Chapter 7 For further reading - Spherical

harmonics and Fourier transform

Our main aim is to study the action of the Fourier transform on functions on Rn .
For this, we wish to obtain a decomposition of the space L2 (Rn ) as a direct sum
of subspaces, which are invariant under the Fourier transform and the action of the
Fourier transform on these spaces is simpler. More precisely, we are interested in
finding subspaces {Vm } of L2 (Rn ) with the following properties:

1. L2 (Rn ) =

Vm .

m=0

2. Vm is invariant under Fn , the Fourier transform on functions on Rn .

3. On Vm , Fn reduces to a simpler transform (may be Hankel).

First we look the action of the Fourier transform on tha class of radial functions on
Rn .

7.1

Fourier transform of radial functions

Definition 7.1.1. A function f defined on Rn is is said to be radial, if f (x) =

f0 (|x|) for some function f0 defined on [0, ). Or equivalently, if f (kx) = f (x) for
171

all k SO(n), the special orthogonal group consisting of orthogonal matrices with
determinant 1.
Lemma 7.1.2. If f L1 (Rn ) is radial, so is its Fourier transform.
Proof. For Rn ,
Z

n
f() = (2) 2

f (x) eix dx

Rn

For any k SO(n), we have

n
f(k) = (2) 2

f (x) eix.k dx

Rn

Making a change of variables x 7 kx and noting that kxk = x and f (kx) = f (x),
we get f(k) = f().
Let V0 = {f L2 (Rn ) : f (kx) = f (x) for all k SO(n)}, i.e., V0 is the
radial subspace of L2 (Rn ). The above lemma states that Fn V0 = V0 . Let W0 be
the orthogonal complement of V0 in L2 (Rn ). Given f L2 (Rn ), define f0 (x) =
R
f (kx) dk, which belongs to V0 . Let us look at hg, f0 i where g = f f0 .
S0(n)

Z
hg, f0 i =

f (x)f0 (x)

(f (x) f0 (x)) f0 (x) dx =

Rn

Rn

|f0 (x)|2 dx

Rn

But
Z

Z
f (x)f0 (x) =
Rn

SO(n)

Z
f (kx)f 0 (x) dx dk.
Rn

As dx is invariant under SO(n), the above becomes

Z
Z
Z
Z

f0 (x)
f (kx) dk dx = |f0 (x)|2 .
Rn

SO(n)

Rn

Rn

172

Hence hg, f0 i = 0. So we have L2 (Rn ) = V0 W0 . We wish to study the action of the

Fourier transform on these invariant subspaces. First we consider the one dimensional
case. Here, the radial functions are the even functions and L2 (R) decomposes as
the direct sum of the subspace of even functions and that of the odd functions. If
f L2 (R), then f = fe + fo , where

fe (x) =

f (x) + f (x)
,
2

and fo (x) =

f (x) f (x)
2

are respectively the even and odd parts of the function f. As can be easily checked
these two subspaces are inviariant under the Fourier transform. Moreover, for even
functions
1
f() = (2) 2

Z
f (x) cos(x) dx
R

is the cosine transform. Similarly, for odd functions the Fourier transform reduces to
the sine transform. Now we proceed to obtain a decomposition of L2 (R2 ). For this,
we identify a point (x, y) R2 with the complex number z = x + iy = rei . Let
V0 = {f L2 (C) : f (ei z) = f (z), for all z C, ei S 1 }
be the space of all radial functions on R2 . Let
Vm = {f L2 (C) : f (ei z) = eim f (z), for all ei S 1 }.

Then for each m, the space Vm is invariant under the Fourier transform, i.e., if f Vm ,
then fb Vm . For an integrable function f on C, we can write its Fourier transform

173

in the form
1
f(w) =
2

f (z) eiRe(zw)
dz, w C.

In polar coordinates, we write w = ei , > 0, R, so that

1
f(e ) =
2
i

f (z) eiRe(ze

i )

dz.

For any > 0, the map 7 f(ei ) is a 2- periodic function of . Hence we can
expand f(ei ) into a Fourier series
fb(ei ) =

Fm () eim ,

m=

where
1
Fm () =
2

Z2

f(ei ) eim d.

Using the definition of f(w), we have

1
Fm () =
(2)2

Z2 Z
f (z) e
0

iRe(zei )


dz

eim d.

Writing z = re , we have
Z Z2 Z2
1
i() )
Fm () =
f (rei ) eirRe(e
eim d d r dr.
2
(2)
0

Look at
Z2
Z2
1
1
i()
) im
eirRe(e
e
d = eim
eir cos eim d
2
2
0

= eim Km (r)
174

Thus we have

Fm () =

fm (r) Km (r) rdr,

0

1
fm (r) =
2

where

Z2

f (rei )eim d.

We have
1
2

Z2

f(ei ) eim d =

Z 

1
2

Z2

f (re ) e

im


d

Km (r) rdr.

By the above calculations, we have proved

Theorem 7.1.3. If f satisfies f (zei ) = eim f (z), then f also satisfies the same

 Z
i
im
equation, and we have f(e ) = e
f (r) Km (r) rdr . In otherwords, the
0

set of all functions f satisfying f (zei ) = eim f (z) is invariant under the Fourier
transform.
1
By defining ,m (z) =
2

Z2

eiRe(ze

i )

eim d, we can write

1
Fm () =
2

Z2

fb(ei ) eim d =

Z
f (z) ,m (z) dz.

(7.1)

Cn

Note that ,m (zei ) = eim ,m (z), so that ,m (rei ) = eim ,m (r) = eim Km (r).
Consider the function
1
,m (z) =
2

Z2
i
eiRe(ze ) eim d.
0

175

Clearly,
1
,m (r) =
2

Z2

eir cos eim

1
d = (i)m
2

Z2

eir sin eim d

has a zero of order m at the origin. So we can define

Jm (r) = (r)m ,m (r).

The function Jm (r) is called the Bessel function of order m.

Lemma 7.1.4. (Poisson representation of Bessel functions) If m is a nonnegative
integer then

Jm (r) =

2m

rm
(m + 1/2) (1/2)

Z1

eirs (1 s2 )m 2 ds.

Proof. Let
rm

Jm
(r) = m
2 (m + 1/2) (1/2)

Z1

eirs (1 s2 )m 2 ds.

By definition,
1
J0 (r) =
2

Z2

eir cos s

1
ds =
2

Z2

eirs (1 s2 ) 2 ds = J0 (r).

Let us compute
d
dr

Jm (r)
rm

= rm

m
r

0
(r)
Jm (r) Jm

176


= rm

m
2r

Z2

eit sin eim d

i
2r

rm
=
2
=

rm
2

Z2

eit sin sin eim d

Z2 


d eir sin eim
ir sin im
ir sin im
i (
) + cos e
e
i sin e
e
d
d
r

0
Z2

eit sin ei(m+1) d

= r

Jm+1 (r).

On the other hand



 Z1

(r)
d Jm
1
d
irt
2 m 12
= m
e
(1 t )
dt
dr
rm
2
(m + 21 ) dr
1

1
d
= m
1
2
(m + 2 ) dr
=

2m

(m + 21 )

Z1

 Z1

2 m 12

(cos rt) (1 t )


dt

1
1

(sin rt) t (1 t2 )m 2 dt.

Integrating by parts, we get

d
dr

Jm
(r)
m
r

1
1

=
m+1
r 2
(m + 1 + 21 )
=

Z1

(cos rt)(1 t2 )m+ 2 dt

J (r)
m+1
rm

Thus both Jm and Jm

satisfy the same recursion relation. As J0 = J0 , this gives

Jm = Jm
for all non-negative integers m.

177


makes sense even for non-integral values of m. Thus
The integral defining Jm

for any real > 1/2, we define the Bessel function J as

Z1

r
J (r) :=
2 (r + 1/2) (1/2)

eirs (1 s2 ) 2 ds, r 0.

From (7.1), we have

1
2

Z2

f(ei ) eim d =

Z
0

1
2

Z2

f (rei ) eim d Jm (r) rdr.

We can write the above equation as

m Fm () =

rm fm (r)

Jm (r) 2m+1
r
dr
(r)m

or
Fm () = Hm fm (),

where

Z
Hm g(x) =

g(r)

Jm (r) 2m+1
r
dr.
(r)m

Hm is called the Hankel transform of order m. By writing down the Fourier series of
f as
f (rei ) =

rm fm (r) eim ,

m=

we see that
f(ei ) =

m Hm fm () eim

m=

178

Hence we can reduce the study of Fourier transform on radial funcions on R2 to the
study of Hankel transforms.
For any > 1/2, we can define Hankel tranforms H by the equation
Z
H g() =

g(r)

J (r) 2+1
r
dr,
(r)

g L2 (R+ , r2+1 dr).

Theorem 7.1.5. The Fourier transform of a radial function f in L1 (Rn ) is radial,

and reduces to the Hankel transform H f0 where = n/2 1 and f (x) = f0 (|x|).
Proof. For radial f L1 (Rn ), by Lemma 7.1.2, its Fourier tranform is also radial.
Let us write F () = f(), S n1 , so that
Z

n
2

f (x) eix dx

F () = (2)

Rn

Z
i.e., F () =


f0 (r)

(2)

n
2

ix


d

rn1 dr,

S n1
n1

where d is the normalised surface measure on S . The function

Z
n
, (x) = (2) 2
eix. d
S n1

is radial and independent of as d is invariant under the action of SO(n). Thus

we have
n
2

(,) (x) = (r) = (2)

eirx d(x0 ).

S n1

As , is independent of , we can choose = (1, 0, , 0) so that

Z
0
n
, (x) = (2) 2
eirx1 d(x0 )
S n1

179

Z1
=C

eirx1 (1 x21 )n/21 2 dx1

Cn J n2 1 (r)
n

(r) 2 1

Thus when f is radial, f is also radial and we have

Z
F () =

f0 (r)

J n2 1 (r)
n

(r) 2 1

rn1 dr

= H n2 1 f0 ()
Thus the Fourier transform of a radial function reduces to a Hankel transform.

7.2

Spherical harmonics
Now that we have studied the action of the Fourier transform on radial func-

tions in all dimensions, we would like to obtain the decomposition stated in the

L
beginning. In the case of L2 (C), we have the decomposition L2 (C) =
Vem , where
m=0
L
Vem = Vm Vm . Note that the elements of Vem are functions of the form
f (z) = eim g(r) + eim h(r),
where g and h are functions on R+ = [0, ). We can think of eim and eim as
restrictions of z m and zm to S 1 . Note that z m and zm are harmonic and homogeneous
of degree m. Taking this as a clue, we want to look at the higher dimensional analogues
of z m and zm . Before proceeding, we recall some multi-index notation. For a point
180

x = (x1 , x2 , , xn ) Rn and = (1 , 2 , , n ) Nn , we let || = 1 + 2 +

+ n , ! = 1 !2 ! n ! and x = x1 1 x2 2 xnn .
Definition 7.2.1. A polynomial p(x) on Rn is said to be homogeneous of degree m,
P
if p(x) =
c x , or equivalently, if p(x) = m p(x), for all x Rn , and all
||=m

> 0.
Let Pm stand for the set of all polynomials which are homogeneous of degree
P
m. By definition, an element of Pm has the form P (x) =
c x . The set {x :
||=m

|| = m} forms a basis for Pm . Let dm denote the dimension of Pm . Then, dm is

given by the number of ways of choosing an n-tuple (1 , 2 , , n ) Nn satisfying
n
P
j = m. Let us label (n 1) boxes as B1 , B2 , , Bn1 among a linearly ordered
j=1

array of (n+m1) boxes. Label each of the remaining unmarked boxes as W. Writing
the labels of the boxes, we get a sequence of the letters B1 , B2 , , Bn1 and W.
Let 1 be the number of W 0 s which precede B1 . Let 2 be the number of W 0 s
which are between B2 and B3 , and so on. Let n be the number of W 0 s following
Bn1 . Thus, we obtain an n-tuple = (1 , 2 , , n ) with || = m. The number of
such n-tuples is the number of ways we can select (n 1) boxes among the (n + m 1)
boxes, which is given by

dm =

n+m1
n1

n+m1

= (n + m 1)! .
(n 1)! m!

c x . The differential operator P (D)

||=m
P
associated to this polynomial is the operator defined by P (D) =
c , where
Let P be a polynomial of the form P (x) =

||=m

181

 ||
. For P, Q Pm , define hP, Qi = P (D)Q. Then h, i satisfies the
x11 x22 xnn
following properties.
=

(i) As P and Q are homogeneous of the same degree, hP, Qi C, for all polynomials
P, Q Pm . For n-tuples = (1 , 2 , , n ), (1 , 2 , , n ) Nn , we have


n
1 2

x11 x22
xnn

Therefore, if hP, P i = 0, then

n
P

x1 1 x2 2 xnn = 1 !2 ! n !.

|c |2 ! = 0. This can happen only when c = 0 for

j=1

all , which implies that P = 0.

(ii) h, i is linear in the first variable and conjugate linear in the second variable.
(iii) Moreover, h, i is hermitian symmetric.
From the above properties, we infer that h, i defines an inner product on the space
Pm . Let Hm Pm be the subspace consisting of harmonic polynomials, i.e., p Hm
n
P
2
means p Pm and p = 0, where =
. The elements of Hm are called
x2
j=1

solid harmonics of degree m. Note that Pm and Hm are invariant under the action
SO(n), i.e., if p Pm (resp. p Hm ), then for every S0(n), the polynomial
em = {p|S n1 : p Hm }. An
p (x) := p(.x) belongs to Pm (resp. to Hm ). Let H
em is called a (surface) spherical harmonic of degree m. Every polynomial
element of H
em , there exists
p Hm is uniquely determined byits restriction to S n1 . For Y H
x
x
a polynomial P Hm such that Y = P |S n1 . Then, Y ( |x|
) = P ( |x|
) = |x|m P (x). If

e m onto H
em .
Y = 0, then P = 0, and so the map P 7 P |Sn1 is an isomorphism of H
Thus,
em = dim Hm = dim Pm dim Pm2 = dm dm2 .
dim H

182

The dimension of Hm is denoted by am .

em , we can define an inner product (by considering H
em as a subspace of
On H
Z
L2 (S n1 )), given by
(p, q) =
p() q() d().
S n1

em H
ek if m 6= k.
Lemma 7.2.2. H
em , then p(x) = rm p(),
Proof. For, if p H

x = r, r > 0, S n1 . Since

p = 0, we get


n1
1
+
+ 2 S
2
r
r r
r

(rm p()) = 0,

where S is the Laplacian of S n1 . This gives

m(m 1) r(m1) p()+

1
n1
m rm1 p() + 2 rm S p() = 0
r
r

i.e., S p() = (m(m 1) m(n 1)) p()

= m(m + n 2) p()

em is an eigenfunction of S with eigenvalue [m(m +

Thus, we see that every p H
em , q H
ek , with m 6= k,
n 2)]. Note that S is a self-adjoint operator. If p H
then
m(m + n 2)(p, q) = (S p, q) = k(k + n 2)(p, q).
em H
ek .
Since m 6= k, this is possible only if (p, q) = 0, i.e., H
Theorem 7.2.3. Every P Pk has the form
P (x) = P0 (x) + |x|2 P1 (x) + + |x|2l Pl (x).

183

Proof. As any polynomial of degree less than 2 is harmonic, we assume that k 2. Let
n
P
2
=
be the Laplacian on Rn . Then the map , defined by (P ) = P maps
2
j=1

xj

Pk onto Pk2 . For if is not onto, there exists a polynomial Q Pk2 such that Q is
orthogonal to P for all P Pk , i.e., hP, Qi = hQ, P i = 0. In particular, taking
P (x) = |x|2 Q(x), we get 0 = hQ, P i = Q(D)P = P (D)P = hP, P i, a contradiction, since P 6= 0. Let Bm = {P (x) Pm : P (x) = |x|2 Q(x), for some Q Pm2 }.
Claim: Pm is the orthogonal direct sum of Hm and Bm .
For, if R(x) = |x|2 Q(x) for Q Pm2 , then hR, P i = 0 for all Q Pm2 if
and only if Q(D)P = 0 for all Q Pm2 . This happens if and only if hQ, P i = 0
for all Q Pm2 , which is true if and only if P = 0. In particular, if m = k and
P Pk , then P (x) can be written as P (x) = P0 (x) + |x|2 Q(x), where P0 is harmonic
and Q Pk2 .
Applying the above claim for m = k 2, there exist a harmonic polynomial P1
and Q Pk4 such that Q(x) = P1 (x) + |x|2 Q1 (x) = P0 (x) + |x|2 P1 (x) + |x|4 Q1 (x).
Thus the result follows by induction.
The following are some of the interesting consequences of the above theorem:
Corollary 7.2.4. The restriction to the surface of the unit sphere S n1 of any polynomial of nvariables is a sum of restrictions to S n1 of harmonic polynomials.
e be the collection of all finite linear combinations of the
Corollary 7.2.5. Let H

em . Then
elements of cup H
k=0

e is dense in the space of all continuous functions on S n1 with respect to the

(i) H
L norm;
184

e is dense in L2 (S n1 ).
(ii) H
Proof. (i) By the Weierstrass Approximation theorem, any continuous function g on
S n1 can be uniformly approximated by polynomials restricted to S n1 . Corollary
e thus
7.2.5 gives these restrictions as finite linear combinations of elements of H,
proving (i).
(ii) For f L2 (S n1 ) and  > 0, let g be a continuous functions on S n1 satisfying
e such
kf gk2 < /2. By (i), there is a finite linear combination h of elements of H
that kg hk <

.
2 n1

Therefore,

kf hk2 kf gk2 + kg hk2 <

7.3


+ n1 kg hk < /2 + /2 = .
2

Zonal harmonics
For a fixed x0 S n1 , the mapping Y 7 Y (x0 ) defines a continuous linear

ek and hence there exists unique Z (k)

e
functional on H
x0 Hk such that
Z

Y (x ) =

(k)
ek .
Y (t0 ) Zx0 (t0 ) dt0 , Y H

S n1

(k)

The function Zx0 is called the zonal harmonic of degree k with pole x0 . Some properties
of zonal harmonics are given in the next lemma.
0
ek , then Z (k)
Lemma 7.3.1. (a) If {Y1 , Y2 , , Yak } is an orthonormal basis of H
x0 (t ) =
ak
P
Ym (x0 )Ym (t0 ).
m=1
(k)

(k)

(k)

(b) Zx0 is real-valued and Zx0 (t0 ) = Zt0 (x0 ).

(k)

(k)

(c) If is a rotation, then Zx0 (t0 ) = Zx0 (t0 ).

185

ek , Z (k)
Proof. (a) As {Y1 , Y2 , , Yak } is an orthonormal basis for H
x0 has the form
ak
P
(k)
(k)
(k)
(Zx0 , Ym ) Ym . By the definition of Zx0 , we have
Zx0 =
m=1

(k)
(Zx0 , Ym )

Z
=

(k)

Ym (t0 ) Zx0 (t0 ) dt0 = Ym (x0 ).

S n1

ek is independent of whether the functions are real or complex(b) The dimension of H

valued. Choosing the elements of the orthonormal basis in (a) to be real-valued, we
(k)

get that Zx0 is real-valued.

ek , taking w0 = t0 , we have
(c) For Y H
Z

(k)
Zx0 (t0 )

Y (t ) dt =

(k)

Zx0 (w0 ) Y (1 w0 ) dw0 .

S n1

S n1

By the definition of zonal harmonic, the above integral is Y (1 (x0 )) = Y (x0 ). By the
(k)

(k)

uniqueness of the representation of linear functionals, we get Zx0 (t0 ) = Zx0 (t0 ).
(k)

1
Corollary 7.3.2. (a) Zx0 (x0 ) = ak n1
, for all x0 S n1 , where ak is the dimension

ek and n1 is the surface area of the unit sphere S n1 .

of H
(b)

ak
P

1
|Ym (x0 )|2 = ak n1
, for all x0 S n1 . This equality is independent of the

m=1

ek .
choice of the orthonormal basis {Y1 , Y2 , , Yak } of H
1
(c) |Zt0 (x0 )| ak n1
, for all x0 , t0 S n1 .

Proof. (a) Fix x01 S n1 . For any x02 S n1 , there exists a rotation such that
x02 = x01 . By Lemma 7.3.1(c), Zx02 (x02 ) = Zx01 (x01 ). Thus Zx0 (x0 ) is independent of the
point x0 S n1 , say Zx0 (x0 ) = c. By Lemma 7.3.1(a), we have
186

(k)
Zx0 (x0 )

ak
X

Ym

(x0 )Y

m (x

ak
X

)=

m=1

|Ym (x0 )|2 .

m=1

The above combined with the orthonormality of {Y1 , Y2 , , Yak } gives

ak =

ak Z
X

|Ym (x0 )|2 dx0

m=1 n1
S
Z X
ak
S n1

Z
=

|Ym (x0 )|2 dx0

m=1
(k)

Zx0 (x0 )dx0 = c n1

S n1

Thus
(k)

Zx0 (x0 ) = ak n1 .

(b) By the above equation and Lemma 7.3.1(a),

ak
P

1
|Ym (x0 )|2 = ak n1
, thus proving

m=1

(b).
ek , by Lemma 7.3.1(a), we have
(c) For {Y1 , Y2 , , Yak } an orthonormal basis for H
(k)
kZu0 k22

Z
=

(k)
|Zu0 (w0 )|2 dw0

(k)

|Ym (u0 )|2 = ak n1 .

m=1

S n1

So

ak
X

(k)

(k)

(k)

(k)

|Zt0 (x0 )| = |(Zt0 , Zx0 )| kZt0 kkZx0 k

q
q
1
1
1
=
ak n2 ak n2
= ak n2
,

(k)

1
i.e., |Zt0 (x0 )| ak n2
, for all x0 , t0 S n1 .

187

Definition 7.3.3. A parallel of S n1 orthogonal to a point e S n1 is defined as

the intersection of the unit sphere with a hyperplane that is perpendicular to the line
determined by the origin and the point e.
We are interested in studying the behaviour of the zonal harmonics on the
parallels of S n1 .
Lemma 7.3.4. Let P be a polynomial on Rn , n 2, such that P (x) = P (x) for all
rotations and all points x Rn . Then P has the form
P (x) =

m
X

ck (x21 + x22 + + x2n )k ,

k=0

for some constants c0 , c1 , , cm .

Proof. We write P as a sum of homogeneous polynomials Pl in the form P (x) =
j
P
Pl (x). Then for a given  > 0 and any rotation SO(n), we have P (x) =
l=0
j
P

P (x) =
j
P
l=0

Pl (x) =

l=0
j
P

Pl (x) =

j
P

 l Pl (x). But the homogeneity of P gives P (x) =

l=0

 l Pl (x). Thus Pl (x) = Pl (x), for all l = 0, 1, j.

l=0

Let F (x) = |x|l Pl (x). Then F (x) = F (x) for all  > 0, i.e., F is homogeneous of
degree 0. Also, F (x) = |x|l Pl (x) = |x|l Pl (x) = F (x), i.e., F is invariant under
rotations. This together with its homogeneity forces F to be a constant function,
F (x) = cl 0 , for all x Rn . This implies that Pl (x) = cl 0 |x|l . As Pl is a polynom
P
mial, cl 0 6= 0 only when l is even. Thus P (x) =
ck |x|2k , where ck = c02k , for
k=0

k = 0, 1, , m, and m is the largest integer less than or equal to (j/2).

The following result gives an important characterisation of the zonal harmonics.

188

ek is constant on the parallels of

Theorem 7.3.5. Let e S n1 . A function Y H
(k)

S n1 orthogonal to e, if and only if, there is a constant c such that Y = cZe .

Proof. Let e S n1 and be a rotation that fixes e, ie., e = e. By Lemma 7.3.1(c),
(k)

(k)

for any x0 S n1 , we have Ze (x0 ) = Ze (x0 ). Since the point e is fixed under the
action of , the parallel of S n1 orthogonal to e is left invariant by . Let x01 , x02 belong
to this parallel of S n1 . Choose a rotation which fixes e and maps x01 to x02 , i.e.,
e = e and x01 = x02 . Then
Ze(k) (x02 ) = Ze(k) (x01 ) = Ze(k) (x01 ),
(k)

i.e., Ze

is constant on the parallel of S n1 orthogonal to e.

ek is constant on the parallels of S n1 orthogonal

Conversely, suppose that Y H
to e. Let be a rotation such that e = e1 , for the point e1 = (1, 0, , 0) S n1 .
Define W (x0 ) := Y ( x0 ). Then W is a spherical harmonic which is constant on the
parallels of S n1 orthogonal to e1 .
x
), x 6= 0, and P (0) = 0. Let be a rotation which
Define P (x) = |x|k W ( |x|

fixes e1 . Then P (x) = P (x) for all x Rn . Also, all polynomials of the form
xm
1 , for m = 0, 1, 2, , are invariant under the action of . We write P (x) =
k
P kj
x1 Pj (x2 , , xn ). Then we get that the rotation maps (x1 , x2 , , xn ) 7
j=0

(x1 , x02 , , x0n ), where (x2 , x3 , xn ) 7 (x02 , , x0n ) is a rotation of the (n1)dimensional
space x1 = 0. As varies over all rotations fixing x1 , these mappings give rise to all
rotations of the space x1 = 0. Since P is invariant under the rotation , so are all the
polynomials P0 , P1 , , Pk . This gives by Lemma 7.3.4 that Pj = 0 for j odd, and

189

that Pj (x2 , , xn ) = cj (x22 + + x2n ) 2 , for j even. Let R = (x22 + + x2n ) 2 . Then
we have
2
k2l 2l
P (x) = c0 xk1 + c2 xk2
R .
1 R + + c2l x1

(7.1)

Since W is a spherical harmonic, by definition, P is a solid harmonic, and so P = 0.

This gives
l1
X

k2(j+1)

[c2j aj + c2(j+1) bj ] x1

R2j = 0

j=0

where aj = (k 2j)(k 2j 1), and bj = 2(j + 1)(n + 2j 1). This gives c2(j+1) =
a

bjj c2j , j = 0, 1, , l 1, i.e., P depends only on the coefficient c0 , and so any two
polynomials of the form (7.1) differ by a constant multiple. But we have proved that
any homogeneous polynomial of degree k whose restriction to S n1 is constant on the
(k)

x
parallels of S n1 orthogonal to e1 has the form (7.1). We also know that Ze1 ( |x|
)|x|k

satisfies this property, and hence

W (x0 ) = P (x0 ) = cZe(k)
(x0 ), for all x0 S n1 .
1
Using Lemma 7.3.1(c), we get
(k)

Y (y 0 ) = W ( 1 y 0 ) = cZe(k)
( 1 y 0 ) = cZ 1 e ( 1 y 0 ) = cZe(k) (y 0 ).
1

Corollary 7.3.6. Suppose Fy0 (x0 ) is defined for all x0 , y 0 S n1 and satisfies the
following properties:
(a) Fy0 is a spherical harmonic of degree k for each y 0 S n1 ,
(b) Fy0 (x0 ) = Fy0 (x0 ), for all rotations .
190

(k)

Then, there is a constant c such that Fy0 (x0 ) = cZy0 (x0 ), for all x0 , y 0 S n1 .
Proof. Let y 0 S n1 and be a rotation that fixes y 0 . Then, by hypothesis (b), for
any x0 S n1 , we have Fy0 (x0 ) = Fy0 (x0 ) = Fy0 (x0 ), ie., Fy0 is a spherical harmonic
which is constant on parallels to S n1 at y 0 S n1 . Applying Theorem 7.3.5, we get
(k)

a constant c(y 0 ) such that Fy0 = c(y 0 )Zy0 . Let y10 , y20 , S n1 , and be a rotation such
that y10 = y20 . Again by hypothesis (b), we get
(k)

(k)

c(y20 )Zy0 (x0 ) = Fy20 (x0 ) = Fy10 (x0 ) = Fy10 (x0 ) = c(y10 )Zy0 (x0 ),
(k)

(k)

i.e., c(y20 )Zy0 (x0 ) = c(y10 )Zy0 (x0 ).

(7.2)

But by Lemma 7.3.1(c), we have

(k)

(k)

(k)

Zy0 (x0 ) = Zy0 (x0 ) = Zy0 (x0 ).

1

(7.3)

From (7.2) and (7.3), we get that c(y10 ) = c(y20 ), proving the result.
For k = 0, 1, 2, , let hk be the subspace of L2 (Rn ) generated by the functions
of the form f (r)P (x), where f is a radial function and P is a solid harmonic of degree
k. The following result describes the decomposition we are looking for:

L
hk holds in the sense
Theorem 7.3.7. The direct sum decomposition L2 (Rn ) =
k=0

that

(a) each subspace hk is closed,

(b) the hk s are mutually orthogonal,
(c) every element of L2 (Rn ) is a limit of a finite linear combination of elements
belonging to the spaces hk , and
191

(d) for each k = 0, 1, 2, , the space hk is invariant under the Fourier transform.
ek ,
Proof. (a) The space of solid harmonics of degree k is isomorphic to the space H
and so is of dimension ak . If P1 , P2 , , Pak is an orthonormal basis of this space, then
ak
R
P
fj (r) Pj (x), with |f (x)|2 dx =
every element f of the space hk has the form
Rn

j=1

ak R
P

|fj (r)|2 r2k+n1 dr, and so, hk is closed.

j=1 0

(b) Integrating in polar coordinates and using Lemma 7.2.2 gives (b).
(c) Suppose there is a function f L2 (Rn ) which is orthogonal to hk , for all k. By
Corollary 7.2.5, the function f vanishes almost everywhere on almost every sphere
centered at the origin, and so f = 0 in L2 (Rn ).
(d) Let f L1 L2 (Rn ) be of the form f (u) = f0 ()P (u) = k f0 ()Y (u0 ), with
ek , where = |u|, u = u0 . Suppose we prove that fb hk whenever the function
Y H
f is of the above form. Since finite linear combinations of such functions are dense in
hk , this will prove that hk is invariant under the Fourier transform.
For r = |x|, x = rx0 , we have
n
fb(x) = (2) 2

= (2) 2

Z
Rn
Z

eixu f (u) du

f0 () k+n1

eirx u Y (u0 ) du0

S n1

For s 0,
Z

isx0 u0

e
S n1

Y (u ) du

isx0 u0

=
S n1

S n1

192

(k)

Y (v 0 ) Zu0 (v 0 ) dv 0 du0

(7.4)

Z
=

Y (v )
S n1

Let Fx0 (v 0 ) =

(k)

eisx u Zv0 (u0 ) du0 dv 0 .

(7.5)

S n1

(k)

eisx u Zv0 (u0 ) du0 . By Fubinis theorem and the orthogonality

R
S n1

ek , we get that Fx0 is orthogonal to all the spaces H

ej , for j 6= k. So
of the spaces H
ek . Let u0 , w0 S n1 and be a rotation such that u0 = w0 . Then, by Lemma
F x0 H
7.3.1(c),
Z

Fx0 (v ) =

(k)

eisx u Zv0 (u0 ) du0

S n1

Z
=

(k)

eisx w Zv0 (w0 ) dw0

S n1

Z
=

(k)

eisx w Zv0 (w0 ) dw0 = Fx0 (v 0 ).

S n1

(k)

By Corollary 7.3.6, there is a number c = (s) such that Fx0 (v 0 ) = cZx0 (v 0 ), for all
x0 , v 0 S n1 . Therefore (7.5) becomes
Z
e

isx0 u0

Y (u ) du =

S n1

Y (v 0 ) Fx0 (v 0 ) dv 0

S n1

Z
i.e.,

isx0 u0

Y (u ) du =

S n1

(k)

Y (v 0 ) (s) Zx0 (v 0 )dv 0 = (s) Y (x0 )

S n1

Substituting the above in (7.4), we get

n
fb(x) = (2) 2

Z
0

which proves that fb hk .

193

f0 ()(r) k+n1 d Y (x0 ),

7.4

Action of the Fourier transform on hk

As we have discussed earlier, the Fourier transform of a radial function is

radial. In the two dimensional case, the Fourier transform of a radial function was
expressed in terms of the Bessel functions. We proved that this was the case in higher
dimensions too. We now study the action of the Fourier transform on the invariant
subspaces hk , defined in the previous section.
2

Theorem 7.4.1. Suppose f (u) = e|u| P (u) for u Rn , where P (u) is a solid
harmonic of degree k, then fb(v) = ik f (v), for all v Rn .
Proof. Since P is harmonic, its satisfies the mean value property. This gives, for a
fixed t Rn ,
Z

e|u| P (u + t) du =

Rn

2
rn1 er

P (t + ru0 ) du0 dr

n1

rn1 er dr n1 P (t)

Z
= P (t)

n1

r2

i.e., P (t) =

du

Z
dr = P (t)

S n1

e|x| dx

Rn

e|u| P (u + t) du

Rn

The polynomial P (t) has an analytic continuation P (z) = P (z1 , z2 , , zn ), for z =

(z1 , z2 , , zn ) Cn . From the above equation we get

Z
P (z) =

e|u| P (u + z) du, z = x + iy Cn .

Rn

194

In particular, for z = iv, we get P (iv) =

e|u| P (u iv) du. Since P is

Rn

homogeneous of degree k, P (iv) = (i)k P (v). Using this and applying Cauchys
theorem n times, we get
Z

(u+iv)(u+iv)

Z
P (u) du =

euu P (u iv) du = (i)k P (v).

Rn

Rn

2
Multiplying both sides by e|v| , we get fb(v) = (i)k f (v) = ik f (v).

We now obtain an extension of the above result.

Theorem 7.4.2. Let f L2 (Rn ) be of the form f (x) = p(x)g(|x|) where p Hm . The
fb() = p()G(||). Thus the subspace of functions of the form f (x) = p(x)g(|x|), p
Hm is invariant under the Fourier transform.
Proof. When f (x) = p(x)g(|x|), with p Hm , is square integrable, the function g
satisfies

|g(r)|2 rn+2m1 dr < .

Let Dn+2m denote the space of all such functions with the obvious norm. We claim
2

that the subspace W consisting of finite linear combinations of et|x| as t runs

through positive reals is dense in Dn+2m . For, if there is a function g Dn+2m satisfying

etr g(r) rn+2m1 dr = 0, for all t > 0.

Differentiating the above equation k times and evaluating at t = 1 gives

Z

er r2k g(r) rn+2m1 dr = 0.

195

As the above equation is true for all k N, the function g(r)rn+2m1 e 2 r is or1

thogonal to all functions of the form P (r2 )e 2 r , as P runs through all polynomials.
Since these functions form a dense class in L2 ((0, ), dr) we get that g = 0. So it
suffices to prove that W is invariant under the Fourier transform.
2
2
For t > 0, let ft (x) = tn f (tx), so that fbt () = fb(t1 ). If f (x) = p(x)et |x| ,
2
take g(x) = p(x)e|x| , and consider fb() = tnm gbt () = tnm gb(t1 ). Since gb() =

(i)m g(), we get

2
2
fb() = tn2m (i)m p(x)et |x| .

This proves that W is invariant and hence the theorem follows.

Theorem 7.4.3. (Hecke-Bochner formula for the Fourier transform) Let f L2 (Rn )
be of the form f (x) = p(x)g(|x|), with p Pm . Then Fn (f ) = (i)m p Hn/2+m1 g.
Proof. From the proof of the previous theorem, we get an operator Tmn on the space
Dn+2m defined as follows. If g Dn+2m , and p Pm , the function p(x)g(|x|) L2 (Rn )
whose Fourier tranform is of the form p(x)G(|x|). As the Fourier transform is unitary,
it follows that G Dn+2m . We can also think of g(|x|) as a radial function on Rn+2m
whose (n + 2m)-dimensional Fourier transform will be a radial function, say G0 (|x|).
We define another operator T0n+2m on Dn+2m as T0n+2m g = G0 . It is also clear that
kT0n+2m gk2 = kgk2 . If we denote the Fourier transform on Rn by Fn , then
T0n+2m g = Fn+2m g = Hn/2+m1 g.
From the proof of the above theorem we get that Tmn g = (i)m T0n+2m g, for all g W.
As W is a dense subspace of L2 (Rn ), this proves the result.

196