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Sphere integrals in angle coordinates

Statement

Assume the Axiom of Countable Choice (The Axiom of Countable Choice (ACω)). Let S2:={x∈R3:∣x∣=1} and let σ be the polar surface measure on S2 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

Φ:(0,π)×(0,2π)→S2,Φ(θ,φ):=(sin⁡θcos⁡φ, sin⁡θsin⁡φ, cos⁡θ),

and let H:={(x,y,0)∈R3:x≥0} denote the closed half-plane, a Lebesgue-null Borel set (Every affine hyperplane of Rn, and hence every proper linear subspace, is Lebesgue null). Then:

(a) for every Borel function F:S2→[0,+∞], ∫S2F dσ=∫(0,π)×(0,2π)F(Φ(θ,φ)) sin⁡θ d(θ,φ), the right-hand integral being the Lebesgue integral over the open rectangle;

(b) σ(S2)=4π;

(c) the identity of (a) holds with F∈L1(S2,σ;C) in the sense that F∘Φ is Lebesgue integrable on the rectangle against sin⁡θ d(θ,φ) and the two integrals agree (real and imaginary parts, positive and negative parts).

Facts & Assumptions

Given: Countable Choice; the sphere S2; the polar surface measure σ; the parametrisation Φ; the half-plane H; the map T(r,θ,φ):=rΦ(θ,φ) on (0,∞)×(0,π)×(0,2π).

[F1]

The polar formula: for every Borel f:R3→[0,∞], ∫R3f dλ3=∫0∞r2∫S2f(rω) dσ(ω) dr, and σ is the unique Borel measure on S2 with this property (Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma, The polar surface set function on the unit sphere).

[F2]

Change of variables for C1 diffeomorphisms of open sets: if U,V⊆Rm are open and T:U→V is a C1 bijection with C1 inverse, then for every nonnegative Borel h, ∫Vh(y) dy=∫Uh(T(x))∣det⁡DT(x)∣ dx (Borel change of variables from the compact-support formula and Radon uniqueness).

[F3]

Inverse function theorem: if T is C1 near a and DT(a) is invertible, then T restricts to a C1 bijection of a neighbourhood of a onto an open set, with C1 inverse; and C1 means total differentiability with continuous derivative (The Euclidean inverse function theorem, Continuously differentiable maps, local inverses, and local diffeomorphisms, The total (Fréchet) derivative Df(a) as the linear first-order approximation with o(∥h∥2) remainder).

[F4]

The slit K:={(x,0,z):x≥0} is closed and contained in the coordinate hyperplane {y=0}, which is Lebesgue null; complements of null sets have full measure, and λ3(K)=0 (Every affine hyperplane of Rn, and hence every proper linear subspace, is Lebesgue null, Measures on sigma-algebras).

[F5]

Tonelli's theorem for nonnegative Borel functions and Fubini's theorem for integrable functions identify multiple Lebesgue integrals with iterated integrals over σ-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).

[F6]

Sine and cosine are differentiable with sin⁡′=cos⁡, cos⁡′=−sin⁡, satisfy the addition formulas and Pythagoras' identity sin⁡2+cos⁡2=1, sin⁡>0 on (0,π), and cos⁡ is strictly decreasing on [0,π] with cos⁡0=1, cos⁡π=−1; 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, t↦(cos⁡t,sin⁡t) is a bijection from [0,2π) 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 G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a)).

[F7]

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

1.1F5F6F7algebra

[The angular measure τ] For Borel E⊆S2 put τ(E):=∫(0,π)×(0,2π)1E(Φ(θ,φ))sin⁡θ d(θ,φ), the integral existing in [0,∞] because the integrand is nonnegative and measurable: Φ is continuous, hence Borel measurable, and 1E∘Φ is measurable by [F7]. The set function τ is countably additive by the monotone convergence theorem applied to the partial sums of ∑k1Ek for pairwise disjoint Borel Ek, and τ(S2)=∫0π∫02πsin⁡θ dφ dθ=2π⋅2=4π by [F5] and [F6]; hence τ is a finite Borel measure.

1.2F6algebra

[T is a bijection onto the slit space] Ω:=R3∖K={y≠0}∪{y=0, x<0} is open. The image of T is contained in Ω: for φ∈(0,π) the second coordinate rsin⁡θsin⁡φ is positive, for φ∈(π,2π) it is negative, and for φ=π one has y=0 with first coordinate rsin⁡θcos⁡π=−rsin⁡θ<0. Conversely, let x∈Ω and put r:=∣x∣>0 and u:=x/r∈S2. Since u∉K, the case u=(0,0,±1) is excluded (it has y=0, x-coordinate 0≥0), so ∣u3∣<1; by [F6] there is a unique θ∈(0,π) with cos⁡θ=u3, and then sin⁡θ>0 and v:=(u1,u2)/sin⁡θ satisfies v12+v22=1 by Pythagoras [F6]. By the parametrisation of the unit circle [F6] there is a unique φ∈[0,2π) with v=(cos⁡φ,sin⁡φ); φ=0 would give u=(sin⁡θ,0,u3) with y=0 and x-coordinate sin⁡θ>0, i.e. u∈K, which is excluded, so φ∈(0,2π). Then x=T(r,θ,φ) with (r,θ,φ) uniquely determined, so T is a bijection of (0,∞)×(0,π)×(0,2π) onto Ω.

1.3F6algebra

[T is C1 with positive Jacobian] The components of T are products and composites of the differentiable functions sin⁡,cos⁡ and the coordinate functions by [F6], so T is C1 with total derivative the matrix of partial derivatives (The total (Fréchet) derivative Df(a) as the linear first-order approximation with o(∥h∥2) remainder, Total differentiability gives a local O(∥h∥2) increment bound and therefore continuity), namely the columns ∂rT=(sin⁡θcos⁡φ,sin⁡θsin⁡φ,cos⁡θ), ∂θT=(rcos⁡θcos⁡φ,rcos⁡θsin⁡φ,−rsin⁡θ) and ∂φT=(−rsin⁡θsin⁡φ,rsin⁡θcos⁡φ,0); expanding the determinant along the third column and using cos⁡2φ+sin⁡2φ=1 and sin⁡2θ+cos⁡2θ=1 [F6] gives det⁡DT=r2sin⁡θ(cos⁡2θ+sin⁡2θ)=r2sin⁡θ>0 (The Jacobian determinant of a square-dimensional C1 map is the determinant of its Jacobian matrix).

2.1step 1.2step 1.3F2F3

[T is a C1 diffeomorphism onto Ω] At each point of the domain DT is invertible by step 1.3, so by the inverse function theorem [F3] T restricts to a C1 bijection of a neighbourhood of that point onto an open subset of Ω with C1 inverse. Since T is injective with image Ω by step 1.2, these local inverses agree on overlaps with the unique set-theoretic inverse T−1:Ω→(0,∞)×(0,π)×(0,2π), which is therefore C1: near any point of Ω it coincides with a local C1 inverse. Hence T is a C1 diffeomorphism of open sets, and [F2] applies to it.

3.1step 2.1step 1.1F2F4F5F7algebra

[The polar formula for τ] Let f:R3→[0,∞] be Borel. By [F4], λ3(K)=0 and ∫R3f=∫Ωf. Applying the change of variables formula [F2] to the diffeomorphism T of step 2.1 and the nonnegative Borel function f∣Ω gives ∫Ωf=∫(0,∞)×(0,π)×(0,2π)f(T(r,θ,φ)) r2sin⁡θ d(r,θ,φ). By Tonelli's theorem [F5] the triple integral factors as ∫0∞r2(∫(0,π)×(0,2π)f(rΦ(θ,φ))sin⁡θ d(θ,φ))dr=∫0∞r2∫S2f(rω) dτ(ω) dr: for each fixed r the function ω↦f(rω) is nonnegative and Borel, and its τ-integral equals the rectangle integral of f(rΦ(⋅))sin⁡(⋅) by the defining formula for τ, extended from indicators to nonnegative Borel integrands by the monotone convergence theorem [F7]. Hence τ satisfies the polar formula of [F1].

4.1step 1.1step 3.1F1F5F7algebra∎

[Identification and consequences] By the uniqueness clause of [F1] the measure satisfying the polar formula is σ; hence τ=σ, which is exactly the identity of (a) for indicators and, by the monotone convergence theorem, for all nonnegative Borel F [F7]; clause (b) is the computation τ(S2)=4π of step 1.1. For (c), if F∈L1(S2,σ;C) then applying (a) to ∣F∣ shows F∘Φ is integrable against sin⁡θ d(θ,φ), because the integral of ∣F∣ over S2 is finite; splitting F 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 F.

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