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Sphere integrals in angle coordinates
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let and let be the polar surface measure on of The polar surface set function on the unit sphere, a finite Borel measure (Measures on sigma-algebras, The Borel sigma-algebra of a topological space). Let
and let denote the closed half-plane, a Lebesgue-null Borel set (Every affine hyperplane of , and hence every proper linear subspace, is Lebesgue null). Then:
(a) for every Borel function , the right-hand integral being the Lebesgue integral over the open rectangle;
(b) ;
(c) the identity of (a) holds with in the sense that is Lebesgue integrable on the rectangle against and the two integrals agree (real and imaginary parts, positive and negative parts).
Facts & Assumptions
Given: Countable Choice; the sphere ; the polar surface measure ; the parametrisation ; the half-plane ; the map on .
The polar formula: for every Borel , , and is the unique Borel measure on with this property (Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma, The polar surface set function on the unit sphere).
Change of variables for diffeomorphisms of open sets: if are open and is a bijection with inverse, then for every nonnegative Borel , (Borel change of variables from the compact-support formula and Radon uniqueness).
Inverse function theorem: if is near and is invertible, then restricts to a bijection of a neighbourhood of onto an open set, with inverse; and means total differentiability with continuous derivative (The Euclidean inverse function theorem, Continuously differentiable maps, local inverses, and local diffeomorphisms, The total (Fréchet) derivative as the linear first-order approximation with remainder).
The slit is closed and contained in the coordinate hyperplane , which is Lebesgue null; complements of null sets have full measure, and (Every affine hyperplane of , and hence every proper linear subspace, is Lebesgue null, Measures on sigma-algebras).
Tonelli's theorem for nonnegative Borel functions and Fubini's theorem for integrable functions identify multiple Lebesgue integrals with iterated integrals over -finite products; on a rectangle with product measure, integrals of continuous functions may be computed by iterated integrals, and Jordan–Fubini computes Riemann integrals over rectangles as iterated integrals (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product, Fubini's theorem for L^1 functions on a sigma-finite product, Fubini over a bounded Jordan set when all but a content-zero family of sections are integrable).
Sine and cosine are differentiable with , , satisfy the addition formulas and Pythagoras' identity , on , and is strictly decreasing on with , ; the derivative of sine integrates by the fundamental theorem (The derivatives of sine and cosine are cosine and minus sine, The addition formulas for sine and cosine, is a bijection from onto the real unit circle, Signs, monotonicity intervals, and ranges of sine and cosine, Parity and the Pythagorean identity for sine and cosine, The second fundamental theorem: if is differentiable on with and is integrable, then ).
Continuous maps pull Borel sets back to Borel sets, and indicators of Borel sets are measurable; the monotone convergence theorem computes integrals of sums of nonnegative measurable functions (A continuous map has Borel preimages of Borel sets, Monotone convergence for the integral, The Borel sigma-algebra of a topological space).
Proof
[The angular measure ] For Borel put , the integral existing in because the integrand is nonnegative and measurable: is continuous, hence Borel measurable, and is measurable by [F7]. The set function is countably additive by the monotone convergence theorem applied to the partial sums of for pairwise disjoint Borel , and by [F5] and [F6]; hence is a finite Borel measure.
[ is a bijection onto the slit space] is open. The image of is contained in : for the second coordinate is positive, for it is negative, and for one has with first coordinate . Conversely, let and put and . Since , the case is excluded (it has , -coordinate ), so ; by [F6] there is a unique with , and then and satisfies by Pythagoras [F6]. By the parametrisation of the unit circle [F6] there is a unique with ; would give with and -coordinate , i.e. , which is excluded, so . Then with uniquely determined, so is a bijection of onto .
[ is with positive Jacobian] The components of are products and composites of the differentiable functions and the coordinate functions by [F6], so is with total derivative the matrix of partial derivatives (The total (Fréchet) derivative as the linear first-order approximation with remainder, Total differentiability gives a local increment bound and therefore continuity), namely the columns , and ; expanding the determinant along the third column and using and [F6] gives (The Jacobian determinant of a square-dimensional map is the determinant of its Jacobian matrix).
[ is a diffeomorphism onto ] At each point of the domain is invertible by step 1.3, so by the inverse function theorem [F3] restricts to a bijection of a neighbourhood of that point onto an open subset of with inverse. Since is injective with image by step 1.2, these local inverses agree on overlaps with the unique set-theoretic inverse , which is therefore : near any point of it coincides with a local inverse. Hence is a diffeomorphism of open sets, and [F2] applies to it.
[The polar formula for ] Let be Borel. By [F4], and . Applying the change of variables formula [F2] to the diffeomorphism of step 2.1 and the nonnegative Borel function gives . By Tonelli's theorem [F5] the triple integral factors as : for each fixed the function is nonnegative and Borel, and its -integral equals the rectangle integral of by the defining formula for , extended from indicators to nonnegative Borel integrands by the monotone convergence theorem [F7]. Hence satisfies the polar formula of [F1].
[Identification and consequences] By the uniqueness clause of [F1] the measure satisfying the polar formula is ; hence , which is exactly the identity of (a) for indicators and, by the monotone convergence theorem, for all nonnegative Borel [F7]; clause (b) is the computation of step 1.1. For (c), if then applying (a) to shows is integrable against , because the integral of over is finite; splitting into real and imaginary parts and each into positive and negative parts, and applying (a) to the four nonnegative functions (or Fubini, [F5]) gives the identity for .
Depends on
The polar surface set function on the unit sphere
Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma
Borel change of variables from the compact-support formula and Radon uniqueness
The Euclidean inverse function theorem
Every affine hyperplane of , and hence every proper linear subspace, is Lebesgue null
Tonelli's theorem for nonnegative measurable functions on a sigma-finite product
Fubini's theorem for L^1 functions on a sigma-finite product
Monotone convergence for the integral
Fubini over a bounded Jordan set when all but a content-zero family of sections are integrable
Continuously differentiable maps, local inverses, and local diffeomorphisms
The Jacobian determinant of a square-dimensional map is the determinant of its Jacobian matrix
The total (Fréchet) derivative as the linear first-order approximation with remainder
Total differentiability gives a local increment bound and therefore continuity
The derivatives of sine and cosine are cosine and minus sine
The addition formulas for sine and cosine
Signs, monotonicity intervals, and ranges of sine and cosine
is a bijection from onto the real unit circle
Parity and the Pythagorean identity for sine and cosine
The second fundamental theorem: if is differentiable on with and is integrable, then
The Borel sigma-algebra of a topological space
A continuous map has Borel preimages of Borel sets
Measures on sigma-algebras
The Axiom of Countable Choice ()
Dependency tree · 2 levels
Sources
- S. Axler, P. Bourdon, W. Ramey, Harmonic Function Theory, 2nd edition, author-hosted full text, Appendix A.2 (polar coordinates and surface measure on the unit sphere) and Chapter 5, printed pp. 77-105
- NIST Digital Library of Mathematical Functions, §14.30 'Spherical and Spheroidal Harmonics' (spherical coordinates and the surface element sin theta d theta d phi)