% vim:ts=2 sw=2 et spell tw=80: \section{Construction of the Spherical Harmonics} \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{kugel: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)\footnote{ Considering the fact that we are dealing with a PDE, you may be wondering what are the boundary conditions. Well, since this eigenvalue problem is been developed on the spherical surface (boundary of a sphere), the boundary in this case are empty, i.e no boundary condition has to be considered.}. 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 not 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^2} - 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^2} - 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:thm: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 n!} \frac{d^n}{dz^n} (z^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 to patch the solutions such that they also become solutions of the associated Legendre equation \eqref{kugel:eqn:associated-legendre}. \begin{lemma} \label{kugel:thm: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:thm: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) = (1-z^2)^{\frac{m}{2}}\frac{d^{m}}{dz^{m}} P_n(z) = \frac{1}{2^n n!}(1-z^2)^{\frac{m}{2}}\frac{d^{m+n}}{dz^{m+n}}(1-z^2)^n, \quad |m|