Friday, November 16, 2018

calculus - When is an elliptic integral expressible in terms of elementary functions?



After seeing this recent question asking how to calculate the following integral



$$ \int \frac{1 + x^2}{(1 - x^2) \sqrt{1 + x^4}} \, dx $$



and some of the comments that suggested that it was an elliptic integral, I tried reading a little bit on the Wikipedia article about elliptic integrals.
It seems that the point is that most elliptic integrals cannot be expressed in terms of elementary functions. The Wikipedia article defines an elliptic integral as an integral of the form




$$\int R \left( x, \sqrt{ P(x) } \right ) \, dx$$



where $R(x, y)$ is a rational function and $P(x)$ is a polynomial of degree $3$ or $4$ with no repeated roots.



Now, the article does mention in its introductory section that two exceptions in which the elliptic integrals can be expressed in terms of elementary functions are when the polynomial $P(x)$ has repeated roots or when the rational function $R(x, y)$ does not contain odd powers of $y$.



In the example in question we have $P(x) = 1 + x^4$ and



$$R(x, y) = \frac{1 + x^2}{(1 - x^2)y}$$




so certainly it does not correspond to the two exceptions mentioned before. Thus I have a couple of questions about this:




1) What are the conditions for an elliptic integral (as defined in the Wikipedia article) to be expressible in terms of elementary functions? More specifically, are the two above cited conditions the only exceptions or are there any others which may explain why the above integral is expressible in terms of elementary functions?



2) Depending on the answer to my first question, why is it that the above "elliptic integral" can be expressed in terms of elementary functions?




Note: I'm not sure but I suppose that some conditions must be put on the rational function $R(x, y)$ so to avoid trivial cases, but I don't want to speculate.




Thank you very much in advance.


Answer



A consideration of Aryabhata's answer to the linked question shows that there is a map from the elliptic curve $y^2 = P(x)$ to the conic $v^2 = u^2 + 2$ given by
$$(x,y) \mapsto \left(x - \dfrac{1}{x}, \dfrac{y}{x}\right),$$
and the differential
$$\dfrac{1+x^2}{(1-x^2)\sqrt{1 + x^4}} \,\mathrm dx$$
on the elliptic curve is the pull-back of the differential
$$\dfrac{1}{u v}\,\mathrm du$$
on the conic.




Since a conic has genus zero (i.e. it can be parameterized by a single variable,
using a classical "$t$-substitution"), the integral of a differential on a conic can always be expressed via elementary functions. Thus the same is true
of the integral of the original differential on the elliptic curve.



The answer to the general question is the same: if the differential in question can be pulled back from a map to a rational curve (i.e. a genus zero curve),
then the "elliptic integral" in question can be in fact integrated via elementary functions.



For example, any elliptic curve $y^2 = P(x)$ has a map to the the $x$-line given
by $(x,y) \mapsto x$. So if the integral only involves rational functions of $x$ (which will be the case when $y$ appears to even powers, since we can always

substitute $P(x)$ for $y^2$) then it can be computed in elementary terms. Also,
if $P(x)$ has repeated roots, then the curve $y^2 = P(x)$ itself is actually rational (it can be parameterized by a variation of the classical $t$-substitution for conics), and so any "elliptic integral" is actually elementarily integrable.



P.S. I have used some geometric terminology here (pull-back, differential, elliptic curve, rational curve) because the modern point of view on this material is via algebraic geometry. If some of this is unfamiliar, leave a comment and I (or someone else) can elaborate.



Added: If we have a curve $C$ (which could be our elliptic curve $y^2 = P(x)$,
or our rational curve $v^2 = u^2 + 2$, or just the $x$-line, or ...) and if $\omega$ is a differential on $C$, then finding the indefinite integral of $\omega$ means finding some function $f$ on $C$ such that $\omega = df$.



Now if $\varphi: C' \to C$ is a map of curves, then $\varphi^* \omega
= \varphi^* d f = d (f\circ \varphi).$ So $f\circ \varphi$ is an indefinite

integral of the pulled back differential $\varphi^*\omega$.



In particular, if $f$ is an elementary function of the coordinates on $C$,
and $\varphi$ is given by expressions which are elementary functions of the
coordinates, than the composite $f\circ \varphi$ will again be given by
elementary functions of the coordinates.



This is what is happening in your example.
Explicitly, on our curve $v^2 = u^2 + u,$ we had for example the differential
$$\dfrac{1}{u v} \,\mathrm du = \frac{1}{2 u^2 v}\,\mathrm d (u^2 + 2) = \frac{1}{2(v^2-2)v}\,\mathrm d(v^2) = \dfrac{1}{v^2-2}\,\mathrm dv = \dfrac{1}{2\sqrt{2}}\mathrm d\log\bigl( \frac{v-\sqrt{2}}{v+\sqrt{2}}\bigr).$$

Now pulling back this differential via our map $\varphi:(x,y)\mapsto \left(x-\dfrac{1}{x}, \dfrac{y}{x}\right)$ we obtain
$$\dfrac{1 + x^2}{(1-x^2)y}\,\mathrm dx = \dfrac{1}{2\sqrt{2}}\mathrm d\log\bigl(\frac{y-\sqrt{2}x}{y+\sqrt{2}x} \bigr).$$



As this example shows, pulling back is just the theoretical terminology
for making a substitution, just as a map of curves is just theoretical terminology for a change of variables.



If memory serves, Miles Reid's wonderful book Undergraduate algebraic geometry discusses some of this, and in particular gives some of the history of how the analytic theory of elliptic integrals turned into the
algebro-geometric theory of elliptic curves. (If you don't know this book, don't be fooled by the title --- it is a great introduction to the subject for someone at any level, not just undergraduates!) A much more detailed history can be found in Dieudonne's book on the history of algebraic geometry, but that book is probably not very readable unless you already have some feeling for algebraic geometry as a subject.


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