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-% vim:ts=2 sw=2 et spell:
+% vim:ts=2 sw=2 et spell tw=80:
\section{Applications}
-\subsection{Electroencephalography (EEG)}
+As suggested in the previous section, the fact that it is possible to write a
+Fourier style expansion of any function on the surface of the sphere is very
+useful in many fields of physics and engineering. Here we will present a few of
+the most interesting applications we came across during our research.
+
+\subsection{Electroencephalography}
+
+\begin{figure}
+ \centering
+ \subfigure[EEG Electrodes \label{kugel:fig:eeg-electrodes}]%
+ % {\kugelplaceholderfig{.4\linewidth}{5cm}}
+ {\includegraphics[width=.45\linewidth, frame]{papers/kugel/figures/electrodes}}
+ \qquad
+ \subfigure[Gauss' Law \label{kugel:fig:eeg-flux}]%
+ {\includegraphics[width=.4\linewidth]{papers/kugel/figures/flux}}
+ \caption{
+ Electroencephalography.
+ \label{kugel:fig:eeg}
+ }
+\end{figure}
+
+To start, we will look at an application that is from the field of medicine:
+electroencephalography. The \emph{electroencephalogram} (EEG) is a measurement
+of the electrical field on the scalp, which shows the brain's activity, and is
+used in many fields of research such as neurology and cognitive psychology. The
+measurement is done by wearing a cap that contains a number of evenly
+distributed electrodes, each of which measures the electric potential (voltage)
+at their location (figure \ref{kugel:fig:eeg-electrodes}). To see how this will
+relate to the spherical harmonics, we will first quickly recap a bit of physics,
+electrodynamics to be precise.
+
+\subsubsection{Electrodynamics}
+
+In section \ref{kugel:sec:construction:eigenvalue} we have shown that the
+spherical harmonics arise from the surface spherical Laplacian operator, whose
+origin we did not consider too much, which is how mathematicians do their work.
+On the contrary, physicists usually do the opposite and start by discussing what
+is happening in the real world, since variables represent physical quantities.
+So, we will quickly remind that the Laplacian operator does the following to an
+electric potential $\phi(x, y, z)$:
+\begin{equation*}
+ \nabla^2 \phi
+ = \nabla \cdot \nabla \phi
+ = \nabla \cdot \mathbf{E}
+ = \rho / \varepsilon,
+ \quad \text{or} \quad
+ \iiint_\Omega \nabla \cdot \mathbf{E} \, dv
+ = \iint_{\partial \Omega} \mathbf{E} \cdot d\mathbf{s}
+ = \Phi / \varepsilon.
+\end{equation*}
+Put into words: on the left we have the differential form, where we recall that
+the Laplacian (which is a second derivative) is the divergence of the gradient.
+Unpacking the notation we first see that we have the gradient of the potential,
+which is just the electric field $\mathbf{E}$, and then the divergence of said
+electric field is proportional to the charge density $\rho$. So, the Laplacian
+of the electric potential is the charge density! For those that are more
+familiar with the integral form of Maxwell's equation, we have also included an
+additional step using the divergence theorem, which brings us to the electric
+Flux, which by Gauss' law (shown in the iconic\footnote{Every electrical
+engineer has seen this picture so many times that is probably burnt in their
+eyes.} figure \ref{kugel:fig:eeg-flux}) equals the net electric charge.
+
+Now, an important observation is that if we switch to spherical coordinates, the
+physics does not change. So, the spherical Laplacian $\sphlaplacian$ of the
+electric potential $\phi(r, \vartheta, \varphi)$ is still the charge density (in
+spherical coordinates). And what about the surface spherical Laplacian
+$\surflaplacian$? To that case the physics is also indifferent, the only change
+is that the units result is a \emph{surface} charge density $\rho_s$. Thus, we
+are done with physics and finally arrive at the engineers' perspective: how can
+we use this fact to build something that reads the current flows on the surface
+of the brain?
+
+\subsubsection{EEG as Interpolation Problem}
+
+The details of how EEG actually works gets very complicated very quickly, but we
+will try our best to give an broad overview of the mathematical machinery that
+makes it possible to measure brain waves. The problem neither the physicist nor
+the mathematician considered is that we cannot measure the electric field in its
+entirety. As show in figure \ref{kugel:fig:eeg-electrodes} the electrodes give
+measurements that are only available at discrete locations, and we are thus
+missing quite a lot of data. Or in other words, we have an interpolation
+problem, which (at this point not so surprisingly) we will show can be solved
+using the spherical harmonics.
+
+To solve this new interpolation problem, we will start with a blatantly
+engineering assumption: the human head is a sphere of radius $R$, with the value
+of $R$ being the average radius of a human head (which is around 11 cm). So, we
+will assume that the potential distribution on the head can be written as a
+finite linear combination of spherical harmonics:
+\begin{equation*}
+ V(\vartheta, \varphi)
+ = \sum_{n=1}^N \sum_{m=-n}^n a_{m,n} Y^m_n(\vartheta, \varphi),
+\end{equation*}
+where the values $a_{m,n}$ are the unknowns of our interpolation problem. Now to
+the measurements: we let $\phi_1, \phi_2, \ldots, p_M$ be the measured voltages
+at points in space $p_1, p_2, \ldots, p_M$ (position of the electrodes). To
+simplify, we will assume that the electrodes are reasonably evenly distributed,
+which means that we have no points that are on top of each other or at wildly
+different radii from the origin. With that out of the way, we can now write a
+minimization problem:
+\begin{subequations}
+ \begin{align}
+ a_{m,n}^* &= \arg \min_{a_{m,n}}
+ \int_{\partial S} | \surflaplacian V |^2 \, ds
+ = \int_0^{2\pi} \int_{0}^\pi | \surflaplacian V |^2
+ \sin \vartheta \, d\vartheta d\varphi,
+ \label{kugel:eqn:eeg-min} \\
+ &\text{under the constraints} \quad V(p_j) = \phi_j
+ \quad \text{ for } \quad 1 \leq j \leq M.
+ \label{kugel:eqn:eeg-min-constraints}
+ \end{align}
+\end{subequations}
+Essentially, with \eqref{kugel:eqn:eeg-min} we are are asking for the solution
+to be smooth by minimizing the square of the total curvature (recall that the
+surface spherical Laplacian $\surflaplacian$ is a measure of curvature), while
+at the same time with \eqref{kugel:eqn:eeg-min-constraints}, we force the
+solution to go through the measured points. The latter is the reason why we
+needed to assumed that the measurements are at reasonable locations, something
+that (as every engineer show know) is not necessarily the case in the real
+world! Thus, to solve this problem, we will use the suspiciously convenient fact
+that (hint: eigenvalues)
+\begin{equation*}
+ \surflaplacian V(\vartheta, \varphi)
+ = \sum_{n=1}^N \sum_{m=-n}^n a_{m,n}
+ \surflaplacian Y^m_n(\vartheta, \varphi)
+ = \sum_{n=1}^N \sum_{m=-n}^n a_{m,n}
+ n(n+1) Y^m_n(\vartheta, \varphi).
+\end{equation*}
+So that when substituted into \eqref{kugel:eqn:eeg-min} results in
+\begin{align*}
+ \int_{\partial S} \left|
+ \sum_{n=1}^N \sum_{m=-n}^n n(n+1) a_{m,n}
+ Y^m_n(\vartheta, \varphi)
+ \right|^2 ds
+ = \sum_{m, m'} \sum_{n, n'} a_{m',n'} \overline{a_{m,n}}
+ n'(n'+1) n(n+1)
+ \underbrace{\int_{\partial S} Y^{m'}_{n'} \overline{Y^m_n} \, ds}_{
+ \langle Y^{m'}_{n'}, Y^m_n \rangle
+ },
+\end{align*}
+where we used a ``sloppy'' double sum notation to indicate that we have a bunch
+of terms of that form. We did not bother to properly expand the product of
+double sums, because we can see that at the end we end up with an inner product
+$\langle Y^{m'}_{n'}, Y^m_n \rangle$, which as we know equals $\delta_{m'm}
+\delta_{n'n}$, so all of the terms where $n' \neq n$ or $m' \neq m$ can be
+dropped and \eqref{kugel:eqn:eeg-min} simplifies down to
+\nocite{pascual-marqui_current_1988}
+\begin{equation}
+ a^*_{m,n} = \arg \min_{a_{m,n}}
+ \sum_{n=1}^N \sum_{m=-n}^n n^2 (n+1)^2 |a_{m,n}|^2.
+\end{equation}
+
+At this point, we could continue solving for an analytical solution to the
+minimization problem, for example by differentiating with respect to some
+$a_{j,k}$, setting that to zero and so forth, but the job of the spherical
+harmonics ends here. So, we will not pursue this further, and instead briefly
+discuss a few interesting implications and problems.
+
+\subsubsection{Sampling, Smoothness and Problems}
+\nocite{wingeier_spherical_2001, ruffini_spherical_2002}
+
+The most interesting perhaps unforeseen fact is that with this method we are
+getting a free (!) spectral analysis, since the coefficients $a_{m,n}$ are the
+spectrum of the interpolated electric field $V(\vartheta, \varphi)$. However,
+like in the non spherical Fourier transformation, we only get a \emph{finite}
+resolution since our measurement are spatially discrete. In fact, if we know the
+mean angular inter-electrode distance $\gamma$ we can actually formulate a
+Nyquist frequency just like in the usual Fourier theory:
+\begin{equation}
+ f_N = \frac{\pi}{2T}
+ \iff
+ n_N = \left\lfloor \frac{\pi}{2\gamma} \right\rfloor.
+\end{equation}
+
+Before concluding this overview of EEG, we should point out that in practice
+there are about a million problems with this oversimplified approach. We do not
+intend to give an in depth explanation (since the authors themselves are not
+experts in any of these fields), but there are a few problems that are too big
+to ignore, so we will very briefly discuss them now. The first important
+real-world problem is that the electrodes are not necessarily at a reasonable
+location, so the constraint \eqref{kugel:eqn:eeg-min-constraints} is a bit too
+strong, and may end up fitting some noise or disturbances in the measurement. A
+simple solution may for example be to introduce a smoothness factor $\lambda >
+0$ as follows:
+\begin{equation}
+ V(\vartheta, \varphi) = \sum_{n=1}^N \sum_{m=-n}^n
+ \frac{a_{m,n}}{1 + \lambda n^2(n+1)^2} Y^m_n(\vartheta, \varphi).
+\end{equation}
+To find proper smoothness factor $\lambda$, is another problem of its own, thus
+we will not discuss it here, since this is getting too long already. Another
+important issue is that in the real world, we cannot ``evenly distribute'' the
+electrodes on our head. As shown in the image, most of the electrodes are on a
+cap, and then there are just a few on the face, and almost none near the jawline
+and chin. This not something that can be ignored, and in fact, makes the
+analysis much more difficult. Finally, the most obvious problem is that human
+heads are not perfect spheres. Here too, it is possible to account for this fact
+and model the head with a more complex shape at the cost of making the math
+quite unwieldy.
\subsection{Measuring Gravitational Fields}
-\subsection{Quantisation of Angular Momentum}
+% \subsection{Quantisation of Angular Momentum}