// D 2 r 1q .q  1/: (8.4.51)

.i /
Proof. The Bessel functions Jn .qI /, N.qI /, Hn .qI /, i D 1; 2, abbreviated by
Cn .qI /, satisfy the differential equation

.r q1 Cn0 .qI r//0  n.n C q  2/r q3 Cn .qI r/ C r q1 Cn .qI r/ D 0; (8.4.52)

whereas the modified functions In , Kn satisfy

.r q1 Cn0 .qI r//0  n.n C q  2/r q3 Cn .qI r/  r q1 Cn .qI r/ D 0: (8.4.53)

For any two solutions Cn .qI /; CQ n .qI / of either equation, the identity

d  q1  
r W Cn .qI r/; CQ n .qI r/ D 0 (8.4.54)
dr
is valid such that
 
r q1 W Cn .qI r/; CQ n .qI r/ D const: (8.4.55)

By virtue of the asymptotic expansions for r ! 1 this implies the assertion of

Theorem 8.4.7. For example, for r ! 1,
   
.1/
W Hn.1/ .qI r/; Hn.2/ .qI r/ D W Hn.1/ .qI r/; Hn .qI r/ (8.4.56)

d .1/ .1/ d
D Hn.1/ .qI r/ Hn .qI r/  Hn .qI r/ Hn.1/ .qI r/
dr dr
 q1 2 q
2 .2/
D 2i C O.r q /:
r 

Because of (8.4.55) the O-term in (8.4.56) is zero. This proves Theorem 8.4.7. t
u

8.5 Expansion Theorems

The solutions of the Helmholtz equation can be subdivided into three classes
depending on their domain of definition:
q
Solutions for the inner space of a fixed ball BR ; R > 0;
q
Solutions for the outer space of a fixed ball BR ; R > 0;
Entire solutions valid for the whole Euclidean space Rq .
386 8 Bessel Functions in Rq

From survey articles about the Helmholtz equation (cf. Muller 1969; Niemeyer
1962) we borrow the following expansion theorems for inner and/or outer space
solutions involving Bessel and Hankel functions.
Theorem 8.5.1 (Expansion for the Inner Space of a Ball). Let U be a function of
q q
class C.2/ BR such that U C U D 0 in BR . There exists a sequence of spherical
harmonics fYn .qI /gn2N0 such that
1
X
U.x/ D Jn .qI r/Yn .qI /; (8.5.1)
nD0

x D r;  2 Sq1 , where the series is absolutely and uniformly convergent for all
q
x 2 Br with r D jxj < R.
q
Conversely, if (8.5.1) holds uniformly for all x 2 Br with r D jxj < R, then U
q q
is of class C .BR / satisfying U C U D 0 in BR .
.2/

Proof. The functions Un;j ; j D 1; : : : ; N.qI n/, given by

Z
Un;j .r/ D U.r/Yn;j .qI / dS./ (8.5.2)
Sq1

are twice continuously differentiable for all r 2 0; R. Applying Greens formula

we obtain
Z  
q1 0 @
r Un;j .r/ D q1 U.x/Yn;j qI jxj x
dS.x/ (8.5.3)
Sr @
Z     
D q
Y n;j qI x
jxj .U.x//  U.x/Y n;j qI x
jxj dV .x/
Br

such that
Z
0
r  
r q1 Un;j .r/ D  s q1 Un;j .s/  n.n C q  2/s q3 Un;j .s/ ds: (8.5.4)
0

By differentiation with respect to r we are able to show that

 
00 q1 0 n.n C q  2/
Un;j .r/ C Un;j .r/ C 1  Un;j .r/ D 0: (8.5.5)
r r2

Apart from a multiplicative constant, the only solution of (8.5.5) that is bounded for
r ! 0 is the Bessel function Jn .qI /. Hence, there exists a constant An;j such that

Un;j .r/ D An;j Jn .qI r/ (8.5.6)

8.5 Expansion Theorems 387

for all r 2 0; R/. We let

X
N.qIn/
Yn .qI / D Cn;j Yn;j .qI /;  2 Sq1 ; (8.5.7)
j D1

and
Z
Cn2 D jYn .qI /j2 dS./: (8.5.8)
Sq1

The L2 .Sq1 /-orthonormality of the spherical harmonics then yields

X
N.qIn/

Cn2 D Cn;j 2 : (8.5.9)
j D1

For r 2 0; R/, it follows from Lemma 8.5.2 that the series

1
X
.rI / D Jn .qI r/Yn .qI / (8.5.10)
nD0

is convergent for all r 2 0; R/. More precisely, the series (8.5.10) is absolutely and
q
uniformly convergent on every ball Br , r 2 0; R/. In addition,
Z
.U.r/  .rI // Yn;j .qI / dS./ D 0 (8.5.11)
Sq1

for all n; j . The completeness of the system of spherical harmonics, therefore,

implies
U.r/ D .rI /; r 2 0; R/; (8.5.12)

which shows the first part of Theorem 8.5.1.

The second part follows from the fact that all partial sums of U satisfy the
q q
Helmholtz equation for every Br  BR , r < R, and converge uniformly to U .
 q
Under these assumptions (see, e.g., Niemeyer 1962) U is of class C.2/ Br for every
q
r 2 0; R/ and, in addition, U satisfies the differential equation U C U D 0 in BR .
t
u
Lemma 8.1.7 allows us to formulate the following expansion theorem.
Lemma 8.5.2. Let fYn .qI /gn2N0 be a sequence of spherical harmonics of dimen-
sion q such that
X1
Jn .qI R/Yn .qI /;  2 Sq1 ; (8.5.13)
nD0
388 8 Bessel Functions in Rq

is convergent for R > 0. Then,

1
X
n Jn .qI r/Yn .qI /;  2 Sq1 ; (8.5.14)
nD0

is convergent for all r 2 0; R/ and

0, where the series (8.5.14) is absolutely
q q
and uniformly convergent for all Br  BR .
Proof. According to (8.5.13), we have

lim jJn .qI R/Yn .qI /j D 0; (8.5.15)

n!1

i.e., for sufficiently large n,

1
jYn .qI /j  : (8.5.16)
jJn .qI R/j

From the limit relation (Lemma 8.1.7) we obtain, for n ! 1,

 q2 q2
 q  n 
jYn .qI /j D O 2nC 2 n 2 n C R : (8.5.17)
2

Hence, there exist constants A and N D N.R/ such that

 r n
jn Jn .qI r/Yn .qI /j  A n (8.5.18)
R
for all n
N and r < R. This proves Lemma 8.5.2. t
u
Next, we come to series expansions by products of Hankel functions and spherical
harmonics in the exterior of a ball.
Theorem 8.5.3 (Expansion for the Outer Space of a Ball). Let U be of class
 q q
C.2/ Rq nBR , such that U CU D 0 in Rq nBR . There exist sequences of spherical
.i /
harmonics fYn .qI /gn2N0 , i D 1; 2, such that
1
X  .1/ 
U.x/ D Hn .qI r/Yn.1/ .qI / C Hn.2/ .qI r/Yn.2/ .qI / ; (8.5.19)
nD0

x D r;  2 Sq1 , where the series (8.5.19) is absolutely and uniformly convergent
q
for all x 2 Br with r D jxj > R.
q
Conversely, if (8.5.19) holds uniformly for all x 2 Rq n Br with r D jxj > R,
 q  q
then U is of class C.2/ Rq n BR satisfying U C U D 0 in Rq n BR .
8.5 Expansion Theorems 389

Proof. The functions Un;j , j D 1; : : : ; N.qI n/, given by

Z
Un;j .r/ D U.r/ Yn;j .qI / dS./ (8.5.20)
Sq1

q
are defined for all Rq n Br , r > R, and satisfy the Bessel differential equations
 
00 q1 0 n.n C q  2/
Un;j .r/ C Un;j .r/ C 1  Un;j .r/ D 0: (8.5.21)
r r2

.i /
Hence, there are coefficients An;j , i D 1; 2, such that, for all r > R,

.1/ .2/
Un;j .r/ D An;j Hn.1/ .qI r/ C An;j Hn.2/ .qI r/: (8.5.22)

It follows that
Z X .1/
1 N.qIn/
X 2
2 .2/
jU.r/j dS./ D An;j Hn.1/ .qI r/ C An;j Hn.2/ .qI r/ : (8.5.23)
Sq1 nD0 j D1

Therefore, we are able to verify that the series

X  .1/
1 N.qIn/
X .2/

An;j Hn.1/ .qI r/ C An;j Hn.2/ .qI r/ Yn;j .qI / (8.5.24)
nD0 j D1

q
is absolutely and uniformly convergent on R3 n Br for all r > R. Letting

X
N.qIn/
.i /
Yn.i / .qI / D Cn;j Yn;j .qI /; i D 1; 2; (8.5.25)
j D1

we finally get
1
X  .1/ 
U.x/ D Hn .qI r/Yn.1/ .qI / C Hn.2/ .qI r/Yn .qI / ; (8.5.26)
nD0

as required for the first part of Theorem 8.5.3. The second part follows by analogous
arguments as described in the proof of Theorem 8.5.1. t
u
Evidently, for entire solutions, both theorems (i.e., Theorem 8.5.1 as well as
Theorem 8.5.3) hold true.
390 8 Bessel Functions in Rq

8.6 Exercises (Helmholtz Equation, Entire Solutions,

Bessel Function Like Asymptotics)

In the following, we deal with a truncated series expansion of type (8.5.1) as prepa-
ration for integral representations that serve as entire solutions of the Helmholtz
equation.

Entire Solutions of the Helmholtz Equation and Asymptotic

Expansions

Exercise 8.6.1. Let U .N / be given by

1q X
N
U .N / .x/ D .2/ 2 kSq1 k in Jn .qI r/Yn .qI / (8.6.1)
nD0

with x D r, r D jxj,  2 Sq1 , Yn .qI / 2 Harmn .Sq1 / and N 2 N0 .

Show that U .N / is an entire solution of the Helmholtz equation

U .N / C U N D 0 (8.6.2)

in Rq .
Exercise 8.6.2. Let U .N / be given by (8.6.1). Use the asymptotic expansion of the
regular Bessel functions to prove that

q1  
r 2 U .N / .r/ D ei.r.q1/ 4 / F .N / .qI / C ei.r.q1/ 4 / F .N / .qI / C o.1/;
(8.6.3)
where
X
N
F .N / .qI / D Yn .qI /: (8.6.4)
nD0

Exercise 8.6.3. Show by use of the asymptotic expansions for the regular Bessel
functions that

 r  q1 Z 1q q1

eir dS./ D i 2 eir C i 2 eir C o.1/
2
(8.6.5)
2 Sq1

holds for r ! 1 and uniformly with respect to all  2 Sq1 .

Exercise 8.6.4. Show the following generalization of Lemma 8.3.4:
8.6 Exercises 391

Let U be an entire solution of the Helmholtz equation U C U D 0 in Rq . Then,

 r  q1 Z 1q q1

U.R/eir dS./ D i 2 eir U.R/ C i 2 eir U.R/ C o.1/
2

2 Sq1
(8.6.6)
holds true for arbitrary R > 0 and r ! 1 uniformly with respect to all  2 Sq1 .
q
Exercise 8.6.5. Let F be of class C.k/ .Sq1 /, k
2
C 1. Prove that

 r  q1 Z 1q q1

F ./eir dS./ D i 2 eir F ./Ci 2 eir F ./Co.1/
2
(8.6.7)
2 Sq1

holds for r ! 1 and uniformly with respect to all  2 Sq1 .

Exercise 8.6.6. Verify the following statement:
q
Let U be a solution of the Helmholtz equation U C U D 0 in Rq n BC for
some C > 0. Suppose that (8.6.6) of Exercise 8.6.4 is valid for arbitrary R > 0 and
r ! 1 uniformly with respect to all  2 Sq1 . Then, U is an entire solution of
U C U D 0 in Rq .
Remark 8.6.7. More details can be found in Muller (1952, 1969) and Hartman and
Wilcox (1961) and the references therein.
 Part III
Periodically Oriented Functions
Chapter 9
Lattice Functions in R

The Euler summation formula expresses a finite sum of integral points in terms
of the integral and derivatives of the function with explicit knowledge of the
error in integral form involving the Bernoulli polynomial. The classical summation
formula due to Euler (1736a,b) and MacLaurin (1742) is of great importance in
many branches of periodic modeling and simulation, in lattice point summation, in
constructive approximation, and in approximate integration, which motivates us to
include it in this textbook.
In this chapter we lay the one-dimensional foundation which is generalized to
higher dimensions in Chap. 10. Our considerations show that the Euler summation
formula (Sect. 9.4) and the Poisson summation formula (Sect. 9.6) on finite inter-
vals a; b of R are equivalent. In consequence, periodization can be understood
equivalently from both approaches. This part of the chapter is a condensed version
of the material presented by Freeden (2011). The asymptotic criteria for the
validity of the Poisson summation formula in all of R are strongly influenced by
the notes of Mordell (1928, 1929) and their extensions to the multi-dimensional
case derived in Freeden (2011). Our investigations are followed by exercises
concerned with aspects in numerical integration by virtue of trapezoidal rules and
constructive approximation by means of projections to polynomial spaces within
one-dimensional periodic Sobolev spaces in Sect. 9.8.

9.1 Bernoulli Polynomials

We start with the classical introduction of Bernoulli polynomials by the recursion

relation
d 
B .x/ D .k C 1/Bk .x/; x 2 0; 1; (9.1.1)
dx kC1

W. Freeden and M. Gutting, Special Functions of Mathematical (Geo-)Physics, 395

Applied and Numerical Harmonic Analysis, DOI 10.1007/978-3-0348-0563-6 9,
Springer Basel 2013
396 9 Lattice Functions in R

for k 2 N, corresponding to the initial function B0 W R ! R given by

B0 .x/ D 1 ; x 2 0; 1: (9.1.2)

It follows that Bk W 0; 1 ! R, k 2 N, is a polynomial of degree k that can be

written in the form

Bk .x/ D x k C ck1 x k1 C : : : C c0 : (9.1.3)

We notice that, for known Bk .x/, (9.1.1) determines BkC1


.x/ up to an additive
integration constant. By convention, we choose the integration constants in such a
way that
 
B2kC1 .0/ D B2kC1 .1/ D 0 (9.1.4)
for all k 2 N. In doing so we get uniqueness in the determination of all Bk (see,
e.g., Magnus et al. 1966; Rademacher 1973). This fact becomes clear from the
observation that

B2k1 .x/ D x 2k1 C c2k2 x 2k2 C : : : C c1 x C c0 (9.1.5)

implies

 .2k C 1/.2k/
B2kC1 .x/ D x 2kC1 C c2k2 x 2k C : : : C .2k C 1/cx C d; (9.1.6)
.2k/.2k  1/
 
where the conditions B2kC1 .0/ D B2kC1 .1/ D 0 uniquely determine the constants c
and d . The resulting polynomials (of degrees k D 1; 2; 3; 4) defined on the interval
0; 1 read as follows:

B1 .x/ D x  12 ; (9.1.7)

B2 .x/ D x 2  x C 16 ; (9.1.8)
B3 .x/ D x 3  32 x 2 C 12 x; (9.1.9)
B4 .x/ D x  2x C x 
4 3 2 1
30
: (9.1.10)

Definition 9.1.1. The polynomials Bk W 0; 1 ! R, k 2 N0 , as described by the

conditions (9.1.1), (9.1.2), and (9.1.4), are called Bernoulli polynomials. The reals
Bk .0/ are called the Bernoulli numbers.
The Bernoulli polynomials satisfy the symmetry relation

.1/k Bk .1  x/ D Bk .x/ ; x 2 0; 1: (9.1.11)

In other words, the polynomials x 7! .1/k Bk .1  x/, x 2 0; 1, obey the same
recursion formula (9.1.1). Moreover, (9.1.4) remains valid.
9.1 Bernoulli Polynomials 397

Furthermore, (9.1.11) tells us that the relation Bk .0/ D Bk .1/, k 2 N, that holds
true for odd k, is also valid for even k. Hence, it follows that for all k 2 N:
Z 1
1   
Bk .t/ dt D 
BkC1 .1/  BkC1 .0/ D 0: (9.1.12)
0 kC1

Lemma 9.1.2. For n 2 N, we have that

 1
(i) .1/n B
 2n1 .x/ > 0, where
 0 < x < 2,
 
(ii) .1/ B2n .x/  B2n .0/ > 0, where 0 < x < 1,
n

(iii) .1/nC1 B2n .0/ > 0.
Proof. We verify .i / by induction. Clearly, .i / is true for n D 1. Now, let it be true
for n 2 N. We have to show .i / for n C 1. To this end we notice that the Bernoulli
 
polynomials B2nC1 .0/ D B2nC1 . 12 / D 0 which follows from (9.1.4) and (9.1.11).
Because of (9.1.1) we obtain

d2  
.1/n B .x/ D .2n C 1/.2n/.1/n B2n1 .x/ > 0; (9.1.13)
dx 2 2nC1

where we use the induction assumption. Therefore, .1/n B2nC1 is strictly convex
1 
in .0; 2 /. Together with the values at the boundary this implies .1/n B2nC1 .x/ < 0
for x 2 .0; 2 /, i.e., we obtain .i /. Now, we know that .i / holds true for all n 2 N,
1

0 < x < 12 . Then, because of (9.1.1),

Z
.1/n   
 .1/n x d 
B2n .x/  B2n .0/ D B .t/ dt
2n 2n 0 dx 2n
Z x

D .1/n B2n1 .t/ dt > 0: (9.1.14)
0

In connection with (9.1.11) it then follows that (9.1.14) is also valid for x 2 . 12 ; 1/
such that (ii) becomes valid. Even more, by aid of (9.1.12)
Z 1

  

.1/nC1 B2n .0/ D .1/n B2n .t/  B2n .0/ dt > 0 (9.1.15)
0

which shows relation (iii). t

u
By use of the floor function x 7! bxc we are able to extend the Bernoulli polynomial
Bn of degree n defined on 0; 1 to the so-called Bernoulli function Bn of degree n.
Note that bxc denotes that integer for which bxc  x < bxc C 1.
Definition 9.1.3. The function Bn W R ! R given by

Bn .x/ D Bn .x  bxc/ ; x 2 R; (9.1.16)

is called the Bernoulli function of degree n.

398 9 Lattice Functions in R

Clearly, Bk .0/ D Bk .0/ D Bk .1/ D Bk .1/, i.e., Bk is a piecewise polynomial of
degree k and it is Z-periodic. As usual, we set Bk D Bk .0/. More explicitly,

B1 D  12 ; (9.1.17)
B2 D 1
6; (9.1.18)
B3 D 0; (9.1.19)
B4 D  1
30
: (9.1.20)

9.2 Periodic Polynomials

Let Z denote the one-dimensional lattice of integral points, i.e., the additive group
of points in R having integral coordinates (the addition being, of course, the one
derived from the vector structure of R). The fundamental cell F of the integer
lattice Z is given by
 
 1 1
F D  12 ; 12 D x 2 R W   x < : (9.2.1)
2 2

Definition 9.2.1. A function F W R ! C is called Z-periodic if

F .x C g/ D F .x/ (9.2.2)

holds for all x 2 F and g 2 Z.

Definition 9.2.2. The function h W R ! C; h 2 Z; given by

x 7! h .x/ D e2ihx (9.2.3)

is Z-periodic:

h .x C g/ D e2ih.xCg/ D e2ihx e2ihg D e2ihx D h .x/ (9.2.4)

for all x 2 F and all g 2 Z. These functions are called Z-periodic polynomials.
.m/
The space of all F 2 C.m/ .R/ that are Z-periodic is denoted by CZ .R/,
.0/
0  m  1, we write CZ .R/ for CZ .R/. L2Z .R/ is the space of all F W R ! C
that are Z-periodic and are Lebesgue-measurable on F with
Z  12
kF kL2 .R/ D jF .x/j dx
2
< 1: (9.2.5)
Z
F
9.2 Periodic Polynomials 399

Clearly, the space L2Z .R/ is the completion of CZ .R/ with respect to the norm
k  kL2 .R/ , i.e.,
Z
kkL2 .R/
L2Z .R/ D CZ .R/ Z : (9.2.6)
An easy calculation shows that the system fh gh2Z is orthonormal with respect to
the L2Z .R/-inner product
Z (
1 ; h D h0 ;
hh ; h0 iL2 .R/ D h .x/h0 .x/ dx D h;h0 D (9.2.7)
Z
F 0 ; h h0 :

In more detail,
Z Z 1 Z 1
2 0 2 0
h .x/h0 .x/ dx D e2ihx e2ih x dx D e2i.hh /x dx D h;h0 :
F  12  12
(9.2.8)
An elementary calculation yields (with rx D dxd
as the one-dimensional gradient
d2
and x D dx 2 as the one-dimensional Laplacian)

d d 2ihx
rx h .x/ D h .x/ D e D 2ih h .x/ (9.2.9)
dx dx
such that

d2
x h .x/ D h .x/ D .2ih/2 h .x/ D 4 2 h2 h .x/; h 2 Z; x 2 R:
dx 2
(9.2.10)
By convention we say that is an eigenvalue of the lattice Z with respect to
the operator  of the second order derivative (i.e., the one-dimensional Laplace
operator), if there is a non-trivial solution U of the differential equation

. C /U D 0 (9.2.11)

satisfying the boundary condition of periodicity

U.x C g/ D U.x/ (9.2.12)

for all x 2 F and g 2 Z. From classical Fourier analysis (see, e.g., Hilbert 1912;
Courant and Hilbert 1924) we know that the eigenspectrum of the operator  (with
respect to Z) is given by

Spect .Z/ D 4 2 h2 W h 2 Z : (9.2.13)

The orthonormal system fh gh2Z of (eigen)functions h W x 7! h .x/ D e2ihx ,

where x 2 R, is closed in the space CZ .R/, i.e., for every " > 0 and every F 2
CZ .R/, there exist an integer N D N."/ > 0 and a linear combination
400 9 Lattice Functions in R

X
ah h (9.2.14)
h2Z\B1N

such that X

sup F .x/  ah h .x/  ": (9.2.15)
x2F
h2Z\B1N

By virtue of the norm estimate

Z  12
kF kL2 .R/ D jF .x/j dx
2
 sup jF .x/j D kF kCZ .R/ ; F 2 CZ .R/;
Z
F x2F
(9.2.16)
 
the closure of the system fh gh2Z in CZ .R/; k  kCZ .R/ implies the closure
 in
CZ .R/; k  kL2 .R/ . By standard arguments we obtain the completeness in L2Z .R/;
 Z
k  kL2 .R/ .
Z
After these preliminaries on Z-periodic functions (i.e., functions with period 1)
we now come to the definition of the Z-lattice function with respect to the one-
dimensional Laplacian  D r 2 ; r D dx d
, i.e., Greens function with respect to
 corresponding to Z-periodic boundary conditions. Based on the constituting
properties of this function the Euler summation formula can be developed by
integration by parts. The Poisson summation formula is seen to be an equivalent
tool for lattice point summation over finite intervals.

9.3 Lattice Functions

We start with the definition of the Z-lattice function for the Laplacian.
Definition 9.3.1. A function G.I / W R ! R is called the Green function for the
operator  with respect to the Z-periodicity (in brief, Z-lattice function for ) if it
satisfies the following properties:
(i) (Periodicity) G.I / is continuous in R, and

G.I x C g/ D G.I x/ (9.3.1)

for all x 2 R and g 2 Z.

(ii) (Differential equation) G is twice continuously differentiable with

G.I x/ D 1 (9.3.2)

for all x Z.
9.3 Lattice Functions 401

(iii) (Characteristic singularity)

1
x 7! G.I x/  x sign.x/ (9.3.3)
2
is continuously differentiable for all x 2 F .
(iv) (Normalization) Z
G.I x/ dx D 0: (9.3.4)
F
First, we prove that the Z-lattice function for the operator of the second order
derivative, i.e., for the one-dimensional Laplace operator, is uniquely determined
by its constituting properties.
Lemma 9.3.2. G.I / is uniquely determined by the properties (i)(iv).
Proof. Denote by D.I / the difference between two Z-lattice functions for .
Then, we have the following properties:
(i) D is continuous in R and, for all x 2 R and g 2 Z,

D.I x C g/ D D.I x/: (9.3.5)

(ii) D.I / is twice continuously differentiable for all x Z with

D.I / D 0: (9.3.6)

(iii) D.I / is continuously differentiable in R.

(iv) Z
D.I x/ dx D 0: (9.3.7)
F

The properties (i)(iii) show that D.I / is a constant function. The last condition
.i v/ shows us that the constant must be zero. Thus, G is uniquely determined. u t
It is not hard to see (see, e.g., Magnus et al. 1966) that G.I / is explicitly available
in elementary form. In fact, the function

.x  bxc/2 x  bxc 1
x 7! G.I x/ D  C  ; x2R (9.3.8)
2 2 12

satisfies all defining properties .i /(iv) of the Z-lattice function for the one-dimen-
sional Laplace operator . Apart from a multiplicative constant, G.I / coincides
with the Bernoulli function B2 of degree 2 given by

1
x 7! B2 .x/ D B2 .x  bxc/ D .x  bxc/2  .x  bxc/ C : (9.3.9)
6
402 9 Lattice Functions in R

Fig. 9.1 The illustration of y

the Z-lattice function G.I /
for 

x
-1/2 1/2

Theorem 9.3.3. The Z-lattice function G.I / for  possesses the explicit repre-
sentation

.x  bxc/2 x  bxc 1
G.I x/ D  C  ; x 2 R: (9.3.10)
2 2 12
Observing the Z-periodicity (i) and the characteristic singularity (iii) of the Z-lattice
function for , we obtain by applying integration by parts
Z
1
hG.I /; h iL2 .R/ D G.I x/h .x/ dx D ; (9.3.11)
Z
F 4 2 h2

provided that h 0. Thus, the classical representation theorem of one-dimensional

Fourier theory gives us the pointwise Fourier series representation.
Lemma 9.3.4. For all x 2 R,
X 1 X 1
G.I x/ D h .x/ D h .x/: (9.3.12)
4 2 h2 4 2 h2
h2Znf0g h2Znf0g

The series on the right-hand side of (9.3.12) is absolutely and uniformly convergent
on each compact interval I  R.
Remark 9.3.5. Note that we are formally able to write (see (9.3.2)of Definition 9.3.1)

G.I x/ D .x/  1; (9.3.13)

where X
.x/ D h .x/ (9.3.14)
h2Z

has to be understood in distributional sense.

Figure 9.1 gives an illustration of the Z-lattice function for . Obviously, for all
x 2 R, we have
9.3 Lattice Functions 403

1
X 1
1  2inx 2inx
 1 X 1
G.I x/ D e C e D  cos.2nx/: (9.3.15)
nD1
4 2 n2 2 2 nD1 n2

Moreover, the following property of G.I / should be noted: G.I / is a piecewise

polynomial of degree 2 and we have

1
G.I g/ D  ; g 2 Z: (9.3.16)
12

Since the Fourier series of G.I / converges absolutely and uniformly for all x 2 R,
elementary differentiation yields

1
rx G.I x/ D G.rI x/ D  .x  bxc/ C ; x 2 R n Z: (9.3.17)
2

Remark 9.3.6. In the literature the function G.rI / is known as the Bernoulli
function B1 of degree 1 given by x 7! B1 .x/ D x  bxc  12 , x 2 R (see
Definition 9.1.3).
The Fourier series of G.rI / reads
X 1
G.rI x/ D h .x/; (9.3.18)
2ih
h2Znf0g

where the equality is understood in the L2Z .R/-sense. Using the well-known
representation of the sin-function, we find

X X1   X 1
1 1 e2inx e2inx sin.2nx/
h .x/ D  D : (9.3.19)
2ih nD1
2i n n nD1
n
h2Znf0g

We mention the following result concerning the pointwise convergence of the series
(9.3.19) and its explicit representation (see Fig. 9.2).
Lemma 9.3.7. The series (9.3.19) converges uniformly in each compact interval
I  .g; g C 1/; g 2 Z. Moreover, for x 2 I with I a compact subset of
.g; g C 1/; g 2 Z, we have
1
! 1
1 d X cos.2nx/ X sin.2nx/
 .x  bxc  / D  D : (9.3.20)
2 dx nD1
2 2 n2 nD1
n
DB1 .x/

The proof can be given by partial summation (see, e.g., Rademacher 1973).
404 9 Lattice Functions in R

Fig. 9.2 The derivative y

G.rI x/ D rG.I x/ of the
Z-lattice function G.I x/
1/2

-1/2
x
1/2

-1/2

9.4 Euler Summation Formula

First, we want to verify the Euler summation formula in its classical form related
to the one-dimensional operator of the first order derivative, i.e., the gradient r,
and the one-dimensional operator of the second order derivative, i.e., the Laplace
operator , respectively. A particular role is played by the Z-lattice function for 
as introduced by Definition 9.3.1.
We begin with the formulation of the classical one-dimensional Euler summation
formula.
Theorem 9.4.1. If F 2 C.1/ .0; n/; n 2 N, then
X Z Z
n
1  n
F .g/ D F .x/ dx C F .n/ C F .0/  G.rI x/ rF .x/ dx :
0 2 0
g2Z\0;n
(9.4.1)
If F 2 C.2/ .0; n/; n 2 N, then
X Z n
1 
F .g/ D F .x/ dx C F .n/ C F .0/ (9.4.2)
0 2
g2Z\0;n
Z
1  n
C .rF /.n/  .rF /.0/ C G.I x/ F .x/ dx:
12 0

Let F W a; b ! C; a < b; be a twice continuously differentiable function, i.e., we

require F 2 C.2/ .a; b/. Then,

X0 Z b Z b
F .g/ D F .x/ dx C G.I x/ F .x/ dx (9.4.3)
g2Z\a;b a a

C .F .x/.rG.I x//  G.I x/ .rF .x///jba ;

9.4 Euler Summation Formula 405

where X0 X X
1
F .g/ D F .g/ C F .g/; (9.4.4)
2
g2Z\a;b g2Z\.a;b/ g2Z\fa;bg

and the last sum in (9.4.4) occurs only if a and/or b are lattice points. Otherwise, it
is assumed to be zero.
Proof. We restrict ourselves to the proof of the formula (9.4.3).
First, we are concerned with the case that both endpoints a; b are non-integers.
Applying integration by parts we get, for every (sufficiently small) " > 0,
Z
.G.I x/F .x/  F .x/G.I x// dx (9.4.5)
x2a;bnA.1;Z;"/
b
D .G.I x/ .rF .x//  F .x/ .rG.I x/// a
X g"
C .G.I x/ .rF .x//  F .x/ .rG.I x/// gC" ;
g2Z\.a;b/

S
where we use the notation A.1; Z; "/ D g2Z B1" .g/. By virtue of the differential
equation G.I x/ D 1; x 2 R n Z, it follows that
Z Z
F .x/ G.I x/ dx D  F .x/ dx : (9.4.6)
x2a;bnA.1;Z;"/ x2a;bnA.1;Z;"/

By letting " ! 0 and observing the (limit) values of the Z-lattice function for  and
its derivatives in the lattice points, we obtain

X Z b Z b
F .g/ D F .x/ dx C G.I x/ F .x/ dx (9.4.7)
g2Z\.a;b/ a a

b
C .F .x/ .rG.I x//  G.I x/ .rF .x/// a :

Second, the cases where a and/or b are integers, i.e., members of the lattice Z, follow
by obvious modifications, where .G.rI x/F .x//jba is understood in the usual sense
of one-sided limits:

G.rI b/F .b/  G.rI aC/F .a/: (9.4.8)

This is the desired result. t

u

Extended Stirlings Formula Involving the Lattice Function

Next, we come to a generalization of Stirlings formula by use of Euler summation:

Let F be of class C.1/ .0; n/. Then, we know from Theorem 9.4.1 that
406 9 Lattice Functions in R

X
n Z n Z n
1
F .k/  .F .0/ C F .n// D F .x/ dx  .rG.I x// .rF .x// dx;
2 0 0
kD0
(9.4.9)
i.e., the Euler
 summation formula on the interval 0; n with respect to the operator
rx D dx d
: In particular, with F .x/ D .1 C x/1 ; x 2 0; n, we get

X
n Z n
1 1 1
D C C ln.n C 1/ C G.rI x/ .1 C x/2 dx: (9.4.10)
kC1 2.n C 1/ 2 0
kD0

An immediate consequence is the following representation of Eulers constant in

terms of the function G.rI /:
! Z 1
X
n
1 1
 D lim  ln.n/ D C G.rI x/ .1 C x/2 dx: (9.4.11)
n!1 k 2 0
kD1

For x > 0, we know from Lemma 2.4.3 that

  n 
Y !!
1 x kCx
ln D lim ln n x : (9.4.12)
.x/ n!1 k
kD1

This is equivalent to
!
X
n1 X
n
ln . .x// D lim x ln.n/ C ln.1 C k/  ln.x C k/ : (9.4.13)
n!1
kD0 kD0

Now, again with the above variant (9.4.9) of the Euler summation formula, we obtain

X
n Z n Z n
1
ln.xCk/ D ln.xCt/ dt C .ln.x C n/ C ln.x// G.rI t/.xCt/1 dt:
0 2 0
kD0
(9.4.14)
Thus, elementary calculations yield, for x > 0,
Z 1  
1
ln. .x// D 1  G.rI t/.1 C t/1 dt  x C x  ln.x/
0 2
Z 1
C G.rI t/.x C t/1 dt: (9.4.15)
0

R1
The integral 0 G.rI t/.x C t/1 dt exists for x > 0. Even more, for x > 0, we get
9.4 Euler Summation Formula 407

Z 1
d 0 .x/ 1
ln . .x// D D ln.x/   G.rI t/ .x C t/2 dt: (9.4.16)
dx .x/ 2x 0

In connection with (9.4.11) and Lemma 2.1.4 we obtain

Lemma 9.4.2 (Eulers Constant).
Z 1
0
 D  .1/ D  et ln.t/ dt: (9.4.17)
0

Furthermore, we have
Z 1  
1
G .rI t/ .x C t/1 dt D O (9.4.18)
0 x

for x ! 1. This leads us to the formula

Z 1    
1 1
ln. .x// D 1  G.rI t/.1 C t/1 dt  x C x  ln.x/ C O :
0 2 x
(9.4.19)

From Stirlings formula (Theorem 2.3.1) we get

   
p 1 1
ln. .x// D ln. 2/ C x  ln.x/  x C O : (9.4.20)
2 x

Thus, by combination we find

Z 1 p
1 G.rI t/.1 C t/1 dt D ln. 2/: (9.4.21)
0

All in all, we have

p 1 R1
2/ x ln.x x 2 / 0 G.rIt /.xCt /1 dt
eln. .x// D eln. e e e : (9.4.22)

Consequently, we get the following extension of Stirlings formula involving the

derivative G.rI / of the lattice function G.I /.
Theorem 9.4.3. For x > 0,
p 1
R1 1
.x/ D 2 x x 2 ex e 0 G.rIt /.xCt / dt : (9.4.23)

Euler Summation to Periodic Boundary Conditions

In the following we want to present an extension of the Euler summation formula.

This can be achieved by replacing the integer lattice Z by a translated lattice
Z C fxg D fg C x W g 2 Zg based at x 2 R.
408 9 Lattice Functions in R

Corollary 9.4.4. Let x be a point of R. Suppose that F is of class C.2/ .a; b/. Then,

X0 Z b Z b
F .g C x/ D F .y/ dy C G.I x  y/ y F .y/ dy (9.4.24)
gCx2a;b a a
g2Z
  b
C F .y/.ry G.I x  y//  .ry F .y//G.I x  y/ a :

An easy consequence is the following corollary (note that the operators ry D d

dy
d2
and y D ry2 D dy 2
apply to the y-variable).
Corollary 9.4.5. Let x be a point of the fundamental cell F of the lattice Z.
Suppose that F is of class C.2/ .F /. Then,
Z Z
F .x/ D F .y/ dy C G.I x  y/ y F .y/ dy (9.4.25)
F F
    1
C F .y/ ry G.I x  y/  .ry F .y//G.I x  y/ 2 1 :
2

Next, we mention the following result involving Z-periodic functions.

.2/
Corollary 9.4.6. Assume that x 2 F and F 2 CZ .R/. Then,
Z Z
F .x/ D F .y/ dy C G.I x  y/ y F .y/ dy; (9.4.26)
F F

Now, we introduce the lattice function to the iterated Laplace operator.

Definition 9.4.7. The lattice function to the iterated Laplace operator 2 (in brief,
Z-lattice function for 2 ) G.2 I / W x 7! G.2 I x/, x 2 R, is defined by periodic
convolution
 
G 2 I x  y D G.I x  /  G.I   y/ (9.4.27)
Z
D G.I x  z/G.I z  y/ dz:
F

Obviously, the bilinear series of G.2 I x  y/ reads as follows:

X X h .x/ k .y/ Z
G.2 I x  y/ D h .z/k .z/ dz
4 2 h2 4 2 k 2 F
k2Znf0g h2Znf0g

X X h .x/ k .y/
D h;k (9.4.28)
4 2 h2 4 2 k 2
k2Znf0g h2Znf0g
X 1
D h .x  y/:
.4 2 h2 /2
h2Znf0g
9.4 Euler Summation Formula 409

Moreover, we have
 
y G 2 I x  y D G.I x  y/: (9.4.29)

It follows from Corollary 9.4.6 that

Z Z
  
F .x/ D F .y/ dy C y G.2 I x  y/ y F .y/ dy: (9.4.30)
F F

By virtue of the CauchySchwarz inequality we get from (9.4.30)

Z Z  12
   1
F .x/  F .y/ dy  G 2 I 0 2 jF .y/j2 dy : (9.4.31)

F F

Corollary 9.4.6 leads back to the well-known solutions of the following differential
equations corresponding to periodic boundary conditions. Later on, the formula
(9.4.30) enables us to introduce periodic splines comparable to the cubic splines
of ordinary algebraic polynomial theory (see Sect. 10.9).
.2/
Corollary 9.4.8. Assume that F is of class CZ .R/ satisfying F .y/ D 0, y 2 F .
Then, F is a constant function. More explicitly,
Z
F .x/ D F .y/ dy; x 2 F: (9.4.32)
F

Corollary 9.4.9. Assume that H is of class CZ .R/ such that

Z
H.y/ dy D 0: (9.4.33)
F

.2/
Let F 2 CZ .R/ satisfy F .y/ D H.y/, y 2 F , such that
Z
F .y/ dy D 0: (9.4.34)
F

Then,
Z
F .x/ D G.I x  y/H.y/ dy; x 2 F: (9.4.35)
F

Next, we mention the explicit representation of the lattice function G.2 I / for 2 :
x 7! G.2 I x/, x 2 R. To this end, we observe that

  1 X 1
G 2 I x D cos.2hx/; (9.4.36)
8 4 h4
h2N
410 9 Lattice Functions in R

such that (see (9.4.31))

1
G.2 I 0/ D : (9.4.37)
720
 
Lemma 9.4.10. The function G 2 I  with respect to the operator 2 D r 4 is
Z-periodic, twice continuously differentiable in R such that
 
G 2 I x D G.I x/; x 2 R; (9.4.38)

and we have
  1 1 1 1
G 2 I x D  .x  bxc/4 C .x  bxc/3  .x  bxc/2 C : (9.4.39)
24 12 24 720

In analogy to (9.4.27) we define the l-iterated Z-lattice functions G.l I /, l 2 N,

by
Z
   
G lC1 I x  y D G l I x  z G.I z  y/ dz; x; y 2 R: (9.4.40)
F

Clearly, we have  
G lC1 I x D G.l I x/; x 2 R; (9.4.41)
so that the l-iterated Z-lattice function is nothing more than the Z-lattice function
to the iterated operator l ;

  X 1
G l I x D h .x/; x 2 R: (9.4.42)
.4 2 h2 /l
h2Znf0g

Furthermore, it is clear that

   
rG l I x D G r 2l1 I x ; x 2 R; (9.4.43)

for every l 2 N. An easy calculation shows that (cf. Magnus et al. 1966)

  X cos.2hx/
G l I x D 2.1/l (9.4.44)
.2h/2l
h2N

and
  X sin.2hx/
rG l I x D 2.1/l1 ; (9.4.45)
.2h/2l1
h2N

such that
  1 X 1  
G r k I x D 2 cos 2hx  k : (9.4.46)
.2/k hk 2
h2N
9.5 Riemann Zeta Function 411

 
Remark 9.4.11. The functions Bk defined by Bk .x/ D  k G r k I x ; x 2 R;
are known as Bernoulli functions of degree k. In more detail, we have, by
Definition 9.1.3,

1
B1 .x/ D B1 .x  bxc/ D x  bxc  ; (9.4.47)
2
1
B2 .x/ D B2 .x  bxc/ D .x  bxc/2  .x  bxc/ C ; (9.4.48)
6
3 1
B3 .x/ D B3 .x  bxc/ D .x  bxc/3  .x  bxc/2 C .x  bxc/; (9.4.49)
2 2
1
B4 .x/ D B4 .x  bxc/ D .x  bxc/4  2.x  bxc/3 C .x  bxc/2  :
30
(9.4.50)

Bk is a piecewise polynomial of degree k and it is Z-periodic. Obviously, we have

that
  1  
G rkI 0 D  Bk D G r k I 1 ; (9.4.51)
k
where B2lC1 D 0 for l 2 N and
1 
X 
1 2l
B2l D 2.1/lC1 .2l/ ; l 2 N: (9.4.52)
2k
kD1

Note that the integer values have to be exempted for the Bernoulli function of
degree 1 because of the discontinuity,
  i.e., the characteristic singularity of the lattice
function G.rI / D rG r 2 I  for x 2 Z. For more details the reader is referred to,
e.g., Magnus et al. (1966), Rademacher (1973) and the literature therein.

9.5 Riemann Zeta Function

In number theory, the Riemann Zeta function has become the basis of the whole
theory of the distribution of primes. In addition, it has significant relations to the
lattice function which are of particular interest for us (for more details see, e.g.,
Mordell 1928; Titchmarsh 1951). In the following, the one-dimensional Riemann
Zeta function is introduced in such a way that its extension to the multi-variate case
(see Sect. 10.5) becomes transparent.
For s 2 C with Re.s/ > 1, we consider the Riemann Zeta function  given by the
series
X1
1
s 7! .s/ D : (9.5.1)
nD1
ns
412 9 Lattice Functions in R

P
The series is absolutely convergent since it can be dominated by 1 nD1 n
Re.s/
,
which shows us that the convergence of (9.5.1) is uniform in every half-plane

fs 2 C W Re.s/
1 C ; > 0g: (9.5.2)

Thus,  is holomorphic in these half-planes (note that we define x s , where s 2 C

with Re.s/ > 0, as es ln.x/ with  2 < Im.ln.s// < 2 ). For the function x 7! x1s ;
x > 0; we have

1 d2 1
x D D s.s C 1/ x s2 ; x > 0: (9.5.3)
xs dx 2 x s
The Euler summation formula (Theorem 9.4.1) yields

X   Z N
0 1 1 N 1
D x 1s C s.s C 1/ G.I x/ sC2 dx (9.5.4)
ns 1s % % x
n2Z\%;N 
 
1 1 N
C s
.rG.I x// C s sC1
G.I x/
x x %

for all % 2 R with 0 < %  1. The explicit representation of the lattice function
gives
N  
1 1 1 N
rG.I x/ D s .x  bxc/ C (9.5.5)
xs % x 2 %
and
N  
1 1 .x  bxc/2 x  bxc 1 N
s G.I x/ D s  C  : (9.5.6)
x sC1 % x sC1 2 2 12 %

jG.rI /j and jG.I /j are bounded such that the terms (9.5.5) and (9.5.6) do not
contribute as N ! 1. For s 2 C with Re.s/ > 1, we obtain
Z 1
1 1
.s/ D %1s C s.s C 1/ G.I x/ sC2 dx (9.5.7)
s1 % x
   2 
1 1 1 % % 1
C s % C s sC1  C :
% 2 % 2 2 12

With the help of the Fourier expansion of G.I / (see Lemma 9.3.4) the integral
Z N
1
G.I x/ dx (9.5.8)
% x sC2
9.5 Riemann Zeta Function 413

permits the representation

X Z N
1 1 2ihx
 e dx: (9.5.9)
4 2 h2 % x sC2
h2Znf0g

Therefore, the integral Z 1

1
G.I x/ dx (9.5.10)
% x sC2
converges not only in the half-plane of all s 2 C with Re.s/ > 1, but also for all
s 2 C with Re.s/ > 1. Thus, (9.5.7) furnishes an analytic continuation of  into
the half-plane fs 2 C W Re.s/ > 1g showing the pole at s D 1 as the only
singularity. In addition, the expression (9.5.8) is convergent as % ! 0, provided that
Re.s/ < 0. Hence,  can be continued by (9.5.7) to any point in the s-plane and 
emerges a meromorphic function with the simple pole s D 1.
Even more, we are able to formulate the following lemma.
Lemma 9.5.1. For s 2 C with 1 < Re.s/ < 0, we have
Z 1
1
.s/ D s.s C 1/ G.I x/ dx: (9.5.11)
0 x sC2

Now, if s 2 C with 1 < Re.s/ < 0, we get by integration by parts

X Z 1
1
.s/ D e2ihx dx: (9.5.12)
0 xs
h2Znf0g

For h 6D 0 we have (see, e.g., Freeden 2011)

8 
Z 1 < 1 1s .1  s/e i2 .1s/ ; h > 0;
1
dx D  1 1s
2ihx 2h
e (9.5.13)
0 x s : i
.1  s/e 2 .1s/ ; h < 0:
2.h/

For all s 2 C with 1 < Re.s/ < 0, it follows that

 s  X
1
1
.s/ D 2s  s1 .1  s/ sin : (9.5.14)
2 h1s
hD1

Now, the left-hand side of (9.5.14) is a meromorphic function with the only pole at
s D 1, i.e., this equation provides an analytic continuation of the right-hand member
as a meromorphic function over the whole s-plane and  appears as a meromorphic
function with only the simple pole at s D 1 (cf. Titchmarsh 1951).
414 9 Lattice Functions in R

Theorem 9.5.2 (Functional Equation of the Riemann Zeta Function). The Zeta
function  given by

X1
1
.s/ D ; s 2 C; Re.s/ > 1; (9.5.15)
nD1
ns

can be extended analytically to a meromorphic function with the pole

1
(9.5.16)
s1

to the whole complex plane C. Moreover,  satisfies the functional equation

 s 
.s/ D 2s  s1 .1  s/ sin .1  s/: (9.5.17)
2
The functional equation can be put into a more illuminating form if we make use of
the duplication formula (Lemma 2.3.3) of the Gamma function
 
1 1
.s/ s C D 2 2 22s .2s/: (9.5.18)
2

Replacing here 2s by 1  s, we obtain by using (2.4.32) for the second step

 s    
1 1 s s  s  . 1s /
.1  s/ 2 sin
2 s
D  1 sin D 2
:
2 2 2 2 2 . 2s /
(9.5.19)

Thus, Theorem 9.5.2 can be reformulated into the following form.

Corollary 9.5.3. Under the assumptions of Theorem 9.5.2,
s   
s 12 1s
.s/ D  .1  s/: (9.5.20)
2 2

Remark 9.5.4. Note that the function  given by

s
s 
.s/ D   2 .s/ (9.5.21)
2
fulfills the functional equation

.s/ D .1  s/: (9.5.22)

9.6 Poisson Summation Formula for the Laplace Operator 415

The identity (9.5.7) is also valid for s 2 C with Re.s/ > 1 and we get from (9.5.7)

1
.0/ D  : (9.5.23)
2
Even more, our considerations enable us to deduce that, for n 2 N;

BnC1
.n/ D  ; (9.5.24)
nC1
.2n/ D 0; (9.5.25)
B2n
.2n C 1/ D  : (9.5.26)
2n
In addition, an easy calculation yields

1
 0 .0/ D  ln.2/: (9.5.27)
2

Clearly, .2n/ is proportional to the Bernoulli numbers B2n D .2n/ G.n I 0/

(see (9.4.52) and (9.5.24))

.2/2n 1
.2n/ D .1/nC1 B2n D .4 2 /n G.n I 0/: (9.5.28)
2.2n/ 2

Furthermore, we have

1
.2n C 1/ D  B2n D .2n  1/ G.n I 0/: (9.5.29)
2n

The zeros of  at 2l, l 2 N, are often called the trivial zeros, as they are easily
found. The role of the trivial zeros of  is evident in (9.5.20). For Re.s/ < 0,
we have Re.1  s/ > 1, such that the right-hand member of (9.5.20) is regular.
However, . 2s / has poles for s D 2n, n 2 N, which are just neutralized by the
zeros of . Only for s D 0, we have a pole of first order on both sides of (9.5.20)
since .0/ D  12 .

9.6 Poisson Summation Formula for the Laplace Operator

Next, we discuss some variants of the one-dimensional Poisson summation formula.

First, we prove that the Euler summation formula and the Poisson summation
formula is equivalent on finite intervals a; b  R.
416 9 Lattice Functions in R

Theorem 9.6.1. Let F be twice continuously differentiable, i.e., F 2 C.2/ .a; b/.

Then,
X XZ b
0
F .g/ D F .x/h .x/ dx (9.6.1)
g2Z\a;b h2Z a

P0
where is defined in (9.4.4).
Proof. Using the Fourier expansion of the Z-lattice function G.I / we get
Z b X Z b
h .x/
G.I x/ F .x/ dx D .F .x// dx: (9.6.2)
a a 4 2 h2
h2Znf0g

Note that the Fourier expansion is absolutely and uniformly convergent in R,

hence, summation and integration can be interchanged. As already pointed out in
 d 2
Sect. 1.1, partial integration gives us (with r D dx
d
,  D r 2 D dx , and
.x C 4 2 h2 /h .x/ D 0, x 2 R):
Z Z
b b b
.F .x// h .x/ dx D .rF .x//h .x/a  .2ih/ .rF .x// h .x/ dx
a a
 b

D .rF .x//h .x/  .2ih/F .x/h .x/
a
Z b
C.2ih/2 F .x/h .x/ dx: (9.6.3)
a

Thus, we obtain from the context of the Euler summation formula (Theorem 9.4.1)
Z b b
G.I x/F .x/ dx D ..rF .x//G.I x/  F .x/rG.; x// a
a
X Z b
C F .x/h .x/ dx: (9.6.4)
a
h2Znf0g

Combining all results we get the Poisson summation formula

X Z b X Z b
0
F .g/ D F .x/ dx C F .x/h .x/ dx (9.6.5)
g2Z\a;b a a
h2Znf0g

XZ b
D F .x/h .x/ dx;
h2Z a

as announced. t
u
9.6 Poisson Summation Formula for the Laplace Operator 417

Clearly, the arguments of the aforementioned proof in the backward direction

immediately lead to the Euler summation formula, that shows the equivalence.
Example 9.6.2. We know from the Poisson summation formula (Theorem 9.6.1)
that
X XZ b
0
1D h .x/ dx: (9.6.6)
g2Z\a;b h2Z a

This gives us
X Z b X Z b
0
1D dx C h .x/ dx: (9.6.7)
g2Z\a;b a a
h2Znf0g

In particular, for
a; b D R; R; R > 0; (9.6.8)
we obtain as a one-dimensional counterpart of the so-called HardyLandau identity
(see Freeden 2011)
X X J1 .1I 2hR/
0
1 D 2R C 2R : (9.6.9)
2hR
g2Z\R;R h2Znf0g

In other words, we have

X X J1 .1I 2hR/
0
1 D 2R ; (9.6.10)
2hR
g2Z\R;R h2Z

where
r
J1 .1I 2hR/  J 21 .2I 2hR/ sin.2hR/
D p D J0 .3I 2hR/ D sinc.2hR/ D :
2hR 2 2hR 2hR
(9.6.11)
It should be noted that the HardyLandau series on the right-hand side of (9.6.9)
is alternating. Nevertheless, the (pointwise) convergence of the alternating series
(9.6.9) can be readily seen from the derived Poisson summation formula for the
interval R; R. Moreover, it is uniformly convergent on each compact interval
I  .g; g C 1/; g 2 Z. Since the formulation of the Poisson summation formula
(Theorem 9.6.1) on finite domains is not straightforward in higher dimensions
(because of the behavior of the Fourier series of the lattice function), the conver-
gence will bother us much more for the two- and certainly for higher-dimensional
counterparts of the HardyLandau series. A way out will be found by formulating
a Poisson summation formula corresponding to an adaptive wave number of a
suitably chosen Helmholtz operator  C . For more details concerning the two-
dimensional case the reader is referred to Sect. 10.9, multi-dimensional variants are
discussed in Freeden (2011).
Next, we discuss the Poisson summation formula for R (due to Mordell 1929).
418 9 Lattice Functions in R

Theorem 9.6.3. Let F be twice continuously differentiable in R. Moreover, suppose

that

F .x/ ! 0; x ! 1; (9.6.12)
rF .x/ ! 0; x ! 1: (9.6.13)

Furthermore, assume that the limits

Z Z N
F .x/ dx D lim F .x/ dx (9.6.14)
R N !1 N

and
Z Z N
jF .x/j dx D lim jF .x/j dx (9.6.15)
R N !1 N

exist. Then,
X XZ
F .g/ D F .x/h .x/ dx: (9.6.16)
g2Z h2Z R

Theorem 9.6.3 admits a canonical generalization to the multi-dimensional case (see

Chap. 10). A modification of Theorem 9.6.3 is formulated in the next corollary.
Corollary 9.6.4. Let y !
7 F .x C y/; x 2 R; satisfy the assumptions of
Theorem 9.6.3. Then,
X XZ XZ
F .g C x/ D F .y/h .y/ dy h .x/ D F .y/h .y/ dy h .x/:
g2Z h2Z R h2Z R
(9.6.17)
Proof. From Theorem 9.6.3 it follows that
X XZ
F .g C x/ D F .x C y/h .y/ dy: (9.6.18)
g2Z h2Z R

Clearly, under the assumptions of Theorem 9.6.3,

Z Z Z
F .x C y/h .y/ dy D F .z/h .z  x/ dz D h .x/ F .y/h .y/ dy:
R R R
(9.6.19)
This is the desired result. t
u
9.7 Theta Function 419

9.7 Theta Function

It is not difficult to see that, for x 2 R;  2 C; Re./ > 0;

Z Z
jyxj2 u2
e  e2ihy dy D e2ihx e  e2ihu du: (9.7.1)
R R

Thus, it follows that

Z
jyxj2 p
e e2ihy dy D  e2ihx e2  h :
2 2
 (9.7.2)
R

R jyxj2
In particular, for h D 0, p1
 R e  dy D 1.

Lemma 9.7.1. For all x 2 R and all  2 C with Re./ > 0,

1 X  jgxj2 X
e  h e2ihx :
2 2
p e  D (9.7.3)
 g2Z h2Z

Lemma 9.7.1 motivates us to introduce the Theta function (see also Mordell 1929)
Definition 9.7.2. For all  2 C with Re./ > 0 and for all x; y 2 R, the function
#.I x; yI Z/ given by
X
e jgxj e2igy
2
#.I x; yI Z/ D (9.7.4)
g2Z

is called the Theta function (of degree 0 and dimension 1).

Obviously, for all  2 C with Re./ > 0, we set #./ D #.I 0; 0I Z/. Moreover,
from Lemma 9.7.1 we are able to deduce the functional equation
  1
#  I x; 0I Z
1
D ./ 2 # .I 0; xI Z/ : (9.7.5)

More generally, in accordance with our previous considerations, the one-dimension-

al Poisson summation formula yields
X 1 X 
e jgxj e2igy D p e2ixy e  jyChj e2ihy :
2 2
(9.7.6)
g2Z
 h2Z

This leads us to the following functional equation of the one-dimensional Theta

function (see Theorem 10.8.4 for the generalization to dimension q).
420 9 Lattice Functions in R

Lemma 9.7.3 (Functional Equation of the Theta Function). The Theta function
#.I x; yI Z/ is holomorphic for all  2 C with Re./ > 0. Furthermore,
#.I x; yI Z/ satisfies the functional equation
 
e2ixy 1
#.I x; yI Z/ D p # I y; xI Z : (9.7.7)
 

9.8 Exercises (Trapezoidal Rule, Periodic Sobolev Spaces,

Projection Method)

The application of the Euler summation formula has a long history starting from
Euler (1736a,b) and MacLaurin (1742). Two perspectives are offered, namely
(i) To compute (slowly) converging infinite series as well as to specify convergence
criteria,
(ii) To evaluate integrals numerically as well as to estimate the error.

Trapezoidal Rule and Lattice Function

We are interested in the lattice functions to the operators k , k 2 N.

Definition 9.8.1. The iterated Z-lattice function G.k I x/ W R ! R is defined by
periodic convolution
Z
G.k I x/ D G.I x  y/G.k1 I y/ dy; k
2; (9.8.1)
F

G.k I x/ D G.I x/; k D 1; (9.8.2)

as in (9.4.40).
Exercise 9.8.2. (a) Prove that the explicit representation of G.2 I / in elementary
functions is given by (9.4.39) in Lemma 9.4.10.
(b) Formulate the constituting properties of G.2 I /, i.e., periodicity, differential
equation, characteristic singularity, and normalization.
(c) Show that the Fourier expansion of G.k I /, k
1, is given by (9.4.44).
(d) Verify that (9.4.41) holds true for k
2, i.e.,

x G.k I x/ D G.k1 I x/; x 2 R: (9.8.3)

9.8 Exercises 421

Exercise 9.8.3. Prove that the extended Euler summation formula

X Z b Z b
0
F .g/ D F .x/ dx C G.m I x/m
x F .x/ dx (9.8.4)
g2a;b\Z a a

X
m1   b
d d
C G.kC1 I x/.kx F .x//  G.kC1 I x/ kx F .x/
dx dx
kD0 a

holds true for all F 2 C.2m/ .a; b/.

Exercise 9.8.4. For a positive real , set Z D fg D h W h 2 Zg. Formulate
the defining properties of the Z-lattice function for the operator , i.e., the Green
function G Z .I  / with respect to the operator  corresponding to Z-periodicity.
Exercise 9.8.5. Show that
X 1
G Z .I x  y/ D h .x/h .y/ (9.8.5)
1
4 2 h2
h2  Znf0g

holds for all x; y 2 R, where h .x/ D p1 e2ihx ,


x 2 R.

Definition 9.8.6. Let G Z .k I  / be defined by

Z 
2
G Z .k I x/ D  G Z .I x  y/G Z .k1 I y/ dy; k
2; (9.8.6)

2

G Z .k I x/ D G Z .I x/; k D 1: (9.8.7)

Note that the fundamental cell of (9.2.1) is scaled by , i.e., for the lattice Z we
have F Z D  2 ; 2 /.
Exercise 9.8.7. Verify that
X 1
G Z .k I x  y/ D h .x/h .y/ (9.8.8)
1
.4 2 h2 /k
h2  Znf0g

is valid for all x; y 2 R and all k 2 N, where h .x/ D p1 e2ihx ,


x 2 R.

Exercise 9.8.8. Prove the extended Euler summation formula for F 2 C.2m/ .a; b/
and the lattice  D Z,  > 0, i.e.,

X Z b Z b
0
F .g/ D F .x/ dx C G Z .m I x/m
x F .x/ dx (9.8.9)
g2a;b\ Z a a

X
m1   b
d d
C G Z .kC1 I x/.kx F .x//  G Z .kC1 I x/ kx F .x/ :
dx dx a
kD0
422 9 Lattice Functions in R

Exercise 9.8.9. Let F be of class C.2m/ .a; b/ such that at the end points of the
interval F .l/ .a/ D F .l/ .b/ for l D 1; : : : ; 2m  1 and supx2a;b jF .2m/ .x/j  M .
Set  D ba
n . Prove that the trapezoidal rule
 
1 1
Tn .F / D  F .a/ C F .a C / C : : : C F .a C .n  1// C F .b/ (9.8.10)
2 2

satisfies the following estimate for the remainder

Z  
b b  a 2m

jRn .F /j D F .x/ dx  Tn .F /  4M  .2m/; (9.8.11)
a 2 n

where
X1
1
.2m/ D 2m
(9.8.12)
nD1
n
is the functional value of the Riemann Zeta function at 2m.
Exercise 9.8.10. Apply the trapezoidal rule to the integral
Z 1 Z 1
1
F .x/ dx D dx D ln.2/ (9.8.13)
0 0 1Cx

(a) By calculating Tn .F / for n D 10,

(b) By calculating

h2 0 h4
Sn .F / D Tn .F /  .F .1/  F 0 .0// C .F .3/ .1/  F .3/ .0//; (9.8.14)
12 720

(c) By calculating the error Rn .F / D Tn .F /  Sn .F /.

Remark 9.8.11. For more details see, e.g., Davis and Rabinowitz (1967), Hammerlin
and Hoffmann (1992), Freund and Hoppe (2007).

.s/
Approximation in Sobolev Spaces HZ .R/

In the following, we are interested in one-dimensional Z-periodic Sobolev spaces

and their induced Hilbert space framework. We start with classical Fourier expan-
.1/
sions of functions F belonging to the space CZ .R/:
X
F D F ^ .h/h (9.8.15)
h2Z
9.8 Exercises 423

with Z
F ^ .h/ D F .x/h .x/ dx: (9.8.16)
F

.s/
Definition 9.8.12. The Z-periodic Sobolev spaces HZ .R/, s 2 R, are understood
.1/
as the closure of CZ .R/ with respect to the norm

0 1 12
X
kF kH .s/ .R/ D @jF ^ .0/j2 C jF ^ .h/j2 .4 2 h2 / 2 A ;
s
(9.8.17)
Z
h2Znf0g

i.e.,
kk .s/
.s/ .1/ HZ .R/
HZ .R/ D CZ .R/ : (9.8.18)
.s/
HZ .R/ equipped with the inner product
X s
hF; GiH .s/ .R/ D F ^ .0/G ^ .0/ C F ^ .h/G ^ .h/ .4 2 h2 / 2 (9.8.19)
Z
h2Znf0g

is a Hilbert space.
.sC/
Note that the inner product (9.8.19) extends to a duality between HZ .R/ and
.s/ .0/
HZ .R/ for arbitrary 2 R. Moreover, HZ .R/ D L2Z .R/.
Exercise 9.8.13. The projection method uses an increasing sequence of finite
truncations of the Fourier series which can be formulated by means of finite
dimensional spaces
PN D spanfh gh2Z\N;N  (9.8.20)

and the corresponding projections given by

X
SN .F I  / D F ^ .h/h : (9.8.21)
h2Z\N;N 

.s/
Prove that fSN gN 2N0 is a convergent family of operators in every HZ .R/, s 2 R,
i.e.,
lim kF  SN .F I  /kH .s/ .R/ D 0 (9.8.22)
N !1 Z

.s/
for every F 2 HZ .R/.
424 9 Lattice Functions in R

.s/
Exercise 9.8.14. Show that for r 2 .1; s/ and F 2 HZ .R/ we have the
approximation property

kF  SN .F I  /kH .r/ .R/  CN rs kF kH .s/ .R/ ; (9.8.23)

Z Z

where the constant C is independent of N and F .

Exercise 9.8.15. Show that for every s  r the inverse property

kP kH .s/ .R/  CN rs kP kH .s/ .R/ (9.8.24)

Z Z

holds for all P 2 PN , where C is independent of P and N .

Numerical Integration of Fourier Coefficients

Exercise 9.8.16. Let xi , i D 1; : : : ; n and wi , i D 1; : : : ; n, be the nodal points

and weights, respectively, of the GauLegendre quadrature formula on [1,1]
(see Exercise 3.8.3). Show that Gaussian quadrature applied to M equidistant
subintervals of 0; 1 leads to the approximate integration formula
  M 1    
1 X xl C 1 X
n
Q ^ xl C 1 m m
F .h/ D wl h F C h (9.8.25)
M 2M mD0
2M M M
lD1

for the Fourier coefficient F ^ .h/, h 2 Z.

Exercise 9.8.17. Verify that the quadrature error can be estimated by
X
FQ ^ .h/  F ^ .h/ D n^ .g/F ^ .h C gM /; (9.8.26)
g2Znf0g

where  
1X
n
xl C 1
n^ .g/ D wl h gM (9.8.27)
2 2M
lD1

for g 2 Z n f0g, provided that the Fourier expansion of

R F is absolutely convergent.
Note that jn^ .g/j  1 is small since it approximates F g .x/ dx D 0.
Remark 9.8.18. The sum

X
M 1   m
xl C 1 m
F C h (9.8.28)
mD0
2M M M

can be computed by the numerically stable FFT-algorithm (see Cooley and Tukey
1965).
9.8 Exercises 425

Exercise 9.8.19. Prove that

X 2
j0;h C 2ihj2r FQ ^ .h/  F ^ .h/  CN 2.rs/ kF k2 .s/ (9.8.29)
HZ .R/
h2Z\N;N 

.s/
holds true for all F 2 HZ .R/, s > 1
2, where the constant C is independent of
F and N .
Remark 9.8.20. For higher dimensional generalizations of this method and appli-
cations to partial differential equations the reader is referred to, e.g., Lamp et al.
(1985).
Chapter 10
Lattice Functions in Rq

If an attempt is made to generalize the one-dimensional theory to a higher dimen-

sional case, we are confronted with pointwise convergence problems for the bilinear
series of the multi-variate counterpart of G.I  /. Nonetheless, as we have already
seen in the one-dimensional case in Chap. 9, we are able to circumvent any possible
calamities by paying close attention to the defining constituents. However, the
q-dimensional theory remains more complicated, since the characteristic singularity
of the lattice function in lattice points becomes much harder to handle with
increasing dimension. In conclusion, the proof of the Euler summation formula
associated to the Laplace operator as well as the specification of sufficient criteria for
validity of the Poisson summation formula is a matter of multi-dimensional potential
theory. The results obtained in such a way are applicable in many branches, e.g.,
the calculation of certain lattice point sums involving charged particles, functional
equations of Zeta and Theta functions, etc. Some of the applications are worked
into exercises in Sect. 10.9, where we also explain the interrelations between Green
and spline functions. Our multi-periodic approach is based on the concepts of
metaharmonic lattice point theory as presented in Freeden (2011).

10.1 Lattices in Euclidean Spaces

Let g1 ; : : : ; gq be linearly independent vectors in the q-dimensional Euclidean

space Rq .
Definition 10.1.1. The set  (more precisely, .q/ ) of all points

g D n1 g1 C : : : C nq gq 2 Rq ; (10.1.1)

ni 2 Z; i D 1; : : : ; q, is called a lattice in Rq with basis g1 ; : : : ; gq 2 Rq .

W. Freeden and M. Gutting, Special Functions of Mathematical (Geo-)Physics, 427

Applied and Numerical Harmonic Analysis, DOI 10.1007/978-3-0348-0563-6 10,
Springer Basel 2013
428 10 Lattice Functions in Rq

Clearly, the vectors "1 ; : : : ; "q form a lattice basis of Zq : Trivially, a lattice basis
fg1 ; : : : ; gq g is related to the canonical basis f"1 ; : : : ; "q g in Rq via the formula

X
q
gi D .gi  "r / "r : (10.1.2)
rD1

Definition 10.1.2. The half-open parallelotope F (more precisely, F ) consisting

of the points x 2 Rq with

1 1
x D t1 g1 C : : : C tq gq ;   ti < ; (10.1.3)
2 2
i D 1; : : : ; q; is called the fundamental cell of the lattice  (see Fig. 10.1 for the
two-dimensional case).
Remark 10.1.3. Obviously, there are infinitely many cells of  reflecting the
-periodicity. F , as specified by (10.1.3), is both simple and appropriate for our
purposes.
From linear algebra (see, e.g., Davis 1963) it is well-known that the volume of F is
equal to the quantity
Z q  
kF k D dV.q/ D det .gi  gj /i;j D1;:::;q : (10.1.4)
F

For each g 2 , we have F C fgg D fy C g W y 2 F g, such that

kF k D kF C fggk: (10.1.5)

Clearly, because of .F C fgg/ \ .F C fg0 g/ D ; for g 6D g 0 , g; g 0 2 ; we have

[ [
Rq D .F C fgg/ D .F  fgg/ : (10.1.6)
g2 g2

Since the vectors g1 ; : : : ; gq 2 Rq are assumed to be linearly independent, there

exists a system of vectors h1 ; : : : ; hq 2 Rq such that
(
0 ; i j;
hj  gi D i;j D (10.1.7)
1 ; i D j:

In more detail, for i; j D 1; : : : ; q; we let

gi  gj D ij : (10.1.8)
10.1 Lattices in Euclidean Spaces 429

Fig. 10.1 Two-dimensional

lattice and its fundamental
cell F

g2

0 g1

The scalars  ij ; i; j D 1; : : : ; q; are defined by

X
q
 ij j k D i;k : (10.1.9)
j D1

The vectors hj ; j D 1; : : : ; q; given by

X
q
hj D  j k gk ; j D 1; : : : ; q; (10.1.10)
kD1

satisfy the equations

X
q
X
q
hj  gi D  gk  gi D
jk
 j k ki D j;i ; (10.1.11)
kD1 kD1

i; j D 1; : : : ; q. Moreover, we find for i; j D 1; : : : ; q;

X
q
X
q
X
q
X
q
hi  hj D  i k gk   j l gl D  jl  i k kl D  j i : (10.1.12)
kD1 lD1 lD1 kD1

Definition 10.1.4. The lattice with basis h1 ; : : : ; hq 2 Rq given by (10.1.10) is

called the inverse (or dual) lattice 1 to .
The inverse lattice 1 consists of all vectors h 2 Rq such that the inner product
h  g is an integer for all g 2 . Obviously,

 D .1 /1 : (10.1.13)

430 10 Lattice Functions in Rq

Moreover, for the fundamental cell F1 of the inverse lattice 1 (throughout this
work, denoted by F 1 ), we have
 1 
F  D kF k1 : (10.1.14)

For more details see, e.g., Cassels (1968) and Lekkerkerker (1969).
Example 10.1.5. Let  D Zq be the lattice which is generated by the dilated
basis "1 ; : : : ; "q , where  is a positive number and "1 ; : : : ; "q forms the canonical
orthonormal basis in Rq . Then, the volume of the fundamental cell of Zq is kF k D
 q . Generating vectors of the inverse lattice 1 are  1 "1 ; : : : ;  1 "q . The volume
of the fundamental cell of the inverse lattice is given by
 1 
F  D  q D kF k1 : (10.1.15)

In particular, for  D 1, i.e., the lattice  D Zq , we have 1 D Zq D  such that

 1 
F  D 1 D kF k: (10.1.16)

This fact has been used permanently in our one-dimensional theory (see Chap. 9),
and it is always obvious throughout this work whenever  D Zq .

10.2 Periodic Polynomials

First, the standard -periodic polynomials (orthonormal in L2 .Rq /-sense) are
listed. Equivalent conditions for the closure and completeness are formulated within
the space L2 .Rq / of square-integrable -periodic functions in Rq (see, e.g., Stein
and Weiss 1971).
Definition 10.2.1. Let  be a lattice in Rq . The functions h ; h 2 1 , defined by

1
h .x/ D p e2ihx ; x 2 Rq ; (10.2.1)
kF k

are -periodic, i.e.,

h .x C g/ D h .x/ (10.2.2)

for all x 2 Rq and all g 2 . They are called periodic polynomials.

.m/
The space of all F 2 C.m/ .Rq / that are -periodic is denoted by C .Rq / with
.0/ p
0  m  1. As usual we write C .Rq / for C .Rq /. L .Rq /, 1  p < 1, is the
10.2 Periodic Polynomials 431

space of all F W Rq ! C that are -periodic and are Lebesgue-measurable on

F with
Z  p1
kF kL .Rq / D
p jF .x/j dV.q/ .x/
p
< 1: (10.2.3)

F
p
Clearly, C .R / 
q
L .Rq /. As is well-known, L2 .Rq / is the completion of C .Rq /
with respect to the norm k  kL2 .Rq / :


kkL2 .Rq /
L2 .Rq / D C .Rq /  : (10.2.4)

An easy calculation shows that

Z
h .x/h0 .x/ dV.q/ .x/ D h;h0 : (10.2.5)
F

In other words, the system fh gh21 of multi-dimensional periodic polynomials

is orthonormal with respect to the L2 .Rq /-inner product:
Z
hh ; h0 iL2 .Rq / D h .x/h0 .x/ dV.q/ .x/ D h;h0 : (10.2.6)

F

An elementary calculation yields

 
x C 4 2 h2 h .x/ D 0; h 2 1 : (10.2.7)

We shall say that is an eigenvalue of the lattice  with respect to the operator 
if there is a non-trivial solution U of the differential equation

. C / U D 0 (10.2.8)

satisfying the boundary condition of periodicity

U.x C g/ D U.x/ (10.2.9)

for all g 2 . The function U is then called an eigenfunction of the lattice  with
respect to the eigenvalue and the operator . In analogy to the one-dimensional
case, we are able to see that the set of all eigenvalues with respect to , i.e., the
spectrum Spect ./, is given by

Spect ./ D 4 2 h2 W h 2 1 : (10.2.10)

Clearly, an analog of Theorem 3.0.7 also holds true for the multi-dimensional
case, i.e., the system fh gh21 is closed and complete in the pre-Hilbert space
.C .Rq /I k  kL2 .Rq / / as well as in the Hilbert space .L2 .Rq /I k  kL2 .Rq / /. In this
 
432 10 Lattice Functions in Rq

respect, the fundamental result in Fourier analysis is that each F 2 L2 .Rq / can be
represented by its (orthogonal) Fourier series in the sense
 X 
 
lim  F  F^ .h/h  D 0; (10.2.11)
N !1 q
L2 .Rq /
h21 \BN

where the Fourier coefficients F^ .h/ of F are given by

Z
F^ .h/ D F .x/h .x/ dV.q/ .x/; h 2 1 : (10.2.12)
F

The Parseval identity then tells us that, for each F 2 L2 .Rq /;
Z X
jF .x/j2 dV.q/ .x/ D F ^ .h/2 : (10.2.13)

F
h21

10.3 Lattice Function for the Laplace Operator

Our considerations start with the definition of the -lattice function by its consti-
tuting ingredients. In accordance with the one-dimensional case (see Sect. 9.2) and
seen from the point of mathematical physics, the -lattice function as introduced in
Definition 10.3.1 is nothing more than the Green function for the Laplace operator
 in Euclidean space Rq corresponding to the boundary condition of periodicity
with regard to the lattice .
Definition 10.3.1. G.I / W Rq n  ! R is called the -lattice function for the
operator  if it satisfies the following properties:
(i) (Periodicity) For all x 2 Rq n  and g 2 ,

G.I x C g/ D G.I x/: (10.3.1)

(ii) (Differential equation) G.I / is twice continuously differentiable for all

x  and we have
1
G.I x/ D  : (10.3.2)
kF k
(iii) (Characteristic singularity) In the neighborhood of the origin
8

q D 2;
<O.1/
 3q 
;
G.I x/ C Fq .jxj/ D O jxj ln jxj ; q D 4; (10.3.3)

:O jxj3q  ; q 6D 2; 4
10.3 Lattice Function for the Laplace Operator 433

and
8

q D 2;
<O.1/
 
;
rx G.I x/ C rx Fq .jxj/ D O jxj2q ln jxj ; q D 4; (10.3.4)

:O jxj2q  ; q 6D 2; 4;

where Fq W x 7! Fq .jxj/; x 0, is the fundamental solution in Rq with respect

to the Laplace operator  as given by (6.2.18).
(iv) (Normalization) For all h 2 1 with 4 2 h2 D 0, i.e., h D 0,
Z
G.I x/h .x/ dV.q/ .x/ D 0: (10.3.5)
F

Our first purpose is to justify the uniqueness of the -lattice function for the Laplace
operator  by showing that the difference of two -lattice functions as introduced
by Definition 10.3.1 is the zero function.
Let  be an arbitrary lattice in Rq . As usual, let us denote by 1 its inverse
lattice. By application of the second Green theorem (Theorem 6.2.2) we obtain, for
every (sufficiently small) " > 0 and all lattice points h 2 1 satisfying 4 2 h2 6D 0,
the integral identity
Z Z  
.G.I x// h .x/ dV.q/ .x/  G.I x/  h .x/ dV.q/ .x/ (10.3.6)
x2F x2F
jxj" jxj"
Z   Z  
@G.I x/ @h .x/
D h .x/ dS.q1/ .x/  G.I x/ dS.q1/ .x/
@F @ @F @
Z   Z  
@G.I x/ @h .x/
C h .x/ dS.q1/ .x/  G.I x/ dS.q1/ .x/;
x2F @ x2F @
jxjD" jxjD"

where  is the outward directed (unit) normal field on the boundary surfaces. In
q1
other words, the normal is directed to the origin on the inner sphere S" : Because
of the -periodicity of the -lattice function (see Condition .i / of Definition 10.3.1)
as well as the functions h ; h 2 1 , the integrals over the boundary @F of the
fundamental cell F  Rq vanish in the identity (10.3.6). Observing the differential
equation (i.e., Condition .ii/ for the -lattice function), we get
Z
2 2
4 h G.I x/h .x/ dV.q/ .x/ (10.3.7)
x2F
jxj"
Z   Z  
@G.I x/ @h .x/
D h .x/ dS.q1/ .x/  G.I x/ dS.q1/ .x/:
x2F
jxjD"
@ x2F
jxjD"
@
434 10 Lattice Functions in Rq

Letting " tend to 0, we obtain the identity

Z
1
4 2 h2 G.I x/ h .x/ dV.q/ .x/ D  p : (10.3.8)
F kF k

Consequently, for all h 2 1 with 4 2 h2 0, the Fourier coefficients of G.I /

read as follows:
Z
1 1
G.I x/h .x/ dV.q/ .x/ D  p : (10.3.9)
F kF k 4 2 h2

In addition, the normalization condition .i v/ of Definition 10.3.1 tells us that

Z
G.I x/ dV.q/ .x/ D 0: (10.3.10)
F

Combining (10.3.8) and (10.3.10) we find

Lemma 10.3.2. For h 2 1 ,
Z (
0 ; 4 2 h2 D 0;
G.I x/h .x/ dV.q/ .x/ D (10.3.11)
F  pkF
1 1
k 4 2 h2
; 4 2 h2 0:

From Lemma 10.3.2 we are immediately able to verify the uniqueness of the
-lattice function G.I / by virtue of the completeness of the system fh gh21 in
the Hilbert space L2 .Rq /.
Theorem 10.3.3 (Uniqueness). There exists one and only one -lattice function
G.I / satisfying the constituting conditions .i /.i v/ listed under Definition 10.3.1.
Proof. From Lemma 10.3.2 it follows that the difference of two -lattice functions
for the Laplace operator  has only vanishing Fourier coefficients. Moreover, the
difference is a -periodic, continuous function on Rq . Therefore, the completeness
of the system fh gh21 tells us that the difference vanishes everywhere in Rq . u
t
Remark 10.3.4. Unfortunately, for q
2, the (formal) Fourier series expansion of
the function G.I /

1 X h .x/
G.I x/  p (10.3.12)
kF k h21 nf0g 4 2 h2

does not show pointwise convergence in Rq (as it was the case for the dimension
q D 1). Following Hilberts approach to the theory of Greens functions (see, e.g.,
Courant and Hilbert 1924; Hilbert 1912), however, we are able to guarantee the
existence of G.I / by methods known from the Fredholm theory of linear (weakly
singular) integral equations (for more details see Freeden 2011).
10.3 Lattice Function for the Laplace Operator 435

Poissons differential equation of potential theory (see, e.g., Michlin 1970; Wien-
holtz et al. 2009) admits the following transfer to the theory of the -lattice function.
Lemma 10.3.5. Assume that F W y 7! F .y/; y 2 F ; is a bounded, -periodic
function that satisfies a Lipschitz-condition in the neighborhood of a point x 2 F .
Then, the function
Z
U.x/ D G.I x  y/F .y/ dV.q/ .y/ (10.3.13)
F

is twice continuously differentiable in x 2 F such that

Z
F .x/ 1
U.x/ D  F .y/ dV.q/ .y/: (10.3.14)
kF k kF k F

The -lattice functions for operators m ; m 2 N; can be based on the -lattice

functions for operators  by forming convolution integrals in the usual way as
known from mathematical physics.
Definition 10.3.6. The function G .m I /, m 2 N, defined by periodic convolution
 
G 1 I x D G .I x/ ; (10.3.15)
Z
 
G . I x/ D
m
G m1 I z G .I x  z/ dV.q/ .z/; (10.3.16)
F

m D 2; 3; : : :, is called the -lattice function for the operator m .

Obviously, for all x  and g 2 , G .m I x C g/ D G .m I x/ is satisfied, i.e.,
G .m I / is -periodic. In analogy to well-known techniques of potential theory
(cf. Aronszaijn et al. 1983), it can be proved that
 ( 
O jxj2mq ln jxj ; q D 2m;
G . I x/ D
m
  (10.3.17)
O jxj2mq ; q > 2m:

The differential equation

 
G .m I x/ D G m1 I x ; x 62 ; (10.3.18)

m D 2; 3; : : :, represents a recursion relation relating the -lattice function for the

operator m to the -lattice function for the operator m1 . The series expansion
of G .m I / in terms of eigenfunctions, which is equivalent to the (formal) Fourier
expansion, reads for iteration orders m D 2; 3; : : :

1 X h .x/
p : (10.3.19)
kF k h21 nf0g .4 2 h2 /m
436 10 Lattice Functions in Rq

Therefore, for m > q2 , it follows that there is a constant C > 0 such that
X X
h .x/ 1
 C < 1: (10.3.20)
2 2
.4 h / m .1 C h2 /m
h21 nf0g 1h2

Thus, it is clear that the Fourier series converges absolutely and uniformly in Rq
and G .m I / is continuous in Rq , provided that m > q2 . Altogether, we are able to
formulate
Lemma 10.3.7. For m > q2 , the -lattice function G .m I / is continuous in Rq
and its bilinear series reads

X h .x/h .y/
G .m I x  y/ D ; x; y 2 Rq : (10.3.21)
.4 2 h2 /m
h21 nf0g

10.4 Euler Summation Formula for the Laplace Operator

Let  be an arbitrary lattice in Rq . Suppose that G  Rq is a regular region

as introduced in Definition 6.1.1. Let F be a function of class C.2/ .G /; G D
G [ @G . Then, for every (sufficiently small) " > 0, the second Green theorem
(Theorem 6.2.2) gives (see Fig. 10.2)
Z
.F .x/ .G .I x//  G .I x/ .F .x/// dV.q/ .x/ (10.4.1)
G nA.q;;"/
Z     
@ @F
D F .x/ G .I x/  G .I x/ .x/ dS.q1/ .x/
@G nA.q;;"/ @ @
X Z     
@ @F
C F .x/ G .I x/  G .I x/ .x/ dS.q1/ .x/;
q1
G \S" .g/ @ @
g2G \

S q
where  is the outer (unit) normal field and A.q; ; "/ D x2 B" .x/. Observing
the differential equation (condition .ii/ of Definition 10.3.1), we get
Z Z
1
F .x/G .I x/ dV.q/ .x/ D  F .x/ dV.q/ .x/:
G nA.q;;"/ kF k G nA.q;;"/

(10.4.2)

Hence, on passing to the limit " ! 0 and observing the characteristic singularity
of the -lattice function (i.e., Condition .iii/ of Definition 10.3.1), we obtain in
connection with Lemma 6.2.7
10.4 Euler Summation Formula for the Laplace Operator 437

Fig. 10.2 The geometric

situation of Euler summation
in Eq. (10.4.1)

Theorem 10.4.1 (Euler Summation Formula for the Laplace Operator ). Let
 be an arbitrary lattice in Rq . Suppose that G  Rq is a regular region. Let F be
twice continuously differentiable on G , G D G [ @G . Then,
X0 Z Z
1
F .g/ D F .x/ dV.q/ .x/ C G .I x/ F .x/ dV.q/ .x/ (10.4.3)
kF k G G
g2G \
Z     
@ @F
C F .x/ G .I x/  G .I x/ .x/ dS.q1/ .x/;
@G @ @

where X0 X
F .g/ D .g/ F .g/ (10.4.4)
g2G \ g2G \

and .g/ is the solid angle subtended at g 2 G by the surface @G .

This formula provides a comparison between the integral over a regular region G
and the sum over all functional values of the twice continuously differentiable func-
tion F in the lattice points g 2 G under explicit knowledge of the remainder term
in integral form. In fact, the formula for the Laplace operator  (Theorem 10.4.1) is
an immediate generalization to the multi-dimensional case of the one-dimensional
Euler summation formula (Theorem 9.4.1), where G.I / takes the role of the
Bernoulli polynomial of degree 2.  
Provided that F is of class C.2kC2/ G ; k D 1; : : : ; m  1, on G D G [ @G , G
a regular region, we get from the second Green theorem (Theorem 6.2.2) by aid of
the differential equation (10.3.18)
Z Z
    
G kC1 I x kC1 F .x/ dV.q/ .x/  G kC1 I x k F .x/ dV.q/ .x/
G nA.q;;"/ G nA.q;;"/
Z  
 @ k 
D G kC1 I x
 F .x/ dS.q1/ .x/
@G nA.q;;"/ @
Z  
@  kC1 
 G  I x k F .x/ dS.q1/ .x/
@G nA.q;;"/ @
438 10 Lattice Functions in Rq

X Z  
  @ k
C G kC1 I x  F .x/ dS.q1/ .x/
q1
G \S" .g/ @
g2G \
X Z  
@  kC1 
 G  I x k F .x/ dS.q1/ .x/ (10.4.5)
q1
G \S" .g/ @
g2G \

for every (sufficiently small) " > 0. From classical potential theory (see, e.g.,
Kellogg 1929) we know that the integrals over all hyperspheres around the lattice
points tend to 0 as " ! 0. This leads to the recursion formula
Z Z
   
G kC1 I x kC1 F .x/ dV.q/ .x/ D G k I x k F .x/ dV.q/ .x/ (10.4.6)
G G
Z 
 @ k 
C G kC1 I x
 F .x/ dS.q1/ .x/
@G @
Z  
@  kC1 
 G  I x k F .x/ dS.q1/ .x/:
@G @

 
From (10.4.6) we easily obtain, for F 2 C.2m/ G ; m 2 N;
Z Z
 
G .I x/ F .x/ dV.q/ .x/ D G m I x m F .x/ dV.q/ .x/ (10.4.7)
G G

XZ
m1  
@  kC1 
C G  I x k F .x/ dS.q1/ .x/
@G @
kD1

XZ
m1  
  @ k
 G kC1 I x  F .x/ dS.q1/ .x/:
@G @
kD1

In connection with Theorem 10.4.1 we obtain the Euler summation formula with
respect to the operator m .

 , m 2 N). Let
m
Theorem 10.4.2 (Euler Summation Formula for the Operator  
G  Rq be a regular region. Suppose that F is of class C.2m/ G ; G D G [ @G .
Then,
X0 Z Z
1  
F .g/ D F .x/ dV.q/ .x/ C G m I x m F .x/ dV.q/ .x/
kF k G G
g2G \

XZ
m1  
@  kC1 
C G  I x k F .x/ dS.q1/ .x/
@G @
kD0
10.5 Zeta Functions 439

XZ
m1  
  @ k
 G  kC1
Ix  F .x/ dS.q1/ .x/; (10.4.8)
@G @
kD0

P0
where is defined by (10.4.4).
Applications of Theorem 10.4.2 in geothermal research (heat transport) can be
found in Ostermann (2011). Generalizations to more general (elliptic) partial
differential operators are due to Freeden (1982), Freeden and Fleck (1987), and
Ivanow (1963).

10.5 Zeta Functions

We start with some preparatory material (see, e.g., Epstein 1903, 1907; Muller 1954;
q
Wienkamp 1958 and the literature therein) concerning the Zeta function n .I I /
of dimension q
3 and degree n.
q
Definition 10.5.1. The Zeta function n .I I / of dimension q
3 and degree n
is defined by

X  
1 g
s 7! nq .sI I / D Pn qI  ; (10.5.1)
jgjs jgj
g2nf0g

where s 2 C satisfies Re.s/ > q,  is an arbitrary, but fixed, element of the unit
sphere Sq1 , and Pn .qI / is the Legendre polynomial of degree n and dimension q.
For each positive value % < infx2F jxj, sufficiently large positive N , and for all
s 2 C with Re.s/ > q; the Euler summation formula (Theorem 10.4.2) gives us in
terms of the auxiliary function F defined by
 
1 x
x 7! F .x/ D Pn qI   ;  2 Sq1 ; n 2 N0 ; x 0; (10.5.2)
jxjs jxj

an identity for directionally dependent poles in lattice points

X0 Z
1
F .g/ D F .x/ dV .x/ (10.5.3)
q
kF k B%;N
q
g2\B%;N
Z
C q
G .m I x/ .m F .x// dV .x/
B%;N

XZ
m1  
@  kC1   k 
C G  Ix  F .x/ dS.x/
SN
q1 @
kD0
440 10 Lattice Functions in Rq

XZ
m1  
  @ k
 G kC1 I x  F .x/ dS.x/
q1
SN @
kD0

XZ
m1  
@  kC1   k 
C G  Ix  F .x/ dS.x/
q1
S% @
kD0

XZ  
m1
  @ k
 G kC1 I x  F .x/ dS.x/;
q1
S% @
kD0

q
where m 2 N is chosen such that m > q=2 and  is the outward unit normal to B%;N .
First, we want to calculate the second integral on the right-hand side of (10.5.3). It is
not difficult to see that

F .x/
x F .x/ D .s C n/.s  n  q C 2/ ; x 0; (10.5.4)
jxj2

such that
F .x/
x F .x/ D As;n;m
m ; x 0; (10.5.5)
jxj2m
where
Y
m1 Y
m1
As;n;m D .s C n C 2j / .s  n C 2j  q/: (10.5.6)
j D0 j D0

For m > q=2, we find in connection with the absolutely and uniformly convergent
bilinear expansion of the -lattice function in Rq ;
Z
q
G .m I x/ m F .x/ dV .x/ (10.5.7)
B%;N

Z  
As;n;m X 1 e2ixh Pn qI   x
jxj
D dV .x/:
kF k .4 2 h2 /m q
B%;N jxjsC2m
h21 nf0g

From the theory of Bessel functions (see Chap. 8) we obtain after some elementary
calculations
Z
q
G .m I x/ m F .x/ dV .x/ (10.5.8)
B%;N

X   Z 2jhjN J q2 .r/

in kSq1 k . q2 / 1 h nC 2
D As;n;m P n qI   q dr:
2
2q
kF k .2jhj/ qs jhj 2jhj% r sC2m 2
2
h21 nf0g

Remembering the asymptotic behavior of the Bessel function, we see that the last
series converges uniformly with respect to % and N for all parameters s 2 C with
2mC q2 C 12 < Re.s/ < min.0I 2mCq Cn/. Consequently, with s 2 C indicated
as before, it follows that
10.5 Zeta Functions 441

Z
G .m I x/ m F .x/ dV .x/ (10.5.9)
Rq

X   Z 1 J q2 .r/
in kSq1 k . q2 / 1 h nC 2
D As;n;m Pn qI  dr:
jhj
2q qs q
2 2 kF k .2jhj/ 0 r sC2m 2
h21 nf0g

In connection with the following formula (see, e.g., Magnus et al. 1966)
Z 1
J .r/ .
2 /2
1 3
dr D ; 0<
< C ; (10.5.10)
0 r C1
.  12
C 1/ 2

this allows us to formulate

Lemma 10.5.2. For all s 2 C with 2m C qC1 2
< Re.s/ < minf0; 2m C q C ng
we have
Z   
1 x
G.m I x/ m Pn qI   dV .x/ (10.5.11)
Rq
x
jxjs jxj
 
in s 2 .
q
qCns
/ X 1 h
D  2
Pn qI  :
kF k . nCs / 1
jhjqs jhj
2 h2 nf0g

In connection with (10.5.3) and Lemma 10.5.2 we are able to show that the sum

X
m1 Z    
@  kC1  F .x/  kC1  @ F .x/
As;n;k G  Ix  G  Ix dS.x/
q1
SN @x jxj2k @x jxj2k
kD0
(10.5.12)

is convergent as N ! 1, provided that Re.s/ > q. Even more, for Re.s/ > q, the
integrals (10.5.12) tend to zero as N ! 1. Thus, it follows for Re.s/ > q that

X0  
1 g
lim Pn qI  (10.5.13)
N !1
q
jgjs jgj
g2\B%;N
( ) Z
kSq1 k %qs
; nD0 F .x/
D kF k sq C As;n;m G .m I x/ dV .x/
0 ; n>0 q
B% jxj 2m

X
m1 Z  
@  kC1  F .x/
C As;n;k G  Ix dS.x/
S%
q1 @ jxj2k
kD0

X
m1 Z  
  @ F .x/
 As;n;k G kC1 I x dS.x/:
q1
S% @ jxj2k
kD0
442 10 Lattice Functions in Rq

q
Consequently, the right-hand side of (10.5.13) shows that n .I I / can be
continued by the left-hand side of (10.5.13) to the half plane Re.s/ > 2m C q2 C 12 .
It remains to investigate the sums

X
m1 Z  
@ F .x/
As;n;k G. I x/
kC1
dS.x/ (10.5.14)
q1
S% @ jxj2m
kD0

X
m1 Z  
  @ F .x/
 As;n;k G kC1 I x dS.x/:
q1
S% @ jxj2m
kD0

Because of the singularity behavior of the -lattice function at 0, the sums (10.5.14)
tend to 0 as % ! 0, provided that s 2 C with Re.s/ < 2m C q. Thus, for all values
q
s 2 C with 2m C q2 C 12 < Re.s/ < minf0; 2m C q C ng, n .I I / admits the
representation
q
X  
in  s 2 . nCqs / 1 h
nq .sI I / D 2
Pn qI  : (10.5.15)
kF k . sCn / jhjqs jhj
2 h21 nf0g

Summarizing our results we obtain

Theorem 10.5.3 (Functional Equation of the q-Dimensional Zeta Function).
q
For n > 0, the Zeta function n .I I / of dimension q and degree n defined by

X  
1 g
s 7! nq .sI I / D Pn qI   ; Re.s/ > q; (10.5.16)
jgjs jgj
g2nf0g

admits a holomorphic continuation that represents an entire function in C.

q q
For n D 0, the continuation of n .I I /, i.e., 0 .I I /, is a meromorphic function
showing the single pole
kSq1 k 1
: (10.5.17)
kF k s  q
q
For n 2 N0 , n .I I / satisfies the functional equation
nCqs
in q . / q
nq .sI I / D  s 2 2
n .q  sI I 1 /: (10.5.18)
kF k sCn
. 2 /

q
Proof. n .I I / is holomorphic for Re.s/ > 2m C q2 C 12 (except for s D q in
case of n D 0). According to (10.5.15), the functional equation holds true for all
s 2 C with 2m C q2 C 12 < Re.s/ < minf0; 2m C q C ng. n .q  I I 1 / is
q

holomorphic (except for s D q in the case of n D 0) for all s 2 C with Re.s/ <
2m C q2  12 . As the functional equation is valid in the aforementioned strip, it is
valid everywhere. t
u
10.6 Integral Asymptotics for Lattice Functions 443

q
Remark 10.5.4. 0 .I I / is independent of  2 Sq1 . Hence, we simply write
q q
0 .I / instead of 0 .I I /. Furthermore, 02 .I I / coincides with .I /.

10.6 Integral Asymptotics for Lattice Functions

Next, we come to integral estimates involving fundamental solutions of the iterated

Laplacian which play an essential role in asymptotic relations for Euler and Poisson
summation in Euclidean spaces Rq .
We begin with some potential theoretic preliminaries. For x; y 2 Rq , we introduce
the polar coordinates

x D r;  2 D 1; r D jxj; (10.6.1)

y D s;  D 1;
2
s D jyj;

characterizing the geometric situation as illustrated by Fig. 10.3. We are interested in

an estimate for the scalar product   if x and y satisfy jx yj  with (sufficiently
small) fixed positive . Clearly, jx yj2  2 is equivalent to r 2 Cs 2 2rs    2 ,
such that   s 2
2
1 2      C .  /2  .  /2 : (10.6.2)
r r
Thus, we are led to the following estimate.
Lemma 10.6.1. For x 2 Rq fixed with jxj
> 0, the inequality jx  yj 
implies in the polar coordinates (10.6.1)
r
2
  
.r; / D 1 : (10.6.3)
r2
Based on Lemma 10.6.1 we are able to prove the following lemma.
Lemma 10.6.2. Suppose that is a fixed real number with 2 .0; 1/. Then,
Z
1 kSq2 k q1k
dS .q1/ .x/  (10.6.4)
SN
q1 q
\B .y/ jx  yjk q  1  k .N; /

q true for all N

1 and all integers k with 0  k < q  1. Note that .N; / D
holds
2
1  N 2 as defined in Lemma 10.6.1.

q1
Proof. We already know that the surface element of the sphere SN with radius N
around 0 is equal to dS.q1/ .x/ D N q1 dS.q1/ ./, x D N , where dS.q1/ ./ is
the surface element of the unit sphere Sq1 . By virtue of Lemma 10.6.1 we get
444 10 Lattice Functions in Rq

Fig. 10.3 The geometric

situation as discussed by
Lemma 10.6.1

Z Z
1 N .q1/k
dS.q1/ .x/ D dS.q1/ ./;
SN
q1 q
\B .y/ jx  yjk  .N;/
.1 C %2  2%.  // 2
k
2Sq1
(10.6.5)
jyj
where we use the notation % D N D s
N . Now, we have
Z
N .q1/k
 .N;/ k
dS.q1/ ./ (10.6.6)
2Sq1
.1 C %2  2%.  // 2
Z q3
1
.1  t 2 / 2
D kSq2 kN .q1/k k
dt:
 .N;/ .1 C %2  2%t/ 2
We observe the inequality

1 C %2  2%t D .%  t/2 C 1  t 2
1  t 2 : (10.6.7)

Because of .N; /  t  1 we obtain

Z q3 Z
1
.1  t 2 / 2
1 q3k
N .q1/k k
dt  N .q1/k .1  t 2 / 2 dt (10.6.8)
 .N;/ .1 C %2  2%t/ 2  .N;/
Z 1 q3k t
N .q1/k
.1  t 2 / 2 dt:
 .N;/ .N; /

Now, an elementary calculation gives

Z 1 1
q3k 1 1 q1k
.1  t 2 / 2 t dt D  q1k
.1  t 2 / 2
 .N;/ 2  .N;/
2

1 q1k
D : (10.6.9)
q  1  k N q1k

Combining (10.6.6) and (10.6.9), we obtain the desired result. t

u
10.6 Integral Asymptotics for Lattice Functions 445

For the two-dimensional case (i.e., q D 2), we find the following lemma.
Lemma 10.6.3. Suppose that 2 .0; 1/. Then,
Z
2 ln./
j ln.jx  yj/j dS.1/ .x/   (10.6.10)
S1N \B2 .y/ .N; /

holds true for all N

1.
Proof. If 2 .0; 1/, then it follows, for x; y 2 R2 with jx  yj  , that
1  
jln.jx  yj/j D  ln.jx  yj/ D  ln N 2 C s 2  2N s   : (10.6.11)
2
From Lemma 10.6.1 we know that   
.N; /. Thus, we are able to conclude
that
Z Z
1
ln.jx  yj/ dS.1/ .x/  N 1
.1  t 2 / 2 ln.N 2 C s 2  2N st/ dt:
S1N \B2 .y/  .N;/
(10.6.12)
We now use, for t 2 .N; /; 1, the identity

N 2 C s 2  2N st D .s  N t/2 C N 2 .1  t 2 /: (10.6.13)

This leads us to the relation

N 2 C s 2  2N st
N 2 .1  t 2 /
2 : (10.6.14)

Observing 2 .0; 1/, we obtain

Z Z 1
t dt
jln.jx  yj/j dS.1/.x/  2N ln./ p
S1N \B2 .y/  .N;/ 1t 2 .N; /
2N ln./ 2 ln./
 D : (10.6.15)
.N; / N .N; /
This is the result stated in Lemma 10.6.3. t
u
Next, we evaluate integrals which can be interpreted as the q-dimensional angles
under which the sphere of radius N around a point y 2 Rq is seen from the origin
(see Fig. 10.4). Three cases (illustrated by Fig. 10.4) must be distinguished. Indeed,
the three cases require three different calculations:
Lemma 10.6.4. For q
2, y 2 Rq and N > 0,
Z
jx  x j
dS.q1/ .x/  kSq1 k; (10.6.16)
q1
SN .y/ jxjq

where x is the outward pointing normal to the sphere Sq1 in x.

446 10 Lattice Functions in Rq

Fig. 10.4 The three cases under consideration in the proof of Lemma 10.6.4

Proof. We introduce polar coordinates x D r./;  2 Sq1 , to represent the sphere

q1
SN .y/ D fx 2 Rq W jx  yj D N g (10.6.17)

by its projection onto the unit sphere Sq1 D f 2 Rq W jj D 1g: By means of the
q1
polar coordinates x D r./;  2 Sq1 , the surface element on SN .y/ can then be
represented in the form

dS.q1/ .x/ D dS.q1/ .r.// D .r.//q1 dS.q1/ ./ (10.6.18)

such that

r./  r./
jx  x j dS.q1/ .x/ D dS.q1/ .r.// (10.6.19)
jr./j
D r./.r.//q1 dS.q1/ ./
D .r.//q dS.q1/ ./:

q1
This relates the surface element dS.q1/ .x/ on SN .y/ to its projection dS.q1/ ./
on Sq1 . We understand Z W Sq1 ! R to be the number of positive solutions of the
form r W  7! r./;  2 Sq1 , of the equation

jr./  yj D N; (10.6.20)

such that
Z Z
jx  x j
dS.q1/ .x/ D Z./ dS.q1/ ./: (10.6.21)
q1
SN .y/ jxjq Sq1

(i) Case jyj < N (see Fig. 10.4 (left)): We have exactly one positive r to every
direction  2 Sq1 such that

jr./  yj2 D .r./  y  /2  .y  /2 C y 2 D N 2 : (10.6.22)

10.6 Integral Asymptotics for Lattice Functions 447

Consequently, Z./ D 1 for all  2 Sq1 . This shows that

Z
jx  x j
dS.q1/ .x/ D kSq1 k: (10.6.23)
q1
SN .y/ jxjq

(ii) Case jyj D N (see Fig. 10.4 (middle)): Now, the equation

jr./  yj2 D .r./  y  /2  .y  /2 C y 2 D N 2 (10.6.24)

has just one positive solution for y   > 0 and no positive solution for y    0.
This leads to
Z
jx  x j 1
dS.q1/ .x/ D kSq1 k: (10.6.25)
SN .y/ jxj
q1 q 2

(iii) Case jyj > N (see Fig. 10.4 (right)): We have the two positive solutions
p
r1;2 ./ D y   .y  /2  .y 2  N 2 / (10.6.26)
p
for y  
y 2  N 2 . Accordingly, we get in this case, with .N; / of
Lemma 10.6.1,
Z Z
jx  x j
dS.q1/ .x/ D 2 dS.q1/ ./: (10.6.27)
q1
SN .y/ jxjq  .N;/
2Sq1

Therefore, this yields the estimate

Z Z
jx  x j 1 q3
dS.q1/ .x/ D 2kSq2 k .1  t 2 / 2 dt < kSq1 k:
q1
SN .y/ jxjq  .N;/
(10.6.28)

Altogether, Lemma 10.6.4 follows from (10.6.23), (10.6.25), and (10.6.28). t

u
A change of variables in Lemma 10.6.4 (more precisely, x is substituted by x  y
and y is replaced by 0) leads us to the following result.
Corollary 10.6.5. For q
2, y 2 Rq , and N > 0,
Z
j.x  y/  x j
dS.q1/ .x/  kSq1 k: (10.6.29)
q1
SN jx  yjq

This concludes our potential theoretic excursion (see also Freeden 2011).
448 10 Lattice Functions in Rq

10.7 Poisson Summation Formula

Next, we apply the multi-dimensional Euler summation formula especially to sums

of the spherical type
X X
: : : D lim ::: : (10.7.1)
N !1
g2 g2\BN
q

q
Let F be a 2m-times .m 2 N/ continuously differentiable function in BN . Then, we
have

X Z Z
1 .m/
F .g/ D F .x/ dV .x/ C G .m I x/ m F .x/ dV .x/ C R.q/ .N /:
q
kF k q
BN
q
BN
g2\BN
(10.7.2)
The remainder term is given by

X XZ
m1  
.m/ 1 @  kC1 
R.q/ .N / D F .g/ C G  I x k F .x/ dS.x/
2 q1 SN
q1 @
g2\SN kD0

XZ
m1  
  @ k
 G  kC1
Ix  F .x/ dS.x/: (10.7.3)
q1
SN @
kD0

Questions of the convergence as N ! 1 require estimates of the remainder term

(10.7.3). The following results play an important part in this respect.
Theorem 10.7.1. For all lattices   Rq , the estimates
Z
q1
jG.I x/j dS.x/ D O.N q1 /; N ! 1; (10.7.4)
SN

and
Z
@
G.I x/ dS.x/ D O.N q1 /; N ! 1; (10.7.5)
q1 @
SN

hold true.
Proof. The proof is essentially based on the material provided by the potential
theoretic preliminaries of Sect. 10.6. We start by remembering that there is a positive
constant E dependent on the lattice , such that jg  g0 j
E holds for all points
g; g 0 2  with g g 0 . We set

1
 minf1; Eg: (10.7.6)
2
10.7 Poisson Summation Formula 449

Then, we are able to deduce that there exists a constant C such that the estimates

jG.I x/j  C ln jx  gj; q D 2; (10.7.7)
jG.I x/j  C jx  gj2q ; q
3 (10.7.8)

and


rx G.I x/  1 x  g  C 1 ; q D 2; (10.7.9)
2 jx  gj2 jx  gj

1 x  g 1
rx G.I x/  C ; q
3 (10.7.10)
.q  2/kS k jx  gj
q1 q jx  gjq2

q
hold uniformly in B .g/. We denote the distance of x 2 Rq to the lattice  by

D.xI / D dist.xI / D min jx  gj: (10.7.11)

g2

It is clear that there is a constant B (depending on ) such that the estimates

jG.I x/j  B; (10.7.12)

jrx G.I x/j  B (10.7.13)

are valid for all x 2 Rq with D.xI / D dist.xI /

. Moreover, applying a
well-known result of lattice point theory due to Gau (1826) we know that
  X  
q
# BN C nBqN  D 1 D O N q1 (10.7.14)
N  jgj N C
g2

for (fixed) and N ! 1. Thus, it follows that

X  
1 D O N q1 ; N ! 1: (10.7.15)
q1
g2\SN

We use the different results for the cases D.xI / > and D.xI /  to get an
estimate for the integrals (10.7.4) and (10.7.5)
Z Z Z
jG.I x/j dS.x/ D q1 jG.I x/j dS.x/ C q1 jG.I x/j dS.x/:
q1
SN x2SN x2SN
D.xI/> D.xI/
(10.7.16)
450 10 Lattice Functions in Rq

From (10.7.12) it follows that

Z
q1 jG.I x/j dS.x/  B kS k N q1 :
q1
(10.7.17)
x2SN
D.xI />

Because of the characteristic singularity of G .I  /, for dimensions q

3, the
estimate
Z
q1 jG.I x/j dS.x/ (10.7.18)
x2SN
D.xI /
   Z 
q q 1
D O # BN C n BN  dS.q1/ .x/
q1
SN
q
\B .g/ jx  gjq2

is valid for N ! 1. In connection with (10.7.14) and Lemma 10.6.2 we find

Z
 q1 
q1 jG.I x/j dS.x/ D O N (10.7.19)
x2SN
D.xI /

for q
3 and N ! 1. Note that the case q D 2 can be verified by the
same arguments observing the logarithmic singularity (see Lemma 10.6.3). This
establishes the proof of the first integral of (10.7.4) listed in Theorem 10.7.1 for
q
2:
Concerning the second integral (10.7.5) in Theorem 10.7.1 we analogously obtain
Z Z
@ @
G.I x/ dS.x/ D G.I x/ dS.x/
q1 @ @
q1
SN x2SN
D.xI/>
Z
@
C G.I x/ dS.x/: (10.7.20)
x2SN
q1 @
D.xI/

Then, by virtue of (10.7.13) and Lemma 10.6.4 we find

Z   
@  
G.I x/ dS.x/ D O N q1 C O # Bq
q1 @ N C nBqN 
SN
 
D O N q1 (10.7.21)

for N ! 1. Altogether, this is the desired result. t

u
 k 
Similar results are obtainable for the -lattice functions G  I  , k 2 N. Since
 
each iteration reduces the order of the singularity by two, G k I  is continuous
for k > q2 and continuously differentiable for k > q2 C 1. The estimates
10.7 Poisson Summation Formula 451

Z
 k   
G  I x dS.x/ D O N q1 (10.7.22)
q1
SN

and Z
@  k   
G  I x dS.x/ D O N q1 (10.7.23)
q1 @
SN

for N ! 1, therefore, are obvious for all k > q2 C 1. For the intermediate cases
k 2 .1; q2 C 1 we use Lemma 10.6.2 and estimate the integrals
Z Z Z
::: D q1 ::: C q1 ::: (10.7.24)
q1
SN x2SN x2SN
D.xI/> D.xI/

in the same way as described above by aid of Lemma 10.6.4. This finally justifies
the results of
Theorem 10.7.2. For all lattices   Rq and all positive integers k, the -lattice
functions for iterated Laplace operators satisfy the asymptotic integral estimates
Z
 k   
G  I x dS.x/ D O N q1 (10.7.25)
q1
SN

and
Z
@  k   
G  I x dS.x/ D O N q1 ; (10.7.26)

q1 @
SN

for N ! 1.
In the following, the properties developed for -lattice functions and iterated opera-
tors are used to formulate convergence theorems for multi-dimensional (alternating)
series, where the Euler summation formula is the key structure in our context. To
this end, we derive three auxiliary results. We begin our discussion of the remainder
term (10.7.3) with the boundary terms.
Lemma 10.7.3. For given m 2 N, assume that the function F 2 C.2m/ .Rq / satisfies
the asymptotic relations
 
kx F .x/ D o jxj1q (10.7.27)

and
 
rx k F .x/ D o jxj1q ; jxj ! 1; (10.7.28)
x
452 10 Lattice Functions in Rq

for k D 0; : : : ; m  1. Then, for N ! 1, we have

X XZ
m1  
.m/ 1 @  kC1 
R.q/ .N / D F .g/ C G  I x k F .x/ dS.x/
2 q1
q1
SN @
g2\SN kD0

XZ
m1  
  @ k
 G kC1 I x  F .x/ dS.x/
q1
SN @
kD0

D o.1/: (10.7.29)

Proof. Under the assumptions imposed on F 2 C.2m/ .Rq / and remembering the
lattice point result (10.7.14) due to Gau (1826) we have

1 X  X 
F .g/ D o N 1q 1 D o.1/; N ! 1: (10.7.30)
2 q1 q1
g2\SN g2\SN

Furthermore, we are allowed to conclude

XZ
m1  
@  kC1   k 
G  Ix  F .x/ dS.x/ (10.7.31)
q1
SN @
kD0

XZ
m1  
  kC1  @ k
 G  Ix  F .x/ dS.x/
q1
SN @
kD0
  m1 
XZ  kC1  @  kC1 
D o N 1q G  I x C G  I x dS.x/
q1 @
kD0 SN

for N ! 1. In connection with Theorem 10.7.2 we find that

XZ
m1  
@  kC1 
G  I x .k F .x// dS.x/
q1
SN @
kD0

XZ
m1  
  kC1  @ k
 G  Ix  F .x/ dS.x/ D o.1/ (10.7.32)
q1
SN @
kD0

for N ! 1. Collecting all details we get the promised result of Lemma 10.7.3. u
t
Next, we come to the discussion of the volume integral in (10.7.2) involving the
derivative m F .
Lemma 10.7.4. For given m 2 N and " > 0, assume that the function F 2
C.2m/ .Rq / satisfies
 
m F .x/ D O jxj.qC"/ ; jxj ! 1: (10.7.33)
10.7 Poisson Summation Formula 453

Then, the integral Z

G .m I x/ m F .x/ dV .x/ (10.7.34)
Rq
is absolutely convergent.
Proof. From Theorem 10.7.2 we are immediately able to guarantee, with suitable
positive constants M and N ,
Z


q G . I x/  F .x/ dV .x/
m m
(10.7.35)
BM;N
Z N Z  
1
DO jG .m I x/j dS.x/ dr
M .1 C r/qC" q1
Sr
Z N q1 
r
DO dr :
M .1 C r/qC"
Consequently, the absolute convergence of the integral (10.7.34) is guaranteed. t
u
Combining Lemmas 10.7.3 and 10.7.4, we obtain as a first consequence from
(10.7.2) and (10.7.3)
Theorem 10.7.5. Let  be an arbitrary lattice in Rq . For given m 2 N, suppose
that F 2 C.2m/ .Rq / satisfies the assumptions of Lemmas 10.7.3 and 10.7.4. Then,
the limit
 X Z 
1
lim F .g/  F .x/ dV .x/ (10.7.36)
N !1
q
kF k BqN
g2\BN

exists and we have the limit relation

 X Z  Z
1  
lim F .g/ F .x/dV .x/ D G m I x m F .x/ dV .x/:
N !1
q
kF k x2BN q
Rq
g2\BN
(10.7.37)
P
In order to ensure the convergence of the series limN !1 g2\BN
q F .g/, however,
an additional condition has to come into play.
Theorem 10.7.6. Let  be an arbitrary lattice in Rq . For given m 2 N, suppose
that F 2 C.2m/ .Rq /, m 2 N, satisfies the following conditions:
(i) The asymptotic relations
 
kx F .x/ D o jxj1q ; (10.7.38)
 
rx k F .x/ D o jxj1q ; jxj ! 1; (10.7.39)
x

hold true for k D 0; : : : ; m  1,

454 10 Lattice Functions in Rq

(ii) There exists " > 0 such that

 
m F .x/ D O jxj.qC"/ ; jxj ! 1; (10.7.40)

(iii) The integral

Z
F .x/ dV .x/ (10.7.41)
Rq

exists in the (spherical) sense

Z Z
F .x/ dV .x/ D lim F .x/ dV .x/: (10.7.42)
Rq N !1 Bq
N

Then, the series

X X
F .g/ D lim F .g/ (10.7.43)
N !1
g2 q
g2\BN

is convergent.
More explicitly, we have
X Z Z
1
F .g/ D F .x/ dV .x/ C G .m I x/ m F .x/ dV .x/: (10.7.44)
g2
kF k Rq Rq

The convergence conditions (in Theorem 10.7.6) enable us to derive

multi-dimensional formulations of the Poisson summation formula. For m 2 N
with m > q2 , the -lattice function G .m I / permits an absolutely and uniformly
convergent Fourier series in Rq , and Lebesgues theorem allows us to interchange
summation and integration such that
Z
G .m I x/ m F .x/ dV .x/ (10.7.45)
Rq
X Z
1 1
D p m m F .x/h .x/ dV .x/:
kF k h21 nf0g .4 2 h2 / Rq

Moreover, by observation of the condition .ii/ of Theorem 10.7.6 repeated applica-

tion of the second Green theorem (Theorem 6.2.2) yields
Z Z  
h .x/m F .x/ dV .x/ D m h .x/ F .x/ dV .x/ (10.7.46)
Rq Rq
Z
 
2 2 m
D  4 h h .x/ F .x/ dV .x/:
Rq
10.8 Theta Functions 455

Inserting (10.7.46) into (10.7.45), we find

Z X Z
1
G .m I x/ m F .x/ dV .x/ D p F .x/h .x/ dV .x/:
Rq kF k h21 nf0g Rq
(10.7.47)
This finally leads to the multi-dimensional Poisson summation formula.
Theorem 10.7.7. Let  be an arbitrary lattice in the Euclidean space Rq . If the
function F 2 C.2m/ .Rq /, m > q2 , satisfies the conditions .i /.iii/ of Theorem 10.7.6,
X Z
then
X 1
F .g/ D p F .x/h .x/ dV .x/: (10.7.48)
g2 kF k h21 Rq
In particular, we have
X Z X Z
1 1
F .g/ D F .x/ dV .x/ C p F .x/h .x/ dV .x/:
kF k Rq kF k Rq
g2 h21 nf0g
(10.7.49)
The sum on the left-hand side of the identity (10.7.48) is not necessarily absolutely
convergent in Rq , so the process of summation must be specified. More precisely,
following our approach (10.7.1), the convergence of the series on the left-hand side
in Theorem 10.7.7 is understood in the spherical sense of (10.7.1).

10.8 Theta Functions

The one-dimensional variant of the Theta function (see Definition 9.7.2) is reflected
in an adequate way by the following multi-dimensional counterpart.
Definition 10.8.1. For arbitrary points x; y 2 Rq and arbitrary lattices   Rq , we
.q/
call #n . I x; yI / given by
X
e jgxj Hn .qI g  x/ e2igy ;
2
#n.q/ .I x; yI / D (10.8.1)
g2

where Hn .qI / 2 Harmn .Rq /,  2 C, and Re./ > 0, the Theta function of degree
n and dimension q.
.q/
Remark 10.8.2. Clearly, #n . I x; yI / is dependent on the homogeneous har-
monic polynomial Hn W x 7! Hn .qI x/ D jxjn Yn .qI / ; x 2 Rq , x D
jxj;  2 Sq1 ; of degree n and dimension q, where Yn .qI / is a member of class
Harmn .Sq1 /.
456 10 Lattice Functions in Rq

The function F W Rq ! C given by

F .z/ D e jzxj Hn .qI z  x/ e2izy ;

2
z 2 Rq ; (10.8.2)
 1q 
is of class C.1/ R with all its derivatives is of the order o jzj
q
R .R /: F .z/ together .
The integrals Rq F .z/ dV .z/ and Rq jF .z/j dV .z/ are convergent. Thus, we obtain
from the Poisson summation formula (Theorem 10.7.7)
X Z
1 X
F .g/ D F .z/ e2ihz dV .z/: (10.8.3)
g2
kF k 1 R q
h2

We write out (10.8.3) explicitly. In fact, in the nomenclature of the Theta function
(see Definition 10.8.1) we are confronted with the following identity:
X
e jgxj Hn .qI g  x/ e2igy
2
#n.q/ .I x; yI / D (10.8.4)
g2
Z
1 X 2ix.yCh/
e jzxj Hn .qI z  x/e2i.zx/.yCh/ dV .z/:
2
D e
kF k 1 Rq
h2

Introducing the polar coordinates z  x D r and y C h D % with ;  2 Sq1 ; we

get

1 X 2ix.%/
#n.q/ .I x; yI / D e (10.8.5)
kF k
h21
Z 1 Z 
dS./ e r r nCq1 dr:
2
Yn .qI /e 2ir%
0 Sq1

The FunkHecke formula (i.e., Corollary 6.5.6) in connection with the integral
representation (8.1.4) of the Bessel function gives us
Z
Yn .qI /e2ir% dS./ D in kSq1 k Jn .qI 2 r%/ Yn .qI /: (10.8.6)
Sq1

Thus, we get
 
in kSq1 k X 2ix.yCh/ yCh
#n.q/ .I x; yI / D e Yn qI (10.8.7)
kF k jy C hj
h21
Z 1
e r Jn .qI 2 r%/r nCq1 dr:
2

0

The integral on the right-hand side of (10.8.7) can be calculated by technicalities of

the theory of Bessel functions.
10.8 Theta Functions 457

Lemma 10.8.3. For % > 0, n 2 N0 , and  2 C with Re./ > 0, we have

Z 1
1 q  %n %2
e r Jn .qI 2 r%/ r nCq1 dr D  
2
q q e : (10.8.8)
0 2 2  2  nC 2

Proof. Using the power series expansion of the Bessel function (see Lemma 8.1.5),
we get
Z 1
e r Jn .qI 2 r%/r nCq1 dr
2
(10.8.9)
0
q Z 1
!
T X .1/k .2 r%/nC2k
 r 2
D lim 2
e r nCq1 dr:
T !1 2n 0 22k .k C 1/ .n C k C q2 /
kD0

Because of je r j < 1 the series on the right-hand side of (10.8.9) is uniformly
2

convergent and the members of the series are continuous. Thus, we are allowed to
write
Z 1
e r Jn .qI 2 r%/ r nCq1 dr
2
(10.8.10)
0
q  1 Z
X .1/k .2%/nC2k T
e r r 2nC2kCq1 dr:
2
D lim 2
 
T !1 2n
kD0
2 .k C 1/ n C k C q2
2k
0

The series on the right-hand side of (10.8.10) converges uniformly with respect to
T . In fact, we have, for sufficiently large positive M; N with %; , and n fixed,
N Z T
X .1/k .2%/nC2k
 r 2nC2kCq1
2
e r dr (10.8.11)
q
22k .k C 1/ .n C k C 2 / 0
kDM

X
N Z 1
.2%/nC2k
e r
2 Re. /
 r 2nC2kCq1 dr
2 .k C 1/ .n C k C q2 /
2k
0
kDM

X
N Z 1  nCkC 2 1 q
1 .2%/nC2k r r
 e dr;
2Re./ 22k .k C 1/ .n C k C q2 / 0 Re./
kDM

where Z 1 q
 q
eu unCkC 2 1 du D n C k C : (10.8.12)
0 2
Thus, the sum and the limit on the right-hand side of (10.8.10) may be interchanged
458 10 Lattice Functions in Rq

Z 1
e r Jn .qI 2 r%/ r nCq1 dr
2
(10.8.13)
0
1 Z
. q2 / X .1/k .2%/nC2k 1
e r r 2nC2kCq1 dr:
2
D  
2n 22k .k C 1/ n C k C q2
kD0 0

Together with (10.8.12) this implies

Z 1
e r Jn .qI 2 r%/ r nCq1 dr
2
(10.8.14)
0
 q  2 k
1  q  1 2  % n X .1/k
1
%
D :
2 2   .k C 1/ 
kD0

Summing up the last exponential series, we arrive at the identity

Z 1
1 q  %n %2
e r Jn .qI 2 r%/r nCq1 dr D  
2
q q e : (10.8.15)
0 2 2  2  nC 2

This is the desired result of Lemma 10.8.3. t

u
Therefore, we obtain from Lemma 10.8.3 that
X
e jgxj Hn .qI g  x/ e2igy
2
#n.q/ .I x; yI / D (10.8.16)
g2
   
in Sq1  q2 X 
e  jhCyj Hn .qI h C y/ e2ihx :
2
D q e
2ixy
2kF k  2  nC 2
q
1
h2

q   1
Together with kSq1 k D 2 2 q2 , this yields the functional equation of the
Theta function of degree n and dimension q.
.q/
Theorem 10.8.4. For all  2 C with Re./ > 0, the Theta function #n .I x; yI /
is holomorphic and we have
 
in 2ixy n q .q/ 1
#n.q/ .I x; yI / D e  2 # I y; xI 1 : (10.8.17)
kF k n


The functional equation allows a palette of specializations or advancements. For

example, it helps us to describe some properties for the lattice  D Zq and half-
valued vectors, i.e., x 2 Rq of the form

1X
q
1 1 
xD kj "j D k1 " C : : : C kq "q ; (10.8.18)
2 j D1 2
10.8 Theta Functions 459

Pq
where k1 ; : : : ; kq are integers (note that x 2 D 1
4
2
j D1 kj ). In this case we get from
Theorem 10.8.4
X  
q  gCx
#n.q/ .I x; xI Zq / D in  n 2 e  jgCxj jg C xjn Yn qI
2
e2i.gCx/x
g2Zq
jg C xj
X  
q  gx
D in  n 2 e  jgxj jg  xjn Yn qI
2
e2i.gx/x : (10.8.19)
g2Zq
jg  xj

It should be noted that a translation by

X
q
2x D kj "j D k1 "1 C : : : C kq "q 2 Zq
j D1

leaves the Theta series unchanged. Consequently, we find, for the half-valued
vectors x 2 Rq of the form (10.8.18), that
 
q X gx
n 2ix 2 n 2   jgxj2
#n .I x; xI Z / D i e
.q/ q
 e jg  xj Yn qI
n
e2igx
q
jg  xj
g2Z
 
n 2ijxj2 n 2
q 1
Di e  #n.q/ I x; xI Z q

 
2 q 1
D in .i/k1 C:::Ckq  n 2
2 .q/
#n I x; xI Z :
q
(10.8.20)

Summarizing our results, we obtain

 1Let  2 C with  Re./ > 0, n 2 N0 . For all points x 2 R of the

q
Lemma 10.8.5.
form x D 2 k1 " C : : : C kq " , kj 2 Z, j D 1; : : : ; q, we have
1 q

 
q
n 2ijxj2 n 2 1
#n .I x; xI Z / D i e
.q/ q
 .q/
#n I x; xI Z :
q
(10.8.21)


If n C k12 C : : : C kq2 D n C 4x 2 is an odd number, then the expression

n q
./ D  2 C 4 #n.q/ .I x; xI Zq / (10.8.22)
1
satisfies the property ./ D i  . The substitution  D e provides a holomor-
phic function Q W  7! ./
Q D .e /,  2 < Im./ < 2 , such that ./
Q D i./.
Q
Therefore, we find Q .0/ D .1/ i.0/
.m/ m
Q (cf. Knopp 1971) which yields that
Q .m/ .0/ D 0 for m 2 N0 . This means Q D 0, hence,  D 0.
Lemma 10.8.6. If n C 4x 2 is an odd number, where the point x 2 Rq is of the form
x D 12 .k1 "1 C : : : C kq "q /, kj 2 Z, j D 1; : : : ; q, then

#n.q/ .I x; xI Zq / D 0 (10.8.23)

460 10 Lattice Functions in Rq

independently of the choice of the spherical harmonic Yn .qI / 2 Harmn .Sq1 / of

degree n and dimension q.
An immediate consequence is the following remarkable result.
Theorem 10.8.7. Let n C 4x 2 be an odd number, where the point x 2 Rq is of the
form x D 12 .k1 "1 C : : : C kq "q /, kj 2 Z, j D 1; : : : ; q. If l 2 N is given in such a
way that there exist elements g 2 Zq with jg  xj2 D 4l , then

X  
gx
Yn qI e2igx D 0 (10.8.24)
jg  xj
jgxj2 D 4l
g2Zq

independently of the choice of the spherical harmonic Yn .qI / 2 Harmn .Sq1 / of

degree n and dimension q.
Remark 10.8.8 (Classical Theta Functions). The classical Theta functions can eas-
ily be expressed in terms of the Theta function (Definition 10.8.1). More concretely,
for Im./
0,
X 2 .1/    
#0 .s; / D ei n ei n.2sC1/ D #0 iI 0; s C 12 "1 I Z ; (10.8.25)
n2Z
X 1 2 1 X 1 2 1
#1 .s; / D i .1/n ei .n 2 / ei.2n1/s D ei .sC 2 / ei .n 2 / e2i n.sC 2 /
n2Z n2Z

is .1/    
D ie #0 iI 12 "1 ; s
C " IZ ; 1
2
1
(10.8.26)
X 1 2 X 1 2
#2 .s; / D ei .nC 2 / ei.2nC1/s D eis ei .nC 2 / e2i ns
n2Z n2Z
.1/  
D eis #0 iI  12 "1 ; s"1 I Z ; (10.8.27)
X .1/  
i n2
#3 .s; / D e e2i ns D #0 iI 0; s"1 I Z : (10.8.28)
n2Z

For more details the reader is referred to, e.g., Magnus et al. (1966) and the cited
literature therein.

10.9 Exercises (Algebraic, Periodic, and Spherical Splines,

Lattice Point Sums, Lattice Point Distributions)

As we pointed out in our introduction (see Chap. 1), every phenomenon, e.g., in
Earths sciences, can be virtually described in terms of differential or integral
equations based on the laws of physics, relating various quantities of relevance
10.9 Exercises 461

and interest. While the derivation of the governing equations is usually not
unduly difficult, their solution by analytical methods is a formidable task. In such
cases, approximate methods provide alternative means of finding solutions. Among
these the spline method plays an important role in modern numerics. Indeed,
whenever problems of interpolation, smoothing, or best approximation of discrete
data information occur, splines that are adapted to the specific features of the
problem are applicable. The reason is both physically and numerically motivated.
Splines provide approximation under variational constraints to suppress artificial
oscillations between the discrete data points. In consequence, the spline method
is endowed with two basic features which make it appealing for computation.
First, the operator which is involved in the differential and/or integral equation
(i.e., pseudodifferential equation) under consideration, is reflected by the use of
an associated Green functions at the finite number of preselected nodes. Second,
smooth approximation is derived by minimizing a (linearized) curvature norm
such that the oscillation energy is minimal.
In the following, we discuss the spline method starting from the classical
one-dimensional algebraic and periodic cases and going over to the multi-variate
spherical as well as periodic cases. It turns out that the constituting ingredients
(differential operator, associated Green function) and construction principles (inter-
polation, smoothing, best approximation) can be handled analogously in all cases.

Algebraically Polynomial Splines

Definition 10.9.1. By k we denote the space of polynomials of degree lower than

k
or equal to k in one variable (see Definition 3.0.8) and by xC the truncated power
function
(
xk ; x > 0;
k
xC D (10.9.1)
0 ; x  0:

Now, let x1 ; x2 ; : : : ; xn be points in R. We say a scalar function S of class C.k1/ .R/

is a spline of degree k with knots x1 ; : : : ; xn if there exist constants c1 ; : : : ; cn 2 R
and a polynomial P 2 k such that

X
n
S.x/ D P .x/ C cj .x  xj /kC ; x 2 R: (10.9.2)
j D1

The set containing all splines of degree k with knots x1 ; : : : ; xn is denoted by

Sk .x1 ; : : : ; xn /.
462 10 Lattice Functions in Rq

Definition 10.9.2. Let x1 ; x2 ; : : : ; xn 2 R and k

1. A spline S of degree 2k  1
with knots x1 ; : : : ; xn is called a natural spline if

X
n
S.x/ D P .x/ C cj .x  xj /2k1
C ; x2R (10.9.3)
j D1

for a polynomial P 2 k1 and constants c1 ; : : : ; cn 2 R with

X
n
cj xj` D 0; ` D 0; : : : ; k  1: (10.9.4)
j D1

By Spline2k1 .x1 ; : : : ; xn / we denote the set of all natural splines of degree 2k  1

with knots x1 ; : : : ; xn .
Exercise 10.9.3 (Spline Integration Formula). Assume that

a  x1 < x2 < : : : < xn  b: (10.9.5)

Let S 2 S2k1 .x1 ; : : : ; xn / be a spline of degree 2k  1. Show that if a function

F W a; b ! R has the properties
(i) F 2 C.k1/ .a; b/ and F .k/ is continuous on each interval .a; x1 /, .xn ; b/ and
.xj ; xj C1 /, j D 1; : : : ; n  1,
(ii) F .k`1/ .x/S .kC`/ .x/ D 0, ` D 0; : : : ; k  2, where x D a or x D b,
(iii) (using the notation G.x/ D lim G.x h/ for the one-sided limits of a
h!0C
function G)
F .a/S .2k1/ .a/ D F .b/S .2k1/ .bC/ D 0; (10.9.6)
then the following spline integration formula holds true:
Z b X
n
F .k/
.x/S .k/
.x/ dx D .1/ .2k  1/
k
cj F .xj /: (10.9.7)
a j D1

Exercise 10.9.4 (Spline Integration Formula). Suppose that (10.9.5) is given.

Prove that if F 2 C.k1/ .a; b/ and F .k/ is continuous on each interval .a; x1 /,
.xn ; b/ and .xj ; xj C1 /, j D 1; : : : ; n  1, then we find the following spline
integration formula for every natural spline S 2 Spline2k1 .x1 ; : : : ; xn / of degree
2k  1:
Z b X
n
F .k/ .x/S .k/ .x/ dx D .1/k .2k  1/ cj F .xj /: (10.9.8)
a j D1

Exercise 10.9.5 (Uniqueness of Spline Interpolation). Assume that the abscissas

x1 < x2 < : : : < xn as well as y1 ; : : : ; yn 2 R and 1  k  n are given. Show
10.9 Exercises 463

that there exists a uniquely determined natural spline S 2 Spline2k1 .x1 ; : : : ; xn /

interpolating .x1 ; y1 /; : : : ; .xn ; yn /, i.e.,

S.xj / D yj ; j D 1; : : : ; n: (10.9.9)

Exercise 10.9.6 (Smoothest Interpolation Problem). Assume that (10.9.5) is

given. Let there be known y1 ; : : : ; yn 2 R for 1  k  n. Show the following
assertions:
.k/ .k/
(a) Let F1 ; F2 2 C.k1/ .a; b/ with F1 ; F2 piecewise continuous and
Z b
.k/ .k/
F1 .x/F2 .x/ dx D 0; (10.9.10)
a

then we have, for F D F1 C F2 ;

.k/
kF1 k2L2 .a;b/  kF .k/ k2L2 .a;b/ : (10.9.11)

If we further assume that F2 vanishes in k or more distinct points of a; b, then

equality holds in (10.9.11) if and only if F D F1 .
(b) Let S 2 Spline2k1 .x1 ; : : : ; xn / be the unique natural spline interpolating the
points .x1 ; y1 /; : : : ; .xn ; yn /. Furthermore, let F 2 C.k1/ .a; b/ be any other
function with F .k/ continuous on each interval .a; x1 /, .xn ; b/, and .xj ; xj C1 /
for j D 1; : : : ; n  1, that is also interpolating .x1 ; y1 /; : : : ; .xn ; yn /. Then, we
have
kS .k/ k2L2 .a;b/  kF .k/ k2L2 .a;b/ : (10.9.12)

Note that a transition to the Sobolev space structure of H .2/ .a; b/ can be
avoided in Exercises 10.9.310.9.6.
Exercise 10.9.7 (Spline Exact Integration). Assume that (10.9.5), m D k  1,
and 1  k  n are given. Let
Z b
I.F / D F .x/ dx (10.9.13)
a

for F 2 C.m/ .a; b/. Prove the following assertions:

(a) There exists a unique sum Q of the form
X
n
Q.F / D bj F .xj / (10.9.14)
j D1

satisfying
I.F / D Q.F / (10.9.15)
for all F 2 Spline2k1 .x1 ; : : : ; xn /.
464 10 Lattice Functions in Rq

(b) For a given F 2 C.m/ .a; b/ let SF 2 Spline2k1 .x1 ; : : : ; xn / denote the unique
natural spline interpolating the points .x1 ; F .x1 //; : : : ; .xn ; F .xn //. Then, there
exists a uniquely defined Q of the form (10.9.14) with the property

Q.F / D I.SF / (10.9.16)

for every F 2 C.m/ .a; b/.

(c) There is a Q of form (10.9.14) uniquely determined by the conditions that

Q.F / D I.F / (10.9.17)

for every F 2 k1 and that there exists a T 2 k1 such that

R .x  xj /2k1
C D T .xj /; j D 1; : : : ; n; (10.9.18)

where R D I  Q.
Hint: Show (c) first and then use it to show the existence of Q in the cases (a) and
(b).
Exercise 10.9.8 (Peanos Theorem). Let F 2 C.mC1/ .a; b/ and let L be a linear
functional of the form
Z bX
m X
m X
jk
L .F / D ak .x/F .k/ .x/ dx C bi;k F .xi;k / (10.9.19)
a kD0 kD0 i D1

with the property that L P D 0 for all P 2 m . Prove that

Z b
L .F / D K.t/F .mC1/ .t/ dt; (10.9.20)
a

where
1

Lx .x  t/m
K.t/ D C : (10.9.21)
m
The function K given by (10.9.21) is called the Peano kernel of the functional L .
Exercise 10.9.9 (Schonbergs Theorem). Prove the following theorem which is
known as Schonbergs Theorem:
Assume that a  x1 < x2 < : : : < xn  b. Let I be of the form (10.9.13) with
m D k  1 < n. Let Q0 be any approximation of I of the form (10.9.14) exact for
degree k  1, and let Q be the unique approximation from Exercise 10.9.7. If K is
the Peano kernel of I  Q and K 0 the Peano kernel of I  Q0 , we get
Z b Z b
jK.t/j2 dt  jK 0 .t/j2 dt (10.9.22)
a a

with equality only if Q0 D Q.

10.9 Exercises 465

Exercise 10.9.10. Suppose that a D x1 < x2 < : : : < xn D b are equidistant

knots with  D x2  x1 and F1 ; : : : ; Fn 2 R. Furthermore, let S be a spline of class
S3 .x1 ; : : : ; xn / (observe that S 2 C.2/ .R/) with

S.xj / D Fj ; j D 1; : : : ; n; (10.9.23)
S .2/ .a/ D S .2/ .b/ D 0; (10.9.24)

and let mj D S .2/ .xj /, j D 1; : : : ; n. Show that S possesses the representation

.xj C1  x/3 mj C .x  xj /3 mj C1 .xj C1  x/Fj C .x  xj /Fj C1

S.x/ D C
6 
1  
  .xj C1  x/mj C .x  xj /mj C1 (10.9.25)
6

for x 2 .xj ; xj C1 /, and that the mj are given by

m1 D mn D 0; (10.9.26)
2 32 3 2 3
4 1 0 m2 F1  2F2 C F3
61 4 1 7 6 m3 7 6 F2  2F3 C F4 7
6 76 7 6 7
6 :: :: :: 7 6 :: 7 6 6 :: 7
6 : : : 76 : 7 D 6 : 7: (10.9.27)
6 76 7 2
 6 6 7
6 :: :: 76 : 7 :: 7
4 : : 15 4 :
: 5 4 : 5
0 1 4 mn1 Fn2  2Fn1 C Fn

Remark 10.9.11. The case k D 2 is of particular significance. The integral

Zb
jF 00 .x/j dx (10.9.28)
a

may be physically interpreted (at least in linearized sense) as the potential energy
of a statically deflected thin beam which is indeed proportional to the integral taken
over the square of the (linearized) curvature of the elastics of the beam.
For more details the reader is referred to, e.g., Greville (1969).

Periodic Polynomial Splines

Definition 10.9.12. Suppose that XN D fx1 ; : : : ; xN g  F is a set of mutually

distinct points. Then, we denote any function S of the form

X
N
S.x/ D C C aj G. I x  xj /; x2R (10.9.29)
j D1
466 10 Lattice Functions in Rq

with
X
N
aj D 0 (10.9.30)
j D1

as Z-periodic spline function (of order 0) relative to the point set XN .

Exercise 10.9.13 (Spline Integration Formula). Suppose that F is of class
.2/
HZ .R/ as introduced in Definition 9.8.12. Use the Euler summation formula
(Theorem 9.4.1) to show that

X
N Z
aj F .xj / D S.x/F .x/ dx: (10.9.31)
j D1 F

Exercise 10.9.14 (Uniqueness of Spline Interpolation). Given .xj ; yj / 2 XN R.

Then, there exists a unique SN of the form (10.9.29) which fulfills (10.9.30) and the
interpolation property by

SN .xj / D yj ; j D 1; : : : ; N: (10.9.32)

Exercise 10.9.15 (Smoothest Interpolation Problem). Let the pointset .xj ; yj / 2

XN R; j D 1; : : : ; N , be given. Show that
Z Z
2
jSN .x/j dx  jF .x/j2 dx (10.9.33)
F F

.2/
holds true for all F 2 HZ .R/ satisfying the interpolation conditions

F .xj / D yj ; j D 1; : : : ; N; (10.9.34)

with equality in (10.9.33) if and only if F D SN .

Exercise 10.9.16 (Smoothing). Let be a positive constant and 1 ; : : : ; N > 0
positive coefficients. Prove that there exists a uniquely determined spline of the
form (10.9.29) such that

N 
X  Z N 
X  Z
S.xj /  yj 2 F .xj /  yj 2
C .S.x//2 dx  C .F .x//2 dx
j D1
j F j D1
j F
(10.9.35)
.2/
holds for all F 2 HZ .R/ with equality in (10.9.35) if and only if F D S . Show
that S satisfies the linear equations

S.xj / C j2 aj D yj ; j D 1; : : : ; N (10.9.36)
10.9 Exercises 467

with .xj ; yj / 2 XN R, j D 1; : : : ; N , being the point set that represents the data
under consideration.
Remark 10.9.17. The set 1 ; : : : ; N are given positive weights, which should be
adapted to the standard derivation of the measurements y1 ; : : : ; yN and is a
constant chosen by the user to control the smoothness of S .
Exercise 10.9.18 (Peanos Theorem). Prove the following theorem which is
known as Peanos theorem:
.2/
Let L be a bounded functional on HZ .R/, e.g., of one of the types

L .F / DF .x/; x 2 F; (10.9.37)
0
L .F / DF .x/; x 2 F; (10.9.38)

.2/ R
for F 2 HZ .R/ which fulfills F F .x/ dx D 0. Then,
Z
L .F / D K.y/F .y/ dy (10.9.39)
F

.2/
holds for all F 2 HZ .R/, where the Peano kernel K is given by

K.y/ D Lx G.I x  y/: (10.9.40)

Note that Lx means that the linear functional L is applied to the variable x.
Exercise 10.9.19 (Approximation of Linear Functionals). Let L be a bounded
.2/
linear functional on HZ .R/. Then,
0
X X
N

N

L .F /  @
aj F .xj /  Lx Ly G. I x  y/  2
2
Lx G.2 I x  xj /

j D1 j D1

1 12
X
N X
N Z  12
C aj ak G.2 I xj ; xk /A jF .x/j2 dx
j D1 kD1 F

(10.9.41)
holds for all selections of coefficients a1 ; : : : ; aN satisfying (10.9.30).

Spherical Spline Interpolation

One-dimensional periodic splines show an extensive study in the literature (see, e.g.,
Schoenberg 1964; Schumaker 1981 and the references therein). In the form as they
are developed here from the Euler summation formula, canonical generalizations
468 10 Lattice Functions in Rq

to the q-dimensional spherical as well as periodic cases become accessible. More

concretely, our exercises on q-dimensional spherical splines are concerned with
iterated Beltrami operators and an approximation order 0, while the q-dimensional
periodic spline theory is based on the iterated Laplace operator and on arbitrary
lattices. Clearly, more general (pseudo-)differential operators may be included (see
Freeden 1981, 1984; Freeden and Hermann 1986; Freeden et al. 1997, 1998 for the
spherical theory and Freeden 1988; Freeden and Reuter 1981 for the periodic case).
Exercise 10.9.20. Let 1 ; : : : ; N 2 Sq1 be given nodes. Derive from the integral
formula for the iterated Beltrami operator . /m (see Theorem 6.3.6) the spline
integration formula
Z X
N
. /m S./. /m F ./ dS./ D aj F .j / (10.9.42)
Sq1 j D1

q1
for all F 2 C.2m/ .Sq1 /, m
4 , and all coefficients a1 ; : : : ; aN 2 R with

X
N
aj D 0; (10.9.43)
j D1

where the spherical spline S with respect to . /m of order 0 is given by

X
N
 
S./ D C0;1 Y0;1 .qI / C aj G . /m I ; j ;  2 Sq1 : (10.9.44)
j D1

Exercise 10.9.21. Show for all splines S of the form (10.9.44) that
Z X
N
. /m S./. /m S./ dS./ D aj S.j / (10.9.45)
Sq1 j D1

holds true for all coefficients a1 ; : : : ; aN 2 R satisfying (10.9.43).

Exercise 10.9.22. Let 1 ; : : : ; N 2 R be given. Show that there exists one and
only one function S of type (10.9.44) satisfying S.j / D j , j D 1; : : : ; N .
We denote this interpolating spline by SN .
q1
Exercise 10.9.23. Verify that, for all F 2 C.2m/ .Sq1 /, m > 4 , with F .j / D
j , j D 1; : : : ; N ,
Z Z
  m
2   m 2
. / F ./ dS./ D . / SN ./ dS./ (10.9.46)
Sq1 Sq1
Z
 2
C . /m SN ./  . /m F ./ dS./:
Sq1

In analogy to Definition 9.8.12 we introduce Sobolev spaces on the sphere.

10.9 Exercises 469

q1
Definition 10.9.24. The Sobolev-space H .2m/ .Sq1 /, m > 4
, is defined by

H .2m/ .Sq1 / D (10.9.47)

n okkL2 .Sq1 /
F 2 C.1/ .Sq1 / W kF k2L2 .Sq1 / C k. /m F ./k2L2 .Sq1 / < 1 :

Exercise 10.9.25. Show that spherical spline interpolation is well-posed in the

sense that SN exists in H .2m/ .Sq1 /, is unique, and obeys
Z Z
.. /m SN .// dS./ D min .. /m F .//2 dS./; (10.9.48)
Sq1 F 2Y Sq1

where Y  H .2m/ .Sq1 / consists of all functions F 2 H .2m/ .Sq1 / satisfying

F .j / D j , j D 1; : : : ; N .
Exercise 10.9.26. Let L be a bounded linear functional on H .2m/ .Sq1 /. Suppose
that N is given by
XN
N .F / D aj F .j / (10.9.49)
j D1

for F 2 H .2m/
.S /. q1

Prove the following assertions:

(a) There exists a unique functional N of the type (10.9.49) satisfying
(i) L Y0;1 .qI / D N Y0;1 .qI /,
(ii) L G.. /2m I ; k / D N G.. /2m I k /, k D 1; : : : ; N ,
where Y0;1 .qI / is the member of the orthonormal basis of spherical harmonics
that has degree 0.
(b) Let F 2 H .2m/ .Sq1 / be given. Suppose that SF denotes the unique spline
function of type (10.9.44) satisfying F .j / D SF .j /, j D 1; : : : ; N . Then, N
of the form (10.9.49) is also uniquely determined by the property that N .F / D
L .SF / for every F 2 H .2m/ .Sq1 /, where L is again a linear functional of
any one of the types in Exercise 10.9.18.
(c) N is uniquely determined by the requirement that L .S / D N .S /, whenever
S is of the form (10.9.44).
Remark 10.9.27. For m D 1 and q D 3,Rthe function G.. /2m I ; / is explicitly
known (see Remark 4.6.6). In this case S2 j F ./j2 dS./ may be physically
interpreted (in a linearized sense) as the bending energy of a (thin) membrane
spanned wholly over S2 . F denotes the deflection normal to the rest position
supposed, of course, to be spherical.
Remark 10.9.28. More details can be found in Freeden (1981, 1984), Freeden and
Hermann (1986), and Freeden et al. (1997, 1998).
470 10 Lattice Functions in Rq

Multi-periodic Monosplines

Exercise 10.9.29. Prove the following assertion:

Let  be an arbitrary lattice in Rq . Let G  Rq be a regular region. Suppose that F
is a member of class C.2m/ .G /, m 2 N. Then, for every x 2 F ,
X0 Z Z
1
F .g C x/ D F .y/ dV.q/ .y/ C G.m I x  y/m F .y/ dV.q/ .y/
kF k G G
gCx2G
g2 Z
C F .y/; G.m I x  y/ dS.q1/ .y/; (10.9.50)
@G

where
Z XZ
m1  
@ m.rC1/
F .y/; H.y/ dS.q1/ .y/ D  H.y/ .r F .y// dS.q1/ .y/
@G @
rD0 @G

XZ
m1   @ 
 m.rC1/ H.y/ r F .y/ dS.q1/ .y/
@
rD0 @G
(10.9.51)
P0
and is defined in (10.4.4).
Exercise 10.9.30. Show that

1 X h .x/ m
G.m I x/ D .m; h2
/  (10.9.52)
.4 2 /m .m/ jhj2m m
h2nf0g
!
X . 3  m; jg  xj2 /
2m 32
C 2
;
g2
jg  xj2m3

where  D Z3 , m > 1, and .x/ D .v; x/ C .v; x/ with the incomplete Gamma
functions of Definition 2.5.1.
Remark 10.9.31. The sum (10.9.52) in this form holds for x 2 F n f0g. For the
case x D 0, the second sum on the right-hand side should be taken over all g 2 Z3
with g 0 and the term  m .m  32 / should be added (see Nijboer and de Wette
1957).
Exercise 10.9.32. Show by use of Exercise 10.9.29 that the following result holds
true:
For given W 2 C.0/ .G /, given XN D fx1 ; : : : ; xN g  F and weights a1 ; : : : ; aN ,
let K designate a monospline of the form
10.9 Exercises 471

K.x/ D V .x/ C S.x/ (10.9.53)

with

X
N
S.x/ D C0 0 .x/ C aj G.2m I x  xj /; C0 D const; (10.9.54)
j D1

where V 2 C.2m/ .G / satisfies

m V D W (10.9.55)
in G . Then, for each F 2 C.2m/ .G /,

X
N X0 Z X
N Z
1
aj F .g C xj / D W .y/F .y/ dV.q/ .y/ C aj F .y/ dV.q/ .y/
j D1 G kF k j D1 G
gCxj 2G
g2 Z Z
C F .y/; K.y/ dS.q1/ .y/ C K.y/m F .y/ dV.q/ .y/;
@G G
(10.9.56)
R
where @G F .y/; K.y/ dS.q1/ .y/ is defined by (10.9.51) and the remainder term
Z
R.F / D K.y/m F .y/ dV.q/ .y/ (10.9.57)
G

vanishes for all functions F with m F D 0 in G .

Exercise 10.9.33. Show that the following remainder estimates for R.F / with F
of class C.2m/ .G / and K as in Exercise 10.9.32 are valid:
(a) For m
b q2 c C 1;
Z
jR.F /j  sup j F .x/j m
jK.y/j dV.q/ .y/: (10.9.58)
x2G G

(b) For m
12 .b q2 c C 1/;

Z  12 Z  12
jR.F /j  j F .y/j dV.q/ .y/
m 2
jK.y/j dV.q/ .y/
2
: (10.9.59)
G G

Exercise 10.9.34 (Optimal Rules for Monosplines). For m

12 .b q2 c C 1/, let
for given XN D fx1 ; : : : ; xN g  F the function  .a1 ; : : : ; aN / depending on the
weights a1 ; : : : ; aN be defined by
Z  12
 .a1 ; : : : ; aN / D jK.y/j dV.q/ .y/
2
; (10.9.60)
F
472 10 Lattice Functions in Rq

where K, V are defined as in (10.9.53) and (10.9.54) of Exercise 10.9.32, but V is

.2m/
now of class C .Rq /, i.e., a -periodic function.
Show the following assertions:
.2m/
(a) For all F 2 C .Rq /; it holds (see (10.9.51) for the definition of this
expression) that Z
F .y/; K.y/ dS.q1/ .y/ D 0: (10.9.61)
@F

(b) For fixed xj , j D 1; : : : ; N , let  .a1 ; : : : ; aN / be given by

 X
N 

 .a1 ; : : : ; a N / D min  .a1 ; : : : ; aN / W aj 2 R; aj D 0 : (10.9.62)
j D1

Formulate the linear system determining
R the coefficients aj , j D 1; : : : ; N of
the optimal cubature rule for F W .y/F .y/ dV .y/, i.e.,

X
N X0 Z
aj F .g C xj / D W .y/F .y/ dV.q/ .y/ C R.F / (10.9.63)
j D1 G
gCxj 2G
g2

where the remainder term R.F / given by (10.9.57) is minimized.

.2m/
Remark 10.9.35. Note that the transition to the Sobolev space H .Rq / is
.s/
obvious (cf. Definition 9.8.12), where H .Rq / is understood as the closure of
.1/
C .Rq / with respect to the norm
0 1 12
X
kF kH .s/ .Rq / D @jF ^ .0/j2 C jF ^ .h/j2 .4 2 h2 / A ;
s
2 (10.9.64)

h2nf0g

i.e.,
kk .s/
.s/ .1/ H .Rq /
H .Rq / D C .Rq / : (10.9.65)
For more details see Freeden (1981, 1982, 1988) and Freeden and Fleck (1987).

Lattice Points and Lattice Balls Inside Balls

The branch of analytic theory of numbers concerned with lattice point summation
has a long history which reaches back to Euler (1736a,b) and Gau (1801, 1826).
Enlightening accounts of the development on asymptotic expansions of lattice points
in balls are due to Erdos et al. (1989), Hardy (1915), Hardy and Landau (1924),
Kratzel (1988), Landau (1915, 1927, 1962), and Walfisz (1960) to mention just
a few. While exact asymptotic relations on lattice points in balls are known for
10.9 Exercises 473

dimensions q
4, the cases q D 2 and q D 3 are still a challenge for future work.
The reason is the alternating character of lattice point sums caused by the occurring
Bessel functions such that these sums cannot be handled in the same way as, e.g.,
by the Leibniz criterion known from one-dimensional analysis. Survey publications
concerning the lattice point theory in dimensions q
2 are, e.g., the contributions
by Freeden (2011) and Fricker (1975, 1982).
Exercise 10.9.36. Show that
Z
J1 .qI 2jwjR/ q
e2iwz dV .z/ D kSq1 k R (10.9.66)
q
BR .0/ 2jwjR

holds for all R > 0 and all w 2 Rq .

Exercise 10.9.37. Use the Euler summation formula (Theorem 10.4.1) to verify the
lattice point identity

X0 q Z
kBN k @
1D C G.I x/ dS.x/: (10.9.67)
q
kF k q1
SN @
g2BN \

Exercise 10.9.38. For  2 .0; infx2@F jxj/, let G .I / be defined by

Z
1
G .I x/ D q G.I x  y/ dV .y/; x 2 Rq n : (10.9.68)
kB k q
B

Prove that  q 
1 kB k
x G .I x/ D q Bq C .x/  ; (10.9.69)
B  kF k
where 8 S
<1 ; x2
q
B .g/;
Bq C .x/ D g2 (10.9.70)
 :
0 ; otherwise.
Exercise 10.9.39. Show that
Z q Z
1 kBN k @
q Bq C .x/ dV .x/ D C q1 G .I x/ dS.x/: (10.9.71)
kB k BNq  kF k SN @

Exercise 10.9.40. Use the identity from Exercise 10.9.36 to derive

Z
1
q Bq C .x/ dV .x/ (10.9.72)
kB k q
BN 

q
kBN k kSq1 k2 N q1  q1 X J1 .qI 2N jhj/Jq .qI 2jhj/
D C q :
kF k kB k kF k 4 2 h2
h2nf0g
474 10 Lattice Functions in Rq

Exercise 10.9.41. Apply the asymptotic expansion of the Bessel function J1 .qI /
(see Lemma 8.3.4) to guarantee
Z
1 1  q=2
q Bq C .x/ dV .x/ D N q C O.N q1 /: (10.9.73)
B q
BN  kF k . q2 C 1/

Remark 10.9.42. Note that the analytic theory of numbers (cf. Freeden 2011;
Fricker 1975, 1982) tells us that
8

1

O.N 2 C"2 / ; q D 2;

<O.N 1C"3 / ;
X 1 2
q
q D 3;
1D N q
C (10.9.74)
kF k . q2 C 1/
O.N 2C"4 / ; q D 4;
q
g2B \
:
O.N q2 / ; q
5;

where "q , q D 2; 3; 4, is a certain positive number dependent on the dimension q.

Lattice Points Inside Circles

At the beginning of the last century, Hardy (1915) and Hardy and Landau (1924)
developed a remarkable representation of the number of lattice points of Z2 in circles
around the origin with radius R > 0 in form of an alternating series in terms of
Bessel functions of dimension q D 2, namely
X0 X J1 .2I 2jhjR/
1 D lim R : (10.9.75)
N !1 jhj
g2B2R \Z2 h2B2N \Z2

Note that
X0 X 1 X
1 D 1 C 1 (10.9.76)
2
g2B2R \Z2 g2B2R \Z2 g2@B2R \Z2

as elaborated in Theorem 10.4.1 (also see (6.2.33) for the definition of the solid
angle in Rq ).
Remark 10.9.43. For the one-dimensional lattice Z the reader is referred to (9.6.10).
In the following, our exercises provide a proof of the HardyLandau identity,
however, by use of the two-dimensional Euler summation formula with respect to
Helmholtz operator  C 4 2 R2 and for arbitrary lattices .
Definition 10.9.44. The function G. C I  / W R2 n  ! R, 2 R fixed, is
called -lattice function for the Helmholtz operator  C in R2 if it satisfies the
following properties:
10.9 Exercises 475

(i) (Periodicity) For all x 2 R2 n  and g 2 ,

G. C I x C g/ D G. C I x/: (10.9.77)

(ii) (Differential equation) G. C I  / is twice continuously differentiable for all

x . For Spect ./;

. C /G. C I x/ D 0: (10.9.78)

For 2 Spect ./;

1 X
. C /G. C I x/ D  p h .x/: (10.9.79)
kF k 4 2 h2
h21

(iii) (Characteristic singularity) The function

1
x 7! G. C I x/  ln jxj (10.9.80)
2
is continuously differentiable for all x 2 F .
(iv) (Normalization) For all h 2 1 with 4 2 h2 D ;
Z
G. C I x/h .x/ dV.2/ .x/ D 0: (10.9.81)
F

Exercise 10.9.45. Prove by virtue of the second Green theorem (Theorem 6.2.2)
that for h 2 1 with 4 2 h2 D ;
Z
1 1
G. C I x/h .x/ dV.2/ .x/ D : (10.9.82)
F kF k  4 2 h2

Show also that G. C I  / is uniquely defined by the four constituting properties
of Definition 10.9.44.
Hint: Observe that the formal Fourier series of G. C I  / is

1 X h
p : (10.9.83)
kF k 4 2 h2  4 2 h2
h21

Exercise 10.9.46. Prove the two-dimensional Euler summation formula for the
Helmholtz operator  C , 2 R, and a regular region G  R2 :
476 10 Lattice Functions in Rq

X0 X Z
1
F .g/ D p F .x/h .x/ dV.2/ .x/ (10.9.84)
kF k G
g2G \ 4 2 h2 D
h21
Z
C G. C I x/. C /F .x/ dV.2/ .x/
G
Z     
@ @F
C F .x/ G. C I x/  G. C I x/ .x/ dS.1/ .x/;
@G @ @

where, by convention, the sum

X Z
F .x/h .x/ dV.2/ .x/ (10.9.85)
G
4 2 h2 D
h21

is understood to be zero if there exists no lattice point h 2 1 which fulfills

4 2 h2 D .
Exercise 10.9.47. Verify that

J1 .2I 2jxjR/ J1 .2I 2jxjR/ J2 .2I 2jxjR/

x C 4 2 R2 D 4R (10.9.86)
jxj jxj jxj2

holds for all x 2 R2 .

Exercise 10.9.48. Apply the asymptotic expansion of Bessel functions (see Lemma
8.3.4) to guarantee
 
J1 .2I 2jxjR/ 1
DO ; jxj ! 1; (10.9.87)
jxj jxj3=2
 
J1 .2I 2jxjR/ 1
rx DO ; jxj ! 1; (10.9.88)
jxj jxj3=2
 

. C 4 2 R2 / J1 .2I 2jxjR/ D O 1
; jxj ! 1: (10.9.89)
jxj jxj5=2

Exercise 10.9.49. Use the Euler summation formula of Exercise 10.9.46 for the
value D 4 2 R2 and the asymptotic expansions (10.9.87)(10.9.89) of
Exercise 10.9.48 to establish the limit relation
 X X Z N 
J1 .2I 2jgjR/ 2
lim  J1 .2I 2 rR/J0 .2I 2jhjr/ dr
N !1 jgj kF k 0
g2B2N \ h2S1R \1
Z 1 Z
J2 .2I 2 rR/
D 4R G. C 4 2 R2 I x/ dS.1/ .x/ dr: (10.9.90)
0 r2 S1r
10.9 Exercises 477

Exercise 10.9.50. Show that

Z 1 Z
J2 .2I 2 rR/
4R G. C 4 2 R2 I x/ dS.1/ .x/ dr (10.9.91)
0 r2 S1r
X Z 1
2 4R J2 .2I 2 rR/
D J0 .2I 2jhjR/ dr
kF k 1 1
4 2 R 2  4 2 h2
0 r
h2 nSR

X Z 1
2
D J1 .2I 2 rR/J0 .2I 2jhjr/ dr: (10.9.92)
kF k 0
h21 nS1R

Exercise 10.9.51. Use Exercise 7.4.2 on discontinuous integrals involving Bessel

functions of dimension q D 2 to verify the limit

X J1 .2I 2jgjR/ 1 X0
lim D 1: (10.9.93)
N !1 jgj kF kR
g2B2N \ h2B2R \1

Remark 10.9.52. Replacing   R2 by its inverse lattice 1  R2 we finally

obtain the HardyLandau identity for an arbitrary lattice   R2 , i.e.,
X0 R X J1 .2I 2jhjR/
1 D lim : (10.9.94)
N !1 kF k jhj
g2B2R \ h2B2N \1

Exercise 10.9.53. Show that, for all R > 0 and all lattices   R2 ;

X0 R2 R X J1 .2I 2jhjR/

1D C lim : (10.9.95)
kF k N !1 kF k jhj
g2B2R \ h2B2N nf0g\1

Exercise 10.9.54. Show that, for R ! 1,

R X J1 .2I 2jhjR/
lim (10.9.96)
N !1 kF k jhj
h2B2N nf0g\1
p  
R X cos 2jhjR  34 
D lim C O.R1=2 /:
N !1 kF k jhj3=2
h2B2N nf0g\1

Hint: Use the asymptotic relations for Bessel functions of dimension q D 2.

478 10 Lattice Functions in Rq

Non-uniform Distribution of Lattice Points in R2

Besides the HardyLandau series (10.9.94), sums of the form

X J .2I 2jhjR/
(10.9.97)
jhj
h2B2N \Z2

with R > 0,  2 . 12 ; 1/, have attracted attention in geometric number theory (cf.
Dressler 1972; Muller and Dressler 1972). In what follows we discuss the alternating
series (10.9.97) in more detail based on the results for the two-dimensional Bessel
functions (see Exercises 7.4.17.4.3).
Exercise 10.9.55. Prove that, for N ! 1,
X J .2I 2jhjR/ X Z N
D 2 J .2I 2 rR/J0 .2I 2jhjr/ r C1 dr
jhj 1 0
h2B2N \Z2 g2SR \Z
2

X   2 1
 1
C C2
1  jgj
R C o.1/:
2R ./
g2B2R \Z2
(10.9.98)

Hint: Use the Euler summation formula for  C in R2 of Exercise 10.9.46

corresponding to an appropriately given 2 R.
Exercise 10.9.56. Show that the sum on the left-hand side of (10.9.98) is conver-
gent if the radius R is chosen in such a way that jgj R for all g 2 Z2 .
Exercise 10.9.57. Show that the sum on the left-hand side of (10.9.98) is divergent
to C1 if the radius R is chosen in such a way that there exist g 2 Z2 with jgj D R.
Remark 10.9.58. Exercises 10.9.56 and 10.9.57 admit the following geometric
interpretation: For certain radii R, there must be more lattice points in circular rings,
where J .2I 2 rR/ of (10.9.98) is of positive sign, than in circular rings, where
J .2I 2 rR/ of (10.9.98) is negative. This observation is the keystone of the theory
of non-uniform radial distribution of lattice points in the plane (for more details see
Freeden 2011 and the references therein).

Epstein Zeta Function

Lattice sums arise in a variety of problems in mathematics, (geo-)physics, biology,

and chemistry. Examples are electromagnetic scattering by periodic arrays of
obstacles, seismic exploration, evaluation of the lattice energy of crystals, analysis
of thermodynamics and structural properties of electrolytes, as well as the calcula-
tion of periodic solutions of partial differential equations.
10.9 Exercises 479

Next, we consider lattice point sums which can be understood as generalizations

of the Zeta function as discussed by Epstein (1903, 1907), Freeden (2011), and
Wienkamp (1958):

X e2iag  
gy
nq .sI a; yI I / D Pn qI  jgyj
; (10.9.99)
jg  yj s
g2nfyg

where Re.s/ > q, n 2 N0 , 2 Sq1 , a; y 2 Rq , and  is an arbitrary lattice in Rq .

As particular cases, Coulombic lattice point sums occurring in physics are included
(see, e.g. Berman and Greengard 1994; Borwein et al. 1989; Ewald 1921; Nijboer
and de Wette 1957; Schmidt and Lee 1991).
Exercise 10.9.59. Formulate (in analogy to Definition 10.3.1) the defining proper-
ties (periodicity, differential equations, characteristic singularity, normalization) for
the -lattice function G.D.a/ C I / D G. C 4ia  r C I / for the operator
D.a/ C D  C 4ia  r C , 2 R, a 2 Rq fixed, in Rq . Note that we use the
abbreviations D.a/ D  C 4ia  r and D.a/ D   4ia  r here.
Exercise 10.9.60. Show that
Z
1 1
G.D.a/ C I x/h .x/ dV.q/ .x/ D p
F kF k  4 ..h C a/2  a2 /
2

  (10.9.100)
for all h 2 1 with 4 2 .h C a/2  a2 .
Exercise 10.9.61. Prove the Euler summation formula for the differential operator
D.a/ C D  C 4ia  r C , a 2 Rq , 2 R:
Let  be an arbitrary lattice in Rq . Suppose that G  Rq is a regular region. Let F
be of class C.2/ .G /. Then,
X0 1 X Z
F .g/ D p F .x/h .x/ dV.q/ .x/ (10.9.101)
kF k h2A.a; / G
g2G \
Z
C G.D.a/ C I x/.D.a/ C /F .x/ dV.q/ .x/
G
Z  
@
C F .x/ C 4ia   G.D.a/ C I x/ dS.q1/ .x/
@G @
Z
@
 G.D.a/ C I x/ F .x/ dS.q1/ .x/;
@G @

where
A.a; / D fh 2 1 W 4 2 ..h C a/2  a2 / D g: (10.9.102)
Note that D.a/ D   4ia  r is the complex conjugate of D.a/.
480 10 Lattice Functions in Rq

Definition 10.9.62. The -lattice functions of the iterated operators .D.a/ C /m ,

a 2 Rq , m 2 N, are defined by
Z
 
G ..D.a/ C /m I x/ D G .D.a/ C /m1 I y G.D.a/ C I x  y/ dV.q/ .y/;
F
(10.9.103)
for m
2 and for m D 1;

G ..D.a/ C /m I x/ D G .D.a/ C I x/ : (10.9.104)

Exercise 10.9.63. Prove that the bilinear expansion

X h .x/h .y/
G ..D.a/ C /m I x  y/ D (10.9.105)
.  4 2 ..h C a/2  a2 //m
h2nA.a; /

q
is valid for all m > 2
and x; y 2 Rq .
Exercise 10.9.64. Prove the Euler summation formula for .D.a/C /m with a 2 Rq
and m 2 N:
Let  be an arbitrary lattice in Rq . Suppose that G  Rq is regular. Let F be of
class C.2m/ .G /. Then,
X0 1 X Z
F .g/ D p F .x/h .x/ dV.q/ .x/ (10.9.106)
kF k h2A.a; / G
g2G \
Z
C G ..D.a/ C /m I x/ .D.a/ C /m F .x/ dV.q/ .x/
G

XZ
m1  
@  
C C 4ia   G .D.a/ C /kC1 I x .D.a/ C /k F .x/ dS.q1/ .x/
@G @
kD0

XZ
m1
  @
 G .D.a/ C /kC1 I x .D.a/ C /k F .x/ dS.q1/ .x/;
@G @
kD0

where A.a; / is defined by (10.9.102) in Exercise 10.9.61.

Exercise 10.9.65. Prove the following properties of the q-dimensional (Epstein)
Zeta function (see also Theorem 10.5.3):
q
(a) For n > 0, the Zeta function n .I a; yI I / as defined by (10.9.99) admits
a holomorphic continuation such that the continuation represents an entire
function in C.
(b) For n D 0 and a 1 the continuation also represents an entire function
in C.
10.9 Exercises 481

(c) For n D 0, the continuation is a meromorphic function possessing the single

pole
kSq1 k 1
: (10.9.107)
kF k s  q
q
(d) For all n 2 N0 , n .I a; yI I / satisfies the functional equation
nCps
in q . / 2iay q
nq .sI a; yI I / D  s 2 2
e n .q  sI y; aI 1 /:
kF k sCn
. 2 /
(10.9.108)
Hint: Write out the Euler summation formula for the operator .D.a/ C /m , m > q2 ,
q q q
Re.s/ > q, G D B%;N .y/ D BN .y/ n B% .y/, % sufficiently small, D 4 2 a2 , and
the function

e2iag  
xy
x 7! F .x/ D Pn qI  jxyj ; x 2 Rq n fyg: (10.9.109)
jx  yjs

Let N tend to infinity and % tend to zero as in the proof of Theorem 10.5.3.

Fast Lattice Point Summation

There are several techniques available for calculating lattice sums. The best-known
method is due to Ewald (1921) (and its extensions, e.g., due to Berman and
Greengard 1994; Borwein et al. 1989; Nijboer and de Wette 1957; Schmidt and
Lee 1991). Usually the method works by separating a lattice sum into two parts
X X X
F .g/ D F .g/.g/ C F .g/.1  .g//; (10.9.110)
g2 g2 g2

where is chosen such that the first sum on the right-hand side of (10.9.110)
converges rapidly in space domain, while the second sum decays rapidly in
Fourier domain (see Exercise 10.9.30 based on the Ewald approach following
Nijboer and de Wette 1957). The function is commonly chosen to be a variant
of the Gaussian kernel. An example is realized in (10.9.52).
Restricting our attention to the function (10.9.109) we are able to base our fast lattice
point summation technique on the Poisson summation formula and conclusions
known from the theory of the (Epstein) Zeta functions. We start with the verification
of the Poisson summation formula by virtue of the functional equation for the Theta
function of Theorem 10.8.4.
Exercise 10.9.66. Let F be given in the form (10.9.109). Prove that, for each
y 2 Rq ;
482 10 Lattice Functions in Rq

q XZ jxgj2
./ 2 e  F .x/ dV .x/ (10.9.111)
q
g2 R nB% .y/
q

Z
1 X   2 h2
D e F .x/e2ihx dV .x/
kF k 1
q
R nB% .y/
q
h2

holds true for all  > 0, % 2 .0; infx2F jxj/ and each y 2 Rq .

Exercise 10.9.67. Under the assumptions of Exercise 10.9.66 prove that

X e2iag  
gy
Pn qI  jgyj
(10.9.112)
jg  yjs
g2nfyg

q XZ jxgj2 e2iag  
D lim ./ 2 e  Pn qI  gy
jgyj dV .x/:
 !0C
g2 R nB% .y/
q q jg  yj s

In conclusion, by (10.9.112), the lattice point sum (10.9.111) can be rewritten in the
form
X e2iag  
gy
Pn qI  jgyj (10.9.113)
jg  yjs
g2nfyg
Z
1 X   2 h2 e2i.ah/x  xy

D lim e Pn qI  jxyj dV .x/:
 !0C kF k Rq nB% .y/ jx  yj
q s
1 h2

Exercise 10.9.68. Show that

X e2iag  
gy
Pn qI  jgyj (10.9.114)
jg  yjs
g2nfyg
q
in  s 2 . nsCq / X e2i.ah/y  
e 
2 h2
D lim 2
Pn qI  ah
jahj
:
 !0C kF k . nCs / ja  hjqs
2 h21

In other words, fast methods for calculating lattice sums such as Coulombic lattice
sums in dimension q become available from techniques known in the theory of
(Epstein) Zeta functions. Applications of our calculation technique in analytic
number theory can be found in Freeden (2011) (see also the references therein).
Chapter 11
Concluding Remarks

In this textbook on special functions, we have focused on theoretical structures

and methods with geomathematical background and applications such as modeling
of the gravitational or magnetic field, deformation analysis, and fluid flow in the
atmosphere. In a canonical way, we have been led to the concept of spheriodization
of the Earth so that spherical harmonics for scalar as well as for vectorial fields have
come into play. Their necessary foundation on orthogonal polynomials has been laid
in a preparatory chapter, followed by generalization to arbitrary dimensions has also
been included.
Even in the spherical simplification the image of the Earth as a potato drenched
by rainfall (which is sometimes drawn by oceanographers) is not geometrically
false. The humid layer on this potato, maybe only a fraction of a millimeter in
thickness, is made up of the oceans. The entire atmosphere that hosts weather and
climate events is only a little bit thicker. Flat bumps protruding from the humid
layer form the continents. Human life in its entirety exists in a very narrow region
of the outer layer, comprising only a few kilometers of the vertical extension of
6,371 km. However, the basically excellent comparison of the Earth with a huge
potato does not give explicit information about the essential physical ingredients of
the Earth system. Gravitation, magnetic field, deformation, wind distribution, ocean
currents, internal structures, etc. are not reflected by this image. Unfortunately, if
we want to include these physical components in a perfectly realistic non-spherical
geometry, todays modeling procedures and simulation methods confront us with a
huge complexity. This is the reason why, nowadays, formulations of theories and
models can only be realized for regularly structured geometries (cf. Freeden et al.
2010). An ellipsoidal model would be a good choice within which to observe the
flattening of the Earth (note that an excellent overview of ellipsoidal approaches can
be found, e.g., in Grafarend et al. 2010). However, physical theory and numerical
efficiency should be able to master this complexity. At the current geoscientific stage
in numerics, the authors doubt that an ellipsoidal potato is the proper choice. In
order to take advantage of the rotational invariance and the one-dimensional nature
of zonal functions, a spherical potato seems to be the better choiceat least in

W. Freeden and M. Gutting, Special Functions of Mathematical (Geo-)Physics, 483

Applied and Numerical Harmonic Analysis, DOI 10.1007/978-3-0348-0563-6 11,
Springer Basel 2013
484 11 Concluding Remarks

todays numerics. Our work is a more suitable introduction for students who can
afterwards delve into the theory of ellipsoidal special functions, while having the
spherical background at hand. As a result, the concept of spheriodization in this
book helps to understand the necessary structures and function systems that are both
physically relevant and economically computable as seen from the point of view of
todays geomathematics. Nevertheless, there is no doubt that the dramatic change in
the observational situation of geometric and physical information will require new
components of mathematical thinking, numerical implementation and data handling
such that geophysically relevant realistic potatoes can be addressed. This is a great
challenge for future work.
Furthermore, the concept of periodization has been explored leading to the
theory of lattice functions and periodic polynomials. In addition, the relationship
between the summation formulas of Euler and Poisson becomes obvious and multi-
dimensional series can be investigated in convergence acceleration.
All in all, the core of this textbook obviously consists of the theory of spherical
as well as periodic functions with regard to geoscientifically relevant applications
which are reflected in numerically oriented exercises.
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Index

Addition theorem Bernoulli numbers, 396, 415

2D homogeneous harmonic polynomials, representations, 411
315 Bernoulli polynomials, 396
2D spherical harmonics, 314, 315 of degree 1,2,3,4, 396
3D harmonic polynomials, 135, 138 recurrence relations, 395
3D homogeneous polynomials, 128 Bernstein kernel, 148, 224, 270, 318
3D spherical harmonics, 140 Bernstein summability, 148, 224,
complex-valued spherical harmonics, 142 228
homogeneous polynomials satisfying the Bessel functions, 13, 347
Navier equation, 261 2D half odd integer order, 370
qD Bessel functions, 365 2D theory, 370
qD harmonic polynomials, 307 differential equation, 349
qD homogeneous polynomials, 304, 306 generating function, 355
qD spherical harmonics, 312 Hankel functions, 352
vector spherical harmonics, 239, 240 integral representations, 357
Angular function, 289 Neumann functions, 352
Anharmonic, 184 of first kind, 350
Approximate identity, 176 of the second kind, 352
Area of the third kind, 352
2D sphere, 31 orthogonality relations, 354
3D sphere, 31 qD addition theorem, 365
qD sphere, 32 qD asymptotic behavior, 368, 375
Associated Legendre function, 142, 323 qD differential equation, 367, 369
qD generating function, 365, 369
Beltrami integral formula, 162, 164, 300 qD Hankel functions, 373
Helmholtz, 335 qD integral representation, 364
iterated, 301 qD Kelvin function, 379
iterated Helmholtz, 336 qD modified, 371
Beltrami operator, 116, 166, 289 qD modified Hankel function, 379
3D eigenspectrum, 140 qD Neumann functions, 378
Helmholtz, 331 qD recurrence relations, 367, 369
Laplace, 298, 331 qD regular, 364
qD eigenspectrum, 337 qD series representation, 366
vectorial, 236, 238 qD theory, 363
Bernoulli function, 397, 411 recurrence relations, 358
of degree 1, 403 with integer index, 355
of degree 2, 401 Beta distribution, 46

W. Freeden and M. Gutting, Special Functions of Mathematical (Geo-)Physics, 495

Applied and Numerical Harmonic Analysis, DOI 10.1007/978-3-0348-0563-6,
Springer Basel 2013
496 Index

CauchyRiemann operator, 204 Navier equation, 20, 254

ChristoffelDarboux formula Poissons ratio, 20
monic orthogonal polynomials, 64 vector spherical harmonics, 262
orthonormal polynomials, 63 Equidistribution, 171
Clenshaw algorithm, 104 Error functions, 44
modified, 105 Euler angles, 191
Clifford algebra, 202 Euler summation formula
Closure, 50 1D Laplace operator, 404, 407
3D spherical harmonics, 148, 152 1D ordinary, 404
qD periodic polynomials, 431 1D shifted, 407
qD spherical harmonics, 320 qD extended, 438
vector spherical harmonics, 230, 235 qD for the operator D.a/ C , 479
Completeness, 50 qD for the operator D.a/ C , iterated, 480
3D spherical harmonics, 153 qD Laplace operator, 8, 436, 437
qD periodic polynomials, 431 Eulers Beta function, 29
qD spherical harmonics, 321 Beta distribution, 46
vector spherical harmonics, 231, 235 incomplete, 44
Convergence theorems relation to the Gamma function, 30
1D Poisson summation formula, 418 Eulers constant, 40, 406, 407
qD Poisson summation formula, 454 Expectation value
Coordinates frequency domain, 265
polar, 114, 288 space domain, 264
Coupling integrals, 275
advection related terms, 279, 283
Coriolis related terms, 279, 282 Fast multipole method, 109, 186, 191, 196
Fourier coefficients, 48, 147, 228, 432
Bessels equality, 49
Differential equation Bessels inequality, 49
Bessel, 349 Functional equation
Legendre, 93 1D Riemann Zeta function, 414
of the Helmholtz operator, 12, 348, 363, 1D Theta function, 419, 420
385 qD Theta function, 458
of the LaplaceBeltrami operator, 165 qD Zeta function, 442
Poisson, 2, 90, 296, 333, 435 Fundamental cell
qD Bessel, 367 1D lattice, 398
qD Legendre, 309, 337 qD inverse lattice, 429
Dirac operator, 204 qD lattice, 428
Dirichlet problem, 327 Fundamental solution
Discontinuous integrals of Weber-Schlafheitlin Laplace operator, 292, 382
type, 360 FunkHecke formula, 157, 246, 249, 250, 316
Discrepancy, 171
Duplication formula, 36
Gamma distribution, 45
Gamma function, 25
Eigenspectrum definition, 26
1D Laplace operator, 399 derivative, 27
3D Beltrami operator, 140 duplication formula, 36
qD Beltrami operator, 332 extended Stirlings formula, 405
qD Laplace operator, 431 extension to the complex plane, 38
Elasticity, 16, 254 functional equation, 27
Cauchy stress tensor, 18 Gamma distribution, 45
CauchyNavier equation, 20, 254 incomplete, 43
elasticity tensor, 18 multiplication formula, 38
Lame parameters, 19, 254 product representation, 41
Index 497

reciprocal, 38 2D ball, 474, 477

Stirlings formula, 33, 405 Harmonic, 131, 291
Gau theorem, 290 Helmholtz decomposition theorem, 220
surface, 116 Helmholtz equation
Gegenbauer polynomials, 72, 80, 308 entire solutions, 390
derivative, 81 expansion for the inner space of a ball, 386
differential equation, 81 expansion for the outer space of a ball, 388
estimates, 107 HelmholtzBeltrami operator, 331
explicit representation, 81, 84 Hermite polynomials, 95, 98
generating function, 86 differential equation, 96
hypergeometric representation, 8183 explicit representation, 95
L2 -norm, 82 Rodrigues representation, 95
recurrence relations, 89 three-term recurrence, 95
Rodrigues representation, 81 Holomorphic
three-term recurrence, 82 H-holomorphic, 205
Geomagnetic field, 9 H-left holomorphic, 205
Gravitational field, 1 H-right holomorphic, 205
Greens function Homogeneous harmonic polynomials
1D Z-lattice Laplace operator, 400 2D addition theorem, 315
1D Z-periodic, 400 2D theory, 313, 314
1D Legendre operator, 101 3D addition theorem, 135
3D sphere, iterated LaplaceBeltrami, 163 3D theory, 131
3D sphere, LaplaceBeltrami, 159, 220, qD addition theorem, 307
224 qD theory, 302
qD iterated Laplace operator, 435 vectorial, 231
qD sphere, HelmholtzBeltrami, 331 Homogeneous polynomials, 125, 302
qD sphere, iterated HelmholtzBeltrami, satisfying the Navier equation, 256, 257
335 Hydrogen atom, 165
qD sphere, iterated LaplaceBeltrami, 301 Hypergeometric function, 76, 82, 83,
qD sphere, LaplaceBeltrami, 298 106
qD Z-lattice Laplace operator, 432
qD Z-periodic, 432
Greens surface theorem
first, 117, 298 Incomplete Beta function, 44
second, 118, 298 Incomplete Gamma function, 43
third, 161, 162, 164, 300 relation to error functions, 44
Greens theorem Inner harmonics, 187
extended second, 291 H-holomorphic, 209
first, 290 translation theorem, 189
second, 290 Integral formula
third, 295 3D LaplaceBeltrami, 162, 164
qD HelmholtzBeltrami, 335
qD iterated HelmholtzBeltrami, 336
Haar kernel, 176, 269 qD iterated LaplaceBeltrami, 301
Hankel functions, 352 qD LaplaceBeltrami, 300
2D theory, 384 Invariance
qD asymptotic behavior, 375, 376 orthogonal, 119, 120, 247, 258, 260, 315
qD characteristic singularity, 380 with respect to reflections, 121
qD definition, 373 with respect to rotations, 119, 121, 156,
qD modified, 379 247
qD theory, 372 Inverse lattice, 429
Hankel transform, 359 Irreducible, 121, 122
HardyLandau identity Harmn , 156
1D interval, 417 harmn , 247
498 Index

Jacobi polynomials, 70 Legendre functions

derivative, 77 3D associated, 142
differential equation, 73, 74 qD associated, 323
explicit representation, 76 Legendre harmonic, 154
hypergeometric representation, 76 Legendre operator, 93, 116
L2 -norm, 78 Greens function, 101
Rodrigues formula, 77 qD, 309, 337
special cases, 72 Legendre polynomials, 73, 93, 135
three-term recurrence, 79 3D Maxwell representation, 144
Laplaces integral representation, 316
qD, 90, 308
Kelvin functions qD asymptotic estimates, 317
2D theory, 384 qD differential equation, 309, 337
differential equation, 383 qD generating function, 311
qD asymptotic behavior, 379, 382 qD integral relations, 310
qD characteristic singularity, 380 qD Maxwell representation, 311
qD definition, 379 qD orthogonality, 308
qD theory, 378 qD recurrence relations, 309
recurrence relations, 383 qD Rodrigues formula, 309
qD theory, 308, 315
vectorial counterpart, 251
Laguerre polynomials, 98, 100, 168 Legendre rank-2 tensor kernel
differential equation, 99 of type .i; k/ with respect to o.i/ ; O .i/ , 241,
explicit representation, 98 243, 251
Rodrigues representation, 98 with respect to o.i/ ; O .i/ , 241
three-term recurrence, 99 Legendre vector field, 253
LaplaceBeltrami operator, 116, 289, 298, 331 Legendre vector field of type i , 253
Lattice Lipschitz continuity, 176, 297
1D integer, 398 Low discrepancy method, 170
qD inverse, 429
qD periodic, 5, 427
Lattice balls Maxwell representation, 144, 311
inside balls, 472 Maxwells equations
Lattice function full system, 9
1D bilinear expansion, 402 pre-Maxwell equations, 11, 90, 204
1D explicit representation, 402 Metaharmonic, 292
1D Fourier expansion, 402 Metric tensor, 274
1D iterated Laplacian, 408, 410, 420, 421 Modulus of continuity, 297
1D Laplace operator, 400 Moving frame, 114, 123
1D Z-periodic, 400 Multi-dimensional angle, 445
2D Helmholtz operator, 474 Multi-indices, 287
integral asymptotics, 443, 448 Multiplication formula, 38
qD for the operator D.a/ C , 479 Multiresolution analysis, 182
qD for the operator D.a/ C , iterated, 480
qD iterated Laplace operator, 435
qD Laplace operator, 432 NavierStokes equation, 13, 15
qD Z-periodic, 432 incompressible, 15
uniqueness, 401 incompressible, spherical, 16
Lattice points Neumann functions, 352
inside balls, 472 qD definition, 378
inside circles, 474 Newton integral, 5
non-uniform distribution in the plane, 478 Newton potential, 2
Legendre coefficient, 157 Normal vector field, 213
Legendre differential equation, 93 Numerical integration
Index 499

Gau quadrature, 67, 101, 424 Jacobi, 70

interpolatory quadrature, 66 Laguerre, 98, 168
low discrepancy method, 170 Legendre, 73, 308
partioning the sphere, 170 monic, 54
trapezoidal rule, 422 monic orthogonal, 54
periodic, 398
-periodic, 430
Orthogonal group, 120 satisfying the Navier equation, 256, 257
Orthogonal invariance, 119, 120, 247, 258, ultraspherical, 72, 80, 308
260, 315 Potential function, 216
scalar context, 122
vectorial context, 123
Orthogonal polynomials, 47 Quadrature rule, 66
monic orthogonal polynomials, 54 Gau quadrature, 67, 101
symmetry, 56 GauLobatto rule, 70
three-term recurrence, 59 GauRadau rule, 70
weighted Hilbert spaces, 48 interpolatory, 66
zeros, 57, 65 Quantum-mechanical oscillator, 97
Outer harmonics, 187 Quaternions, 200
translation theorem, 189 conjugate, 201
imaginary part, 201
real part, 201
Peano kernel, 464, 467 real quaternionic algebra, 200
Periodic
-lattice, 430 Radial function, 289
Z-lattice, 398 Recurrence relations
Periodic convolution, 408, 420, 435 Bessel function, 358
Periodic polynomials, 398 cylinder functions, 378
Pochhammer factorial, 38 Gegenbauer polynomials, 89
Point set Kelvin function, 383
boundary, 286 modified Bessel function, 371
closure, 286 qD Bessel function, 367, 369
region, 286 qD Legendre polynomials, 309
Pointwise expansion theorem ultraspherical polynomials, 89
spherical harmonics, 324, 327, 330 Reducible, 120
Poisson differential equation, 2, 90, 296, 333, Reflection, 120
435 Region, 286
Poisson integral formula, 145, 325 regular, 116, 286, 290
Poisson summation formula Reproducing kernel, 128, 141, 251, 313
1D, 417 Riemann Zeta function, 411, 422
1D Laplace operator, 416 Rodrigues rule, 310
1D interval, 416 Rotation, 120, 191, 246
qD Laplace operator, 6, 448, 454, 455
Polar coordinates, 114, 288
Poloidal vector field, 258 Scaling function
Polynomial Haar, 179
Bernoulli, 396 smoothed Haar, 177
Chebyshev, 72, 82, 314 up function, 182
Gegenbauer, 72, 80, 308 Sectorial spherical harmonics, 143
harmonic, 304 Sinc-function, 370, 417
Hermite, 95 Sobolev space
homogeneous, 125, 302 1D periodic, 423
homogeneous harmonic, 131, 304 qD periodic, 472
homogeneous harmonic vectorial, 231 qD spherical, 469
500 Index

Solid angle, 295, 437 1D Euler, 405

Special orthogonal group, 120 1D Poisson, 415, 417
Sphere function qD Euler, 436
3D LaplaceBeltrami, 159, 220, 224 qD Poisson, 455
qD HelmholzBeltrami, 331 Surface curl, 115
qD iterated HelmholtzBeltrami, 335 Surface curl gradient, 115, 214
qD iterated LaplaceBeltrami, 301 Surface divergence, 115, 289
qD LaplaceBeltrami, 298 Surface gradient, 115, 214, 289
Spherical convolution, 163, 224, 335 Surface identity tensor field, 239
infinite, 181 Surface rotation tensor field, 239
Spherical harmonics
2D addition theorem, 314, 315
3D addition theorem, 140 Tangential vector field, 213
3D closure, 148, 152 Tesseral spherical harmonics, 143
3D completeness, 153 Theta function, 420, 455
3D complex-valued, 141 1D functional equation, 419
3D definition, 138 classical, 460
3D eigenfunctions, 140 qD functional equation, 458
3D FunkHecke formula, 157 qD properties, 458
3D real-valued, 142 qD theory, 455
gravitational field, 4 Three-term recurrence, 59, 79, 82, 95, 99
H-spherical harmonics, 200, 206 Toroidal vector field, 223, 258
in geomagnetism, 11 Translation theorem, 189
irreducible, 156 for coefficients, 190
of degree n and order j , 140142
qD addition theorem, 312
qD asymptotic relations, 328 Ultraspherical polynomials, 72, 80, 308
qD closure, 320 derivative, 81
qD completeness, 321 differential equation, 81
qD definition, 312 estimates, 107
qD eigenfunctions, 330, 336 explicit representation, 81, 84
qD expansion theorem, 324, 327 generating function, 86
qD FunkHecke formula, 315 hypergeometric representation, 8183
qD Laplace representation, 316 L2 -norm, 82
qD orthogonal coefficients, 328 recurrence relations, 89
qD theory, 285, 312 Rodrigues representation, 81
quaternionic representation, 200 three-term recurrence, 82
sectorial, 143 Uncertainty principle, 264
tesseral, 143 Up function, 179, 181
zonal, 143
Spherical summation, 453
Spheroidal vector field, 222 Variance
Splines, 461 frequency domain, 265
algebraically polynomial, 461 space domain, 264
monosplines, 470 Vector spherical harmonics, 211
multi-periodic, 470 addition theorem, 239, 240
natural, 462 alternate system, 235
periodic polynomial, 466 by Edmonds, 276
spherical, 467, 468 closure, 230, 235
Stirlings formula, 33 completeness, 231, 235
extended, 405, 407 definition, 219
limit form, 36 eigenfunctions, 238
Stream function, 216 FunkHecke formula, 246, 249, 250
Summation formula in elasticity, 21, 262
Index 501

in geomagnetism, 12 3j , 272
in NavierStokes equation, 16 6j , 274
irreducibility, 247 9j , 275
Vectorial Beltrami operator, 236, 238
Volume of the qD ball, 33
Zeta function
1D functional equation, 414
Wavelets 1D Riemann, 411
Haar, 179 fast lattice point summation, 481
locally supported, 176 qD Epstein, 439, 478, 481
smoothed Haar, 176, 178 qD functional equation, 443
spherical, 178 qD integral representation, 413
up function, 183 Zonal function, 118, 298
Wigner matrices, 191 Bernstein, 148, 151, 224, 318
Wigner symbols, 271 Zonal spherical harmonics, 143