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# Indefinite theta series of signature (1,1) from the point of view of homological mirror symmetry

## 1. Indefinite theta series of signature $`(1,1)`$

Let $`\mathrm{\Lambda }`$ be a rank 2 lattice equipped with a $``$-valued quadratic form $`Q`$, $`\tau `$ be an element in the upper-half plane. We assume that $`Q`$ has signature $`(1,1)`$ and fix a rational open cone $`C\mathrm{\Lambda }_{}`$ such that $`Q|_C>0`$. We will use the following notation for indefinite theta series with characteristics associated with $`(\mathrm{\Lambda },Q,C)`$: for an element $`𝐜\mathrm{\Lambda }_{}/\mathrm{\Lambda }`$ we set

(1.1)
$$\mathrm{\Theta }_{\mathrm{\Lambda },Q,C;𝐜}(𝐳,\tau )=\underset{𝐧𝐜+\mathrm{\Lambda }:𝐧+\alpha (𝐳)C}{}\mathrm{sign}(𝐧+\alpha (𝐳))\mathrm{exp}(\pi i\tau Q(𝐧)+2\pi i𝐧𝐳)$$

In other words, we have

$$\mathrm{\Theta }_{\mathrm{\Lambda },Q,C;𝐜}(𝐳,\tau )=\mathrm{exp}(\pi i\tau Q(𝐜)+2\pi i𝐜𝐳)\mathrm{\Theta }_{\mathrm{\Lambda },Q,C}(𝐳+\tau 𝐜,\tau ).$$

The following identities follow immediately from the definition:

$$\mathrm{\Theta }_{N\mathrm{\Lambda },Q,C,𝐜}(𝐳,\tau )=\mathrm{\Theta }_{\mathrm{\Lambda },Q,C,\frac{𝐜}{N}}(N𝐳,N^2\tau ),$$

$$\mathrm{\Theta }_{\mathrm{\Lambda },NQ,C,𝐜}(𝐳,\tau )=\mathrm{\Theta }_{\mathrm{\Lambda },Q,C,𝐜}(N𝐳,N\tau )$$

where $`N>0`$ in an integer,

$$\mathrm{\Theta }_{\mathrm{\Lambda },Q,C,𝐜}(𝐳,\tau )=\underset{𝐧\mathrm{\Lambda }/\mathrm{\Lambda }^{}}{}\mathrm{\Theta }_{\mathrm{\Lambda }^{},Q,C;𝐜+𝐧}(z,\tau )$$

for any sublattice $`\mathrm{\Lambda }^{}\mathrm{\Lambda }`$. Since $`N\mathrm{\Lambda }\mathrm{\Lambda }^{}`$ for some $`N`$ we can also use these formulas to express $`\mathrm{\Theta }_{\mathrm{\Lambda }^{},Q,C}`$ in terms of $`\mathrm{\Theta }_{\mathrm{\Lambda },Q,C}`$.

On the other hand, since the cone $`C`$ is rational we can choose coordinates in such a way that $`C=\{(x_1,x_2)^2:x_1x_2>0\}`$, $`x_i>0`$ in $`C^+`$ and $`\mathrm{\Lambda }`$ is a lattice in $`^2`$ commensurable with $`^2`$. Now the condition $`Q|_C>0`$ and the requirement that the signature of $`Q`$ is $`(1,1)`$ mean that $`Q(x_1,x_2)=a_{11}x_1^2+2a_{12}x_1x_2+a_{22}x_2^2`$ where $`a_{ii}0`$ and $`D=a_{12}^2a_{11}a_{22}>0`$.

Now let us consider the case when $`Q`$ splits into a product of linear forms over $``$. Then by additivity of $`\mathrm{\Theta }`$ in $`C`$ it suffices to consider the case when $`Q`$ vanishes on one of the lines forming the boundary of $`C`$. Then we can choose coordinates in such a way that $`C=\{(x_1,x_2)^2:x_1x_2>0\}`$, $`x_i>0`$ in $`C^+`$, $`Q(n_1,n_2)=an_1(n_1+2n_2)`$ for some $`a`$, $`\mathrm{\Lambda }`$ is a lattice commensurable with $`^2`$. Rescaling $`\tau `$ and $`𝐳`$ (rationally) we can assume that $`a=1`$. Also it suffices to consider the case $`\mathrm{\Lambda }=^2`$. Then for any $`𝐜=(c_1,c_2)`$ we have

$`\mathrm{\Theta }_{^2,Q,C,𝐜}(𝐳,\tau )={\displaystyle \underset{𝐧^2+𝐜,(n_1+\alpha (z_1))(n_2+\alpha (z_2))>0}{}}\mathrm{sign}(n_1+\alpha (z_1))\times `$
$`\mathrm{exp}(\pi i\tau n_1(n_1+2n_2)+2\pi i(n_1z_2+n_2z_1)+2\pi in_1z_1).`$
We can split this sum in two pieces and sum the geometric progression in $`n_2`$ in each of them:

$`\mathrm{\Theta }_{^2,Q,C,𝐜}(𝐳,\tau )=`$
$`{\displaystyle \underset{n_1+c_1,n_1+\alpha (z_1)>0}{}}\mathrm{exp}(\pi i\tau n_1^2+2\pi in_1(z_1+z_2)){\displaystyle \underset{n_2_0+n_2^0}{}}\mathrm{exp}(2\pi in_2(\tau n_1+z_1))`$
$`{\displaystyle \underset{n_1+c_1,n_1+\alpha (z_1)<0}{}}\mathrm{exp}(\pi i\tau n_1^2+2\pi in_1(z_1+z_2)){\displaystyle \underset{n_2_0+n_2^01}{}}\mathrm{exp}(2\pi in_2(\tau n_1+z_1))=`$
$`{\displaystyle \underset{n_1+c_1,n_1+\alpha (z_1)>0}{}}{\displaystyle \frac{\mathrm{exp}(\pi i\tau n_1^2+2\pi in_1(z_1+z_2)+2\pi in_2^0(\tau n_1+z_1))}{1\mathrm{exp}(2\pi i(\tau n_1+z_1))}}`$
$`{\displaystyle \underset{n_1+c_1,n_1+\alpha (z_1)<0}{}}{\displaystyle \frac{\mathrm{exp}(\pi i\tau n_1^2+2\pi in_1(z_1+z_2)+2\pi i(n_2^01)(\tau n_1+z_1))}{1\mathrm{exp}(2\pi i(\tau n_1+z_1))}}=`$
$`{\displaystyle \underset{n_1+c_1}{}}{\displaystyle \frac{\mathrm{exp}(\pi i\tau n_1^2+2\pi in_1(z_1+z_2)+2\pi in_2^0(\tau n_1+z_1))}{1\mathrm{exp}(2\pi i(\tau n_1+z_1))}}`$
where $`n_2^0`$ is the minimal $`n_2+c_2`$ such that $`n_2+\alpha (z_2)>0`$. Hence, we derive the following formula:

(1.2)
$$\mathrm{\Theta }_{^2,Q,C,𝐜}(𝐳,\tau )=\mathrm{exp}(2\pi in_2^0z_1)\kappa _{c_1}(z_1,(1n_2^0)\tau z_1z_2;\tau ).$$

## 2. Fukaya category of a torus

### 2.1. Definition

Let us recall the definition of the Fukaya $`A_{\mathrm{}}`$-category of the torus $`^2/^2`$ with the (complexified) symplectic form $`2\pi i\tau dxdy`$ where $`\tau `$ is an element of the upper half-plane (for more details see ). More precisely, it is not quite an $`A_{\mathrm{}}`$-category since morphisms are only defined for transversal configurations of objects, however, the axiomatics can be changed appropriately (see , sec. 4.3) Also, we will need only the subcategory $`_s`$ which is described as follows. The objects of $`_s`$ are pairs $`(L,t)`$ where $`L^2`$ is a non-vertical line with rational slope considered modulo translations by $`^2`$, $`t`$ is a real number. Morphisms between two such objects $`(L_1,t_1)`$ and $`(L_2,t_2)`$ are defined only if $`L_1L_2mod^2`$. In this case $`\mathrm{Hom}((L_1,t_1),(L_2,t_2))=\mathrm{Hom}(L_1,L_2)`$ is a $``$-vector space with the basis $`[P]`$ enumerated by points $`P(L_1+^2)(L_2+^2)`$ modulo $`^2`$ (the numbers $`t_i`$ will play a role only in the definition of compositions). Let $`\lambda _i`$ be the slope of the line $`L_i`$ ($`i=1,2`$). Then $`\mathrm{Hom}(L_1,L_2)0`$ only if $`\lambda _1\lambda _2`$. This space has grading $`0`$ if $`\lambda _1<\lambda _2`$ and grading $`1`$ if $`\lambda _1>\lambda _2`$. By definition the differential $`m_1`$ is zero. The compositions $`m_k`$ for $`k2`$ are (partially) defined as follows. Let $`L_0,L_1,\mathrm{},L_k`$ be the set of lines in $`^2`$ with slopes $`\lambda _0,\lambda _1,\mathrm{},\lambda _k`$. Assume that the images of $`L_i`$ in $`^2/^2`$ form a transversal configuration, i.e., no three of them intersect in one point. For every $`i=0,\mathrm{},k1`$ let $`d_i`$ be the grading of $`\mathrm{Hom}(L_i,L_{i+1})`$. The composition

$$m_k:\mathrm{Hom}(L_0,L_1)\mathrm{}\mathrm{Hom}(L_{k1},L_k)\mathrm{Hom}(L_0,L_k)$$

is non-zero only if $`_{i=0}^{k1}d_ik+2`$ is equal to the degree of $`\mathrm{Hom}(L_0,L_k)`$. Let $`P_{i,i+1}`$ be some intersection points of $`L_i`$ and $`L_{i+1}`$ modulo $`^2`$. Then

$`m_k([P_{0,1}],[P_{1,2}],\mathrm{},[P_{k1,k}])=`$
$`{\displaystyle \underset{P_{0,k},\mathrm{\Delta }}{}}\pm \mathrm{exp}\left(2\pi i\tau {\displaystyle _\mathrm{\Delta }}𝑑xdy+2\pi i{\displaystyle \underset{j/(k+1)}{}}(x(p_j)x(p_{j1}))t_j\right)[P_{0,k}]`$
where the sum is taken over points of intersections $`P_{0,k}`$ of $`L_0`$ with $`L_k`$ modulo $`^2`$ and over all $`(k+1)`$-gons $`\mathrm{\Delta }`$ (considered up to traslation by $`^2`$) with vertices $`p_iP_{i,i+1}mod^2`$, $`i/(k+1)`$, such that the edge $`[p_{i1},p_i]`$ belongs to $`L_i+^2`$. We also require that the path formed by the edges $`[p_0,p_1],[p_1,p_2],\mathrm{},[p_k,p_0]`$ goes in the clockwise direction. The sign in the RHS is “plus” if $`k`$ is even and is equal to the sign of $`x(p_0)x(p_k)`$ if $`k`$ is odd.

The $`A_{\mathrm{}}`$-constraint we are going to use is

$`m_3(m_2(a_1,a_2),a_3,a_4)m_3(a_1,m_2(a_2,a_3),a_4)+m_3(a_1,a_2,m_2(a_3,a_4))=`$
(2.1) $`=m_2(m_3(a_1,a_2,a_3),a_4)+(1)^{\mathrm{deg}(a_1)}m_2(a_1,m_3(a_2,a_3,a_4)),`$
where $`a_1,\mathrm{},a_4`$ are composable morphisms between $`5`$ objects in $`_s`$ forming a transversal configuration. Below we will often abbreviate $`m_2(a,b)`$ to $`ab`$.

### 2.2. Double products and vector bundles on elliptic curves

Since $`m_1=0`$ the composition $`m_2`$ is associative, so we can consider the category $`_s`$ with $`m_2`$ as a usual category. It was shown in  that the obtained category is equivalent to the category of stable vector bundles on the elliptic curve $`E=/+\tau `$, where morphisms between vector bundles $`V_1`$ and $`V_2`$ are elements of the graded vector space $`_i\mathrm{Ext}^i(V_1,V_2)`$ (in fact, we showed in  how to extend this equivalence to the whole derived category of coherent sheaves on elliptic curve, but we don’t need this extension here). The construction of this equivalence (which we recall below) is based on the observation due to M. Kontsevich that the Fukaya product $`m_2`$ on a torus is given essentially by theta functions. Here is a more precise statement.

For a pair $`(\lambda ,y)`$ where $`\lambda `$, $`y`$, let us denote by $`L(\lambda ,y)`$ the line in $`^2`$ given by

$$L(\lambda ,y)=\{(t,\lambda ty),t\}.$$

Now let $`L_i=L(\lambda _i,y_i)`$, $`i=0,1,2`$, be lines in $`^2`$ with distinct slopes $`\lambda _i`$. Let us denote

$`y_{ij}={\displaystyle \frac{y_jy_i}{\lambda _j\lambda _i}},`$
$`y_{ij}^{}={\displaystyle \frac{\lambda _iy_j\lambda _jy_i}{\lambda _j\lambda _i}}.`$
The lines $`L_i`$ and $`L_j`$ intersect at the point

$$P_{ij}(y_i,y_j)=(y_{ij},y_{ij}^{}).$$

Note that if we change $`y_j`$ by $`y_j+m\lambda _j+n`$ where $`m,n`$, the new line $`L(\lambda _j,y_j+m\lambda _j+n)`$ is a shift of $`L_j`$ by an integer vector. Thus, the new point of intersection $`P_{ij}(y_i,y_j+m\lambda _j+n)`$ still belongs to $`L_i(L_j+^2)`$. One has $`P_{ij}(y_i,y_j+m\lambda _j+n)P_{ij}(y_i,y_j)mod^2`$ if and only if $`(m,n)\mathrm{\Lambda }(\lambda _i,\lambda _j)`$ where

$$\mathrm{\Lambda }(\lambda _i,\lambda _j)=\{(m,n)^2:\frac{m\lambda _j+n}{\lambda _j\lambda _i}I_{\lambda _i}\}$$

where for every $`\lambda `$ we denote

(2.2)
$$I_\lambda =\{n:\lambda n\}.$$

Thus, we have the following basis in $`\mathrm{Hom}(L_i,L_j)`$:

$$[P_{ij}(y_i,y_j+m\lambda _j+n)],(m,n)^2/\mathrm{\Lambda }(\lambda _i,\lambda _j).$$

Instead of shifting $`y_j`$ we could also shift $`y_i`$ and get a different indexing of intersection points modulo $`^2`$. However, this indexing is related to the previous one by the formula

$$P_{ij}(y_im\lambda _in,y_j)=P_{ij}(y_i,y_j+m\lambda _j+n).$$

Note also that we have $`\mathrm{\Lambda }(\lambda _i,\lambda _j)=\mathrm{\Lambda }(\lambda _j,\lambda _i)`$, so changing the order of lines we would get essentially the same indexing.

Assume that $`\mathrm{deg}\mathrm{Hom}(L_0,L_1)+\mathrm{deg}\mathrm{Hom}(L_1,L_2)=\mathrm{deg}\mathrm{Hom}(L_0,L_2)`$. Let $`t_i`$, $`i=0,1,2`$, be some real numbers. Then we can consider objects $`(L_i,t_i)`$ in Fukaya category. An easy computation shows that

$`m_2([P_{01}(y_0,y_1)],[P_{12}(y_1,y_2)])=`$
(2.3) $`{\displaystyle \underset{nI_{\lambda _1}}{}}\mathrm{exp}(\pi i\tau p(v_1+n)^22\pi ip(v_1+n)w_1)[P_{02}(y_0,y_2+n\lambda _2n\lambda _1)]`$
where

$$p=p(\lambda _0,\lambda _1,\lambda _2)=\frac{(\lambda _2\lambda _1)(\lambda _1\lambda _0)}{(\lambda _2\lambda _0)},$$

$`v_1=y_{12}y_{01}`$, $`w_1=t_{12}t_{01}`$,

$$t_{ij}=\frac{t_jt_i}{\lambda _j\lambda _i},$$

$`I_{\lambda _1}`$ is defined by (2.2). Note that the class of the point $`[P_{02}(y_0,y_2+n\lambda _2n\lambda _1)]`$ modulo $`^2`$ depends only on the class of $`n`$ modulo the following subgroup

$$I_{\lambda _0,\lambda _1,\lambda _2}=I_{\lambda _1}\frac{\lambda _2\lambda _0}{\lambda _2\lambda _1}I_{\lambda _0}.$$

The matrix coefficients of the above product are given by values of elliptic functions at $`(\tau v_1w_1,\tau )`$ times the non-holomorphic factor $`\mathrm{exp}(\pi i\tau pv_1^22\pi ipv_1w_1)`$. One can get rid of this factor by rescaling the bases in $`\mathrm{Hom}(L_i,L_j)`$ appropriately. Namely, we set

(2.4)
$$e_{ij}(m,n)=e_{y_i,y_j}(m,n)=\mathrm{exp}(\pi i\tau (\lambda _i\lambda _j)y_{ij}^22\pi i(t_it_j)y_{ij})[P_{ij}(y_i,y_j+m\lambda _j+n)]$$

where $`(m,n)^2/\mathrm{\Lambda }(\lambda _i,\lambda _j)`$. Then the above formula is equivalent to

$$m_2(e_{01}(0,0),e_{12}(0,0))=\underset{nI_{\lambda _1}/I_{\lambda _0,\lambda _1,\lambda _2}}{}\theta _{I_{\lambda _0,\lambda _1,\lambda _2},n}(p(v_1\tau w_1),p\tau )e_{02}(n,n\lambda _1)$$

where we use the notation $`\theta _{I,c}`$ from the introduction. Changing $`y_i`$’s appropriately in the formula (2.2) we derive a more general formula

$`m_2(e_{01}(a,b),e_{12}(c,d))=`$
(2.5) $`{\displaystyle \underset{nI_{\lambda _1}/I_{\lambda _0,\lambda _1,\lambda _2}}{}}\theta _{I_{\lambda _0,\lambda _1,\lambda _2},u+n}(p(v_1\tau w_1),p\tau )e_{02}(a+c+n,b+dn\lambda _1)`$
where

$$u=\frac{c\lambda _2+d}{\lambda _2\lambda _1}\frac{a\lambda _0+b}{\lambda _1\lambda _0}.$$

The corresponding coefficients will be holomorphic in $`v_1\tau w_1`$. The associativity condition for $`m_2`$ is equivalent to the classical addition formulas for theta-functions.

The equivalence with the category of stable bundles on elliptic curve $`E_\tau =/+\tau `$ is constructed in  as follows. First let us consider the subcategory in $`_s`$ formed by lines with integer slopes. To an object of this subcategory $`(L(\lambda ,y),t)`$ where $`\lambda `$, $`y,t`$, we associate the line bundle $`t_{y\tau t}^{}^{(\lambda 1)}`$ where $`=_\tau `$ is the line bundle of degree $`1`$ on $`E_\tau `$ such that $`\theta (z,\tau )`$ is a holomorphic section of $`_\tau `$, $`t_z:E_\tau E_\tau `$ denotes the translation by $`z`$. Assume that we have two such objects $`(L_i,t_i)`$, $`i=1,2`$, where $`L_i=L(\lambda _i,y_i)`$, $`\lambda _i`$, $`\lambda _1<\lambda _2`$. Then we identify $`\mathrm{Hom}(L_1,L_2)`$ with the space of morphisms between the corresponding line bundles by sending the basis elements $`e_{12}(0,k)`$, $`k/(\lambda _2\lambda _1)`$, defined by (2.4) to the functions

$$\theta _{(\lambda _2\lambda _1),k}(z+y_{12}\tau t_{12},\frac{\tau }{\lambda _2\lambda _1})$$

regarded as holomorphic sections of the line bundle

$$(t_{y_1\tau t_1}^{}^{(\lambda _11)})^{}(t_{y_2\tau t_2}^{}^{(\lambda _21)})t_{y_{12}\tau t_{12}}^{}^{(\lambda _2\lambda _1)}.$$

The fact that this map respects $`m_2`$ follows from addition formulas for theta functions. To extend this equivalence to all lines and all stable bundles we use isogenies. For every positive integer $`r`$ consider the natural isogeny of degree $`r`$

$$\pi _r:E_{r\tau }E_\tau .$$

Then we have the natural functors $`\pi _r`$ and $`\pi _r^{}`$ between the categories of bundles on $`E_\tau `$ and $`E_{r\tau }`$. We complete the construction of our equivalence by requiring that these functors correspond to the obvious functors $`\pi _r`$ and $`\pi _r^{}`$ between the corresponding Fukaya categories (see  for details). One also has to identify morphisms of degree $`1`$ in both categories. For this one has to fix a non-zero holomorphic $`1`$-form on $`E_\tau `$ and use the isomorphisms $`\mathrm{Hom}(V_1,V_2)^{}\mathrm{Ext}^1(V_2,V_1)`$ (where $`V_1`$ and $`V_2`$ are vector bundles on $`E_\tau `$) induced by Serre duality together with the obvious isomorphisms $`\mathrm{Hom}^0(L_1,L_2)^{}\mathrm{Hom}^1(L_2,L_1)`$ in the Fukaya category.

### 2.3. Triple products and indefinite theta series

Consider $`4`$ lines $`(L_i=L(\lambda _i,y_i),i/4)`$ where $`\lambda _i`$, $`y_i`$. As before, we assume that the corresponding circles in $`^2/^2`$ form a transversal configuration, in particular, the lines $`L_i`$ are distinct modulo $`^2`$ and $`\lambda _i\lambda _{i+1}`$ for $`i/4`$. Let $`t_i,i/4`$ be some real numbers, then $`(L_i,t_i)`$ are objects of the Fukaya category. We are going to compute the Fukaya triple product $`m_3([P_{01}],[P_{12}],[P_{23}])`$, where $`P_{i,i+1}:=P_{i,i+1}(y_i,y_{i+1})`$ for $`i=0,1,2`$. This product is zero unless the following equality is satisfied:

(2.6)
$$\underset{i=0}{\overset{2}{}}\mathrm{deg}\mathrm{Hom}(L_i,L_{i+1})=\mathrm{deg}\mathrm{Hom}(L_0,L_3)+1.$$

Following the definition we have to consider all quadrangles (up to translation by $`^2`$) with vertices $`p_i`$ such that for every $`i`$ the vector $`p_ip_{i1}`$ has slope $`\lambda _i`$, $`p_iP_{i,i+1}mod^2`$, for $`i=0,1,2`$, and the piecewise linear path $`[p_0,p_1,p_2,p_3]`$ goes in the clockwise direction. First of all, it is easy to check that the condition (2.6) implies that all such quadrangles are convex. Secondly, the condition on the orientation of the path is equivalent to the system of inequalities

(2.7)
$$det(p_{i+1}p_i,p_ip_{i1})>0$$

where $`i/4`$. These quadrangles (considered up to translations by $`^2`$) can be parametrized by elements of a rank-$`2`$ lattice. Namely, let

$$\mathrm{\Lambda }=\mathrm{\Lambda }(\lambda _0,\mathrm{},\lambda _3)=\{𝐧=(n_0,\mathrm{},n_3)^4:n_i=\lambda _in_i=0,n_1I_{\lambda _1},n_2I_{\lambda _2}\}.$$

Then writing

$$p_ip_{i1}=x_i(1,\lambda _i)$$

for $`i/4`$ we obtain the vector $`𝐱=(x_0,\mathrm{},x_3)`$ in $`\mathrm{\Lambda }_{}`$. The inequalities (2.7) become

(2.8)
$$(\lambda _i\lambda _{i+1})x_ix_{i+1}>0$$

for $`i/4`$. On the other hand, setting

$$P_{i,i+1}P_{i1,i}=v_i(1,\lambda _i)$$

we obtain the vector $`𝐯=(v_0,\mathrm{},v_i)\mathrm{\Lambda }_{}`$ (note that $`v_i=y_{i,i+1}y_{i1,i}`$). Now the conditions $`p_iP_{i,i+1}mod^2`$ for $`i=0,1,2`$ imply that $`𝐱𝐯`$ belongs to $`\mathrm{\Lambda }`$. Conversely, given an element $`𝐧=(n_0,\mathrm{},n_3)\mathrm{\Lambda }`$ we have the corresponding quadrangle $`\mathrm{\Delta }(𝐧)`$ with vertices $`p_i`$ such that $`p_0=P_{0,1}`$ and $`p_ip_{i1}=(v_i+n_i)(1,\lambda _i)`$. Fixing the fourth vertex $`p_3`$ modulo $`^2`$ is equivalent to choosing $`𝐧`$ in a fixed coset modulo the sublattice $`\mathrm{\Lambda }^+\mathrm{\Lambda }`$ defined as follows:

$$\mathrm{\Lambda }^+=\mathrm{\Lambda }^+(\lambda _0,\mathrm{},\lambda _3)=\{𝐧=(n_0,\mathrm{},n_3)^4:n_i=\lambda _in_i=0,\lambda _in_i\}.$$

Thus, the sums in the definition of the Fukaya coefficients are taken over all elements $`𝐧`$ of a coset of $`\mathrm{\Lambda }^+`$ in $`\mathrm{\Lambda }`$, such that $`𝐯+𝐧C`$, where $`C\mathrm{\Lambda }_{}`$ is an open subset defined by inequalities (2.8). It is easy to see that the condition (2.6) implies that $`C`$ is a non-empty open cone. The relation between the vertex $`p_3`$ and the coset $`𝐧\mathrm{\Lambda }/\mathrm{\Lambda }^+`$ can be found explicitly as follows. We know that $`p_0p_3=(v_0+n_0)(1,\lambda _0)`$, and that $`p_0P_{01}`$. Hence, $`p_3P_{03}(y_0,y_3+a\lambda _3+b)`$ where $`a`$ and $`b`$ are integers satisfying

$$\frac{a\lambda _3+b}{\lambda _3\lambda _0}n_0mod(I_{\lambda _0}).$$

It follows that

$$(a,b)(n_1+n_2,\lambda _1n_1\lambda _2n_2)mod\mathrm{\Lambda }(\lambda _0,\lambda _3).$$

The area of $`\mathrm{\Delta }(𝐧)`$ is given by

$$_{\mathrm{\Delta }(𝐧)}𝑑xdy=\frac{1}{2}\left(det(p_1p_0,p_0p_3)+det(p_3p_2,p_2p_1)\right)=\frac{1}{2}Q(𝐯+𝐧)$$

where $`Q`$ is the quadratic form on $`\mathrm{\Lambda }_{}`$ given by

$$Q(𝐱)=(\lambda _0\lambda _1)x_0x_1+(\lambda _2\lambda _3)x_2x_3.$$

Finally, we have

$$\underset{i/4}{}(x(p_i)x(p_{i1}))t_i=\underset{i}{}t_ix_i=𝐰𝐱$$

where $`𝐰=(w_0,\mathrm{},w_3)\mathrm{\Lambda }_{}`$, $`w_i=t_{i,i+1}t_{i1,i}`$, $`t_{i,j}=\frac{t_jt_i}{\lambda _j\lambda _i}`$, $`𝐱𝐱^{}`$ is the symmetric pairing induced by $`Q`$ (so that $`Q(𝐱)=𝐱𝐱`$).

Thus, we have

$`m_3([P_{01}(y_0,y_1)],[P_{12}(y_1,y_2)],[P_{23}(y_2,y_3)])=`$
$`{\displaystyle \underset{𝐧\mathrm{\Lambda },𝐯+𝐧C}{}}\pm \mathrm{exp}(\pi i\tau Q(𝐯+𝐧)2\pi i𝐰(𝐯+𝐧))[P_{03}(y_0,y_3+(n_1+n_2)\lambda _3\lambda _1n_1\lambda _2n_2)]`$
where the sign is equal to the sign of $`v_0+n_0`$. Let us choose $`C^+`$ to be the component of $`C`$ where $`x_0>0`$. Then using the bases $`e_{ij}(m,n)`$ defined by (2.4) we can rewrite the above formula as follows:

$`m_3(e_{01}(0,0),e_{12}(0,0),e_{23}(0,0))=`$
$`{\displaystyle \underset{𝐧\mathrm{\Lambda }/\mathrm{\Lambda }^+}{}}\mathrm{\Theta }_{\mathrm{\Lambda }^+,Q,C;𝐧}(\tau 𝐯𝐰,\tau )e_{03}(n_1+n_2,\lambda _1n_1\lambda _2n_2)`$
where $`\mathrm{\Theta }_{\mathrm{\Lambda }^+,Q,C;𝐧}`$ is the indefinite theta series with characteristic $`𝐧`$ defined by (1.1). Similarly we can compute products of all basis elements:

$`m_3(e_{01}(a,b),e_{12}(c,d),e_{23}(f,g))=`$
(2.9) $`{\displaystyle \underset{𝐧\mathrm{\Lambda }/\mathrm{\Lambda }^+}{}}\mathrm{\Theta }_{\mathrm{\Lambda }^+,Q,C;𝐮+𝐧}(\tau 𝐯𝐰,\tau )e_{03}(a+c+f+n_1+n_2,b+d+g\lambda _1n_1\lambda _2n_2)`$
where $`𝐮=(u_0,u_1,u_2,u_3)\mathrm{\Lambda }_{}`$ is the following vector:

$`𝐮=({\displaystyle \frac{a\lambda _1+b}{\lambda _1\lambda _0}}{\displaystyle \frac{(a+c+f)\lambda _3+b+d+g}{\lambda _3\lambda _0}},{\displaystyle \frac{c\lambda _2+d}{\lambda _2\lambda _1}}{\displaystyle \frac{a\lambda _0+b}{\lambda _1\lambda _0}},{\displaystyle \frac{f\lambda _3+g}{\lambda _3\lambda _2}}{\displaystyle \frac{c\lambda _1+d}{\lambda _2\lambda _1}},`$
$`{\displaystyle \frac{(a+c)\lambda _0+f\lambda _3+b+d+g}{\lambda _3\lambda _0}}{\displaystyle \frac{f\lambda _3+g}{\lambda _3\lambda _2}}).`$
The $`A_{\mathrm{}}`$-axiom (2.1) can be converted into a certain identity for indefinite theta series (and the usual theta functions which appear from $`m_2`$). The explicit formula can be found in the last section of .

It is convenient for explicit computations to choose a pair of components $`(x_i,x_j)`$ as coordinates on $`\mathrm{\Lambda }_{}`$ in such a way that the cone $`C`$ defined by inequalities (2.8) coincides with the cone $`x_ix_j>0`$. We will do this in two particular cases.

1. First assume that $`\lambda _1<\lambda _0\lambda _2<\lambda _3`$. Choose $`(x_0,x_1)`$ as coordinates in $`\mathrm{\Lambda }_{}`$. Then we have $`C=\{𝐱:x_0x_1>0\}`$. The quadratic form in these coordinates can be written as

$$Q(𝐱)=ax_0^2+2bx_0x_1+cx_1^2,$$

where

$$a=\frac{(\lambda _2\lambda _0)(\lambda _3\lambda _0)}{\lambda _3\lambda _2},$$

$$b=\frac{(\lambda _2\lambda _1)(\lambda _3\lambda _0)}{\lambda _3\lambda _2},$$

$$c=\frac{(\lambda _2\lambda _1)(\lambda _3\lambda _1)}{\lambda _3\lambda _2}.$$

If $`\lambda _0=\lambda _2`$ (in this case we say that this is a trapezoid triple product) then $`a=0`$, so the form $`Q`$ splits over $``$. On the other hand, if we set $`\lambda _0=0`$ then the corresponding transformation $`(\lambda _1,\lambda _2,\lambda _3)(a,b,c)`$ is birational. More precisely, the inverse transformation is given by

$$\lambda _1=\frac{D}{b},$$

$$\lambda _2=\frac{aD}{b(ba)},$$

$$\lambda _3=\frac{D}{cb}$$

where $`D=b^2ac`$. The inequalities satisfied by $`\lambda _i`$ are equivalent to the following inequalities for $`a,b,c`$:

$$D<0a<b<c.$$

2. Now assume that $`\lambda _2<\lambda _0<\lambda _3<\lambda _1`$. Choose $`(x_0,x_3)`$ as coordinates in $`\mathrm{\Lambda }_{}`$. Then $`C=\{𝐱:x_0x_3>0\}`$ and

$$Q(𝐱)=ax_0^2+2bx_0x_3+cx_3^2,$$

where

$$a=\frac{(\lambda _1\lambda _0)(\lambda _0\lambda _2)}{\lambda _1\lambda _2},$$

$$b=\frac{(\lambda _1\lambda _0)(\lambda _3\lambda _2)}{\lambda _1\lambda _2},$$

$$c=\frac{(\lambda _1\lambda _3)(\lambda _3\lambda _2)}{\lambda _1\lambda _2}.$$

Setting $`\lambda _0=0`$ we get a birational transformation coinciding with the previous one up to permutation of variables and signs. So the inverse map is given by $`\lambda _1=D/(bc)`$, $`\lambda _2=aD/b(ab)`$, $`\lambda _3=D/b`$. The inequalities for $`\lambda _i`$ are equivalent to the following inequalities:

$$D<0<a,c<b.$$

It follows that every indefinite theta series associated with rational quadratic form of signature $`(1,1)`$ appears as a coefficient of certain Fukaya triple product. Indeed, let us consider the $``$-valued quadratic form $`Q(x,y)=ax^2+2bxy+cy^2`$ on $`^2`$ such that $`D=b^2ac>0`$ and $`Q`$ is positive on the cone $`C_0=\{(x,y)^2:xy>0\}`$. Assume first that $`ac0`$ and $`bc`$. Then we necessarily have that $`a`$, $`b`$ and $`c`$ are positive and either $`a<b`$ or $`c<b`$. Permuting the coordinates if necessary we can assume that $`a<b`$. Then either $`c>b`$ and we are in the situation of the case 1 above or $`c<b`$ so we can apply the case 2. Note that the lattice coming from the configuration of lines will be commensurable with $`^2`$, so we can use formulas of section 1 to relate the indefinite theta series associated with $`(^2,Q,C_0)`$ to the corresponding Fukaya triple product. Furthermore, by rescaling the coordinates $`x`$, $`y`$ we can always achieve that we are in the situation of a given case. For example, for the proof of Theorem 1 we will use a rescaling which leads to the case 1. If $`a=0`$ and $`bc`$ we can still apply the formulas of either case 1 or case 2. If $`b=c`$ then one of the slopes will be infinite. The only reason why we didn’t include vertical lines in our category was because they correspond to torsion sheaves on elliptic curves while we want to deal only with bundles. However, the Fukaya compositions are well-defined for all lines including vertical, so a slight modification of the above computation will work in this case. Alternatively, we can always rescale the coordinates in such a way that $`bc`$ and then apply the above formulas. On the other hand, we notice that replacing the form $`Q`$ by $`NQ`$ for some $`N>0`$ we can always achive that all the slopes $`\lambda _i`$ are integers.

Remark. For computations with the form $`Q`$ on $`\mathrm{\Lambda }_{}`$ defined above the following formula is useful:

$$𝐱𝐲=(\lambda _i\lambda _{i+1})x_iy_{i+1}+(\lambda _{i+2}\lambda _{i+3})y_{i+2}x_{i+3},$$

for any $`i/4`$, $`𝐱,𝐲\mathrm{\Lambda }_{}`$.

## 3. Morphisms of vector bundles on elliptic curves

We identify an elliptic curve $`E`$ with its dual by associating to a point $`xE`$ the line bundle $`𝒫_x=𝒪_E(xe)`$ of degree zero on $`E`$, where $`eE`$ is the neutral element of the group law. For every integer $`d`$ we denote by $`E_d`$ the kernel of the homomorphism $`[d]:EE:xdx`$.

###### Proposition 3.1.

Let $`V_1`$, $`V_2`$ and $`V_3`$ be stable vector bundles on an elliptic curve $`E`$. Assume that $`V_i`$ has rank $`r_i`$ and degree $`d_i`$ and that the slopes $`\mu _i=d_i/r_i`$ satisfy $`\mu _1<\mu _2<\mu _3`$. Then there exists an integer $`d`$ depending only on $`(d_i)`$ and $`(r_i)`$ such that the following natural map is surjective

$$_{xE_d}\mathrm{Hom}(V_1,V_2𝒫_x)\mathrm{Hom}(V_2𝒫_x,V_3)\mathrm{Hom}(V_1,V_3).$$

Proof. Consider the action of $`E\times E`$ on the category of vector bundles on $`E`$, such that a point $`(x,y)`$ acts as the functor $`T_{(x,y)}:Ft_x^{}F𝒫_y`$. Then the statement of the theorem can be reformulated as follows: there exists a finite subgroup $`SE\times E`$ such that the map

(3.1)
$$_{sS}\mathrm{Hom}(V_1,T_s(V_2))\mathrm{Hom}(T_s(V_2),V_3)\mathrm{Hom}(V_1,V_3)$$

is surjective. Indeed, this follows from the fact that for any $`xE`$ one has

$$t_{r_2x}^{}V_2V_2𝒫_{d_2x}.$$

Now we claim that in proving the surjectivity of (3.1) we can replace the bundles $`V_i`$ by $`V_iL`$, where $`L`$ is a line bundle, or by $`\mathrm{SS}(V_i)`$ provided that $`d_1>0`$, where $`\mathrm{SS}`$ is the Fourier-Mukai transform (see ). Indeed, in the first case this is clear. In the case of the Fourier-Mukai transform this follows from the fact that $`\mathrm{SS}`$ interchanges translations with tensoring by line bundles of degree zero.

Using these two operations (tensoring with a line bundle and the Fourier-Mukai transform) we can make $`V_1=𝒪_E`$. Next we want to reduce the proof to the case when $`V_2`$ is a line bundle. Indeed, assume that in this case the assertion is true. Then consider an isogeny $`\pi :E^{}E`$ of degree $`r_2`$ and a line bundle $`L`$ on $`E^{}`$ such that $`\pi _{}LV_2`$ (such $`\pi `$ and $`L`$ always exist). By assumption the statement is true for the triple $`(𝒪_E^{},L,\pi ^{}V_3)`$ on $`E^{}`$ (since $`\pi ^{}V_3`$ is a direct sum of stable bundles), hence there exists $`d`$ such that the map

(3.2)
$$_{xE_d^{}}H^0(E^{},L𝒫_x)\mathrm{Hom}(L𝒫_x,\pi ^{}V_3)H^0(E^{},\pi ^{}V_3)$$

is surjective. Now we notice that for every $`xE^{}`$ there is a natural commutative diagram

(3.3)
$$\begin{array}{ccc}H^0(E^{},L𝒫_x)\mathrm{Hom}(L𝒫_x,\pi ^{}V_3)& \text{}& H^0(E^{},\pi ^{}V_3)\\ \text{}& & \text{}\\ H^0(E,\pi _{}(L𝒫_x))\mathrm{Hom}(\pi _{}(L𝒫_x),V_3)& \text{}& H^0(E,V_3)\end{array}$$

in which the right vertical arrow is the following composition of natural morphisms:

$$H^0(E^{},\pi ^{}V_3)\stackrel{~}{}H^0(E,\pi _{}\pi ^{}V_3)H^0(E,V_3).$$

Since $`V_3`$ is a direct summand in $`\pi _{}\pi ^{}V_3`$, this map is surjective. Also for every $`yE`$ we have an isomorphism

$$\pi _{}(L𝒫_{\widehat{\pi }(x)})(\pi _{}L)𝒫_x$$

where $`\widehat{\pi }:EE^{}`$ is the isogeny dual to $`\pi `$. Hence, the surjectivity of (3.2) implies the surjectivity of the following map

$$_{y\widehat{\pi }^1(E_d^{})}H^0(E,(\pi _{}L)𝒫_y)\mathrm{Hom}((\pi _{}L)𝒫_y,V_3)H^0(E,V_3)$$

as required.

It remains to prove the statement for a triple $`(𝒪_E,L,V)`$ where $`L`$ is a line bundle, $`V`$ is a stable bundle, such that $`0<\mathrm{deg}(L)<\mu (V)`$. Note that $`H^0(E,V)`$ is an irreducible representation of the Heisenberg group $`H`$ which is an extension of $`E_d`$ by $`𝔾_m`$, where $`d=\mathrm{deg}V`$. More precisely, $`H`$ is the group of pairs $`(x,\varphi )`$ where $`xE_d`$, $`\varphi :Vt_x^{}V`$. It follows that the image of the natural map

$$_{xE_d}H^0(E,t_x^{}L)\mathrm{Hom}(t_x^{}L,V)H^0(E,V)$$

is invariant under the $`H`$-action. Therefore, it suffices to prove that this map is not zero. Let $`f:LV`$ be a non-zero morphism. Then it is an injection of sheaves, hence the induced morphism $`H^0(E,L)H^0(E,V)`$ is injective which finishes the proof. ∎

Using the equivalence of the Fukaya category of $`^2/^2`$ (without higher products) with the category of vector bundles on $`E`$ we deduce the following corollary.

###### Corollary 3.2.

Let $`(L,t)`$ (resp. $`(L^{},t^{})`$) be an object in the Fukaya category, where $`L`$ (resp. $`L^{}`$) is a line of slope $`\lambda `$ (resp. $`\lambda ^{}`$). Assume that $`\lambda <\mu <\lambda ^{}`$, where $`\mu `$. Then there exists a finite number of objects $`(M_i,t_i)`$ in Fukaya category, where $`M_i`$ are lines of slope $`\mu `$, such that the composition

$$m_2:_i\mathrm{Hom}((L,t),(M_i,t_i))\mathrm{Hom}((M_i,t_i),(L^{},t^{}))\mathrm{Hom}((L,t),(L^{},t^{}))$$

is surjective. Furthermore, one can choose $`(M_i,t_i)`$ in a generic position (i.e. in such a way that $`M_i`$ do not pass through a finite number of given points).

## 4. Expression of all triple products via trapezoid ones

In this section we use the $`A_{\mathrm{}}`$-axiom (2.1) to get a simple expression of an arbitrary triple product in $`_s`$ (corresponding to a transversal configuration of lines) in terms of trapezoid triple products and all double products.

First, consider the triple product $`m_3(r,s,t)`$ where $`r\mathrm{Hom}^1(L_0,L_1)`$, $`s\mathrm{Hom}^0(L_1,L_2)`$, $`t\mathrm{Hom}^0(L_2,L_3)`$, $`\lambda _0>\lambda _1<\lambda _2<\lambda _3`$, $`\lambda _0<\lambda _3`$. If $`\lambda _2=\lambda _0`$ then this is a trapezoid product. Otherwise, there are two possibilities:

a) $`\lambda _2>\lambda _0`$. In this case using Corollary 3.2 we can write $`s`$ as a linear combination of products $`s^{}s^{\prime \prime }`$ where $`s^{}\mathrm{Hom}^0(L_1,L_0^{})`$, $`s^{\prime \prime }\mathrm{Hom}^0(L_0^{},L_2)`$, $`L_0^{}`$ is a line of slope $`\lambda _0`$, $`L_0^{}L_0mod(^2)`$. Then applying the $`A_{\mathrm{}}`$-constraint to the quadruple $`r,s^{},s^{\prime \prime },t`$ we obtain

$$m_3(r,s^{}s^{\prime \prime },t)=m_3(r,s^{},s^{\prime \prime })t+m_3(r,s^{},s^{\prime \prime }t)$$

(note that $`rs^{}=0`$ by assumption while $`m_3(s^{},s^{\prime \prime },t)=0`$ as an element of $`\mathrm{Hom}^1(L_1,L_3)`$).

b) $`\lambda _2<\lambda _0`$. In this case we write $`t`$ as a linear combination of products $`t^{}t^{\prime \prime }`$ where $`t^{}\mathrm{Hom}^0(L_2,L_0^{})`$, $`t^{\prime \prime }\mathrm{Hom}^0(L_0^{},L_3)`$, $`L_0^{}`$ is a line of slope $`\lambda _0`$, $`L_0^{}L_0mod(^2)`$. Then we have $`m_3(r,s,t^{})\mathrm{Hom}^0(L_0,L_0^{})=0`$. Hence, applying the $`A_{\mathrm{}}`$-constraint to the quadruple $`r,s,t^{},t^{\prime \prime }`$ we get

$$m_3(r,s,t^{}t^{\prime \prime })=m_3(rs,t^{},t^{\prime \prime })+m_3(r,st^{},t^{\prime \prime })$$

(note that $`m_3(s,t^{},t^{\prime \prime })=0`$).

One deals similarly with products of the type

$$\mathrm{Hom}^0(L_0,L_1)\mathrm{Hom}^0(L_1,L_2)\mathrm{Hom}^1(L_2,L_3)\mathrm{Hom}^0(L_0,L_3)$$

where $`\lambda _0<\lambda _1<\lambda _2>\lambda _3`$.

Now let us consider $`m_3(r,s,t)`$ where $`r\mathrm{Hom}^0(L_0,L_1)`$, $`s\mathrm{Hom}^1(L_1,L_2)`$, $`t\mathrm{Hom}^0(L_2,L_3)`$, $`\lambda _0<\lambda _1>\lambda _2<\lambda _3`$, $`\lambda _0<\lambda _3`$. If $`\lambda _1=\lambda _3`$ then this is a trapezoid product. Otherwise, there are two possibilities:

a) $`\lambda _1>\lambda _3`$. Then we can write $`r`$ as a linear combination of products $`r^{}r^{\prime \prime }`$, where $`r^{}\mathrm{Hom}^0(L_0,L_3^{})`$, $`r^{\prime \prime }\mathrm{Hom}^0(L_3^{},L_1)`$, $`L_3^{}`$ is a line of slope $`\lambda _3`$, $`L_3^{}L_3mod(^2)`$. Applying $`A_{\mathrm{}}`$-constraint to $`(r^{},r^{\prime \prime },s,t)`$ we get

$$m_3(r^{}r^{\prime \prime },s,t)=m_3(r^{},r^{\prime \prime }s,t)m_3(r^{},r^{\prime \prime },st)+m_3(r^{},r^{\prime \prime },s)t$$

(since $`m_3(r^{\prime \prime },s,t)\mathrm{Hom}^0(L_3^{},L_3)=0`$). The first two terms in the RHS are trapezoid, while the product $`m_3(r^{},r^{\prime \prime },s)`$ is of the form considered before.

a) $`\lambda _1<\lambda _3`$. In this case we can write $`t`$ as a linear combination of products $`t^{}t^{\prime \prime }`$, where $`t^{}\mathrm{Hom}^0(L_2,L_1^{})`$, $`t^{\prime \prime }\mathrm{Hom}^0(L_1^{},L_3)`$, $`L_1^{}`$ is a line of slope $`\lambda _1`$, $`L_1^{}L_1mod(^2)`$. Applying $`A_{\mathrm{}}`$-constraint to $`(r,s,t^{},t^{\prime \prime })`$ we get

$$m_3(r,s,t^{}t^{\prime \prime })=m_3(rs,t^{},t^{\prime \prime })+rm_3(s,t^{},t^{\prime \prime })+m_3(r,s,t^{})t^{\prime \prime }$$

(since $`st^{}\mathrm{Hom}^1(L_1,L_1^{})=0`$). The products $`m_3(s,t^{},t^{\prime \prime })`$ and $`m_3(r,s,t^{})`$ are trapezoid, while the product $`m_3(rs,t^{},t)`$ is of the form considered before.

Finally, using the cyclic symmetry of $`m_3`$ we can reduce all non-zero transversal higher products $`m_3`$ to the ones considered above. For example, the product

$$\mathrm{Hom}^1(L_0,L_1)\mathrm{Hom}^1(L_1,L_2)\mathrm{Hom}^0(L_2,L_3)\mathrm{Hom}^1(L_0,L_3)$$

is equivalent to the product

$$\mathrm{Hom}^1(L_1,L_2)\mathrm{Hom}^0(L_2,L_3)\mathrm{Hom}^0(L_3,L_0)\mathrm{Hom}^0(L_1,L_0).$$

Proof of Theorem 1.

First, let us introduce some notation. We assume that for all objects $`(L,t)`$ of the Fukaya category that appear below a representative of the line $`L`$ modulo $`^2`$-translations is fixed. Then for every pair of objects $`(L_1,t_1)`$ and $`(L_2,t_2)`$ and every intersection point $`P(L_1+^2)(L_2+^2)/^2`$ we represent $`P`$ in the form $`P_{12}(y_1,y_2+m\lambda _2+n)`$, where $`L_i=L(\lambda _i,y_i)`$, and set

$$e(P)=e_{12}(m,n)$$

where $`e_{12}(m,n)`$ is defined by formula (2.4).

As was explained in section 2.3 (after passing to a commensurable lattice $`\mathrm{\Lambda }`$) we can assume that the lattice $`\mathrm{\Lambda }`$, the quadratic form $`Q`$, and the cone $`C`$ come from a quadruple of rational numbers $`\lambda _0,\mathrm{},\lambda _3`$ such that $`\lambda _1<\lambda _0<\lambda _2<\lambda _3`$. Let us represent the variable $`𝐳\mathrm{\Lambda }_{}`$ in the form $`𝐳=\tau 𝐯𝐰`$ with $`𝐯,𝐰\mathrm{\Lambda }_{}`$. Then the value of $`\mathrm{\Theta }_{\mathrm{\Lambda },Q,C}(𝐳,\tau )`$ appears as the coefficient with $`e(P_{03})`$ of the triple product $`m_3(e(P_{01}),e(P_{12}),e(P_{23}))`$ for a quadruple of objects $`(L_i,t_i)`$, $`i=0,\mathrm{},3`$, and intersection points $`P_{i,i+1}L_iL_{i+1}`$, where $`L_0=L(\lambda _0,0)`$, $`L_1=L(\lambda _1,0)`$, $`L_2=(\lambda _2,(\lambda _2\lambda _1)v_1)`$, $`L_3=(\lambda _3,(\lambda _0\lambda _3)v_0)`$, $`t_0=t_1=0`$, $`t_2=(\lambda _2\lambda _1)w_1`$, $`t_3=(\lambda _0\lambda _3)w_0`$. Now we can apply the above procedure of expressing this triple product in terms of the trapezoid ones. More precisely, due to the inequalities $`\lambda _1<\lambda _0<\lambda _2<\lambda _3`$ we apply the very first case of the above argument. This means that we choose a finite number of (not necessarily distinct) objects $`(M_j,t_j)`$, where $`M_j`$ are lines of slope $`\lambda _0`$ different from $`L_0`$, and intersection points $`Q_jL_1(M_j+^2)`$, $`R_jM_j(L_2+^2)`$ such that $`m_2(e(Q_j),e(R_j))`$ form a basis in $`\mathrm{Hom}((L_1,t_1),(L_2,t_2))`$. The transition matrix from this basis to the standard basis of intersection points of $`L_1`$ and $`L_2`$ modulo $`^2`$ is given by elliptic functions of $`(z_1,\tau )`$. Thus, we can write

$$e(P_{12})=\underset{j}{}\varphi _jm_2(e(Q_j),e(R_j))$$

where $`\varphi _j`$ are meromorphic elliptic functions of $`(z_1,\tau )`$. Applying the $`A_{\mathrm{}}`$-identity (2.1) we get

$`m_3(e(P_{01}),e(P_{12}),e(P_{23}))=`$
$`{\displaystyle \underset{j}{}}\rho _j(m_3(e(P_{01}),e(Q_j),e(R_j))e(P_{23})+m_3(e(P_{0,1}),e(Q_j),e(R_j)e(P_{23}))).`$
Now by the results of section 2.3 and by formula (1.2) the coefficients of the trapezoid product $`m_3(e(P_{0,1}),e(Q_j),e(R_j))`$ are given (up to factors of the form $`\mathrm{exp}(\pi ia\tau )`$ with $`a_{>0}`$) by the functions of the form $`\kappa _e(a\tau +b,gz_1+c\tau +d;h\tau )`$, where $`a,b,c,d,e,g`$, $`h_{\mathrm{\hspace{0.25em}0}}`$, Multiplying the result with $`e(P_{2,3})`$ means that we get some linear combination of the above functions with coefficients which are elliptic functions of $`(s(𝐳),\tau )`$ for some linear functional $`s`$. Finally the products $`m_3(e(P_{0,1}),e(Q_j),e(R_j)e(P_{2,3}))`$ are expressed via elliptic functions of $`(s(𝐳),\tau )`$ and the functions of the form $`\kappa _e(a\tau +b,gz_2+c\tau +d;h\tau )`$. ∎

Remarks. 1. Since after rescaling $`Q`$ the slopes $`\lambda _i`$ can always be chosen to be integers one can replace the reference to Proposition 3.1 in the above proof by the well-known surjectivity statement for morphisms between line bundles.

2. It may seem strange that in Theorem 1 we substitute only constants in the second argument of $`\kappa `$. However, the function $`\kappa `$ satisfies some identities (see , p. 481, formula (45) and the next one, or , formula (3.4.3)) which imply that one can express $`\kappa (y,x;\tau )`$ in terms of $`\tau `$-elliptic functions and the function $`\kappa (c,x+yc;\tau )`$ for any $`c+\tau `$.

## 5. Example

In this section we will give an example of identity produced by Theorem 1. Let us fix $`a`$ such that $`a2`$ and consider the quadratic form $`Q`$ on $`^2`$ given by

$$Q(n_0,n_1)=an_0^2+4an_0n_1+(4a2)n_1^2.$$

Let us also consider the following split quadratic forms:

$$Q^1(n_0,n_1)=2(n_0+n_1)n_1$$

on $`^2`$ and

$$Q^2(n_0,n_1)=(2n_0+\frac{2a1}{a}n_1)n_1$$

on the lattice $`\mathrm{\Lambda }^2=\{(n_0,n_1):n_0,n_1a\}`$. As a cone $`C`$ in all three cases we choose $`x_0x_1>0`$ (with $`x_0>0`$ in $`C^+`$) and set

$$\mathrm{\Theta }(z_0,z_1)=\mathrm{\Theta }_{^2,Q,C}(z_0,z_1;\tau ),$$

$$\mathrm{\Theta }^1(z_0,z_1)=\mathrm{\Theta }_{^2,Q^1,C}(z_0,z_1;\tau ),$$

$$\mathrm{\Theta }_{c_0,c_1}^2(z_0,z_1)=\mathrm{\Theta }_{\mathrm{\Lambda }^2,Q^2,C;(c_0,c_1)}(z_0,z_1;\tau )$$

(we omit the variable $`\tau `$ in notation for brevity). Let us also denote by $`\mathrm{\Delta }(z)`$ the determinant of the $`2\times 2`$ matrix

$$(\theta _{2,i}(z+\frac{j}{2},\frac{\tau }{2}))_{i/2,j/2}.$$

Then we have the following identity:

$`\mathrm{\Delta }(z_1{\displaystyle \frac{\tau }{2}})\mathrm{\Theta }(z_0,z_1)=\theta _{2,1}(z_1{\displaystyle \frac{\tau 1}{2}},{\displaystyle \frac{\tau }{2}})\times `$
$`\{\theta _a(z_0+2z_1,{\displaystyle \frac{\tau }{a}})\mathrm{\Theta }^1(2z_1,{\displaystyle \frac{\tau }{2}})+{\displaystyle \underset{l/a}{}}\theta _{a,l}(z_02z_1+{\displaystyle \frac{\tau }{2a}},{\displaystyle \frac{\tau }{a}})\mathrm{\Theta }_{\frac{a1}{a}l,l}^2(z_0,{\displaystyle \frac{\tau }{2}})\}`$
$`\theta _{2,1}(z_1{\displaystyle \frac{\tau }{2}},{\displaystyle \frac{\tau }{2}})\times `$
$`\{\theta _a(z_0+2z_1,{\displaystyle \frac{\tau }{a}})\mathrm{\Theta }^1(2z_1,{\displaystyle \frac{\tau 1}{2}})+{\displaystyle \underset{l/a}{}}\theta _{a,l}(z_02z_1+{\displaystyle \frac{\tau 1}{2a}},{\displaystyle \frac{\tau }{a}})\mathrm{\Theta }_{\frac{a1}{a}l,l}^2(z_0,{\displaystyle \frac{\tau 1}{2}})\}.`$
Let us write the variables in the form $`z_i=v_i\tau w_i`$, where $`i=0,1`$, and consider the following objects in the Fukaya category: $`(L_0=L(0,0),t_0=0)`$, $`(L_1=L(1,0),t_1=0)`$, $`(L_2=L(1,2v_1),t_2=2w_1)`$, $`(L_3=L(\frac{a}{a1},\frac{a}{a1}v_0),t_3=\frac{a}{a1}w_0)`$. Then the series $`\mathrm{\Theta }(z_0,z_1)`$ is equal to the coefficient with $`e_{03}`$ in the triple product $`m_3(e_{01},e_{12},e_{23})`$ where we set $`e_{ij}=e_{ij}(0,0)`$. Now we consider two auxiliary objects in the Fukaya category: $`(M_0=L(0,\frac{1}{2}),0)`$ and $`(M_1=L(0,\frac{1}{2}),\frac{1}{2}dx)`$. There are unique points of intersection $`Q_iL_1M_i`$, $`R_iM_iL_2`$, $`i=0,1`$. Note that the points $`Q_0`$ and $`Q_1`$ (resp. $`R_0`$ and $`R_1`$) coincide but we denote them differently since they belong to morphism spaces between different objects in the Fukaya category. The first step is to represent $`e_{12}`$ as a linear combination of $`e(Q_0)e(R_0)`$ and $`e(Q_1)e(R_1)`$. We have

$$e(Q_i)e(R_i)=\theta _2(z_1\frac{\tau i}{2},\frac{\tau }{2})e_{12}+\theta _{2,1}(z_1\frac{\tau }{2},\frac{\tau i}{2})e_{12}(0,1)$$

for $`i=0,1`$. Hence,

$$\mathrm{\Delta }(z_1\frac{\tau }{2})e_{12}=\theta _{2,1}(z_1\frac{\tau 1}{2},\frac{\tau }{2})e(Q_0)e(R_0)\theta _{2,1}(z_1\frac{\tau }{2},\frac{\tau }{2})e(Q_1)e(R_1).$$

Next we use the formula

$$m_3(e_{01},e(Q_i)e(R_i),e_{23})=m_3(e_{01},e(Q_i),e(R_i))e_{23}+m_3(e_{01},e(Q_i),e(R_i)e_{23}).$$

We have

$$m_3(e_{01},e(Q_i),e(R_i))=\mathrm{\Theta }^1(2z_1,\frac{\tau i}{2})e_{02},$$

$$e(R_i)e_{23}=\underset{l/a}{}\theta _{a,l}(z_02z_1+\frac{\tau i}{2a},\frac{\tau }{a})e_{03}^i(0,l)$$

where $`i=1,2`$, $`e_{03}^i(0,l)`$ are the basis elements in $`\mathrm{Hom}(M_i,L_3)`$ defined by (2.4). The coefficient with $`e_{03}`$ in the product $`e_{02}e_{03}`$ is equal to

$$\theta _a(z_0+2z_1,\frac{\tau }{a}).$$

One more computation shows that the coefficient with $`e_{03}`$ in the product $`m_3(e_{01},e(Q_i),e_{03}^i(0,l))`$ (where $`i=1,2`$) is equal to

$$\mathrm{\Theta }_{\frac{a1}{a}l,l}^2(z_0,\frac{\tau i}{2}).$$

Combining all these calculations we get the identity above.

## 6. Massey products

In this section we consider a family of well-defined univalued triple Massey products which define global sections of certain line bundles on the second cartesian power of the universal curve over the moduli stack of elliptic curves with some level structure.

### 6.1. Definition of triple Massey products

Let $`V_i`$, $`0i3`$ be holomorphic vector bundles on a complex manifold. Let $`\alpha _1\mathrm{Hom}(V_0,V_1)`$, $`\alpha _2\mathrm{Ext}^1(V_1,V_2)`$, $`\alpha _3\mathrm{Hom}(V_2,V_3)`$ be elements satisfying $`\alpha _2\alpha _1=0`$, $`\alpha _3\alpha _2=0`$. Below we recall two equivalent constructions of the triple Massey product $`MP(\alpha _1,\alpha _2,\alpha _3)`$ which belongs to the cokernel of the morphism

(6.1)
$$\mathrm{Hom}(V_0,V_2)\mathrm{Hom}(V_1,V_3)\mathrm{Hom}(V_0,V_3):(\beta _1,\beta _2)\alpha _3\beta _1+\beta _2\alpha _1.$$

Let us represent $`\alpha _2`$ by a $`\overline{}`$-closed $`(0,1)`$-form $`\stackrel{~}{\alpha }_2`$ with values in $`V_1^{}V_2`$. Then by our assumption we have

$$\stackrel{~}{\alpha }_2\alpha _1=\overline{}(\alpha _{12}),$$

$$\alpha _3\stackrel{~}{\alpha }_2=\overline{}(\alpha _{23})$$

for some sections $`\alpha _{12}C^{\mathrm{}}(V_1^{}V_2)`$, $`\alpha _{23}C^{\mathrm{}}(V_2^{}V_3)`$. Now we set

$$MP(\alpha _1,\alpha _2,\alpha _3)=\alpha _3\alpha _{12}\alpha _{23}\alpha _1.$$

The ambiguity in a choice of $`\alpha _{12}`$ and $`\alpha _{23}`$ precisely means that $`MP(\alpha _1,\alpha _2,\alpha _3)`$ is correctly defined modulo the image of the map (6.1).

In the second definition <sup>2</sup><sup>2</sup>2This definition is a particular case of the general construction of Massey products in triangulated categories, cf. ,IV.2 we consider an extension

$$0V_2\stackrel{i}{}V\stackrel{p}{}V_10$$

with the class $`\alpha _2`$. By our assumption there exist morphisms $`\alpha _1^{}:V_0V`$ and $`\alpha _3^{}:VV_3`$ such that

$$\alpha _1=p\alpha _1^{},$$

$$\alpha _3=\alpha _3^{}i.$$

Now the composition $`\alpha _3^{}\alpha _1^{}\mathrm{Hom}(V_0,V_3)`$ is well-defined modulo the image of (6.1).

###### Proposition 6.1.

One has

$$MP(\alpha _1,\alpha _2,\alpha _3)=\alpha _3^{}\alpha _1^{}$$

in the cokernel of the map (6.1).

Proof. A choice of a closed $`(0,1)`$-form $`\stackrel{~}{\alpha }_2`$ representing $`\alpha _2`$ leads to the choice of $`V`$ as follows. We set $`V=V_2V_1`$ as a $`C^{\mathrm{}}`$-bundle and define a holomorphic structure on it by the following $`\overline{}`$-operator:

$$\overline{}_V=\left(\begin{array}{cc}\overline{}_{V_2}& \stackrel{~}{\alpha }_2\\ 0& \overline{}_{V_1}\end{array}\right).$$

Let $`\sigma :V_1V`$ be the natural $`C^{\mathrm{}}`$-splitting arising from this description (so $`p\sigma =\mathrm{id}_{V_1}`$). Then $`\overline{}(\sigma )=i\stackrel{~}{\alpha }_2`$. Define $`\rho :VV_2`$ by the condition

$$i\rho =\sigma p\mathrm{id}_V.$$

Then we have

$$\overline{}(\rho )=\stackrel{~}{\alpha }_2p.$$

Thus, we can choose

$$\alpha _{12}=\rho \alpha _1^{},$$

$$\alpha _{23}=\alpha _3^{}\sigma .$$

Hence,

$$\alpha _3\alpha _{12}\alpha _{23}\alpha _1=\alpha _3^{}i\rho \alpha _1^{}\alpha _3^{}\sigma p\alpha _1^{}=\alpha _3^{}\alpha _1^{}.$$

We will be interested in a particular case when $`\mathrm{Hom}(V_0,V_2)=\mathrm{Hom}(V_1,V_3)=0`$. In this case the Massey product $`MP(\alpha _1,\alpha _2,\alpha _3)`$ is an element of $`\mathrm{Hom}(V_0,V_3)`$. Homological mirror conjecture for elliptic curve $`E=E_\tau `$ (proven in  for transversal products) implies that $`MP(\alpha _1,\alpha _2,\alpha _3)`$ is equal to the corresponding triple Fukaya product $`m_3(\alpha _1,\alpha _2,\alpha _3)`$. Indeed, the corresponding products are homotopic but in our case the homotopy takes values in zero spaces (see , sec.1.1, for a more detailed explanation).

Remark. The notion of transversality considered in  has to be strengthened, since the definition of Fukaya products $`m_k`$ given in section 2.1 requires that no three of the corresponding circles intersect in one point (this was overlooked in ). However, all the proofs of  can be easily modified accordingly.

### 6.2. Massey products for line bundles

Let us fix a quadruple of integers $`(d_0,d_1,d_2,d)`$ such that $`1d_0<\mathrm{min}(d_1,d_2)`$, $`d_0+d=d_1+d_2`$. Let $`_0`$, $`_1`$, $`_2`$ and $``$ be line bundles on elliptic curve $`E`$ of degrees $`d_0`$, $`d_1`$, $`d_2`$ and $`d`$ respectively, such that $`_0_1_2`$ (here and below we skip the sign of tensor product between line bundles for brevity). Then for any pair of sections $`s_1H^0(E,_1)`$, $`s_2H^0(E,_2)`$ and an element $`eH^1(^1)=H^1(E,_0_1^1_2^1)`$ such that the compositions $`s_1eH^1(E,_0_2^1)`$ and $`es_2H^1(E,_0_1^1)`$ are zero, the triple Massey product $`MP(s_1,e,s_2)`$ defined in 6.1 is an element of $`H^0(E,_0)`$ (since $`H^0(E,_0_1^1)=H^0(E,_0_2^1)=0`$). Thus, if we denote by $`K_{s_1,s_2}H^1(E,^1)`$ the kernel of the natural map

$$H^1(E,^1)H^1(E,_0_1^1)H^1(E,_0_2^1):e(s_1e,es_2)$$

then the Massey product defines a linear map

(6.2)
$$MP:K_{s_1,s_2}H^0(E,_0).$$

Assume that $`s_10`$, $`s_20`$. Let $`D`$ be the divisor of common zeroes of $`s_1`$ and $`s_2`$. Let us denote $`_i^{}=_i(D)`$ for $`i=0,1,2`$, $`^{}=(D)`$, so that we still have $`_0^{}^{}_1^{}_2^{}`$. Then we have the induced sections $`s_1^{}H^0(E,_1^{})`$ and $`s_2^{}H^0(E,_2^{})`$ and a canonical map

$$\phi :K_{s_1,s_2}K_{s_1^{},s_2^{}}$$

induced by the morphism $`^1^1(D)=(^{})^1`$. On the other hand, we can consider $`H^0(E,_0^{})=H^0(E,_0(D))`$ as a subspace in $`H^0(E,_0)`$.

###### Lemma 6.2.

For any $`eK_{s_1,s_2}`$ one has

$$MP(s_1,e,s_2)=MP(s_1^{},\phi (e),s_2^{}).$$

Proof. First let us notice that

$$H^0(E,_0^{}(_i^{})^1)=H^0(E,_0_i^1)=0$$

for $`i=1,2`$, so $`MP(s_1^{},\phi (e),s_2^{})`$ is defined. Let

$$0^1E𝒪_E0$$

be an extension representing $`e`$. Let $`f:_1^1E`$ be the lifting of $`s_1:_1^1𝒪_E`$. Then the image of $`f`$ belongs to the following subextension $`E^{}`$:

$$0^1E^{}𝒪_E(D)0.$$

Note that this extension represents the class $`\phi (e)`$. Let $`g^{}:E^{}_0_1^1(D)`$ be the lifting of the map $`s_2^{}:^1_0_1^1(D)`$. Then according to Proposition 6.1 we have

$$MP(s_1^{},\phi (e),s_2^{})=g^{}f.$$

On the other hand, the push-out of the extension $`E`$ by the morphism $`^1^1(D)`$ coincides with extension

$$0^1(D)E^{}(D)𝒪_E0.$$

Thus, we have an embedding $`i:EE^{}(D)`$, such that $`i|_E^{}:E^{}E^{}(D)`$ is the natural map. In particular, we can take $`g=g^{}i:E_0_1^1`$ as the lifting of the map $`s_2:^1_0_1^1`$. Applying Proposition 6.1 again we obtain

$$MP(s_1,e,s_2)=gf$$

which finishes the proof. ∎

Thus, it suffices to study the case when the sections $`s_1`$ and $`s_2`$ have no common zeroes. In this case one has an exact sequence

(6.3)
$$0_1^1_2^1\stackrel{\alpha }{}_1^1_2^1\stackrel{\beta }{}𝒪_E0$$

where $`\alpha (s)=(ss_2,ss_1)`$, $`\beta (t_1,t_2)=t_1s_1+t_2s_2`$. Tensoring by $`_0`$ and considering the corresponding sequence of cohomologies we get the following exact complex $`C`$:

$$0H^0(E,_0)\stackrel{\delta _1}{}H^1(E,^1)\stackrel{\delta _0}{}H^1(E,_0_1^1)H^1(E,_0_2^1)0$$

###### Proposition 6.3.

For any $`tH^0(E,_0)`$ one has

$$MP(s_1,\delta _1(t),s_2)=t.$$

Proof. The class $`\delta _1(t)\mathrm{Ext}^1(_0^1,_1^1_2^1)`$ is represented by the extension

$$0_1^1_2^1E_0^10$$

where $`E=\beta ^1(t(_0^1)).`$ The morphism $`_0^1_1^1\stackrel{s_1}{}_0^1`$ lifts to the morphism

$$f:_0^1_1^1E:s(st,0),$$

while the morphism $`_1^1_2^1\stackrel{s_2}{}_1^1`$ lifts to the morphism

$$g:E_1^1:(t_1,t_2)t_1.$$

According to Proposition 6.1 we have

$$MP(s_1,\delta _1(t),s_2)=gf,$$

so the result follows from the above formulas for $`f`$ and $`g`$. ∎

The spaces $`K_{s_1,s_2}`$ can be considered as stalks of the sheaf $`𝒦`$ over the appropriate moduli stack. The Massey product gives a morphism from $`𝒦`$ to the bundle with the fibre $`H^0(E,_0)`$. The previous proposition shows that over an open part this is an isomorphism inverse to $`\delta _1`$. In the section 7.1 we will compute the map $`MP`$ in terms of indefinite theta series using (2.3) and applying the above proposition we will get a proof of Theorem 4. In order to get modular (or Jacobi) forms from the coefficients of the map $`MP`$ we can try to map various standard line bundles (trivialized by theta functions) to $`𝒦`$. Below we will present two ways to do it. The first uses the determinants and gives Jacobi forms. The second approach (see section 7.2) is more direct and produces modular forms but it requires additional assumptions on the integers $`(d_0,d_1,d_2)`$.

### 6.3. Determinantal approach

Let us consider the $`1`$-dimensional vector space

$$M=detH^1(E,^1)detH^1(E,_0_1^1)^{}detH^1(E,_0_2^1)^{}$$

where for a vector space $`V`$ we denote by $`detV`$ its top-degree wedge power. We claim that for fixed $`s_1`$ and $`s_2`$ there is a canonical map

$$e_{s_1,s_2}:M^{d_01}H^1(E,^1)^{}K_{s_1,s_2}$$

Indeed, in general for a linear map $`f:VW`$ between vector spaces of dimensions $`n`$ and $`nk`$ one can construct a linear map

$$k_f:detVdetW^{}^{k1}V^{}V$$

such that its image belongs to $`\mathrm{ker}(\varphi )`$ as follows. Start with the morphism

$$^{nk}f^{}:detW^{}=^{nk}W^{}^{nk}V^{}$$

and then consider the following composition

$$\varphi :detW^{}^{k1}V^{}^{nk}V^{}^{k1}V^{}^{n1}V^{}$$

where the second arrow is given by the wedge product. It remains to use the isomorphism $`^{n1}V^{}VdetV^{}`$. It is easy to see that the image of $`k_f`$ belongs to $`\mathrm{ker}(f)`$. If $`f`$ is not surjective then $`k_f=0`$, otherwise, $`k_f`$ surjects onto $`\mathrm{ker}(f)`$. The map $`e_{s_1,s_2}`$ is defined by applying this construction to the map

$$\delta _0:H^1(E,^1)H^1(E,_0_2^1)H^1(E,_0_1^1)$$

induced by compositions with $`s_1`$ and $`s_2`$ (note that dimensions of the spaces are $`d_1+d+2d_0`$ and $`d_1+d_22d_0`$). Composing $`e_{s_1,s_2}`$ with the map (6.2) above we obtain a linear map

$$MP_{s_1,s_2}^{det}:M^{d_01}H^1(E,^1)^{}H^0(E,_0):\xi MP(s_1,e_{s_1,s_2}(\xi ),s_2).$$

It is easy to see that if the sections $`s_1`$ and $`s_2`$ have a common zero then $`\delta _0`$ is not surjective, hence, $`MP_{s_1,s_2}^{det}=0`$.

We refer to , Appendix A, for the definition of determinants of complexes.

###### Proposition 6.4.

Assume that the divisors of $`s_1`$ and $`s_2`$ do not intersect. Then the map $`\pm MP_{s_1,s_2}^{det}`$ is equal to the composition

$$M^{d_01}H^1(E,^1)^{}M^{d_01}H^0(E,_0)^{}H^0(E,_0)$$

where the first arrow is induced by $`\delta _1^{}`$ and the second arrow is induced by the isomorphism $`MdetH^0(E,_0)`$ given by the canonical trivialization of the determinant of the exact complex $`C`$.

Proof. This follows from Proposition 6.3 and from the following observation. For an exact complex of the form

$$0K\stackrel{\delta _1}{}V\stackrel{\delta _0}{}W0$$

the map

$$k_{\delta _0}:detVdetW^{}^{dimK1}V^{}K$$

constructed above coincides (up to a sign) with the composition

$$detVdetW^{}^{dimK1}V^{}\stackrel{\delta _0^{}}{}detVdetW^{}^{dimK1}K^{}K$$

where $`detVdetW^{}detK`$ by the canonical trivialization of the determinant of this complex. ∎

###### Corollary 6.5.

Assume that $`d_0=1`$. Fix some bases in the spaces $`H^1(E,^1)`$, $`H^1(E,_0_i^1)`$ and $`H^0(E,_0)`$. Then we have

$$MP_{s_1,s_2}^{det}=\pm det(C,B)^1$$

where $`B`$ is the corresponding basis of the complex $`C`$.

### 6.4. Serre duality in homological mirror symmetry

The identification of $`\mathrm{Ext}^1`$-spaces in the Fukaya category and the category of bundles on elliptic curve $`E=E_\tau `$ uses the Serre duality in the following form (see ):

$$\mathrm{Hom}(V_1,V_2)\mathrm{Ext}^1(V_2,V_1):f(gd\overline{z})_E𝑑z\mathrm{Tr}(fgd\overline{z}).$$

In other words, this is a composition of the natural map

$$\mathrm{Hom}(V_1,V_2)\mathrm{Ext}^1(V_2,V_1)H^1(E,𝒪_E)$$

and the map

$$\varphi :H^1(E,𝒪_E):\alpha _E𝑑z\alpha $$

where $`\alpha `$ is a $`(0,1)`$-form. The map $`\varphi `$ is in turn equal to the composition of the isomorphism

$$H^1(E,𝒪_E)H^1(E,\omega _E)$$

induced by the holomorphic $`1`$-form $`\omega _0=2\pi idz`$ and the functional

$$I:H^1(E,\omega _E):\eta \frac{1}{2\pi i}_E\eta $$

where $`\eta `$ is a $`(1,1)`$-form. The factor of $`\frac{1}{2\pi i}`$ in the definition of $`I`$ is important because then $`I`$ admits an algebraic definition (in particular, it is defined over the field of definition of $`E`$). In fact, we can define the functional $`I:H^1(C,\omega _C)`$ for any Riemann surface $`C`$ by the same formula. Then the following property of $`I`$ shows that it is algebraically defined.

###### Lemma 6.6.

For every point $`pC`$ let $`e_pH^1(C,\omega _C)`$ be the class defined by the boundary homomorphism $`H^0(C,𝒪_p)H^1(C,\omega _C)`$ coming from the exact sequence

$$0\omega _C\omega _C(p)\stackrel{\mathrm{Res}_p}{}𝒪_p0.$$

Then $`I(e_p)=1`$.

Proof. Let $`UC`$ be an open disk containing $`p`$. Consider the Cech complex of $`\omega _C`$ associated with the covering $`(U,Cp)`$:

$$𝒞^{}:\omega _C(U)\omega _C(Cp)\omega _C(Up)$$

where the differential sends $`(\alpha _U,\alpha _p)`$ to $`\alpha _U|_{Up}\alpha _p|_{Up}`$. Since $`H^1(Cp,\omega _C)=H^1(U,\omega _C)=0`$ the complex $`𝒞^{}`$ computes the cohomology of $`\omega _C`$. The residue map

$$\mathrm{Res}_p:𝒞^1=\omega _C(Up)$$

descends to the functional $`I^{}:H^1(C,\omega _C)`$. It suffices to prove that $`I=I^{}`$. To this end let us consider the Cech complex associated with the same covering and with the complex of sheaves $`\mathrm{\Omega }^{1,0}\overline{}\mathrm{\Omega }^{1,1}`$ on $`C`$:

$$𝒞𝒟^{}:\mathrm{\Omega }^{1,0}(U)\mathrm{\Omega }^{1,0}(Cp)\stackrel{d_1}{}\mathrm{\Omega }^{1,1}(U)\mathrm{\Omega }^{1,1}(Cp)\mathrm{\Omega }^{1,0}(Up)\stackrel{d_2}{}\mathrm{\Omega }^{1,1}(Up)$$

where

$$d_1(\alpha _U,\alpha _p)=(\overline{}\alpha _U,\overline{}\alpha _p,\alpha _U|_{Up}\alpha _p|_{Up}),$$

$$d_2(\eta _U,\eta _p,\beta )=\eta _U|_{Up}\eta _p|_{Up}\overline{}\beta .$$

The complex $`𝒞𝒟^{}`$ is concentrated in degrees $`[0,2]`$. We have natural morphisms of complexes $`𝒞^{}𝒞𝒟^{}`$ and $`\mathrm{\Omega }^{1,}(C)𝒟^{}`$ inducing isomorphisms on cohomologies. Now we define the functional $`\stackrel{~}{I}:𝒞𝒟^1`$ by the formula

$$\stackrel{~}{I}(\eta _U,\eta _p,\beta )=\frac{1}{2\pi i}_D\eta _U\frac{1}{2\pi i}_{CD}\eta _p+\frac{1}{2\pi i}_D\beta $$

where $`DU`$ is a smaller disk containing $`p`$. It is easy to check that $`\stackrel{~}{I}d_1=0`$, hence, $`\stackrel{~}{I}`$ descends to a functional

$$\stackrel{~}{I}:H^1(C,\omega _C)H^1(𝒞𝒟^{}).$$

If $`\eta `$ is a global $`(1,1)`$-form then

$$\stackrel{~}{I}(\eta |_U,\eta |_{Cp},0)=\frac{1}{2\pi i}_C\eta ,$$

hence $`\stackrel{~}{I}=I`$. On the other hand, if $`\alpha `$ is a holomorphic $`1`$-form on $`Up`$ then

$$\stackrel{~}{I}(0,0,\alpha )=\mathrm{Res}_p(\alpha ),$$

hence $`\stackrel{~}{I}=I^{}`$. ∎

### 6.5. Boundary homomorphism

Below we will need to calculate the matrices of $`\delta _1`$ and $`\delta _0`$ with respect to the standard bases of the terms of the complex $`C`$ (coming from Serre duality and the bases of theta functions in the spaces of global sections) for any pair of sections $`s_1,s_2`$ with no common zeroes. The components of $`\delta _0`$ are just the compositions with $`s_1`$ and $`s_2`$ so they are given by theta functions. On the other hand, the map

$$\delta _1:H^0(E,_0)H^1(E,^1)$$

is the composition with the class $`\delta (s_1,s_2)H^1(E,_1^1_2^1)`$ corresponding to the extension (6.3). Via Serre duality $`\delta _1`$ corresponds to a bilinear form

$$B_{s_1,s_2}:H^0(E,_0)H^0(E,)H^0(E,_1_2)$$

induced by the functional on $`H^0(E,_1_2)`$ dual to the class $`\delta (s_1,s_2)`$ (recall that we always use the trivialization of $`\omega _E`$ given by the form $`2\pi idz`$).

###### Lemma 6.7.

Assume that $`s_1`$ and $`s_2`$ have no common zeroes. Then one has

$$B_{s_1,s_2}(s,t)=\underset{xZ(s_1)}{}\mathrm{Res}_x(\frac{2\pi is(z)t(z)dz}{s_1(z)s_2(z)})$$

where $`Z(s_1)`$ is the divisor of zeroes of $`s_1`$.

Proof. Applying the octahedron axiom to the composition of arrows $`_1^1_1^1_2^1\stackrel{\beta }{}𝒪_E`$ one can easily derive that the class $`\delta (s_1,s_2)`$ can be represented as the following composition:

$$𝒪_E𝒪_{Z(s_1)}_1^1_2^1[1]$$

where the first arrow is the canonical one, the second arrow comes from the exact triangle

$$_1^1_2^1\stackrel{s_1}{}_2^1𝒪_{Z(s_1)}_1^1_2^1[1]$$

(here we use the natural trivialization of $`_2|_{Z(s_1)}`$ induced by $`s_2`$). In other words, this element in $`\mathrm{Ext}^1(𝒪_{Z(s_1)},_1^1_2^1)`$ corresponds to the functional on $`H^0(E,_1_2|_{Z(s_1)})`$ which at the point $`xZ(s_1)`$ is equal to

$$\mathrm{Res}_x(\frac{2\pi idz}{s_1(z)s_2(z)})$$

## 7. Calculations

In this section we will use homological mirror symmetry to relate the Massey products considered in section 6.2 to indefinite theta series. We keep the notations of the previous section.

### 7.1. Proof of Theorem 4

Let us fix a pair of complex numbers $`v_1\tau w_1`$ and $`v_2\tau w_2`$ where $`v_i,w_i`$. Now consider the following $`4`$ objects in the Fukaya category: $`(L_0=L(0,0),0)`$, $`(L_1=L(d_1,d_1v_1),d_1w_1)`$, $`(L_2=L(d_0d_2,d_2v_2),d_2w_2)`$, $`(L_3=L(d_0,0),0)`$. Let $`_\tau `$ be the basic line bundle on $`E=E_\tau `$ such that $`\theta (z)=\theta (z,\tau )`$ is a section of $`_\tau `$. Under the equivalence with the category of bundles on $`E`$ our $`4`$ objects correspond to $`𝒪_E`$, $`_1`$, $`_0_2^1`$ and $`_0`$ respectively, where $`_1=t_{v_1\tau w_1}^{}_\tau ^{d_1}`$, $`_2=t_{v_2\tau +w_2}^{}_\tau ^{d_2}`$, $`_0=_\tau ^{d_0}`$. Let $`\mathrm{\Lambda }^+=\mathrm{\Lambda }^+(0,d_1,d_0d_2,d_0)`$ be the corresponding rank $`2`$ lattice. Let us denote by $`𝐱=(x_0,x_1,x_2,x_3)`$ the element of $`\mathrm{\Lambda }^+`$ such that $`x_0=v_1\tau w_1`$ and $`x_3=v_2\tau w_2`$ (thus, $`x_1=\frac{(dd_1)x_0+d_2x_3}{d}`$, $`x_2=\frac{(dd_2)x_3+d_1x_0}{d}`$).

We start by fixing bases in all the relevant vector spaces. According to section 2.2 we have a natural isomorphism

$$\mathrm{Hom}(L_0,L_1)H^0(E,_1)$$

which identifies the basis $`(e_{01}(0,a),a/d_1)`$ with $`(\theta _{d_1,a}(z+x_0,\frac{\tau }{d_1}),a/d_1)`$. Similarly,

$$\mathrm{Hom}(L_2,L_3)H^0(E,_2)$$

such that $`e_{23}(0,a)`$, $`a/d_2`$, corresponds to $`\theta _{d_2,a}(zx_3,\frac{\tau }{d_2})`$. On the other hand,

$$\mathrm{Hom}^1(L_1,L_2)H^1(E,^1)H^0(E,)^{}$$

in such a way that the basis $`(e_{12}(0,a),a/d)`$ is dual to the basis $`(\theta _{d,a}(z+x_0+x_1,\frac{\tau }{d}),a/d)`$. Finally, the space $`\mathrm{Hom}^1(L_0,L_2)H^1(E,_0_2^1)`$ (resp. $`\mathrm{Hom}^1(L_1,L_3)H^1(E,_0_1^1)`$) has the basis $`(e_{02}(0,a),a/(d_2d_0))`$ (resp. $`(e_{13}(0,a),a/(d_1d_0))`$) and the space $`\mathrm{Hom}(L_0,L_3)H^0(E,_0)`$ has the basis $`(e_{03}(0,a),a/d_0)`$ identified with $`(\theta _{d_0,a}(z,\frac{\tau }{d_0}),a/d_0)`$.

We are going to compute explicitly the map (6.2) for $`s_1=\theta _{d_1}(z+x_0,\frac{\tau }{d_1})H^0(E,_1)`$ and $`s_2=\theta _{d_2}(zx_3,\frac{\tau }{d_2})H^0(E,_2)`$ (the corresponding morphisms in the Fukaya category are $`e_{01}=e_{01}(0,0)`$ and $`e_{23}=e_{23}(0,0)`$).

First, using the formula (2.2) one can easily compute the matrix of $`\delta _0`$. Namely, we have

$`m_2(e_{01},e_{12}(0,k))={\displaystyle \underset{n/I_1}{}}\theta _{I_1,\frac{k}{d}n}(p_1x_1,p_1\tau )e_{02}(0,k+dn),`$
$`m_2(e_{12}(0,k),e_{23})={\displaystyle \underset{n/I_2}{}}\theta _{I_2,\frac{k}{d}+n}(p_2x_2,p_2\tau )e_{13}(0,k+dn),`$
where $`I_i=\frac{dd_i}{d_i}`$, $`p_i=\frac{d_id}{dd_i}`$, $`i=1,2`$. In these formulas we fix a representative of $`k`$ in $``$. The change of a representative corresponds to a shift of the summation variable $`n`$. Here is a better way to write these formulas which doesn’t require a choice of a representative of $`k`$:

$`m_2(e_{01},e_{12}(0,k))={\displaystyle \underset{n/dI_1,nk(d)}{}}\theta _{I_1,\frac{n}{d}}(p_1x_1,p_1\tau )e_{02}(0,n),`$
(7.1) $`m_2(e_{12}(0,k),e_{23})={\displaystyle \underset{n/dI_2,nk(d)}{}}\theta _{I_2,\frac{n}{d}}(p_2x_2,p_2\tau )e_{13}(0,n),`$
Note that the coefficient of $`m_2(e_{01},e_{12}(0,k))`$ (resp. $`m_2(e_{12}(0,k),e_{23})`$) with $`e_{02}(0,i)`$ (resp. $`e_{13}(0,j)`$) is non-zero only if $`ki(d,dd_1)`$ (resp. $`kj(d,dd_2)`$). Now it is easy to deduce that an element $`e=_{k/d}c_ke_{12}(0,k)`$ (where $`c_k`$) belongs to the subspace $`K_{s_1,s_2}=\mathrm{ker}(\delta _0)`$ if and only if

$`{\displaystyle \underset{n/dI_1,ni(dd_1)}{}}c_n\theta _{I_1,\frac{n}{d}}(p_1x_1,p_1\tau )=0,`$
(7.2) $`{\displaystyle \underset{n/dI_2,nj(dd_2)}{}}c_n\theta _{I_2,\frac{n}{d}}(p_2x_2,p_2\tau )=0`$
for all $`i/(dd_1)`$ and $`j/(dd_2)`$.

Assume first that $`x_1`$ and $`x_2`$ are sufficiently generic, so that the corresponding circles in $`^2/^2`$ form a transversal configuration. Then we can use (2.3) to compute the relevant triple Fukaya products. Note that the projection $`(n_0,n_1,n_2,n_3)(n_0,n_3)`$ defines an isomorphism of the lattice $`\mathrm{\Lambda }^+`$ with the lattice

$$\mathrm{\Lambda }_{d_1,d_2,d}=\{(m,n)^2:d_1md_2n(d)\}.$$

On the other hand, the projection $`(n_0,n_1,n_2,n_3)(n_1,n_2)`$ maps $`\mathrm{\Lambda }^+`$ onto $`\mathrm{\Lambda }_{d_1,d_2,d_0}`$. Thus, we have

$`m_3(e_{01},e_{12}(0,k),e_{23})=`$
$`{\displaystyle \underset{(n_1,n_2)^2/\mathrm{\Lambda }_{d_1,d_2,d_0}}{}}\mathrm{\Theta }_{\mathrm{\Lambda }_{d_1,d_2,d},Q,mn>0;(\frac{k+d_2n_2d_1n_1}{d_0}n_1,\frac{k+d_2n_2d_1n_1}{d_0}n_2)}(x_0,x_3;\tau )`$
$`e_{03}(0,k+d_2n_2d_1n_1)`$
for $`k/d`$, where the form $`Q`$ is given by

$$Q(m,n)=\frac{1}{d}(d_1(dd_1)m^2+2d_1d_2mn+(dd_2)d_2n^2)$$

Let $`(e_{03}^{}(0,l),0l<d_0)`$ be the dual basis to $`(e_{03}(0,l))`$. Then for $`e=_kc_ke_{12}(0,k)`$ we have

$$\stackrel{~}{F}_l:=e_{03}^{}(0,l),MP(s_1,e,s_2)=\underset{k}{}c_ke_{03}^{}(0,l),m_3(e_{01},e_{12}(0,k),e_{23})=\underset{k}{}C_{l,k}c_k$$

where $`C_{l,k}`$ is zero unless $`kl(d_0,d_1,d_2)`$ in which case

$$C_{l,k}=\mathrm{\Theta }_{\mathrm{\Lambda }_{d_1,d_2,d},Q,mn>0;(\frac{l}{d_0}in_1,\frac{l}{d_0}+in_2)}(x_0,x_3;\tau )$$

where $`n_1`$, $`n_2`$, and $`i`$ are some integers satisfying

$$k+d_2n_2d_1n_1=l+d_0i.$$

Denoting $`m_1=in_1`$, $`m_2=in_2`$ we can rewrite this formula as follows:

(7.3)
$$C_{l,k}=\mathrm{\Theta }_{\mathrm{\Lambda }_{d_1,d_2,d},Q,mn>0;(\frac{l}{d_0}+m_1,\frac{l}{d_0}+m_2)}(x_0,x_3;\tau )$$

where $`(m_1,m_2)^2/\mathrm{\Lambda }_{d_1,d_2,d}`$ is defined by the congruence

$$d_2m_2d_1m_1kl(d).$$

Thus, we have

$`\stackrel{~}{F}_l={\displaystyle \underset{(m_1,m_2)^2/\mathrm{\Lambda }_{d_1,d_2,d}}{}}c_{d_2m_2d_1m_1+l}\mathrm{\Theta }_{\mathrm{\Lambda }_{d_1,d_2,d},Q,mn>0;(\frac{l}{d_0}+m_1,\frac{l}{d_0}+m_2)}(x_0,x_3;\tau )=`$
$`{\displaystyle \underset{(m,n)^2}{}}ϵ(m,n)c_{d_2nd_1m+l}\mathrm{exp}(\pi i\tau Q(m{\displaystyle \frac{l}{d_0}},n+{\displaystyle \frac{l}{d_0}})2\pi i[d_1x_1(m{\displaystyle \frac{l}{d_0}})+d_2x_2(n+{\displaystyle \frac{l}{d_0}})])=`$
$`{\displaystyle \underset{(m,n)^2}{}}ϵ(m,n)c_{d_1md_2n+l}\mathrm{exp}(\pi i\tau Q(m+{\displaystyle \frac{l}{d_0}},n{\displaystyle \frac{l}{d_0}})+2\pi i[d_1x_1(m+{\displaystyle \frac{l}{d_0}})+d_2x_2(n{\displaystyle \frac{l}{d_0}})])`$
where $`ϵ(m,n)=0`$ unless $`(m\frac{l}{d_0}+\alpha (x_0))(n+\frac{l}{d_0}+\alpha (x_3))>0`$ in which case $`ϵ(m,n)=\mathrm{sign}(m\frac{l}{d_0}+\alpha (x_0))`$. Now an easy computation shows that the conditions (7.1) are equivalent to the system of equations

$`{\displaystyle \underset{m}{}}c_{d_1md_2n_0+l}\mathrm{exp}(\pi i\tau Q(m+{\displaystyle \frac{l}{d_0}},n_0{\displaystyle \frac{l}{d_0}})+2\pi id_1x_1(m+{\displaystyle \frac{l}{d_0}}))=0,`$
$`{\displaystyle \underset{n}{}}c_{d_1m_0d_2n+l}\mathrm{exp}(\pi i\tau Q(m_0+{\displaystyle \frac{l}{d_0}},n{\displaystyle \frac{l}{d_0}})+2\pi id_2x_2(n{\displaystyle \frac{l}{d_0}}))=0,`$
where $`m_0,n_0`$, $`0l<d_0`$. Therefore, in the notation of Theorem 4 we obtain

$$\stackrel{~}{F}_l=\underset{(m,n)^2}{}ϵ(m,n)c_{d_1md_2n+l}a_{m,n,l},$$

and the above system is equivalent to the condition (0.4). This implies that one can replace the summation scheme defining $`\stackrel{~}{F}_l`$ to the summation over $`m,n0`$ and $`m,n<0`$ (with signs “minus” and “plus”, respectively). Hence, we obtain $`\stackrel{~}{F}_l=F_l`$ (the latter series is defined in the formulation of Theorem 4), i.e.,

(7.4)
$$e_{03}^{}(0,l),MP(s_1,e,s_2)=F_l.$$

Now assume that the sections $`s_1`$ and $`s_2`$ have no common zeroes. Then we claim that formula (7.4) holds without any further genericity assumption on $`x_1`$ and $`x_2`$. Indeed, as we have seen in section 6.2, when the data $`(_0,_1,_2,s_1,s_2)`$ vary in such a way that $`s_1`$ and $`s_2`$ have no common zeroes, the vector spaces $`K_{s_1,s_2}`$ can be viewed as fibers of a vector bundle on the space of parameters. Furthermore, the map $`MP:K_{s_1,s_2}H^0(E,_0)`$ varies continuously with parameters. Since $`F_l`$ is also a continuous function of $`x_1`$, $`x_2`$ and $`(c_k)`$ varying in the vector bundle defined by (0.4), we derive that equation (7.4) holds whenever $`s_1`$ and $`s_2`$ have no common zeroes.

Finally, we are going to combine the result of section 6.5 with Proposition 6.3 to derive the system of equations for $`F_l`$. We have

$$\delta _1(e_{03}(0,l))=\underset{k/d}{}D_{k,l}e_{12}(0,k),$$

where

$$D_{k,l}=B_{s_1,s_2}(\theta _{d_0,l}(z,\frac{\tau }{d_0}),\theta _{d,k}(z+x_0+x_1,\frac{\tau }{d})).$$

The divisor $`Z(s_1)`$ consists of the points $`(x_0+z(a),a/d_1)`$ where

$$z(a)=\frac{\tau }{2}+\frac{1}{2d_1}+\frac{a}{d_1}$$

Therefore, according to Lemma 6.7 one has

$`D_{k,l}={\displaystyle \underset{a/d_1}{}}\mathrm{Res}_{x_0+z(a)}({\displaystyle \frac{2\pi i\theta _{d_0,l}(z,\frac{\tau }{d_0})\theta _{d,k}(z+x_0+x_1,\frac{\tau }{d})dz}{\theta _{d_1}(z+x_0,\frac{\tau }{d_1})\theta _{d_2}(zx_3,\frac{\tau }{d_2})}})=`$
$`{\displaystyle \underset{a/d_1}{}}{\displaystyle \frac{2\pi i\theta _{d_0,l}(x_0+z(a),\frac{\tau }{d_0})\theta _{d,k}(x_1+z(a),\frac{\tau }{d})}{\theta _{d_1}^{}(z(a),\frac{\tau }{d_1})\theta _{d_2}(x_1+x_2+z(a),\frac{\tau }{d_2})}}=`$
$`{\displaystyle \frac{2\pi i}{d_1\theta _{}^{}(\frac{d_1\tau +1}{2},d_1\tau )}}{\displaystyle \underset{a/d_1}{}}{\displaystyle \frac{\theta _{d_0,l}(\frac{(d_2d)x_1+d_2x_2}{d_0}+z(a),\frac{\tau }{d_0})\theta _{d,k}(x_1+z(a),\frac{\tau }{d})}{\theta _{d_2}(x_1+x_2+z(a),\frac{\tau }{d_2})}},`$
where we denote $`\theta _{}^{}(z,\tau )=\frac{}{z}\theta _{}(z,\tau ).`$ It is easy to see that this formula is equivalent to the formula for $`D_{k,l}`$ in Theorem 4. Now Proposition 6.3 implies that

$$e=\delta _1(\underset{l}{}F_le_{03}(0,l))=\underset{k,l}{}D_{k,l}F_le_{12}(0,k).$$

Equating the coefficients with $`e_{12}(0,k)`$ we get the system of linear equations on $`F_l`$. It remains to notice that disjointness of the divisors of $`s_1`$ and $`s_2`$ is equivalent to the condition (0.3) of Theorem 4.

### 7.2. Examples of modular indefinite theta series

Let us assume that $`(dd_i)|d`$ for $`i=1,2`$. Choose an integer $`f`$ such that $`f|d`$ and $`(dd_i)|f`$ for $`i=1,2`$ and set

$$c_k=\{\begin{array}{cc}1,k0(f),\hfill & \\ 0,k0(f)\hfill & \end{array}$$

Then the conditions (7.1) boil down to the following pair of equations:

$`\theta _{\frac{f}{d}}(p_1x_1,p_1\tau )=0,`$
$`\theta _{\frac{f}{d}}(p_2x_2,p_2\tau )=0.`$
Hence, we can set

(7.5)
$$x_i=s_i\frac{f\tau }{2d}+r_i\frac{dd_i}{2fd_i},i=1,2,$$

where $`s_i`$, $`r_i`$ are odd integers, to satisfy these equations. Now Theorem 4 implies that the series

$$F_0=\underset{(m,n)^2,d_1md_2n(f)}{\overset{indef}{}}\mathrm{exp}(\pi i\tau Q(m,n)+2\pi i(d_1x_1m+d_2x_2n))$$

multiplied by the appropriate factor $`\mathrm{exp}(\pi ic\tau )`$ with $`c`$, is modular. More precisely, we can apply Theorem 4 directly only if the condition (0.3) is satisfied, i.e. the corresponding section $`s_1`$ and $`s_2`$ have no common zeroes. Otherwise, we first use Lemma 6.2 to reduce to this case.

Let us denote by $`f_0`$ the least common multiple of $`dd_1`$ and $`dd_2`$. Notice that the congruence $`d_1md_2n0(f)`$ implies that $`(dd_1)m`$ and $`(dd_2)n`$ belong to $`f_0`$. So we can take $`\frac{(dd_1)m}{f_0}`$ and $`\frac{(dd_2)n}{f_0}`$ as the new summation variables. Then we get

$`F_0={\displaystyle \underset{(m,n)^2,mn(\frac{f}{f_0})}{\overset{indef}{}}}\mathrm{exp}(\pi i\tau {\displaystyle \frac{f_0^2}{d}}({\displaystyle \frac{d_1}{dd_1}}m^2+{\displaystyle \frac{2d_1d_2}{(dd_1)(dd_2)}}mn+{\displaystyle \frac{d_2}{dd_2}}n^2)+`$
$`\pi i\tau {\displaystyle \frac{ff_0}{d}}({\displaystyle \frac{d_1}{dd_1}}s_1m+{\displaystyle \frac{d_2}{dd_2}}s_2n)+\pi i{\displaystyle \frac{f_0}{f}}(r_1m+r_2n))`$
To find the factor $`\mathrm{exp}(\pi ic\tau )`$ above recall that for $`N>0`$ the functions

$$\mathrm{exp}(\pi i\tau N\lambda ^2)\theta _{N,i}(\lambda \tau +\mu ,\frac{\tau }{N})$$

where $`i`$, $`\lambda ,\mu `$, $`\lambda >0`$, and

$$\mathrm{exp}(\pi i\tau N/4)\theta _{}^{}(\frac{N\tau +1}{2},N\tau )$$

are modular. Hence,

$$\mathrm{exp}(\pi i\tau (d_0(\frac{f}{2dd_0}((d_2d)s_1+d_2s_2)+\frac{1}{2})^2+d(\frac{f}{2d}s_1+\frac{1}{2})^2d_2(\frac{f}{2d}(s_1+s_2)+\frac{1}{2})^2\frac{d_1}{4}))D_{k,l}$$

are modular. Simplifying we conclude that

(7.6)
$$\mathrm{exp}(\pi i\tau \frac{f^2}{4d^2d_0}(d_1(d_2d)s_1^2+2d_1d_2s_1s_2+d_2(d_1d)s_2^2))F_0$$

is modular.

Proof of Theorem 2. Let $`a,b,c,p`$ be positive integers such that $`a|b`$, $`c|b`$, $`p|(b/a+1)`$, $`p|(c/a+1)`$, $`D=b^2ac>0`$. Then we set $`d_1=b(b+a)`$, $`d_2=b(b+c)`$, $`d=(b+a)(b+c)`$, $`d_0=D`$, $`f=(b+a)(b+c)p/h`$, where $`h`$ is the greatest common divisor of $`b/a+1`$ and $`b/c+1`$, so that we are in the situation considered above. We can rewrite the series (7.6) using the change of variables

$$\tau =\frac{ach^2}{b(b+a)(b+c)}\tau ^{}.$$

Then the above argument implies the modularity of the series

$$q^{\frac{p^2ac(2bs_1s_2as_1^2cs_2^2)}{8D}}\underset{(m,n)^2,mn(p)}{\overset{indef}{}}\zeta _{2p}^{r_1m+r_2n}q^{bmn+a\frac{m^2+mps_1}{2}+c\frac{n^2+nps_2}{2}},$$

where $`\zeta _{2p}`$ is a primitive root of $`1`$ of order $`2p`$ and $`r_1,r_2,s_1,s_2`$ are odd integers. Note that we have

$$\zeta _{2p}^{r_1m+r_2n}=\{\begin{array}{cc}\zeta _p^{\frac{r_1+r_2}{2}m},\text{ if }mn(2p),\hfill & \\ \zeta _p^{\frac{r_1+r_2}{2}m},\text{ if }mn+p(2p).\hfill & \end{array}$$

Thus, the above series is equal to

$$q^{\frac{p^2ac(2bs_1s_2as_1^2cs_2^2)}{8D}}\underset{(m,n)^2,mn(p)}{\overset{indef}{}}(1)^{\frac{nm}{p}}\zeta _p^{\frac{r_1+r_2}{2}m}q^{bmn+a\frac{m^2+mps_1}{2}+c\frac{n^2+nps_2}{2}}.$$

Since $`\frac{r_1+r_2}{2}`$ can be an arbitrary integer we derive that for any residue $`r/p`$ the series

$$q^{\frac{p^2ac(2bs_1s_2as_1^2cs_2^2)}{8D}}\underset{(m,n)^2,mnr(p)}{\overset{indef}{}}(1)^{\frac{nm}{p}}q^{bmn+a\frac{m^2+mps_1}{2}+c\frac{n^2+nps_2}{2}}$$

is modular. ∎

Proof of Theorem 6. Let us denote the series $`F_l`$ considered above by $`F_l(s_1,s_2)`$ to show their dependence on a pair of odd integers $`s_1,s_2`$. Note that using the change of variables from the proof of Theorem 2 we can identify $`f_{s_1,s_2}`$ with $`F_0(s_1,s_2)`$ multiplied by some power of $`q`$. By definition $`F_l(s_1,s_2)=0`$ unless $`l(dd_1)+(dd_2)`$. On the other hand, an easy computation shows that for all $`l_1,l_2`$ one has

$$F_0(s_1+2\frac{h}{p}l_1,s_2+2\frac{h}{p}l_2)=\zeta F_{(dd_1)l_2(dd_2)l_1}(s_1,s_2)$$

where $`\zeta `$ is a root of unity. The assumption in Theorem 6 is precisely the condition (0.3) for the pair $`x_1,x_2`$ defined by (7.5). By Theorem 4 at least one series among $`F_l`$ is non-zero which implies our statement. ∎

The simplest examples of identities that can be derived from the above computations are obtained in the case $`d_0=1`$. Then $`d=d_1+d_21`$ so the conditions $`(dd_1)|d`$, $`(dd_2)|d`$ are satisfied only in the following cases (assuming that $`d_1d_2`$): (i) $`d_1=d_2=2`$; (ii) $`d_1=2`$, $`d_2=3`$; and (iii) $`d_1=3`$, $`d_2=4`$. In case (i) we obtain formula (0.5) taking $`f=1`$. In case (ii) we get identities (0.6), (0.7) and (0.8). More precisely, the case $`f=4`$ leads to (0.6) while in the case $`f=2`$ we get identities (0.7) and (0.8) corresponding to the cases $`s_1s_2(4)`$ and $`s_1s_2(4)`$. In case (iii) above the assumption (0.3) of Theorem 4 is never satisfied, so we do not get any new identity.

One can also consider the degenerate case $`d_0=d_1<d_2=d`$ in the above picture. The coefficients of the Massey products in this case are given by the series (0.9). Application of the above analysis implies that this is a meromorphic Jacobi form of weight $`1`$ as claimed in Theorem 8. On the other hand, we obtain its expression in terms of theta functions. The case $`a=1`$ is well known (see , Section 486, or  (5.26), or ). In the case $`a=2`$ we get for any odd $`s`$

(7.7)
$$\underset{n}{}\frac{q^{\frac{n^2+ns}{2}}}{1q^{2n}u}=\phi (q^2)^3\frac{_nq^{2n^2+n(s2)}u^n}{(_n(1)^nq^{n^2n}u^n)(_nq^{2n^2+n(s2)})},$$

where $`\phi (q)=_{n1}(1q^n)`$.

### 7.3. String functions for $`A_1^{(1)}`$

In the paper  the authors discovered a relation between the string functions of irreducible highest weight representations of affine Lie algebra $`𝔤`$ of type $`A_1^{(1)}`$ and Hecke’s modular forms for certain indefinite quadratic modules. Namely, for every dominant weight $`\mathrm{\Lambda }`$ and every weight $`\lambda `$ they define the string function $`c_\lambda ^\mathrm{\Lambda }(\tau )`$ which describes a part of the character of the irreducible $`𝔤`$-module with highest weight $`\mathrm{\Lambda }`$ (see ). One of the formulas they get for this function (, bottom of page 258) is

$$\eta (\tau )^3c_\lambda ^\mathrm{\Lambda }(\tau )=\underset{k,n\frac{1}{2},kn(),k|n|\text{or}k>|n|}{}(1)^{2k}\mathrm{sign}(k+\frac{1}{4})q^{(m+2)(k+A)^2m(n+B)^2},$$

where $`m`$ is the level of $`\mathrm{\Lambda }`$ (the value of $`\mathrm{\Lambda }`$ on the central generator), $`A`$ and $`B`$ are rational numbers determined by $`\mathrm{\Lambda }`$ and $`\lambda `$, such that $`2(m+2)A\pm 2mB`$ are odd integers. Taking $`kn`$ and $`k+n`$ as new summation variables we can rewrite this series as follows:

$$q^{\frac{2bs_1s_2s_1^2s_2^2}{8(b^21)}}\underset{k,n}{\overset{indef}{}}(1)^{k+n}q^{(m+1)kn+\frac{k^2+s_1k}{2}+\frac{n^2+s_2n}{2}},$$

where $`s_1=2(m+2)A+2mB`$, $`s_2=2(m+2)A2mB`$. As shown in  this series is equal to

$$\mathrm{\Theta }_{^2,Q;(A,B)}^H,$$

where the quadratic form $`Q`$ on $`^2`$ is given by $`Q(x,y)=2(m+2)x^22my^2`$. Below we generalize this observation to other series considered in Theorem 2.

### 7.4. Proof of Theorem 3

As we observed above one can replace the condition $`(m+\frac{1}{2})(n+\frac{1}{2})>0`$ in the definition of the series from Theorem 2 by any condition of the form $`(m+\alpha )(n+\beta )>0`$ where $`\alpha ,\beta `$ (due to the vanishing of the similar sum along the lines parallel to the generators on the cone). So we can write this series as follows:

$$F=\underset{(m,n)pp+𝐜,(m+\frac{1}{4D})(n+\frac{1}{4D})>0}{}\mathrm{sign}(m+\frac{1}{4D})(1)^{m_0+n_0}q^{\frac{am^2+2bmn+cn^2}{2}},$$

where $`𝐜=(r+\frac{pc(bs_2as_1)}{2D},r+\frac{pa(bs_1cs_2)}{2D})`$, $`(m_0,n_0)^2`$ is defined by $`(m,n)=p(m_0,n_0)+𝐜`$. Let us take $`m^{}=m/p`$ and $`n^{}=(n+\frac{b}{c}m)/p`$ as the new summation variables. Note that if $`(m,n)=p(m_0,n_0)+𝐜`$ then

$$(m^{},n^{})=(m_0,n_0+\frac{b}{c}m_0)+(\frac{r}{p}+\frac{acs}{2D},r\frac{b/c+1}{p}+\frac{s_2}{2}),$$

where $`s=s_1+\frac{b}{a}s_2`$. Thus, $`(m^{},n^{})`$ runs through the coset $`^2+(\frac{r}{p}+\frac{acs}{2D},\frac{1}{2})`$ intersected with the cone $`(m^{}+\epsilon )(n^{}\frac{b}{c}m^{}+\epsilon )>0,`$ where $`\epsilon >0`$ is sufficiently small. Therefore, we can write

$$\pm F=\underset{(m,n)^2+(\frac{r}{p}+\frac{acs}{2D},\frac{1}{2}),(m+\epsilon )(n\frac{b}{c}m+\epsilon )>0}{}\mathrm{sign}(m+\epsilon )(1)^{n_0+(\frac{b}{c}+1)m_0}q^{p^2(cn^2\frac{D}{c}m^2)},$$

where $`(m,n)=(m_0,n_0)+(\frac{r}{p}+\frac{acs}{2D},\frac{1}{2})`$ (the sign in front of $`F`$ depends on the parity of $`r(b/c+1)/p+(s_21)/2`$). Now the lattice $`\mathrm{\Lambda }`$ defined in the formulation of the theorem comes into play. Namely, splitting the above sum in two pieces according to the parity of $`n_0+(\frac{b}{c}+1)m_0`$ we obtain

$`\pm F={\displaystyle \underset{(m,n)(\mathrm{\Lambda }+(\frac{r}{p}+\frac{acs}{2D},\frac{1}{2}))C}{}}\mathrm{sign}(m+\epsilon )q^{\frac{p^2}{2}Q(m,n)}`$
$`{\displaystyle \underset{(m,n)(\mathrm{\Lambda }+(\frac{r}{p}+\frac{acs}{2D},\frac{1}{2}))C}{}}\mathrm{sign}(m+\epsilon )q^{\frac{p^2}{2}Q(m,n)},`$
where $`C`$ is the cone $`(m+\epsilon )(n\frac{b}{c}m+ϵ)>0`$. It is convenient to identify the lattice $`\mathrm{\Lambda }`$ with a $``$-submodule in the field $`K=(\sqrt{D})`$ by associating to $`(m,n)\mathrm{\Lambda }`$ the element $`cn+m\sqrt{D}`$. Then we have

$$\frac{1}{2}Q(m,n)=\frac{1}{c}\mathrm{Nm}(cn+m\sqrt{D}).$$

For two non-zero elements $`k_1,k_2K`$ let us denote by $`k_1,k_2=_{>0}k_1+_{>0}k_2`$, $`[k_1,k_2]=_0k_1+_0k_2`$, $`k_1,k_2]=_0k_1+_{>0}k_2`$. The intersection of a $`\mathrm{\Lambda }`$-coset with the cone $`C`$ is equal to its intersection with the set $`[1,b+\sqrt{D}]1,b\sqrt{D}`$. Making the change of variables $`(m,n)(m,n)`$ in the second sum of the above expression for $`\pm F`$ we can write:

$`\pm F={\displaystyle \underset{(m,n)(\mathrm{\Lambda }+𝐜)([1,b+\sqrt{D}]1,b\sqrt{D})}{}}\mathrm{sign}(m+\epsilon )q^{\frac{p^2}{2}Q(m,n)}`$
$`{\displaystyle \underset{(m,n)(\mathrm{\Lambda }+𝐜)([1,b+\sqrt{D}]1,b\sqrt{D})}{}}\mathrm{sign}(m+\epsilon )q^{\frac{p^2}{2}Q(m,n)},`$
where $`𝐜=(\frac{r}{p}+\frac{acs}{2D},\frac{1}{2})`$. Since $`\mathrm{\Lambda }+𝐜`$ doesn’t contain zero, the obtained series is equal to

$$\underset{(m,n)(\mathrm{\Lambda }+𝐜)(b\sqrt{D},b+\sqrt{D}]b\sqrt{D},b+\sqrt{D}])}{}\mathrm{sign}(cn+m\sqrt{D})q^{\frac{p^2}{2}Q(m,n)}.$$

Let us consider the totally positive element $`ϵ=\frac{b+\sqrt{D}}{b\sqrt{D}}K`$. Since $`\mathrm{Nm}(ϵ)=1`$ the multiplication by $`ϵ`$ preserves the quadratic form $`Q`$ on $`\mathrm{\Lambda }`$. The direct computation shows that the multiplication by $`ϵ`$ preserves also $`\mathrm{\Lambda }+𝐜`$, so we have

$$\pm F=\underset{(m,n)(\mathrm{\Lambda }+𝐜)(Q>0)/G_ϵ}{}\mathrm{sign}(cn+m\sqrt{D})q^{\frac{p^2}{2}Q(m,n)},$$

where $`G_ϵK^{}`$ is the subgroup generated by $`ϵ`$. Let $`G`$ be the subgroup of the group $`\mathrm{ker}(\mathrm{Nm}:K^{}^{})`$ consisting of elements $`k`$ such that $`k`$ is totally positive and $`k(+𝐜)=+𝐜`$. Then $`G_ϵ`$ is a subgroup of finite index in $`G`$, so we have

$$\pm F=|G/G_ϵ|\underset{(m,n)(\mathrm{\Lambda }+𝐜)(Q>0)/G}{}\mathrm{sign}(cn+m\sqrt{D})q^{\frac{p^2}{2}Q(m,n)}=|G/G_ϵ|\mathrm{\Theta }_{\mathrm{\Lambda },Q;𝐜}^H(p^2\tau ).$$

### 7.5. Determinantal Jacobi forms

We are going to compute explicitly the map $`MP_{s_1,s_2}^{det}`$ (see section 6.3) in the setup of section 7.1. Note that we can trivialize the $`1`$-dimensional vector space $`M`$ using the canonical bases in the relevant vector spaces. First, let us compute the map

$$e_{s_1,s_2}:^{d_01}\mathrm{Hom}^1(L_1,L_2)^{}\mathrm{Hom}^1(L_1,L_2).$$

For every subset $`S/d`$ of cardinality $`dd_0+1`$ let us denote by $`e_{12}^S`$ the element in $`^{d_01}\mathrm{Hom}^1(L_1,L_2)^{}`$ which is induced by the projection

$$\mathrm{Hom}^1(L_1,L_2)^{d_01}:\underset{k}{}y_ke_{12}(0,k)(y_k,kS).$$

Then

$$e_{s_1,s_2}(e_{12}^S)=\underset{kS}{}c_{k,S}e_{12}(0,k)$$

where $`(c_{k,S},kS)`$ is the sequence of $`(dd_0)\times (dd_0)`$-minors (with signs) of the $`(dd_0)\times (dd_0+1)`$-matrix $`R`$ obtained by putting together the $`(dd_1)\times (dd_0+1)`$-matrix $`R_1=(A_{ik};i/(dd_1),kS)`$ and the $`(dd_2)\times (dd_0+1)`$-matrix $`R_2=(B_{jk};j/(dd_2),kS)`$, where $`A_{ik}`$ is zero unless $`ki(d,dd_1)`$ in which case

$$A_{ik}=\theta _{I_1,\frac{k}{d}+n_1(k,i)}(p_1x_1,p_1\tau ),$$

where $`n_1(k,i)/I_1`$ is characterized by the congruence $`dn_1(k,i)ki(dd_1)`$; similarly $`B_{jk}`$ is zero unless $`kj(d,dd_2)`$ in which case

$$B_{jk}=\theta _{I_2,\frac{k}{d}+n_2(k,j)}(p_2x_2,p_2\tau ),$$

where $`n_2(k,j)/I_2`$ is characterized by the congruence $`dn_2(k,j)jk(dd_2)`$.

Now we have

$$F_{l,S}=e_{03}^{}(0,l),MP_{s_1,s_2}^{det}(e_{12}^S)=\underset{kS}{}C_{l,k}c_{k,S},$$

where $`C_{l,k}`$ are defined by (7.3). In other words, $`F_{l,S}`$ is equal to the determinant of the $`(dd_0+1)\times (dd_0+1)`$-matrix obtained by putting together $`R_1`$, $`R_2`$ and the row $`(C_{l,k},kS)`$ of length $`dd_0+1`$.

Let us recall the definition of Jacobi forms from . Let $`\mathrm{\Lambda }`$ be a lattice, $`𝐧𝐧^{}`$ be a symmetric bilinear form on $`\mathrm{\Lambda }`$ with values in $``$, $`\mathrm{\Gamma }\mathrm{SL}(2,)`$ be a congruenz-subgroup. Let us denote $`Q(𝐧)=𝐧𝐧`$ (this corresponds to $`2Q`$ in the notation of ). Then a meromorphic function $`f(𝐳,\tau )`$ on $`\mathrm{\Lambda }_{}\times `$ is called a (meromorphic) Jacobi form of weight $`k`$ with respect to $`(\mathrm{\Lambda },Q,\mathrm{\Gamma })`$ if the following equations hold:

$$f(𝐳+𝐯\tau +𝐰,\tau )=(1)^{𝐯𝐰}\mathrm{exp}(\pi i\tau Q(𝐯)2\pi i𝐯𝐳)f(𝐳,\tau ),$$

$$f(\frac{z}{c\tau +d},\frac{a\tau +b}{c\tau +d})=(c\tau +d)^k\mathrm{exp}(\pi i\frac{cQ(𝐳)}{c\tau +d})f(z,\tau ),$$

for every $`𝐯,𝐰\mathrm{\Lambda }`$, $`\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)\mathrm{\Gamma }`$. Similar to the case of modular forms one can extend the above definition to half-integer weights $`k`$.

###### Theorem 9.

The function $`F_{l,S}`$ is a Jacobi form of weight $`(dd_0)/2+1`$ with respect to some sublattice $`\mathrm{\Lambda }^{}\mathrm{\Lambda }^+`$, some congruenz-subgroup $`\mathrm{\Gamma }\mathrm{SL}(2,)`$, and the quadratic form $`Q+Q_0`$, where

$$\mathrm{\Lambda }^+=\{𝐧=(n_0,n_1,n_2,n_3)^4:\underset{i}{}n_i=0,d_1n_1+(d_0d_2)n_2+d_0n_3=0\},$$

$$Q(𝐧)=d_1n_0n_1d_2n_2n_3,$$

$$Q_0(𝐧)=d(d_1n_1^2+d_2n_2^2).$$

Proof. We have the system of linear equations

$$\underset{l}{}D_{k,l}F_{l,S}=c_{k,S}$$

determining $`F_{l,S}`$. Using the functional equation for theta function we derive that $`D_{k,l}`$ are Jacobi forms of weight $`1`$ with respect to some congruenz-subgroup of $`\mathrm{SL}(2,)`$, some sublattice of $`\mathrm{\Lambda }^+`$ and the quadratic form $`Q`$. On the other hand, $`c_{k,S}`$ are Jacobi forms of weight $`(dd_0)/2`$ with respect to the quadratic form $`Q_0`$. Hence, $`F_{l,S}`$ are Jacobi forms of weight $`(dd_0)/2+1`$ with respect to $`Q+Q_0`$. ∎

Remark. It is easy to see that the form $`Q+Q_0`$ can be written as follows:

$$(Q+Q_0)(𝐧)=\frac{d_1d_2}{d_0}(x_1+x_2)^2+\frac{d(d_01)}{d_0}(d_1x_1^2+d_2x_2^2).$$

In particular, it is always positive-definite for $`d_0>1`$. In the case $`d_0=1`$ this form is degenerate which means that the corresponding functions $`F_{l,S}`$ have form $`f(x_1+x_2,\tau )`$, where $`f(z,\tau )`$ is a Jacobi form.

For example, for $`d_1=d_2=2`$, $`d_0=1`$ we have the unique choice of $`l`$ and $`S`$. Let us take $`z_1=x_0,z_2=x_3`$ as coordinates in $`\mathrm{\Lambda }_{}^+`$. Then the corresponding function is equal (up to a sign) to the following deteminant:

$$F(x_1,x_2;\tau )=det\left(\begin{array}{ccc}\mathrm{\Theta }_0(x_1,x_2;\tau )& \mathrm{\Theta }_1(x_1,x_2;\tau )& \mathrm{\Theta }_1(x_1,x_2;\tau )\\ \theta _0(6x_1,6\tau )& \theta _{\frac{1}{3}}(6x_1,6\tau )& \theta _{\frac{1}{3}}(6x_1,6\tau )\\ \theta _0(6x_2,6\tau )& \theta _{\frac{1}{3}}(6x_2,6\tau )& \theta _{\frac{1}{3}}(6x_2,6\tau )\end{array}\right)$$

where we denoted $`\theta _r=\theta _{,r}`$,

$`\mathrm{\Theta }_c={\displaystyle \underset{mnc(3),(m+\alpha (2x_2x_1))(n+\alpha (2x_1x_2))>0}{}}\mathrm{sign}(m+\alpha (2x_2x_1))\times `$
$`\mathrm{exp}(\pi i\tau {\displaystyle \frac{2}{3}}(m^2+4mn+n^2)+4\pi i(mx_1+nx_2)).`$
The function $`F`$ is a Jacobi form in $`(x_1+x_2,\tau )`$ of weight $`2`$ and index $`2`$. Using the equation $`D_{0,0}F=c_0`$ and the addition formulas for theta functions we derive the following identity:

$$F(x_1,x_2;\tau )=\theta _{\frac{1}{2}}(2(x_1+x_2)+\frac{1}{2},2\tau )^2\frac{\eta ^3(2\tau )_n\chi _3(n)q^{\frac{(4n+3)^2}{24}}}{\theta (\frac{1}{2},2\tau )\theta _{\frac{1}{4}}(0,4\tau )}$$

where $`\chi _3(n)`$ is the non-trivial Dirichlet character modulo $`3`$.