Elliptic Functions: Genesis of Theta Functions | Paramanand's Math Notes

Elliptic Functions: Genesis of Theta Functions

We have seen in the last post that the elliptic functions can be expressed in the form of infinite
product and these products look actually like ratio of two infinite products. We wish to
consider these products (which are more commonly known as theta functions) in more detail in
this post.

Theta Functions θ3 and θ4

Let us consider the infinite product expansion of dn(u, k)

πu
−−′ ∞ 1 + 2q 2n−1 cos ( ) + q 4n−2
dn(u, k) = √k ∏ K
πu
n=1 1 − 2q 2n−1 cos ( ) + q 4n−2
K
We put τ = iK ′ /K so that q = exp(πiτ) = exp(−πK ′ /K) and z = πu/2K . The
denominator of the above expansion can be taken as a function

∞ ∞
h(z) = G ∏(1 − q 2n−1 cos 2z + q 4n−2 ) = G ∏(1 − q 2n−1 e−2iz )(1 − q 2n−1 e2iz )
n=1 n=1

where G is some constant independent of z to be determined later.

It is easily seen that the function h(z) has zeroes for z = ±(2n − 1)(πτ/2) + mπ where
m, n are integers. We express the same by saying that the zeroes of h(z) are
z = πτ/2 (mod π, πτ).

Then clearly h(z) is periodic with period π . Also we have

∞
h(z + πτ) = G ∏(1 − q −2 q 2n−1 e−2iz )(1 − q 2 q 2n−1 e2iz )
n=1
1 − q −1 e−2iz
= h(z)
1 − qe2iz
= −q −1 e−2iz h(z)

Note that the function h(z) we have defined by means of an infinite product is defined only
when |q| < 1 and when that is the case the defining product is absolutely convergent. Since
h(z) is periodic with period π we can express it as a Fourier series
∞
h(z) = ∑ an e2niz
n=−∞

and since h(z) is even we have a−n = an . Since h(z + πτ) = −q −1 e−2iz h(z) we have

∞ ∞
∑ an e2ni(z+πτ) = −q −1 ∑ an e2(n−1)iz
n=−∞ n=−∞
∞ ∞
⇒ ∑ an q 2n+1 e2niz = − ∑ an+1 e2niz
n=−∞ n=−∞

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 Elliptic Functions: Genesis of Theta Functions | Paramanand's Math Notes

Since the Fourier series is unique we must have an+1 = −q 2n+1 an . By repeated application of
2
this relation it is easy to see that an = (−1)n q n a0.

Thus we have

∞ ∞
h(z) = G ∏(1 − q 2n−1 e−2iz )(1 − q 2n−1 e2iz ) = a0 ∑ (−1)n q n e2niz
2

n=1 n=−∞

To simplify things we choose the constant G such that we have a0 = 1. This determines
(although still indirectly) G and we have the relation

∞ ∞
h(z) = G ∏(1 − q 2n−1 e−2iz )(1 − q 2n−1 e2iz ) = ∑ (−1)n q n e2niz
2

n=1 n=−∞

The above function h(z) as we have defined is one of the four theta functions and historically
it has been denoted by θ4 (z, q) = θ4 (z ∣ τ)

We thus have

∞
θ4 (z, q) = G ∏(1 − q 2n−1 cos 2z + q 4n−2 )
n=1
∞
= ∑ (−1)n q n e2niz
2

n=−∞
∞
= 1 + 2 ∑(−1)n q n cos(2nz)
2

n=1

We can handle the numerator in the infinite product expansion of dn(u, k) to get another
theta function θ3 (z, q) = θ3 (z ∣ τ) and get the following

∞ ∞ ∞
θ3 (z, q) = G ∏(1 + q 2n−1 cos 2z + q 4n−2 ) = ∑ q n e2niz = 1 + 2 ∑ q n cos(2nz)
2 2

n=1 n=−∞ n=1

It is quite obvious that θ3 (z, q) = θ4 (z ± π/2, q) and hence the zeroes of θ3 (z, q) are given by
z = (π/2) + (πτ)/2 (mod π, πτ).

Like the case of θ4 (z, q) it is easy to see that θ3 (z + πτ) = q −1 e−2iz θ3 (z, q) and therefore if
we consider the function F (z) = θ3 (z, q)/θ4 (z, q), we can easily see that F (z + π) = F (z)
and F (z + πτ) = −F (z) so that F (z + 2πτ) = F (z). It is now clear that the function F (z)
is doubly periodic with periods π and 2πτ . This corresponds exactly with the periods 2K and
4iK ′ of dn(u, k) if we notice that z = πu/2K. Moreover the poles of the function θ4 (z, q)
coincide with the those of dn(u, k). It follows that the function dn(u, k)/F (z) is doubly
periodic with no poles and hence is a constant.

Thus we have

θ3 (z, q)
dn(u, k) = D
θ4 (z, q)

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 Elliptic Functions: Genesis of Theta Functions | Paramanand's Math Notes

where z = πu/2K and D is a constant independent of u . If we put u = 0 and u = K we can

−−
evaluate D = √k′ and this justifies the product expansions obtained in last post. We also
obtain the value of k′ in the form of theta functions as

θ24 (0, q)
k′ =
θ23 (0, q)

It is customary to denote θi (0, q) by θi (q) or even by θi when there is no confusion. Thus we

get k′ = θ24 /θ23

Theta Functions θ1 and θ2

We now focus on obtaining the product expansions of sn(u, k) and cn(u, k). It is clear that the
poles of the sn(u, k) match with those of the zeroes of θ4 (z, q) (noting that z = πu/2K ).
Hence we expect that there could be a relation of the form

g(z)
sn(u, k) =
θ4 (z, q)

Here we also expect g(z) to be periodic with period 2π and the zeroes of g(z) should match
that of sn(u, k). This means that the functions g(z) should vanish at z = 0(mod π, πτ). This
latter property can be achieved by setting

1
g(z) = θ4 (z + πτ)
2

But this will not make g(z) periodic with 2π. Moreover we have another problem to solve,
namely to make the ratio g(z)/θ4 (z, q) doubly periodic with the imaginary period πτ . This
would require us to have the periodicity factor g(z + πτ)/g(z) to match the periodicity factor
θ4 (z + πτ, q)/θ4 (z, q).

The periodicity factor for g(z) can be found by noting that

1
g(z + πτ) = θ4 (z + πτ + πτ)
2
1
= −q −1 e−2i(z+πτ/2)θ4 (z + πτ)
2
= −q −1 e−2iz e−πiτ g(z)

It is now easy to see that we can get our job done if we change the definition of g(z) to

1
g(z) = Aeiz θ4 (z + πτ)
2

where A is a constant to be determined later. The above function g(z) is better known
historically as θ1 (z, q) . Thus we have

1
θ1 (z, q) = Aeiz θ4 (z + πτ)
2

It is then clear that θ1 (z, q) is periodic with period 2π and the periodicity factor
θ1 (z + πτ, q)/θ1 (z, q) = −q −1 e−2iz. Therefore the function F (z) = θ1 (z, q)/θ4 (z, q) is

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 Elliptic Functions: Genesis of Theta Functions | Paramanand's Math Notes

doubly periodic with periods 2π, πτ and has poles at z = 0(mod π, πτ). It thus follows that
the functions sn(u, k)/F (z) is doubly periodic entire function and thus is a constant. We have
now established that

θ1 (z, q)
sn(u, k) = S
θ4 (z, q)

for some constant S depending upon A and k.

Similarly we can handle the elliptic function cn(u, k). Clearly we can take
cn(u, k) = g(z)/θ4 (z, q) where g(z) is having a period 2π and the periodicity factor should be
such that the function g(z)/θ4 (z, q) is periodic with period 2πτ . Hence we must have the
periodicity factor of g(z) the same as that of θ4 (z, q) but opposite in sign. Both these goals can
be achieved by setting g(z) = θ1 (z + π/2, q).

Thus we come to our last theta function θ2 defined by

π
θ2 (z, q) = θ1 (z + , q)
2
And like before, we have the relation

θ2 (z, q)
cn(u, k) = C
θ4 (z, q)

where C is a constant dependent on A and k.

It now remains to evaluate the constants A, C, S . To begin with we have

∞
1
θ1 (z, q) = Aeiz θ4 (z + πτ) = Aeiz ∑ (−1)n q n e2ni(z+πτ/2)
2

2 n=−∞
∞ ∞
= Aeiz ∑ (−1)n q n q n e2niz = Aq −1/4 ∑ (−1)n q (n+1/2) e(2n+1)iz
2 2

n=−∞ n=−∞
∞
= 2Aiq −1/4 ∑(−1)n q (n+1/2) sin(2n + 1)z
2

n=0

A natural choice for the constant A is A = −iq 1/4 and then

∞
θ1 (z, q) = 2 ∑(−1)n q (n+1/2) sin(2n + 1)z
2

n=0

Also it is worth noticing the infinite product expansion of θ1 (z, q) . We have

1
θ1 (z, q) = −iq 1/4 θ4 (z + πτ) eiz
2
∞
= −iq 1/4 G ∏(1 − q 2n−2 e−2iz )(1 − q 2n e2iz )eiz
n=1
∞
= 2Gq 1/4 sin z ∏(1 − q 2n e−2iz )(1 − q 2n e2iz )
n=1

Thus we finally have

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 Elliptic Functions: Genesis of Theta Functions | Paramanand's Math Notes

∞
θ1 (z, q) = 2 ∑(−1)n q (n+1/2) sin(2n + 1)z
2

n=0
∞
= 2Gq 1/4 sin z ∏(1 − 2q 2n cos 2z + q 4n )
n=1

and since θ2 (z, q) = θ1 (z + π/2, q) it follows that

∞
θ2 (z, q) = 2 ∑ q (n+1/2) cos(2n + 1)z
2

n=0
∞
= 2Gq 1/4 cos z ∏(1 + 2q 2n cos 2z + q 4n )
n=1

Again note that since

1
θ1 (z, q) = −iq 1/4 eiz θ4 (z + πτ) (A)
2

we have

1
θ4 (z + πτ, q) = iq −1/4 e−iz θ1 (z, q) (B)
2

Replacing z with z + πτ/2 in (A) we get

1
θ1 (z + πτ, q) = −iq 3/4 eiz θ4 (z + πτ)
2
1
⇒ θ1 (z + πτ, q) = iq −1/4 e−iz θ4 (z, q) (C)
2

Dividing (C) by (B) we get

1
θ1 (z + πτ, q)
2 θ4 (z, q)
= (D)
1 θ1 (z, q)
θ4 (z + πτ, q)
2

This is an identity which will be used in the evaluation of the constant S and C . To evaluate
them we just need to put u = K in the formula for sn(u, k) to get

π
θ1 ( , q) θ2 (0, q) θ3 (0, q) θ3
1=S 2 =S ⇒S= =
π θ3 (0, q) θ2 (0, q)
θ4 ( , q) θ2
2
Again putting u = K + iK ′ in the formula for sn(u, k) we get

π πτ π
1 θ1 ( + , q) θ4 ( , q) θ3 (0, q)
=S 2 2 =S 2 =S = S2
k π πτ π (0,
θ4 ( + , q) θ1 ( , q) θ2 q)
2 2 2
and thus we get

θ22
S = k−1/2 , k =
θ23

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 Elliptic Functions: Genesis of Theta Functions | Paramanand's Math Notes

To evaluate C we put u = 0 in the formula for cn(u, k) to get

−−
θ2 (0, q) θ4 θ4 /θ3 √k′
1=C ⇒C= = =
θ4 (0, q) θ2 θ2 /θ3 √k

Summary
To summarize we have the following results

∞
θ1 (z, q) = 2 ∑(−1)n q (n+1/2) sin(2n + 1)z
2

n=0
∞
= 2Gq 1/4 sin z ∏(1 − 2q 2n cos 2z + q 4n )
n=1
∞
θ2 (z, q) = 2 ∑ q (n+1/2) cos(2n + 1)z
2

n=0
∞
= 2Gq 1/4 cos z ∏(1 + 2q 2n cos 2z + q 4n )
n=1
∞
θ3 (z, q) = G ∏(1 + q 2n−1 cos 2z + q 4n−2 )
n=1
∞ ∞
= ∑ q n e2niz = 1 + 2 ∑ q n cos(2nz)
2 2

n=−∞ n=1
∞
θ4 (z, q) = G ∏(1 − q 2n−1 cos 2z + q 4n−2 )
n=1
∞ ∞
= ∑ (−1)n q n e2niz = 1 + 2 ∑(−1)n q n cos(2nz)
2 2

n=−∞ n=1
πu
θ3 θ1 (z, q) 2q 1/4 πu ∞ 1 − q 2n cos ( ) + q 4n
sn(u, k) = = sin ( )∏ K
θ2 θ4 (z, q) 2K πu
√k n=1 1 − q 2n−1 cos ( ) + q 4n−2
K
πu
θ4 θ2 (z, q)
−−
2q 1/4 √k′ πu ∞ 1 + q 2n cos ( ) + q 4n
cn(u, k) = = cos ( )∏ K
θ2 θ4 (z, q) √k 2K n=1 1 − q 2n−1 cos ( πu ) + q 4n−2
K
πu
θ4 θ3 (z, q) −− ∞ 1 + 2q
2n−1
cos ( )+q 4n−2

dn(u, k) = = √k′ ∏ K
θ3 θ4 (z, q) πu
n=1 1 − 2q 2n−1 cos ( ) + q 4n−2
K
where

πK ′
, q = exp (− )
πu
z=
2K K
∞ 4
θ2 1 + q 2n
k = 22 = 4√q ∏ ( 2n−1
)
θ3 n=1 1 + q
∞ 4
θ24
1 − q 2n−1
k = 2 = ∏(
′
2n−1
)
θ3 n=1 1 + q

and since we have k2 + k′2 = 1 we get the fundamental identity

θ42 + θ44 = θ43

To complete the story we have yet to evaluate the constant G and this will be done in the next

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 Elliptic Functions: Genesis of Theta Functions | Paramanand's Math Notes

post.

By Paramanand Singh Labels: Elliptic Functions , Mathematical Analysis , Theta Functions

Tuesday, February 1, 2011

Paramanand's Math Notes

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