Tuesday 17 October 2006

ca.analysis and odes - A two-variable Fourier series and a strange integral

I know how I want to answer this question. I'll write up the easy parts here, and leave the hard part for you :).




First some minor changes. It will be convenient to clear out denominators and work with $log left( 4 + e^{2 pi i x} + e^{- 2 pi i x} + e^{2 pi i y} + e^{- 2 pi i y} right)$. That just changes the constant term of your Fourier series by $log 2$. Next, it is convenient to focus on
$$ int_0^1 int_0^1 log left( 4 + e^{2 pi i x} + e^{- 2 pi i x} + e^{2 pi i y} + e^{- 2 pi i y} right) e^{2 pi i m x} e^{2 pi i n y} dx dy.$$
A simple linear transformation goes between this and the cosine formulation. Let $S = { (z,w) : |z|=|w|=1 }$. So we are dealing with
$$frac{1}{(2 pi i )^2} int_S log left( 4+z+z^{-1} + w +w^{-1} right) z^{m-1} w^{n-1} dz dw.$$
Dropping out the $4 pi ^2$, we want to show the integrand is of the form $a pi + b$.



UPDATE: Thanks to fedja for pointing out that I had oversimplified the next paragraph.



Assuming that $(m,n) neq (0,0)$, we can integrate by parts with respect to one of the two variables, let's say $z$. Once we do that, we will have a quantity of the form
$$ (mbox{rational number}) cdot int_S frac{(z-z^{-1}) w^k z^{ell} dw dz} {4+w+w^{-1}+z+z^{-1}}$$



So we'd like to show this quantity is of the form $a+b pi$.



As fedja points out, we need to be careful here. Without the $z-z^{-1}$ term, the integral diverges like $int int ds dt/(s^2 + t^2)$ near $(-1,-1)$.




Whew! Now comes the actual hard part. Let
$$E:={ (z,w) in (mathbb{C}^*)^2 : 4+z+z^{-1}+w+w^{-1} =0 }.$$
This is an elliptic curve with four punctures. As Bjorn points out, this is a nodal cubic and can be parameterized as
$$(z,w) = left( frac{1-u}{u(1+u)}, frac{u(u-1)}{1+u} right).$$
We'll come back to this point later.



The $2$-form $dw dz/(4+z+z^{-1}+w+w^{-1})$ has a simple pole on $E$. Let $omega$ be the $1$-form on $E$ which is the residue of that $2$-form.



I think there should be a curve $gamma$ in $E$ such that $S$ is homotopic, in $(mathbb{C}^*)^2 setminus E$, to a tubular neighborhood of $gamma$. So
$$int_S frac{w^k z^{ell} (z-z^{-1}) dw dz}
{4+w+w^{-1}+z+z^{-1}} = int_{gamma} omega w^k z^{ell} (z - z^{-1}) .$$



If we substitute in the above parameterization, this will be the integral around a closed loop of some rational function in $mathbb{Q}(u)$. In particular, we can compute this integral by residues and we will get something of the form $a+b pi$, as desired.



Actually, it looks to me like we should just get $b pi$. Maybe the integration by parts doesn't go as well as I hoped?




Obviously, someone should actually work this out explicitly, but I don't think it will be me.

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