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Spherical harmonic modes are orthogonal, complete for continuous data, and have polynomial evaluation bounds

Statement

Let Hℓ be the degree-ℓ spaces on S2 from Degree-indexed spherical harmonic spaces in three dimensions, with surface measure of total mass 4π, and let Pℓ be orthogonal projection in L2(S2). Define ΔS2 by the polar-coordinate identity Δ=∂rr+2r−1∂r+r−2ΔS2. Then ΔS2g=−ℓ(ℓ+1)g for g∈Hℓ; for all smooth v,w on the sphere, ⟨v,ΔS2w⟩=⟨ΔS2v,w⟩; the spaces are mutually orthogonal and their algebraic sum is uniformly dense in C(S2;C). For smooth f, for every integer m≥1 there is a constant Cm(f) such that ∥Pℓf∥2≤Cm(f)(1+ℓ)−m. For g∈Hℓ, ∥g∥∞≤2ℓ+14π ∥g∥2. For each integer p≥0 there is Cp independent of ℓ,g such that ∥g∥Cp(S2)≤Cp(1+ℓ)p+1/2∥g∥2. The angular Dirichlet form satisfies −⟨ΔS2g,g⟩=ℓ(ℓ+1)∥g∥22 for g∈Hℓ. For every continuous f, the ordered partial sums ∑ℓ=0NPℓf converge to f in L2(S2).

Facts & Assumptions

Given: The unit sphere and the spaces Hℓ with the inner product and normalization in Degree-indexed spherical harmonic spaces in three dimensions.

[F1]

Degree-indexed spherical harmonic spaces in three dimensions: Hℓ is the restriction of homogeneous degree-ℓ harmonic polynomials, with L2 inner product from surface measure dS of total mass 4π.

[F2]

Three-dimensional Laplace spherical-harmonic addition theorem: dim⁡Hℓ=2ℓ+1 and for any finite orthonormal basis Yℓm, ∑m∣Yℓm(ω)∣2=(2ℓ+1)/(4π).

[F3]

Real Stone--Weierstrass theorem for compact metric spaces and For n≥1, every Euclidean closed ball and every Euclidean sphere of positive radius is compact: on the compact sphere, a real polynomial algebra containing constants and separating points is uniformly dense in real continuous functions.

Proof

Given: The objects and normalizations in [F1]–[F3].

1.1F1algebra

For a homogeneous polynomial Qn of degree n, direct differentiation and Euler's identity give Δ(∣x∣2jQn)=2j(2n+2j+1)∣x∣2j−2Qn+∣x∣2jΔQn. For homogeneous P of degree n, set H=P+∑j=1⌊n/2⌋aj∣x∣2jΔjP, where a0=1 and aj+1=−aj/[2(j+1)(2n−2j−1)]. Substitution into the displayed identity makes the coefficient of each ∣x∣2jΔj+1P equal to aj+2(j+1)(2n−2j−1)aj+1=0; the last Laplacian power vanishes by degree. Thus H is homogeneous harmonic and P−H is divisible by ∣x∣2. Induction on degree shows that restrictions of polynomials are finite sums of elements of the spaces Hj.

1.2F1algebra

The polar-coordinate identity Δ=∂rr+2r−1∂r+r−2ΔS2 applied to rℓY(ω), whose extension is harmonic by [F1], gives ΔS2Y=−ℓ(ℓ+1)Y. On the sphere, integration by parts gives ⟨v,ΔS2w⟩=⟨ΔS2v,w⟩: in (θ,ϕ) coordinates integrate the ϕ derivative over its period and the θ term with weight sin⁡θ; the pole boundary terms vanish because smooth functions and their spherical gradients are bounded while sin⁡θ→0. Distinct degrees have distinct eigenvalues, so their spaces are orthogonal.

1.3F2algebra

Choose a finite orthonormal basis from [F2] and write g=∑mcmYℓm. Cauchy–Schwarz gives ∣g(ω)∣2≤(∑m∣cm∣2)(∑m∣Yℓm(ω)∣2). Orthonormality identifies the first sum with ∥g∥22, and [F2] gives the second as (2ℓ+1)/(4π). Taking the supremum proves the evaluation bound.

2.1F3step 1.1step 1.2choosealgebra

Real polynomial restrictions contain constants and separate distinct points of S2 by a coordinate function. Compactness and [F3] make them dense in real C(S2); applying this separately to real and imaginary parts gives density in complex C(S2). By step 1.1 this is density of the algebraic sum of the Hj. For continuous f and ε>0, choose a finite sum q of harmonic modes with ∥f−q∥∞<ε. Put P≤Nf=∑ℓ=0NPℓf and VN=⨁ℓ=0NHℓ. Orthogonality from step 1.2 makes f−P≤Nf orthogonal to VN, so Pythagoras shows P≤Nf is a best L2 approximation in VN. For N at least the largest degree in q, ∥f−P≤Nf∥2≤∥f−q∥2≤4πε. Since ε is arbitrary, the ordered partial sums converge in L2.

2.2step 1.2algebra

For smooth f and ℓ≥1, self-adjointness just proved gives Pℓ(ΔS2mf)=(−ℓ(ℓ+1))mPℓf. The finite-dimensional projection is a contraction in L2, hence ∥Pℓf∥2≤[ℓ(ℓ+1)]−m∥ΔS2mf∥2. Taking m arbitrarily large proves the asserted decay (and degree zero is absorbed into Cm(f)).

3.1F1F2F3step 1.3algebra∎

Let X1,X2,X3 be the infinitesimal rotation fields on the sphere about the coordinate axes. Rotations preserve Hℓ and surface measure, so Xj preserves Hℓ and is skew-adjoint. Expanding these three fields in spherical coordinates gives X12+X22+X32=ΔS2. Thus ∑j∥Xjg∥22=−⟨ΔS2g,g⟩=ℓ(ℓ+1)∥g∥22, so each Xj has operator norm at most ℓ(ℓ+1) on Hℓ. Iteration and step 1.3 bound every word of q rotation derivatives pointwise by (2ℓ+1)/(4π)[ℓ(ℓ+1)]q/2∥g∥2. A finite smooth coordinate cover of the compact sphere expresses each coordinate derivative through order p as bounded smooth combinations of words in the Xj of order at most p; compactness supplies a finite cover by [F3], and absorbing its chart bounds gives the stated Cp(1+ℓ)p+1/2 estimate.

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