Basic Concepts

1. Non-Mathematical Definition of Spherical Meansr1s

The spherical mean of a function around a point is the average of all value of
that function on a sphere of radius centered at that point.
2. Divergence Theoremr2s
The divergence theorem states that the outward flux of a vector field through
a closed surface is equal to the volume integral of the divergence over the region
inside the surface.
Mathematical Statement: Suppose V is a subset of Rn which is compact and has
a piecewise smooth boundary S. If F is a continuously differentiable vector field
defined on a neighborhood of V , then we have

p. F q dV  pF. nq dS

3. Huygens Principler3s
Note that for the initial value problem for the wave equation in three dimensions,
the value of the solution at any point px, tq P R3 p0, 8q depends only on the values
of the initial data on the surface of the ball of radius ct about the point x P R3 ;
that is, on B B px, ctq. That is to say, disturbances all travel at exactly speed c. This
is known as Huygens principle. In contrast, in two dimensions, the value of the
solution u at the point px, tq depends on the initial data within the ball of radius
ct about the point x P R2 . Signals dont all travel at speed c.
4. Veronese Mapr4s

The Veronese map generalizes the idea to mappings of general degree d in n

variables. That is, the Veronese map of degree d is the map
d : Pn

Pm

with m given by the multiset coefficient, more familiarly the binomial coefficient,
or more elegantly the rising factorial, as:


n d
m

1
d

The map sends rx0 : . . . : xn s to all possible monomials of total degree d, thus the
appearance of combinatorial functions, the 1 and
1 are due to projectivization.
5. Hyperplaner5s

A hyperplane is any codimensional-1 vector subspace of a vector space. Equivalently, a hyperplane V in a vector space W is any subspace such that W {V is one
dimensional. Equivalently, a hyperplane is the linear transformation kernel of any
non-zero linear map from the vector space to the underlying field.

The Method of Spherical Meansr6s

The wave equation for a function upx1 , . . . , xn , tq = upx, tq of n space variables

x1 , . . . , xn and the time t is given by
(1)
lu = utt - c2 4u = 0

with a positive constant c. The operator defined in p1q is known as the DAlembertian.
For n = 3 the equation can represent waves in acoustics or optics, for n = 2 waves on
the surface of water, for n = 1 sound waves in pipes or vibrations of strings. In the
initial-value problem we ask for a solution of p1q defined in the pn 1q dimensional
half space t 0 for which
(2)
u = f pxq, ut = g pxq for t = 0

The initial-value problem p1q, p2q can be solved by the method of spherical means
due to Poisson. We associate generally with a continuous function hpxq = hpx1 , . . . , xn q
in Rn its average Mh px, rq on a sphere with center x and radius r:
(3)

Mh px, rq = n r1n
1 |y
x|r hpy q dSy

Setting y = x + r with | | = 1, we get

(4)

Mh px, rq = 1n ||1 hpx

r q dS

Originally Mh px, rq is defined by p3q only for r 0. We can extend its definition
to all real r using p4q. The resulting Mh px, rq then is an even function of r, since
replacing r by
r in p4q can be compensated for by replacing the variable of integration by
. It is also clear from p4q that Mh P C s pRn 1 q for h P C s pRn q since
we can differentiate under the integral sign. For h P C 2 pRn q we find from p4q, using
the divergence theorem

B
Br Mh px, rq 

1
n

 r

||1 i1

1 n

 r

|y
x|r

4x

 r1
n 4x

r qi dS

4x hpx

||1

r1
n
4x
n

hxi px

d
0
r

r q d
hpy q dy

|y
x|

hpy q dSy

n
1 Mh px, q d

Multiplying by rn
1 and differentiating with respect to r yields

(5)
B n
1 B
n
1
Br pr Br Mh px, rqq = 4x r Mh px, rq

The spherical means Mh px, rq of any functtion h P C 2 pRn q satisfy the partial differential equation
(6)
p BBr22 + n
r 1 BBr qMh px, rq = 4x Mh px, rq

known as Darbouxs equation. Using that the solution Mh px, rq of p6q is even in r,
we find for its initial values
(7)
Mh px, 0q = hpxq, BBr Mh px, rq = 0 at r = 0
Forming spherical means we can transform the initial-value problem for the wave
equation into one for a hyperbolic equation in two independent variables. Let upx, tq
be a solution of p1q, p2q of class C 2 in the half space x P Rn , t 0. We form the
spherical means of u as a function of x:
(8)

Mu px, r, tq = 1n ||1 upx r, tq dS

u can be recovered from Mu , since
(9)
Mu px, 0, tq = upx, tq
By p6q
4x Mu =
On the other hand by p1q and p8q
4x Mu

1
n

p BBr

B q Mu
B

||1

n 1
r
r

upx

1 B2 1
c2 B t2 n

2
 c12 BBt2 Mu

r, tq dS

||1

upx

r, tq dS

Hence Mu px, r, tq as a function of two scalar variables r, t for fixed x is a solution

of the partial differential equation
(10)
B2
n
1 B
2 B2
Bt2 Mu = c p Br2 + r Br qMu

The partial differential equation p10q depending on the parameter n is known as

the Euler-Poisson-Darboux equation. Our Mu as a function of r, t by p2q, p8q is a
solution of p10q with the known initial values
(11)
Mu = Mf px, rq, BBt Mu = Mg px, rq for t = 0

The initial value problem p10q, p11q can be solved most easily when the number of
space dimension is n = 3
Indeed by p10q
(12)
B2
B
B2
2
2 B2
Bt2 prMu q = c pr Br2 Mu 2 Br Mu q = c Br2 prMu q

Thus rMu px, r, tq as a function of r, t is a solution of the one-dimensional wave

equation with initial values
(13)
rMu = rMf px, rq, BBt rMu = rMg px, rq for t = 0

For one-dimensional wave equation we can write

upx, tq

F px

ctq

Gpx
ctq

 12 pf px

ctq

f px
ctqq

1
2c

x

ct

x ct

g p q d

Similarly,
rMu px, r, tq

1
rpr ctqMf px, r ctq
2

1 ct r
Mg px, q d
2c ct
r

pr
ctqMf px, r
ctqs

Using that Mf px, rq and Mg px, rq are even in r we are led to

Mu px, r, tq

 pct

1
2rc

rqMf px, ct

ct

ct r

rq
pct
rqMf px, ct
rq

2r

Mg px, q d

Letting r tend to 0 and replacing differentiation with respect to r by differentiation

with respect to ct, we find by p9q that

B ptM px, ctqq

f
B
t

1
B
1
 4c2 t
g py q dSy
Bt p 4c2 t |y
x|ct f pyq dSy q
|y
x|ct
Any solution u of the initial-value problem p1q, p2q of class C 2 for t 0 in n =
3 space dimension is given by formula p14q, hence is unique. Conversely for any
f P C 3 pR3 q and g P C 2 pR3 q the upx, tq defined by p14q is of class C 2 and satisfies
p1q, p2q. Indeed p2q follows by inspection, using p7q. Moreover by p6q for n = 3 and

(14)

upx, tq

tMg px, ctq

r = ct

B2 ptM px, ctqq  c B2 prM px, rqq  cr4 M px, rq  c2 4 ptM px, ctqq
x g
x
g
Bt2 g
Br2 g
Thus tMg px, ctq and similarly BBt tMf px, ctq, satisfy the wave equation p1q.
Formula p14q displays the relevant features of the solution u of the initial-value
problem for the wave equation in the case n = 3. First of all, writing our spherical
means in the form p4q we can carry out the t-differentiations under the integral sign
arriving at the expression
(15)

upx, tq 

1
4c2 t2

|y
x|ct

ptgpyq

f py q

fyi py qpyi
xi qq dSy

p15q indicates that u can be less regular than the initial data. There is a possible
loss of one order of differentiability: u P C s , ut P C s 1 initially, guarantee only
that u P C s
1 , ut P C s at a later time. This is the focussing effect, present when
n 1. For example the second derivatives of u could become infinite at some point
for t 0, though they are bounded for t = 0. In contrast to the pointwise behavior
of u, we shall find that in the L2 sense u does not deteriorate. This follows from

the fact that the energy norm of u

E ptq 

(16)

1
2

pu2t px, tq

c2

dE
dt

put utt
0

c2

u2xi px, tqq dx

does not change at all with t. Indeed

(17)

uxi uxi t q dx 

put lu

c2

put ux qx q dx
i

if upx, tq = 0 for all sufficiently large |x|.

According to p15q the value of upx, tq depends on the values of g and of f
and its first derivatives on the sphere S px, ctq of center x and radius ct. Thus
the domain of dependence for upx, tq is the surface S px, ctq.(See the figure below)

Conversely the initial data f , g near a point y in the plane t = 0 only influence
u at the time t in points px, tq near the cone |x
y |  ct. (See the figure below)

Let f , g have their support in a set P R3 . In order that upx, tq  0 the point x
has to lie on a sphere of radius ct with its center y in . The union of all spheres
S py, ctq for y P contains the support of u at the time t. This gives rise again to
Huygens construction for a disturbance confined originally to . The support of u
spreads with a velocity c. It is contained in the region bounded by the envelope of
the spheres of radius ct with centers on B . Actually the support of upx, tq can be
smaller. Take, for example, for the region containing the support of f , g the ball
B p0, q of radius and center 0. Then S px, ctq for ct will have a point in common with only when x lies in the spherical shell bounded by the spheres S p0, ct q

and S p0, ct
q. For any fixed x and all sufficiently large t (namely t p|x| q{cq
we have upx, tq  0. A disturbance originating in B p0, q is confined at the
time t to a shell of thickness 2 expanding with velocity c.(See the figure below)

This accounts for the possibility of sharp signals being transmitted in accordance
with equation p1q in three dimensions. This phenomenon is due to the fact that the
domain of dependence for upx, tq is a surface in x-space rather than a solid region
(Huygens principle in strong form). For most hyperbolic equations the principle
does not hold. Disturbances propagate with finite speed but after having reached a
point never die out completely in a finite time at that point, like the surface waves
arising from a stone dropped into water.
While the support of the solution with initial data of compact support expands,
the solution decays in time. Assume that f , g and the first derivatives of f are
bounded, and vanish outside B p0, q. Contributions to the integral in p15q arise only
from that portion of the sphere S px, ctq that lies inside the ball B px, q. Elementary
geometry shows that the area of intersection of any sphere in 3-space with a ball
of radius is at most 42 . Thus the integral is at most equal to the maximum of
the absolute value of integrand multiplied by 42 . It follows that u for large t is
at most of the order 1t .

Applications of spherical means

6. Summation of Multiple Fourier series by Spherical Meansr7s
Let x = px1 , . . . , xk q be a point in the k-dimensional Euclidean space, and f pxq
a function of the Lebesgue class L having the period 2 in each variable, and let

f pxq 

(18)

an1 ...nk eipn1 x1

... nk xk

be its Fourier series. If ptq is a fixed function in 0 t 8 for which p0q  1,

then, under unessential restrictions about the behavior of ptq at 8, we may form
the partial sums
v
(19)
SR pxq 
p qan1 ...nk eipn1 x1 ... nk xk q
R
v 2  n21 . . . n2k

and consider conditions under which SR pxq f pxq as R 8. For instance, if

ptq  e
t we have (spherical) Abel-Poisson summation, and for
ptq 

"

p1
tq
0

,0 t 1
,1 t

we have the important case of summation pR, q (summation by spherical Rieszs

means of order ).
The spherical partial sums p19q have a great advantage over the usual rectangular ones. In the case of rectangular partial sums it is necessary (and natural) to
consider, for k 2, the behavior of the given function f pxq in a cross-neighborhood
of the given point x. This complicating feature is eliminated entirely in the case of
spherical partial sums p19q, as is evident from the formula.

SR pxq 

(20)
where

H pt, Rq 

1
t

where

fx ptqH pt, Rq dt

8
0

u l
qu
tR

Jl puq

k
2
2
Jl puq is the Bessel function of order l; and fx ptq is the pk
1q dimensional spherical
mean of the function f pxq around the point x:
l

fx ptq

p k2 q
k

2 2
12 . . .

f p x1
k2

1

t1 , . . . , xk

tk qd1 . . . dk

Thus, irrespective of whether the summation function ptq is a good or bad one,
what decides the convergence of partial sums p19q are only the spherical averages
of the function f pxq around the one point x and nothing else. Also, the formula
p20q and the convergence criteria based on this formula, are by no means restricted
to periodic functions. In fact, the function f pxq may be the most general almost
periodic function in k variables and this implies that the numbers n1 . . . nk in p18q
and p19q may be any real numbers. It is true that the more delicate summation
criteria do not hold for almost periodic functions in general, but it appears that
the pure periodicity is required only in this way that for integers n1 . . . nk the

distribution of the points pn1 . . . nk q in the k dimensional space is not too dense. In
other words, the more delicate criteria appear as gap theorems for functions f pxq
of an unrestricted character of almost periodicity.
7. Discrete spherical means of derivativesr8s
7.1. General Construction and Veronese Maps. Consider the following general problem.
Problem: Given a degree k  0 and a collection of points Pi , i  1, . . . , N in
general position on the unit sphere in S n Rn 1 ,
find weights wi such that for
every spherical harmonic F of the degree k one has wi . F pPi q = 0.
i

Note that for a possible application to computations of the mean curvature

manifold, the function F can be the sum of a constant (k=0) and a homogeneous
quadratic term (k = 2), and one needs to find the weights for obtaining the mean
value F of such a function from its values at the given set of points (All nonzero
harmonics should give us zero mean). The cases of computations for the discrete
Laplacian and square gradient operators are similar.
Remark: This problem is very close to constructions of so called spherical
designs. The latter is a finite set of points on S n such that the average value of any
polynomial F of degree less than or equal to k on this set equals the average value
of the polynomial F on the sphere.
In this problem, we do not require the weights to be equal. In many applications, however, one uses the regular latices, and the weights turn out to be equal.
On the other hand, the problem under discussion is also related to the following
Minkowski theorem: The sum of the outward normal vectors to the faces of a convex polyhedron is a zero, provided the magnitudes of these vectors equal the areas
of the respective faces. The Minkowski problem asks whether the
converse is true:
given unit vectors Pi in Rn 1 and positive weights wi such that wi . Pi  0, find a
convex polyhedron whose faces are orthogonal to the directions Pi and the weights
are the n-dimensional volumes of the corresponding faces. The Minkowski problem
has a unique solution if the vectors Pi span Rn 1 .
Construction: First, we solve the above problem for a linear functional L (i.e.
for k = 1). In this case the solution is given by Minkowski theorem. Namely,
consider the tangent hyperplanes to the sphere S n at the points Pi ; they form
a polyhedron. (Here it suffices to assume that Pi , i = 1, . . . , N are in general
position, i.e., not lying at one hyperplane section of the sphere.) Let
wi be the
signed codimension one volumes of the faces of this polyhedron. Then i wi Pi =
0 accordingto Minkowski theorem (where we understand Pi as vectors in Rn 1 ),
and hence i wi . LpPi q = 0 for every linear function.
Next, consider harmonic polynomials of degree k in Rn 1 restricted to the sphere
n
S Rn 1 . We take harmonic ones since they give exactly all independent restrictions of homogeneous polynomials of degree k from Rn 1 to the sphere. (We will
need the restrictions of x21 , . . . , x2n 1 for the curvature function.)
Now we consider the harmonic Veronese map V :Rn 1 Rq , where V px1 , . . . , xn 1 q
= pxk1
xk2 , . . .q (a basis of harmonic polynomials in x1 , . . . , xn 1 of degree k). The

dimension of q is given by the formula:



n k
1
n k
3
q


n
1
n
1
Then F  L  V where L is a linear function on Rq . Let wj be the constructed
q
above weights
for the collection of points V pPj q in R . This gives us the required
formula wi . F pPi q = 0
i

Example 1: Let us demonstrate this approach in the case of a circle S 1 and

quadratic functions. The harmonic Veronese map for quadratic polynomials sends
the coordinate functions tx1 , . . . , xn 1 u to the space of quadratic harmonic polynomials (whose restrictions on the sphere S n give us spherical harmonics). For the
circle S 1 R2 this harmonic Veronese map is V : R2 R2
Note that if we map R2x,y to the full 3-dimensional space R3 of quadratic polynomials px2 , y 2 , 2xy q, then the image of the circle S 1 R2 will lie in the plane
R2 R3 (due to the relation x2 y 2  1), so the point images V pPi q will not be
in general position to yield a polyhedron circumscribed around a 2-sphere in R3 .
Example 2: For the case of 2-sphere and quadratic functions the space of harmonic functions is 5-dimensional, and our harmonic Veronese map sends S 2 to this
R5 . The point images lie in general position, and sufficiently many points (at least
6) would yield a polyhedron, which allows one to find the corresponding weights wi .
Remark: Since the points Qj = V pPj q should lie on the sphere S q
1 , rather
then be generic vectors in Rq , one can project them to the sphere by rescaling.
Namely, let Qj be a (sufficiently generic) collection of non-zero vectors in Rq . Assign the following weights wj to these vectors. Consider the collection of points
Qj
q
1
|Qj | on the unit sphere S , draw the tangent hyperplanes to the sphere, and let
uj be the signed pq
1q dimensional volumes of the faces of the resulting polyhedron.
Preposition: For every linear function L on Rq , one has:

the weights are wj =

uj
Qj

| |.

Proof : The Minkowski formula says that

= wj . LpQj q.

wj . LpQj q = 0 where

uj . |Qjj | = 0, hence 0 =

uj . L |Qjj |

Weights for regular lattices: Now, from the general consideration of points in
general position we move to regular ones, and consider the set of all m-mid points,
i.e., the set Mm S n of point whose coordinates are all possible combinations of m
nonzero coordinates equal to 1 among n spots, starting with (1, . . . , 1, 0, . . . , 0)
to (0, . . . , 0, 1, . . . , 1) which are scaled to belong to the unit sphere S n Rn 1

10

References
[1]
[2]
[3]
[4]
[5]
[6]
[7]

Wikipedia: Spherical Means

Wikipedia: Divergence Theorem
waveequation3.pdf
Wikipedia: Veronese Map
Wolfram Mathworld: Hyperplane
John F., Partial Differential Equations, Third Edition, Applied Mathematical Sciences
Bochner S., Summation of Multiple Fourier Series by Spherical Means, Princeton University
(1935)
[8] Belyaev A., Khesin B., Tabachnikov S., Discrete spherical means of directional derivatives
and their applications