Fourier transform, Fourier integral


## Separation of variable in spherical coordinates

#### Laplace equation in the ball

Consider Laplace equation in spherical coordinates defined by (22.7) $$\Delta =\partial_\rho^2 + \frac{2}{\rho}\partial_\rho + \frac{1}{\rho^2}\Lambda \label{equ-30.1}$$ with $$\Lambda:= \bigl(\partial_{\phi}^2 + \cot(\phi)\partial_\phi \bigr) +\frac{1}{\sin^2(\phi)}\partial_{\theta}^2. \label{equ-30.2}$$ Let us plug $u=P(\rho)\Phi(\phi)\Theta(\theta)$ into $\Delta u=0$: \begin{equation*} P''(\rho) \Phi(\phi) \Theta (\theta) + \frac{2}{\rho}P' (\rho)\Phi(\phi) \Theta(\theta) + \frac{1}{\rho^2} P(\rho)\Lambda \bigl(\Phi(\phi)\Theta(\theta)\bigr)=0 \end{equation*} which could be rewritten as \begin{equation*} \frac{\rho^2 P''(\rho) + \rho P' (\rho)}{P(\rho)}+ \frac{\Lambda\bigl(\Phi(\phi)\Theta(\theta)\bigr)}{\Phi(\phi)\Theta(\theta)}=0 \end{equation*} and since the first term depends only on $\rho$ and the second only on $\phi, \theta$ we conclude that both are constant: \begin{align} &\rho^2 P'' +2\rho P' = \lambda P,\label{equ-30.3}\\[3pt] &\Lambda \bigl(\Phi \Theta \bigr)=-\lambda \Phi \Theta. \label{equ-30.4} \end{align} The first equation is of Euler type and it has solutions $P:=\rho^l$ iff $\lambda= l(l+1)$. However if we are considering ball, solution must be infinitely smooth in its center due to some general properties of Laplace equation and this is possible iff $l=0,1,2,\ldots$ and in this case $u$ must be a polynomial of $(x,y,z)$.

Definition 1. Such polynomials are called harmonic polynomials.

One can prove

Theorem 1. Harmonic polynomials of degree $l$ form $(2l+1)$-dimensional space.

 $l$ Basis in the space of harmonic polynomials $0$ $1$ $1$ $x$, $y$, $z$ $2$ $xy$, $xz$, $yz$, $x^2-y^2$, $x^2-z^2$

Then $$\Lambda \bigl(\Phi \Theta \bigr)=-l(l+1)\Phi \Theta. \label{equ-30.5}$$

Definition 2. Solutions of $\Lambda v=0$ are called spherical harmonics.

Recalling (\ref{equ-30.2}) we see that $$\underbracket{\frac{\sin^2(\phi) \bigl(\Phi'' + \cot(\phi)\Phi' \bigr)}{\Phi}+l(l+1)\sin^2(\phi)} + \underbracket{\frac{\Theta''}{\Theta}}=0. \label{equ-30.6}$$ Therefore again both terms in the left-hand expression must be constant: \begin{align} &\sin^2(\phi) \bigl(\Phi'' +\cot(\phi)\Phi' \bigr) = -\bigl(l(l+1)\sin^2(\phi) -\mu \bigr)\Phi, \label{equ-30.7}\\[3pt] &\Theta''=-\mu\Theta. \Theta\label{equ-30.8} \end{align} The second equation is easy, and keeping in mind $2\pi$-periodicity of $\Theta$ we get $\mu=m^2$ and $\Theta = e^{-im\phi}$ with $m=-l,1-l,\ldots,l-1,l$ (for $|m|>l$ we would not get a polynomial).

Therefore (\ref{equ-30.7}) becomes $$\sin^2(\phi) \Phi'' +2\sin(\phi)\cos(\phi)\Phi' = -\bigl(l(l+1)\sin^2(\phi) -m^2\bigr)\Phi, \label{equ-30.9}$$

One can prove that $\Phi$ is a polynomial of $\cos(\phi)$:

Theorem 2. $\Phi(\phi)=L(\cos(\phi))$.

Such polynomials are called Legendre polynomials as $m=0$ and Associated Legendre polynomials as $m\ne 0$.

Therefore we number spherical harmonics by $l,m$: we have $Y_{lm}$ with $l=0,1,\ldots$ and $m=-l,1-l,\ldots,l-1,m$.

#### Laplace equation outside of the ball

Consider solutions of the Laplace equation for $\rho>0$ decaying as $\rho\to \infty$. Since spherical harmonics are already defined we have $\lambda=-l(l+1)$ and then $P=\rho^{k}$ with $k<0$ satisfying $k(k+1)=l(l+1)$ which implies that $k=-1-l$. In particular we get from Table 1

 $l$ Basis in the space of harmonic polynomials $0$ $1/\rho$ $1$ $x/\rho^3$, $y/\rho^3$, $z/\rho^3$ $2$ $xy/\rho^5$, $xz/\rho^5$, $yz/\rho^5$, $(x^2-y^2)/\rho^5$, $(x^2-z^2)/\rho^5$

with $\rho=(x^2+y^2+z^2)^{1/2}$.

#### Applications to the theory of Hydrogen atom (optional)

Spherical harmonics play crucial role in the mathematical theory of Hydrogen-like atoms (with $1$-electron): $$-\frac{\hbar^2}{2\mu}\Delta \Psi - \frac{Ze^2}{\rho} \Psi = E\Psi. \label{equ-30.10}$$ Here $\hbar$ is a Planck constant, $-Ze$ is the charge of the nucleus, $e$ is the charge of electron, $\mu$ is its mass, $E<0$ is an energy level.

After separation of variables we get $\Psi = P(\rho)Y_{lm}(\phi,\theta)$ with $P$ satisfying $$-P'' -\frac{2}{\rho}P' - \frac{\eta}{\rho}P + \frac{l(l+1)}{\rho^2}P = -\alpha^2P \label{equ-30.11}$$ with $\eta= 2\mu Ze^2 \hbar^{-2}$, $\alpha= (-2E\mu )^{\frac{1}{2}}\hbar^{-1}$.

Solutions are found in the form of $e^{-\alpha\rho}\rho^l Q(\rho)$ where $Q(\rho)$ is a polynomial satisfying $$\rho Q''+(2l+2-2\alpha \rho)+(\eta-2\alpha)\rho -2\alpha l)Q=0 \label{equ-30.12}$$ It is known that such solution (polynomial of degree exactly $n-l-1$, $n=l+1,l+2,\ldots$) exists and is unique (up to a multiplication by a constant) iff $2\alpha (n-1)+ 2\alpha -\eta=0$ i.e. $\alpha= \frac{\eta}{2n}$ and also $l\le n-1$. Such polynomials are called Laguerre polynomials.

Therefore $E_n =- \frac{\kappa}{n^2}$ (one can calculate $\kappa$) and has multiplicity $\sum_{l=0}^{n-1} \sum_{m=-l}^l 1= \sum_{l=0}^{n-1} (2l+1)=\frac{1}{2}n(n+1)$.