Fall 2011 - Problem 2

change of variables, Fourier analysis
  1. Let dσ\diff\sigma denote surface measure on the unit sphere S2R3S^2 \subseteq \R^3. Note that dσ(x)=4π\int \diff\sigma\p{x} = 4\pi. For ξR3\xi \in \R^3, compute

    S2eixξdσ(x),\int_{S^2} e^{ix \cdot \xi} \,\diff\sigma\p{x},

    where \cdot denotes the usual inner product on R3\R^3.

  2. Using this, or otherwise, show that the mapping

    fS2S2f(x+y)dσ(x)dσ(y)f \mapsto \int_{S^2} \int_{S^2} f\p{x + y} \,\diff\sigma\p{x} \,\diff\sigma\p{y}

    extends uniquely from the space of all CC^\infty functions on R3\R^3 with compact support to a bounded linear functional on L2(R3)L^2\p{\R^3}.

Solution.
  1. Let ASO(3)A \in \SO\p{3}, so that detA=1\abs{\det{A}} = 1, A1=AA^{-1} = A^\trans, and AA is an automorphism of R3\R^3. In particular, A1xξ=xAξA^{-1}x \cdot \xi = x \cdot A\xi, so by change of variables,

    S2eixξdσ(x)=detA1S2eiA1xξ=S2eixAξdx.\int_{S^2} e^{ix \cdot \xi} \,\diff\sigma\p{x} = \abs{\det{A^{-1}}} \int_{S^2} e^{iA^{-1}x \cdot \xi} = \int_{S^2} e^{ix \cdot A\xi} \,\diff{x}.

    In other words, this quantity is invariant under rotations, so it only depends on ξ\abs{\xi}. Hence, it suffices to calculate the integral when ξ=(0,0,ξ)\xi = \p{0, 0, \abs{\xi}}. By using spherical coordinates, we have

    S2eixξdσ(x)=S2cos(ξx3)+isin(ξx3)dσ(x)=0π02π(cos(ξcosφ)+isin(ξcosφ))sinφdθdφ=2π11cos(ξu)+isin(ξu)du(u=cosφ)=4πsinξξ.\begin{aligned} \int_{S^2} e^{ix \cdot \xi} \,\diff\sigma\p{x} &= \int_{S^2} \cos\p{\abs{\xi}x_3} + i\sin\p{\abs{\xi}x_3} \,\diff\sigma\p{x} \\ &= \int_0^\pi \int_0^{2\pi} \p{\cos\p{\abs{\xi}\cos\phi} + i\sin\p{\abs{\xi}\cos\phi}} \sin\phi \,\diff\theta \,\diff\phi \\ &= 2\pi \int_{-1}^1 \cos\p{\abs{\xi}u} + i\sin\p{\abs{\xi}u} \,\diff{u} && (u = \cos\phi) \\ &= \frac{4\pi\sin{\abs{\xi}}}{\abs{\xi}}. \end{aligned}
  2. Define

    L(f)=S2S2f(x+y)dσ(x)dσ(y)L\p{f} = \int_{S^2} \int_{S^2} f\p{x + y} \,\diff\sigma\p{x} \,\diff\sigma\p{y}

    for fCc(R3)f \in C^\infty_c\p{\R^3}. Since Cc(R3)C^\infty_c\p{\R^3} is dense in L2(R3)L^2\p{\R^3} with respect to the L2L^2 norm, it suffices to show that there exists a constant C>0C > 0 so that L(f)CfL2\abs{L\p{f}} \leq C\norm{f}_{L^2} for any fCc(R3)f \in C^\infty_c\p{\R^3}. The derivatives of such an ff are compactly supported as well, so ff is in the Schwartz space. In particular, we may apply the inverse Fourier transform and a change of variables to get

    f(x)=R3e2πixξf^(ξ)dξ=0r2S2e2πixrξf^(rξ)dσ(ξ)dr.f\p{x} = \int_{\R^3} e^{2\pi ix \cdot \xi}\hat{f}\p{\xi} \,\diff\xi = \int_0^\infty r^2 \int_{S^2} e^{2\pi ix \cdot r\xi}\hat{f}\p{r\xi} \,\diff\sigma\p{\xi} \,\diff{r}.

    Notice that by integrating by parts, we see that f^L(rS2)\norm{\hat{f}}_{L^\infty\p{rS^2}} decays faster than any power of rr, since f(n)f^{\p{n}} has compact support. Thus, the integrand is absolutely convergent, and so we may apply Fubini's theorem in the following:

    L(f)=S2S2f(x+y)dσ(x)dσ(y)=S2S20r2S2e2πi(x+y)rξf^(rξ)dσ(ξ)drdσ(x)dσ(y)=0S2r2f^(rξ)(S2eix2πrξdσ(x))(S2eiy2πrξdσ(y))dσ(ξ)dr=0S2r2f^(rξ)(4πsin2πrξ2πrξ)2dσ(ξ)dr=4R3f^(ξ)(sin2πξξ)2dξ.\begin{aligned} L\p{f} &= \int_{S^2} \int_{S^2} f\p{x + y} \,\diff\sigma\p{x} \,\diff\sigma\p{y} \\ &= \int_{S^2} \int_{S^2} \int_0^\infty r^2 \int_{S^2} e^{2\pi i\p{x+y} \cdot r\xi}\hat{f}\p{r\xi} \,\diff\sigma\p{\xi} \,\diff{r} \,\diff\sigma\p{x} \,\diff\sigma\p{y} \\ &= \int_0^\infty \int_{S^2} r^2\hat{f}\p{r\xi} \p{\int_{S^2} e^{ix \cdot 2\pi r\xi} \,\diff\sigma\p{x}} \p{\int_{S^2} e^{iy \cdot 2\pi r\xi} \,\diff\sigma\p{y}} \,\diff\sigma\p{\xi} \,\diff{r} \\ &= \int_0^\infty \int_{S^2} r^2\hat{f}\p{r\xi} \p{\frac{4\pi\sin\abs{2\pi r\xi}}{\abs{2\pi r\xi}}}^2 \,\diff\sigma\p{\xi} \,\diff{r} \\ &= 4 \int_{\R^3} \hat{f}\p{\xi} \p{\frac{\sin 2\pi \abs{\xi}}{\abs{\xi}}}^2 \,\diff{\xi}. \end{aligned}

    The last equality comes from a change of variables. By Plancherel, f^L2=fL2\norm{\hat{f}}_{L^2} = \norm{f}_{L^2}. If we set h(ξ)=(sin2πξξ)2h\p{\xi} = \p{\frac{\sin 2\pi \abs{\xi}}{\abs{\xi}}}^2, then

    limξ0h(ξ)=2π,\lim_{\xi\to0} h\p{\xi} = 2\pi,

    so hh is bounded near the origin. On the other hand,

    h(ξ)21ξ4,\abs{h\p{\xi}^2} \leq \frac{1}{\abs{\xi}^4},

    so hL2(R3)h \in L^2\p{\R^3}. Thus, by Cauchy-Schwarz,

    L(f)4hL2f^L2=4hL2fL2,\abs{L\p{f}} \leq 4\norm{h}_{L^2}\norm{\hat{f}}_{L^2} = 4\norm{h}_{L^2}\norm{f}_{L^2},

    which completes the proof.