Jacobi elliptic function

In mathematics, the Jacobi elliptic functions are a set of basic elliptic functions. They are found in the description of the motion of a pendulum (see also pendulum (mathematics)), as well as in the design of electronic elliptic filters. While trigonometric functions are defined with reference to a circle, the Jacobi elliptic functions are a generalization which refer to other conic sections, the ellipse in particular. The relation to trigonometric functions is contained in the notation, for example, by the matching notation $\operatorname$ for $\sin$. The Jacobi elliptic functions are used more often in practical problems than the Weierstrass elliptic functions as they do not require notions of complex analysis to be defined and/or understood. They were introduced by . Carl Friedrich Gauss had already studied special Jacobi elliptic functions in 1797, the lemniscate elliptic functions in particular, but his work was published much later.

Overview

There are twelve Jacobi elliptic functions denoted by $\operatorname(u, m)$, where $\mathrm p$ and $\mathrm q$ are any of the letters $\mathrm c$, $\mathrm s$, $\mathrm n$, and $\mathrm d$. (Functions of the form $\operatorname(u,m)$ are trivially set to unity for notational completeness.) $u$ is the argument, and $m$ is the parameter, both of which may be complex.

In the complex plane of the argument $u$, the twelve functions form a repeating lattice of simple poles and zeroes. Depending on the function, one repeating parallelogram, or unit cell, will have sides of length $2K$ or $4K$ on the real axis, and $2K'$ or $4K'$ on the imaginary axis, where $K=K(m)$ and $K'=K(1-m)$ are known as the quarter periods with $K(\cdot)$ being the elliptic integral of the first kind. The nature of the unit cell can be determined by inspecting the "auxiliary rectangle" (generally a parallelogram), which is a rectangle formed by the origin $(0,0)$ at one corner, and $(K,K')$ as the diagonally opposite corner. As in the diagram, the four corners of the auxiliary rectangle are named $\mathrm s$, $\mathrm c$, $\mathrm d$, and $\mathrm n$, going counter-clockwise from the origin. The function $\operatorname(u,m)$ will have a zero at the $\mathrm p$ corner and a pole at the $\mathrm q$ corner. The twelve functions correspond to the twelve ways of arranging these poles and zeroes in the corners of the rectangle.

When the argument $u$ and parameter $m$ are real, with $0 < m < 1$, $K$ and $K'$ will be real and the auxiliary parallelogram will in fact be a rectangle, and the Jacobi elliptic functions will all be real valued on the real line.

Mathematically, Jacobian elliptic functions are doubly periodic meromorphic functions on the complex plane. Since they are doubly periodic, they factor through a torus – in effect, their domain can be taken to be a torus, just as cosine and sine are in effect defined on a circle. Instead of having only one circle, we now have the product of two circles, one real and the other imaginary. The complex plane can be replaced by a complex torus. The circumference of the first circle is $4K$ and the second $4K'$, where $K$ and $K'$ are the quarter periods. Each function has two zeroes and two poles at opposite positions on the torus. Among the points there is one zero and one pole.

The Jacobian elliptic functions are then doubly periodic, meromorphic functions satisfying the following properties:
* There is a simple zero at the corner $\mathrm p$, and a simple pole at the corner $\mathrm q$.
* The complex number $\mathrm p-\mathrm q$ is equal to half the period of the function $\operatorname u$; that is, the function $\operatorname u$ is periodic in the direction $\operatorname$, with the period being $2(\mathrm p-\mathrm q)$. The function $\operatorname u$ is also periodic in the other two directions $\mathrm'$ and $\mathrm'$, with periods such that $\mathrm p-\mathrm p'$ and $\mathrm p-\mathrm q'$ are quarter periods.

Notation

The elliptic functions can be given in a variety of notations, which can make the subject unnecessarily confusing. Elliptic functions are functions of two variables. The first variable might be given in terms of the amplitude $\varphi$, or more commonly, in terms of $u$ given below. The second variable might be given in terms of the parameter $m$, or as the elliptic modulus $k$, where $k^2=m$, or in terms of the modular angle $\alpha$, where $m=\sin^2\alpha$. The complements of $k$ and $m$ are defined as $m'=1-m$ and $k' = \sqrt$. These four terms are used below without comment to simplify various expressions.

The twelve Jacobi elliptic functions are generally written as $\operatorname(u, m)$ where $\mathrm p$ and $\mathrm q$ are any of the letters $\mathrm c$, $\mathrm s$, $\mathrm n$, and $\mathrm d$. Functions of the form $\operatorname(u,m)$ are trivially set to unity for notational completeness. The “major” functions are generally taken to be $\operatorname(u,m)$, $\operatorname(u,m)$ and $\operatorname(u,m)$ from which all other functions can be derived and expressions are often written solely in terms of these three functions, however, various symmetries and generalizations are often most conveniently expressed using the full set. (This notation is due to Gudermann and Glaisher and is not Jacobi's original notation.)

Throughout this article, $\operatorname(u,t^2)=\operatorname(u;t)$.

The functions are notationally related to each other by the multiplication rule: (arguments suppressed)

:$\operatorname\cdot \operatorname= \operatorname\cdot \operatorname$

from which other commonly used relationships can be derived:

:$\frac=\operatorname$
:$\operatorname\cdot \operatorname=\operatorname$
:$\frac=\operatorname$

The multiplication rule follows immediately from the identification of the elliptic functions with the Neville theta functions

:$\operatorname(u,m)=\frac$
Also note that:

: $K(m)=K(k^2)=\int_0^1\frac=\int_0^1\frac.$

Definition as inverses of elliptic integrals

There is a definition, relating the elliptic functions to the inverse of the incomplete elliptic integral of the first kind. These functions take the parameters $u$ and $m$ as inputs. The $\varphi$ that satisfies

:$u=\int_0^\varphi \frac$

is called the Jacobi amplitude:

:$\operatorname(u,m)=\varphi.$

In this framework, the ''elliptic sine'' sn ''u'' (Latin: ''sinus amplitudinis'') is given by

:$\operatorname (u,m) = \sin \operatorname(u,m)$

and the ''elliptic cosine'' cn ''u'' (Latin: ''cosinus amplitudinis'') is given by

:$\operatorname (u,m) = \cos \operatorname(u,m)$

and the ''delta amplitude'' dn ''u'' (Latin: ''delta amplitudinis'')If $u\in\mathbb$ and $m$ is restricted to ,1/math>, then $\operatorname(u,m)$ can be also written as $\sqrt .$

:$\operatorname (u,m) = \frac\operatorname(u,m).$
In the above, the value $m$ is a free parameter, usually taken to be real such that $0\leq m \leq 1$, and so the elliptic functions can be thought of as being given by two variables, $u$ and the parameter $m$. The remaining nine elliptic functions are easily built from the above three ($\operatorname$, $\operatorname$, $\operatorname$), and are given in a section below.

In the most general setting, $\operatorname(u,m)$ is a multivalued function (in $u$) with infinitely many logarithmic branch points (the branches differ by integer multiples of $2\pi$), namely the points $2sK(m)+(4t+1)K(1-m)i$ and $2sK(m)+(4t+3)K(1-m)i$ where $s,t\in\mathbb$. This multivalued function can be made single-valued by cutting the complex plane along the line segments joining these branch points (the cutting can be done in non-equivalent ways, giving non-equivalent single-valued functions), thus making $\operatorname(u,m)$ analytic everywhere except on the branch cuts. In contrast, $\sin\operatorname(u,m)$ and other elliptic functions have no branch points, give consistent values for every branch of $\operatorname$, and are meromorphic in the whole complex plane. Since every elliptic function is meromorphic in the whole complex plane (by definition), $\operatorname(u,m)$ (when considered as a single-valued function) is not an elliptic function.

However, the integral inversion above defines a unique single-valued real-analytic function in a real neighborhood of $u=0$ if $m$ is real. There is a unique analytic continuation of this function from that neighborhood to $u\in\mathbb$. The analytic continuation of this function is periodic in $u$ if and only if $m>1$ (with the minimal period $4K(1/m)/\sqrt$), and it is denoted by $\operatorname(u,m)$ in the rest of this article.

Jacobi also introduced the coamplitude function:
:$\operatorname(u,m)=\operatorname(K(m)-u,m)$.

The Jacobi epsilon function can be defined as
:$\mathcal (u,m)=\int_0^u \operatorname^2(t,m)\, \mathrm dt$
and relates the incomplete elliptic integral of the first kind to the incomplete elliptic integral of the second kind (with parameter $m$):
:$E(\varphi,m)=\mathcal(F(\varphi,m),m).$
The Jacobi epsilon function is not an elliptic function. However, unlike the Jacobi amplitude and coamplitude, the Jacobi epsilon function is meromorphic in the whole complex plane.

Note that when $\varphi=\pi/2$, that $u$ then equals the quarter period $K$.

Definition as trigonometry: the Jacobi ellipse

$\cos \varphi, \sin \varphi$ are defined on the unit circle, with radius ''r'' = 1 and angle $\varphi =$ arc length of the unit circle measured from the positive ''x''-axis. Similarly, Jacobi elliptic functions are defined on the unit ellipse, with ''a'' = 1. Let

:$\begin & x^2 + \frac = 1, \quad b > 1, \\ & m = 1 - \frac, \quad 0 < m < 1, \\ & x = r \cos \varphi, \quad y = r \sin \varphi \end$

then:

:$r( \varphi,m) = \frac \, .$

For each angle $\varphi$ the parameter
:$u = u(\varphi,m)=\int_0^\varphi r(\theta,m) \, d\theta$
(the incomplete elliptic integral of the first kind) is computed.
On the unit circle ($a=b=1$), $u$ would be an arc length.
The quantity u varphi,ku(\varphi,k^2) is related to the incomplete elliptic integral of the second kind (with modulus $k$) by
:u varphi,k\frac\left(\frac\operatorname\left(\varphi+\arctan\left(\sqrt\tan \varphi\right),\frac\right)-\operatorname(\varphi,k)+\frac\right),
and therefore is related to the arc length of an ellipse. Let $P=(x,y)=(r \cos\varphi, r\sin\varphi)$ be a point on the ellipse, and let $P'=(x',y')=(\cos\varphi,\sin\varphi)$ be the point where the unit circle intersects the line between $P$ and the origin $O$.
Then the familiar relations from the unit circle:
:$x' = \cos \varphi, \quad y' = \sin \varphi$
read for the ellipse:
:$x' = \operatorname(u,m),\quad y' = \operatorname(u,m).$
So the projections of the intersection point $P'$ of the line $OP$ with the unit circle on the ''x''- and ''y''-axes are simply $\operatorname(u,m)$ and $\operatorname(u,m)$. These projections may be interpreted as 'definition as trigonometry'. In short:

:$\operatorname(u,m) = \frac, \quad \operatorname(u,m) = \frac, \quad \operatorname(u,m) = \frac.$

For the $x$ and $y$ value of the point $P$ with
$u$ and parameter $m$ we get, after inserting the relation:
:$r(\varphi,m) = \frac 1$
into: $x = r(\varphi,m) \cos (\varphi), y = r(\varphi,m) \sin (\varphi)$ that:
:$x = \frac ,\quad y = \frac .$
The latter relations for the ''x''- and ''y''-coordinates of points on the unit ellipse may be considered as generalization of the relations $x = \cos \varphi, y = \sin \varphi$ for the coordinates of points on the unit circle.

The following table summarizes the expressions for all Jacobi elliptic functions pq(u,m) in the variables (''x'',''y'',''r'') and (''φ'',dn) with $r = \sqrt$

Definition in terms of Jacobi theta functions

Jacobi theta function description

Equivalently, Jacobi's elliptic functions can be defined in terms of his theta functions. If we abbreviate $\vartheta_(0;q)$ as $\vartheta_(q)$, and $\vartheta_(0;q), \vartheta_(0;q), \vartheta_(0;q)$ respectively as $\vartheta_(q), \vartheta_(q), \vartheta_(q)$ (the ''theta constants'') then the theta function elliptic modulus ''k'' is $k=\biggl\^2$. the nome we define as $q = \exp (\pi i \tau)$ in relation to the half period ratio. If we set u = \vartheta_ (k)2 z, we have

:
\begin
\operatorname(u; k) & = - \\ pt\operatorname(u; k) & = \\ pt\operatorname(u; k) & =
\end

Edmund Whittaker and George Watson defined the Jacobi theta functions this way in their textbook ''A Course of Modern Analysis'':

:\vartheta_(v;w) = \prod_^\infty (1-w^) +2\cos(2v)w^+w^/math>
:\vartheta_(v;w) = \prod_^\infty (1-w^) -2\cos(2v)w^+w^/math>
:\vartheta_(v;w) = 2 w^\cos(v)\prod_^\infty (1-w^) +2\cos(2v)w^+w^/math>
:\vartheta_(v;w) = -2 w^\sin(v)\prod_^\infty (1-w^) -2\cos(2v)w^+w^/math>

Elliptic integral and elliptic nome

Since the Jacobi functions are defined in terms of the elliptic modulus $k(\tau)$, we need to invert this and find $\tau$ in terms of $k$. We start from $k' = \sqrt$, the ''complementary modulus''. As a function of $\tau$ it is

:$k'(\tau) = \sqrt = \biggl\^2$

Let us define the elliptic nome and the complete elliptic integral of the first kind:

:q(k) = \exp\biggl \pi\frac\biggr/math>

These are two identical definitions of the complete elliptic integral of the first kind:

:$K(k) = \int_^ \frac \partial\varphi$

:$K(k) = \frac\sum_^ \frac k^$

An identical definition of the nome function can me produced by using a series. Following function has this identity:

:\frac = \frac = \biggl sum_^ 2\,q(k)^\biggr\biggl + \sum_^ 2\,q(k)^\biggr

Since we may reduce to the case where the imaginary part of $\tau$ is greater than or equal to $\sqrt/2$ (see Modular group), we can assume the absolute value of $q$ is less than or equal to $\exp(-\pi\sqrt/2) \approx 0.0658$; for values this small the above series converges very rapidly and easily allows us to find the appropriate value for $q$. By solving this function after q we get:

:$q(k) = \sum_^ \frac \biggl(\frac\biggr)^ = k^2\biggl\^4$

Important information: Sw(1) = 1, Sw(2) = 2, Sw(3) = 15, Sw(4) = 150, Sw(5) = 1707, ...

Integer number sequences

The Silesian German mathematician Hermann Amandus Schwarz wrote in his work ''Formeln und Lehrsätze zum Gebrauche der elliptischen Funktionen'' in the chapter ''Berechnung der Grösse k'' on pages 54 to 56 an integer number sequence. This Schwarz number sequence Sw(n) was also analyzed by the mathematicians Karl Theodor Wilhelm Weierstrass and Louis Melville Milne-Thomson in the 20th century. The mathematician Adolf Kneser determined a synthesis method for this sequence based on the following pattern:

: $\text(n+1) = \frac\sum _^ \text(m)\text(n + 1 - m)$

The Schwarz sequence Sw(n) is entered in the online encyclopedia of number sequences under the number A002103 and the Kneser sequence Kn(n) is entered under the number A227503. The Kneser integer sequence Kn(n) can be constructed by using a special Apéry sequence Ap(n) (OEIS A036917) defined as follows:

:$\text(n) = \sum_^ \binom^2 \binom^2$

And in this way the Kneser number sequence can be defined for every natural number n:

:$\text(n + 1) = 2^ - \tfrac\text(n + 2) - \sum_^ \text(b)\text(n + 2 - b)$

The Kneser sequence can also be produced by its generating function in this way:

: $\frac - \frac = \sum_^ \fracx^$

Following table contains the Schwarz numbers and the Kneser numbers and the Apery numbers:

Definition in terms of Neville theta functions

The Jacobi elliptic functions can be defined very simply using the Neville theta functions:

:$\operatorname(u,m)=\frac$

Simplifications of complicated products of the Jacobi elliptic functions are often made easier using these identities.

Jacobi transformations

The Jacobi imaginary transformations

The Jacobi imaginary transformations relate various functions of the imaginary variable ''i u'' or, equivalently, relations between various values of the ''m'' parameter. In terms of the major functions:

:$\operatorname(u, m)= \operatorname(i\,u,1\!-\!m)$
:$\operatorname(u, m)= -i \operatorname(i\,u,1\!-\!m)$
:$\operatorname(u, m)= \operatorname(i\,u,1\!-\!m)$

Using the multiplication rule, all other functions may be expressed in terms of the above three. The transformations may be generally written as $\operatorname(u,m)=\gamma_ \operatorname'(i\,u,1\!-\!m)$. The following table gives the $\gamma_ \operatorname'(i\,u,1\!-\!m)$ for the specified pq(''u,m''). (The arguments $(i\,u,1\!-\!m)$ are suppressed)
:

Since the hyperbolic trigonometric functions are proportional to the circular trigonometric functions with imaginary arguments, it follows that the Jacobi functions will yield the hyperbolic functions for m=1. In the figure, the Jacobi curve has degenerated to two vertical lines at ''x'' = 1 and ''x'' = −1.

The Jacobi real transformations

The Jacobi real transformations yield expressions for the elliptic functions in terms with alternate values of ''m''. The transformations may be generally written as $\operatorname(u,m)=\gamma_ \operatorname'(k\,u,1/m)$. The following table gives the $\gamma_ \operatorname'(k\,u,1/m)$ for the specified pq(''u,m''). (The arguments $(k\,u,1/m)$ are suppressed)

:

Other Jacobi transformations

Jacobi's real and imaginary transformations can be combined in various ways to yield three more simple transformations
. The real and imaginary transformations are two transformations in a group ( D₃ or anharmonic group) of six transformations. If

:$\mu_R(m) = 1/m$

is the transformation for the ''m'' parameter in the real transformation, and

:$\mu_I(m) = 1-m = m'$

is the transformation of ''m'' in the imaginary transformation, then the other transformations can be built up by successive application of these two basic transformations, yielding only three more possibilities:

:$\begin \mu_(m)&=&\mu_I(\mu_R(m))&=&-m'/m \\ \mu_(m)&=&\mu_R(\mu_I(m))&=&1/m' \\ \mu_(m)&=&\mu_R(\mu_I(\mu_R(m)))&=&-m/m' \end$

These five transformations, along with the identity transformation (''μ''_''U''(''m'') = ''m'') yield the six-element group. With regard to the Jacobi elliptic functions, the general transformation can be expressed using just three functions:

:$\operatorname(u,m)=\gamma_i \operatorname(\gamma_i u, \mu_i(m))$
:$\operatorname(u,m)=\gamma_i \operatorname(\gamma_i u, \mu_i(m))$
:$\operatorname(u,m)=\gamma_i \operatorname(\gamma_i u, \mu_i(m))$

where ''i'' = U, I, IR, R, RI, or RIR, identifying the transformation, γ_i is a multiplication factor common to these three functions, and the prime indicates the transformed function. The other nine transformed functions can be built up from the above three. The reason the cs, ns, ds functions were chosen to represent the transformation is that the other functions will be ratios of these three (except for their inverses) and the multiplication factors will cancel.

The following table lists the multiplication factors for the three ps functions, the transformed ''m''s, and the transformed function names for each of the six transformations. (As usual, ''k''² = ''m'', 1 − ''k''² = ''k''₁² = ''m''′ and the arguments ($\gamma_i u, \mu_i(m)$) are suppressed)

:

Thus, for example, we may build the following table for the RIR transformation. The transformation is generally written $\operatorname(u,m)=\gamma_\,\operatorname(k'\,u,-m/m')$ (The arguments $(k'\,u,-m/m')$ are suppressed)

:

The value of the Jacobi transformations is that any set of Jacobi elliptic functions with any complex-valued parameter ''m'' can be converted into another set for which 0 ≤ ''m'' ≤ 1 and, for real values of ''u'', the function values will be real.

The Jacobi hyperbola

Introducing complex numbers, our ellipse has an associated hyperbola:

:$x^2 - \frac = 1$
from applying Jacobi's imaginary transformation to the elliptic functions in the above equation for ''x'' and ''y''.

:$x = \frac ,\quad y = \frac$

It follows that we can put $x=\operatorname(u,1-m), y=\operatorname(u,1-m)$. So our ellipse has a dual ellipse with m replaced by 1-m. This leads to the complex torus mentioned in the Introduction. Generally, m may be a complex number, but when m is real and m<0, the curve is an ellipse with major axis in the x direction. At m=0 the curve is a circle, and for 0 1, the curve is a hyperbola. When ''m'' is complex but not real, ''x'' or ''y'' or both are complex and the curve cannot be described on a real ''x''-''y'' diagram.

Minor functions

Reversing the order of the two letters of the function name results in the reciprocals of the three functions above:

:$\operatorname(u) = \frac, \qquad \operatorname(u) = \frac, \qquad \operatorname(u) = \frac.$

Similarly, the ratios of the three primary functions correspond to the first letter of the numerator followed by the first letter of the denominator:

:$\begin \operatorname(u) = \frac, \qquad \operatorname(u) = \frac, \qquad \operatorname(u) = \frac, \qquad \operatorname(u) = \frac, \qquad \operatorname(u) = \frac, \qquad \operatorname(u) = \frac. \end$
More compactly, we have

:$\operatorname(u)=\frac$

where p and q are any of the letters s, c, d.

Periodicity, poles, and residues

In the complex plane of the argument ''u'', the Jacobi elliptic functions form a repeating pattern of poles (and zeroes). The residues of the poles all have the same absolute value, differing only in sign. Each function pq(''u'',''m'') has an "inverse function" (in the multiplicative sense) qp(''u'',''m'') in which the positions of the poles and zeroes are exchanged. The periods of repetition are generally different in the real and imaginary directions, hence the use of the term "doubly periodic" to describe them.

The Jacobi amplitude and the Jacobi epsilon function are quasi-periodic:
:$\operatorname(u+2K,m)=\operatorname(u,m)+\pi,$
:$\mathcal(u+2K,m)=\mathcal(u,m)+2E(m)$
where $E(m)$ is the complete elliptic integral of the second kind with parameter $m$.

The double periodicity of the Jacobi elliptic functions may be expressed as:

:$\operatorname(u + 2 \alpha K(m) + 2 i \beta K(1-m)\,,\,m)=(-1)^\gamma \operatorname(u,m)$

where ''α'' and ''β'' are any pair of integers. ''K''(·) is the complete elliptic integral of the first kind, also known as the quarter period. The power of negative unity (''γ'') is given in the following table:

:

When the factor (−1)^''γ'' is equal to −1, the equation expresses quasi-periodicity. When it is equal to unity, it expresses full periodicity. It can be seen, for example, that for the entries containing only α when α is even, full periodicity is expressed by the above equation, and the function has full periods of 4''K''(''m'') and 2''iK''(1 − ''m''). Likewise, functions with entries containing only ''β'' have full periods of 2K(m) and 4''iK''(1 − ''m''), while those with α + β have full periods of 4''K''(''m'') and 4''iK''(1 − ''m'').

In the diagram on the right, which plots one repeating unit for each function, indicating phase along with the location of poles and zeroes, a number of regularities can be noted: The inverse of each function is opposite the diagonal, and has the same size unit cell, with poles and zeroes exchanged. The pole and zero arrangement in the auxiliary rectangle formed by (0,0), (''K'',0), (0,''K''′) and (''K'',''K''′) are in accordance with the description of the pole and zero placement described in the introduction above. Also, the size of the white ovals indicating poles are a rough measure of the absolute value of the residue for that pole. The residues of the poles closest to the origin in the figure (i.e. in the auxiliary rectangle) are listed in the following table:

:

When applicable, poles displaced above by 2''K'' or displaced to the right by 2''K''′ have the same value but with signs reversed, while those diagonally opposite have the same value. Note that poles and zeroes on the left and lower edges are considered part of the unit cell, while those on the upper and right edges are not.

Special values

Setting $m=-1$ gives the lemniscate elliptic functions $\operatorname$ and $\operatorname$:

:$\operatornameu=\operatorname(u,-1),\quad \operatornameu=\operatorname(u,-1)=\frac.$

When $m=0$ or $m=1$, the Jacobi elliptic functions are reduced to non-elliptic functions:

For the Jacobi amplitude, $\operatorname(u,0)=u$ and $\operatorname(u,1)=\operatornameu$ where $\operatorname$ is the Gudermannian function.

In general if neither of p,q is d then $\operatorname(u,1)=\operatorname(\operatorname(u),0)$.

Identities

Half Angle formula

$\operatorname\left(\frac,m\right)=\pm\sqrt$
$\operatorname\left(\frac,m\right)=\pm\sqrt$
$\operatorname\left(\frac,m\right)=\pm\sqrt$

Half K formula

:\operatorname\left tfracK(k); k\right= \frac and \operatorname\left tfracK(k); k\right= \frac and \operatorname\left tfracK(k); k\right= \sqrt

Third K formula:

:\operatorname\left fracK\left(\frac\right);\frac\right=

\frac

To get ''x''³, we take the tangent of twice the arctangent of the modulus.

Also this equation leads to the sn-value of the third of ''K'':

:$k^2s^4-2k^2s^3+2s-1 = 0$

:s = \operatorname\left tfracK(k); k\right

These equations lead to the other values of the Jacobi-Functions:

:\operatorname\left tfracK(k); k\right= 1 - \operatorname\left tfracK(k); k\right

:\operatorname\left tfracK(k); k\right= 1/\operatorname\left tfracK(k); k\right- 1

Fifth K formula

Following equation has following solution:

:$4k^2x^6+8k^2x^5+2(1-k^2)^2x-(1-k^2)^2 = 0$

:x = \frac-\frack^2\operatorname\left tfracK(k); k\right2 \operatorname\left tfracK(k); k\right2 = \frac

To get the sn-values, we put the solution x into following expressions:

:\operatorname\left tfracK(k); k\right= (1 + k^2)^\sqrt

:\operatorname\left tfracK(k); k\right= (1 + k^2)^\sqrt

Relations between squares of the functions

Relations between squares of the functions can be derived from two basic relationships (Arguments (''u'',''m'') suppressed):
$\operatorname^2+\operatorname^2=1$
$\operatorname^2+m' \operatorname^2=\operatorname^2$
where ''m + m' ''= 1 and ''m'' = ''k''². Multiplying by any function of the form ''nq'' yields more general equations:

$\operatorname^2+\operatorname^2=\operatorname^2$
$\operatorname^2+m' \operatorname^2=\operatorname^2$

With ''q'' = ''d'', these correspond trigonometrically to the equations for the unit circle ($x^2+y^2=r^2$) and the unit ellipse ($x^2+m' y^2=1$), with ''x'' = ''cd'', ''y'' = ''sd'' and ''r'' = ''nd''. Using the multiplication rule, other relationships may be derived. For example:

$-\operatorname^2+m'= -m\operatorname^2 = m\operatorname^2-m$

$-m'\operatorname^2+m'= -mm'\operatorname^2 = m\operatorname^2-m$

$m'\operatorname^2+m'= m'\operatorname^2 = \operatorname^2-m$

$\operatorname^2+m'=\operatorname^2=\operatorname^2-m$

Addition theorems

The functions satisfy the two square relations
$\operatorname^2(u,m) + \operatorname^2(u,m) = 1,\,$

$\operatorname^2(u,m) + m \operatorname^2(u,m) = 1.\,$

From this we see that (cn, sn, dn) parametrizes an elliptic curve which is the intersection of the two quadrics defined by the above two equations. We now may define a group law for points on this curve by the addition formulas for the Jacobi functions

\begin
\operatorname(x+y) & =
, \\ pt\operatorname(x+y) & =
, \\ pt\operatorname(x+y) & =
.
\end

The Jacobi epsilon function satisfies a quasi-addition theorem:
:$\mathcal(x+y,m)=\mathcal(x,m)+\mathcal(y,m)+m\operatorname(x,m)\operatorname(y,m)\operatorname(x+y,m).$

Double angle formulae can be easily derived from the above equations by setting ''x'' = ''y''. Half angle formulae are all of the form:

$\operatorname(\tfracu,m)^2 = f_/f_$

where:
$f_ = \operatorname(u,m)+\operatorname(u,m)$
$f_ = 1-\operatorname(u,m)$
$f_ = 1+\operatorname(u,m)$
$f_ = (1+\operatorname(u,m))-m(1-\operatorname(u,m))$

Jacobi elliptic functions as solutions of nonlinear ordinary differential equations

The derivatives of the three basic Jacobi elliptic functions are:

$\frac \operatorname(z) = \operatorname(z) \operatorname(z),$
$\frac \operatorname(z) = -\operatorname(z) \operatorname(z),$
$\frac \operatorname(z) = - m \operatorname(z) \operatorname(z).$

These can be used to derive the derivatives of all other functions as shown in the table below (arguments (u,m) suppressed):

With the addition theorems above and for a given ''m'' with 0 < ''m'' < 1 the major functions are therefore solutions to the following nonlinear ordinary differential equations:

* $\operatorname(x)$ solves the differential equations $\frac + (1+m) y - 2 m y^3 = 0$ and $\left(\frac\right)^2 = (1-y^2) (1-m y^2)$
* $\operatorname(x)$ solves the differential equations $\frac + (1-2m) y + 2 m y^3 = 0$ and $\left(\frac\right)^2 = (1-y^2) (1-m + my^2)$
* $\operatorname(x)$ solves the differential equations $\frac - (2 - m) y + 2 y^3 = 0$ and $\left(\frac\right)^2 = (y^2 - 1) (1 - m - y^2)$

The Jacobi amplitude provides a non-trivial solution of the differential equation describing the exact motion of a simple pendulum. In particular,

:$\theta =2\operatorname\left(\frac,2\right)\rightarrow \frac+c\sin \theta=0.$

Expansion in terms of the nome

Let the nome be $q=\exp(-\pi K'(m)/K(m))=e^$, $\operatorname(\tau)>0$, $m=k^2$ and let $v=\pi u /(2K(m))$. Then the functions have expansions as Lambert series

:$\operatorname(u,m)=\frac \sum_^\infty \frac \sin ((2n+1)v),$

:$\operatorname(u,m)=\frac \sum_^\infty \frac \cos ((2n+1)v),$

:$\operatorname(u,m)=\frac + \frac \sum_^\infty \frac \cos (2nv)$

when $q\exp (2\left, \operatorname (v)\)<1$.

For the Jacobi amplitude,

:$\operatorname(u,m)=\frac+2\sum_^\infty \frac\sin (2nv)$

where 0 and $u\in\mathbb$.

Bivariate power series expansions have been published by Schett.

Fast computation

The theta function ratios provide an efficient way of computing the Jacobi elliptic functions. There is an alternative method, based on the arithmetic-geometric mean and Landen's transformations:

Initialize
:$a_0=1,\, b_0=\sqrt, c_0=\sqrt$
where 0.
Define
:$a_n=\frac,\, b_n=\sqrt,\, c_n=\frac$
where $n\ge 1$.
Then define
:$\varphi_N=2^N a_N u$
for $u\in\mathbb$ and a fixed $N\in\mathbb$. If
:$\varphi_=\frac\left(\varphi_n+\arcsin \left(\frac\sin \varphi_n\right)\right)$
for $n\ge 1$, then
:$\operatorname(u,m)=\varphi_0$
as $N\to\infty$. This is notable for its rapid convergence. It is then trivial to compute all Jacobi elliptic functions from the Jacobi amplitude $\operatorname$ on the real line.

In conjunction with the addition theorems for elliptic functions (which hold for complex numbers in general) and the Jacobi transformations, the method of computation described above can be used to compute all Jacobi elliptic functions in the whole complex plane.

Another method of fast computation of the Jacobi elliptic functions via the arithmetic–geometric mean, avoiding the computation of the Jacobi amplitude, is due to Herbert E. Salzer:

Let
:$0\le m\le 1,\,0\le u\le K(m),\, a_0=1,\, b_0=\sqrt,$
:$a_=\frac,\, b_=\sqrt,\,c_=\frac.$
Set
:$\beginy_N&=\frac\\ y_&=y_N+\frac\\ y_&=y_+\frac\\ \vdots&=\vdots\\ y_0&=y_1+\frac.\end$
Then
:$\begin\operatorname(u,m)&=\frac\\ \operatorname(u,m)&=\sqrt\\ \operatorname(u,m)&=\sqrt\end$
as $N\to\infty$.

Approximation in terms of hyperbolic functions

The Jacobi elliptic functions can be expanded in terms of the hyperbolic functions. When $m$ is close to unity, such that $m'^2$ and higher powers of $m'$ can be neglected, we have:
* sn(''u''): $\operatorname (u,m)\approx \tanh (u)+\fracm'(\sinh (u)\cosh (u) -u)\operatorname^2 (u).$
* cn(''u''): $\operatorname (u,m)\approx \operatorname (u)-\frac m'(\sinh (u)\cosh (u) -u)\tanh (u) \operatorname (u).$
* dn(''u''): $\operatorname (u,m) \approx \operatorname (u)+\frac m'(\sinh (u)\cosh(u) +u)\tanh (u) \operatorname (u) .$
For the Jacobi amplitude,
$\operatorname (u,m) \approx \operatorname (u)+\fracm'(\sinh (u)\cosh (u) -u)\operatorname (u) .$

Continued fractions

Assuming real numbers $a,p$ with 0 and the nome $q=e^$, $\operatorname(\tau)>0$ with elliptic modulus $k(\tau)=\sqrt=(\vartheta_(0;\tau)/\vartheta_(0;\tau))^2$. If $K$tauK(k(\tau)), where $K(x)=\pi/2\cdot _2F_1(1/2,1/2;1;x^2)$ is the complete elliptic integral of the first kind, then holds the following continued fraction expansionN.Bagis.(2020)."Evaluations of series related to Jacobi elliptic functions". preprint https://www.researchgate.net/publication/331370071_Evaluations_of_Series_Related_to_Jacobi_Elliptic_Functions
:
\begin
&\frac = \frac\\ pt=&-1+\frac \, \frac \, \frac \, \frac \, \frac\cdots
\end

Known continued fractions involving $\textrm(t),\textrm(t)$ and $\textrm(t)$ with elliptic modulus $k$ are

For $z\in\Complex$, $, k, <1$:H.S. Wall. (1948). "Analytic Theory of Continued Fractions", Van Nostrand, New York. pg. 374
:$\int^_\textrm(t)e^\, \mathrm dt=\frac \, \frac \, \frac\cdots$

For $z \in \Complex\setminus\$, $, k, <1$: pg. 375
:$\int^_\textrm^2(t)e^\,\mathrm dt=\frac \, \frac \, \frac\cdots$

For $z\in\Complex\setminus\$, $, k, <1$:Perron, O. (1957). "Die Lehre von den Kettenbruchen", Band II, B.G. Teubner, Stuttgart. pg. 220
:$\int^\infty_0 \textrm(t)e^\, \mathrm dt=\frac \, \frac \, \frac\, \frac \, \frac \, \frac \cdots$

For $z\in\Complex\setminus\$, $, k, <1$: pg. 374
:$\int^\infty_0\textrm(t)e^\, \mathrm dt=\frac \, \frac \, \frac \, \frac \, \frac \, \frac \cdots$

For $z\in\Complex$, $, k, <1$: pg. 375
:$\int^_\frace^\, \mathrm dt=\frac \, \frac \, \frac\cdots$

Inverse functions

The inverses of the Jacobi elliptic functions can be defined similarly to the inverse trigonometric functions; if $x=\operatorname(\xi, m)$, $\xi=\operatorname(x, m)$. They can be represented as elliptic integrals, and power series representations have been found.

*$\operatorname(x,m) = \int_0^x \frac$
*$\operatorname(x,m) =\int_x^1 \frac$
*$\operatorname(x,m) = \int_x^1 \frac$

Map projection

The Peirce quincuncial projection is a map projection based on Jacobian elliptic functions.

See also

* Elliptic curve
* Schwarz–Christoffel mapping
* Carlson symmetric form
* Jacobi theta function
* Ramanujan theta function
* Dixon elliptic functions
* Abel elliptic functions
* Weierstrass elliptic functions
* Lemniscate elliptic functions

Notes

References

*
* N. I. Akhiezer, ''Elements of the Theory of Elliptic Functions'' (1970) Moscow, translated into English as ''AMS Translations of Mathematical Monographs Volume 79'' (1990) AMS, Rhode Island
* A. C. Dixonbr> The elementary properties of the elliptic functions, with examples
(Macmillan, 1894)
* Alfred George Greenhillbr>The applications of elliptic functions
(London, New York, Macmillan, 1892)
* Edmund T. Whittaker, George Neville Watson: ''A Course in Modern Analysis''. 4th ed. Cambridge, England: Cambridge University Press, 1990. S. 469–470.
* H. Hancoc
Lectures on the theory of elliptic functions
(New York, J. Wiley & sons, 1910)
*
*
* P. Appell and E. Lacou
Principes de la théorie des fonctions elliptiques et applications
(Paris, Gauthier Villars, 1897)
* G. H. Halphe
Traité des fonctions elliptiques et de leurs applications (vol. 1)
(Paris, Gauthier-Villars, 1886–1891)
* G. H. Halphe
Traité des fonctions elliptiques et de leurs applications (vol. 2)
(Paris, Gauthier-Villars, 1886–1891)
* G. H. Halphe
Traité des fonctions elliptiques et de leurs applications (vol. 3)
(Paris, Gauthier-Villars, 1886–1891)
* J. Tannery and J. Mol
Eléments de la théorie des fonctions elliptiques. Tome I, Introduction. Calcul différentiel. Ire partie
(Paris : Gauthier-Villars et fils, 1893)
* J. Tannery and J. Molk
Eléments de la théorie des fonctions elliptiques. Tome II, Calcul différentiel. IIe partie
(Paris : Gauthier-Villars et fils, 1893)
* J. Tannery and J. Molk
Eléments de la théorie des fonctions elliptiques. Tome III, Calcul intégral. Ire partie, Théorèmes généraux. Inversion
(Paris : Gauthier-Villars et fils, 1893)
* J. Tannery and J. Molk
Eléments de la théorie des fonctions elliptiques. Tome IV, Calcul intégral. IIe partie, Applications
(Paris : Gauthier-Villars et fils, 1893)
* C. Briot and J. C. Bouque
Théorie des fonctions elliptiques
( Paris : Gauthier-Villars, 1875)
* Toshio Fukushima: ''Fast Computation of Complete Elliptic Integrals and Jacobian Elliptic Functions''. 2012, National Astronomical Observatory of Japan (国立天文台)
* Lowan, Blanch und Horenstein: ''On the Inversion of the q-Series Associated with Jacobian Elliptic Functions''. Bull. Amer. Math. Soc. 48, 1942
* H. Ferguson, D. E. Nielsen, G. Cook: ''A partition formula for the integer coefficients of the theta function nome''. Mathematics of computation, Volume 29, Nummer 131, Juli 1975
* J. D. Fenton and R. S. Gardiner-Garden: ''Rapidly-convergent methods for evaluating elliptic integrals and theta and elliptic functions''. J. Austral. Math. Soc. (Series B) 24, 1982, S. 57
* Adolf Kneser: ''Neue Untersuchung einer Reihe aus der Theorie der elliptischen Funktionen''. J. reine u. angew. Math. 157, 1927. pages 209 – 218

External links

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{{DEFAULTSORT:Jacobi Elliptic Functions

Elliptic functions
Special functions