$\int \int \int_{B_{p \theta \phi}} p^2 \sin \phi d \theta dp d \phi= p^2_1 \sin \phi_1 \Delta \theta \Delta p \Delta \phi$

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Why does an integral part of the spherical coordinates have its $\phi$ angle ranging from $0$ to $\pi$ only?

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Because there are only 180 degrees, or $\pi$ radians ranging from the positive $z$-axis to the negative $z$-axis. Compare this to doing a full rotation in the $xy$-plane which would take a full $2\pi$ radians to complete.