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Zonal and quadratic sphere moments for the polar surface measure on S2

Statement

Assume the Axiom of Countable Choice (ACω), as carried by the surface-measure interface below (The Axiom of Countable Choice (ACω)). Let σ be the polar surface measure on the unit sphere S2⊆R3 (The polar surface set function on the unit sphere), let e3:=(0,0,1) and write n3=n⋅e3 for n∈S2. Then:

(a) [Zonal identity] for every continuous f:[−1,1]→R, ∫S2f(n3) dσ(n)=2π∫−11f(u) du.

(b) [Linear weighted moment] for every continuous f and every a∈R3, ∫S2(n⋅a) f(n3) dσ(n)=2π a3∫−11u f(u) du.

(c) [Quadratic weighted moment] for every continuous f and every a∈R3, ∫S2(n⋅a)2f(n3) dσ(n)=2π a32∫−11u2f(u) du+π (a12+a22)∫−11(1−u2)f(u) du.

(d) [Moments] σ(S2)=4π, ∫S2n dσ=0, ∫S2ninj dσ=(4π/3)δij, and for every a∈R3 ∫S2(n⋅a)2dσ=4π3∣a∣2,∫S2∣n×a∣2dσ=8π3∣a∣2, where δij is the Kronecker symbol and × the cross product of The cross product in R3.

(e) [Scope] (a)-(d) are identities for the polar surface measure of the unit sphere with only the stated continuity of f; they assert no physical field, flux or radiation statement. The measure is finite, so all displayed integrals are absolutely convergent; f need not be nonnegative. For the uses on this page f is a rational function with denominator bounded below by 1−b>0, hence continuous on [−1,1].

Facts & Assumptions

Given: ACω (The Axiom of Countable Choice (ACω)); the polar surface measure σ on S2; a continuous f:[−1,1]→R and a∈R3; e3=(0,0,1) and n3=n⋅e3; the chart X, the parameter region D and the reflection maps η1,η2,η3 introduced in steps 1.1 and 2.1.

[F1]

For Borel E⊆S2, σ(E)=3λ3{rω:ω∈E, 0<r≤1}; under ACω, σ is a finite Borel measure on S2. (The polar surface set function on the unit sphere, Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma)

[F2]

The chart surface measure on S2 equals σ; orthogonal transformations of R3 preserve σ; and σ(S2)=3∣B1∣. (Agreement with the existing polar sphere measure)

[F4]

A regular parametrized surface patch is a C1 map X from a compact Jordan parameter region D (the closure of its nonempty connected interior) with Xu×Xv≠0 on D∘ and no interior parameter point sharing its image with a distinct point of D; seam identifications and rank failures may occur on the boundary. For continuous q on the patch image, ∫Sq dS=∫D(q∘X)JX with JX=∣Xu×Xv∣, and boundary values may be changed on the content-zero parameter boundary without changing the integral. (Regular parametrized surface patches on compact Jordan parameter regions, Surface area and scalar surface integrals on a regular patch, The surface area density is the norm of the cross product of the parameter tangents, Content-zero parameter-boundary exceptions do not affect surface integrals)

[F5]

Sine and cosine are differentiable with sin⁡′=cos⁡, cos⁡′=−sin⁡, sin⁡0=0, cos⁡0=1; sin⁡(π/2)=1, cos⁡(π/2)=0, sin⁡π=0, cos⁡π=−1; sin⁡(−x)=−sin⁡x, cos⁡(−x)=cos⁡x, sin⁡2x+cos⁡2x=1; sine is strictly increasing on [−π/2,π/2] and strictly decreasing on [π/2,3π/2], cosine is strictly decreasing on [0,π] and strictly increasing on [π,2π], both have range [−1,1]; the addition formulas sin⁡(x+y)=sin⁡xcos⁡y+cos⁡xsin⁡y, cos⁡(x+y)=cos⁡xcos⁡y−sin⁡xsin⁡y hold; and sin⁡x=0 if and only if x=mπ for some integer m. (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), The derivatives of sine and cosine are cosine and minus sine, Quarter-turn values and shifts by pi/2 and pi, Parity and the Pythagorean identity for sine and cosine, Signs, monotonicity intervals, and ranges of sine and cosine, The addition formulas for sine and cosine, The zero sets of sine and cosine and the least positive common period 2 pi)

[F6]

Let a<b. If f:[a,b]→R is continuous and P(u)=∫auf(v) dv for u∈[a,b], then P′=f there, with one-sided derivatives at a,b; if G:[a,b]→R is differentiable there with integrable derivative (using the same endpoint convention), then ∫abG′=G(b)−G(a); and the chain rule holds for composites of totally differentiable maps. (The first fundamental theorem: if f is integrable on [a,b] and continuous at c, then F′(c)=f(c); in particular a continuous f has F as a primitive, The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a), The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a))

[F7]

In R3 with the Euclidean inner product and norm, the cross product is bilinear and alternating, ⟨u×v,w⟩=det⁡[u v w], and ∥u×v∥22=∥u∥22∥v∥22−⟨u,v⟩2. (The cross product in R3, The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn, The cross product is bilinear, alternating, and orthogonal to both factors, The squared cross-product norm is the Gram determinant of two vectors)

[F8]

Finite componentwise sums and products of Ck Euclidean maps are Ck, and composites of composable Ck maps are Ck; Ck means continuous partial derivatives up to order k. (Ck Euclidean maps are closed under componentwise algebra and composition, Ck Euclidean maps and diffeomorphisms)

[F9]

On the finite measure space (S2,σ) a bounded Borel function g with ∣g∣≤M is integrable, since ∫∣g∣ dσ≤Mσ(S2)<∞; the integral is linear in the integrand. (Integrable real and complex functions, and their integrals, Monotonicity and nonnegative homogeneity of the nonnegative integral, The Lebesgue integral is linear on L1(μ))

[F10]

For a bounded Jordan set E⊆R2 and a Riemann integrable g whose sections outside a content-zero exceptional set are Jordan measurable with integrable section functions, the iterated integral over either coordinate block equals ∫Eg. (Fubini over a bounded Jordan set when all but a content-zero family of sections are integrable)

[F11]

σ is invariant under the reflection ω↦−ω, and the substitution identity ∫g dσ=∫g∘η dσ for a σ-preserving bijection η holds for indicators by definition, extends to simple functions by linearity and to bounded Borel functions by the approximation used in that proof; the first moment satisfies ∫S2ω dσ=0. (Reflection invariance and vanishing first moment of the sphere measure)

[F12]

V3(1)=π3/2/Γ(5/2); Γ(s+1)=sΓ(s) for s>0 and Γ(1/2)=π, so Γ(5/2)=3π/4 and V3(1)=4π/3. (The closed form for the volume of the unit n-ball, The real Gamma functional equation Γ(s+1)=sΓ(s), Γ(1/2)=π from the Gaussian integral)

[F13]

Under ACω, the L1 change-of-variables formula holds for C1 diffeomorphisms of open Euclidean sets; a C1 map with invertible derivative has a C1 local inverse; product Lebesgue measure agrees with Euclidean Lebesgue measure on Borel sets, and Fubini holds for integrable functions. Degenerate bounded boxes have Lebesgue measure zero, continuous functions on compact sets are bounded, and bounded Borel Riemann-integrable functions on boxes have the same Riemann and Lebesgue integrals. (A C^1 diffeomorphism satisfies the change-of-variables formula for L^1 functions, The Euclidean inverse function theorem, On Borel subsets of R^{m+n}, the product lambda_m times lambda_n agrees with lambda_{m+n}, Fubini's theorem for L^1 functions on a sigma-finite product, A box in Rn with parameters ai≤bi is Lebesgue measurable of measure ∏i<n(bi−ai), whichever of its faces are included, A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value, Borel Darboux integrands in finite dimension)

Proof

technique · direct; the sphere integral is reduced to the standard rectangular chart, evaluated by Fubini and the fundamental theorem, and the weighted moments are obtained by reflection substitution
1.1F4F5F7F8algebra

Define X(θ,φ):=(sin⁡θcos⁡φ, sin⁡θsin⁡φ, cos⁡θ) and D:=[0,π]×[0,2π]. Then D is a compact Jordan parameter region, being a closed bounded rectangle and the closure of its nonempty connected interior D∘=(0,π)×(0,2π), and X is C1 on the open neighbourhood R2 of D because its components are finite sums and products of the C1 functions sin⁡ and cos⁡ [F5, F8]. Its partial derivatives are Xθ=(cos⁡θcos⁡φ,cos⁡θsin⁡φ,−sin⁡θ) and Xφ=(−sin⁡θsin⁡φ,sin⁡θcos⁡φ,0), and the coordinate formula for the cross product gives Xθ×Xφ=(sin⁡2θcos⁡φ, sin⁡2θsin⁡φ, sin⁡θcos⁡θ)=sin⁡θ X(θ,φ), since cos⁡2φ+sin⁡2φ=1; also ∣X(θ,φ)∣2=sin⁡2θ+cos⁡2θ=1 [F5, F7]. Hence Xθ×Xφ=0 exactly when sin⁡θ=0; on the interior θ∈(0,π) one has sin⁡θ>0 by strict monotonicity and the values sin⁡0=sin⁡π=0 [F5], so the parameter cross product is nonzero on D∘.

2.1step 1.1F4F5algebra

The chart covers the sphere and is injective in its interior. If n∈S2, the intermediate value theorem between the endpoint values cos⁡0=1, cos⁡π=−1, and strict monotonicity of cosine on [0,π] gives a unique θ∈[0,π] with cos⁡θ=n3, so sin⁡θ=(n12+n22)1/2 because sin⁡θ≥0 on [0,π] and sin⁡2θ=1−cos⁡2θ [F5]. If sin⁡θ=0 then n=±e3=X(0,0) or X(π,0); otherwise put c:=n1/sin⁡θ and s:=n2/sin⁡θ, so c2+s2=1, and choose φ∈[0,π] with cos⁡φ=c when s≥0 and φ∈[π,2π] with cos⁡φ=c when s<0, possible because cosine has range [−1,1] and is strictly monotone on each interval; then sin⁡φ has the sign of s there and sin⁡2φ=1−c2=s2, so sin⁡φ=s and n=X(θ,φ). Thus X[D]=S2. Conversely, if X(θ,φ)=X(θ′,φ′) with (θ,φ)∈D∘ and (θ′,φ′)∈D, then cos⁡θ=cos⁡θ′ with both angles in [0,π], so θ=θ′ by strict monotonicity; then sin⁡θ>0 and the first two coordinates give cos⁡φ=cos⁡φ′ and sin⁡φ=sin⁡φ′, hence cos⁡(φ−φ′)=cos⁡φcos⁡φ′+sin⁡φsin⁡φ′=cos⁡2φ+sin⁡2φ=1 [F5]. Writing x:=φ−φ′∈(−2π,2π) and using cos⁡x=1−2sin⁡2(x/2), we get sin⁡(x/2)=0, so x/2=mπ for some integer m and x=2mπ; since ∣x∣<2π this forces x=0, that is φ=φ′ [F5]. Therefore no interior parameter point shares its image with a distinct point of D, and (D,X) is a regular parametrized surface patch with image S2.

3.1step 1.1step 2.1F1F5F9F10F13algebra

Reduction to the chart, including its seam and poles. Let q:S2→R be continuous. Put H:={y∈R3:y2=0, y1≥0} and Y(r,θ,φ):=rX(θ,φ) on U:=(0,1)×D∘. By step 2.1, Y is a bijection from U onto the open set V:=B1(0)∖H. Its derivative has columns X,rXθ,rXφ, so det⁡DY=r2X⋅(Xθ×Xφ)=r2sin⁡θ>0 by step 1.1. The local inverse theorem [F13] makes its bijective inverse C1 locally at every point, hence Y is a C1 diffeomorphism. The omitted set H∩B1 is contained in the degenerate box [−1,1]×{0}×[−1,1] and is Lebesgue null by [F13]. The bounded Borel function q(y/∣y∣) on B1∖{0}, assigned zero at 0, is integrable by [F13]. Applying the polar formula of Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma to its positive and negative parts gives ∫B1q(y/∣y∣)dy=13∫S2q dσ. Change of variables by Y and Fubini [F13] give the same integral as ∫01r2dr∫D∘q(X(θ,φ))sin⁡θ dθdφ. The parameter boundary is a finite union of degenerate boxes and therefore null; the integrand extends continuously to D, and its Lebesgue integral equals its Riemann integral by [F13]. Cancelling ∫01r2dr=1/3 therefore proves ∫S2q dσ=∫02π∫0πq(X(θ,φ))sin⁡θ dθdφ. This supplies the measure identification despite the seam and pole degeneracies; it does not apply an injective regular atlas chart across those degeneracies. In particular, for q=f∘n3, n3∘X=cos⁡θ gives I:=∫S2f(n3)dσ=∫02π∫0πf(cos⁡θ)sin⁡θ dθdφ.

4.1step 3.1F5F6F10algebra

Conclusion of (a). The function g(θ,φ):=f(cos⁡θ)sin⁡θ is continuous on the rectangle D [F5, F8], hence Riemann integrable, and its sections in φ are continuous; [F10] therefore gives I=∫0π(∫02πf(cos⁡θ)sin⁡θ dφ)dθ=2π∫0πf(cos⁡θ)sin⁡θ dθ. Let P(u):=∫−1uf(v) dv on [−1,1]; by [F6] P′=f, and the chain rule [F6] with cos⁡′=−sin⁡ [F5] gives (P∘cos⁡)′(θ)=−f(cos⁡θ)sin⁡θ on [0,π]. Since this derivative is continuous, the second fundamental theorem [F6] applies and ∫0πf(cos⁡θ)sin⁡θ dθ=−[P(cos⁡θ)]0π=P(1)−P(−1)=∫−11f(u) du, because cos⁡0=1 and cos⁡π=−1 [F5]. Combining with step 3.1 gives ∫S2f(n3) dσ=2π∫−11f(u) du, which is (a); all integrands here are continuous on the compact sets in question, so the displayed integrals are finite.

5.1step 4.1F2F5F9F11algebra

Conclusion of (b). Let η1(n1,n2,n3):=(−n1,n2,n3) and η2(n1,n2,n3):=(n1,−n2,n3). Each is an orthogonal bijection of R3 with ηi[S2]=S2, so each preserves σ [F2]; by the substitution identity of [F11], applied to the bounded Borel function gi(n):=nif(n3) and the fact that gi∘ηi=−gi, we get ∫S2nif(n3) dσ=−∫S2nif(n3) dσ, whence ∫S2nif(n3) dσ=0 for i=1,2 (finiteness of both integrals is [F9]). For the third component, (a) applied to the continuous function u↦uf(u) gives ∫S2n3f(n3) dσ=2π∫−11uf(u) du. Since n⋅a=a1n1+a2n2+a3n3, linearity of the σ-integral [F9] gives ∫S2(n⋅a)f(n3) dσ=2π a3∫−11uf(u) du, which is (b).

5.2step 4.1F2F5F9F11algebra

Conclusion of (c). Expanding the square, (n⋅a)2=∑i,j=13aiajninj, and by linearity [F9] the integral is the finite sum ∑i,jaiaj∫S2ninjf(n3) dσ. For i≠j the function ninjf(n3) changes sign under ηi (or ηj), so the substitution identity of [F11] gives ∫S2ninjf(n3) dσ=0. For the diagonal terms, the swap η3(n1,n2,n3):=(n2,n1,n3) is orthogonal and preserves σ [F2], so the substitution identity gives ∫S2n12f(n3) dσ=∫S2n22f(n3) dσ; with n12+n22=1−n32 [F5] and linearity, 2∫S2n12f(n3) dσ=∫S2(1−n32)f(n3) dσ=2π∫−11(1−u2)f(u) du by (a) applied to the continuous function u↦(1−u2)f(u); and (a) applied to u↦u2f(u) gives ∫S2n32f(n3) dσ=2π∫−11u2f(u) du. Substituting into the expansion yields ∫S2(n⋅a)2f(n3) dσ=2π a32∫−11u2f(u) du+π (a12+a22)∫−11(1−u2)f(u) du, which is (c).

6.1step 4.1step 5.1step 5.2F1F2F5F7F9F11F12algebra∎

Conclusion of (d) and scope (e). Taking f=1 in (a) gives σ(S2)=2π∫−11du=4π; independently [F2] gives σ(S2)=3∣B1∣=3V3(1), and [F12] evaluates V3(1)=π3/2/Γ(5/2) with Γ(5/2)=(3/2)(1/2)Γ(1/2)=3π/4, so V3(1)=4π/3 and the two routes agree. Taking f=1 in (b) gives ∫S2(n⋅a) dσ=0 for every a, hence ∫S2n dσ=0, and taking f=1 in (c) gives ∫S2(n⋅a)2dσ=2πa32⋅23+π(a12+a22)⋅43=4π3∣a∣2; choosing a=ei and a=ei+ej for i≠j reads off ∫S2ni2 dσ=4π/3 and ∫S2ninj dσ=0 for i≠j, that is ∫S2ninj dσ=(4π/3)δij. Finally the norm identity of [F7] gives ∣n×a∣2=∣n∣2∣a∣2−(n⋅a)2=∣a∣2−(n⋅a)2 for n∈S2, so by linearity [F9] and the value just computed ∫S2∣n×a∣2 dσ=4π∣a∣2−4π3∣a∣2=8π3∣a∣2. This proves all identities of (d); every integrand is continuous on the compact S2 and σ is a finite Borel measure by [F1], so the integrals are absolutely convergent, f need not be nonnegative, and no physical interpretation is asserted, which is (e).

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