Lecture Notes in Mathematics

An informal series of special lectures, seminars and reports on mathematical topics

Edited by A. Dold, Heidelberg and B. Eckmann, Zerich

17

Claus Mailer
Institut fur Reine und Angewandte Mathematik
Technische Hochschule Aachen

Spherical Harmonics

1966
-",~!

Springer-Verlag. Berlin-Heidelberg. New York

All rights, especially that of translation into foreign languages, reserved. It is also forbidden to reproduce this book, either
whole or in part, by photomechanical means (photostat, microfilm and/or microcard)or by other procedure without
written permission from Springer Verlag. O by Springer-Verlag Berlin. Heidelberg 1966
Library of Congress Catalog Card Number 66-22467. Printed in Germany. Title No. 7537.
 PREFACE

The subject of these lecture notes is the theory of

regular spherical harmonics in any number of dimensions.
The approach is such that the two- or t h r e e - d i m e n s i o n a l
problems do not stand out separately. They are on the contrary
regarded as special cases of a more general structure. It
seems that in this way it is possible to get a better under-
standing of the basic properties of these functions, which
thus appear as extensions of w e l l - k n o w n properties of
elementary functions. One o u t s t a n d i n g result is a proof of
the addition theorem of spherical harmonics, which goes back
to G. Herglotz. This proof of a fundamental property of the
spherical harmonics does not require the use of a special
system of coordinates and thus avoids the d i f f i c u l t i e s of
representation, which arise from the singularities of the
coordinate system.

The intent of these lectures is to derive as many results

as possible solely from the symmetry of the sphere, and to
prove the basic properties which are, besides the addition
theorem, the r e p r e s e n t a t i o n by a g e n e r a t i n g function, and
the completeness of the entire system.

The r e p r e s e n t a t i o n is self-contained.
This approach to the theory of spherical harmonics was
first p r e s e n t e d in a series of lectures at the B o e i n g
Scientific R e s e a r c h Laboratories. It has since been slightly
modified.

I am grateful to Dr. Theodore Higgins for his assistance

in p r e p a r i n g these lecture notes and I should like to thank
Dr. Ernest R o e t m a n for a number of suggestions to improve
the manuscript.

February 1966 Claus M U l l e r

 C ON TEN TS

General Background and N o t a t i o n ............................... I

Orthogonal Transformations .................................... 5

Addition Theorem .............................................. 9

Representation Theorem ........................................ 11

Applications of the A d d i t i o n Theorem .......................... 14

Rodrigues Formula ............................................. 16

Funk - Hecke Formula .......................................... 18

Integral Representations of S p h e r i c a l Harmonic ................ 21

Associated Legendre Functions ................................. 22

P r o p e r t i e s of the Legendre Functions .......................... 29

Differential Equations ........................................ 37

Expansions in S p h e r i c a l Harmonics ............................. 40

Bibliography .................................................. 45
 - I -

G E N E R A L B A C K G R O U N D AND NOTATION

Let (Xl,...,Xq) be Cartesian coordinates of a Euclidean space

of q dimensions. Then we have w l t h

Ixl l : ~-~ : (x.)~+ .... + ('x~) ~

the r e p r e s e n t a t i o n

where

represents the system of coordinates of the points on the unit

sphere in q dimensions. It will be called ~ , its surface
element d ~ 9 and the total surface ~9 , where this surface
is given by

By d e f i n i t i o n we set ~ =2. Then we have

If the vectors ~ . . . ,~ are an orthonormal system, we may

represent the points on X~9 by

(1) ~s __ .t.E< 1 + ~ ~'_., ,. --~_~ f_~4 ,. ~:~<r~<l

where ~s_~ is a unit vector in the space spanned by El,... , c ~ r

The surface element of the unit sphere then can be w r i t t e n as
~-~

and we have from above

A~#_I -i
The integral on the right hand side may be t r a n s f o r m e d to
4
i <!-3 %
%/
o

I) Here and in the following points of the unit sphere are

denoted by greek letters.
 - 2 -

Which gives us for q = 2,3, ...

") = "~ ( z ) z
(2) wI = CU,/ _- .

Denote by
Z
(3)
the Laplace operator. We then introduce the

Definition I : Let Hn(X) be a homogeneous polynomial of degree n in

q dimensions, which satisfies

Then

is called a (regular) spherical harmonic of order n

in q dimensions.

From this we get immediately

Lemma 1 : ~, (-~) = (-4)~ Sn (~)

Let Hn(X) and Hm(X ) be two homogeneous harmonic polynomials of

degree n and m. Then by Green's theorem we have

as the normal derivatives of H m and H n on ~9 are

I 8~ H ~ ( ~ ) } = ~ H~(~) and [~ H~(+~)] = n H~ (~) respectively.

T= 4

From Definition (I) we have therefore

/
Lemma 2 : .~ S ~ (~) S ~ ( ~ ) ~ = 0 for m #

Any homogeneous polynomial in q variables can be represented in

the form
 -3-

(4) Z
i:~ (~) A._#(z,, . . . . ,~_.) : H.(.)

where the An.j(Xl,...,Xq_1) are homogeneous polynomials of degree

(n-j) in Xl,...,Xq_ 1. A p p l i c a t i o n of the Laplace operator in the
form

= + ~-~

gives m-z

nq H (x) : --# ~ ;(~-~)(~1~-~ A._~ + ~:s~)~ a~_~ A._~

For a harmonic polynomial this has to vanish identically. By
equating coefficients we thus get

(5)

Therefore all the polynomials Aj are determined if we know A n and

An_ I 9 The number of linearly independent homogeneous and harmonic
polynomials is thus equal to the number of coefficients of A n and

An_ I 9

Denote by M(q,n) the number of coefficients in a homogeneous

polynomial of degree n and q variables. It then follows from
(4) that
{ ~ ~(~-~,~) , ~ ~o
(6) M (~,~) = ~=a
0 p nLO

Clearly M(1,n) = I, so that M(q,n) = ~(~q-~) 9

Now the total number of coefficients available in

An(Xl,...,Xq_l) and A n _ l ( X l , . . . , X q _ l ) is

(7) N (~,n) : MCq-s,n) ~- kl (~-'1, n-s) : (7(~ ~-z) !

Then the power series

(8) @~ #'o

converges for Ixl g 1. By (6) and (7)

 -4-

(9) IVc9,.1 = Z ,

Now it follows from (7)

1 for n = 0,1
N(I ,n) =
0 for n > I,
o

so that

Substituting (9) into (8) and interchanging the order of summation

we o b t a i n
4

and hence
~9 (x) = 4Y" X
This gives us

Lemma ~ : The n u m b e r N(q,n) of l i n e a r l y independent spherical

harmonics of d e g r e e n is g i v e n by the power series

(4 - x ) q -~ .=o

Specializing to q = 2 and q = 3 we get

Oo oo

4+• = 4 + Z 2x" = .Y__ N ( z , , , ) ~ <

(10) -7 - x .=~ .=o

*• : >- (2.+~• = 7- NC3,,~) •

(4 - X} z ~ =o ~ =o

F r o m L e m m a 3 we can d e t e r m i n e the N(q,n) explicitly. The

binomial expansion gives for Ix l < I

-,PC"+q-~} x"
4 + x : (4~x) n ( .+d P(q-4l
( 4 - x ) I-~ . :o

4 + 7" ~,,,q-zJPC,~,f-z~
so that

n~4

I
/

(11) N (9,~)
"~ I
n= 0
 -5-

If we set
N(%,m) rl

(12) s,, c~) : Z

~--,f
ci ,s,,,i(~)

we have

Lemma 4: There exist N(q,n) linearly independent spherical harmonics

5~,~(F) of degree n in q dimensions and every spherical
harmonic of degree n can be regarded as a linear
combination of the 5~,~ (~) .

ORTHOGONAL TRANSFORMATIONS

Suppose now that the functions S n , j ( ~ ) , j = I,...,N constitute

an orthonormal set, i.e.,

If A is an orthogonal matrix, then Hn(A~) is a homogeneous

harmonic polynomial of degree n in x if Hn(X) has this property,
so that Sn(A ~ ) is a spherical harmonic of order n. In particular

I,I
(14) S.,~ ( A ~) ; Z
T--9
~i~ s.,~. (~')

To every orthogonal matrix A there corresponds therefore a matrix

c ~T 9 We now have, because of (13) and (14),

(15) I Zo,~ ( A ~) So,~ ( A ~') ~ =

,_=~ C~?
~q

The orthogonal transformation A ~ may be regarded as a coordinate

transformation of O 9 which leaves the surface element d ~
unaltered. This means that
 -5-

If we set
N(%,m) rl

(12) s,, c~) : Z

~--,f
ci ,s,,,i(~)

we have

Lemma 4: There exist N(q,n) linearly independent spherical harmonics

5~,~(F) of degree n in q dimensions and every spherical
harmonic of degree n can be regarded as a linear
combination of the 5~,~ (~) .

ORTHOGONAL TRANSFORMATIONS

Suppose now that the functions S n , j ( ~ ) , j = I,...,N constitute

an orthonormal set, i.e.,

If A is an orthogonal matrix, then Hn(A~) is a homogeneous

harmonic polynomial of degree n in x if Hn(X) has this property,
so that Sn(A ~ ) is a spherical harmonic of order n. In particular

I,I
(14) S.,~ ( A ~) ; Z
T--9
~i~ s.,~. (~')

To every orthogonal matrix A there corresponds therefore a matrix

c ~T 9 We now have, because of (13) and (14),

(15) I Zo,~ ( A ~) So,~ ( A ~') ~ =

,_=~ C~?
~q

The orthogonal transformation A ~ may be regarded as a coordinate

transformation of O 9 which leaves the surface element d ~
unaltered. This means that
 -6-

~9
From (15) we now get
kl
(16) ~_~")
~= c Ca = ~,

so that the coefficients c~T are the elements of an orthogonal

matrix. Besides (16) we therefore get also
IV(q,.)
(17) Z
"r=4
"
c r''''~ C'r~ -- ~: K

For any two points ~ and ,? on /]9 we now form the function

Due to (17) we have for any orthogonal matrix A

F(A~', A?)

W(q,~) W(f,.)
Z[Z "

I"= 9 ~:4

The function F( ~, ~ ) thus has the important property that it

is not changed if y and ~ undergo an orthogonal transformation
simultaneously.

To further studies of our function F( ~, ~ ) we use the following

properties of the group of orthogonal transformations

a) To every unit vector ~ there is an orthogonal trans-

formation such that A ~ = s9 9

b) For any two vectors ~ and ~ we have

c) For any unit vector ~ there is a subgroup of orthogonal

transformations, which keeps ~ fixed and which trans-
 -7-

forms a given unit vector % in all those vectors

for w h i c h

~"~ =Y'~o

LEGENDRE FUNCTIONS

We n o w use these properties to study our f u n c t i o n F( ~, ~ ).

It follows from (a) that we may transform ~ into E9 . Then,
according to (2), ~ would be r e p r e s e n t e d in the form

(~8)

From (b) we k n o w that t is also the value of the scalar product

of ~ and ~ before carrying out the transformation. From (18)
it can be seen that the s u b g r o u p with fixpoint ~ is i s o m o r p h i c to
the o r t h o g o n a l group in (q-1)-dimensions ~).

We have therefore

for any two vectors ~q-4 and q q_~ on ~f~q_~ 9 This implies that
F ( E~, t ~ ~ ~_~z" ~ _ ~ ) does not d e p e n d on ~q_~ . It t h e r e f o r e
is a f u n c t i o n of t alone. Combining this w i t h (18) we have

Lemma 5: Let Sn, j ( ~ ) , j = 1,...,N be an o r t h o n o r m a l set of

spherical harmonics on ~q . Then for any two points
(vectors) ~ and ~ on ~q the f u n c t i o n

depends only on the scalar product of ~ and ~ 9

i) The o r t h o g o n a l group in one d i m e n s i o n consists of the two trans-

formations x' I = • x I only.
 -7-

forms a given unit vector % in all those vectors

for w h i c h

~"~ =Y'~o

LEGENDRE FUNCTIONS

We n o w use these properties to study our f u n c t i o n F( ~, ~ ).

It follows from (a) that we may transform ~ into E9 . Then,
according to (2), ~ would be r e p r e s e n t e d in the form

(~8)

From (b) we k n o w that t is also the value of the scalar product

of ~ and ~ before carrying out the transformation. From (18)
it can be seen that the s u b g r o u p with fixpoint ~ is i s o m o r p h i c to
the o r t h o g o n a l group in (q-1)-dimensions ~).

We have therefore

for any two vectors ~q-4 and q q_~ on ~f~q_~ 9 This implies that
F ( E~, t ~ ~ ~_~z" ~ _ ~ ) does not d e p e n d on ~q_~ . It t h e r e f o r e
is a f u n c t i o n of t alone. Combining this w i t h (18) we have

Lemma 5: Let Sn, j ( ~ ) , j = 1,...,N be an o r t h o n o r m a l set of

spherical harmonics on ~q . Then for any two points
(vectors) ~ and ~ on ~q the f u n c t i o n

depends only on the scalar product of ~ and ~ 9

i) The o r t h o g o n a l group in one d i m e n s i o n consists of the two trans-

formations x' I = • x I only.
 -8-

It is clear from the left hand side that this function is a

spherical harmonic in ~ or ~ of degree n. From the right hand
side it follows that it is symmetric with regard to all orthogonal
transformations which leave ~ fixed. We are thus led to introduce
a special spherical harmonic which has this same symmetry.

Definition 2: Let Ln(X ) be a homogeneous, harmonic polynomial of

degree n with the following properties:

a) Ln(AX ) = Ln(X ) for all orthogonal transformations

A which leave the vector ~9 unchanged.

b) Ln(~q) = I.

Then

T 0

is called the Legendre function of degree n.

By this definiton the function Ln( ~ ) is uniquely determined,

for according to the representation (4), L ( x ) is uniquely
determined by the homogeneous polynomials An(Xl,...,Xq_ I )
and An_1(xl,...,Xq.1). The condition (a) implies that these
polynomials depend only on (xi)2 + (x2)2 + .... + (Xq_1)2.
We thus get

A, = c [ (x,)Z+ .... +Cxtt-~)~j~ ; A,.=O for n = .Z~

and

A,,_+ = c/{x+l'+--. + '<;A,,:o for ~= 2+<+4

Apart from a multiplicative constant, the function Ln(X) is

therefore determined by condition (a). The value of the constant
c is then fixed by condition (b). Using the parameter representation
(2) we see that Ln( ~ ) depends on t only, as

(• + (;<z)~+ .... § C,,<,l.:+ )l =. Tz C.1_tz)

 -9-

We now have:

Theorem I: The L e g e n d r e function Ln( ~ ) may be w r i t t e n as

where Pn(t) is a p o l y n o m i a l of degree n with

The last two r e l a t i o n s of this theorem csn be p r o v e d easily:

As r = I, t = I, c o r r e s p o n d s to ~ = ~ , the first statement is

condition (b) of D e f i n i t i o n 2 and the second equation follows from
Lemma I.

ADDITION THEOREM

We n o w can d e t e r m i n e the f u n c t i o n ~ ~ X.~) in L e m m a 5, for

we k n o w that this function is a s p h e r i c a l harmonic of d e g r e e n
w i t h respect to ~ 9 It is m o r e o v e r unchanged if W is t r a n s f o r m e d
by an o r t h o g o n a l transformation which leaves fixed, so that

as the function ~ (~"~Z) can only be p r o p o r t i o n a l to Pn ( ~ - ~ .

To d e t e r m i n e the constant c n we set = ~ and o b t a i n

N (<z,,~)
_- c. = c. .

Integration over A~? gives

N [~,~) = c~ co~I

and we get
 -9-

We now have:

Theorem I: The L e g e n d r e function Ln( ~ ) may be w r i t t e n as

where Pn(t) is a p o l y n o m i a l of degree n with

The last two r e l a t i o n s of this theorem csn be p r o v e d easily:

As r = I, t = I, c o r r e s p o n d s to ~ = ~ , the first statement is

condition (b) of D e f i n i t i o n 2 and the second equation follows from
Lemma I.

ADDITION THEOREM

We n o w can d e t e r m i n e the f u n c t i o n ~ ~ X.~) in L e m m a 5, for

we k n o w that this function is a s p h e r i c a l harmonic of d e g r e e n
w i t h respect to ~ 9 It is m o r e o v e r unchanged if W is t r a n s f o r m e d
by an o r t h o g o n a l transformation which leaves fixed, so that

as the function ~ (~"~Z) can only be p r o p o r t i o n a l to Pn ( ~ - ~ .

To d e t e r m i n e the constant c n we set = ~ and o b t a i n

N (<z,,~)
_- c. = c. .

Integration over A~? gives

N [~,~) = c~ co~I

and we get
 - 10-

Theorem 2 : (Addition Theorem) Let Sn,j( ~ ) be an orthonormal set

of N(q,n) spherical harmonics of order n and dimension q.
Then

where Pn(t) is the Legendre Polynomial of degree n and

dimension q.

Thls theorem is called addition theorem as it reduces to the

addition theorem for the function cos ~ in the two-dimensional
case after introducing polar coordinates.

In order to determine the spherical harmonics for the case q = 2

according to this theory we first have to determine two linearly
independent homogeneous and harmonic polynomials of degree n.
We can take them as

We now introduce a system of polar coordinates in the usual way

(19) • : "7- c,o-oy ; xz -- -r ~ T

and get

! Re (x,+~xl)" =
7r - ~o)
c,~ ~ ( ~ .
I"

s ]~ (x,+~• : sX,. n ( ~ - , f )
Th

From these two we get an orthonormal set by

F- T)
 -11-

The L e g e n d r e function now is o b t a i n e d from a h o m o g e n e o u s harmonic

polynomial w h i c h is symmetric w i t h respect to the x 2- axis, and
w h i c h takes on the value I for x1= 0, x 2 = I. This gives us

L,, (xq,x~) : Ee ~rx~ t ' i x ~ ) '~

or

Now let t be the scalar product between s and ~ . We then have

from (19)
t = .~.:~ I,, = ~,-~ c -

w h i c h gives us

In two dimensions, therefore, the f u n c t i o n P (t) is what is otherwise

n
k n o w n as the C h e b y c h e v Polynomial.

If the points y and ~ have the c o o r d i n a t e s 9' and F

respectively we get by o b s e r v i n g that
Y "~ : ~ ( T - ~K) ; IV E 2, ~ ) = 2 , ,,'I ; co z : 2 ~

the r e l a t i o n (for q = 2);

2

n"

~ ~c~-~) = ! ~(~(~-~)).

Theorem 2 therefore reduces to the a d d i t i o n f o r m u l a for the function

cos ~ in the t w o - d i m e n s i o n a l case, which explains why this result
is called the a d d i t i o n t h e o r e m of spherical harmonics.

REPRESENTATION THEOREM

As is well known, all the t r i g o n o m e t r i c functions can be

d e r i v e d by simple a l g e b r a i c processes from a single one (e.g.cosx),
the q u e s t i o n arises if there is a c o r r e s p o n d i n g result in the theory
 -11-

The L e g e n d r e function now is o b t a i n e d from a h o m o g e n e o u s harmonic

polynomial w h i c h is symmetric w i t h respect to the x 2- axis, and
w h i c h takes on the value I for x1= 0, x 2 = I. This gives us

L,, (xq,x~) : Ee ~rx~ t ' i x ~ ) '~

or

Now let t be the scalar product between s and ~ . We then have

from (19)
t = .~.:~ I,, = ~,-~ c -

w h i c h gives us

In two dimensions, therefore, the f u n c t i o n P (t) is what is otherwise

n
k n o w n as the C h e b y c h e v Polynomial.

If the points y and ~ have the c o o r d i n a t e s 9' and F

respectively we get by o b s e r v i n g that
Y "~ : ~ ( T - ~K) ; IV E 2, ~ ) = 2 , ,,'I ; co z : 2 ~

the r e l a t i o n (for q = 2);

2

n"

~ ~c~-~) = ! ~(~(~-~)).

Theorem 2 therefore reduces to the a d d i t i o n f o r m u l a for the function

cos ~ in the t w o - d i m e n s i o n a l case, which explains why this result
is called the a d d i t i o n t h e o r e m of spherical harmonics.

REPRESENTATION THEOREM

As is well known, all the t r i g o n o m e t r i c functions can be

d e r i v e d by simple a l g e b r a i c processes from a single one (e.g.cosx),
the q u e s t i o n arises if there is a c o r r e s p o n d i n g result in the theory
 - 12-

of general spherical harmonics. The addition theorem suggests that it

might be possible to express all spherical harmonics in terms of the
Legendre function. This is stated in

Theorem ~: To every degree n, there is a system of N points

W~,~,, .......... , W~ such that every spherical harmonic
Sn(~) can be expressed in the form

R=4

It is clear from the above that every spherical harmonic can be

written as

so that it is only necessary to show that the functions Sn,j( ~ )

can be expressed by the Legendre functions.

To this end we observe that it is certainly possible to find

a point ~ such that Sn, 1( ~ ~ ) @ O. We then consider

As a function of ~ this cannot be identically O, because

Sn,1( ~ ) and Sn,2( ~ ) are linearly independent. Therefore there is a
point ~ = ~z such that this determinant does not vanish.
Discussing next the determinant

,%.,~C~] S.,~ (~)

and using the same arguments we obtain by induction

 - 13-

Lemma 6 : There is a system of points W~, ~ .... , ~ N such that the

matrix (Sn, j( ~ k)), j = I,...,N; k = I,...,N is
non-degenerate.

From Theorem 2 we now have

~9

This is a n o n - d e g e n e r a t e system of linear equations with S

n,j
as unknowns so that Theorem 3 follows by inversion.

In order to simplify the formulation fo these relations we

introduce

Definition ) : A system of N points ~,..-,~ on A~Z 9 will be called

a fundamental system of degree n, if

det I ~ ('~4''~K~ ~ 0 .

It can be seen readily that the matrix ~ ~ (~ ~) can

be obtained by multiplying the matrix S n , j ( ~ i ) with its adjoint, so
that the determinant of Definition 3 is non-negative. If the deter-
minant is positive, the system has the properties stated in Theorem 3,
since then det (Sn,j( ~ k) ) @ O, which may also be formulated as

Theorem 4 : Every spherical harmonic of degree n may be represented

in the form

if the points ~ form a fundamental system of this degree.

It is clear now that an orthonormal system of spherical harmonics

can always be obtained by linear combinations of the functions
Pn ( ~ k ' ~ ). Which fundamental system ~K is best suited to
represent the functions of degree n remains open at this stage
as it requires more information on the polynomials Pn(t).
 - I#-

APPLICATIONS OF THE A D D I T I O N THEOREM

Before studying the Legendre polynomials in detail, we shall

obtain several simple results on spherical harmonics in general
which depend on the addition theorem.

If we remember that every spherical harmonic of degree n can be

represented as

(20) S,, (~) --

~(=,4
~, S,,,. (g) j a,, = I ~'.('f)S,,,Kc2)d~ l
9O, 9

we get immediately from Theorem 2

Lemma 7 : For every spherical harmonic of degree n

("' 'I 90- 9

Here the letter ~ in connection with d ~ means that the

integration is carried out with respect to ~ 9

Observing that ,vO,,,)

K=4

we g e t from ( 2 0 ) , u s i n g Schwa~z's i n e q u a l i t y and Theorem 2,

K=4 ~="1 I(=4

This gives us

Lemma 8 : Let S n ( ~ ) be a spherical harmonic of degree n. Then

I s.c~)l ~- .,/~c,,., I I s~c~)l ~

,.o.~
Put
S,, ('~) = Ncq,.,, ~ (~..,?) --
~ .}
S.6 (Y) S,,,~. (~/ ,

then we get from (21) and Theorem 2

N (~,.I

cvq
L Z Is.,, = I ,v ].
which gives us
 - 15-

Lemma 9 : For - I z_ t _z 1

From Theorem 2 we have m o r e o v e r

IV(q,.)
[ N (,~,,,,, ] z. z
[2 S "4 (~) S.,~ (.z) ]

This gives by i n t e g r a t i o n over El

(22) = _-

As t h e value of the integral on t h e left hand side does not depend

on ~ , we may assume ~ to be ~I" Then, using the c o o r d i n a t e
representation (2), we g e t

(23) "~ at-' -'

+4

It follows from (22) and (23)

-4

On the other hand , by L e m m a 2,

0 for n # m,

By t h e c o o r d i n a t e representation (2) this is equivalent to

+4

/ P~(~) P. (~) ( ~ - t z) ~t -- 0 for n # m,

-4

which gives us, combined with (24)

Lemma 10 :

" ~(t =
 - 16-

RODRIGUES' FORMULA

We shall now give a representation of the L e g e n d r e polynomials

b a s e d on the f o l l o w i n g p r o p e r t i e s :

1. P. (~) is a p o l y n o m i a l of d e g r e e n in t.

2. I ?" (/''~ P,,, (~) (~- L~) z

q-3 d~ : 0 for n # m.
-4

3- P~ (,t) = W .

The u s u a l p r o c e s s of o r t h o g o n a l i z a t i o n s h o w s that Pn (t) is

d e t e r m i n e d u p to a m u l t i p l i c a t i v e c o n s t a n t by the f i r s t two
conditions. This c o n s t a n t c a n t h e n be f i x e d by the third condition.

Consider the f u n c t i o n s

(25} r -- 9

T h e y are p o l y n o m i a l s of d e g r e e n, and we see by p a r t i a l integration

that
§ 9_ ~

-1

m ~- C q - 3 )

= (-4)" [(4-~') , (,l~,z)

-4

If n ~ m the r i g h t h a n d s i d e v a n i s h e s , which proves that the f u n c t i o n s

(25) s a t i s f y the f i r s t two c o n d i t i o n s .

Put t = I - s, t h e n
3-fl ~e C9-3]
= (-~I ~ [r ~ (~)~ /r
so that we get

= [_2) ~ Fc~,~- q;~)

 - 17-

Thus we get

Theorem 5 : (Rodrigues ' formula)

~ ctl ~ (~I ~ Fc ~

This has an immediate and simple application which we obtain

after integrating n times by parts. It is

Lemma 11 : Let f(t) be n times continuously differentiable, then

,I-4

-1

+~r .+(q-3~

1 - ~ " (~) o4t

F-' (,,-, ~-~) _.,

As an immediate application of Lemma 11 we determine the leading

coefficient of the Legendre polynomial of order n. If c n is the
coefficient of the highest power in Pn(t), then

1
-I
I
-q
'"

as the lower terms of the power series for Pn ( t ) do not contribute

to the integral. The left hand side of (26) is ~ 9 4 according
~q.~ N(r
to (24) and the right hand side equals
 - 18.-

I
, +~-3~ _~
= C. (~ d~
r(.+ ~)
0

P(. 9 ~)

Therefore

n!

By (3)

SO that

(27) ~. { t ) = 4 r(,,~.} _z" t " + .....

N {q,-I r(~) ,!

FUNK - HECKE F O R M U L A

B e f o r e going further into the details of the Legendre functions we

shall discuss a f o r m u l a w h i c h will prove to be the basis of a
great many special results.

Let us consider an integral of the form

where f(t) is a continuous function for - 1 ~- t _L 1 a n d t h e

i n t e g r a t i o n is carried out w i t h respect to ~ . Then w i t h any
orthogonal m a t r i x A
 - 18.-

I
, +~-3~ _~
= C. (~ d~
r(.+ ~)
0

P(. 9 ~)

Therefore

n!

By (3)

SO that

(27) ~. { t ) = 4 r(,,~.} _z" t " + .....

N {q,-I r(~) ,!

FUNK - HECKE F O R M U L A

B e f o r e going further into the details of the Legendre functions we

shall discuss a f o r m u l a w h i c h will prove to be the basis of a
great many special results.

Let us consider an integral of the form

where f(t) is a continuous function for - 1 ~- t _L 1 a n d t h e

i n t e g r a t i o n is carried out w i t h respect to ~ . Then w i t h any
orthogonal m a t r i x A
 - 19-

(28) F(A=,AD)

where A ~ is the adjoint (transpose) o f .&.. Now t h e surface

elements ~ ~9 CA*R) and d~q~'~) are equal so that (28)
becomes

"~'t
This is equal to F( ~ , p ) b e c a u se we may r e g a r d A * ~ as the new
variables. U s i n g the same argument n ow w h i c h led to Lemma 5, we
see that F( ~,~ ) is a f u n c t i o n of the scalar product only, which
gives us

Now a s a function of /3 this is a spherical harmonic of degree n.

As i t depends on the scalar product only, it ha-~ t h e same s y m m e t r y
which characterizes P n ( o< ./3 ) . Therefore we g e t

I r ~(~~) d~q~ = ~ ~{~.D).

In order to d e t e r m i n e ~ set ~ = ~ = ~ and

Then with
q-3

we get
~4

+4
 - 20 -

This leads to

Lemma 12 : Let ~ and ~ be any two points in ~ , and

suppose f(t) is continuous for - I ~ t ~ I. Then

/'z,!
where

d~.
-*I

From Lemma 7 we now get by m u l t i p l i c a t i o n with Sn( ~ ) and

integration with regard to

Theorem 6 : (Funk-Hecke formula) Suppose f(t) is continuous for

-I ~ t ~ I. Then for every spherical harmonic of
degree n

n~

with
+4

I ~(t) ~Ct) C~-~~) ~ dt

-4
 - 21 -

INTEGRAL REPRESENTATIONS OF S P H E R I C A L H A R M O N I C S

To d i s t i n g u i s h clearly we will designate in the following a

spherical harmonic of order n in q d i m e n s i o n s w i t h Sn(q; ~ )
and the Legendre polynomial of degree n in q dimensions with
Pn(q;t).

It is obvious that the integral

~ . q_.~

represents a homogeneous harmonic polynomial of degree n

for any continous function f ( ~ _ ~ ) , if we set

: "~'1 = ~ ~'1 + j~_~i" ,~_~

where

This enables us to get a new r e p r e s e n t a t i o n of the Legendre

polynomials. To this end we now prove the identity

,1 Cx. q +,ix. Tr,) d%_ = L,, cq,•

63 q_~
X~ q-1

As this integral r e p r e s e n t s the average over all d i r e c t i o n s which

are p e r p e n d i c u l a r to E9 , the integral is symmetric with respect
to all orthogonal t r a n s f o r m a t i o n s which leave s fixed. For x = E~
the integral assumes the value one; hence the integral satisfies
Definition 2. We therefore have

Now

so that

and Theorem 6 with S o : I gives

 - 22 -

Theorem 7 : (Laplace's representation)

?, ds.
)
-4

Similarly we may get representations for further spherical harmonic

functions if we consider

For x = ~ this becomes a spherical harmonic of degree n in q

dimensions which we may represent in the form

According to Hecke's formula (Theorem 6) thls ls

+4 9_ 4

(29) 5~ (q-1,~,_,) ~q-z ( ~ +4 41/'~-~-~z.S "]~ (9-4, s) C4-S') dS

-4

w h i c h can be w r i t t e n as

ASSOCIATED LEGENDRE FUNCTIONS

In order to get an explicit representation os a system of

orthonormal spherical harmonics we now introduce

Definition 4 : Suppose the points of ~ are represented in the form

Then, the function An, j(q,t ) is called an

associated Legendre function os degree n, order J,
 - 22 -

Theorem 7 : (Laplace's representation)

?, ds.
)
-4

Similarly we may get representations for further spherical harmonic

functions if we consider

For x = ~ this becomes a spherical harmonic of degree n in q

dimensions which we may represent in the form

According to Hecke's formula (Theorem 6) thls ls

+4 9_ 4

(29) 5~ (q-1,~,_,) ~q-z ( ~ +4 41/'~-~-~z.S "]~ (9-4, s) C4-S') dS

-4

w h i c h can be w r i t t e n as

ASSOCIATED LEGENDRE FUNCTIONS

In order to get an explicit representation os a system of

orthonormal spherical harmonics we now introduce

Definition 4 : Suppose the points of ~ are represented in the form

Then, the function An, j(q,t ) is called an

associated Legendre function os degree n, order J,
 - 23 -

and dimension q, if,

A,,~rq,~) S~ ( ~ - ~ ; y q _ ~ , %~ o , ~ , . . . , -
is a spherical harmonic of degree n in q dimensions
for every spherical harmonic Sj(q-1, ~ q_1 ) of
degree J in q-1 dimensions.

The functions An,j(q,t ) will be called normalized if

As sperical harmonics of different degree are orthogonal we only

have to determine the factor of n o r m a l i z a t i o n for the case n = m.

The associated Legendre functions of order zero are readily

obtained, because Definition 4 means in this case that the
corresponding special harmonics have the symmetry properties
which determined Pn(q,t). Therefore An,o(q,t ) and Pn(q,t) are
proportional, and we have to determine the constant. This gives

(30) A,,,,, (q,~,~ : F W('r''~ ~9-, P,, (q,~)

From (29) it is obvious that

~ ~-q

-4

is an associated Legendre function of degree n, order j and

dimension q. From Lemma 11 we now see that apart from a multi-
plocative constant this is equal to

(~-~') )(~,~-~.s) ( 4 - s ~) z ds.

The integral is proportional to Pn_j(2J + q,t) as follows immediately

from Theorem 7, so that

( ,r- ~') ~,,_~ (2 i ,~, ~2

is an associated Legendre function of degree n and order j in
q dimensions.

Consider now the function

(j+) P. (+,~) = p.("(~,~)

which is a polynomial of degree n-J. Integrating j times by

parts, we see that for n> m, j = 0,..., m; q ~- 3
+4

q,~.) (4- ~z) ~ d~

(3~) +~

-_ (_+)i I P-r+,~) (~)i l (+-~') " m'~'~+,+~]~t

because the integrated terms vanish for t = I and t = -I. The

differentiated term is of the form

q-3
(32) (,I-(,) ' p,. (~1

where Pm(t) is a polynomial of degree m, which is best seen by

using the formula
+

with U = (I-t2) j+(q-3)/2 and V = Pm(J)(q,t).

We thus obtain from (31) for m ~ n

(33) I (~_ ~z) 2 =~@~ P .

On t h e other h a n d we h a v e from Lemma 10 f o r m ~ n

(34)
-4

As Pn(J)(q't) and P n - j ( q + 2 j ' t ) are both polynomials of degree n-J

which satisfy the same conditions of orthogonality, they may
be obtained by a process of o r t h o g o n a l i z a t l o n from the powers
t n with the weight function (~ - ~) q - ~~, z ~ over the

intervall -lmtgl. As they are not normalized they differ only

by a constant factor. This gives us
 - 25 -

Lemma I~ : The functions

~/z

and

(4 t ~) ?.(~) (~,~)

are associated Legendre functions of degree n,

order j, and dimension q, which differ only by a factor
of normalization, which is given by
~(~,~1 F (~) 2 ~ ~ ~#
~-~ ( ~ ? ' ~ ) : ~(2~q,~.~) ~ (~'~).

As Pn_j(2j+q,t) and Pn (J)(q t) are proportional, this last result

can be obtained by equating the coefficients of t n-j as
given by (27). This shows also that all Legendre polynomials can be
expressed either by Pn(3,t) or Pn(2,t) according to whether q is
odd or even.

The purpose of the preceding study, however, was not to find a

relation between Legendre polynomials of different dimensions
but to give an explicit representation of the normalized associated
Legendre functions An, j(q,t ).

Suppose now that the two unit vectors ~ and ~ are represented
in the form

"~ ~ s-~, I § 1/~-s z' ,/~_~

Then, if the function A are normalized

n,j

is a complete and normalized system of spherical harmonics of

order n, as Sj,k( q-1 , ~ _ ~ ) has this property in (q-l)
dimensions because of
 - 26 -

V1

Thus we know t h a t A n , j ( q , t ) i s p r o p o r t i o n a l to (1-82)j/2s

or by Lenuna (13) to (1-t2)j/2Pn(J)(q,t). Now

++ L (4-t') "~ "r,,_ ~ (2~+ ~, t ) ] z (+- ~') d~

(35) ++ z i + t-

To f i n d the n o r m a l i z i n g factor for (I-t2)j/2P (j) (q,t), we

observe that, for large t, Pn(j) (q,t) (I-t2) j+ ~q-3)/2 is a holomorphic
function of t which may be written as

p(~l{q,+) (<_+.} ~ = c_4)~a + ~~ t2i*~ -J p.~i;{,,+) {+_~-2)

According to (27), the highest power of the Laurent expansion for

Itl > 1 is
i+ {~-3) . + ~ + er_~
(-4) z b., ~.
(.-~)!

where we have set b.i/. {

for the leading coefficient in (27).
Thus by (32)

q-

= (-4)
6. F' ( , + ~ + q - z )
9 ~
"++-~
+ - . .

("-~J! F" ( ,,, + 9 -z)

Now with a constant c we get for Itl > I

 - 27 -

.- ( .~- ~--~ ) ~ L C-~) "i . c . t ".~ . . . . ]

(_.~) ~ b,, F'[.+4. + ~-z) / : " + ....

~.-$H P[..~q-zl

As Pn(t) is a polynomial of degree n, we have

/4

-_ C.~_e~] 9 [ C..O ~ b. . F'C~+~r+~-z) § .....

[""~}! P ( ~+ q- zl
Substituting this into (31), we have for the value of that integral

("-'i)! P [n~-q-~l
-4

From the analysis leading to formula (27) we know that this last
integral is

f 2-" ,

which combined with the value of b n from (27) yields

Lemma 14 :
+4

I [ [.-t'l ~/2 ?,,r t ]z [~-t'~ ~ d~

_ ~_ .~[ {" C ~ * ~, + q - z ) 4

Thus from (35) and Lemma 14 we get

Lemma 15 : The functions

A .,~ cq,t) C-~- t ~) ~/~ ~ - i t2~, q, t~

Y

or
 - 28 -

A . , t (~,t) = / ~"" (.-i)! f'(.,~-z)

. ! p(..i+q-z)
N(,l,.) (~_~,)i/~p~i)(~.t)

form a system of normalized associated Legendre functions.

A representation (_
of An,j(q,t ) in terms of P~J)(q,t) could have
been obtained from Lemma 13 but Lemma 14 is an interesting
formula itself. The reader may find it interesting to compare the
coefficient above with that obtained by using Lemma 13.

The addition theorem (Theorem 2) now can be written in the form

A ",i (*'t) A"'i ('/'~) Si,~ ('-', ~',-,) Si,,~('t-~,'r/,-.)

~'=0 g= "I

N(el,.) "/~_, ])

According to Theorem 2,

/v(q-,, i )
(]6) Z
1,(=4

this may be written as

"I
,

(37) ~.=o

The addition theorem is usually given in the literature with

An,j(q,t) expressed in terms of the derivatives of Pn(q,t ) which
gives by Lemma 15
 - 29 -

(38)
t

PROPERTIES OF THE LEGENDRE FUNCTIONS

Multiplying (37) by PC (q-l, ~ q_1' ~ q_1) and integrating over

q-1 with respect to ~ q-1 , we get from 23 and Lemma ( 10 ) :
§ ~_~
~
A.,e {q,~) A.,e(q,s) = ~t,..~ ~,_~ I ~cq'~"* ~-"/';:;~~~ ~-~,~c~-~'~ ~ ~v
~q

From Lemma 15 we now get

Lemma 16:

Ig(2.C,q, n-g.) Wze+q_ ~

§ ,/-,r
N(~,.} wq_ z
"4

In particular it follows for 4 = 0

~4 q-#
't,O ,~ _ 4

t.,,O c/_ 2
~,, c,,t~,,c~,~) = I ~',,~q, t ' ~ ~ ~-~zT"V)~ ~ ~'~
-4

We now prove
 - 29 -

(38)
t

PROPERTIES OF THE LEGENDRE FUNCTIONS

Multiplying (37) by PC (q-l, ~ q_1' ~ q_1) and integrating over

q-1 with respect to ~ q-1 , we get from 23 and Lemma ( 10 ) :
§ ~_~
~
A.,e {q,~) A.,e(q,s) = ~t,..~ ~,_~ I ~cq'~"* ~-"/';:;~~~ ~-~,~c~-~'~ ~ ~v
~q

From Lemma 15 we now get

Lemma 16:

Ig(2.C,q, n-g.) Wze+q_ ~

§ ,/-,r
N(~,.} wq_ z
"4

In particular it follows for 4 = 0

~4 q-#
't,O ,~ _ 4

t.,,O c/_ 2
~,, c,,t~,,c~,~) = I ~',,~q, t ' ~ ~ ~-~zT"V)~ ~ ~'~
-4

We now prove
 - 30 -

L e m m a 17 : For 0 _z x < I and -I __4 t _x I,

o~
1,1 4-- X z
(4 + x z - Z • 9/z

For q = 2 thls is a w e l l - k n o w n identity w h i c h we can best obtain

by s e t t i n g t = cos ~ . Then

Z N (e,,~) x ~ "P, (2,t:) = x '"le~"9" - 4 . + 4 4

~=o ~=_~ 4- x e ~ 4- xe-~

d --.Mz
~-2 ~: ~ , _4 =
4+x z - 2 ~ 9,

4_X z
4 + x z - 7. xf

We may a s s u m e for the following, therefore, that 9 a 3-

Using the L a p l a c e representation (Theorem 7) of the L e g e n d r e

polynomials, we find for the left h a n d side
,4 9-~
(39) ~-2 N~q,~) x"(~ § ~ . s ( ~ - s 2) ds.

In L e m m a 3, we had p r o v e d the i d e n t i t y
oo
Z . 4+ W
(40) N(q,.) x =
.--o (4- x) q-~

As I t + i ~ sl 2 : t 2 + ( 1 - t 2 ) s 2 ~ t 2 + ( 1 - t 2) : I and h e n c e
Ix(t+i~s)l is less t h a n one we m a y w r i t e - under the
condition s t a t e d in L e m m a 17 - the f o r m u l a (39) as
+4 q_~
(41) ~-~ ( ~+ x ( ~ + ~ z ~ T ~ ' s ) (~-s'~ ~ ~s
o~_~ ) l~- x ( ~ ~ ~r ~-"
 - 31 -

To prove our Lemma, we thus have to show that this integral is

equal to the f u n c t i o n given on the r i g h t h a n d side of L e m m a 17"
In order to do this we i n t r o d u c e the substitution s = t a n h u.

Using the a b b r e v i a t i o n s

(~2)

and o b s e r v i n g

( 4 - s~l z ds = (t.o',d,..J~-'t d~

we o b t a i n for the i n t e g r a l in (41)

If f(u) stands for either of the two functions defined in (42),

we have f r o m f''(u) = +f(u) for any c o m p l e x n u m b e r u
O

N o w we i n t r o d u c e the real n u m b e r ~ by

~r
(4.4) x, ,/,t-~," + ,~'(1-~) : "li,~+xZ-zxt" e o~,-~ g

so that we can w r i t e f2(u as

(4s)

Apart from a n u m e r i c a l constant the i n t e g r a l (43) therefore equals

t~
.~ q - r
I r (-.,,r) ~ f,~+,;4") * r .~,,.l,(~+q7
(r x ~-l~t)
--DO

Here the i n t e g r a l reduces to

f~ +oo

(46) ~e (-id') [s4;,~ (.a+4d~)]'q'z [DV~A (~+4r) Jq-r o~

where the s e c o n d t e r m of this sum v a n i s h e s , because the i n t e g r a l

is zero. As ~ is g r e a t e r t h a n zero, the i n t e g r a l in (46) e x i s t s
for all q ~- 3. It may be r e g a r d e d as a c o m p l e x integral

(47) C~,,-#,, ,~1 ~ - z = ( s " ~ "~) q- ~

-eo + r -~ + 4"ll'/l"
 - 32 -

where this last i d e n t i t y is o b t a i n e d by s h i f t i n g the p a t h of

integration to the l l n e Im(u) = ~ . Combining these results and
expressing the i n t e g r a l in (47) b y use of the s u b s t i t u t i o n
u = v + i ~ , we n o w see that

~- ~+]''+~ +"+"P~('i"+:)
~=o
: ~ 4+" r
("~+xz-zx~') ~
~+'-+
~'I-+
I ~v
(c,<~,~v)t-z
--CO

From (42) and (44) we get

Z
4- X

We have thus p r o v e d that

9 _ ~Z

I'1 ~ C,

In o r d e r to d e t e r m i n e the c o n s t a n t C we set t = I, and o b t a i n from (40)

.=o ~ - ~ 1 q-+
As the r i g h t h a n d s i d e of (48) r e d u c e s to this v a l u e for t = I,
we o b t a i n C = I and h a v e thus proved our i d e n t i t y .

Introducing

S., c,+,.++ : ~-
K=O
we h a v e
@0

= 4 + Z
19=4
x" (s.,ct~j _ S,,-+c~,~=))
I'1=0

o,o
oO

= Z x ~ S,,(',~,e) - • Z ,~",.%,~o/,+~
l"l = 0

Where
oo

"t + ~(
(49) ~ x " ,5'. (0/, ~-) =
I"l = O ( . I + x z - 2 • EJ r "z

Set for n = 0,1,..., and q -~ 3,

I"(,+§
M
p(n++). I-'(q-z)
 - 33 -

so that
oo
I,i
~" C n (el) X =
( 4 - x ) q-z

We then get

Lemma 18 : For q -~ 3, 0 _L x < I, and -I z t -~ I

.:o C4 + xz- ~>c~) ~

with
c . t 9) = i'~(.+q-z)
P(q-z). F'(.+4)

The corresponding result for q = 2 is

. "p. (~ ~:) = 4- ,8, ( 4 + ~ z _ ~ )

t Z
~'I=4

which is well known and can be proved immediately by using

Pn (2,c~ T ) = cosn T "

The proof of L e m m a 18 is quite analogous to the proof of L e m m a 17

so that we can use the same n o t a t i o n s . Laplace's representation
of Pn(q,t) gives

+4

y_~
.=o
c~
%-~
I (4 -(4-sz} '~4 als
x ( ~ I/TZ-P'.S)) ~-z
-'I

The s u b s t i t u t i o n s = tanh u and the a b b r e v i a t i o n s (42), (44), (45)

transform the integral to

-4
I " I
-00

so that Lemma 18 may be proved by the same arguments that led to

Lemma 17.

4) This estabillshes the r e l a t i o n C n ( q ) P n (q't):C(q-2)/2(t)n where

CV(t) are the Gegenbauer functions.
n
 - 34 -

Suppose now that x and y are any two v e c t o r s in q - d i m e n s i o n a l

space, with

x = R.~" , y= ~-.~ ; l}'l= ,I , I~I = 4

Then for q ~ 3 and R> r

I~->'I ~-z (R z + ~ - z R.~" ~ ' . ~ t ) ~ -~

4 4

This c a n be e x p r e s s e d by L e m m a 18 so t h a t we o b t a i n

Lemma 19 : If x = R~ ; y = 'r.'~ and R > r , then

,,<-• = R Z c~c~( ~c~,~.~).

Let xi,Ylbe the Cartesian components of x a n d y. T h e n

(50) i• 2-~ = [ ( x , - Z ~ + C~-~, .... , ( x ~ - ~ # ] Y

According to the T a y l o r expansion in s e v e r a l variables, this can

be w r i t t e n as

oo 2-q

(51)
I'I=0 (~

If ~7 x d e n o t e s as u s u a l the vector operator with the components

we h a v e

y~ ~X~
-~ ~ . . . . . + )'~ ~ : ~ (~ 'V~)

a n d we g e t from (50) and (51) for IYl < Ix~

z-~ ~o 2_ 9
xl = >-
VI=O

Comparing this with Lemma 19 we h a v e by equating the coefficients

n
of q~ ,
 - 35 -

This gives with the explicit value of Cn(q) and R = I xl

Lemma 20 : (Maxwell's representation)

~ ~ 1• = (_.f)', F(~q-~ P,,~:q,~'-~)

/'~(9-1) iXl~,*q-z

As Ixl 2-q is the fundamental solution of the Laplace equation in

q dimensions, this shows that the Legendre polynomials may be
obtained by repeated differentiations of the fundamental solution
in the direction of the vector ~ 9 The potential on the right
hand side of Lemma 20 may thus be regarded as the potential of
a pole of order n with the axis ~ at the origin.

We know that every spherical harmonic can be expressed in the form

I( _.- ,I

with a fundamental system ~ k" Therefore it is always possible to

write

which shows that every potential of this type may be regarded as

the potential of a combination of multipoles with real axis. The
system of fundamental points introduced earlier thus corresponds
to a fundamental system of multlpoles in Maxwell's interpretation
off the spherical harmonics.

A rather striking interpretation of L e m m a 2 0 is obtained in the

following way. We first observe that

with
 - 36 -

2, ~b
-1

P (., ~)

where Hn(q,x ) = rnSn(q, ~ ), which enables us to express the formal

polynomial Hn(q,~7~) as

q
Multiplication of both sides of Lemma 20 with Sn(q, ~ ) and inte-
gration over i-~ now gives

Lemma 21 : For every harmonic polynomial of degree n

r ( ~) i~/~"'~-2

Before leaving the special properties of the spherical harmonics

it should be noted that many more can be derived from Lemmas 18
to 21 of which the recursion formulas for the Legendre polynomials 9
the associated functions, and their derivatives are perhaps best
known. They can be obtained by differentiating the identity
formulated in Lemma 18 with respect to x or t and equating
n
coefficients of x .

As an example we take the formula

h
(52) {~-z). Z N(~,~) ~(q,~) -- c.(q) P.'(q,~). c~.(q)P.'.~(q,~).
K=O

From the Laplace representation (Theorem 7) we get

P,' ( q , ~ ) = ~ ~- ~ , ( ~ , ~ ~T:-~ .s ).-s O - ~ . V ~ ; -~"~ s) O-s') z ds,

i q_q

which shows that for all t with Itl -~ t o < 1 P'(q 9 satisfies
9 n
1~. ' c ~ , ~ ) = (~(.)
 - 37 -

uniformly. It is t h e r e f o r e permitted to d i f f e r e n t i a t e the p o w e r

series of L e m m a 18 t e r m w i s e . We obtain

7 c,,(,~ • P,,'cq,~) = C,t-2) (-,,-.+,-2~.~)~,',~

PI:O
w h i c h g i v e s us

rl=O
n
Comparing this result with (49) and e q u a t i n g coefficients of x
we get (52). T h i s b e c o m e s particularly simple f o r q = 3, as is
true of m a n y m o r e of t h e s e r e s u l t s . In this case we get

3- -- +- .
K=O

DIFFERENTIAL E~UATIONS

The basic concept and the s t a r t i n g p o i n t of our a p p r o a c h

to the t h e o r y of s p h e r i c a l harmonics is the h a r m o n i c and homogeneous
polynomial. O n l y v e r y i n d i r e c t l y we m a d e use of the fact that the
spherical harmonics are c o n n e c t e d w i t h the L a p l a c e equation. We
shall now derive results which express this f a c t o r in t e r m s of
special differential equations for the s p h e r i c a l harmonics.

In o r d e r to do this we h a v e to e x p r e s s the ~ -operator in

t e r m s of the p o l a r c o o r d i n a t e s w h i c h we h a v e b e e n u s i n g . We wrote

(53)

where ~9-~ is a u n i t v e c t o r s p a n n e d by the u n i t v e c t o r s

s ......... s
S u p p o s e n o w that we h a v e some coordinate
representation . ....... v~_, of ~-~q-4 9 We then
set
~I = ~ ; ~q-1 = ~ ," ~ -- v~ for i-- ~,....,,t-2

so that ~9 is a f u n c t i o n of t and v~, ........v~_~ , or in the

above notation of ~,,. ...., ~ - I . W i t h the a b b r e v i a t i o n
 - 37 -

uniformly. It is t h e r e f o r e permitted to d i f f e r e n t i a t e the p o w e r

series of L e m m a 18 t e r m w i s e . We obtain

7 c,,(,~ • P,,'cq,~) = C,t-2) (-,,-.+,-2~.~)~,',~

PI:O
w h i c h g i v e s us

rl=O
n
Comparing this result with (49) and e q u a t i n g coefficients of x
we get (52). T h i s b e c o m e s particularly simple f o r q = 3, as is
true of m a n y m o r e of t h e s e r e s u l t s . In this case we get

3- -- +- .
K=O

DIFFERENTIAL E~UATIONS

The basic concept and the s t a r t i n g p o i n t of our a p p r o a c h

to the t h e o r y of s p h e r i c a l harmonics is the h a r m o n i c and homogeneous
polynomial. O n l y v e r y i n d i r e c t l y we m a d e use of the fact that the
spherical harmonics are c o n n e c t e d w i t h the L a p l a c e equation. We
shall now derive results which express this f a c t o r in t e r m s of
special differential equations for the s p h e r i c a l harmonics.

In o r d e r to do this we h a v e to e x p r e s s the ~ -operator in

t e r m s of the p o l a r c o o r d i n a t e s w h i c h we h a v e b e e n u s i n g . We wrote

(53)

where ~9-~ is a u n i t v e c t o r s p a n n e d by the u n i t v e c t o r s

s ......... s
S u p p o s e n o w that we h a v e some coordinate
representation . ....... v~_, of ~-~q-4 9 We then
set
~I = ~ ; ~q-1 = ~ ," ~ -- v~ for i-- ~,....,,t-2

so that ~9 is a f u n c t i o n of t and v~, ........v~_~ , or in the

above notation of ~,,. ...., ~ - I . W i t h the a b b r e v i a t i o n
 - 38 -

~};,< _- a__&. ~ . ~= ~ ~,~..,,~ ; ~, ~;;~ = , ~-,,~ _- ~, ~,.., ~_ .~.

we may form the Beltrami Operator for ~

From (53) it is clear that for i,k = 1,2...,q-I,

9,a,i, ~},a/ #~.~

8__x . ax - "rz~.,.,; a.._x, a- -x = o i ax ~ =./

and we obtain by means of the tensor calculus

We had
~ = {-~ § ~ 9 ~_~

so that for i,k = 1,...,q-2,

d'a,l,~" ~'~q-4 = ,I- t: z ; 9,~.,

This gives us

az
(54) Lk I = (,f_~=) atz c~-~)~ a §
a-~ I -,I ~.z A~-4

It should be noted that for

we get
_ a 2
 - 39 -

We can thus define the operators ~ successively, starting with

the two -dimensional case.

As rnSn(q, ~ ) is a harmonic function we get

I'1 - 2 . _ _ ak

which gives us

Lemma 22 : Every spherical harmonic of degree n and dimension q

satisfies

~ 5~C~,~) , n(~+9-2) S~q,~) = o .

For the Legendre polynomials we thus get from (54)

Lemma 23 : The Legendre polynomial Pn(q,t) satisfies

dt z
- tq-~),~ ]P,,(.q,t:)~- n(n+ct-z)~C~,~)=o.

The associated Legendre functions satisfy

which gives us

Lemma 24 : The associated Legendre functions An,j(q,t) of degree n,

order j, and dimension q satisfy
Lc~-~ ~) d ~ _ ~ q - ~ ~ ~ n~n+q-2~- ~t~-~] A.,~(q,~ = O.

The extension of the concept of spherical harmonics for degrees

and orders which are not integers, may be started from these
differential equations, as has been done previously (see Hobson,
Spherical Harmonics). However, if the condition is imposed that
the harmonic functions thus obtained should be entire and nni-
valued, the theory reduces to the functions discussed here, which
are therefore called the regular spherical harmonics.
 - 40 -

EXPANSIONS IN S P H E R I C A L HARMONICS

We shall n o w prove that the s p h e r i c a l harmonics form a c o m p l e t e

and c l o s e d set of f u n c t i o n s on the sphere. This, of course, may
be r e g a r d e d as an e x t e n s i o n of the t h e o r y of F o u r i e r series to
the case of p r o b l e m s with spherical symmetry in any n u m b e r of
dimensions.

Due to the o r t h o g o n a l i t y of the L e g e n d r e polynomials we h a v e f r o m

Lemma 17 (multiply by PO and i n t e g r a t e )

for all x w i t h 0 ~ x < I. We shall n o w prove

L e m m a 25 : Suppose f(t) is c o n t i n u o u s for -I m t m I. T h e n

+I

x..,4-o ( 4 ~ ~ z - 2xd:) r ~f~. = ~P(41. .~~l - , I

We w r i t e

where g(1) = O. If f(t) is c o n s t a n t the r e s u l t follows from (55)

immediately, so that L e m m a 25 is p r o v e d if we s h o w
4.4
) { q + ~ z - Z ~< 4: ) ~II~
)r

The c o n t i n u i t y of g(t) implies that there is a positive function

m(s) w i t h
S ...e O
s u c h that

4 ~'t I; "~/ "1- $

Moreover, it f o l l o w s f r o m the c o n t i n u i t y that there is a c o n s t a n t C

with
I ~I ~ C for -~ -~ g 4.

We n o w o b s e r v e that for -1 g t g 1 - s and x -~ 0

4 ~- • Z~6 = [4-x) z + 2x{4-~) >/ 2 x . S
I
so that for the same r a n g e of t and ~ x < I

1-X z 4- x z 4+2( . ~ (~ X i . z . . E ) ~
 - #I -

We now des s by

s ~/~ = -/~-x'
(56)

and divide the interval os i n t e g r a t i o n into -1 ~- t ~- 1 - s and

I - s _z t -~ I . T h e n for x ~- 0

(57) I (~-'('~(,~§~(~) ( ~ - F ) ~-~

~z _ Z x t ) ~1~
d~ _~ 2C ~-,()'/~ ,a~
~-~
= ~'(~W;:-;-~)
-I

and

li (4+ ~ - Z x t ) ~lz ; I =

as this last integral may be m a j o r i z e d by

(4 9 ~z _ Z ~ t) q/~
According to (55), s tends towards zero for x ~ I - O, so that
our L e m m a follows from (57) and (58) w i t h (55).

We are n o w able to prove the f o l l o w i n g theorem:

Theorem 8 : (Poisson's integral) Suppose F( y ) is c o n t i n u o u s on A~q

Then
"l I ' (~-7 z) F ( ~ ) d~,l~ = F(~)
-r~,1-o ~ , (4+rz-zr~.~/) ~/~

where thls limit holds uniformly w i t h regard to ~ .

As ,D,~ is compact, we can deduce from the c o n t i n u i t y of F( ~ )

the e x i s t e n c e of a p o s i t i v e function m(s) such that

(59)
We now assume ~ = s and define

#(~) = ~.z? ~?q_, ) ~',/) ,

~-1
,9,?-I
so that
Ir =
From (59) follows

(60) I ~(4) - ~(t) l L_ w ' l - ~ " rn(s~

 - #2 -

for I ~ t ~ I - s. The integral in Theorem 8 can be written

(~-~

SO t h a t we g e t for ~ = 8~

9(,Jm ea~ {4,", -~- z','.r.~) ~/z

7"--" 4 - 0

~4

~--~ 4- o (~ (q+~-Z~) ~'/z

-,,f

As any point of the sphere ~ may be chosen as E 9 of an

appropriately chosen system of coordinates, this argument holds
for all ~ of ~ . Moreover, the estimate (60) only involves the
uniformly valld estimate (59) so that the limtis are approached
uniformly.

From the identity

oo

(61) Z
.=,
r = (~+ 4T-~-2~y,.?)f/z
,'

we may now deduce

,Theorem ~ : (Abel summation) Every function F( ~ ) which is

continuous on A ~ can be approximated uniformly in the
sense of
@o

I"--~4-0

by spherical harmonics Sn(9,~ ) which are given by

~q (c),~'/ = Ncq,.~ ~. ~ , ~ . ? ) F ( ? ) ~(~)9c-~) = c.,~ S.,~(~,}')

where
 - 43 -

c.,~ = I

This result is an immmediate consequence of the identity (61)

which holds uniformly with respect to ~ and W for 0 g r < I.
We may therefore integrate termwise and obtain the last
representation of the spherical harmonics from the addition
theorem.

Using the same notation, we get from Parseval's inequality

oo N(~,~) oo

where we used the abbreviation

~'- I c.,~ I ~ = I I S. (~,~) I ~ d%c~ ~ c~.

Set
oo

so that
(
) I F('r,,'~) 12
'r .~, .t- o ,D, ~/ ~q
as F(r, ~ ) approximates F( ~ ) uniformly. We therefore have

On the left hand side we may interchange the limit and the
summation because of (62).

Theorem 10 : For every continuous function F(~ )

I F ( ~ J l z d~,ir_, ?) -- Z (c.) z

Another conclusion may b e d r a w n from Theorem 9,

Theorem 11 : If the continuous function F( ~ ) satisfies

for all spherical harmonics, it vanishes identically.

 - 44 -

Our assumption has the consequence that F(r, ~ ) vanishes for

all r ~ 1. Therefore

T~4-O

which proves Theorem 11.

These last results show that the system of spherical harmonics

has the basic property of being complete and closed for the
continuous functions on A"I~ . Extensions of these results
to more general classes of functions may be obtained by methods
of the theory of approximations.
 - 45 -

BIBLIOGRAPHY

The following are either solely devoted to the subject of

spherical harmonics or contain detailed information on this
subject 9

E rdelyi
* , A. , W.Magnus, F 9 0berhettinger, and F. Tricomi, Higher
transcendental functions, Vol. I ~id 2, New York, 1953.

Hobson, E.W. The theory of spherical and ellipsoidal harmonics~

Cambridge, 1931.

Lense, J. Ku~elfunktionen~ Leipzig 1950.

Magnus, W. and F. 0berhettinger, Formulas and theorems for the

functions of mathematical physics, New York, 1954.

MUller, C., Grundprobleme der mathematischen Theorie elektro-

magnetischer Schwingungen, Berlin, Heidelberg,
GSttingen, 1957.

Morse, P. M., and H. Feshbach, Methods of theoretical physics,

Vol. I and 2, New York, 1953.

Sansone, G. Orthogonal functions t New York, 1959.

Webster, A.G. - SzegS, G. Partielle Differential~leichungen der

mathematischen Physik~ Leipzig, Berlin, 1930.