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Legendre polynomials from a convergent zonal kernel: generating function and exterior expansion

Statement

For z∈[−1,1] define the real polynomial Pl(z)=π−1∫0π[z+i1−z2 cos⁡θ]l dθ, l∈N0. Then Pl is a real polynomial of degree at most l with ∣Pl(z)∣≤1 on [−1,1], Pl(1)=1, and for ∣q∣<1 the series ∑l≥0qlPl(z) converges absolutely and uniformly on [−1,1] with

(1−2qz+q2)−1/2=∑l=0∞qlPl(z),

where the branch is the analytic square root equal to 1 at q=0 (A series of real-valued functions and its pointwise and uniform convergence through its partial sums, The Weierstrass M-test gives absolute pointwise convergence and uniform convergence of a function series). Consequently, for x≠0, r:=∣x∣>∣y∣ and n=x/∣x∣ and N∈N0,

∣ ∣x−y∣−1−∑l=0N∣y∣l∣x∣−l−1Pl(n⋅y/∣y∣)∣≤∣y∣N+1∣x∣−N−2(1−∣y∣/∣x∣)−1,

uniformly on ∣y∣≤a<r (with y=0 interpreted by the zero higher terms), and after integrating against an L1 source the corresponding multipole expansion converges with that error times its L1 norm. For the integrated L1-source and every-spatial-derivative assertions, assume Countable Choice (The Axiom of Countable Choice (ACω)) through the Lebesgue and harmonic-estimate interfaces. On an observation compact set disjoint from Ba(0)‾ every fixed spatial derivative series converges uniformly, uniformly also over ∣y∣≤a, by harmonicity of the coefficient terms and Interior derivative estimates for harmonic functions. The initial finite-Riemann polynomial/generating assertions are choice-free. This lemma supplies the convergent zonal kernel; it does not by itself prove a spherical L2 basis or boundary convergence.

Facts & Assumptions

Given: A real z∈[−1,1], an integer l∈N0, a complex q with ∣q∣<1, the function w(θ)=z+i1−z2cos⁡θ on [0,π], a compact observation set K⊂R3∖{0}, a radius a≥0 with inf⁡K∣x∣>a, a real L1 density ρ vanishing outside the closed ball of radius a, and Countable Choice for the integrated-source and derivative assertions.

[L1]

Interval integrals of C-valued functions. Under the identification Φ:C→R2, Φ(a+bi)=(a,b), of C is the real coordinate plane, with coordinate arithmetic, with ∣z∣=∥Φ(z)∥2 by Real and imaginary parts, complex conjugation, and modulus, the integral of a C-valued function on [a,b] is the componentwise one of The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral; it is linear in the integrand (Integrable functions on [a,b] form a set closed under sums and scalar multiples, and ∫ab(λf+μg)=λ∫abf+μ∫abg applied componentwise), it is additive over adjacent intervals (For a<c<b: f is integrable on [a,b] if and only if it is integrable on [a,c] and on [c,b], and then ∫abf=∫acf+∫cbf; with the oriented form for arbitrary a,b,c claim 3), and by For a≤b and f:[a,b]→Rm integrable when a<b, ∥∫abf∥2≤∫ab∥f∥2; for a<b, ∥f∥2 is integrable ∣∫abf∣≤∫ab∣f∣ for a≤b. For real-valued integrands, If f≤g on [a,b] and both are integrable then ∫abf≤∫abg; and m(b−a)≤∫abf≤M(b−a) gives nonnegativity, monotonicity, and the two-sided bound m(b−a)≤∫abf≤M(b−a) when m≤f≤M.

[L2]

Uniform convergence and termwise integration. With the conventions of A series of real-valued functions and its pointwise and uniform convergence through its partial sums, The Weierstrass M-test gives absolute pointwise convergence and uniform convergence of a function series states: if ∣fk∣≤Mk and ∑Mk<∞, then ∑fk converges absolutely and uniformly. By Uniform convergence and the uniformly Cauchy condition for complex-valued functions, with the componentwise dictionary a series of C-valued functions converges uniformly exactly when its real and imaginary parts do; and A uniform limit of Riemann-integrable functions is Riemann integrable, and its integral is the limit of their integrals gives ∫abfk→∫abf for a uniformly convergent sequence of integrable functions on [a,b], applied to those two real components.

[L3]

Holomorphy, power series and the identity theorem. Complex differentiability at a point, the complex derivative, holomorphic functions, and entire functions: a function is holomorphic on an open set when it is complex differentiable at every point; a complex domain is nonempty, connected and open (A complex domain is a nonempty connected open subset of C). Inside its disc of convergence a complex power series is holomorphic and may be differentiated term by term: a power series is holomorphic on its disc of convergence with termwise derivative. Sums, products, scalar multiples and, where the denominator is nonzero, quotients of functions complex differentiable at a point are complex differentiable there, with the usual rules (Linearity, product, reciprocal, and quotient rules for complex derivatives). Identity theorem for holomorphic functions: two holomorphic functions on a complex domain that agree on a set with an accumulation point in that domain agree everywhere. Intermediate value theorem, by bisection with a canonical left-half rule: a continuous function on [a,b] takes every value between f(a) and f(b): a real continuous function on a closed interval attains every value between its endpoint values.

[L4]

Substitution, additivity and inverse tangent. Substitution: if φ is differentiable on [c,d] with φ′ integrable and f is continuous on an interval containing φ([c,d]), then ∫φ(c)φ(d)f=∫cd(f∘φ) φ′: for c<d, φ differentiable on [c,d] with integrable derivative and f continuous on an order-convex interval containing φ([c,d]), ∫φ(c)φ(d)f=∫cd(f∘φ)φ′, the left side being oriented. Principal arctangent: derivative, integral, power series, and the Gregory–Leibniz series: arctan⁡′x=(1+x2)−1 and arctan⁡x=∫0x(1+t2)−1dt. The principal inverse tangent arctan⁡:R→(−π/2,π/2): tan⁡:(−π/2,π/2)→R is a strictly increasing bijection with inverse arctan⁡. Tangent, cotangent, secant, and cosecant on their exact natural domains: cotangent is the quotient cot⁡x=cos⁡x/sin⁡x where defined, and tan⁡x=sin⁡x/cos⁡x.

[L5]

Trigonometric values used. Wallis integrals satisfy the two-step recurrence, closed forms, and the adjacent-integral squeeze: Im:=∫0π/2sin⁡mt dt satisfies I0=π/2, I1=1, Im=m−1mIm−2 for m≥2, and I2j=π2∏k=1j2k−12k. Cofunction, supplementary, quarter-turn, and reflection identities for the six trigonometric functions: cos⁡(π/2−x)=sin⁡x, cos⁡(π−x)=−cos⁡x, tan⁡(π/2−x)=cot⁡x. The addition formulas for sine and cosine: cos⁡(x+y)=cos⁡xcos⁡y−sin⁡xsin⁡y. Pythagorean and parity identities for all six trigonometric functions on their natural domains: sin⁡2x+cos⁡2x=1 and 1+tan⁡2x=sec⁡2x where defined. The same cofunction identities give ∫0π/2cos⁡mt dt=Im by the cofunction substitution.

[L6]

Binomial expansion. The binomial theorem over the complex field: for u,v∈C and l∈N0, (u+v)l=∑k=0l(lk)ukvl−k.

[L7]

Harmonic functions and their estimates. Assume Countable Choice where these suppliers declare it. The Laplace fundamental solution is harmonic off its pole: for the Laplace fundamental solution Φ in dimension 3, x↦Φ(x−y) is smooth and harmonic on R3∖{y} (so x↦∣x−y∣−1 is smooth and harmonic off y). Clairaut--Schwarz theorem for continuous second partial derivatives: partial derivatives commute for C2 functions. Interior derivative estimates for harmonic functions: for harmonic u with Br(x)⋐Ω, ∣Dαu(x)∣≤C3,αr−3−∣α∣∫Br(x)∣u∣. Newton–Leibniz needs only continuity on [a,b], differentiability on (a,b), and a Riemann-integrable extension of the interior derivative: a continuous function with integrable interior derivative is recovered from its derivative by the integral.

[L8]

Parameter integrals, power-series coefficients and Choice. Differentiation under the integral sign with its displayed hypotheses: an integrand differentiable in the parameter with an integrable majorant for the partial derivative has differentiable parameter integral with the expected derivative. A power-series sum is infinitely differentiable inside its radius and satisfies an=f(n)(c)/ι(n!) at its centre: a real power series with positive radius is smooth inside its disc and am=f(m)(c)/m!. The Lebesgue integral is linear on L1(μ): L1 is a complex vector space and its integral is complex-linear; Monotonicity and nonnegative homogeneity of the nonnegative integral: monotonicity and the scalar rule for nonnegative integrals. The Axiom of Countable Choice (ACω): ACω, used only through these Lebesgue and harmonic-estimate interfaces.

Proof

1.1L6algebra

For z∈[−1,1] put w(θ)=z+i1−z2cos⁡θ. Then ∣w(θ)∣2=z2+(1−z2)cos⁡2θ≤z2+1−z2=1, so ∣w(θ)∣≤1, and the complex binomial theorem [L6] gives w(θ)l=∑k=0l(lk)zl−k(i1−z2cos⁡θ)k for every l∈N0 and θ∈[0,π].

1.2L4L5algebra

The cosine integrals are ∫0πcos⁡kθ dθ=0 for odd k and ∫0πcos⁡2jθ dθ=2I2j=π∏i=1j2i−12i for k=2j. Indeed, For a<c<b: f is integrable on [a,b] if and only if it is integrable on [a,c] and on [c,b], and then ∫abf=∫acf+∫cbf; with the oriented form for arbitrary a,b,c splits ∫0π=∫0π/2+∫π/2π; the substitution θ=π−t of [L4] on [π/2,π], with cos⁡(π−t)=−cos⁡t from [L5], turns the second integral into (−1)k∫0π/2cos⁡kt dt; the cofunction identity cos⁡t=sin⁡(π/2−t) and the same substitution identify ∫0π/2cos⁡kt dt with Ik; and the values of Ik are those of [L5].

1.3L1L4L5algebra

For real a>∣b∣≥0 put I(a,b)=∫0π(a+bcos⁡θ)−1dθ. Then (a2−b2)I(a,b)2=π2. Indeed, on [0,π/2] substitute θ=2arctan⁡t, t∈[0,1], which is legitimate by [L4] because t↦2arctan⁡t has continuous derivative 2(1+t2)−1 and (a+bcos⁡θ)−1 is continuous on [0,π]; by [L5] and [L4], cos⁡(2arctan⁡t)=cos⁡2(arctan⁡t)−sin⁡2(arctan⁡t)=1−t21+t2, because cos⁡2x=(1+tan⁡2x)−1 at tan⁡(arctan⁡t)=t; hence ∫0π/2(a+bcos⁡θ)−1dθ=∫012 dt(a+b)+(a−b)t2=2a2−b2arctan⁡c with c=(a−b)/(a+b)>0. On [π/2,π] the reflection θ=π−t ([L5]) turns the integrand into (a−bcos⁡t)−1 and the same substitution gives ∫π/2π(a+bcos⁡θ)−1dθ=∫012 dt(a−b)+(a+b)t2=2a2−b2arctan⁡1c. Since tan⁡(π/2−x)=cot⁡x ([L5]) and cot⁡(arctan⁡c)=1/tan⁡(arctan⁡c)=1/c ([L4]), with both angles in (0,π/2) where tan⁡ is injective ([L4]), arctan⁡c+arctan⁡(1/c)=π/2; adding the two halves by [L1] gives I(a,b)=π/a2−b2, hence (a2−b2)I(a,b)2=π2.

1.4L1L2L3

Fix ρ∈(0,1/4), real b with ∣b∣<ρ, and complex a with ∣a−1∣<ρ; then Re⁡a>3/4>∣b∣, so a+bcos⁡θ≠0 on [0,π], and I(a,b)=∫0π(a+bcos⁡θ)−1dθ is well defined as a C-valued integral [L1]. The map a↦I(a,b) is holomorphic on ∣a−1∣<ρ: for h≠0 small, the difference quotient equals −∫0π((a+bcos⁡θ)(a+h+bcos⁡θ))−1dθ by the elementary identity 1A+h−1A=−h 1A(A+h), and the integrands converge uniformly on [0,π] to −(a+bcos⁡θ)−2 because ∣a+bcos⁡θ∣≥Re⁡a−∣b∣>1/2 and, for ∣h∣≤ρ, ∣a+h+bcos⁡θ∣>1/4; [L2] applied to real and imaginary parts therefore gives complex differentiability at every such a, hence holomorphy [L3]. The same computation in the second variable shows that for each fixed a with ∣a−1∣<ρ the map b↦I(a,b) is holomorphic on ∣b∣<ρ.

2.1step 1.1step 1.2L1algebra

Inserting step 1.1 into the defining integral and using step 1.2 with the linearity of [L1], only the terms with even k=2j survive, and i2j=(−1)j gives Pl(z)=∑j=0⌊l/2⌋(−1)j(l2j)Wj (1−z2)jzl−2j with Wj=∏i=1j2i−12i and W0=1. Each summand is a real polynomial of degree l, so Pl is a real polynomial of degree at most l; at z=1 every term with j≥1 carries the factor (1−z2)j=0, so Pl(1)=W0=1.

2.2step 1.1L1

Taking moduli in the defining integral, ∣Pl(z)∣=π−1∣∫0πw(θ)l dθ∣≤π−1∫0π∣w(θ)∣l dθ≤1 by the norm inequality of [L1] and ∣w∣≤1 from step 1.1.

2.3step 1.3step 1.4L3

For each real b with ∣b∣<ρ the function Fb(a)=(a2−b2)I(a,b)2−π2 is holomorphic on the disc ∣a−1∣<ρ (products and differences of holomorphic functions, [L3]); by step 1.3 it vanishes for every real a∈(1−ρ,1+ρ), since there a>1−ρ>∣b∣; that interval has accumulation points in the disc, so Identity theorem for holomorphic functions gives Fb≡0 on the disc. For each fixed a with ∣a−1∣<ρ, the function b↦(a2−b2)I(a,b)2−π2 is holomorphic on ∣b∣<ρ by step 1.4, and it vanishes for every real b with ∣b∣<ρ by the first part; the identity theorem applied on the disc ∣b∣<ρ therefore gives (a2−b2)I(a,b)2=π2 for all such a and all complex b with ∣b∣<ρ.

3.1step 2.1step 2.2L1L2

For ∣q∣<1 the series ∑lqlw(θ)l has the majorant ∑l∣q∣l<∞ and converges uniformly on [0,π] to (1−qw(θ))−1; by [L2] it may be integrated term by term, so Gz(q):=∑l≥0qlPl(z) satisfies Gz(q)=π−1∫0π(1−qw(θ))−1dθ, and the majorant ∣q∣l also gives absolute convergence and uniform convergence on [−1,1] of ∑lqlPl(z) because ∣Pl∣≤1 by step 2.2.

4.1step 2.1step 3.1L3

Gz(q)=∑lqlPl(z) is a complex power series whose coefficients are bounded (step 2.2), so its radius of convergence is at least 1; by [L3] it is holomorphic on ∣q∣<1, and Gz(0)=P0(z)=1 because P0(z)=π−1∫0π1 dθ=1. The finite-Riemann and analytic constructions up to this point use no Choice.

4.2step 2.3step 3.1algebra

Fix real q with ∣q∣<ρ and set a=1−qz, b=−iq1−z2; then ∣a−1∣=∣qz∣≤∣q∣<ρ and ∣b∣≤∣q∣<ρ, and a2−b2=(1−qz)2+q2(1−z2)=1−2qz+q2. Since a+bcos⁡θ=1−q(z+i1−z2cos⁡θ)=1−qw(θ), step 3.1 gives πGz(q)=∫0π(1−qw(θ))−1dθ=I(a,b); hence step 2.3 yields (1−2qz+q2)Gz(q)2=1 for every real q with ∣q∣<ρ.

5.1step 4.1step 4.2L3

Define Ψ(q)=(1−2qz+q2)Gz(q)2−1 on ∣q∣<1; by step 4.1 and [L3] the function Ψ is holomorphic there, and by step 4.2 it vanishes on the interval (−ρ,ρ), which has accumulation points in the disc. The identity theorem [L3] gives Ψ≡0, that is (1−2qz+q2)Gz(q)2=1 for every ∣q∣<1. The polynomial 1−2qz+q2 has the two roots q=z±i1−z2 of modulus z2+(1−z2)=1, and equals 1 at q=0, so it is nonzero and holomorphic on the connected disc ∣q∣<1, and Gz satisfies Gz(0)=1 and Gz2=(1−2qz+q2)−1 there; if S is any holomorphic function on the disc with S(0)=1 and S2=(1−2qz+q2)−1, then (Gz−S)(Gz+S)≡0 while Gz+S is continuous with value 2 at 0, hence nonzero near 0, so Gz=S near 0 and then on the whole connected disc by the identity theorem. Thus Gz is exactly the analytic square root of (1−2qz+q2)−1 equal to 1 at q=0.

6.1step 5.1step 2.2L3algebra

For x≠0, y∈R3 with ∣x∣>∣y∣, write r=∣x∣, n=x/∣x∣, q=∣y∣/r<1; if y≠0 and y^=y/∣y∣, then ∣x−y∣−1=r−1(1−2q(n⋅y^)+q2)−1/2=r−1∑l≥0qlPl(n⋅y^)=∑l≥0∣y∣l∣x∣−l−1Pl(n⋅y/∣y∣) by the generating identity of step 5.1, since n⋅y^∈[−1,1]. For real 0≤q<1, Gz(q) is real because all coefficients are real, is continuous and never zero by step 5.1, and has value 1 at zero. By the intermediate value theorem [L3] it cannot become negative; hence it is the positive reciprocal square root used by the positive real kernel. The remainder satisfies ∣∑l>NqlPl(n⋅y^)∣≤∑l>Nql=qN+11−q by step 2.2, which after multiplication by r−1 gives the stated bound, uniformly on ∣y∣≤a whenever ∣x∣≥r>a; for y=0 the formula reduces to ∣x∣−1 with all higher terms zero, consistently with cl=∣y∣l∣x∣−l−1Pl( ⋅ ) vanishing for l≥1 at y=0.

7.1step 2.1step 6.1L8algebra

Fix x≠0 and y∈R3 with ∣x∣>∣y∣. For y=0 define c0(x,0)=∣x∣−1 and cl(x,0)=0 for l≥1; the parameter kernel ∣x−t0∣−1 is constant and these are its Taylor coefficients, with no division by ∣y∣. For y≠0, step 6.1 applied to ty gives the expansion for t≥0 with t∣y∣<∣x∣. The polynomial formula of step 2.1 gives Pl(−z)=(−1)lPl(z) because each monomial zl−2j has parity l, while (1−z2)j is even. Therefore for t<0 the same expansion is ∑l≥0tlcl(x,y) as well, where cl(x,y)=∣y∣l∣x∣−l−1Pl(x⋅y/(∣x∣∣y∣)). Hence ∣x−ty∣−1=∑l≥0tlcl(x,y) on the open interval ∣t∣<∣x∣/∣y∣. By [L8], cl(x,y)=1l!∂tl∣t=0∣x−ty∣−1. Expanding the polynomial formula in step 2.1 shows that ∣y∣lPl(n⋅y/∣y∣) is a homogeneous polynomial of degree l in y: its j-term is a constant times [∣y∣2−(n⋅y)2]j(n⋅y)l−2j. Thus the coefficients extend polynomially to y=0 with the values already assigned.

8.1step 7.1L7

For fixed x≠0 and small real t the function (x,t)↦∣x−ty∣−1 is smooth and harmonic in x off x=ty by [L7]; since mixed partials commute ([L7]) the operator Δx commutes with ∂tl, so ∂tl∣x−ty∣−1 is harmonic in x on the open set where x≠ty; restricting to t=0 and using step 7.1, every cl( ⋅ ,y) is smooth and harmonic on R3∖{0}. Replacing x by y in the same computation, Δy∣x−ty∣−1=t2Δx∣x−ty∣−1=0, shows that the degree-l solid polynomial y↦cl(x,y) is harmonic in y for each fixed x≠0.

9.1step 6.1step 8.1L7

Fix a nonempty compact K with inf⁡K∣x∣>a; choose δ>0 and an open bounded neighbourhood K+ of K with inf⁡K+∣x∣>a and every closed δ-ball centred at a point of K contained in K+. For ∣y∣≤a and x∈K+ the tail vN(x,y)=∣x−y∣−1−∑l=0Ncl(x,y) is harmonic in x by [L7] and step 8.1, and equals ∑l>Ncl(x,y) by step 6.1 and satisfies ∣vN(x,y)∣≤aN+1(inf⁡K+∣x∣)−N−2(1−a/inf⁡K+∣x∣)−1→0 uniformly on K+×Ba(0)‾ by step 6.1. Hence for every multi-index α the interior derivative estimates of [L7] give ∣DαvN(x,y)∣≤C3,αδ−3−∣α∣∣Bδ∣sup⁡K+∣vN( ⋅ ,y)∣→0 uniformly on K, uniformly for ∣y∣≤a. Each sequence N↦DαSN of derivatives of the partial sums is therefore uniformly Cauchy, and its uniform limit is identified with Dα of the kernel along short coordinate segments by Newton–Leibniz needs only continuity on [a,b], differentiability on (a,b), and a Riemann-integrable extension of the interior derivative; thus every fixed spatial derivative series of the kernel converges uniformly on K, uniformly for ∣y∣≤a. Countable Choice is used only through the harmonic-estimate interface [L7]; the empty K case is vacuous.

10.1step 6.1step 9.1L8

For a density ρ vanishing outside Ba(0)‾ and ε>0 there is N with ∣∣x−y∣−1−∑l≤Ncl(x,y)∣≤ε for all x∈K and ∣y∣≤a by step 9.1, so ∣∫ρ(y)[∣x−y∣−1−∑l≤Ncl(x,y)]dy∣≤ε∥ρ∥1; the partial-sum integrals equal ∑l≤N∫ρ(y)cl(x,y)dy by the complex linearity of the Lebesgue integral [L8], and hence ∫ρ(y)∣x−y∣−1dy=∑l≥0∫ρ(y)cl(x,y)dy with the remainder bounded by ∥ρ∥1sup⁡∣y∣≤a∣∣x−y∣−1−∑l≤Ncl(x,y)∣ and, on ∣x∣≥r>a, by ∥ρ∥1∣a∣N+1r−N−2(1−r−1a)−1 (step 6.1, with Monotonicity and nonnegative homogeneity of the nonnegative integral for the L1 factor). Moreover, on a small open coordinate interval J with J‾⊂K+ every derivative Dxα∣x−y∣−1 is bounded on J×Ba(0)‾ by a constant Cα, since ∣x−y∣≥inf⁡K+∣x∣−a>0 there; the majorant Cα∣ρ(y)∣ is integrable, so Differentiation under the integral sign applies (with empty exceptional set) and identifies every spatial derivative of x↦∫ρ(y)∣x−y∣−1dy on J with ∫ρ(y)Dxα∣x−y∣−1dy, i.e. with the corresponding termwise-differentiated multipole series.

11.1step 2.1step 2.2step 5.1step 6.1step 8.1step 9.1step 10.1L7L8∎

Collecting the results: Pl is a real polynomial of degree at most l with Pl(1)=1 and ∣Pl∣≤1 on [−1,1] (steps 2.1, 2.2); for ∣q∣<1 the series ∑lqlPl(z) converges absolutely and uniformly on [−1,1] and equals the analytic inverse square root of 1−2qz+q2 by steps 3.1, 4.1 and 5.1; the exterior expansion and its geometric remainder hold uniformly on ∣y∣≤a<r≤∣x∣ by step 6.1, with y=0 handled by the zero higher terms; the integrated L1-source expansion converges with error at most ∥ρ∥1 times the geometric tail, and every fixed spatial derivative series converges uniformly on observation compacta, uniformly over ∣y∣≤a, with derivatives of the integral identified directly by differentiation under the integral sign (steps 9.1, 10.1); the coefficient terms are smooth and harmonic in x away from the origin and are solid harmonics in y (step 8.1). The finite-Riemann polynomial and generating assertions use no Choice (step 4.1); Countable Choice enters only through the Lebesgue and harmonic-estimate interfaces [L7, L8].

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