## What the Power Spectrum misses

Posted in The Universe and Stuff with tags , , , , , , , on August 2, 2017 by telescoper

Just taking a short break from work I chatted over coffee to one of the students here at the Niels Bohr Institute about various things to do with the analysis of signals in the Fourier domain (as you do). That discussion reminded me of this rather old post (from 2009) which I thought might be worth a second airing (after a bit of editing). The discussion is all based on past cosmological data (from WMAP) rather than the most recent (from Planck), but that doesn’t change anything qualitatively. So here you are.

The picture above shows the all-sky map of fluctuations in the temperature of the cosmic microwave background across the sky as revealed by the Wilkinson Microwave Anisotropy Probe, known to its friends as WMAP.

I spent many long hours fiddling with the data coming from the WMAP experiment, partly because I’ve never quite got over the fact that such wonderful data actually exists. When I started my doctorate in 1985 the whole field of CMB analysis was so much pie in the sky, as no experiments had yet been performed with the sensitivity to reveal the structures we now see. This is because they are very faint and easily buried in noise. The fluctuations in temperature from pixel to pixel across the sky are of order one part in a hundred thousand of the mean temperature (i.e. about 30 microKelvin on a background temperature of about 3 Kelvin). That’s smoother than the surface of a billiard ball. That’s why it took such a long time to make the map shown above, and why it is such a triumphant piece of science.

I blogged a while ago about the idea that the structure we see in this map was produced by sound waves reverberating around the early Universe. The techniques cosmologists use to analyse this sound are similar to those used in branches of acoustics except that we only see things in projection on the celestial sphere which requires a bit of special consideration.

One of the things that sticks in my brain from my undergraduate years is being told that `if you don’t know what you’re doing as a physicist you should start by making a Fourier transform of everything. This approach breaks down the phenomenon being studied into a set of  plane waves with different wavelengths corresponding to analysing the different tones present in a complicated sound.

It’s often very good advice to do such a decomposition for one-dimensional time series or fluctuation fields in three-dimensional Cartesian space, even you do know what you’re doing, but it doesn’t work with a sphere because plane waves don’t fit properly on a curved surface. Fortunately, however, there is a tried-and-tested alternative involving spherical harmonics rather than plane waves.

Spherical harmonics are quite complicated beasts mathematically but they have pretty similar properties to Fourier harmonics in many respects. In particular they are represented as complex numbers having real and imaginary parts or, equivalently, an amplitude and a phase (usually called the argument by mathematicians),

$Z=X+iY = R \exp(i\phi)$

This latter representation is the most useful one for CMB fluctuations because the simplest versions of inflationary theory predict that the phases φ of each of the spherical harmonic modes should be randomly distributed. What this really means is that there is no information content in their distribution so that the harmonic modes are in a state of maximum statistical disorder or entropy. This property also guarantees that the distribution of fluctuations over the sky should have a Gaussian distribution.

If you accept that the fluctuations are Gaussian then only the amplitudes of the spherical harmonic coefficients are useful. Indeed, their statistical properties can be specified entirely by the variance of these amplitudes as a function of mode frequency. This pre-eminently important function is called the power-spectrum of the fluctuations, and it is shown here for the WMAP data:

Although the units on the axes are a bit strange it doesn”t require too much imagination to interpret this in terms of a sound spectrum. There is a characteristic tone (at the position of the big peak) plus a couple of overtones (the bumps at higher frequencies). However these features are not sharp so the overall sound is not at all musical.

If the Gaussian assumption is correct then the power-spectrum contains all the useful statistical information to be gleaned from the CMB sky, which is why so much emphasis has been placed on extracting it accurately from the data.

Conversely, though, the power spectrum is completely insensitive to any information in the distribution of spherical harmonic phases. If something beyond the standard model made the Universe non-Gaussian it would affect the phases of the harmonic modes in a way that would make them non-random.

However,I will now show you how important phase information could actually be, if only we could find a good way of exploiting it. Let’s start with a map of the Earth, with the colour representing height of the surface above mean sea level:

You can see the major mountain ranges (Andes, Himalayas) quite clearly as red in this picture and note how high Antarctica is…that’s one of the reasons so much astronomy is done there.

Now, using the same colour scale we have the WMAP data again (in Galactic coordinates).

The virture of this representation of the map is that it shows how smooth the microwave sky is compared to the surface of the Earth. Note also that you can see a bit of crud in the plane of the Milky Way that serves as a reminder of the difficulty of cleaning the foregrounds out.

Clearly these two maps have completely different power spectra. The Earth is dominated by large features made from long-wavelength modes whereas the CMB sky has relatively more small-scale fuzz.

Now I’m going to play with these maps in the following rather peculiar way. First, I make a spherical harmonic transform of each of them. This gives me two sets of complex numbers, one for the Earth and one for WMAP. Following the usual fashion, I think of these as two sets of amplitudes and two sets of phases. Note that the spherical harmonic transformation preserves all the information in the sky maps, it’s just a different representation.

Now what I do is swap the amplitudes and phases for the two maps. First, I take the amplitudes of WMAP and put them with the phases for the Earth. That gives me the spherical harmonic representation of a new data set which I can reveal by doing an inverse spherical transform:

This map has exactly the same amplitudes for each mode as the WMAP data and therefore possesses an identical power spectrum to that shown above. Clearly, though, this particular CMB sky is not compatible with the standard cosmological model! Notice that all the strongly localised features such as coastlines appear by virtue of information contained in the phases but absent from the power-spectrum.

To understand this think how sharp features appear in a Fourier transform. A sharp spike at a specific location actually produces a broad spectrum of Fourier modes with different frequencies. These modes have to add in coherently at the location of the spike and cancel out everywhere else, so their phases are strongly correlated. A sea of white noise also has a flat power spectrum but has random phases. The key difference between these two configurations is not revealed by their spectra but by their phases.

Fortunately there is nothing quite as wacky as a picture of the Earth in the real data, but it makes the point that there are more things in Heaven and Earth than can be described in terms of the power spectrum!

Finally, perhaps in your mind’s eye you might consider what it might look lie to do the reverse experiment: recombine the phases of WMAP with the amplitudes of the Earth.

If the WMAP data are actually Gaussian, then this map is a sort of random-phase realisation of the Earth’s power spectrum. Alternatively you can see that it is the result of running a kind of weird low-pass filter over the WMAP fluctuations. The only striking things it reveals are (i) a big blue hole associated with foreground contamination, (ii) a suspicious excess of red in the galactic plane owing to the same problem, and (iiI) a strong North-South asymmetry arising from the presence of Antarctica.

There’s no great scientific result here, just a proof that spherical harmonic phases are potentially interesting because of the information they contain about strongly localised features

PS. These pictures were made by a former PhD student of mine, Patrick Dineen, who has since quit astrophysics  to work in the financial sector for Winton Capital, which has over the years recruited a number of astronomy and cosmology graduates and also sponsors a Royal Astronomical Society prize. That shows that the skills and knowledge obtained in the seemingly obscure field of cosmological data analysis have applications elsewhere!

## A Potential Problem with a Sphere

Posted in Cute Problems with tags , , on March 9, 2016 by telescoper

Busy busy busy again today so I thought I’d post a quick entry to the cute problems folder. I set this as a problem to my second-year Theoretical Physics students recently, which is appropriate because I encountered it when I was a second-year student at Cambridge many moons ago!

HINT: You can solve this by finding the general solution for the potential at any point inside the sphere, but that isn’t the smart way to do it!

FURTHER HINT: The question asks for the Electric Field at the origin. What terms in the solution for the potential can contribute to this?

OUTLINE SOLUTION: A numerically correct answer has now been posted so I’ll give an outline solution. The potential V inside the sphere is governed by Laplace’s equation, the general solution of which is a series expansion in powers of r and Legendre polynomials, i.e. rn Pn(θ). The coefficients of this expansion can be determined for the given boundary conditions (V=V0 at r=a for θ = +1, V=0 for cos θ = -1). However this is a lot more work than necessary. The question asks for the electric field, i.e. the gradient of the potential, and if you look at the form of the potential there is only one term that can possibly contribute to the field at r=0, namely the one involving rP1(cosθ) =rcos θ (which is actually z). Any higher power of r would give a derivative that vanishes at the origin. Hence we just have to determine the coefficient of one term. Using the orthogonality properties of the Legendre polynomials this can easily be seen to be 3V0/4a. The electric field is thus -3V0/4a in the z-direction, i.e. vertically downwards from the top of the sphere.

## The Axle of Elvis

Posted in Cosmic Anomalies, The Universe and Stuff with tags , , , , , , on August 6, 2009 by telescoper

An interesting paper on the arXiv yesterday gave me a prod to expand a little on one of the cosmic anomalies I’ve blogged about before.

Before explaining what this is all about, let me just briefly introduce a bit of lingo. The pattern of variations fluctuations in the temperature of the cosmic microwave background (CMB) across the sky, such as is revealed by the Wilkinson Microwave Anisotropy Probe (WMAP), is usually presented in terms of the behaviour of its spherical harmonic components. The temperature as a function of position is represented as a superposition of spherical harmonic modes labelled by two numbers, the degree l and the order m. The degree basically sets the characteristic angular scale of the mode (large  scales have low l, and small scales have high l). For example the dipole mode has l=1 and it corresponds to variation across the sky on a scale of 180 degrees; the quadrupole (l=2) has a scale of 90 degrees, and so on. For a fixed l the order m runs from -l to +l and each order represents a particular pattern with that given scale.

The spherical harmonic coefficients that tell you how much of each mode is present in the signal are generally  complex numbers having real and imaginary parts or, equivalently, an amplitude and a phase.  The exception to this are the modes with m=0, the zonal modes, which have no azimuthal variation: they vary only with latitude, not longitude. These have no imaginary part so don’t really have a phase. For the other modes, the phase controls the variation with azimuthal angle around the axis of the chosen coordinate system, which in the case of the CMB is usually taken to be the Galactic one.

In the simplest versions of cosmic inflation, each of the spherical harmonic modes should be statistically independent and randomly distributed in both amplitude and phase. What this really means is that the harmonic modes are in a state of maximum statistical disorder or entropy. This property also guarantees that the temperature fluctuations over the sky should be described by  a Gaussian distribution.

That was perhaps a bit technical but the key idea is that if you decompose the overall pattern of fluctuations into its spherical harmonic components the individual mode patterns should look completely different. The quadrupole and octopole, for example, shouldn’t line up in any particular way.

Evidence that this wasn’t the case started to emerge when WMAP released its first set of data in 2003 with indications of an alignment between the modes of low degree. In their  analysis, Kate Land and Joao Magueijo dubbed this feature The Axis of Evil; the name has stuck.They concluded that there was a statistically significant alignment (at 99.9% confidence) between the multipoles of low degree (l=2 and 3), meaning that the measured alignment is only expected to arise by chance in one in a thousand simulated skies. More recently, further investigation of this effect using subsequent releases of data from the WMAP experiment and a more detailed treatment of the analysis (including its stability with respect to Galactic cuts) suggested that the result is not quite as robust as had originally been claimed. .

Here are the low-l modes of the WMAP data so you see what we’re talking about. The top row of the picture contains the modes for l=2 (quadrupole) and l=3 (octopole) and the bottom shows l=4 and l=5.

The two small red blobs mark the two ends of the preferred axis of each mode. The orientation of this axis is consistent across all the modes shown but the statistical significance is much stronger for the ones with lower l.

It’s probably worth mentioning a couple of neglected aspects of this phenomenon. One is that the observed quadrupole and octopole appear not only to be aligned with each other but also appear to be dominated by sectoral orders, i.e those with m=l. These are the modes which are, in a sense, opposite to the zonal modes in that they vary only with longitude and not with latitude. Here’s what the sectoral mode of the quadrupole looks like:

Changing the phase of this mode would result in the pattern moving to the left or right, i.e. changing its origin, but wouldn’t change the orientation. Which brings me to the other remarkable thing, namely that the two lowest modes also have  correlated phases. The blue patch to the right of Galactic centre is in the same place for both these modes. You can see the same feature in the full-resolution map (which involves modes up to l~700 or so):

I don’t know whether there is really anything anomalous about the low degree multipoles, but I hope this is a question that Planck (with its extra sensitivity, better frequency coverage and different experimental strategy) will hopefully shed some light on. It could be some sort of artifact of the measurement process or it could be an indication of something beyond the standard cosmology. It could also just be a fluke. Or even the result of an over-active imagination, like seeing Elvis in your local Tesco.

On its own I don’t think this is going to overthrow the standard model of cosmology. Introducing extra parameters to a model in order to explain a result with a likelihood that is only marginally low in a simpler model does not make sense, at least not to a proper Bayesian who knows about model selection…

However, it is worth mentioning that the Axis of Evil isn’t the only cosmic anomaly to have been reported. If an explanation is found with relatively few parameters that can account for all of these curiosities in one fell swoop then it would stand a good chance of convincing us all that there is more to the Universe than we thought. And that would be fun.

## Power isn’t Everything

Posted in The Universe and Stuff with tags , , , , , , , on January 6, 2009 by telescoper

The picture above shows the latest available all-sky map of fluctuations in the temperature of the cosmic microwave background across the sky as revealed by the Wilkinson Microwave Anisotropy Probe, known to its friends as WMAP.

I’ve spent many long hours fiddling with the data coming from the WMAP experiment, partly because I’ve never quite got over the fact that such wonderful data actually exists. When I started my doctorate in 1985 the whole field of CMB analysis was so much pie in the sky, as no experiments had yet been performed with the sensitivity to reveal the structures we now see. This is because they are very faint and easily buried in noise. The fluctuations in temperature from pixel to pixel across the sky are of order one part in a hundred thousand of the mean temperature (i.e. about 30 microKelvin on a background temperature of about 3 Kelvin). That’s smoother than the surface of a billiard ball. That’s why it took such a long time to make the map shown above, and why it is such a triumphant piece of science.

I blogged a few days ago about the idea that the structure we see in this map was produced by sound waves reverberating around the early Universe. The techniques cosmologists use to analyse this sound are similar to those used in branches of acoustics except that we only see things in projection on the celestial sphere which requires a bit of special consideration.

One of the things that sticks in my brain from my undergraduate years is being told that if a physicist doesn’t know what they are doing they should start by making a Fourier transform. This breaks down the phenomenon being studied into a set of independent plane waves with different wavelengths corresponding to the different tones present in a complicated sound.

It’s often very good advice to do such a decomposition for one-dimensional time series or fluctuation fields in three-dimensional Cartesian space, even you do know what you’re doing, but it doesn’t work with a sphere because plane waves don’t fit properly on a curved surface. Fortunately, however, there is a tried-and-tested alternative involving spherical harmonics rather than plane waves.

Spherical harmonics are quite complicated beasts mathematically but they have pretty similar properties to Fourier harmonics in many respects. In particular they are represented as complex numbers having real and imaginary parts or, equivalently, an amplitude and a phase (usually called an argument by mathematicians). The latter representation is the most useful one for CMB fluctuations because the simplest versions of inflation predict that the phases of each of the spherical harmonic modes should be randomly distributed. What this really means is that there is no information content in their distribution so that the harmonic modes are in a state of maximum statistical disorder or entropy. This property also guarantees that the distribution of fluctuations over the sky should have a Gaussian distribution.

If you accept that the fluctuations are Gaussian then only the amplitudes of the spherical harmonic coefficients are useful. Indeed, their statistical properties can be specified entirely by the variance of these amplitudes as a function of mode frequency. This pre-eminently important function is called the power-spectrum of the fluctuations, and it is shown here for the WMAP data:

Although the units on the axes are a bit strange it doesn”t require too much imagination to interpret this in terms of a sound spectrum. There is a characteristic tone (at the position of the peak) plus a couple of overtones. However these features are not sharp so the overall sound is not at all musical.

If the Gaussian assumption is correct then the power-spectrum contains all the useful statistical information to be gleaned from the CMB sky, which is why so much emphasis has been placed on extracting it accurately from the data.

Conversely, though, the power spectrum is completely insenstive to any information in the distribution of spherical harmonic phases. If something beyond the standard model made the Universe non-Gaussian it would affect the phases of the harmonic modes in a way that would make them non-random.

So far, so good. It sounds like it should be a straightforward job to work out whether the WMAP phases are random or not. Unfortunately, though, this task is heavily complicated by the presence of noise and systematics which can be quite easily cleaned from the spectrum but not from more sophisticated descriptors. All we can say so far is that the data seem to be consistent with a Gaussian distribution.

However, I thought I’d end with a bit of fun and show you how important phase information could actually be, if only we could find a good way of exploiting it. Let’s start with a map of the Earth, with the colour representing height of the surface above mean sea level:

You can see the major mountain ranges (Andes, Himalayas) quite clearly as red in this picture and note how high Antarctica is…that’s one of the reasons so much astronomy is done there.

Now, using the same colour scale we have the WMAP data again (in Galactic coordinates).

The virture of this map is that it shows how smooth the microwave sky is compared to the surface of the Earth. Note also that you can see a bit of crud in the plane of the Milky Way that serves as a reminder of the difficulty of cleaning the foregrounds out.

Clearly these two maps have completely different power spectra. The Earth is dominated by large features made from long-wavelength modes whereas the CMB sky has relatively more small-scale fuzz.

Now I’m going to play with these maps in the following rather peculiar way. First, I make a spherical harmonic transform of each of them. This gives me two sets of complex numbers, one for the Earth and one for WMAP. Following the usual fashion, I think of these as two sets of amplitudes and two sets of phases. Note that the spherical harmonic transformation preserves all the information in the sky maps, it’s just a different representation.

Now what I do is swap the amplitudes and phases for the two maps. First, I take the amplitudes of WMAP and put them with the phases for the Earth. That gives me the spherical harmonic representation of a new data set which I can reveal by doing an inverse spherical transform:

This map has exactly the same amplitudes for each mode as the WMAP data and therefore possesses an identical power spectrum to that shown above. Clearly, though, this particular CMB sky is not compatible with the standard cosmological model! Notice that all the strongly localised features such as coastlines appear by virtue of information contained in the phases but absent from the power-spectrum.

To understand this think how sharp features appear in a Fourier transform. A sharp spike at a specific location actually produces a broad spectrum of Fourier modes with different frequencies. These modes have to add in coherently at the location of the spike and cancel out everywhere else, so their phases are strongly correlated. A sea of white noise also has a flat power spectrum but has random phases. The key difference between these two configurations is not revealed by their spectra but by their phases.

Fortunately there is nothing quite as wacky as a picture of the Earth in the real data, but it makes the point that there are more things in Heaven and Earth than can be described in terms of the power spectrum!

Finally, perhaps in your mind’s eye you might consider what it might look lie to do the reverse experiment: recombine the phases of WMAP with the amplitudes of the Earth.

If the WMAP data are actually Gaussian, then this map is a sort of random-phase realisation of the Earth’s power spectrum. Alternatively you can see that it is the result of running a kind of weird low-pass filter over the WMAP fluctuations. The only striking things it reveals are (i) a big blue hole associated with foreground contamination, (ii) a suspicious excess of red in the galactic plane owing to the same problem, and (iiI) a strong North-South asymmetry arising from the presence of Antarctica.

There’s no great scientific result here, just a proof that spherical harmonics can be fun.

PS. These pictures were made by a former PhD student of mine, Patrick Dineen, who has since quit astronomy to work in high finance. I hope he is weathering the global financial storm!