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Theorem 2. (Folland. Theorem 2.49) There is a unique Borel measure σ σn1 on S n1 such that the
Borel measure m, in Rn , is decomposed as m ρ σ, with ρ being the Borel measure in R. Moreover, if
f is Borel measurable on Rn , and f ¥ 0, or f P L1 pRn q then
» »8»
f pxqdx f prx1 qrn1 dσ px1 qdr (1)
Rn S n1
»8»
0
Last theorem has a simple version in the case that function f is radial (that is, symmetric with respect
to the origin in Rn . For example f px1 , x2 q ex1 x2 is symmetric in R2 because f px1 , x2 q g prq with
2 2
g prq er .)
2
Corollary 1. If f is a measurable function on Rn , nonnegative or integrable, such that f pxq g p|x|q for
some function g on p0, 8q (that is, f is radial), then
» »8
f pxqdx mpS n 1
q g prqrn1 dr. (3)
Rn 0
Let us recall the classical polar coordinates in R2 and R3 to compare with formulas (2), and (3).
For the polar coordinates in R2 we have the diffeomorphism
G : p0, 8q S 1 ÝÑ R2 zt0u
pr, θq ÞÝÑ px, yq Gpr, θq : pr cos θ, r sin θq.
1
Then G is a diffeomorphism and
Bf
B f1
Bf2 BBfθ2
B
1
Jr,θ r
Br Bθ
cos θ r sin θ ,
sin θ r cos θ
Exercise 2. Do the same we did above in the three-dimensional case. That is, let
G : p0, 8q S 2 ÝÑ R3 zt0u
pr, θ, ϕq ÞÝÑ px, yq Gpr, θq : pr cos θ cos ϕ, r sin θ sin ϕ, r sin ϕq.
Prove that G is a diffeomorphism by finding the determinant of the Jacobian matrix and apply Theorem 1
to get an explicit formula for the integral of any function f P L1 pR3 q.
Exercise 3. Find the general polar coordinates in Rn through the following diffeomorphism:
Prove that G is a diffeomorphism by finding the determinant of the Jacobian matrix and apply Theorem 1
to get equation (1) for any function f P L1 pRn q.
0.1 How to use polar coordinates to find the measure of the unit ball?
Let »8
I : ex dx.
2
8
2
Then, by Fubini’s theorem, and using polar coordinates in R2 ,
»8 »8
ex dx ey dy
2 2 2
I
8
»8 »8
8
ex y dxdy
2 2
»8 8
ex y dxdy
2 2
R2
» 8 » 2π
er rdθdr
2
0
»8
0
2π er rdr.
2
Last integral is finite (why?). It is very easy to prove the following properties.
Exercise 5. Prove the following properties of the Gamma function.
1. Γp1q 0
?π
1
2. Γ 2
4. Γpnq pn 1q!, n P N
n 21 n 23 12 ?π, n P N
1
5. Γ n 2
6. 1
2
Γ n 1
2
nΓ n2 , n P N
Proposition 1.
2π n{2
mpS n1 q .
Γ n2
3
Proof. By using Exercise 4, with a 1, and since e|x| is radial, by applying Corollary 1,
2
»
π { e|x| dx
n 2 2
n
»R8 »
er rn1 dσ px1 qdr
2
S n 1
0
»8
mpS n 1
q rn1 er dr.
2
»0
mpS n1 q 8 1 t
2
t e dt
n
2
0
mpS n1 q n
2
Γ
2
.
Corollary 2.
π n{2
mpB n q n
.
Γ 2
1
Proof. Indeed, by the polar coordinates formula in Rn applied to the function f pxq 1,
»
mpB n
q : 1dx
Bn
»1
mpS n 1
q rn1 dr
0
mpS n1q n1 .