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Let $d>0$ and $r_1,r_2>0$ such that $r_1+r_2 < d$. Consider two (say, closed) balls $B_1,B_2$ in $\mathbb{R}^m$ having radii $r_1,r_2$ and whose centers are at distance $d$. Let $C$ be the set of lines intersecting both $B_1$ and $B_2$.

Is there an exact formula for the étendue measure of $C$? To be clear, the “étendue” of a Borel set of lines $C$ in $\mathbb{R}^m$ is defined as one half the integral over unit vectors $u$ in $\mathbb{R}^m$ of the (“area”) measure $\mathcal{A}(C,u)$ of the intersection of an arbitrary hyperplane perpendicular to $u$ with the union of all lines in $C$ having direction $u$. (The factor ½ is to avoid doubly counting each direction.) In other words, this is, up to normalization, the translation-and-rotation invariant measure on the Grassmannian of affine lines in $\mathbb{R}^m$.

For $r_1,r_2$ small with respect to $d$ we should get the asymptotic $V_{n-1}^2 \, r_1^{n-1} \, r_2^{n-1} / d^{n-1}$, where $V_{n-1}$ refers to the volume of the unit $(n-1)$-ball, because we are seeing a small disk of area $V_{n-1} \, r_1^{n-1}$ so solid angle $V_{n-1} \, r_1^{n-1} / d^{n-1}$ from one of are $V_{n-1} \, r_2^{n-1}$ (or vice versa, the situation is symmetric). What I wonder is whether an exact formula can be found.

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  • $\begingroup$ Do you know the answer for $m=2$? $\endgroup$ Commented Jan 17 at 10:14
  • $\begingroup$ @DimaPasechnik No, not even for two disks (I suspect it's no easier). $\endgroup$
    – Gro-Tsen
    Commented Jan 17 at 10:28
  • $\begingroup$ Just to make sure, what do you mean by "arbitrary" in "an arbitrary hyperplane perpendicular to $u$"? Isn't such a hyperplane unique, given $u$? $\endgroup$ Commented Jan 17 at 15:33
  • $\begingroup$ @IosifPinelis I meant an arbitrary affine hyperplane, but yes, of course, if we understand hyperplane as linear (passing through 0), it is unique. $\endgroup$
    – Gro-Tsen
    Commented Jan 17 at 16:24

2 Answers 2

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$\newcommand\R{\mathbb R}\renewcommand{\th}{\theta}\newcommand{\om}{\omega}\newcommand{\Ga}{\Gamma}$Here is a solution for any dimension $m\ge2$:

Without loss of generality (wlog), we have two open balls: $B_1=B_0(r_1)$ and $B_2=B_D(r_2)$, for some $D\in\R^m$ with $\|D\|=d$, where $B_x(r)$ is the open ball in $\R^m$ of radius $r$ centered at $x$ and $\|\cdot\|$ is the Euclidean norm.

Take any unit vector $u$. Take any $x\in B_1$ such that $x\cdot u=0$, where $\cdot$ denotes the dot product. Then the condition that the line through $x$ in the direction of $u$ intersects $B_2$ is that $x\in B_D(R_u)$, where $R_u:=\sqrt{(D\cdot u)^2+r_2^2}$; this can be obtained by minimizing $\|x-tu-D\|^2$ in real $t$ and taking into account the condition $x\cdot u=0$.

So, $$\mathcal A(C,u)=L_{m-1}(B_0(r_1)\cap B_D(R_u)\cap H_u),$$ where $H_u:=\{x\in\R^m\colon\, x\cdot u=0\}$ and $L_{m-1}$ is the $(m-1)$-dimensional Lebesgue measure over the hyperplane $H_u$. So, $\mathcal A(C,u)$ is the $(m-1)$-volume of the intersection of two balls, $B_0(r_1)\cap H_u$ and $B_D(R_u)\cap H_u$, in $H_u$.

So, $\mathcal A(C,u)$ is the $(m-1)$-volume of the intersection of two balls in $\R^{m-1}$, of radii $r_1$ and $r_2$, with the centers of the two balls at distance $d_u:=\sqrt{d^2-(D\cdot u)^2}$ from each other; this conclusion can be probably be obtained in a simpler manner.

So, $\mathcal A(C,u)$ is an ordinary integral of the ($(m-2)$-dimensional) volumes of $(m-2)$-dimensional balls, which is actually known -- but is expressed via the incomplete beta function, rather than in elementary functions.

Now it remains to integrate $\mathcal A(C,u)$ over all $u$ on the $(m-1)$-dimensional unit sphere $S^{m-1}$. When doing that, by the spherical symmetry we can, and will, assume that $D=d\,e_1$, where $e_1$ is the first standard basis vector in $\R^m$.

Then $D\cdot u=u_1d$, where $u_1$ is the first coordinate of the unit vector $u$, and hence $d_u=d(1-u_1^2)$. So, \begin{equation*} \mathcal A(C,u)=g(u_1^2), \tag{00}\label{00} \end{equation*} for a certain function $g=g_{r_1,r_2,d}$, expressed explicitly via an incomplete beta function. So, the étendue measure of $C$ is \begin{multline} E=E_m(r_1,r_2,d)=\frac12\,\int_{S^{m-1}}du\,\mathcal A(C,u)= \frac12\,\int_{S^{m-1}}du\,g(u_1^2) \\ =\frac12\,|S^{m-1}|Eg(U_1^2)=b_m\,\int_0^1 dt\, g(t)t^{1/2-1}(1-t)^{(m-1)/2-1}, \tag{10}\label{10} \end{multline} where $|S^{m-1}|$ is the $(m-1)$-dimensional "surface area" of $S^{m-1}$ and $U_1^2$ is a (real-valued) random variable with the beta distribution with parameters $1/2,(m-1)/2$, and \begin{equation*} b_m:=\frac{\pi^{(m-1)/2}}{\Ga((m-1)/2)}. \tag{20}\label{20} \end{equation*}

Let us detail the latter expression in \eqref{10}. By \eqref{00}, $g(t)$ is the $(m-1)$-volume of the intersection of two balls, say $B_{1,t}$ and $B_{2,t}$, in $\R^{m-1}$, of respective radii $r_1$ and $r_2$, with the centers of the two balls at distance $d_u=d\sqrt{1-t}$ from each other. Here and in what follows, $t\in(0,1)$. Let $L_k$ denote the Lebesgue measure over $\R^k$.

Without loss of generality, $r_1\ge r_2$.

There are three possible cases here:

  • Case 1: $t\le t_-:=1-\dfrac{(r_1+r_2)^2}{d^2}$

  • Case 2: $t\ge t_+:=1-\dfrac{(r_1-r_2)^2}{d^2}$

  • Case 3: $t_-<t<t_+$

In Case 1, $r_1+r_2\le d\sqrt{1-t}=d_u$ and hence the interiors of the balls $B_{1,t}$ and $B_{2,t}$ do not intersect, so that
\begin{equation*} g(t)=0 \tag{g: Case 1}\label{cs1} \end{equation*}

In Case 2, $r_1-r_2\ge d\sqrt{1-t}=d_u$ and hence $B_{1,t}\supseteq B_{2,t}$, so that \begin{equation*} g(t)=L_{m-1}(B_{2,t})=\om_{m-1}r_2^{m-1} \tag{g: Case 2}\label{cs2} \end{equation*} where \begin{equation} \om_k:=\frac{\pi^{k/2}}{\Ga(k/2+1)}, \tag{30}\label{30} \end{equation} the $k$-volume of the unit ball in $\R^k$.

In Case 3, $B_{1,t}\cap B_{2,t}$ is the union of two spherical segments $S_1$ and $S_2$ in $\R^{m-1}$ with disjoint interiors. More specifically, let us identify $\R^{m-1}$ with $\R\times\R^{m-2}$ and assume, wlog, that the balls $B_{1,t}$ and $B_{2,t}$ are centered at the respective points $(0,0)$ and $(d_u,0)=(d\sqrt{1-t},0)$ in $\R\times\R^{m-2}$. Then, for $m\ge3$,
\begin{equation*} B_{1,t}\cap B_{2,t} \\ =\{(z,y)\in\R\times\R^{m-2}\colon |y|^2<\min[r_1^2-z^2,r_2^2-(d\sqrt{1-t}-z)^2] \\ =S_1\cup S_2, \end{equation*} where \begin{equation*} S_1:=\{(z,y)\in\R\times\R^{m-2}\colon z_1<z<r_1,|y|^2<r_1^2-z^2\}, \end{equation*} \begin{equation*} S_2:=\{(z,y)\in\R\times\R^{m-2}\colon d\sqrt{1-t}-r_2<z\le z_1,|y|^2<r_2^2-(d\sqrt{1-t}-z)^2\}, \end{equation*} \begin{equation*} z_1:=z_1(r_1,r_2)(t):=\frac{d^2 (1-t)+r_1^2-r_2^2}{2 d \sqrt{1-t}}. \end{equation*} Using the reflection $z\leftrightarrow d \sqrt{1-t}-z$, we see that spherical segment $S_2$ is congruent to \begin{equation*} S'_2:=\{(z,y)\in\R\times\R^{m-2}\colon z_2\le z<r_2,|y|^2<r_2^2-z^2\}, \end{equation*} where \begin{equation*} z_2:=d \sqrt{1-t}-z_1=\frac{d^2 (1-t)-r_1^2+r_2^2}{2 d \sqrt{1-t}} =z_1(r_2,r_1)(t). \end{equation*}

So, in Case 3, \begin{equation*} g(t)=L_{m-1}(B_{1,t}\cap B_{2,t})=L_{m-1}(S_1)+L_{m-1}(S'_2) \\ =V_{r_1,r_2}(t)+V_{r_2,r_1}(t) \tag{g: Case 3}\label{cs3} \end{equation*} for $m\ge3$, where \begin{equation*} V_{r_1,r_2}(t):=\om_{m-2}\int_{z_1(r_1,r_2)(t)}^{r_1} dz\,(r_1^2-z^2)^{(m-2)/2} =\om_{m-2}r_1^{m-1} I_{r_1,r_2}(t), \end{equation*} \begin{equation*} I_{r_1,r_2}(t):=\int_{c_1(r_1,r_2)(t)}^1 dc\,(1-c^2)^{m/2-1}, \end{equation*} \begin{equation*} c_1(r_1,r_2)(t):=\frac{z_1(r_1,r_2)(t)}{r_1} =\frac{d^2 (1-t)+r_1^2-r_2^2}{2 r_1 d \sqrt{1-t}} \\ =\frac{d}{2 r_1}\,(1-t)^{1/2} +\frac{r_1^2-r_2^2}{2 r_1 d }\,(1-t)^{-1/2}. \tag{40}\label{40} \end{equation*} One can similarly see that \eqref{cs3} holds for $m=2$ as well.

Collecting \eqref{10}, the descriptions of Cases 1--3, \eqref{cs1}, \eqref{cs2}, and \eqref{cs3}, we get the following expression for the étendue measure of $C$: \begin{equation*} E=b_m\,(J_2+J_{3;1,2}+J_{3;2,1}) \tag{!}\label{!} \end{equation*} where \begin{equation*} J_2:=\om_{m-1}r_2^{m-1}\int_{t_+}^1 dt\, t^{-1/2}(1-t)^{m/2-3/2}, \end{equation*} \begin{equation*} J_{3;i,j}:=\om_{m-2}r_i^{m-1}\int_{t_-}^{t_+} dt\, t^{-1/2}(1-t)^{m/2-3/2}\, \int_{c_1(r_i,r_j)(t)}^1 dc\,(1-c^2)^{m/2-1}, \end{equation*} $b_m$ is given by \eqref{20}, $\om_k$ is given by \eqref{30}, $t_-$ and $t_+$ are defined in the descriptions of Cases 1 and 2, and $c_1(r_1,r_2)(t)$ is defined in \eqref{40}.

Using the binomial expansions of $(1-c^2)^{m/2-1}$, of the latter expression for $c_1(r_1,r_2)(t)$ in \eqref{40}, and of $(1-t)^p$, one can further express the expression \eqref{!} of the étendue measure $E$ of $C$ as the ordinary integral of $dt\,t^{-1/2}$ times a triple hypergeometric-like series in powers of $t$.

If $m$ is even, this triple series is a finite sum, and then the integral expressing $E$ is an elementary function.

In particular, for $m=2$ we get the same result as the one found in the other answer.

For $m=4$, we get \begin{align*} &E \\ &= \frac{4}{3} \pi ^2 \Big((r_1^3+r_2^3) \sin^{-1}(\frac{\sqrt{d^2-(r_1-r_2){}^2}}{d}) \\ &-(r_1^3+r_2^3) \sin ^{-1}(\frac{\sqrt{d^2-(r_1+r_2){}^2}}{d}) +2r_2^3 \sin ^{-1}(\frac{r_1-r_2}{d})\Big) \\ &-\frac{4 \pi ^2\sqrt{d^2-(r_1+r_2){}^2} (2 d^4-2 d^2 (7 r_1^2-r_2 r_1+7 r_2^2)-3 (r_1+r_2){}^2 (r_1^2-3 r_2 r_1+r_2^2))}{45 d^2} \\ &+\frac{4 \pi ^2\sqrt{d^2-(r_1-r_2){}^2} (2 d^4-2 d^2 (7 r_1^2+r_2 r_1+7 r_2^2)-3 (r_1-r_2){}^2 (r_1^2+3 r_2r_1+r_2^2))}{45 d^2}. \end{align*}

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  • $\begingroup$ I wonder if it's not simpler to proceed as follows: letting $A$ a point on the sphere $S_1$ bounding $B_1$ and $B$ a point on the analogous $S_2$, the line $AB$ varies in the line Grassmannian as $A$ and $B$ vary on $S_1$ and $S_2$: the density of the étendue measure wrt the product measure on $S_1 × S_2$ is $1/AB^2$ times the product of cosines of various angles which should be expressible geometrically; then it remains to integrate this over $S_1 × S_2$ (and divide by $4$ because each line will be counted 4 times). $\endgroup$
    – Gro-Tsen
    Commented Jan 18 at 12:59
  • $\begingroup$ @Gro-Tsen : This may be simpler, in principle, but I have never dealt with the Grassmannian; should probably learn that. $\endgroup$ Commented Jan 18 at 13:03
  • $\begingroup$ Forget the word “Grassmannian” then. 😅 What I mean is this: take $A$ on $S_1$ and $B$ on $S_2$. Now take an infinitesimal surface of area $δ$ on $S_1$ around $A$ and one of area $ε$ on $S_2$ around $B$: the set of lines through these two small surfaces has a certain étendue measure which should be $δε·h(A,B)$ for a certain density $h$ which has at least a factor $1/AB^2$ and some angles related to how the surfaces are oriented, I'm not sure what they are. Then the final result is (I think) $\frac{1}{4}$ times the integral of $h(A,B)$ on $S_1 × S_2$. $\endgroup$
    – Gro-Tsen
    Commented Jan 18 at 13:10
  • $\begingroup$ (Sorry, $1/AB^2$ should be $1/AB^{m-1}$. I was thinking about the case $m=3$.) $\endgroup$
    – Gro-Tsen
    Commented Jan 18 at 13:19
  • $\begingroup$ @Gro-Tsen : As is now shown, the étendue measure is the ordinary integral of an expression involving incomplete beta functions; please see the latter edit of this answer. Perhaps, the result of this repeated integration can be expressed in known special functions (if not elementary ones), but that does not seem very likely now to me. $\endgroup$ Commented Jan 18 at 14:27
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Regarding this comment and this comment: Here is a solution for $m=2$:

Without loss of generality, the disk of radius $r_1$ is centered at $(0,0)$, the disk of radius $r_2$ is centered at $(d,0)$, and $r_1>r_2>0$. We also are given the condition $d>r_1+r_2$.

Then the line $y=kx+b$ intersects both (say open) disks iff exactly one of the following three cases takes place:

  • $-k_2< k\le-k_1\ \&\ b_{11}<b<b_{12}$
  • $-k_1< k\le k_1\ \&\ b_{21}<b<b_{22}$
  • $k_1< k<k_2\ \&\ b_{31}<b<b_{32}$

where $$k_1:=\frac{r_1-r_2}{\sqrt{d^2-(r_1-r_2){}^2}}, \quad k_2:=\frac{r_1+r_2}{\sqrt{d^2-(r_1+r_2){}^2}}$$

  • $b_{11}:=-dk-\sqrt{1+k^2}\,r_2$, $b_{12}:=\sqrt{1+k^2}\,r_1$
  • $b_{21}:=-dk-\sqrt{1+k^2}\,r_2$, $b_{22}:=-dk+\sqrt{1+k^2}\,r_2$
  • $b_{31}:=-\sqrt{1+k^2}\,r_1$, $b_{32}:=-dk+\sqrt{1+k^2}\,r_2$

-- see the Detail at the end of this answer.

So, writing $k=\tan t$ for $t\in(-\pi/2,\pi/2)$ and letting $t_j:=\arctan k_j$ for $j=1,2$, we see that the quantity of interest is \begin{align} &\int_{-t_2}^{-t_1}dt\,(b_{12}-b_{11})\cos t \\ &+\int_{-t_1}^{t_1}dt\,(b_{22}-b_{21})\cos t \\ &+\int_{t_1}^{t_2}dt\,(b_{32}-b_{31})\cos t \\ &=2\int_{t_1}^{t_2}dt\,(b_{32}-b_{31})\cos t \\ &+2\int_0^{t_1}dt\,(b_{22}-b_{21})\cos t \\ &=2\sqrt{d^2-(r_1+r_2)^2} \\ &-2\sqrt{d^2-(r_1-r_2)^2} \\ &+2(r_1+r_2) \tan^{-1}\frac{r_1+r_2}{\sqrt{d^2-(r_1+r_2){}^2}} \\ &-2(r_1-r_2) \tan^{-1}\frac{r_1-r_2} {\sqrt{d^2-(r_1-r_2)^2}}. \end{align}


Detail on the three cases: That the consideration reduces to those three cases was obtained by solving a rather simple system of algebraic equalities and inequalities. I think it is possible to do this by hand, but I did it with Mathematica:

enter image description here

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  • $\begingroup$ The last term isn't symmetric under exchange of $r_1$ and $r_2$, so I suppose there must be a typo somewhere. But certainly this computation leaves little hope of a nice simplification like I was hoping. 🙁 $\endgroup$
    – Gro-Tsen
    Commented Jan 17 at 21:26
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    $\begingroup$ @Gro-Tsen : I am not finding a mistake here. (However, I have now simplified a bit two terms in the final expression.) There is no complete interchangeability here between $r_1$ and $r_2$, because it was assumed that $r_1>r_2$. Note that, of the three cases output by Mathematica in response to red=Reduce[..., the first and third cases are mirror images of each other, and in each of those two cases the length of the range of the values of b is a function of r1+r2. However, in the second case the length of the range of the values of b depends on r2 but not on r1. $\endgroup$ Commented Jan 18 at 0:54
  • $\begingroup$ @Gro-Tsen : I, too, don't believe that a nice expression is possible here for $m\ge3$. However, my feeling is that the problem is mainly 3-dimensional. So, I think, if the $m=3$ case is done, there will be hope for $m>3$. $\endgroup$ Commented Jan 18 at 1:02
  • $\begingroup$ @Gro-Tsen : More concerning the interchangeability of $r_1$ and $r_2$: To get an expression with $r_1$ and $r_2$ completely interchangeable, we can just replace all entries of $r_1$ by $\max(r_1,r_2)$, and all entries of $r_2$ by $\min(r_1,r_2)$. Equivalently, in the last of the four terms in the final expression, we can replace $2r_1$ by $2\max(r_1,r_2)$, and $r_1-r_2$ by $|r_1-r_2|$. $\endgroup$ Commented Jan 18 at 1:22
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    $\begingroup$ @Gro-Tsen : I have rechecked the calculation again and found a missing factor $2$. Now, after all, $r_1$ and $r_2$ are interchangeable. $\endgroup$ Commented Jan 25 at 4:02

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