Skip to main content
Log in

Convolutions on the sphere: commutation with differential operators

  • Original Paper
  • Published:
GEM - International Journal on Geomathematics Aims and scope Submit manuscript

Abstract

We generalize the definition of convolution of vectors and tensors on the 2-sphere, and prove that it commutes with differential operators. Moreover, vectors and tensors that are normal/tangent to the spherical surface remain so after the convolution. These properties make the new filtering operation particularly useful to analyzing and modeling nonlinear dynamics in spherical systems, such as in geophysics, astrophysics, and in inertial confinement fusion applications. An essential tool we use is the theory of scalar, vector, and tensor spherical harmonics. We then show that our generalized filtering operation is equivalent to the (traditional) convolution of scalar fields of the Helmholtz decomposition of vectors and tensors.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

Notes

  1. That operation (3) also commutes with time derivatives is trivial.

  2. Of course, a Helmholtz decomposition may be accomplished by several methods, including SFTs.

  3. Spectral truncation is a specific choice of the filtering kernel, G.

References

  • Alfeld, P., Neamtu, M., Schumaker, L.L.: Fitting scattered data on sphere-like surfaces using spherical splines. J. Comput. Appl. Math. 73, 5–43 (1996)

    MathSciNet  MATH  Google Scholar 

  • Aluie, H.: Compressible turbulence: the cascade and its locality. Phys. Rev. Lett. 106, 174502 (2011)

    Google Scholar 

  • Aluie, H.: Scale decomposition in compressible turbulence. Phys. D Nonlinear Phenom. 247, 54–65 (2013)

    MathSciNet  MATH  Google Scholar 

  • Aluie, H.: Coarse-grained incompressible magnetohydrodynamics: analyzing the turbulent cascades. N. J. Phys. 19, 025008 (2017). https://doi.org/10.1088/1367-2630/aa5d2f

    Article  Google Scholar 

  • Aluie, H., Eyink, G.: Scale locality of magnetohydrodynamic turbulence. Phys. Rev. Lett. 104, 081101 (2010). https://doi.org/10.1103/PhysRevLett.104.081101

    Article  Google Scholar 

  • Aluie, H., Kurien, S.: Joint downscale fluxes of energy and potential enstrophy in rotating stratified Boussinesq flows. EPL (Europhysics Letters) 96, 44006 (2011). arXiv:1107.5006

    Google Scholar 

  • Aluie, H., Hecht, M., Vallis, G.K.: Mapping the energy cascade in the North Atlantic Ocean: the coarse-graining approach. J. Phys. Oceanogr. 48, 225–244 (2018)

    Google Scholar 

  • Antoine, J.P., Vandergheynst, P.: Wavelets on the 2-sphere: a group-theoretical approach. Appl. Comput. Harmonic Anal. 7, 262–291 (1999)

    MathSciNet  MATH  Google Scholar 

  • Antoine, J.P., Demanet, L., Jacques, L., Vandergheynst, P.: Wavelets on the sphere: implementation and approximations. Appl. Comput. Harmonic Anal. 13, 177–200 (2002)

    MathSciNet  MATH  Google Scholar 

  • Atkinson, K., Han, W.: Spherical Harmonics and Approximations on the Unit Sphere: An Introduction. Springer, New York, NY (2012)

    MATH  Google Scholar 

  • Backus, G.E.: Potentials for tangent tensor fields on spheroids. Arch. Ration. Mech. Anal. 22, 210–252 (1966)

    MathSciNet  MATH  Google Scholar 

  • Backus, G.E.: Converting vector and tensor equations to scalar equations in spherical coordinates. Geophys. J. R. Astron. Soc. 13, 71–101 (1967)

    MATH  Google Scholar 

  • Bayer, M., Freeden, W., Maier, T.: A vector wavelet approach to iono- and magnetospheric geomagnetic satellite data. J. Atmos. Sol. Terr. Phys. 63, 581–597 (2001)

    Google Scholar 

  • Berkel, P., Michel, V.: On mathematical aspects of a combined inversion of gravity and normal mode variations by a spline method. Math. Geosci. 42, 795–816 (2010)

    MathSciNet  MATH  Google Scholar 

  • Bernstein, S., Ebert, S.: Wavelets on s3 and so (3) -their construction, relation to each other and radon transform of wavelets on so (3). Math. Methods Appl. Sci. 33, 1895–1909 (2010)

    MathSciNet  MATH  Google Scholar 

  • Betti, R., Hurricane, O.A.: Inertial-confinement fusion with lasers. Nat. Phys. 12, 435–448

    Google Scholar 

  • Biedenharn, L., Louck, J.: Angular Momentum in Quantum Physics: Theory and Application. Cambridge University Press, New York, NY (2009)

    MATH  Google Scholar 

  • Böhme, M., Potts, D.: A fast algorithm for filtering and wavelet decomposition on the sphere. Electron. Trans. Numer. Anal. 16, 70–93 (2003)

    MathSciNet  MATH  Google Scholar 

  • Chen, S., Ecke, R.E., Eyink, G.L., Wang, X., Xiao, Z.: Physical mechanism of the two-dimensional enstrophy cascade. Phys. Rev. Lett. 91, 214501 (2003). https://doi.org/10.1103/PhysRevLett.91.214501

    Article  Google Scholar 

  • Dascaliuc, R., Grujic, Z.: Energy cascades and flux locality in physical scales of the 3D Navier-Stokes equations. Commun. Math. Phys. 305, 199–220 (2011)

    MathSciNet  MATH  Google Scholar 

  • Doering, C.R., Gibbon, J.D.: Applied Analysis of the Navier-Stokes Equations. Cambridge University Press, Cambridge (1995)

    MATH  Google Scholar 

  • Driscoll, J.R., Healy, D.M.: Computing Fourier transforms and convolutions on the 2-sphere. Adv. Appl. Math. 15, 202–250 (1994)

    MathSciNet  MATH  Google Scholar 

  • Edmonds, A.R.: Angular Momentum In Quantum Mechanics. Princeton University Press, Princeton (1957)

    MATH  Google Scholar 

  • Evans, L.C.: Partial Differential Equations. American Mathematical Society, Providence, RI (1998)

    MATH  Google Scholar 

  • Eyink, G.L.: Local energy flux and the refined similarity hypothesis. J. Stat. Phys. 78, 335–351 (1995). https://doi.org/10.1007/BF02183352

    Article  MATH  Google Scholar 

  • Eyink, G.L.: Locality of turbulent cascades. Physica D 207, 91–116 (2005). https://doi.org/10.1016/j.physd.2005.05.018

    Article  MathSciNet  MATH  Google Scholar 

  • Eyink, G., Aluie, H.: Localness of energy cascade in hydrodynamic turbulence. I. Smooth coarse graining. Phys. Fluids 21, 115107 (2009)

    MATH  Google Scholar 

  • Fasshauer, G.E., Schumaker, L.: Scattered data fitting on the sphere. Math. Methods Curves Surf. II, 117–166 (1998)

  • Fehlinger, T., Freeden, W., Gramsch, S., Mayer, C., Michel, D., Schreiner, M.: Local modelling of sea surface topography from (geostrophic) ocean flow. Z. Angew. Math. Mech. 87, 775–791 (2007)

    MathSciNet  MATH  Google Scholar 

  • Fengler, M.J., Freeden, W.: A nonlinear Galerkin scheme involving vector and tensor spherical harmonics for solving the incompressible Navier-Stokes equation on the sphere. SIAM J. Sci. Comput. 27, 967–994 (2005)

    MathSciNet  MATH  Google Scholar 

  • Filbir, F., Potts, D.: Scattered data approximation on the bisphere and application to texture analysis. Math. Geosci. 42, 747–771 (2010)

    MathSciNet  MATH  Google Scholar 

  • Fleischmann, O., Wietzke, L., Sommer, G.: The Hilbert transform on the two-sphere: a spectral characterization. Math. Geosci. 42, 857–876 (2010)

    MathSciNet  MATH  Google Scholar 

  • Flyer, N., Fornberg, B.: Radial basis functions: developments and applications to planetary scale flows. Comput. Fluids 46, 23–32 (2011)

    MathSciNet  MATH  Google Scholar 

  • Flyer, N., Wright, G.B.: Transport schemes on a sphere using radial basis functions. J. Comput. Phys. 226, 1059–1084 (2007)

    MathSciNet  MATH  Google Scholar 

  • Flyer, N., Wright, G.B.: A radial basis function method for the shallow water equations on a sphere. Proc. R. Soc. A Math. Phys. Eng. Sci. 465, 1949–1976 (2009)

    MathSciNet  MATH  Google Scholar 

  • Fornberg, B., Flyer, N.: A primer on radial basis functions with applications to the geosciences. In: SIAM (2015)

  • Fornberg, B., Flyer, N.: Solving PDEs with radial basis functions. Acta Numer. 24, 215–258 (2015)

    MathSciNet  MATH  Google Scholar 

  • Fornberg, B., Piret, C.: A stable algorithm for flat radial basis functions on a sphere. SIAM J. Sci. Comput. 30, 60–80 (2007)

    MathSciNet  MATH  Google Scholar 

  • Fornberg, B., Wright, G.: Stable computation of multiquadric interpolants for all values of the shape parameter. Comput. Math. Appl. 48, 853–867 (2004)

    MathSciNet  MATH  Google Scholar 

  • Freeden, W., Gerhards, C.: Poloidal and toroidal field modeling in terms of locally supported vector wavelets. Math. Geosci. 42, 817–838 (2010)

    MathSciNet  MATH  Google Scholar 

  • Freeden, W., Gervens, T.: Vector spherical spline interpolation–basic theory and computational aspects. Math. Methods Appl. Sci. 16, 151–183 (1993)

    MathSciNet  MATH  Google Scholar 

  • Freeden, W., Schreiner, M.: Spherical Functions of Mathematical Geosciences. Springer, New York (2009)

    MATH  Google Scholar 

  • Freeden, W., Gervens, T., Schreiner, M.: Constructive Approximation on the Sphere with Applications to Geomathematics. Oxford University Press, Oxford (1998)

    MATH  Google Scholar 

  • Funk, H.: Beiträgezur Theorie der Kugelfunktionen. Math. Ann. 77, 136–152 (1916)

    Google Scholar 

  • Fuselier, E.J., Wright, G.B.: Stability and error estimates for vector field interpolation and decomposition on the sphere with RBFs. SIAM J. Numer. Anal. 47, 3213–3239 (2009)

    MathSciNet  MATH  Google Scholar 

  • Fuselier, E.J., Wright, G.B.: A radial basis function method for computing helmholtz-hodge decompositions. IMA J. Numer. Anal. 37, 774–797 (2016). https://doi.org/10.1093/imanum/drw027

    Article  MathSciNet  MATH  Google Scholar 

  • Fuselier, E.J., Narcowich, F.J., Ward, J.D., Wright, G.B.: Error and stability estimates for surface-divergence free RBF interpolants on the sphere. Math. Comput. 78, 2157–2186 (2009)

    MathSciNet  MATH  Google Scholar 

  • Galperin, B., Orszag, S.: Large Eddy Simulation of Complex Engineering and Geophysical Flows. Cambridge University Press, Cambridge (1993)

    Google Scholar 

  • Garnier, E., Adams, N., Sagaut, P.: Large Eddy Simulation for Compressible Flows. Springer, New York (2009)

    MATH  Google Scholar 

  • Germano, M.: Turbulence–the filtering approach. J. Fluid Mech. 238, 325–336 (1992). https://doi.org/10.1017/S0022112092001733

    Article  MathSciNet  MATH  Google Scholar 

  • Geurts, B.J., Holm, D.D.: Leray and LANS-\(\alpha \) modelling of turbulent mixing. J. Turbul. 7, 1–33 (2006)

    MathSciNet  MATH  Google Scholar 

  • Gneiting, T.: Strictly and non-strictly positive definite functions on spheres. Bernoulli 19, 1327–1349 (2013)

    MathSciNet  MATH  Google Scholar 

  • Groemer, H.: Geometric Applications of Fourier Series and Spherical Harmonics. Cambridge University Press, NewYork, NY (1996)

    MATH  Google Scholar 

  • Gutzmer, T.: Interpolation by positive definite functions on locally compact groups with application to SO (3). Results Math. 29, 69–77 (1996)

    MathSciNet  MATH  Google Scholar 

  • Hardy, R.L.: Multiquadric equations of topography and other irregular surfaces. J. Geophys. Res. 76, 1905–1915 (1971)

    Google Scholar 

  • Healy Jr., D.M., Rockmore, D.N., Kostelec, P.J., Moore, S.: FFTs for the 2-sphere-improvements and variations. J. Fourier Anal. Appl. 9, 341–385 (2003)

    MathSciNet  MATH  Google Scholar 

  • Hecke, E.: Uber orthogonal-invariante integralgleichungen. Math. Ann. 78, 398–404 (1918)

    MATH  Google Scholar 

  • Hielscher, R., Prestin, J., Vollrath, A.: Fast summation of functions on the rotation group. Math. Geosci. 42, 773–794 (2010)

    MathSciNet  MATH  Google Scholar 

  • Keiner, J., Prestin, J.: A fast algorithm for spherical basis approximation. In: Govil, N.K., Mhaskar, H.N., Mohapatra, R.N., Nashed, Z., Szabados, J. (eds.) Frontiers in Interpolation and Approximation, pp. 259–286. Chapman & Hall/CRC Press, Boca Raton, Florida (2006)

    MATH  Google Scholar 

  • Le Gia, Q.T.: Galerkin approximation for elliptic PDEs on spheres. J. Approx. Theory 130, 123–147 (2004)

    MathSciNet  MATH  Google Scholar 

  • Le Gia, Q.T.: Approximation of parabolic PDEs on spheres using spherical basis functions. Adv. Comput. Math. 22, 377–397 (2005)

    MathSciNet  MATH  Google Scholar 

  • Leonard, A.: Energy cascade in large-eddy simulations of turbulent fluid flows. Adv. Geophys. 18, A237 (1974)

    Google Scholar 

  • Linshiz, J.S., Titi, E.S.: Analytical study of certain magnetohydrodynamic-alpha models. J. Math. Phys. 48, 065504 (2007)

    MathSciNet  MATH  Google Scholar 

  • Mairhuber, J.C.: On Haar’s theorem Concerning chebychev approximation problems having unique solutions. Proc. Am. Math. Soc. 7, 609–615 (1956)

    MathSciNet  MATH  Google Scholar 

  • Mayer, C., Maier, T.: Separating inner and outer Earth’s magnetic field from CHAMP satellite measurements by means of vector scaling functions and wavelets. Geophys. J. Int. 167, 1188–1203 (2006)

    Google Scholar 

  • Meneveau, C., Katz, J.: Scale-invariance and turbulence models for large-eddy simulation. Ann. Rev. Fluid Mech. 32, 1–32 (2000)

    MathSciNet  MATH  Google Scholar 

  • Michel, V.: Lectures on Constructive Approximation. Birkhäuser, New York (2013)

    Google Scholar 

  • Mohlenkamp, M.J.: A fast transform for spherical harmonics. J. Fourier Anal. Appl. 5, 159–184 (1999)

    MathSciNet  MATH  Google Scholar 

  • Narcowich, F.J., Ward, J.D.: Generalized Hermite interpolation via matrix-valued conditionally positive-definite functions. Math. Comput. 63, 661–687 (1994)

    MathSciNet  MATH  Google Scholar 

  • Narcowich, F.J., Ward, J.D., Wright, G.B.: Divergence-free RBFs on surfaces. J. Fourier Anal. Appl. 13, 643–663 (2007)

    MathSciNet  MATH  Google Scholar 

  • Pitsch, H.: Large-eddy simulation of turbulent combustion. Ann. Rev. Fluid Mech. 38, 453–482 (2006)

    MathSciNet  MATH  Google Scholar 

  • Pope, S.B.: Ten questions concerning the large-eddy simulation of turbulent flows. N. J. Phys. 6, 35 (2004)

    Google Scholar 

  • Rivera, M.K., Aluie, H., Ecke, R.E.: The direct enstrophy cascade of two-dimensional soap film flows. Phys. Fluids 26, 055105 (2014)

    Google Scholar 

  • Sadek, M., Hecht, M., Vallis, G., Aluie, H.: Insights into the baroclinic instability. In: 21st Conference on Atmospheric and Oceanic Fluid Dynamics (2017). https://ams.confex.com/ams/21Fluid19Middle/webprogram/Paper318919.html

  • Sagaut, P.: Large Eddy Simulation for Incompressible Flows: An Introduction. Springer, New York (2006)

    MATH  Google Scholar 

  • Schmidt, M., Fengler, M., Mayer-Gürr, T., Eicker, A., Kusche, J., Sánchez, L., Han, S.-C.: Regional gravity modeling in terms of spherical base functions. J. Geod. 81, 17–38 (2006)

    MATH  Google Scholar 

  • Schröder, P., Sweldens, W.: Spherical wavelets: efficiently representing functions on the sphere. In: Proceedings of the 22nd Annual Conference on Computer Graphics and Interactive Techniques, pp. 161–172. ACM, New York, NY (1995). https://doi.org/10.1145/218380.218439

  • Wahba, G.: Vector splines on the sphere, with application to the estimation of vorticity and divergence from discrete, noisy data. In: Schempp, W., Zeller, K. (eds.) Multivariate Approximation Theory II, pp. 407–429. Birkhäuser Verlag, Basel (1982)

    Google Scholar 

  • Wandelt, B.D., Gorski, K.M.: Fast convolution on the sphere. Phys. Rev. D 63, 123002 (2001)

    MathSciNet  Google Scholar 

  • Wieczorek, M.A., Simons, F.J.: Localized spectral analysis on the sphere. Geophys. J. Int. 162, 655–675 (2005)

    Google Scholar 

  • Yershova, A., LaValle, S.M.: Deterministic sampling methods for spheres and SO (3). IEEE J. Robot. Autom. 4, 3974–3980 (2004)

    Google Scholar 

Download references

Acknowledgements

I thank Matthew Hecht and Geoffrey Vallis for valuable discussions on oceanic flows that spurred questions leading to this paper.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Hussein Aluie.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

This work was supported by NASA Grant 80NSSC18K0772 and DOE Office of Fusion Energy Sciences Grant DE-SC0014318. Partial support was also provided by an initial seed Grant from the Institute of Geophysics, Planetary Physics, and Signatures (IGPPS) at Los Alamos National Laboratory (LANL), NSF Grant OCE-1259794, and DOE NNSA Award DE-NA0001944.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Aluie, H. Convolutions on the sphere: commutation with differential operators. Int J Geomath 10, 9 (2019). https://doi.org/10.1007/s13137-019-0123-9

Download citation

  • Received:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s13137-019-0123-9

Keywords

Mathematics Subject Classification

Navigation