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author | Andreas Müller <andreas.mueller@ost.ch> | 2022-08-17 20:38:23 +0200 |
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committer | GitHub <noreply@github.com> | 2022-08-17 20:38:23 +0200 |
commit | 5ac182855b95d6cadcb748406663c4cb9875995e (patch) | |
tree | 71597f1ea3a91d6ecbaccde367a5382cfcb69081 /buch/papers | |
parent | remove superfluous file (diff) | |
parent | kugel: Minor changes (diff) | |
download | SeminarSpezielleFunktionen-5ac182855b95d6cadcb748406663c4cb9875995e.tar.gz SeminarSpezielleFunktionen-5ac182855b95d6cadcb748406663c4cb9875995e.zip |
Merge pull request #58 from NaoPross/master
kugel: Eigenvalue problem and Legendre functions
Diffstat (limited to '')
27 files changed, 1339 insertions, 10 deletions
diff --git a/buch/papers/kugel/Makefile b/buch/papers/kugel/Makefile index f798a55..995206b 100644 --- a/buch/papers/kugel/Makefile +++ b/buch/papers/kugel/Makefile @@ -5,5 +5,6 @@ # images: - @echo "no images to be created in kugel" + $(MAKE) -C ./figures/povray/ + $(MAKE) -C ./figures/tikz/ diff --git a/buch/papers/kugel/figures/flux.pdf b/buch/papers/kugel/figures/flux.pdf Binary files differnew file mode 100644 index 0000000..6a87288 --- /dev/null +++ b/buch/papers/kugel/figures/flux.pdf diff --git a/buch/papers/kugel/images/Makefile b/buch/papers/kugel/figures/povray/Makefile index 4226dab..4226dab 100644 --- a/buch/papers/kugel/images/Makefile +++ b/buch/papers/kugel/figures/povray/Makefile diff --git a/buch/papers/kugel/figures/povray/curvature.jpg b/buch/papers/kugel/figures/povray/curvature.jpg Binary files differnew file mode 100644 index 0000000..6448966 --- /dev/null +++ b/buch/papers/kugel/figures/povray/curvature.jpg diff --git a/buch/papers/kugel/images/curvature.maxima b/buch/papers/kugel/figures/povray/curvature.maxima index 6313642..6313642 100644 --- a/buch/papers/kugel/images/curvature.maxima +++ b/buch/papers/kugel/figures/povray/curvature.maxima diff --git a/buch/papers/kugel/figures/povray/curvature.png b/buch/papers/kugel/figures/povray/curvature.png Binary files differnew file mode 100644 index 0000000..20268f2 --- /dev/null +++ b/buch/papers/kugel/figures/povray/curvature.png diff --git a/buch/papers/kugel/images/curvature.pov b/buch/papers/kugel/figures/povray/curvature.pov index 3b15d77..3b15d77 100644 --- a/buch/papers/kugel/images/curvature.pov +++ b/buch/papers/kugel/figures/povray/curvature.pov diff --git a/buch/papers/kugel/images/curvgraph.m b/buch/papers/kugel/figures/povray/curvgraph.m index 75effd6..75effd6 100644 --- a/buch/papers/kugel/images/curvgraph.m +++ b/buch/papers/kugel/figures/povray/curvgraph.m diff --git a/buch/papers/kugel/images/spherecurve.cpp b/buch/papers/kugel/figures/povray/spherecurve.cpp index 8ddf5e5..8ddf5e5 100644 --- a/buch/papers/kugel/images/spherecurve.cpp +++ b/buch/papers/kugel/figures/povray/spherecurve.cpp diff --git a/buch/papers/kugel/figures/povray/spherecurve.jpg b/buch/papers/kugel/figures/povray/spherecurve.jpg Binary files differnew file mode 100644 index 0000000..cd2e7c8 --- /dev/null +++ b/buch/papers/kugel/figures/povray/spherecurve.jpg diff --git a/buch/papers/kugel/images/spherecurve.m b/buch/papers/kugel/figures/povray/spherecurve.m index 99d5c9a..99d5c9a 100644 --- a/buch/papers/kugel/images/spherecurve.m +++ b/buch/papers/kugel/figures/povray/spherecurve.m diff --git a/buch/papers/kugel/images/spherecurve.maxima b/buch/papers/kugel/figures/povray/spherecurve.maxima index 1e9077c..1e9077c 100644 --- a/buch/papers/kugel/images/spherecurve.maxima +++ b/buch/papers/kugel/figures/povray/spherecurve.maxima diff --git a/buch/papers/kugel/figures/povray/spherecurve.png b/buch/papers/kugel/figures/povray/spherecurve.png Binary files differnew file mode 100644 index 0000000..ff24371 --- /dev/null +++ b/buch/papers/kugel/figures/povray/spherecurve.png diff --git a/buch/papers/kugel/images/spherecurve.pov b/buch/papers/kugel/figures/povray/spherecurve.pov index b1bf4b8..b1bf4b8 100644 --- a/buch/papers/kugel/images/spherecurve.pov +++ b/buch/papers/kugel/figures/povray/spherecurve.pov diff --git a/buch/papers/kugel/figures/tikz/Makefile b/buch/papers/kugel/figures/tikz/Makefile new file mode 100644 index 0000000..4ec4e5a --- /dev/null +++ b/buch/papers/kugel/figures/tikz/Makefile @@ -0,0 +1,12 @@ +FIGURES := spherical-coordinates.pdf curvature-1d.pdf + +all: $(FIGURES) + +%.pdf: %.tex + pdflatex $< + +curvature-1d.pdf: curvature-1d.tex curvature-1d.dat + pdflatex curvature-1d.tex + +curvature-1d.dat: curvature-1d.py + python3 $< diff --git a/buch/papers/kugel/figures/tikz/curvature-1d.dat b/buch/papers/kugel/figures/tikz/curvature-1d.dat new file mode 100644 index 0000000..6622398 --- /dev/null +++ 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+9.879759519038076476e+00 4.982687094597387123e+00 7.197242517684906034e+02 +9.899799599198395583e+00 4.977712851916056280e+00 7.286802490831846626e+02 +9.919839679358716467e+00 4.972938344329665306e+00 7.375444106754310951e+02 +9.939879759519037350e+00 4.968370691358828140e+00 7.463131767744092713e+02 +9.959919839679358233e+00 4.964016935904367323e+00 7.549830259193067832e+02 +9.979959919839679117e+00 4.959884041418952449e+00 7.635504763735062852e+02 +1.000000000000000000e+01 4.955978889110630448e+00 7.720120875228209343e+02 diff --git a/buch/papers/kugel/figures/tikz/curvature-1d.pdf b/buch/papers/kugel/figures/tikz/curvature-1d.pdf Binary files differnew file mode 100644 index 0000000..6425af6 --- /dev/null +++ b/buch/papers/kugel/figures/tikz/curvature-1d.pdf diff --git a/buch/papers/kugel/figures/tikz/curvature-1d.py b/buch/papers/kugel/figures/tikz/curvature-1d.py new file mode 100644 index 0000000..4710fc8 --- /dev/null +++ b/buch/papers/kugel/figures/tikz/curvature-1d.py @@ -0,0 +1,32 @@ +import numpy as np +import matplotlib.pyplot as plt + + +@np.vectorize +def fn(x): + return (x ** 2) * 2 / 100 + (1 + x / 4) + np.sin(x) + +@np.vectorize +def ddfn(x): + return 2 * 5 / 100 - np.sin(x) + +x = np.linspace(0, 10, 500) +y = fn(x) +ddy = ddfn(x) + +cmap = ddy - np.min(ddy) +cmap = cmap * 1000 / np.max(cmap) + +plt.plot(x, y) +plt.plot(x, ddy) +# plt.plot(x, cmap) + +plt.show() + +fname = "curvature-1d.dat" +np.savetxt(fname, np.array([x, y, cmap]).T, delimiter=" ") + +# with open(fname, "w") as f: +# # f.write("x y cmap\n") +# for xv, yv, cv in zip(x, y, cmap): +# f.write(f"{xv} {yv} {cv}\n") diff --git a/buch/papers/kugel/figures/tikz/curvature-1d.tex b/buch/papers/kugel/figures/tikz/curvature-1d.tex new file mode 100644 index 0000000..6983fb0 --- /dev/null +++ b/buch/papers/kugel/figures/tikz/curvature-1d.tex @@ -0,0 +1,21 @@ +% vim:ts=2 sw=2 et: +\documentclass[tikz, border=5mm]{standalone} +\usepackage{pgfplots} + +\begin{document} +\begin{tikzpicture} + \begin{axis}[ + clip = false, + width = 8cm, height = 6cm, + xtick = \empty, ytick = \empty, + colormap name = viridis, + axis lines = middle, + axis line style = {ultra thick, -latex} + ] + \addplot+[ + smooth, mark=none, line width = 3pt, mesh, + point meta=explicit, + ] file {curvature-1d.dat}; + \end{axis} +\end{tikzpicture} +\end{document} diff --git a/buch/papers/kugel/figures/tikz/spherical-coordinates.pdf b/buch/papers/kugel/figures/tikz/spherical-coordinates.pdf Binary files differnew file mode 100644 index 0000000..1bff016 --- /dev/null +++ b/buch/papers/kugel/figures/tikz/spherical-coordinates.pdf diff --git a/buch/papers/kugel/figures/tikz/spherical-coordinates.tex b/buch/papers/kugel/figures/tikz/spherical-coordinates.tex new file mode 100644 index 0000000..3a45385 --- /dev/null +++ b/buch/papers/kugel/figures/tikz/spherical-coordinates.tex @@ -0,0 +1,99 @@ +\documentclass[tikz]{standalone} +\usepackage{amsmath} +\usepackage{amssymb} +\usepackage{bm} +\usepackage{lmodern} +\usepackage{tikz-3dplot} + +\usetikzlibrary{arrows} +\usetikzlibrary{intersections} +\usetikzlibrary{math} +\usetikzlibrary{positioning} +\usetikzlibrary{arrows.meta} +\usetikzlibrary{shapes.misc} +\usetikzlibrary{calc} + +\begin{document} + +\tdplotsetmaincoords{60}{130} +\pgfmathsetmacro{\l}{2} + +\begin{tikzpicture}[ + >=latex, + tdplot_main_coords, + dot/.style = { + black, fill = black, circle, + outer sep = 0, inner sep = 0, + minimum size = .8mm + }, + round/.style = { + draw = orange, thick, circle, + minimum size = 1mm, + inner sep = 0pt, outer sep = 0pt, + }, + cross/.style = { + cross out, draw = magenta, thick, + minimum size = 1mm, + inner sep = 0pt, outer sep = 0pt + }, + ] + + % origin + \coordinate (O) at (0,0,0); + + % poles + \coordinate (NP) at (0,0,\l); + \coordinate (SP) at (0,0,-\l); + + % \draw (SP) node[dot, gray] {}; + % \draw (NP) node[dot, gray] {}; + + % gray unit circle + \tdplotdrawarc[gray]{(O)}{\l}{0}{360}{}{}; + \draw[gray, dashed] (-\l, 0, 0) to (\l, 0, 0); + \draw[gray, dashed] (0, -\l, 0) to (0, \l, 0); + + % axis + \draw[->] (O) -- ++(1.25*\l,0,0) node[left] {\(\mathbf{\hat{x}}\)}; + \draw[->] (O) -- ++(0,1.25*\l,0) node[right] {\(\mathbf{\hat{y}}\)}; + \draw[->] (O) -- ++(0,0,1.25*\l) node[above] {\(\mathbf{\hat{z}}\)}; + + % meridians + \foreach \phi in {0, 30, 60, ..., 150}{ + \tdplotsetrotatedcoords{\phi}{90}{0}; + \tdplotdrawarc[lightgray, densely dotted, tdplot_rotated_coords]{(O)}{\l}{0}{360}{}{}; + } + + % dot above and its projection + \pgfmathsetmacro{\phi}{120} + \pgfmathsetmacro{\theta}{40} + + \pgfmathsetmacro{\px}{cos(\phi)*sin(\theta)*\l} + \pgfmathsetmacro{\py}{sin(\phi)*sin(\theta)*\l} + \pgfmathsetmacro{\pz}{cos(\theta)*\l}) + + % point A + \coordinate (A) at (\px,\py,\pz); + \coordinate (Ap) at (\px,\py, 0); + + % lines + \draw[red!80!black, ->] (O) -- (A); + \draw[red!80!black, densely dashed] (O) -- (Ap) -- (A) + node[above right] {\(\mathbf{\hat{r}}\)}; + + % arcs + \tdplotdrawarc[blue!80!black, ->]{(O)}{.8\l}{0}{\phi}{}{}; + \node[below right, blue!80!black] at (.8\l,0,0) {\(\bm{\hat{\varphi}}\)}; + + \tdplotsetrotatedcoords{\phi-90}{-90}{0}; + \tdplotdrawarc[blue!80!black, ->, tdplot_rotated_coords]{(O)}{.95\l}{0}{\theta}{}{}; + \node[above right = 1mm, blue!80!black] at (0,0,.8\l) {\(\bm{\hat{\vartheta}}\)}; + + + % dots + \draw (O) node[dot] {}; + \draw (A) node[dot, fill = red!80!black] {}; + +\end{tikzpicture} +\end{document} +% vim:ts=2 sw=2 et: diff --git a/buch/papers/kugel/main.tex b/buch/papers/kugel/main.tex index 98d9cb2..d063f87 100644 --- a/buch/papers/kugel/main.tex +++ b/buch/papers/kugel/main.tex @@ -14,6 +14,7 @@ \input{papers/kugel/preliminaries} \input{papers/kugel/spherical-harmonics} \input{papers/kugel/applications} +\input{papers/kugel/proofs} \printbibliography[heading=subbibliography] \end{refsection} diff --git a/buch/papers/kugel/packages.tex b/buch/papers/kugel/packages.tex index 61f91ad..ead7653 100644 --- a/buch/papers/kugel/packages.tex +++ b/buch/papers/kugel/packages.tex @@ -1,3 +1,4 @@ +% vim:ts=2 sw=2 et: % % packages.tex -- packages required by the paper kugel % @@ -7,4 +8,13 @@ % if your paper needs special packages, add package commands as in the % following example %\usepackage{packagename} +\usepackage{cases} +\newcommand{\kugeltodo}[1]{\textcolor{red!70!black}{\texttt{[TODO: #1]}}} +\newcommand{\kugelplaceholderfig}[2]{ \begin{tikzpicture}% + \fill[lightgray!20] (0, 0) rectangle (#1, #2);% + \node[gray, anchor = center] at ({#1 / 2}, {#2 / 2}) {\Huge \ttfamily \bfseries TODO}; + \end{tikzpicture}} + +\DeclareMathOperator{\sphlaplacian}{\nabla^2_{\mathit{S}}} +\DeclareMathOperator{\surflaplacian}{\nabla^2_{\partial \mathit{S}}} diff --git a/buch/papers/kugel/preliminaries.tex b/buch/papers/kugel/preliminaries.tex index 03cd421..e48abe4 100644 --- a/buch/papers/kugel/preliminaries.tex +++ b/buch/papers/kugel/preliminaries.tex @@ -44,23 +44,23 @@ numbers \(\mathbb{R}\). \) \end{definition} -\texttt{TODO: Text here.} +\kugeltodo{Text here.} \begin{definition}[Span] \end{definition} -\texttt{TODO: Text here.} +\kugeltodo{Text here.} \begin{definition}[Linear independence] \end{definition} -\texttt{TODO: Text here.} +\kugeltodo{Text here.} \begin{definition}[Basis] \end{definition} -\texttt{TODO: Text here.} +\kugeltodo{Text here.} \begin{definition}[Inner product] \label{kugel:def:inner-product} \nocite{axler_linear_2014} diff --git a/buch/papers/kugel/proofs.tex b/buch/papers/kugel/proofs.tex new file mode 100644 index 0000000..143caa8 --- /dev/null +++ b/buch/papers/kugel/proofs.tex @@ -0,0 +1,245 @@ +% vim:ts=2 sw=2 et spell tw=80: +\section{Proofs} + +\subsection{Legendre Functions} \label{kugel:sec:proofs:legendre} + +\kugeltodo{Fix theorem numbers to match, review text.} + +\begin{lemma} + The polynomial function + \begin{align*} + y_n(x)&=\sum_{k=0}^{\lfloor \frac{n}{2} \rfloor} (-1)^k \frac{(2n-2k)!}{2^n k! (n-k)!(n-2k)!} x^{n-2k}\\ + &= \frac{1}{n!2^n}\frac{d^n}{dx^n}(1-x^2)^n =: P_n(x), + \end{align*} + is a solution to the second order differential equation + \begin{equation}\label{kugel:eq:sol_leg} + (1-x^2)\frac{d^2y}{dx^2}-2x\frac{dy}{dx} + n(n+1)y=0, \quad \forall n>0. + \end{equation} +\end{lemma} +\begin{proof} + In order to find a solution to Eq.\eqref{eq:legendre}, the following Ansatz can be performed: + \begin{equation}\label{eq:ansatz} + y(x) = \sum_{k=0}^\infty a_k x^k. + \end{equation} + Given Eq.\eqref{eq:ansatz}, then + \begin{align*} + \frac{dy}{dx} &= \sum_{k=0}^\infty k a_k x^{k-1}, \\ + \frac{d^2y}{dx^2} &= \sum_{k=0}^\infty k (k-1) a_k x^{k-2}. + \end{align*} + Eq.\eqref{eq:legendre} can be therefore written as + \begin{align} + &(1-x^2)\sum_{k=0}^\infty k (k-1) a_k x^{k-2} - 2x\sum_{k=0}^\infty k a_k x^{k-1} + n(n+1)\sum_{k=0}^\infty a_k x^k=0 \label{eq:ansatz_in_legendre} \\ + &=\sum_{k=0}^\infty k (k-1) a_k x^{k-2} - \sum_{k=0}^\infty k (k-1) a_k x^{k} - 2x\sum_{k=0}^\infty k a_k x^{k-1} + n(n+1)\sum_{k=0}^\infty a_k x^k=0. \nonumber + \end{align} + If one consider the term + \begin{equation}\label{eq:term} + \sum_{k=0}^\infty k (k-1) a_k x^{k-2}, + \end{equation} + the substitution $\tilde{k}=k-2$ yields Eq.\eqref{eq:term} to + \begin{equation*} + \sum_{\tilde{k}=-2}^\infty (\tilde{k}+2) (\tilde{k}+1) a_{\tilde{k}+2} x^{\tilde{k}}=\sum_{\tilde{k}=0}^\infty (\tilde{k}+2) (\tilde{k}+1) a_{\tilde{k}} x^{\tilde{k}}. + \end{equation*} + This means that Eq.\eqref{eq:ansatz_in_legendre} becomes + \begin{align} + &\sum_{k=0}^\infty (k+1)(k+2) a_{k+2} x^{k} - \sum_{k=0}^\infty k (k-1) a_k x^{k} - 2\sum_{k=0}^\infty k a_k x^k + n(n+1)\sum_{k=0}^\infty a_k x^k \nonumber \\ + = &\sum_{k=0}^\infty \big[ (k+1)(k+2) a_{k+2} - k (k-1) a_k - 2 k a_k + n(n+1) a_k \big] x^k \stackrel{!}{=} 0. \label{eq:condition} + \end{align} + The condition in Eq.\eqref{eq:condition} is equivalent to + \begin{equation}\label{eq:condition_2} + (k+1)(k+2) a_{k+2} - k (k-1) a_k - 2 k a_k + n(n+1) a_k = 0. + \end{equation} + We can derive a recursion formula for $a_{k+2}$ from Eq.\eqref{eq:condition_2}, which can be expressed as + \begin{equation}\label{eq:recursion} + a_{k+2}= \frac{k (k-1) - 2 k + n(n+1)}{(k+1)(k+2)}a_k = \frac{(k-n)(k+n+1)}{(k+2)(k+1)}a_k. + \end{equation} + All coefficients can be calculated using the latter. + + Following Eq.\eqref{eq:recursion}, if we want to compute $a_6$ we would have + \begin{align*} + a_{6}= -\frac{(n-4)(n+5)}{6\cdot 5}a_4 &= -\frac{(n-4)(5+n)}{6 \cdot 5} -\frac{(n-2)(n+3)}{4 \cdot 3} a_2 \\ + &= -\frac{(n-4)(n+5)}{6 \cdot 5} -\frac{(n-2)(n+3)}{4 \cdot 3} -\frac{n(n+1)}{2 \cdot 1} a_0 \\ + &= -\frac{(n+5)(n+3)(n+1)n(n-2)(n-4)}{6!} a_0. + \end{align*} + One can generalize this relation for the $i^\text{th}$ even coefficient as + \begin{equation*} + a_{2k} = (-1)^k \frac{(n+(2k-1))(n+(2k-1)-2)\hdots (n-(2k-2)+2)(n-(2k-2))}{(2k)!}a_0 + \end{equation*} + where $i=2k$. + + A similar expression can be written for the odd coefficients $a_{2k-1}$. In this case, the equation starts from $a_1$ and to find the pattern we can write the recursion for an odd coefficient, $a_7$ for example + \begin{align*} + a_{7}= -\frac{(n-5)(n+6)}{7\cdot 6}a_5 &= - \frac{(n-5)(n+6)}{7\cdot 6} -\frac{(n-3)(n+4)}{5 \cdot 4} a_3 \\ + &= - \frac{(n-5)(n+6)}{7\cdot 6} -\frac{(n-3)(n+4)}{5 \cdot 4} -\frac{(n-1)(n+2)}{3 \cdot 2} a_1 \\ + &= -\frac{(n+6)(n+4)(n+2)(n-1)(n-3)(n-5)}{7!} a_1. + \end{align*} + As before, we can generalize this equation for the $i^\text{th}$ odd coefficient + \begin{equation*} + a_{2k+1} = (-1)^k \frac{(n + 2k)(n+2k-2)\hdots(n-(2k-1)+2)(n-(2k-1))}{(2k+1)!}a_1 + \end{equation*} + where $i=2k+1$. + + Let be + \begin{align*} + y_\text{e}^K(x) &:= \sum_{k=0}^K(-1)^k \frac{(n+(2k-1))(n+(2k-1)-2)\hdots \color{red}(n-(2k-2)+2)(n-(2k-2))}{(2k)!} x^{2k}, \\ + y_\text{o}^K(x) &:= \sum_{k=0}^K(-1)^k \frac{(n + 2k)(n+2k-2)\hdots \color{blue} (n-(2k-1)+2)(n-(2k-1))}{(2k+1)!} x^{2k+1}. + \end{align*} + The solution to the Eq.\eqref{eq:legendre} can be written as + \begin{equation}\label{eq:solution} + y(x) = \lim_{K \to \infty} \left[ a_0 y_\text{e}^K(x) + a_1 y_\text{o}^K(x) \right]. + \end{equation} + + The colored parts can be analyzed separately: + \begin{itemize} + \item[\textcolor{red}{\textbullet}] Suppose that $n=n_0$ is an even number. Then the red part, for a specific value of $k=k_0$, will follow the following relation: + \begin{equation*} + n_0-(2k_0-2)=0. + \end{equation*} + From that point on, given the recursive nature of Eq.\eqref{eq:recursion}, all the subsequent coefficients will also be 0, making the sum finite. + \begin{equation*} + a_{2k}=0 \iff y_{\text{o}}^{2k}(x)=y_{\text{o}}^{2k_0}(x), \quad \forall k>k_0 + \end{equation*} + \item[\textcolor{blue}{\textbullet}] Suppose that $n=n_0$ is an odd number. Then the blue part, for a specific value of $k=k_0$, will follow the following relation + \begin{equation*} + n_0-(2k_0-1)=0. + \end{equation*} + From that point on, for the same reason as before, all the subsequent coefficients will also be 0, making the sum finite. + \begin{equation*} + a_{2k+1}=0 \iff y_{\text{o}}^{2k+1}(x)=y_{\text{o}}^{2k_0+1}(x), \quad \forall k>k_0 + \end{equation*} + \end{itemize} + + There is the possibility of expressing the solution in Eq.\eqref{eq:solution} in a more compact form, combining the two solutions $y_\text{o}^K(x)$ and $y_\text{e}^K(x)$. They are both a polynomial of maximum degree $n$, assuming $n \in \mathbb{N}$. In the case where $n$ is even, the polynomial solution + \begin{equation*} + \lim_{K\to \infty} y_\text{e}^K(x) + \end{equation*} + will be a finite sum. If instead $n$ is odd, will be + \begin{equation*} + \lim_{K\to \infty} y_\text{o}^K(x) + \end{equation*} + to be a finite sum. + + Depending on the coefficient we start with, $a_1$ or $a_0$, we will obtain the odd or even polynomial respectively. Starting with the last coefficient $a_n$ and, recursively, calculating all the others in descending order, we can express the two parts $y_\text{o}^K(x)$ and $y_\text{e}^K(x)$ with a single sum. Hence, because we start with the last coefficient, the choice concerning $a_1$ and $a_0$ will be at the end of the sum, and not at the beginning. To compact Eq.\eqref{eq:solution}, Eq.\eqref{eq:recursion} can be reconsidered to calculate the coefficient $a_{k-2}$, using $a_k$ + \begin{equation*} + a_{k-2} = -\frac{(k+2)(k+1)}{(k-n)(k+n+1)}a_k + \end{equation*} + Now the game is to find a pattern, as before. Remember that $n$ is a fixed parameter of Eq.\eqref{eq:legendre}. + \begin{align*} + a_{n-2} &= -\frac{n(n-1)}{2(2n-1)}a_n, \\ + a_{n-4} &= -\frac{(n-2)(n-3)}{4(2n-3)}a_{n-2} \\ + &= -\frac{(n-2)(n-3)}{4(2n-3)}-\frac{n(n-1)}{2(2n-1)}a_n. + \end{align*} + In general + \begin{equation}\label{eq:general_recursion} + a_{n-2k} = (-1)^k \frac{n(n-1)(n-2)(n-3) \hdots (n-2k+1)}{2\cdot4\hdots 2k(2n-1)(2n-3)\hdots(2n-2k+1)}a_n + \end{equation} + The whole solution can now be written as + \begin{align} + y(x) &= a_n x^n + a_{n-2} x^{n-2} + a_{n-4} x^{n-4} + a_{n-6} x^{n-6} + \hdots + \begin{cases} + a_1 x, \quad &\text{if } n \text{ odd} \\ + a_0, \quad &\text{if } n \text{ even} + \end{cases} \nonumber \\ + &= \sum_{k=0}^{\lfloor \frac{n}{2} \rfloor} a_{n-2k}x^{n-2k} \label{eq:solution_2} + \end{align} + By considering + \begin{align} + (2n-1)(2n-3)\hdots (2n-2k+1)&=\frac{2n(2n-1)(2n-2)(2n-3)\hdots(2n-2k+1)} + {2n(2n-2)(2n-4)(2n-6)\hdots(2n-2k+2)} \nonumber \\ + &=\frac{\frac{(2n)!}{(2n-2k)!}} + {2^kn(n-1)(n-2)(n-3)\hdots(n-k+1)} \nonumber \\ + &=\frac{\frac{(2n)!}{(2n-2k)!}} + {2^k\frac{n!}{(n-k)!}}=\frac{(n-k)!(2n)!}{n!(2n-2k)!2^k} \label{eq:1_sub_recursion}, \\ + 2 \cdot 4 \hdots 2k &= 2^r 1\cdot2 \hdots r = 2^r r!\label{eq:2_sub_recursion}, \\ + n(n-1)(n-2)(n-3) \hdots (n-2k+1) &= \frac{n!}{(n-2k)!}\label{eq:3_sub_recursion}. + \end{align} + Eq.\eqref{eq:solution_2} can be rewritten as + \begin{equation}\label{eq:solution_3} + y(x)=a_n \sum_{k=0}^{\lfloor \frac{n}{2} \rfloor} (-1)^k \frac{n!^2(2n-2k)!}{k!(n-2k)!(n-k)!(2n)!} x^{n-2k}. + \end{equation} + Eq.\eqref{eq:solution_3} is defined for any $a_n$. By letting $a_n$ be declared as + \begin{equation*} + a_{n} := \frac{(2n)!}{2^n n!^2}, + \end{equation*} + the so called \emph{Legendre polynomial} emerges + \begin{equation}\label{eq:leg_poly} + P_n(x):=\sum_{k=0}^{\lfloor \frac{n}{2} \rfloor} (-1)^k \frac{(2n-2k)!}{2^n k! (n-k)!(n-2k)!} x^{n-2k} + \end{equation} +\end{proof} + + +\begin{lemma} + If $Z_n(z)$ is a solution of the Legendre equation \eqref{kugel:eqn:legendre}, + then + \begin{equation*} + P^m_n(z) = (1 - z^2)^{m/2} \frac{d^m}{dz^m}Z_n(z) + \end{equation*} + solves the associated Legendre equation \eqref{kugel:eqn:associated-legendre}. +\end{lemma} +% \begin{proof} [TODO: modificare la $m$ (è già usata come costante di separazione) o forse è giusta (?)] +\begin{proof} + To begin, we can start by differentiating $m$ times Eq.\eqref{kugel:eq:leg_eq} (which is staisfied by $y(x)$), obtaining + \begin{equation}\label{eq:lagrange_mderiv} + \frac{d^m}{dx^m}\left[ (1-x^2)\frac{d^2y}{dx^2} \right] -2 \frac{d^m}{dx^m}\left[ x\frac{dy}{dx} \right] + n(n+1)\frac{d^m}{dx^m}y=0. + \end{equation} + \emph{Leibniz's theorem} says, that if we want to differentiate $m$ times a multiplication of two functions, we can use the binomial coefficients to build up a sum. This allows us to be more compact, obtaining + \begin{equation}\label{eq:leibniz} + \frac{d^m}{dx^m}[u(x)v(x)] = \sum_{i=0}^m \binom{n}{i} \frac{d^{m-i}u}{dx^{m-1}} \frac{d^{i}v}{dx^i}. + \end{equation} + Using Eq.\eqref{eq:leibniz} in Eq.\eqref{eq:lagrange_mderiv}, we have + \begin{align} + (1-x^2)\frac{d^{m+2}y}{dx^{m+2}} &+ m \frac{d}{dx}(1-x^2)\frac{d^{m+1}y}{dx^{m+1}} + \frac{m(m-1)}{2}\frac{d^{2}}{dx^{2}}(1-x^2)\frac{d^{m}y}{dx^{m}} + n(n+1)\frac{d^m{}y}{dx^{m}} \nonumber \\ + &-2\left(x\frac{d^{m+1}y}{dx^{m+1}} + m\frac{d}{dx}x\frac{d^{m}y}{dx^{m}} \right) \nonumber \\ + &= (1-x^2)\frac{d^{m+2}y}{dx^{m+2}} -2x(m+1)\frac{d^{m+1}y}{dx^{m+1}}+(n(n+1)-m(m-1)-2m)\frac{d^{m}y}{dx^{m}}=0. \label{eq:aux_3} + \end{align} + To make the notation easier to follow, a new function can be defined + \begin{equation*} + \frac{d^{m}y}{dx^{m}} := y_m. + \end{equation*} + Eq.\eqref{eq:aux_3} now becomes + \begin{equation}\label{eq:1st_subs} + (1-x^2)\frac{d^{2}y_m}{dx^{2}} -2x(m+1)\frac{dy_m}{dx}+(n(n+1)-m(m+1))y_m=0 + \end{equation} + A second function can be further defined as + \begin{equation*} + (1-x^2)^{\frac{m}{2}}\frac{d^{m}y}{dx^{m}} = (1-x^2)^{\frac{m}{2}}y_m := \hat{y}_m, + \end{equation*} + allowing to write Eq.\eqref{eq:1st_subs} as + \begin{equation}\label{eq:2st_subs} + (1-x^2)\frac{d^2}{dx^2}[\hat{y}_m(1-x^2)^{-\frac{m}{2}}] -2(m+1)x\frac{d}{dx}[\hat{y}_m(1-x^2)^{-\frac{m}{2}}] + (n(n+1)-m(m+1))\hat{y}_m(1-x^2)^{-\frac{m}{2}}=0. + \end{equation} + The goal now is to compute the two terms + \begin{align*} + \frac{d^2}{dx^2}[\hat{y}_m(1-x^2)^{-\frac{m}{2}}] &= \frac{d^2\hat{y}_m}{dx^2} (1-x^2)^{-\frac{m}{2}} + \frac{d\hat{y}_m}{dx}\frac{m}{2}(1-x^2)^{-\frac{m}{2}-1}2x \\ + &+ m\left( \frac{d\hat{y}_m}{dx} x (1-x^2)^{-\frac{m}{2}-1} + \hat{y}_m (1-x^2)^{-\frac{m}{2}-1} - \hat{y}_m x (-\frac{m}{2}-1)(1-x^2)^{-\frac{m}{2}} 2x\right) \\ + &= \frac{d^2\hat{y}_m}{dx^2} (1-x^2)^{-\frac{m}{2}} + \frac{d\hat{y}_m}{dx}mx (1-x^2)^{-\frac{m}{2}-1} + m\frac{d\hat{y}_m}{dx}x (1-x^2)^{-\frac{m}{2}-1}\\ + &+ m\hat{y}_m (1-x^2)^{-\frac{m}{2}-1} + m\hat{y}_m x^2(m+2)(1-x^2)^{-\frac{m}{2}-2} + \end{align*} + and + \begin{align*} + \frac{d}{dx}[\hat{y}_m(1-x^2)^{-\frac{m}{2}}] &= \frac{d\hat{y}_m}{dx}(1-x^2)^{-\frac{m}{2}} + \hat{y}_m\frac{m}{2}(1-x^2)^{-\frac{m}{2}-1}2x \\ + &= \frac{d\hat{y}_m}{dx}(1-x^2)^{-\frac{m}{2}} + \hat{y}_mm(1-x^2)^{-\frac{m}{2}-1}x, + \end{align*} + to use them in Eq.\eqref{eq:2st_subs}, obtaining + \begin{align*} + (1-x^2)\biggl[\frac{d^2\hat{y}_m}{dx^2} (1-x^2)^{-\frac{m}{2}} &+ \frac{d\hat{y}_m}{dx}mx (1-x^2)^{-\frac{m}{2}-1} + m\frac{d\hat{y}_m}{dx}x (1-x^2)^{-\frac{m}{2}-1} \\ + &+ m\hat{y}_m (1-x^2)^{-\frac{m}{2}-1} + m\hat{y}_m x^2(m+2)(1-x^2)^{-\frac{m}{2}-2}\biggr] \\ + &-2(m+1)x\left[ \frac{d\hat{y}_m}{dx}(1-x^2)^{-\frac{m}{2}} + \hat{y}_mm(1-x^2)^{-\frac{m}{2}-1}x \right] \\ + &+ (n(n+1)-m(m+1))\hat{y}_m(1-x^2)^{-\frac{m}{2}}=0.\\ + \end{align*} + We can now divide by $(1-x^2)^{-\frac{m}{2}}$, obtaining + \begin{align*} + (1-x^2)\biggl[\frac{d^2\hat{y}_m}{dx^2} &+ \frac{d\hat{y}_m}{dx}mx (1-x^2)^{-1} + m\frac{d\hat{y}_m}{dx}x (1-x^2)^{-1} + m\hat{y}_m (1-x^2)^{-1} + m\hat{y}_m x^2(m+2)(1-x^2)^{-2}\biggr] \\ + &-2(m+1)x\left[ \frac{d\hat{y}_m}{dx} + \hat{y}_mm(1-x^2)^{-1}x \right] + (n(n+1)-m(m+1))\hat{y}_m\\ + &= \frac{d^2\hat{y}_m}{dx^2} + \frac{d\hat{y}_m}{dx}mx + m\frac{d\hat{y}_m}{dx}x + m\hat{y}_m + m\hat{y}_m x^2(m+2)(1-x^2)^{-1} \\ + &-2(m+1)x\left[ \frac{d\hat{y}_m}{dx} + \hat{y}_mm(1-x^2)^{-1}x \right] + (n(n+1)-m(m+1))\hat{y}_m\\ + \end{align*} + and collecting some terms + \begin{equation*} + (1-x^2)\frac{d^2\hat{y}_m}{dx^2} - 2x\frac{d\hat{y}_m}{dx} + \left( -x^2 \frac{m^2}{1-x^2} + m+n(n+1)-m(m+1)\right)\hat{y}_m=0. + \end{equation*} + Showing that + \begin{align*} + -x^2 \frac{m^2}{1-x^2} + m+n(n+1)-m(m+1) &= n(n+1)- m^2 -x^2 \frac{m^2}{1-x^2} \\ + &= n(n+1)- \frac{m}{1-x^2} + \end{align*} + implies $\hat{y}_m(x)$ being a solution of Eq.\eqref{kugel:eq:associated_leg_eq} +\end{proof} diff --git a/buch/papers/kugel/references.bib b/buch/papers/kugel/references.bib index b74c5cd..e5d6452 100644 --- a/buch/papers/kugel/references.bib +++ b/buch/papers/kugel/references.bib @@ -192,4 +192,15 @@ Created by Henry Reich}, urldate = {2022-08-01}, date = {2022}, file = {Metric Spaces\: Completeness:/Users/npross/Zotero/storage/5JYEE8NF/completeness.html:text/html}, +} + +@book{bell_special_2004, + location = {Mineola, {NY}}, + title = {Special functions for scientists and engineers}, + isbn = {978-0-486-43521-3}, + series = {Dover books on mathematics}, + pagetotal = {247}, + publisher = {Dover Publ}, + author = {Bell, William Wallace}, + date = {2004}, }
\ No newline at end of file diff --git a/buch/papers/kugel/spherical-harmonics.tex b/buch/papers/kugel/spherical-harmonics.tex index 6b23ce5..2ded50b 100644 --- a/buch/papers/kugel/spherical-harmonics.tex +++ b/buch/papers/kugel/spherical-harmonics.tex @@ -1,13 +1,410 @@ -% vim:ts=2 sw=2 et spell: +% vim:ts=2 sw=2 et spell tw=80: -\section{Spherical Harmonics} +\section{Construction of the Spherical Harmonics} -\subsection{Eigenvalue Problem in Spherical Coordinates} +\kugeltodo{Review text, or rewrite if preliminaries becomes an addendum} + +We finally arrived at the main section, which gives our chapter its name. The +idea is to discuss spherical harmonics, their mathematical derivation and some +of their properties and applications. + +The subsection \ref{} \kugeltodo{Fix references} will be devoted to the +Eigenvalue problem of the Laplace operator. Through the latter we will derive +the set of Eigenfunctions that obey the equation presented in \ref{} +\kugeltodo{reference to eigenvalue equation}, which will be defined as +\emph{Spherical Harmonics}. In fact, this subsection will present their +mathematical derivation. + +In the subsection \ref{}, on the other hand, some interesting properties +related to them will be discussed. Some of these will come back to help us +understand in more detail why they are useful in various real-world +applications, which will be presented in the section \ref{}. + +One specific property will be studied in more detail in the subsection \ref{}, +namely the recursive property. The last subsection is devoted to one of the +most beautiful applications (In our humble opinion), namely the derivation of a +Fourier-style series expansion but defined on the sphere instead of a plane. +More importantly, this subsection will allow us to connect all the dots we have +created with the previous sections, concluding that Fourier is just a specific +case of the application of the concept of orthogonality. Our hope is that after +reading this section you will appreciate the beauty and power of generalization +that mathematics offers us. + +\subsection{Eigenvalue Problem} +\label{kugel:sec:construction:eigenvalue} + +\begin{figure} + \centering + \includegraphics{papers/kugel/figures/tikz/spherical-coordinates} + \caption{ + Spherical coordinate system. Space is described with the free variables $r + \in \mathbb{R}_0^+$, $\vartheta \in [0; \pi]$ and $\varphi \in [0; 2\pi)$. + \label{kugel:fig:spherical-coordinates} + } +\end{figure} + +From Section \ref{buch:pde:section:kugel}, we know that the spherical Laplacian +in the spherical coordinate system (shown in Figure +\ref{kugel:fig:spherical-coordinates}) is is defined as +\begin{equation*} + \sphlaplacian := + \frac{1}{r^2} \frac{\partial}{\partial r} \left( + r^2 \frac{\partial}{\partial r} + \right) + + \frac{1}{r^2} \left[ + \frac{1}{\sin\vartheta} \frac{\partial}{\partial \vartheta} \left( + \sin\vartheta \frac{\partial}{\partial\vartheta} + \right) + + \frac{1}{\sin^2 \vartheta} \frac{\partial^2}{\partial\varphi^2} + \right]. +\end{equation*} +But we will not consider this algebraic monstrosity in its entirety. As the +title suggests, we will only care about the \emph{surface} of the sphere. This +is for many reasons, but mainly to simplify reduce the already broad scope of +this text. Concretely, we will always work on the unit sphere, which just means +that we set $r = 1$ and keep only $\vartheta$ and $\varphi$ as free variables. +Now, since the variable $r$ became a constant, we can leave out all derivatives +with respect to $r$ and substitute all $r$'s with 1's to obtain a new operator +that deserves its own name. + +\begin{definition}[Surface spherical Laplacian] + \label{kugel:def:surface-laplacian} + The operator + \begin{equation*} + \surflaplacian := + \frac{1}{\sin\vartheta} \frac{\partial}{\partial \vartheta} \left( + \sin\vartheta \frac{\partial}{\partial\vartheta} + \right) + + \frac{1}{\sin^2 \vartheta} \frac{\partial^2}{\partial\varphi^2}, + \end{equation*} + is called the surface spherical Laplacian. +\end{definition} + +In the definition, the subscript ``$\partial S$'' was used to emphasize the +fact that we are on the spherical surface, which can be understood as being the +boundary of the sphere. But what does it actually do? To get an intuition, +first of all, notice the fact that $\surflaplacian$ have second derivatives, +which means that this a measure of \emph{curvature}; But curvature of what? To +get an even stronger intuition we will go into geometry, were curvature can be +grasped very well visually. Consider figure \ref{kugel:fig:curvature} where the +curvature is shown using colors. First we have the curvature of a curve in 1D, +then the curvature of a surface (2D), and finally the curvature of a function on +the surface of the unit sphere. + +\begin{figure} + \centering + \includegraphics[width=.3\linewidth]{papers/kugel/figures/tikz/curvature-1d} + \hskip 5mm + \includegraphics[width=.3\linewidth]{papers/kugel/figures/povray/curvature} + \hskip 5mm + \includegraphics[width=.3\linewidth]{papers/kugel/figures/povray/spherecurve} + \caption{ + \kugeltodo{Fix alignment / size, add caption. Would be nice to match colors.} + \label{kugel:fig:curvature} + } +\end{figure} + +Now that we have defined an operator, we can go and study its eigenfunctions, +which means that we would like to find the functions $f(\vartheta, \varphi)$ +that satisfy the equation +\begin{equation} \label{kuvel:eqn:eigen} + \surflaplacian f = -\lambda f. +\end{equation} +Perhaps it may not be obvious at first glance, but we are in fact dealing with a +partial differential equation (PDE) \kugeltodo{Boundary conditions?}. If we +unpack the notation of the operator $\nabla^2_{\partial S}$ according to +definition +\ref{kugel:def:surface-laplacian}, we get: +\begin{equation} \label{kugel:eqn:eigen-pde} + \frac{1}{\sin\vartheta} \frac{\partial}{\partial \vartheta} \left( + \sin\vartheta \frac{\partial f}{\partial\vartheta} + \right) + + \frac{1}{\sin^2 \vartheta} \frac{\partial^2 f}{\partial\varphi^2} + + \lambda f = 0. +\end{equation} +Since all functions satisfying \eqref{kugel:eqn:eigen-pde} are the +\emph{eigenfunctions} of $\surflaplacian$, our new goal is to solve this PDE. +The task may seem very difficult but we can simplify it with a well-known +technique: \emph{the separation Ansatz}. It consists in assuming that the +function $f(\vartheta, \varphi)$ can be factorized in the following form: +\begin{equation} + f(\vartheta, \varphi) = \Theta(\vartheta)\Phi(\varphi). +\end{equation} +In other words, we are saying that the effect of the two independent variables +can be described using the multiplication of two functions that describe their +effect separately. This separation process was already presented in section +\ref{buch:pde:section:kugel}, but we will briefly rehearse it here for +convenience. If we substitute this assumption in +\eqref{kugel:eqn:eigen-pde}, we have: +\begin{equation*} + \frac{1}{\sin\vartheta} \frac{\partial}{\partial \vartheta} \left( + \sin\vartheta \frac{\partial \Theta(\vartheta)}{\partial\vartheta} + \right) \Phi(\varphi) + + \frac{1}{\sin^2 \vartheta} + \frac{\partial^2 \Phi(\varphi)}{\partial\varphi^2} + \Theta(\vartheta) + + \lambda \Theta(\vartheta)\Phi(\varphi) = 0. +\end{equation*} +Dividing by $\Theta(\vartheta)\Phi(\varphi)$ and introducing an auxiliary +variable $m^2$, the separation constant, yields: +\begin{equation*} + \frac{1}{\Theta(\vartheta)}\sin \vartheta \frac{d}{d \vartheta} \left( + \sin \vartheta \frac{d \Theta}{d \vartheta} + \right) + + \lambda \sin^2 \vartheta + = -\frac{1}{\Phi(\varphi)} \frac{d^2\Phi(\varphi)}{d\varphi^2} + = m^2, +\end{equation*} +which is equivalent to the following system of 2 first order differential +equations (ODEs): +\begin{subequations} + \begin{gather} + \frac{d^2\Phi(\varphi)}{d\varphi^2} = -m^2 \Phi(\varphi), + \label{kugel:eqn:ode-phi} \\ + \sin \vartheta \frac{d}{d \vartheta} \left( + \sin \vartheta \frac{d \Theta}{d \vartheta} + \right) + + \left( \lambda - \frac{m^2}{\sin^2 \vartheta} \right) + \Theta(\vartheta) = 0 + \label{kugel:eqn:ode-theta}. + \end{gather} +\end{subequations} +The solution of \eqref{kugel:eqn:ode-phi} is easy to find: The complex +exponential is obviously the function we are looking for. So we can directly +write the solutions +\begin{equation} \label{kugel:eqn:ode-phi-sol} + \Phi(\varphi) = e^{i m \varphi}, \quad m \in \mathbb{Z}. +\end{equation} +The restriction that the separation constant $m$ needs to be an integer arises +from the fact that we require a $2\pi$-periodicity in $\varphi$ since the +coordinate systems requires that $\Phi(\varphi + 2\pi) = \Phi(\varphi)$. +Unfortunately, solving \eqref{kugel:eqn:ode-theta} is as straightforward, +actually, it is quite difficult, and the process is so involved that it will +require a dedicated section of its own. + +\subsection{Legendre Functions} + +\begin{figure} + \centering + \kugelplaceholderfig{.8\textwidth}{5cm} + \caption{ + \kugeltodo{Why $z = \cos \vartheta$.} + } +\end{figure} + +To solve \eqref{kugel:eqn:ode-theta} we start with the substitution $z = \cos +\vartheta$ \kugeltodo{Explain geometric origin with picture}. The operator +$\frac{d}{d \vartheta}$ becomes +\begin{equation*} + \frac{d}{d \vartheta} + = \frac{dz}{d \vartheta}\frac{d}{dz} + = -\sin \vartheta \frac{d}{dz} + = -\sqrt{1-z^2} \frac{d}{dz}, +\end{equation*} +since $\sin \vartheta = \sqrt{1 - \cos^2 \vartheta} = \sqrt{1 - z^2}$, and +then \eqref{kugel:eqn:ode-theta} becomes +\begin{align*} + \frac{-\sqrt{1-z^2}}{\sqrt{1-z^2}} \frac{d}{dz} \left[ + \left(\sqrt{1-z^2}\right) \left(-\sqrt{1-z^2}\right) \frac{d \Theta}{dz} + \right] + + \left( \lambda - \frac{m^2}{1 - z^2} \right)\Theta(\vartheta) &= 0, + \\ + \frac{d}{dz} \left[ (1-z^2) \frac{d \Theta}{dz} \right] + + \left( \lambda - \frac{m^2}{1 - z^2} \right)\Theta(\vartheta) &= 0, + \\ + (1-z^2)\frac{d^2 \Theta}{dz} - 2z\frac{d \Theta}{dz} + + \left( \lambda - \frac{m^2}{1 - z^2} \right)\Theta(\vartheta) &= 0. +\end{align*} +By making two final cosmetic substitutions, namely $Z(z) = \Theta(\cos^{-1}z)$ +and $\lambda = n(n+1)$, we obtain what is known in the literature as the +\emph{associated Legendre equation of order $m$}: +\nocite{olver_introduction_2013} +\begin{equation} \label{kugel:eqn:associated-legendre} + (1 - z^2)\frac{d^2 Z}{dz} + - 2z\frac{d Z}{dz} + + \left( n(n + 1) - \frac{m^2}{1 - z^2} \right) Z(z) = 0, + \quad + z \in [-1; 1], m \in \mathbb{Z}. +\end{equation} + +Our new goal has therefore become to solve +\eqref{kugel:eqn:associated-legendre}, since if we find a solution for $Z(z)$ we +can perform the substitution backwards and get back to our eigenvalue problem. +However, the associated Legendre equation is not any easier, so to attack the +problem we will look for the solutions in the easier special case when $m = 0$. +This reduces the problem because it removes the double pole, which is always +tricky to deal with. In fact, the reduced problem when $m = 0$ is known as the +\emph{Legendre equation}: +\begin{equation} \label{kugel:eqn:legendre} + (1 - z^2)\frac{d^2 Z}{dz} + - 2z\frac{d Z}{dz} + + n(n + 1) Z(z) = 0, + \quad + z \in [-1; 1]. +\end{equation} + +The Legendre equation is a second order differential equation, and therefore it +has 2 independent solutions, which are known as \emph{Legendre functions} of the +first and second kind. For the scope of this text we will only derive a special +case of the former that is known known as the \emph{Legendre polynomials}, since +we only need a solution between $-1$ and $1$. + +\begin{lemma}[Legendre polynomials] + \label{kugel:lem:legendre-poly} + The polynomial function + \[ + P_n(z) = \sum^{\lfloor n/2 \rfloor}_{k=0} + \frac{(-1)^k}{2^n s^k!} \frac{(2n - 2k)!}{(n - k)! (n-2k)!} z^{n - 2k} + \] + is the only finite solution of the Legendre equation + \eqref{kugel:eqn:legendre} when $n \in \mathbb{Z}$ and $z \in [-1; 1]$. +\end{lemma} +\begin{proof} + This results is derived in section \ref{kugel:sec:proofs:legendre}. +\end{proof} + +Since the Legendre \emph{polynomials} are indeed polynomials, they can also be +expressed using the hypergeometric functions described in section +\ref{buch:rekursion:section:hypergeometrische-funktion}, so in fact +\begin{equation} + P_n(z) = {}_2F_1 \left( \begin{matrix} + n + 1, & -n \\ \multicolumn{2}{c}{1} + \end{matrix} ; \frac{1 - z}{2} \right). +\end{equation} +Further, there are a few more interesting but not very relevant forms to write +$P_n(z)$ such as \emph{Rodrigues' formula} and \emph{Laplace's integral +representation} which are +\begin{equation*} + P_n(z) = \frac{1}{2^n} \frac{d^n}{dz^n} (x^2 - 1)^n, + \qquad \text{and} \qquad + P_n(z) = \frac{1}{\pi} \int_0^\pi \left( + z + \cos\vartheta \sqrt{z^2 - 1} + \right) \, d\vartheta +\end{equation*} +respectively, both of which we will not prove (see chapter 3 of +\cite{bell_special_2004} for a proof). Now that we have a solution for the +Legendre equation, we can make use of the following lemma patch the solutions +such that they also become solutions of the associated Legendre equation +\eqref{kugel:eqn:associated-legendre}. + +\begin{lemma} \label{kugel:lem:extend-legendre} + If $Z_n(z)$ is a solution of the Legendre equation \eqref{kugel:eqn:legendre}, + then + \begin{equation*} + Z^m_n(z) = (1 - z^2)^{m/2} \frac{d^m}{dz^m}Z_n(z) + \end{equation*} + solves the associated Legendre equation \eqref{kugel:eqn:associated-legendre}. + \nocite{bell_special_2004} +\end{lemma} +\begin{proof} + See section \ref{kugel:sec:proofs:legendre}. +\end{proof} + +What is happening in lemma \ref{kugel:lem:extend-legendre}, is that we are +essentially inserting a square root function in the solution in order to be able +to reach the parts of the domain near the poles at $\pm 1$ of the associated +Legendre equation, which is not possible only using power series +\kugeltodo{Reference book theory on extended power series method.}. Now, since +we have a solution in our domain, namely $P_n(z)$, we can insert it in the lemma +obtain the \emph{associated Legendre functions}. + +\begin{definition}[Ferrers or associated Legendre functions] + \label{kugel:def:ferrers-functions} + The functions + \begin{equation} + P^m_n (z) = \frac{1}{n!2^n}(1-z^2)^{\frac{m}{2}}\frac{d^{m}}{dz^{m}} P_n(z) + = \frac{1}{n!2^n}(1-z^2)^{\frac{m}{2}}\frac{d^{m+n}}{dz^{m+n}}(1-z^2)^n + \end{equation} + are known as Ferrers or associated Legendre functions. +\end{definition} + +\kugeltodo{Discuss $|m| \leq n$.} + +\if 0 +The constraint $|m|<n$, can be justified by considering Eq.\eqref{kugel:eq:associated_leg_func}, in which the derivative of degree $m+n$ is present. A derivative to be well defined must have an order that is greater than zero. Furthermore, it can be seen that this derivative is applied on a polynomial of degree $2n$. As is known from Calculus 1, if you derive a polynomial of degree $2n$ more than $2n$ times, you get zero, which is a trivial solution in which we are not interested.\newline +We can thus summarize these two conditions by writing: +\begin{equation*} + \begin{rcases} + m+n \leq 2n &\implies m \leq n \\ + m+n \geq 0 &\implies m \geq -n + \end{rcases} |m| \leq n. +\end{equation*} +The set of functions in Eq.\eqref{kugel:eq:sph_harm_0} is named \emph{Spherical Harmonics}, which are the eigenfunctions of the Laplace operator on the \emph{spherical surface domain}, which is exactly what we were looking for at the beginning of this section. +\fi + +\subsection{Spherical Harmonics} + +Finally, we can go back to solving our boundary value problem we started in +section \ref{kugel:sec:construction:eigenvalue}. We had left off in the middle +of the separation, were we had used the Ansatz $f(\vartheta, \varphi) = +\Theta(\vartheta) \Phi(\varphi)$ to find that $\Phi(\varphi) = e^{im\varphi}$, +and we were solving for $\Theta(\vartheta)$. As you may recall, previously we +performed the substitution $z = \cos \vartheta$. Now we can finally to bring back the +solution to the associated Legendre equation $P^m_n(z)$ into the $\vartheta$ +domain and combine it with $\Phi(\varphi)$ to get the full result: +\begin{equation*} + f(\vartheta, \varphi) + = \Theta(\vartheta)\Phi(\varphi) + = P^m_n (\cos \vartheta) e^{im\varphi}. +\end{equation*} +This family of functions, which recall are the solutions of the eigenvalue +problem of the surface spherical Laplacian, are the long anticipated +\emph{complex spherical harmonics}, and they are usually denoted with +$Y^m_n(\vartheta, \varphi)$. + +\begin{definition}[Spherical harmonics] + \label{kugel:def:spherical-harmonics} + The functions + \begin{equation*} + Y_{m,n}(\vartheta, \varphi) = P^m_n(\cos \vartheta) e^{im\varphi}, + \end{equation*} + where $m, n \in \mathbb{Z}$ and $|m| < n$ are called spherical harmonics. +\end{definition} + +\begin{figure} + \centering + \kugelplaceholderfig{\textwidth}{.8\paperheight} + \caption{ + \kugeltodo{Big picture with the first few spherical harmonics.} + } +\end{figure} + +\subsection{Normalization} + +\kugeltodo{Discuss various normalizations.} + +\if 0 +As explained in the chapter \ref{}, the concept of orthogonality is very important and at the practical level it is very useful, because it allows us to develop very powerful techniques at the mathematical level.\newline +Throughout this book we have been confronted with the Sturm-Liouville theory (see chapter \ref{}). The latter, among other things, carries with it the concept of orthogonality. Indeed, if we consider the solutions of the Sturm-Liouville equation, which can be expressed in this form +\begin{equation}\label{kugel:eq:sturm_liouville} + \mathcal{S}f := \frac{d}{dx}\left[p(x)\frac{df}{dx}\right]+q(x)f(x) +\end{equation} +possiamo dire che formano una base ortogonale.\newline +Adesso possiamo dare un occhiata alle due equazioni che abbiamo ottenuto tramite la Separation Ansatz (Eqs.\eqref{kugel:eq:associated_leg_eq}\eqref{kugel:eq:ODE_1}), le quali possono essere riscritte come: +\begin{align*} + \frac{d}{dx} \left[ (1-x^2) \cdot \frac{dP_{m,n}}{dx} \right] &+ \left(n(n+1)-\frac{m}{1-x^2} \right) \cdot P_{m,n}(x) = 0, \\ + \frac{d}{d\varphi} \left[ 1 \cdot \frac{ d\Phi }{d\varphi} \right] &+ 1 \cdot \Phi(\varphi) = 0. +\end{align*} +Si può concludere in modo diretto che sono due casi dell'equazione di Sturm-Liouville. Questo significa che le loro soluzioni sono ortogonali sotto l'inner product con weight function $w(x)=1$, dunque: +\begin{align} +\int_{0}^{2\pi} \Phi_m(\varphi)\Phi_m'(\varphi) d\varphi &= \delta_{m'm}, \nonumber \\ +\int_{-1}^1 P_{m,m'}(x)P_{n,n'}(x) dx &= \delta_{m'm}\delta_{n'n}. \label{kugel:eq:orthogonality_associated_func} +\end{align} +Inoltre, possiamo provare l'ortogonalità di $\Theta(\vartheta)$ utilizzando \eqref{kugel:eq:orthogonality_associated_func}: +\begin{align} + x +\end{align} +Ora, visto che la soluzione dell'eigenfunction problem è formata dalla moltiplicazione di $\Phi_m(\varphi)$ e $P_{m,n}(x)$ +\fi \subsection{Properties} \subsection{Recurrence Relations} -\section{Series Expansions in \(C(S^2)\)} +\section{Series Expansions in $C(S^2)$} -\nocite{olver_introduction_2013} +\subsection{Orthogonality of $P_n$, $P^m_n$ and $Y^m_n$} + +\subsection{Series Expansion} + +\subsection{Fourier on $S^2$} |