Elliptic Functions: Complex Variables | Paramanand's Math Notes

Elliptic Functions: Complex Variables

Introduction
So far we have studied the elliptic functions of real variables, i.e. we consider the u in sn(u, k)
to be a real number and have so far found that they have properties similar to the circular
functions (for example they are bounded and periodic). However their real nature and power is
exhibited only when we go in the realm of complex numbers and study them as functions of
complex variables.

As an example of the power of complex variables, we can see the contrast between real
variables and complex variables by looking at the behavior of circular functions and exponential
functions. If we limit ourselves to the real variables the functions sin x and cos x have nothing
to do with the exponential function exp(x) but as soon as we meet the complex variables we
have the remarkable equation exp(ix) = cos x + i sin x and this puts the circular, exponential
and logarithmic functions on the same footing.

We will not be discussing the deep methods of complex function theory, but we will rather find
some peculiar properties of the elliptic functions when considered as functions of a complex
variable. To that end we need to extend the definition of the elliptic functions to the domain of
complex arguments. A simple method of defining sn(x + iy, k) could be define sn(iy, k) first
and then use the addition formulas to define sn(x + iy, k). This brings us to the now famous
Jacobi's Imaginary Transformation.

Jacobi's Imaginary Transformation

We need to recast our definitions in a slightly different form as follows:

ϕ
dθ
u = F (ϕ, k) = ∫ −−−−−2−−−−−
0 √1 − k sin2 θ
s
dt
= 2∫ −−−−−−−−−−2−−2−−−−4
0 √1 + 2(1 − 2k )t + t

where sin ϕ = 2s/(1 + s2 ).

Thus we have sn(u, k) = 2s/(1 + s2 ) where s and u are related by the integral above. And
after some manipulation we have

1 − s2
cn(u, k) =
1 + s2
−−−−−−−−−−−−−−−−−
√1 + 2(1 − 2k2 )s2 + s4
dn(u, k) =
1 + s2

If we substitute t = ix in the above integral formally and do some manipulation we get

is
dx
iu = 2 ∫ −−−−−−−−−−− −−−−−−−
0 √1 + 2(1 − 2k′2 )x2 + x4

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 Elliptic Functions: Complex Variables | Paramanand's Math Notes

which suggests us that we should have

2is
sn(iu, k′ ) =
1 + (is)2
2s
= i⋅
1 − s2
= i ⋅ tan ϕ
sin ϕ
= i⋅
cos ϕ
sn(u, k)
= i⋅
cn(u, k)

and similarly

1 − (is)2
cn(iu, k′ ) =
1 + (is)2
1 + s2
=
1 − s2
1
=
cn(u, k)
−−−−−−−−−−−−−−−−−−−−−
√1 + 2(1 − 2k′2 )(is)2 + (is)4
dn(iu, k′ ) =
1 + (is)2
−−−−−−−−−−− −−−−−−
√1 + 2(1 − 2k2 )s2 + s4
=
1 − s2
−−−−−−−−−−− −−−−−−
√1 + 2(1 − 2k2 )s2 + s4 /(1 + s2 )
=
(1 − s2 )/(1 + s2 )
dn(u, k)
=
cn(u, k)

Interchanging k and k′ we get the Jacobi's Imaginary Transformations:

sn(iu, k) = i sc(u, k′ ) (1)

cn(iu, k) = nc(u, k′ ) (2)
dn(iu, k) = dc(u, k′ ) (3)

We take the above as definitions for all real u for which the right hand side of the above
equations is defined. It should be noted again that the right hand side of the above equations
are defined only when cn(u, k′ ) ≠ 0. Now we have cn(u, k′ ) = 0 when u = (2n + 1)K ′
where n is an integer. Therefore the elliptic functions for the purely imaginary values of the
argument are defined except when the argument is equal to (2n + 1)iK ′ where n is an
integer.

If we restrict ourselves to the purely imaginary values of the argument then we can also see
that the elliptic functions are periodic with an imaginary period. Thus sn(u, k) is has period
2iK ′ , cn(u, k) has period 4iK ′ and dn(u, k) has a period 4iK ′ . This is in quite contrast with
the circular functions which have only one period (which is real) whether we restrict them to
the real variables or not. We therefore see that the elliptic functions are doubly periodic. We
will have occasion to talk about this interesting feature in a later post.

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 Elliptic Functions: Complex Variables | Paramanand's Math Notes

We can see that the same rules of differentiation hold for the imaginary variables as in case of
real variable. For example we have

d d
(sn(iu, k)) = −i ⋅ (sn(iu, k))
d(iu) du
sn(u, k′ )
(i ⋅ )
d
= −i ⋅
du cn(u, k′ )
d sn(u, k′ )
= ( )
du cn(u, k′ )
cn(u, k′ ) cn(u, k′ ) dn(u, k′ ) + sn(u, k′ ) sn(u, k′ ) dn(u, k′ )
=
cn2 (u, k′ )
dn(u, k′ )
= 2
cn (u, k′ )
= nc(u, k′ ) dc(u, k′ )
= cn(iu, k) dn(iu, k)

Extension to Complex Variables

Since the addition formulas in the previous post were established using the derivatives of the
elliptic functions, it is obvious that the same formulas hold for the case when both the
arguments u1 and u2 are purely imaginary. It would now be a great idea to assume that the
addition formulas hold generally and define for a complex number z = x + iy

sn(z, k) = sn(x + iy, k)

sn2 (x, k) − sn2 (iy, k)
=
sn(x, k) cn(iy, k) dn(iy, k) − sn(iy, k) cn(x, k) dn(x, k)
cn(z, k) = cn(x + iy, k)
sn(x, k) cn(x, k) dn(iy, k) − sn(iy, k) cn(iy, k) dn(x, k)
=
sn(x, k) cn(iy, k) dn(iy, k) − sn(iy, k) cn(x, k) dn(x, k)
dn(z, k) = dn(x + iy, k)
sn(x, k) cn(iy, k) dn(x, k) − sn(iy, k) cn(x, k) dn(iy, k)
=
sn(x, k) cn(iy, k) dn(iy, k) − sn(iy, k) cn(x, k) dn(x, k)

We shall keep the above definition as provisional and would replace them by a different set of
formulas. Here we like to demonstrate that defining the elliptic functions for complex values
using the addition formula makes an analytic function. Now these definitions were derived
from the addition formulas for elliptic functions for real variables and since we have for real
values of u, v

∂ ∂
(sn(u + v, k)) = (sn(u + v, k))
∂u ∂v
it follows that if we replace sn(u + v, k) in the above equation with the corresponding
expression consisting of the the functions of u and v separately using addition formula, the
above equation remains valid and can be independently verified by using the rules of
differentiation of elliptic functions.

It also follows that since the same rules of differentiation applying for purely imaginary
argument, therefore we may replace the variables u = x and v = iy to get

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 Elliptic Functions: Complex Variables | Paramanand's Math Notes

∂ 1 ∂
(sn(x + iy, k)) = ⋅ (sn(x + iy, k))
∂x i ∂y

and this means that if we could express sn(x + iy, k) = f(x, y) + ig(x, y) in real and
imaginary parts separately then we will have

∂ 1 ∂
(f(x, y) + ig(x, y)) = ⋅ (f(x, y) + ig(x, y))
∂x i ∂y
= −i ( )
∂f ∂g ∂f ∂g
⇒ +i⋅ +i⋅
∂x ∂x ∂y ∂y
∂f ∂g
⇒ = and
∂x ∂y
∂g ∂f
=−
∂x ∂y

We thus get the Cauchy Riemann Equations and it follows that the definition we have adopted
for sn(z, k) (and correspondingly for cn(z, k) and dn(z, k)) makes it an analytic function of z
at all points in the complex plane where the functions are defined.

With somewhat reasonable amount of algebraical manipulation it can be shown that the
differentiation formulas also hold for the complex variable z and therefore the same addition
formulas apply when the variables involved are arbitrary complex numbers.

Its now easy to see how we can obtain the addition formulas in their traditional look. We have

sn(iu + iK ′ , k) = sn(i(u + K ′ ), k)
sn(u + K ′ , k′ )
=i
cn(u + K ′ , k′ )
−i cn(u, k′ ) dn(u, k′ )
=
k dn(u, k′ ) sn(u, k′ )
−i 1 1
= =
k sc(u, k′ ) k sn(iu, k)

By analytical nature of the elliptic functions the above formula holds for all values of u
whenever the right side is defined and hence we can write

1 1
sn(u + iK ′ , k) = = ns(u, k) (4)
k sn(u, k) k
−i dn(u, k) −i
cn(u + iK ′ , k) = = ds(u, k) (5)
k sn(u, k) k
−i cn(u, k)
dn(u + iK ′ , k) = = −i cs(u, k) (6)
sn(u, k)

From the above we can also see that the above functions are not defined when the argument is
of the form 2mK + (2n + 1)iK ′ where m, n are integers. We will later see that these are the
only values where the elliptic functions are not defined.

We can now start with the formula

s21 − s22
sn(u1 + u2 , k) =
s1 c2 d2 − s2 c1 d1

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 Elliptic Functions: Complex Variables | Paramanand's Math Notes

and replace u1 by u1 + iK ′ to get

1
− s22
k2 s21
sn(u1 + iK ′ + u2 , k) =
c2 d2 s2 c1 d1
+
ks1 ks21

and since

1
sn(u1 + u2 , k) =
k sn(u1 + iK ′ + u2 , k)

we obtain the addition formulas in their traditional form (which is similar to those of circular
functions)

s1 c2 d2 + s2 c1 d1
sn(u1 + u2 , k) = (7)
1 − k2 s21 s22
c1 c2 − s1 s2 d1 d2
cn(u1 + u2 , k) = (8)
1 − k2 s21 s22
d1 d2 − k2 s1 s2 c1 c2
dn(u1 + u2 , k) = (9)
1 − k2 s21 s22

The equivalence of these forms with the previous forms of addition formula can also be seen
algebraically. By replacing u1 by u1 + K in the above formulas we can obtain the following
new form of the addition formulas:

s1 c2 d1 + s2 c1 d2
sn(u1 + u2 , k) = (10)
d1 d2 + k2 s1 s2 c1 c2
c1 c2 d1 d2 − k′2 s1 s2
cn(u1 + u2 , k) = (11)
d1 d2 + k2 s1 s2 c1 c2
1 − k2 s21 − k2 s22 + k2 s21 s22
dn(u1 + u2 , k) = (12)
d1 d2 + k2 s1 s2 c1 c2

Again the algebraic equivalence of these formulas with the previous ones can be verified. We
shall now use the standard addition formulas ((7), (8), (9) above) to define the elliptic
functions of a complex variable as follows:

sn(x, k) cn(iy, k) dn(iy, k) + sn(iy, k) cn(x, k) dn(x, k)

sn(z, k) = sn(x + iy, k) =
1 − k2 sn2 (x, k) sn2 (iy, k)

or

sn(z, k) = sn(x + iy, k)

sn(x, k) dn(y, k′ ) + i sn(y, k′ ) cn(y, k′ ) cn(x, k) dn(x, k)
= (13)
cn2 (y, k′ ) + k2 sn2 (x, k) sn2 (y, k′ )
cn(z, k) = cn(x + iy, k)
cn(x, k) cn(y, k′ ) − i sn(x, k) dn(x, k) sn(y, k′ ) dn(y, k′ )
= (14)
cn2 (y, k′ ) + k2 sn2 (x, k) sn2 (y, k′ )
dn(z, k) = dn(x + iy, k)
dn(x, k) cn(y, k′ ) dn(y, k′ ) − i k2 sn(x, k) cn(x, k) sn(y, k′ )
= (15)
cn2 (y, k′ ) + k2 sn2 (x, k) sn2 (y, k′ )

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 Elliptic Functions: Complex Variables | Paramanand's Math Notes

The above formulas will be taken as standard definitions when both of x, y are non-zero and
we can prove (same as before) that these formulas make elliptic functions analytic in z for all
values of z for which the formulas are defined. Also the same rules of differentiation hold and
therefore the addition formulas are extended to the complex arguments. Note that the above
definitions fail only when z = 2mK + i(2n + 1)K ′ where m, n are integers and at these
exceptional points the elliptic functions are not defined.

The periodic nature of these functions for complex values is quite obvious from the above
definitions. Thus sn(z, k) has periods 4K and 2iK ′ , cn(z, k) has periods 4K and 4iK ′ and
dn(z, k) has periods 2K and 4iK ′ . We will focus more on the double periodicity of elliptic
functions in the next post.

Residues of Elliptic Functions

Since we have the rules of differentiation available for the elliptic functions we can expand
them in form of Taylor's series around the point u = 0 as follows:

1
sn(u, k) = u − (1 + k2 )u3 + O(u5 )
6
1
cn(u, k) = 1 − u2 + O(u4 )
2
1
dn(u, k) = 1 − k2 u2 + O(u4 )
2
and therefore

−1
(1 − (1 + k2 )u2 + O(u4 ))
1 1 1
sn(u + iK ′ ) = =
k sn(u) ku 6
2
1 1+k
⇒ sn(u + iK ′ ) = + u + O(u3 )
ku 6k

similarly

−i dn(u) −i 2k2 − 1
cn(u + iK ′ ) = = + iu + O(u3 )
k sn(u) ku 6k
cn(u) −i 2 − k2
dn(u + iK ′ ) = −i = + iu + O(u3 )
sn(u) u 6

It thus follows that the residues of sn(u, k), cn(u, k), dn(u, k) at the point u = iK ′ are
1/k, −i/k, −i respectively.

Again we have

sn(u + 2K + iK ′ ) = −sn(u + iK ′ )
cn(u + 2K + iK ′ ) = −cn(u + iK ′ )
dn(u + 3iK ′ ) = −dn(u + iK ′ )

it follows that the residues of sn(u, k) and cn(u, k) at point u = 2K + iK ′ are −1/k and
i/k respectively while the residue of dn(u, k) at point u = 3iK ′ is i.

By double periodicity we can see that these are only residues for the elliptic functions. From

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 Elliptic Functions: Complex Variables | Paramanand's Math Notes

the signs of residues it is easily seen that the sum of residues in any period parallelogram is
zero.

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

Tuesday, January 18, 2011

Paramanand's Math Notes

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