Math 2.0

Special functions Elliptic integrals and elliptic functions Theorem

Landen's transformation

Builds on Elliptic integralComplete elliptic integral of the first kind

Statement

Let 0<k<10 < k < 1, let k′=1−k2k' = \sqrt{1 - k^2}, and let k1=1−k′1+k′.k_1 = \frac{1 - k'}{1 + k'}. Let F(φ,k)F(\varphi, k) be the incomplete elliptic integral of the first kind and K(k)=F(π/2,k)K(k) = F(\pi/2, k) the complete one.

  1. For real φ\varphi, put φ1=φ+arctan⁡(k′tan⁡φ)\varphi_1 = \varphi + \arctan(k'\tan\varphi), where the branch of arctan⁡\arctan is chosen so that φ1\varphi_1 depends continuously on φ\varphi and φ1=0\varphi_1 = 0 at φ=0\varphi = 0. Then F(φ,k)=1+k12 F(φ1,k1).F(\varphi, k) = \frac{1 + k_1}{2} \, F(\varphi_1, k_1).
  2. In particular K(k)=(1+k1) K(k1)K(k) = (1 + k_1) \, K(k_1).

Remarks

Part 2 is part 1 at φ=π/2\varphi = \pi/2, where φ1=π\varphi_1 = \pi and F(π,k1)=2K(k1)F(\pi, k_1) = 2K(k_1). Proof idea for part 1: differentiate both sides in φ\varphi and check, with tan⁡(φ1−φ)=k′tan⁡φ\tan(\varphi_1 - \varphi) = k'\tan\varphi, that the integrands agree; both sides vanish at φ=0\varphi = 0. Check at small kk: then k′≈1k' \approx 1 and k1≈k2/4≈0k_1 \approx k^2/4 \approx 0, so φ1≈2φ\varphi_1 \approx 2\varphi and the right side is about 12⋅2φ=φ=F(φ,0)\frac12 \cdot 2\varphi = \varphi = F(\varphi, 0). The modulus shrinks fast: k1<k2k_1 < k^2 for 0<k<10 < k < 1, since k1=k2/(1+k′)2k_1 = k^2/(1 + k')^2. Iterating part 2 sends the modulus to 00 quadratically and gives K(k)=π2∏n≥1(1+kn)K(k) = \frac{\pi}{2}\prod_{n \ge 1} (1 + k_n), where kn+1k_{n+1} is obtained from knk_n as k1k_1 from kk. In terms of the integral I(a,b)=∫0π/2dθ/a2cos⁡2θ+b2sin⁡2θI(a, b) = \int_0^{\pi/2} d\theta / \sqrt{a^2\cos^2\theta + b^2\sin^2\theta}, the transformation reads I(a,b)=I(a+b2,ab)I(a, b) = I\big(\frac{a + b}{2}, \sqrt{ab}\big), which is the step behind the arithmetic–geometric mean formula.

Going deeper

For a student

The complete form K(k)=(1+k1)K(k1)K(k) = (1 + k_1)K(k_1) is equivalent to the identity K(k)=π/(2M(1,k′))K(k) = \pi / (2M(1, k')) with the arithmetic–geometric mean MM. Indeed k1′=2k′/(1+k′)k_1' = 2\sqrt{k'}/(1 + k'), and the homogeneity M(λa,λb)=λM(a,b)M(\lambda a, \lambda b) = \lambda M(a, b) gives M(1,k1′)=21+k′M(1,k′)M(1, k_1') = \frac{2}{1 + k'} M(1, k'). Read backwards, with kk in place of k1k_1, it is the ascending Landen transformation, which pushes the modulus toward 11. For the theta-function side, Landen's transformation corresponds to replacing the nome qq by q2q^2, which doubles the ratio K′/KK'/K.

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  1. Complete elliptic integral of the first kind concept
  2. Elliptic integral concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Landen%27s_transformation
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