2226 5 PDF

2226-5
School and Conference on Modular Forms and Mock Modular Forms and
their Applications in Arithmetic, Geometry and Physics
28 February - 18 March, 2011
Quantum Black Holes, Wall Crossing, and Mock Modular Forms
Atish Dabholkar
LPTHE, Université Pierre et Marie Curie - Paris 6
France
Sameer Murthy
Tata Institute of Fundamental Research, Mumbai
India
Don Zagier
Collège de France, Paris, France / Max-Planck-Institut fuer Mathematik
Bonn
Germany
Preprint typeset in JHEP style - HYPER VERSION
Quantum Black Holes, Wall Crossing, and Mock

Modular Forms
Atish Dabholkar1,2 , Sameer Murthy2 , and Don Zagier3,4

1 Laboratoire de Physique Théorique et Hautes Energies (LPTHE)
Université Pierre et Marie Curie-Paris 6; CNRS UMR 7589
Tour 24-25, 5ème étage, Boite 126, 4 Place Jussieu, 75252 Paris Cedex 05, France
2 Department
of Theoretical Physics, Tata Institute of Fundamental Research
Homi Bhabha Rd, Mumbai 400 005, India
3 Collège de France; 3 Rue d’Ulm, 75005 Paris, France
4 Max-Planck-Institut für Mathematik, Vivatsgasse 7, 53111 Bonn, Germany
Abstract: We show that the quantum degeneracies of single-centered black holes in N = 4

theories are coefficients of a mock modular form. The failure of modularity of such a form
is of a very special type and is governed by a holomorphic modular form called the shadow,
such that the sum of the mock modular form and a simple non-holomorphic, real-analytic
function obtained from the shadow transforms like a modular form and is called its completion.
The shadow can be viewed as a holomorphic anomaly associated with the completion. The
spectral-flow invariant partition function of these black holes is a mock Jacobi form.
Mock modularity is a consequence of the meromorphy of the generalized elliptic genus which is
closely related to the wall-crossing phenomenon. The completion makes manifest the modular
symmetries expected from holography and provides a starting point for a Rademacher-type
expansion of the degeneracies with implications for the exact quantum entropy and the Poincaré
series. Mock modular forms are thus expected to provide a proper framework for AdS2 /CF T1
and AdS3 /CF T2 holography in the context of the MSW string for N = 2 black holes, and more
generally have applications in other physical problems involving noncompact conformal field
theories and meromorphic Jacobi forms.
Keywords: black holes, modular forms, superstrings, dyons.

Contents
1. Introduction 2
1.1 Introduction for mathematicians 2
1.2 Introduction for physicists 3
1.3 Organization of the paper 6
2. Review of Type-II superstring theory on K3 × T 2 7
3. Modular forms in one variable 12

3.1 Basic definitions and properties 12
3.2 Quantum black holes and modular forms 15
4. Jacobi forms 17
4.1 Definitions 17
4.2 Theta expansion and Taylor expansion 18
4.3 Hecke-like operators 20
4.4 Example: Jacobi forms of index 1 21
4.5 Quantum black holes and Jacobi forms 23
5. Siegel modular forms 25

5.1 Definitions and examples of Siegel modular forms 25
5.2 The physics of Siegel modular forms 27
6. Walls and contours 28
7. Mock modular forms 31

7.1 Mock modular forms 31
7.2 Examples 33
7.3 Mock Jacobi forms 35
8. From meromorphic Jacobi forms to mock modular forms 38

8.1 The Fourier coefficients of a meromorphic Jacobi form 39
8.2 The polar part of ϕ (case of simple poles) 40
8.3 Mock modularity of the Fourier coefficients 44
8.4 The case of double poles 48
8.5 Examples 51
–1–
9. A family of meromorphic Jacobi forms 53
10. Quantum black holes and mock modular forms 53
1. Introduction
Since this paper is of possible interest to both theoretical physicists (especially string theorists)
and theoretical mathematicians (especially number theorists), we give two introductions in their
respective dialects.
1.1 Introduction for mathematicians

In the quantum theory of black holes in the context of string theory, the physical problem
of counting the dimensions of certain eigenspaces (“the number of quarter-BPS dyonic states
of a given charge”) has led to the study of Fourier coefficients of certain meromorphic Siegel
modular forms and to the question of the modular nature of the corresponding generating
functions. Using the results given by S. Zwegers [75], we show that these generating functions
belong to the recently invented class of functions called mock modular forms.
Since this notion is still not widely known, it will be reviewed in some detail (in §7.1). Very
roughly, mock modular forms of weight k form a vector space M!k that fits into a short exact
sequence
S
0 −→ Mk! −→ M!k −→ M2−k , (1.1)
where the objects of M!k are holomorphic functions f in the upper half-plane which, after
the addition of a suitable non-holomorphic integral of their “shadow function” S(f ) ∈ M2−k ,
transform like ordinary holomorphic modular forms of weight k. Functions of this type occur in
several contexts in mathematics: as certain q-hypergeometric series (like Ramanujan’s original
mock theta functions), as generating functions of class numbers of imaginary quadratic fields,
and as the Fourier coefficients of meromorphic Jacobi forms. It is this last occurrence, studied by
Zwegers in his thesis [75], which is at the origin of the connection to black hole theory, because
the Fourier coefficients of meromorphic Jacobi forms have the same wall-crossing behavior as
the one exhibited by the degeneracies of BPS states.
The specific meromorphic Jacobi forms which will be of interest to us will be the Fourier-
Jacobi coefficients ψm (τ, z) of the meromorphic Siegel modular form

∞
1 τ z 2πiσ
= ψm (τ, z) pm , Ω= , p=e , (1.2)
Φ10 (Ω) m=−1
zσ
–2–
the reciprocal of the Igusa cusp form of weight 10, which arises as the partition function of
quarter-BPS dyons in the type II compactification on the product of a K3 surface and an
elliptic curve. These coefficients, after multiplication by the discriminant function Δ(τ ), are
meromorphic Jacobi forms of weight 2 with a double pole at z = 0 and no others (up to
translation by the period lattice). We will study functions with these properties, and show
that, up to the addition of ordinary weak Jacobi forms, they can all be obtained as linear
combinations of certain forms QD and their images under Hecke operators, where D ranges
over all products of an even number of distinct primes. Each QD corresponds to a mock
modular form of weight 3/2, the first of these (D = 1) being the generating functions of class
numbers mentioned above, and the second one (D = 6) the mock theta function of weight 3/2
with shadow η(τ ) given in [74].
1.2 Introduction for physicists

The microscopic quantum description of supersymmetric black holes in string theory usually
starts with a brane configuration of given charges and mass at weak coupling, which is localized
at a single point in the noncompact spacetime. One then computes an appropriate indexed
partition function in the world-volume theory of the branes. At strong coupling, the same
configuration gravitates and the indexed partition function is expected to count the microstates
of these macroscopic gravitating configurations. Assuming that the gravitating configuration is
a single-centered black hole then gives a way to obtain a statistical understanding of the entropy
of the black hole in terms of its microstates, in accordance with the Boltzmann relation1 .
One problem that one often encounters is that the macroscopic configurations are no longer
localized at a point and include not only a single-centered black hole of interest but also several
multi-centered ones. Moreover, the degeneracy of the multi-centered configurations typically
jumps upon crossing walls of marginal stability in the moduli space where the multi-centered
configuration breaks up into its single-centered constituents.
If one is interested in the physics of the horizon or the microstates of a single black hole,
the multi-centered configurations and the ‘wall-crossing phenomenon’ of jumps in the indexed
degeneracies are thus something of a nuisance. It is desirable to have a mathematical charac-
terization that singles out the single-centered black holes directly at the microscopic level. One
distinguishing feature of single-centered black holes is that they are immortal in that they exist
as stable quantum states for all values of the moduli. We will use this property later to define
the counting function for immortal black holes.
The wall-crossing phenomenon raises important conceptual questions regarding the proper
holographic formulation of the near horizon geometry of a single-centered black hole. The near
1
It is usually assumed that the index equals the absolute number, following the dictum that whatever can
get paired up will get paired up. For a justification of this assumption see [60, 61, ?].
–3–
horizon geometry of a BPS black hole is the anti de Sitter space AdS2 which is expected to be
holographically dual to a one-dimensional conformal field theory CF T1 [1]. In many cases, the
black hole can be viewed as an excitation of a black string. The near horizon geometry of a
black string is AdS3 which is expected to be holographically dual to a two-dimensional confor-
mal field theory CF T2 . The conformal boundary of Euclidean AdS3 is a 2-torus with a complex
structure parameter τ . A physical partition function of AdS3 and of the boundary CF T2 will be
a function of τ . The SL(2, Z) transformations of τ can be identified geometrically with global
diffeomorphisms of the boundary of AdS3 space. The partition function is expected to have
good modular properties under this geometric symmetry. This symmetry has important impli-
cations for the Rademacher-type expansions of the black hole degeneracies for understanding
the quantum entropy of these black holes via the AdS2 /CF T1 holography [67, 60, 61]. It has
implications also for the Poincaré series and the associated Farey tail expansion [24, 22, 50].
As we will see, implementing the modular symmetries and other symmetries presents several
conceptual subtleties in situations when there is wall-crossing.
The wall-crossing phenomenon has another important physical implication for the invari-
ance of the spectrum under large gauge transformations. Large gauge transformations lead to
the ‘spectral flow symmetry’ of the partition function of the black string. Since these transfor-
mations act both on the charges and the moduli, degeneracies of states with a charge vector Γ
at some point φ in the moduli space get mapped to the degeneracies to of states with charge
vector Γ at some other point φ in the moduli space. Typically, there are many walls separating
the point φ and the original point φ. As a result, the degeneracies extracted from the black
string at a given point φ in the moduli space do not exhibit the spectral-flow symmetry. On
the other hand, the spectrum of immortal black holes is independent of asymptotic moduli and
hence must exhibit the spectral-flow symmetry. This raises the question as to how to make
the spectral-flow symmetry manifest for the degeneracies of immortal black holes in the generic
situation when there is wall-crossing.
With these motivations, our objective will be to isolate the partition functions of the black
string and of immortal black holes and investigate their transformation properties under the
boundary modular group and large gauge transformations. More precisely, we would like to
investigate the following four questions.
1. Can one define a microscopic counting function that clearly separates the microstates of
immortal black holes2 from those of multi-centered black configurations?
2
In addition to the multi-centered configurations, there can also be contributions from the ‘hair’ degrees
of freedom, which are degrees of freedom localized outside the black hole horizon. In this paper, we will not
explicitly analyze the hair contributions and will refer to the moduli-independent part of the degeneracies as
the degeneracies of immortal black holes. In certain frames where the black hole is represented entirely in terms
of D-branes, the only hair modes are expected to be the zero modes which are already taken into account.
–4–
2. What are the modular properties of the counting function of immortal black holes in
situations where the spectrum exhibits the wall-crossing phenomenon?
3. Can this counting function be related to a quantity that is properly modular as might be
expected from the perspective of AdS3 /CF T2 holography?
4. Can one define a partition function of the immortal black holes that manifestly exhibits
the spectral-flow symmetry resulting from large gauge transformations?
The main difficulties in answering these questions stem from the complicated moduli de-
pendence of the black hole spectrum which is often extremely hard to compute. To address the
central conceptual issues in a tractable context, we consider the compactification of Type-II on
K3 × T 2 with N = 4 supersymmetry in four dimensions. The spectrum of quarter-BPS dyonic
states in this model is exactly computable [26, 32, 62, 63, 44, 21] and by now is well understood
at all points in the moduli space [59, 14, 10] and for all possible duality orbits [14, 6, 7, 5, 16].
Moreover, as we shall see, this particular model exhibits almost all of the essential issues that
we wish to address. The N = 4 black holes have the remarkable property that even though
their spectrum is moduli-dependent, the partition function itself is moduli-independent. The
entire moduli dependence of the black hole degeneracy is captured by the moduli dependence
of the choice of the Fourier contour [59, 14, 10].
The number of microstates of quarter-BPS black holes is given by a Fourier coefficient of
a meromorphic Jacobi form with a moduli- dependent contour. The Jacobi form itself can
be identified with a generalized elliptic genus of the dual CF T2 which is a specific solvable
(0, 4) superconformal field theory (SCFT), but with a target space that becomes non-compact
at certain walls in the moduli space3 . The noncompactness of the target space is what is
responsible for the poles in the elliptic genus. The partition function (1.2) referred to earlier is
the generating function for these elliptic genera. Using this simplicity of the moduli dependence
and the knowledge of the exact spectrum, it is possible to give very precise answers to the above
questions in the N = 4 framework. They turn out to naturally involve mock modular forms as
we summarize below.
1. One can define a holomorphic function for counting the microstates of immortal black
holes as a Fourier coefficient of the partition function of the black string for a specific
choice of the Fourier contour [59, 14, 10]. The contour corresponds to choosing the
asymptotic moduli of the theory in the attractor region of the single- centered black hole.
2. Because the black string partition function is a meromorphic Jacobi form, the counting
function of immortal black holes is a mock modular form in that it fails to be modular
3
For an SCFT with a compact target manifold, the trace of a certain operator in its Hilbert space can be
interpreted as the elliptic genus of the target manifold. See (4.40) for the definition. We will denote such a
trace in any SCFT as ‘elliptic genus’ even when the target manifold is noncompact. See §??.
–5–
but in a very specific way. The failure of modularity is governed by a shadow, which is a
holomorphic modular form.
3. Given a mock modular form and and its shadow, one can define its completion which
is a non-holomorphic modular form. The failure of holomorphy can be viewed as a
‘holomorphic anomaly’ which is also governed by the shadow.
4. The partition function of immortal black holes with manifest spectral-flow invariance is
a mock Jacobi form– a new mathematical object defined and elaborated upon in §7.3.
The main physical payoff of the mathematics of mock modular forms in this context is the guar-
antee that one can still define a non- holomorphic partition function as in (3) which is modular.
As mentioned earlier, the modular transformations on the τ parameter can be identified with
global diffeomorphisms of the boundary of the near horizon AdS3 . This connection makes the
mathematics of mock modular forms physically very relevant for AdS3 /CF T2 holography in
the presence of wall-crossing and holomorphic anomalies.
Modular symmetries are very powerful in physics applications because they relate strong
coupling to weak coupling, or high temperature to low temperature. Since the completion of a
mock modular form is modular, we expect this formalism to be useful in more general physics
contexts. As we will explain, in the present context, mock modularity of the counting function
is a consequence of meromorphy of the generalized elliptic genus. Meromorphy in turn is a
consequence of noncompactness of the target space of the boundary SCFT. Now, conformal
field theories with a noncompact target space occur naturally in several physics contexts. For
example, a general class of four-dimensional BPS black holes obtained as supersymmetric D-
brane configuration in Type-II compactification on a Calabi Yau three-fold X6 . In the M-theory
limit, these black holes can be viewed as excitations of the MSW black string [49, 52]. The
microscopic theory describing the low energy excitations of the MSW string is the (0, 4) MSW
SCFT. The target space of this SCFT will generically be noncompact and hence its elliptic
genus can be a meromorphic Jacobi form4 . Very similar objects [73, 38] have already made
their appearance in the context of topological supersymmetric Yang-Mills theory on CP2 [69].
Other possible examples include quantum Liouville theory and E-strings [51] where the CFT
is noncompact. We expect that the framework of mock modular forms and in particular the
definitions and theorems discussed in §7 will be relevant in these varied physical contexts.
1.3 Organization of the paper

In §2, we review the physics background concerning the string compactification on K3 × T 2
and the classification of BPS states corresponding to the supersymmetric black holes in this
theory. In sections §3, §4, and §5, we review the basic mathematical definitions of various types
4
We should emphasize that meromorphy of the generalized elliptic genus does not follow from noncompactness
alone and is determined by the dynamics of the noncompact coordinates. See §??.
–6–
of classical modular forms (elliptic, Jacobi, Siegel) and illustrate an application to the physics
of quantum black holes in each case by means of an example. In §6, we review the moduli
dependence of the Fourier contour prescription for extracting the degeneracies of quarter-BPS
black holes in the N = 4 theory from the partition function which is a meromorphic Siegel
modular form. In §7, we review the properties of mock modular forms and define the notion
of a mock Jacobi form. In §8, we review a theorem due to Zwegers for Fourier coefficients
of meromorphic Jacobi forms with a single pole. We reformulate his result in the language of
mock modular forms, and then generalize this theorem to the physically relevant case of Fourier
coefficients of meromorphic Jacobi forms with a double pole. In §10, we apply the theorem in
the physical context to compute the counting function for single centered black hole, its shadow,
and its modular completion. We briefly discuss the relation to the holomorphic anomaly and
comment upon possible applications to N = 2 and AdS/CF T holography.
2. Review of Type-II superstring theory on K3 × T 2

Superstring theories are naturally formulated in ten- dimensional Lorentzian spacetime M10 .
A ‘compactification’ to four-dimensions is obtained by taking M10 to be a product manifold
R1,3 × X6 where X6 is a compact Calabi-Yau threefold and R1,3 is the noncompact Minkowski
spacetime. We will focus in this paper on a compactification of Type-II superstring theory when
X6 is itself the product X6 = K3 × T 2 . A highly nontrivial and surprising result from the 90s is
the statement that this compactification is quantum equivalent or ‘dual’ to a compactification
of heterotic string theory on T 4 × T 2 where T 4 is a four-dimensional torus [39, 71]. One can
thus describe the theory either in the Type-II frame or the heterotic frame.
The four-dimensional theory in R1,3 resulting from this compactification has N = 4 super-
symmetry5 . The massless fields in the theory consist of 22 vector multiplets in addition to th
supergravity multiplet. The massless moduli fields consist of the S-modulus λ taking values in
the coset
SL(2, Z)\SL(2; R, )/O(2; R, ), (2.1)
and the T -moduli μ taking values in the coset
O(22, 6; Z)\O(22, 6; R, )/O(22; R, ) × O(6; R). (2.2)
The group of discrete identifications SL(2, Z) is called S-duality group. In the heterotic frame,
it is the electro-magnetic duality group [55, 56], whereas in the type-II frame, it is simply
5
This supersymmetry is a super Lie algebra containing ISO(1, 3) × SU (4) as the bosonic subalgebra where
ISO(1, 3) is the Poincaré symmetry of the R,1,3 spacetime and SU (4) is an internal symmetry called R-symmetry
in physics literature. The odd generators of the superalgebra are called supercharges. With N = 4 supersym-
metry, there are eight complex supercharges which transform as a spinor of ISO(1, 3) and a fundamental of
SU (4).
–7–
the group of area- preserving global diffeomorphisms of the T 2 factor. The group of discrete
identifications O(22, 6; Z) is called the T -duality group. Part of the T -duality group O(19, 3; Z)
can be recognized as the group of geometric identifications on the moduli space of K3; the other
elements are stringy in origin and have to do with mirror symmetry.
At each point in the moduli space of the internal manifold K3 × T 2 , one has a distinct
four- dimensional theory. One would like to know the spectrum of particle states in this theory.
Particle states are unitary irreducible representations, or supermultiplets, of the N = 4 superal-
gebra. The supermultiplets are of three types which have different dimensions in the rest frame.
A long multiplet is 256- dimensional, an intermediate multiplet is 64-dimensional, and a short
multiplet is 16- dimensional. A short multiplet preserves half of the eight supersymmetries (i.e.
it is annihilated by four supercharges) and is called a half-BPS state; an intermediate multiplet
preserves one quarter of the supersymmetry (i.e. it is annihilated by two supercharges), and is
called a quarter-BPS state; and a long multiplet does not preserve any supersymmetry and is
called a non-BPS state. One consequence of the BPS property is that the spectrum of these
states is ‘topological’ in that it does not change as the moduli are varied, except for jumps at
certain walls in the moduli space [72].
An important property of the BPS states that follows from the superalgebra is that their
mass is determined by the charges and the moduli [72]. Thus, to specify a BPS state at a
given point in the moduli space, it suffices to specify its charges. The charge vector in this
theory transforms in the vector representation of the T -duality group O(22, 6; Z) and in the
fundamental representation of the S-duality group SL(2, Z). It is thus given by a vector ΓIα
with integer entries

Iα NI
Γ = where I = 1, 2, . . . 28; α = 1, 2 (2.3)
MI
transforming in the (2, 28) representation of SL(2, Z) × O(22, 6; Z). The vectors N and M can
be regarded as the quantized electric and magnetic charge vectors of the state respectively. They
both belong to an even, integral, self-dual lattice Π22,6 . We will assume in what follows that
Γ = (N, M ) in (2.3) is primitive in that it cannot be written as an integer multiple of (N0 , M0 )
for N0 and M0 belonging to Π22,6 . A state is called purely electric if only N is non-zero, purely
magnetic if only M is nonzero, and dyonic if both M and N are non-zero.
To define S-duality transformations, it is convenient to represent the S-modulus as a com-
plex field S taking values in the upper half plane. An S-duality transformation

ab
γ≡ ∈ SL(2; Z) (2.4)
cd
–8–
acts simultaneously on the charges and the S-modulus by

N ab N aS + b
→ , S→ . (2.5)
M cd M cS + d
To define T -duality transformations, it is convenient to represent the T -moduli by a 28 × 28

matrix μA
I satisfying
μt L μ = L (2.6)
with the identification that μ ∼ kμ for every k ∈ O(22; R) × O(6; R). Here L is the 28 × 28
matrix ⎛ ⎞
−C16 0 0
LIJ = ⎝ 0 0 I6 ⎠ , (2.7)
0 I6 0
with Is the s × s identity matrix and C16 is the Cartan matrix of E8 × E8 . The T -moduli are
then represented by the matrix
M = μt μ (2.8)
which satisifies
Mt = M , Mt LM = L . (2.9)
In this basis, a T -duality transformation can then be represented by a 28 × 28 matrix R with
integer entries satisfying
Rt LR = L , (2.10)
which acts simultaneously on the charges and the T -moduli by
N → RN ; M → RM ; μ → μR−1 (2.11)
Given the matrix μAI , one obtains an embedding Λ

22,6
⊂ R22,6 of Π22,6 which allows us to
define the moduli-dependent charge vectors Q and P by
QA = μA
I NI , P A = μA
I MI . (2.12)
The matrix L has a 22-dimensional eigensubspace with eigenvalue −1 and a 6- dimensional

eigensubspace with eigenvalue +1. Given Q and P , one can define the ‘right-moving’ and
‘left-moving’ charges6 QR,L and PL,R as the projections
(1 ± L) (1 ± L)
QR,L = Q; PR,L = P. (2.13)
2 2
6
The right-moving charges couple to the graviphoton vector fields associated with the right-moving chiral
currents in the conformal field theory of the dual heterotic string.
–9–
If the vectors N and M are nonparallel, then the state is quarter-BPS. On the other hand,
if N = pN0 and M = qN0 for some N0 ∈ Π22,6 with p and q relatively prime integers, then the
state is half-BPS.
An important piece of nonperturbative information about the dynamics of the theory is
the exact spectrum of all possible dyonic BPS-states at all points in the moduli space. More
specifically, one would like to compute the number d(Γ)|S,μ of dyons of a given charge Γ at a
specific point (S, μ) in the moduli space. Computation of these numbers is of course a very
complicated dynamical problem. In fact, for a string compactification on a general Calabi-
Yau threefold, the answer is not known. One main reason for focusing on this particular
compactification on K3 × T 2 is that in this case the dynamical problem has been essentially
solved and the exact spectrum of dyons is now known. Furthermore, the results are easy to
summarize and the numbers d(Γ)|S,μ are given in terms of Fourier coefficients of various modular
forms.
In view of the duality symmetries, it is useful to classify the inequivalent duality or-
bits labeled by various duality invariants. This leads to an interesting problem in num-
ber theory of classification of inequivalent duality orbits of various duality groups such as
SL(2, Z) × O(22, 6; Z) in our case and more exotic groups like E7,7 (Z) for other choices of com-
pactification manifold X6 . It is important to remember though that a duality transformation
acts simultaneously on charges and the moduli. Thus, it maps a state with charge Γ at a point
in the moduli space (S, μ) to a state with charge Γ but at some other point in the moduli space
(S , μ ). In this respect, the half-BPS and quarter-BPS dyons behave differently.
• For half-BPS states, the spectrum does not depend on the moduli. Hence d(Γ)|S ,μ =
d(Γ)|S,μ . Furthermore, by an S-duality transformation one can choose a frame where the
charges are purely electric with M = 0 and N = 0. Single-particle states have N primitive
and the number of states depends only on the T -duality invariant integer n ≡ N 2 /2. We
can thus denote the degeneracy of half-BPS states d(Γ)|S ,μ simply by d(n).
• For quarter-BPS states, the spectrum does depend on the moduli, and d(Γ)|S ,μ =
d(Γ)|S,μ . However, the partition function turns out to be independent of moduli and
hence it is enough to classify the inequivalent duality orbits to label the partition func-
tions. For the specific duality group SL(2, Z) × O(22, 6; Z) the partition functions are
essentially labeled by a single discrete invariant [14, 4, 5].
I = gcd(N ∧ M ) , (2.14)
The degeneracies themselves are Fourier coefficients of the partition function. For a
given value of I, they depend only on7 the moduli and the three T -duality invariants
7
There is an additional dependence on arithmetic T -duality invariants but the degeneracies for states with
– 10 –
(m, n, ) ≡ (M 2 /2, N 2 /2, N · M ). Integrality of (m, n, ) follows from the fact that both
N and M belong to Π22,6 . We can thus denote the degeneracy of these quarter-BPS states
d(Γ)|S,μ simply by d(m, n, l)|S,μ . For simplicity, we consider only I = 1 in this paper.
Given this classification, it is useful to choose a representative set of charges that can sample
all possible values of the three T -duality invariants. For this purpose, we choose a point in the
moduli space where the torus T 2 is a product of two circles S 1 × S̃ 1 and choose the following
charges in a Type-IIB frame.
• For electric charges, we take n units of momentum along the circle S 1 , and K̃ Kaluza-
Klein monopoles associated with the circle S̃ 1 .
• For magnetic charges, we take Q1 units of D1-brane charge wrapping S 1 , Q5 D5-brane
wrapping K3 × S 1 and l units of momentum along the S̃ 1 circle.
We can thus write

N 0, n; 0, K̃
Γ = = . (2.15)
M Q1 , ñ; Q5 , 0
The T -duality quadratic invariants can be computed using a restriction of the matrix (2.7) to
a Λ(2,2) Narain lattice of the form
0 I2
L = , (2.16)
I2 0
to obtain
M 2 /2 = Q1 Q5 , N 2 /2 = nK̃ , N · M = ñK̃ . (2.17)
We can simply the notation further by choosing K̃ = Q5 = 1, Q1 = m, ñ = l to obtain
M 2 /2 = m, N 2 /2 = n, N ·M = l. (2.18)
For this set of charges, we can focus our attention on a subset of T -moduli associated with
the torus T 2 parametrized by

G−1 G−1 B
M = , (2.19)
−BG−1 G − BG−1 B
where Gij is the metric on the torus and Bij is the antisymmetric tensor field. Let U = U1 + iU2
be the complex structure parameter, A be the area, and ij be the Levi-Civita symbol with
12 = −21 = 1, then
A 1 U1
Gij = and Bij = ABij , (2.20)
U2 U1 |U |2
nontrivial values of these T -duality invariants can be obtained from the degeneracies discussed here by demanding
S-duality invariance [5].
– 11 –
and the complexified Kähler modulus U = U1 + iU2 is defined as U := B + iA. The S-modulus
S = S1 + S2 is defined as S := a + i exp (−2φ) where a is the axion and φ is the dilaton field
in the four dimensional heterotic frame. the relevant moduli can be parametrized by three
complex scalars S, T, U which define the so-called ‘STU’ model in N = 2 supergravity. Note
that these moduli are labeled naturally in the heterotic frame which are related to the SB , TB ,
and UB moduli in the Type-IIB frame by
S = UB , T = SB , U = TB . (2.21)
3. Modular forms in one variable
Before discussing mock modular forms, it is useful to recall the variety of modular objects that
have already made their appearance in the context of counting black holes. In the following
sections we give the basic definitions of modular forms, Jacobi forms, and Siegel forms, using
the notations that are standard in the mathematics literature, and then in each case illustrate
a physics application to counting quantum black holes by means of an example.
In the physics context, these modular forms arise as generating functions for counting
various quantum black holes in string theory. The structure of poles of the counting function
is of particular importance in physics, since it determines the asymptotic growth of the Fourier
coefficients as well as the contour dependence of the Fourier coefficients which corresponds to
the wall crossing phenomenon. These examples will also be relevant later in §10 in connection
with mock modular forms. We suggest chapters I and III of [40] respectively as a good general
reference for classical and Siegel modular forms and [28] for Jacobi modular forms.
3.1 Basic definitions and properties

Let H be the upper half plane, i.e., the set of complex numbers τ whose imaginary part

satisfies Im(τ ) > 0. Let SL(2, Z) be the group of matrices ac db with integer entries such that
ad − bc = 1.
A modular form f (τ ) of weight k on SL(2, Z) is a holomorphic function on IH, that trans-
forms as
aτ + b ab
f( k
) = (cτ + d) f (τ ) ∀ ∈ SL(2, Z) , (3.1)
cτ + d cd
for an integer k (necessarily even if f (0) = 0). It follows from the definition that f (τ ) is periodic
under τ → τ + 1 and can be written as a Fourier series

∞

f (τ ) = a(n) q n q q := e2πiτ , (3.2)
n=−∞
– 12 –
and is bounded as Im(τ ) → ∞. If a(0) = 0, then the modular form vanishes at infinity and is
called a cusp form. Conversely, one may weaken the growth condition at ∞ to f (τ ) = O(q −N )
rather than O(1) for some N ≥ 0; then the Fourier coefficients of f have the behavior a(n) = 0
for n < −N . Such a function is called a weakly holomorphic modular form.
The vector space over C of holomorphic modular forms of weight k is usually denoted by
Mk . Similarly, the space of cusp forms of weight k and the space of weakly holomorphic modular
forms of weight k are denoted by Sk and Mk! respectively. We thus have the inclusion
Sk ⊂ Mk ⊂ Mk! . (3.3)
The growth properties of Fourier coefficients of modular forms are known:

√
1. f ∈ Mk! ⇒ an = O(eC n
) as n → ∞ for some C > 0;
2. f ∈ Mk ⇒ an = O(nk−1 ) as n → ∞;
3. f ∈ Sk ⇒ an = O(nk/2 ) as n → ∞.
Some important modular forms on SL(2, Z) are:
1. The Eisenstein series Ek ∈ Mk (k ≥ 4). The first two of these are

∞
n3 q n
E4 (τ ) = 1 + 240 = 1 + 240q + . . . , (3.4)
n=1
1 − qn
∞
n5 q n
E6 (τ ) = 1 − 504 = 1 − 504q + . . . . (3.5)
n=1
1 − qn
2. The discriminant function Δ. It is given by the product expansion

∞
Δ(τ ) = q (1 − q n )24 = q − 24q 2 + 252q 3 + ... (3.6)
n=1
or by the formula Δ = (E43 − E62 ) /1728. We mention for later use that the function
1 Δ (τ )
∞ nq n
E2 (τ ) = = 1 − 24 is also an Eisenstein series, but is not modular. (It
n=1 1 − q
2πi Δ(τ ) n
is a so-called quasimodular form, meaning in this case that the non-holomorphic function
2 (τ ) = E2 (τ ) − 3
E transforms like a modular form of weight 2.)
πIm(τ )
The two forms E4 and E6 generate the ring of modular forms on SL(2, Z), so that any modular
form of weight k can be written (uniquely) as a sum of monomials E4α E6β with 4α + 6β = k.
We also have Mk = C · Ek ⊕ Sk and Sk = Δ · Mk−12 , so that any f ∈ Mk also has a unique
– 13 –

expansion as αn Ek−12n Δn (with E0 = 1). From either representation, we see that a
0≤n≤k/12
modular form is uniquely determined by its weight and first few Fourier coefficients.
Given two modular forms (f, g) of weight (k, l), one can produce a sequence of modular
forms of weight k + l + 2n, n ≥ 0 using the Rankin-Cohen bracket

(k,l) k+n−1 +n−1
[f, g]n = [f, g]n = (−1)r
f (s) (τ )g (r) (τ ) (3.7)
r+s=n
r s
1 d
m
where f (m) := 2πi dτ
f . For n = 0, this-1 is simply the product of the two forms, and for
n > 0 [f, g]n ∈ Sk+l+2n . Some examples are
[E4 , E6 ]1 = −3456 Δ , [E4 , E4 ]2 = 4800 Δ . (3.8)
As well as modular forms on the full modular group SL(2, Z), one can also consider modular
forms on subgroups of finite index, with the same transformation law (3.1) and suitable condi-
tions on the Fourier coefficients to define the notions of holomorphic, weakly holomorphic and
cusp forms. The weight k now need no longer be even, but can be odd or even half integral, the
easiest way to state the transformation property when k ∈ Z + 12 being to say that f (τ )/θ(τ )2k
2
is invariant under some congruence subgroup of SL(2, Z), where θ(τ ) = n∈Z q n . The graded
vector space of modular forms on a fixed subgroup Γ ⊂ SL(2, Z) is finite dimensional in each
weight, finitely generated as an algebra, and closed under Rankin-Cohen brackets. Important
examples of modular forms of half-integral weight are the unary theta series, i.e., theta series
associated to a quadratic form in one variable. They come in two types:
2
ε(n) q λn for some λ ∈ Q+ and some even periodic function ε (3.9)
n∈Z
and 2
n ε(n) q λn for some λ ∈ Q+ and some odd periodic function ε , (3.10)
n∈Z
the former being a modular form of weight 1/2 and the latter a cusp form of weight 3/2. A
theorem of Serre and Stark says that in fact every modular form of weight 1/2 is a linear
combination of form of the type (3.9), a simple example being the identity

∞
∞
2 /24
η(τ ) := q 1/24 (1 − q n ) = χ12 (n) q n , (3.11)
n=1 n=1
proved by Euler for the so-called Dedekind eta function η(t) = Δ(τ )1/24 . Here χ12 is the function
of period 12 defined by ⎧
⎨ +1 if n ≡ ±1 (mod 12)
χ12 (n) = −1 if n ≡ ±5 (mod 12) (3.12)
⎩
0 if (n, 12) > 1 .
– 14 –
3.2 Quantum black holes and modular forms
Modular forms occur naturally in the context of counting the Dabholkar-Harvey (DH) states
[17, 15], which are states in the string Hilbert space that are dual to perturbative BPS states.
The spacetime helicity supertrace counting the degeneracies reduces to the partition function
of a chiral conformal field theory on a genus-one worldsheet. The τ parameter above becomes
the modular parameter of the genus one Riemann surface. The degeneracies are given by the
Fourier coefficients of the partition function.
A well-known simple example is the partition function Z(τ ) which counts the half-BPS
DH states for the Type-II compactification on K3 × T 2 considered here. In the notation of
(2.3) these states have zero magnetic charge M = 0, but nonzero electric charge N with the
T -duality invariant N 2 = 2n, which can be realized for example by setting Q1 = Q5 = l = 0 in
(2.15). They are thus purely electric and perturbative in the heterotic frame8 . The partition
function is given by the partition function of the chiral conformal field theory of 24 left-moving
transverse bosons of the heterotic string. The Hilbert space H of this theory is a unitary Fock
space representation of the commutation algebra
[ain , a†jm ] = δij δn+m,0 (i, j = 1, . . . , 24 , n, m = 1, 2, . . . , ∞) (3.13)
of harmonic modes of oscillations of the string in 24 different directions. The Hamiltonian is

24
H = n a†in ain − 1 , (3.14)
i=1
and the partition function is

Z(τ ) = TrH (q H ) . (3.15)
This can be readily evaluated since each oscillator mode of energy n contributes to the trace
1
1 + q n + q 2n + . . . = . (3.16)
1 − qn
The partition function then becomes
1
Z(τ ) = , (3.17)
Δ(τ )
where Δ is the cusp form (3.6). Since Δ has a simple zero at q = 0, the partition function
itself has a pole at q = 0, but has no other poles in H. Hence, Z(τ ) is a weakly holomorphic
8
Not all DH states are half-BPS. For example, the states that are perturbative in the Type-II frame corre-
spond to a Type-II string winding and carrying momentum along a cycle in T 2 . For such states both M and N
are nonzero and nonparallel, and hence the state is quarter- BPS.
– 15 –
modular form of weight −12. This property is essential in the present physical context since it
determines the asymptotic growth of the Fourier coefficients.
The degeneracy d(n) of the state with electric charge N depends only on the T -duality
invariant integer n and is given by

∞
Z(τ ) = d(n) q n . (3.18)
n=−1
For the Fourier integral

d(n) = e−2πiτ n Z(τ )dτ , (3.19)
C
one can choose the contour C in H to be
0 ≤ Re(τ ) < 1 , (3.20)
for a fixed imaginary part Im(τ ). Since the partition function has no poles in H except at q = 0,
smooth deformations of the contour do not change the Fourier coefficients and consequently
the degeneracies d(n) are uniquely determined from the partition function. This reflects the
fact that the half-BPS states are immortal and do not decay anywhere in the moduli space. As
a result, there is no wall crossing phenomenon, and no jumps in the degeneracy.
In number theory, the partition function above is well-known in the context of the problem
of partitions of integers. We can therefore identify
d(n) = p24 (n + 1) (n ≥ 0) . (3.21)
where p24 (I) is the number of colored partitions of a positive integer I using integers of 24
different colors.
These states have a dual description in the Type-II frame where they can be viewed as bound
states of Q1 number of D1-branes and Q5 number of D5-branes with M 2 /2 = Q1 Q5 ≡ m. This
corresponds to setting n = K̃ = l = 0 in (2.15). In this description, the number of such bound
states d(m) equals the orbifold Euler character χ(Symm+1 (K3)) of the symmetric product of
(m + 1) copies of K3-surface [69]. The generating function for the orbifold Euler character

∞

Ẑ(σ) = χ(Symm+1 (K3)) pm p := e2πiσ (3.22)
m=−1
can be evaluated [35] to obtain

1
Ẑ(σ) = . (3.23)
Δ(σ)
Duality requires that the number of immortal BPS-states of a given charge must equal the
number of BPS-states with the dual charge. The equality of the two partition functions (3.17)
– 16 –
and (3.23) coming from two very different counting problems is consistent with this expectation.
This fact was indeed one of the early indications of a possible duality between heterotic and
Type-II strings [69].
The DH-states correspond to the microstates of a small black hole [57, 12, 19] for large n.
The macroscopic entropy S(n) of these black holes should equal the asymptotic growth of the
degeneracy by the Boltzmann relation
S(n) = log d(n); n 1. (3.24)
In the present context, the macroscopic entropy can be evaluated from the supergravity solution
of small black holes [45, 48, 47, 46, 12, 19]. The asymptotic growth of the microscopic degeneracy
can be evaluated using the Hardy-Ramanujan expansion (Cardy formula). There is a beautiful
agreement between the two results [12, 42]
√
S(n) = log d(n) ∼ 4π n n 1 . (3.25)
Given the growth properties of the Fourier coefficients mentioned above, it is clear that, for
a black hole whose entropy scales as a power of n and not as log(n), the partition function
counting its microstates can be only weakly holomorphic and not holomorphic.
These considerations generalize in a straightforward way to congruence subgroups of SL(2, Z)
which are relevant for counting the DH-states in various orbifold compactifications with N = 4
or N = 2 supersymmetry [13, 58, 18].
4. Jacobi forms
4.1 Definitions
Consider a holomorphic function ϕ(τ, z) fvrom H × C to C which is “modular in τ and elliptic
in z” in the sense that it transforms under the modular group as
aτ + b
z k 2πimcz
2
ab
ϕ , = (cτ + d) e cτ +d ϕ(τ, z) ∀ ∈ SL(2; Z) (4.1)
cτ + d cτ + d cd
and under the translations of z by Zτ + Z as
ϕ(τ, z + λτ + μ) = e−2πim(λ
2 τ +2λz)
ϕ(τ, z) ∀ λ, μ ∈ Z , (4.2)
where k is an integer and m is a positive integer.

These equations include the periodicities ϕ(τ + 1, z) = ϕ(τ, z) and ϕ(τ, z + 1) = ϕ(τ, z), so
ϕ has a Fourier expansion

ϕ(τ, z) = c(n, r) q n y r , (q := e2πiτ , y := e2πiz ) . (4.3)
n,r
– 17 –
Equation (4.2) is then equivalent to the periodicity property
c(n, r) = C(4nm − r2 ; r) , where C(d; r) depends only on r (mod 2m) . (4.4)
The function ϕ(τ, z) is called a holomorphic Jacobi form (or simply a Jacobi form) of weight
k and index m if the coefficients C(d; r) vanish for d < 0, i.e. if
c(n, r) = 0 unless 4mn ≥ r 2 . (4.5)
It is called a Jacobi cusp form if it satisfies the stronger condition that C(d; r) vanishes unless
d is strictly positive, i.e.
c(n, r) = 0 unless 4mn > r 2 , (4.6)
and conversely, it is called a weak Jacobi form if it satisfies the weaker condition
c(n, r) = 0 unless n≥0 (4.7)
rather than (4.5).
4.2 Theta expansion and Taylor expansion

A Jacobi form has two important representations, the theta expansion and the Taylor expansion.
In this subsection, we explain both of these and the relation between them.
If ϕ(τ, z) is a Jacobi form, then the transformation property (4.2) implies its Fourier ex-
pansion with respect to z has the form
2
ϕ(τ, z) = q /4m h (τ ) e2πiz (4.8)
∈Z
where h (τ ) is periodic in with period 2m. In terms of the coefficients (4.4) we have

h (τ ) = C(d; ) q d/4m ( ∈ Z/2mZ) . (4.9)
d
Because of the periodicity property, equation (4.8) can be rewritten in the form

ϕ(τ, z) = h (τ ) ϑm, (τ, z) , (4.10)
∈ Z/2mZ
where ϑm, (τ, z) denotes the standard index m theta function

2
2
ϑm, (τ, z) := q r /4m y r = q (+2mn) /4m y +2mn (4.11)
r∈Z n∈Z
r ≡ (mod 2m)
– 18 –
(which is a Jacobi form of weight 12 and index m on some subgroup of SL(2, Z)). This is the
theta expansion of ϕ. The coefficiens h (τ ) are modular forms of weight k − 12 and are weakly
holomorphic, holomorphic or cuspidal if ϕ is a weak Jacobi form, a Jacobi form or a Jacobi
cusp form, respectively. More precisely, the vector h := (h1 , . . . , h2m ) transforms like a modular
form of weight k − 12 under SL(2, Z).
A Jacobi form ϕ ∈ Jk,m (strong or weak) also has a Taylor expansion in z which for k even
takes the form

ξ1 (τ ) mξ0 (τ ) ξ2 (τ ) mξ1 (τ ) m2 ξ0 (τ )
ϕ(τ, z) = ξ0 (τ ) + + 2
(2πiz) + + + (2πiz)4 +· · ·
2 k 24 2 (k + 2) 2k(k + 1)
(4.12)
with ξν ∈ Mk+2ν (SL(2, Z)) and the prime denotes 1 d
2πi dτ
as before. In terms of the Fourier
coefficients of ϕ,

(k + 2ν − 2)! ∞
ξν (τ ) = Pν,k (nm, r2 )c(n, r) q n (4.13)
(k + ν − 2)! n=0 r
where Pν,k is a homogeneous polynomial of degree ν in r2 and n with coefficients depending on

k and m, the first few being
P0,k = 1 ,
P1,k = kr2 − 2nm ,
P2,k = (k + 1)(k + 2)r4 − 12(k + 1)r2 mn + 12m2 n2 . (4.14)
The Jacobi form ϕ is determined by the first m+1 coefficients ξν , and the map ϕ → (ξ0 , . . . , ξm )
weak
is an isomorphism from Jk,m to Mk ⊕ Mk+2 ⊕ · · · ⊕ Mk+2m . For k odd, the story is similar
except that (4.12) must be replaced by

ξ1 (τ ) mξ0 (τ )
ϕ(τ, z) = ξ0 (τ ) (2πiz) + + (2πiz)3 + · · · (4.15)
6 k+2
with ξν ∈ Mk+2ν+1 (SL(2, Z)), and the map ϕ → (ξ0 , . . . , ξm−2 ) gives an isomorphism from Jk,m
weak
to Mk+1 ⊕ Mk+3 ⊕ · · · ⊕ Mk+2m−3 .

We also observe that even if ϕ is weak, so that the individual coefficients c(n, r) grow like
√
4nm−r 2

C , the coefficients r Pν,k (nm, r2 ) c(n, r) of ξν still have only polynomial growth. We
thus have the following descriptions (analogous to those given for classical modular forms in
§3.1) of holomorphic and weak Jacobi forms in terms of their asymptotic properties:
– 19 –
Holomorphic Jacobi ⇐⇒ c(n, r) = 0 for 4mn − r2 < 0
2
⇐⇒ the function q mα ϕ(τ, ατ + β) (which is a modular form of weight k
and some level) is bounded as τ2 → ∞ for every α, β ∈ Q
⇐⇒ all hj (τ ) in (4.10) are bounded as τ2 → ∞
⇐⇒ c(n, r) have polynomial growth.
Weak Jacobi ⇐⇒ c(n, r) = 0 for n < 0

⇐⇒ ϕ(τ, ατ + β) is bounded as τ2 → ∞ for any fixed z ∈ C
all hj (τ ) = O(q −j /4m ) as τ2 → ∞
2
⇐⇒

⇐⇒ 2
r Pν,k (nm, r )c(n, r) have polynomial growth.
Finally, the relation between the Taylor expansion (4.12) of a Jacobi form and its theta
expansion (4.10) is given by
−1
k + 2ν − 2
ξν (τ ) = (4m) ν
h (τ ), ϑ0m, (τ ) ν
, (4.16)
ν
(mod 2m)
(k− 1 , 1 )
where [ , ]ν = [ , ]ν 2 2 denotes the Rankin-Cohen bracket (which, as we mentioned above,
also works in half-integral weight), and ϑ0m, (τ ) = ϑm, (τ, 0) (Thetanullwerte). There is a similar
formula in the odd case, but with ϑ0m, (τ ) replaced by

1 ∂ 2 /4m
ϑ1m, (τ ) = ϑm, (τ, z) = r qr . (4.17)
2πi ∂z z=0
r≡ (mod 2m)
4.3 Hecke-like operators

In [28] Hecke operators T acting on Jk,m were introduced, but also various “Hecke-like” oper-
ators, again defined by the action of certain combinations of elements of GL(2, Q) Q2 , which
send Jacobi forms to Jacobi forms, but now possibly changing the index. We describe three of
these which will be needed later.
The first is the very simple operator Ut (t ≥ 1) which sends ϕ(τ, z) to ϕ(τ, tz), i.e.,

Ut : c(n, r) q n y r → c(n, r) q n y tr , (4.18)
n,r n,r
This operator maps Jk,m to Jk,t2 m .

The second operator, Vt (t ≥ 1), sends Jk,m to Jk,tm . It is given in terms of its action on
Fourier coefficients by
⎛ ⎞

⎝ nt r ⎠ n r
Vt : c(n, r) q n y r → dk−1 c , q y . (4.19)
n,r n,r
d2 d
d|(n,r,t)
– 20 –
Finally, for each decomposition m = m1 m2 with (m1 , m2 ) = 1 we have an involution Wm1
on Jk,m defined in terms of the theta expansion of Jacobi forms by

Wm1 : h (τ ) ϑm, (τ, z) → h∗ (τ ) ϑm, (τ, z) (4.20)
(mod 2m) (mod 2m)
(or equivalently by C(d; r) → C(d; r∗ )), where the involution → ∗ on Z/2mZ is defined by
∗ ≡ − (mod 2m1 ), ∗ ≡ + (mod 2m2 ) . (4.21)
These operators commute and satisfy Wm/m1 = (−1)k Wm1 , so that we get an eigenspace de-
composition (ε1 ,...,εt )
Jk,m = Jk,m , (4.22)
ε1 ,...,εt ∈{±1}
ε1 ···εt = (−1)k
where m = pr11 · · · prt t is the prime power decomposition of m and εi is the eigenvalue of Wpri i .
4.4 Example: Jacobi forms of index 1

If m = 1, (4.4) reduces to c(n, r) = C(4n − r2 ) where C(d) is a function of a single argument,
because 4n − r2 determines the value of r (mod 2). So any ϕ ∈ Jk,1 weak
has an expansion of the
form
ϕ(τ, z) = C(4n − r2 ) q n y r . (4.23)
n,r∈Z
It also follows that k must be even, since in general, C(d; −r) = (−1)k C(d; r).
One has the isomorphisms Jk,1 ∼= Mk ⊕ Sk+2 and Jk,1weak ∼
= Mk ⊕ Mk+2 . If ϕ ∈ Jk,1
weak
with an
expansion as in (4.23), then

∞
1 ∞
n
ϕ(τ, 0) = a(n) q , ϕ (τ, 0) = b(n) q n , (4.24)
n=0
2(2πi)2 n=1
where
a(n) = C(4n − r2 ) , b(n) = r2 C(4n − r2 ) , (4.25)
r∈Z r>0
and the isomorphisms are given (if k > 0) by the map ϕ → (A, B) with

A(τ ) = a(n) q n ∈ Mk , B(τ ) = kb(n) − na(n) q n ∈ Mk+2 . (4.26)
For Jk,1 one also has the isomorphism Jk,1 ∼ +

= Mk− 1 (Γ0 (4)) given by
2

ϕ(τ, z) ↔ g(τ ) = C(d) q d . (4.27)
d≥0
d≡0, 3 mod4
– 21 –
We have four particularly interesting examples ϕk,1

ϕk,1 (τ, z) = Ck (4n − r2 ) q n y r , k = −2, 0, 10, 12 , (4.28)
n, r∈Z
which have the properties (defining them uniquely up to multiplication by scalars)
• ϕ10,1 and ϕ12,1 are the two index 1 Jacobi cusp forms of smallest weight;
• ϕ−2,1 and ϕ0,1 are the unique weak Jacobi forms of index 1 and weight ≤ 0;
• ϕ−2,1 and ϕ0,1 generate the ring of weak Jacobi forms of even weight freely over the ring
of modular forms of level 1, so that

m
weak
Jk,m = Mk+2j (SL(2, Z)) · ϕj−2,1 ϕm−j
0,1 (k even) ; (4.29)
j=0
• ϕ−2,1 = ϕ10,1 /Δ, ϕ0,1 = ϕ12,1 /Δ, and the quotient ϕ0,1 /ϕ−2,1 = ϕ12,1 /ϕ10,1 is a multiple of
the Weierstrass ℘ function.
The Fourier coefficients of these functions can be computed from the above recursions, since
the pairs (A, B) for ϕ = ϕ−2,1 , ϕ0,1 , ϕ10,1 and ϕ12,1 are proportional to (0, 1), (1, 0), (0, Δ) and
(Δ, 0), respectively. The results for the first few Fourier coefficients are given in Table 1 below.
In particular, the Fourier expansions of ϕ−2,1 and ϕ0,1 begin
(y − 1)2 (y − 1)4 (y − 1)4 (y 2 − 8y + 1) 2

ϕ−2,1 = −2 q + q + ··· , (4.30)
y y2 y3
y 2 + 10y + 1 (y − 1)2 (5y 2 − 22y + 5)
ϕ0,1 = +2 q + ··· . (4.31)
y y2
Table 1: Some Fourier coefficients

k Ck (−1) Ck (0) Ck (3) Ck (4) Ck (7) Ck (8) Ck (11) Ck (12) Ck (15)
−2 1 −2 8 −12 39 −56 152 −208 513
0 1 10 −64 108 −513 808 −2752 4016 −11775
10 0 0 1 −2 −16 36 99 −272 −240
12 0 0 1 10 −88 −132 1275 736 −8040
The functions ϕk,1 (k = 10, 0, −2) can be expressed in terms of the Dedekind eta function
(3.11) and the Jacobi theta functions ϑ1 , ϑ2 , ϑ3 , ϑ4 by the formlas
ϕ10,1 (τ, z) = η 18 (τ ) ϑ21 (τ, z) , (4.32)
– 22 –
ϑ21 (τ, z) ϕ10,1 (τ, z)
ϕ−2,1 (τ, z) = 6
= . (4.33)
η (τ ) Δ(τ )

ϑ2 (τ, z)2 ϑ3 (τ, z)2 ϑ4 (τ, z)2
ϕ0,1 (τ, z) = 4 + + , (4.34)
ϑ2 (τ )2 ϑ3 (τ )2 ϑ4 (τ )2
Finally, we say a few words about Jacobi forms of odd weight. Such a form cannot have
index 1, as we saw. In index 2, the isomorphisms Jk,2 ∼ weak ∼
= Sk+1 and Jk,2 = Mk+1 show that the
first examples of holomorphic and weak Jacobi forms occur in weights 11 and −1, respectively,
and are related by ϕ−1,2 = ϕ11,2 /Δ. The function ϕ−1,2 is given explicitly by
ϑ1 (τ, 2z)
ϕ−1,2 (τ, z) = , (4.35)
η 3 (τ )
with Fourier expansion beginning
y2 − 1 (y 2 − 1)3 (y 2 − 1)3 2
ϕ−1,2 = − q − 3 q + ··· , (4.36)
y y3 y3
and its square is related to the index 1 Jacobi forms defined above by

432 ϕ2−1,2 = ϕ−2,1 ϕ30,1 − 3 E4 ϕ2−2,1 ϕ0,1 + 2 E6 ϕ3−2,1 . (4.37)
(In fact, ϕ−1,2 /ϕ2−2,1 is a multiple of ℘ (τ, z) and this equation, divided by ϕ4−2,1 , is just the usual
equation expressing ℘ 2 as a cubic polynomial in ℘.) It is convenient to introduce abbreviations
A = ϕ−2,1 , B = ϕ0,1 , C = ϕ−1,2 . (4.38)
With these notations, the structure of the full bigraded ring of weak Jacobi forms is given by

weak
J∗,∗ = C[E4 , E6 , A, B, C] (432C 2 − AB 3 + 3E4 A3 B − 2E6 A4 ) . (4.39)
4.5 Quantum black holes and Jacobi forms

Jacobi forms usually arise in string theory as elliptic genera of two-dimensional superconformal
field theories (SCFT) with (2, 2) or more worldsheet supersymmetry9 . We denote the super-
conformal field theory by σ(M) when it corresponds to a sigma model with a target manifold
M. Let H be the Hamiltonian in the Ramond sector, and J be the left-moving U (1) R-charge.
The elliptic genus χ(τ, z; M) is then defined as [70, 2, 3, 54] a trace over the Hilbert space HR
in the Ramond sector

χ(τ, z; M) = TrHR q H y J (−1)F , (4.40)
where F is the fermion number.
9
An SCFT with (r, s) supersymmetries has r left-moving and s right-moving supersymmetries.
– 23 –
An elliptic genus so defined satisfies the modular transformation property (4.1) as a con-
sequence of modular invariance of the path integral. Similarly, it satisfies the elliptic trans-
formation property (4.2) as a consequence of spectral flow. Furthermore, in a unitary SCFT,
the positivity of the Hamiltonian implies that the elliptic genus is a weak Jacobi form. The
decomposition (4.10) follows from bosonizing the U (1) current in the standard way so that the
contribution to the trace from the momentum modes of the boson can be separated into the
theta function (4.11). See, for example, [41, 53] for a discussion. This notion of the elliptic
genus can be generalized to a (0, 2) theory using a left-moving U (1) charge J which may not
be an R- charge. In this case spectral flow is imposed as an additional constraint and follows
from gauge invariance under large gauge transformations [22, 33, 43, 23].
A particularly useful example in the present context is σ(K3), which is a (4, 4) SCFT whose
target space is a K3 surface. The elliptic genus is a topological invariant and is independent of
the moduli of the K3. Hence, it can be computed at some convenient point in the K3 moduli
space, for example, at the orbifold point where the K3 is the Kummer surface. At this point,
the σ(K3) SCFT can be regarded as a Z2 orbifold of the σ(T 4 ) SCFT, which is an SCFT with
a torus T 4 as the target space. A simple computation using standard techniques of orbifold
conformal field theory yields [34]

χ(τ, z; K3) = 2 ϕ0,1 (τ, z) = 2 C0 (4n − l2 ) q n y l . (4.41)
Note that for z = 0, the trace (4.40) reduces to the Witten index of the SCFT and correspond-
ingly the elliptic genus reduces to the Euler character of the target space manifold. In our case,
one can readily verify from (4.41) and (4.34) that χ(τ, 0; K3) equals 24, which is the Euler
character of K3.
A well-known physical application of Jacobi forms is in the context of the five-dimensional
Strominger-Vafa black hole[68], which is a bound state of Q1 D1-branes, Q5 D5-branes, n units
of momentum and l units of five-dimensional angular momentum [9]. The degeneracies dm (n, l)
of such black holes depend only on m = Q1 Q5 . They are given by the Fourier coefficients c(n, l)
of the elliptic genus χ(τ, z; Symm+1 (K3)) of symmetric product of (m + 1) copies of K3-surface.
Let us denote the generating function for the elliptic genera of symmetric products of K3
by

∞

Z(σ, τ, z) := χ(τ, z; Symm+1 (K3)) pm (4.42)
m=−1
where χm (τ, z) is the elliptic genus of Symm (K3). A standard orbifold computation [25] gives

τ, z) = 1
Z(σ,
1
(4.43)
p n>0, m≥0, l (1 − pn q m y l )2C0 (nm,)
in terms of the Fourier coefficients 2Co of the elliptic genus of a single copy of K3.
– 24 –
For z = 0, it can be checked that, as expected, the generating function (4.43) for elliptic
genera reduces to the generating function (3.23) for Euler characters
τ, 0) = Ẑ(σ) = 1
Z(σ, . (4.44)
Δ(σ)
5. Siegel modular forms

5.1 Definitions and examples of Siegel modular forms
Let Sp(2, Z) be the group of (4 × 4) matrices g with integer entries satisfying gJg t = J where

0 −I2
J≡ (5.1)
I2 0
is the symplectic form. We can write the element g in block form as

AB
, (5.2)
C D
where A, B, C, D are all (2 × 2) matrices with integer entries. Then the condition gJg t = J
implies
AB t = BAt , CDt = DC t , ADt − BC t = 1 , (5.3)
Let H2 be the (genus two) Siegel upper half plane, defined as the set of (2 × 2) symmetric
matrix Ω with complex entries
τ z
Ω= (5.4)
zσ
satisfying
Im(τ ) > 0, Im(σ) > 0, det(Im(Ω)) > 0 . (5.5)
An element g ∈ Sp(2, Z) of the form (5.2) has a natural action on H2 under which it is stable:
Ω → (AΩ + B)(CΩ + D)−1 . (5.6)
The matrix Ω can be thought of as the period matrix of a genus two Riemann surface10 on
which there is a natural symplectic action of Sp(2, Z).
A Siegel form F (Ω) of weight k is a holomorphic function H2 → C satisfying

F (AΩ + B)(CΩ + D)−1 = det(CΩ + D)k F (Ω) . (5.7)
10
See [30, 20, 8] for a discussion of the connection with genus-two Riemann surfaces.
– 25 –
A Siegel modular form can be written in terms of its Fourier series

F (Ω) = a(n, r, m) q n y r pm . (5.8)
n, r, m ∈ Z
r 2 ≤4mn
If one writes this as

∞
F (Ω) = ϕFm (τ, z) pm (5.9)
m=0
with
ϕFm (τ, z) = a(n, r, m) q n y r , (5.10)
n, r
then each ϕFm (m ≥ 0) is a Jacobi form of weight k and index m.

An important special class of Siegel forms were studied by Maass which he called the
Spezialschar. They have the property that a(n, r, m) depends only on the discriminant 4mn−r2
if (n, r, m) are coprime, and more generally
4mn − r2
k−1
a(n, r, m) = d C (5.11)
d2
d|(n,r,m), d>0
for some coefficients C(N ). Specializing to m = 1, we can see that these numbers are simply
the coefficients associated via (4.23) to the Jacobi form ϕ = ϕF1 ∈ Jk,1 , and that (5.11) says
precisely that the other Fourier-Jacobi coefficients of F are given by ϕFm = ϕF1 |Vm with Vm as in
(4.19). Conversely, if ϕ is any Jacobi form of weight k and index 1 with Fourier expansion (4.23),

then the function F (Ω) defined by (5.8) and (5.11) or by F (Ω) = ∞ m=0 ϕ|V m (τ, z) pm is a
Siegel modular form of weight k with ϕF1 = ϕ. The resulting map from Jk,1 to the Spezialschar
is called the Saito-Kurokawa lift or additive lift since it naturally gives the sum representation
of a Siegel form using the Fourier coefficients of a Jacobi form as the input. (More information
about the additive lift can be found in [28].)
The example of interest to us is the Igusa cusp form Φ10 (the unique cusp form of weight
10) which is the Saito-Kurokawa lift of the Jacobi form ϕ10,1 introduced earlier, so that

Φ10 (Ω) = a10 (n, r, m) q n y r pm , (5.12)
n, r, m
where a10 is defined by (5.11) with k = 10 in terms of the coefficients C10 (d) given in Table 1.
A Siegel modular form sometimes also admits a product representation, and can be obtained
as Borcherds lift or multiplicative lift of a weak Jacobi form of weight zero and index one. This
procedure is in a sense an exponentiation of the additive lift and naturally results in the product
representation of the Siegel form using the Fourier coefficients of a Jacobi form as the input.
– 26 –
Several examples of Siegel forms that admit product representation are known but at present
there is no general theory to determine under what conditions a given Siegel form admits a
product representation.
For the Igusa cusp form Φ10 , a product representation does exist. It was obtained by Grit-
senko and Nikulin [37, 36] as a multiplicative lift of the elliptic genus χ(τ, z; K3) = 2ϕ0,1 (τ, z)
and is given by 2C (4mn−l2 )
Φ10 (Ω) = pqy 1 − pm q n y l 0 , (5.13)
(m,n,l)>0
in terms of C0 given by (4.34, 4.28). Here the notation (m, n, l) > 0 means that m, n, l ∈ Z
with either m > 0 or m = 0, n > 0, or m = n = 0, l < 0.
5.2 The physics of Siegel modular forms

Siegel forms occur naturally in the context of counting of quarter-BPS dyons. The partition
function for these dyons depends on three (complexified) chemical potentials (σ, τ, z), conjugate
to the three T -duality invariant integers (m, n, ) respectively and is given by
1
Z(Ω) = . (5.14)
Φ10 (Ω)
The product representation of the Igusa form is particularly useful for the physics applica-
tion because it is closely related to the generating function for the elliptic genera of symmetric
products of K3 introduced earlier. This is a consequence of the fact that the multiplicative lift
of the Igusa form is obtained starting with the elliptic genus of K3 as the input. Comparing
the product representation for the Igusa form (5.13) with (4.43), we get the relation:
1 τ, z)
Z(σ,
Z(σ, τ, z) = = . (5.15)
Φ10 (σ, τ, z) ϕ10,1 (τ, z)
This relation to the elliptic genera of symmetric products of K3 has a deeper physical
significance based on what is known as the 4d-5d lift [31]. The main idea is to use the fact
that the geometry of the Kaluza-Klein monopole in the charge configuration (2.15) reduces to
five-dimensional flat Minkowski spacetime in the limit when the radius of the circle S̃ 1 goes
to infinity. In this limit, the charge l corresponding to the momentum around this circle gets
identified with the angular momentum l in five dimensions. Our charge configuration (2.15)
then reduces essentially to the Strominger-Vafa black hole [68] with angular momentum [9]
discussed in the previous subsection. Assuming that the dyon partition function does not
depend on the moduli, we thus essentially relate Z(Ω) to Ẑ(Ω). The additional factor in (5.15)
involving Φ10 (σ, τ, z) comes from bound states of momentum n with the Kaluza-Klein monopole
and from the center of mass motion of the Strominger-Vafa black hole in the Kaluza-Klein
geometry [30, 21].
– 27 –
The Igusa cusp form has double zeros at z = 0 and its images. The partition function is
therefore a meromorphic Siegel form (5.7) of weight −10 with double poles at these divisors.
This fact is responsible for much of the interesting physics of wall-crossings in this context as
we explain in the next section.
6. Walls and contours

Given the partition function (5.14), one can extract the black hole degeneracies from the Fourier
coefficients. The three quadratic T -duality invariants of a given dyonic state can be organized
as a 2 × 2 symmetric matrix

N ·N N ·M 2n
Λ = = , (6.1)
N ·M M ·N 2m
where the dot products are defined using the O(22, 6; Z) invariant metric L. The matrix Ω in
(5.14) and (5.4) can be viewed as the matrix of complex chemical potentials conjugate to the
charge matrix Λ. The charge matrix Λ is manifestly T -duality invariant. Under an S-duality
transformation (2.4), it transforms as
Λ → γΛγ t (6.2)
There is a natural embedding of this physical S-duality group SL(2, Z) into Sp(2, Z):
⎛ ⎞
d −c 0 0
t −1 ⎜ ⎟
AB (γ ) 0 ⎜ −b a 0 0 ⎟
= = ⎜ ⎟ ∈ Sp(2, Z) . (6.3)
C D 0 γ ⎝ 0 0 a b⎠
0 0 cd
The embedding is chosen so that Ω → (γ T )−1 Ωγ −1 and Tr(Ω · Λ) in the Fourier integral is
invariant. This choice of the embedding ensures that the physical degeneracies extracted from
the Fourier integral are S-duality invariant if we appropriately transform the moduli at the
same time as we explain below.
To specify the contours, it is useful to define the following moduli-dependent quantities.
One can define the matrix of right-moving T -duality invariants

QR · QR QR · PR
ΛR = , (6.4)
QR · PR PR · PR
which depends both on the integral charge vectors N, M as well as the T -moduli μ. One can
then define two matrices naturally associated to the S-moduli S = S1 + iS2 and the T -moduli
μ respectively by
1 |S|2 S1 ΛR
S= , T = 1 . (6.5)
S2 S1 1 | det(ΛR )| 2
– 28 –
Both matrices are normalized to have unit determinant. In terms of them, we can construct
the moduli-dependent ‘central charge matrix’
1
Z = | det(ΛR )| 4 S + T , (6.6)
whose determinant equals the BPS mass
MQ,P = | det Z| . (6.7)
We define
σ −z
Ω̃ ≡ . (6.8)
−z τ
This is related to Ω by an SL(2, Z) transformation

−1 0 1
Ω̃ = ŜΩŜ where Ŝ = , (6.9)
−1 0
so that, under a general S-duality transformation γ, we have the transformation Ω̃ → γ Ω̃γ T as

Ω → (γ T )−1 Ωγ −1 .
With these definitions, Λ, ΛR , Z and Ω̃ all transform as X → γXγ T under an S-duality
transformation (2.4) and are invariant under T -duality transformations. The moduli-dependent
Fourier contour can then be specified in a duality-invariant fashion by[10]
C = {ImΩ̃ = ε−1 Z; 0 ≤ Re(τ ), Re(σ), Re(z) < 1}, (6.10)
where ε → 0+ . For a given set of charges, the contour depends on the moduli S, μ through the
definition of the central charge vector (6.6). The degeneracies d(m, n, l)|S,μ of states with the
T -duality invariants (m, n, l) at a given point (S, μ) in the moduli space are then given by11

d(m, n, l)|S,μ = e−iπTr(Ω·Λ) Z(Ω) d3 Ω . (6.11)
C
This contour prescription thus specifies how to extract the degeneracies from the partition
function for a given set of charges and in any given region of the moduli space. In particular,
it also completely summarizes all wall-crossings as one moves around in the moduli space for a
fixed set of charges. Even though the indexed partition function has the same functional form
throughout the moduli space, the spectrum is moduli dependent because of the moduli depen-
dence of the contours of Fourier integration and the pole structure of the partition function.
Since the degeneracies depend on the moduli only through the dependence of the contour C,
11
The physical degeneracies have an additional multiplicative factor of (−1)+1 which we omit here for sim-
plicity of notation in later chapaters.
– 29 –
moving around in the moduli space corresponds to deforming the Fourier contour. This does
not change the degeneracy except when one encounters a pole of the partition function. Cross-
ing a pole corresponds to crossing a wall in the moduli s pace. The moduli space is thus divided
up into domains separated by ‘walls of marginal stability’. In each domain the degeneracy is
constant but it jumps upon crossing a wall as one goes from one domain to the other. The jump
in the degeneracy has a nice mathematical characterization. It is simply given by the residue
at the pole that is crossed while deforming the Fourier contour in going from one domain to
the other.
We now turn to the degeneracies of single-centered black holes. Given the T -duality in-
variants Λ, a single centered black hole solution is known to exist in all regions of the moduli
space as long as det(Λ) is large and positive. The moduli fields can take any values (λ∞ , μ∞ )
at asymptotic infinity far away from the black hole but the vary in the black hole geometry.
Because of the attractor phenomenon [29, 66], the moduli adjust themselves so that near the
horizon of the black hole of charge Λ they get attracted to the values (λ∗ (Λ), μ∗ (Λ)) which
are determined by the requirement that the central charge Z∗ (Λ) evaluated using these moduli
becomes proportional to Λ. These attractor values are independent of the asymptotic values
and depend only on the charge of black hole. We call these moduli the attractor moduli. This
enables us to define the attractor contour for a given charge Λ by fixing the asymptotic moduli
to the attractor values corresponding to this charge. In this case
Z(λ∞ , μ∞ ) = Z(λ∗ (Λ), μ∗ (Λ)) ∼ Λ (6.12)
and we have the attractor contour
C∗ = {ImΩ̃ = ε−1 Λ; 0 ≤ Re(τ ), Re(σ), Re(z) < 1} (6.13)
which depends only on the integral charges and not on the moduli. The significance of the
attractor moduli in our context stems from the fact if the asymptotic moduli are tuned to these
values for given (m, n, l), then only single-centered black hole solution exists. The degeneracies
d∗ (m, n, l) obtained using the attractor contour

∗
d (m, n, l) = e−iπTr(Ω·Λ) Z(Ω) d3 Ω (6.14)
C∗
are therefore expected to be the degeneracies of the immortal single-centered black holes.
– 30 –
7. Mock modular forms
Mock modular forms are a relatively new class of modular objects (although isolated examples
had been known for some time). They were first isolated explicitly by S. Zwegers in his thesis
[75] as the explanation of the “mock theta functions” introduced by Ramanujan in his famous
last letter to Hardy. An expository account of this work can be found in [74].
In §7.1 and §7.2, we present the definition and general properties of mock modular forms
and give a number of examples. In §7.3, we introduce a notion of mock Jacobi forms (essentially,
holomorphic functions of τ and z with theta expansions like that of usual Jacobi forms, but in
which the coefficients h (τ ) are mock modular forms) and show how the examples given in §7.2
occur naturally as pieces of mock Jacobi forms.
7.1 Mock modular forms

A mock modular form is a holomorphic function h(τ ) which transforms under modular trans-
formations almost but not quite as a modular form. The non-modularity is of a very special
nature and is governed by another holomorphic function called its shadow which is itself an
ordinary modular form.
More precisely, a (weakly holomorphic) mock modular form of weight k ∈ 12 Z is the first
member of a pair (h, g), where
1. h is a holomorphic function in IH with at most exponential growth as τ → α for any

α ∈ Q;
2. g(τ ), the shadow of h, is an holomorphic modular form of weight 2 − k, assumed cuspidal

if k ≤ 1, and
3. the sum h =: h + g, called the completion of h, transforms like a holomorphic modular
form of weight k, i.e.
h(τ )/θ(τ )2k is invariant under τ → γτ for all τ ∈ IH and for all γ
in some congruence subgroup of SL(2, Z).
Here g(τ ), called the non-holomorphic Eichler integral of g, is the function of τ defined by

i k−1 ∞
g(τ ) = (z + τ )−k g(−z) dz (7.1)
2π −τ
(notice that the integral is independent of the path chosen, because the integrand is holomorphic
in all of H) or alternatively by
(4πτ2 )−k+1 ∞
∞
g(τ ) = b0 + nk−1 bn q −n Γ(1 − k, 4πnτ2 ) if g(τ ) = bn q n , (7.2)
k−1 n=1 n=0
– 31 –
∞
where τ2 = Im(τ ) and Γ(1 − k, x) = x t−k e−t dt is the incomplete gamma function and where
the series is convergent despite the factor q −n because Γ(1 − k, x) = O(x−k e−x ). The function
g(τ ) satisfies
∂
g (τ )
(4πτ2 )k = −2πi g(τ ) , (7.3)
∂τ
and since h is holomorphic, we find that also
∂
h(τ )
(4πτ2 )k = −2πi g(τ ) . (7.4)
∂τ
In the special case when the shadow g is a unary theta series as in (3.9) or (3.10) (which can
only hapen if k equals 3/2 or 1/2, respectively), the mock modular form h is called a mock theta
function. All of Ramanujan’s examples, and all of ours in this paper, are of this type. In these
cases the incomplete gamma functions in (7.2) reduce to the complementary error function:
1 2 √ √ 1 √ √
Γ − , x = √ e−x − 2 π erfc x , Γ , x = π erfc x . (7.5)
2 x 2
We denote by M!k the space of weakly holomorphic mock modular forms of weight k and
arbitrary level. Clearly it contains the space Mk! of ordinary weakly holomorphic modular forms
(the special case g = 0, h = h) and we have an exact sequence
S
0 −→ Mk! −→ M!k −→ M2−k , (7.6)
where the shadow map S sends h to g.12

If we replace the condition “exponential growth” in 1. above by “polynomial growth,” we
get the class of strongly holomorphic mock modular forms, which we can denote Mk , and an
exact sequence 0 → Mk → Mk → M2−k . This is not very useful, however, because there are
almost no examples of “pure” mock modular forms that are strongly holomorphic, essentially
the only ones being the function H of Example 2 below and its variants. It becomes useful if we
generalize to mixed mock modular forms of weight (k, ). These are holomorphic functions h(τ ),

having polynomial growth near ∂IH, which have completions h of the form h = h + j fj gj
with fj ∈ M , gj ∈ M2−k− that transform like modular forms of weight k. The space Mk, of
such forms thus fits into an exact sequence
S
0 −→ Mk −→ Mk, −→ M ⊗ M2−k− , (7.7)
12
We will use the word “shadow” to denote either g(τ ) or g(τ ), but the shadow map, which should be linear
over C, always sends h to g, the complex conjugate of its holomorphic shadow. We will also often be sloppy
and say that the shadow of a certain mock modular form “is” some modular form g when in fact it is merely
proportional to g, since the constants occurring are of no interest and are often messy.
– 32 –

where the shadow map S now sends h to j fj g j . If = 0 this reduces to the previous
definition, since each fj is constant, but with the more general notion of mock modular forms
there are now plenty of strongly holomorphic examples, and, as for ordinary modular forms,
they have much nicer properties (notably, polynomial growth of their Fourier coefficients) than
the weakly holomorphic ones. Note that if the shadow of a mixed mock modular form h ∈ Mk,
happens to contain only one term f (τ )g(τ ), and if f (τ ) has no zeros in the upper half-plane,
then f −1 h is a weakly holomorphic mock modular form of weight k − (and in fact, all weakly
holomorphic mock modular forms arise in this way). Note also that, although M!k, (weakly
holomorphic mixed mock modular forms) can be defined in the obvious way, there is little
point doing so since M!k, is just M!k− ⊗ M , as one sees easily, but there is no corresponding
decomposition for the strongly holomorphic mixed objects. Finally, we mention that we can
!
also define “even more mixed” mock modular forms by replacing Mk, by Mk,∗ = ∈Z Mk, ,
i.e., by allowing functions whose shadow is a finite sum of products fj (τ )gj (τ ) with the fj of
varying weights j and gj of weight 2 − k − j . Natural examples will occur in §8.
7.2 Examples
One somewhat artificial example of a mock modular form is the weight 2 Eisenstein series E2 (τ )
mentioned in §3.1, which was a quasimodular form: here the shadow g(τ ) is a constant and
the corresponding non-holomorphic Eichler integral g(τ ) a multiple of Im(τ )−1 . (This example,
however, is exceptional. Most quasimodular forms, like E2 (τ )2 , are not mock modular forms.)
In this subsection we give several less trivial examples. Many more will occur later in the paper.
Example 1. In Ramanujan’s famous last letter to Hardy in 1920, he gives 17 examples of mock
theta functions, though without giving any complete definition of this term. All of them have
weight 1/2 and are given as q-hypergeometric series. A typical example (Ramanujan’s second
mock theta function of “order 7”—a notion that he also does not define) is

∞
qn
2

−25/168
F7,2 (τ ) = −q = −q 143/168
1 + q + q 2
+ 2q 3
+ · · · . (7.8)
n=1
(1 − q n ) · · · (1 − q 2n−1 )
This is a mock theta function of weight 1/2 on Γ0 (4) ∩ Γ(7) with shadow the unary theta series
2
χ12 (n) n q n /168 , (7.9)
n≡2 (mod 7)
with χ12 (n) as in (3.12). The product η(τ )F7,2 (τ ) is a strongly holomorphic mixed mock
modular form of weight (1, 1/2), and by an identity of Hickerson is equal to an indefinite theta
series 1 2 2
η(τ ) F7,2 (τ ) = sgn(r) + sgn(s) (−1)r−s q (3r +8rs+3s )/2 . (7.10)
5
2
r, s ∈ Z+ 14
– 33 –
Example 2. The second example is the generating function of the Hurwitz-Kronecker class
numbers H(N ). These numbers are defined for N > 0 as the number of P SL(2, Z)-equivalence
classes of integral binary quadratic forms of discriminant −N , weighted by the reciprocal of
the number of their automorphisms (if −N is the discriminant of an imaginary quadratic field
√
K other than Q(i) or Q( −3), this is just the class number of K), and for other values of N
by H(0) = −1/12 and H(N ) = 0 for N < 0. It was shown in [73] that the function

∞
1 1 1
H(τ ) := H(N ) q N = − + q 3 + q 4 + q 7 + q 8 + q 11 + · · · (7.11)
N =0
12 3 2
is a mock modular form of weight 3/2 on Γ0 (4), with shadow the classical theta function
n2
θ(τ ) = q . Here H(τ ) itself is strongly holomorphic, and one does not need to multiply it
by anything or to consider mixed objects.
Example 3. This example is taken from [74]. We define the function
(6)

F2 (τ ) = − χ12 (r2 − s2 ) s q rs/6 = q + 2q 2 + q 3 + 2q 4 − q 5 + · · · (7.12)
r>s>0
(6)
with χ12 as in (3.12). Then the function E2 (τ ) − 12F2 (τ ) is a strongly holomorphic mixed
mock modular form of weight (2, 1/2) on the full modular group, having the shadow η(τ ) η(τ ),
and the quotient
E2 (τ ) − 12F2 (τ )
(6)

(6)
h (τ ) = = q −1/24 1 − 35q − 130q 2 − 273q 3 − 595q 4 − · · · (7.13)
η(τ )
is a weakly holomorphic mock modular form of weight 3/2 on SL(2, Z) with shadow η(τ ). More
generally, if we define
(6)

Fk (τ ) = − χ12 (r2 − s2 ) sk−1 q rs/6 (k = 2, 4, . . . ) , (7.14)
r>s>0
then for all ν ≥ 0 we have

24ν
2ν [h(6) , η]ν = Ek − 12Fk(6) + cusp form of weight k , k = 2ν + 2 , (7.15)
ν
where [h(6) , η]ν denotes the νth Rankin-Cohen bracket of the mock modular form h and the
modular form η in weights (3/2, 1/2). This statement, and the similar statements for other mock
modular forms which come later, are proved by the method of holomorphic projection, which
we do not explain here, and are intimately connected with the mock Jacobi forms introduced
in the next subsection. (That connection will also explain the superscript “6” in (7.12)–(7.15).)
– 34 –
Example 4. Our last example, which is very similar to the preceding one, has recently aroused
considerable interest because of the discovery by Eguchi, Ooguri and Tachikawa [27] (see also
[11]) of its connection with the character table of the Mathieu group M24 . We now define
(2)

F2 (τ ) = − (−1)r s q rs/2 = q + q 2 − q 3 + q 4 − q 5 + · · · ; (7.16)
r>s>0
r−s odd
(2)
then E2 (τ ) − 24F2 (τ ) is a strongly holomorphic mixed mock modular form of weight (2, 3/2)
on the full modular group, having the shadow η(τ )3 η(τ )3 , and the quotient
(2)
E2 (τ ) − 24F2 (τ )
h(2) (τ ) = 3
= q −1/8 1 − 45q − 231q 2 − 770q 3 − 2277q 4 − · · · (7.17)
η(τ )
is a weakly holomorphic mock modular form of weight 1/2 on SL(2, Z) with shadow η(τ )3 . As
before, if we set
(2)

Fk (τ ) = − (−1)r sk−1 q rs/2 (k = 2, 4, . . . ) , (7.18)
r>s>0
r−s odd
then for all ν ≥ 0 we have

8ν
2ν [h(2) , η 3 ]ν = Ek − 24Fk(2) + cusp form of weight k , k = 2ν + 2 , (7.19)
ν
where [h(2) , η 3 ]ν denotes the Rankin-Cohen bracket in weights (1/2, 3/2).
7.3 Mock Jacobi forms

By a mock Jacobi form (resp. a weak mock Jacobi form) of weight k and index m we will mean
a holomorphic function ϕ on IH × C which satisfies the elliptic transformation property (4.2),
and hence has a Fourier expansion as in (4.3) with the periodicity property (4.4) and a theta
expansion as in (4.10), and which satisfies the same cusp conditions (4.5) (resp. (4.7)) as in the
classical case, but in which the modularity property with respect to the action of SL(2, Z) on
IH × Z is weakened: the coefficients h (τ ) in (4.10) are now mock modular forms rather than
modular forms of weight k − 12 , and the modularity property of ϕ is that the completed function

z) =
ϕ(τ,
h (τ ) ϑm, (τ, z) , (7.20)
∈ Z/2mZ
rather than ϕ itself, transforms according to (4.1). If g denotes the shadow of hl , then we have

z) = ϕ(τ, z) +
ϕ(τ, g (τ ) ϑm, (τ, z)
∈ Z/2mZ
– 35 –
with g as in (7.2) and hence, by (7.3),
k−1/2 ∂ .
ψ(τ, z) := τ2 z) =
ϕ(τ, g (τ ) ϑm, (τ, z) . (7.21)
∂τ
∈ Z/2mZ
.
(Here = indicates an omitted constant.) The function ψ(τ, z) is holomorphic in z, satisfies the
same elliptic transformation property (4.2) as ϕ does (because each ϑm, satisfies this), satisfies
∂2

the heat equation 8πim ∂τ ∂
− ∂z 2 ψ = 0 (again, because each ϑm, does), and, by virtue of the
z), also satisfies the transformation property

modular invariance property of ϕ(τ,

aτ + b z 2−k 2πimcz
2
ab
ψ( , ) = |cτ + d| (cτ + d) e cτ +d ψ(τ, z) ∀ ∈ SL(2; Z) (7.22)
cτ + d cτ + d cd
with respect to the action of the modular group. These properties say precisely that ψ is a
skew-holomorphic Jacobi form of weight 3 − k and index m in the sense of Skoruppa [64, 65],
and the above discussion can be summarized by saying that we have an exact sequence
S
0 −→ Jk,m
weak
−→ Jweak
k,m −→ J3−k,m
skew
(7.23)
(and similarly with the word “weak” omitted), where Jk,m and Jweak
k,m denote the spaces of strong
and weak mock Jacobi forms, respectively, and the “shadow map” S now sends ϕ to ψ.
It turns out that most of the classical examples of mock theta functions occur as the
components of a vector-valued mock modular form which gives the coefficients in the theta
series expansion of a mock Jacobi form. We illustrate this for the four examples introduced in
the previous subsection.
Example 1. The function F7,2 (τ ) in the first example of §7.2 is actually one of three mock theta
functions {F7,j }j=1,2,3 of “order 7” defined by Ramanujan, each given by a q-hypergeometric
formula like (7.8), each having a shadow Θ7,j like in (7.9) but with the summation over n ≡ j
rather than n ≡ 2 modulo 7, and each satisfying an indefinite theta series identity like (7.10).
We extend {F7,j } to all j by defining it to be an odd periodic function of j of period 7, so that
the shadow of F7,j equals Θ7,j for all j ∈ Z. Then the function

F42 (τ, z) = χ12 () F7, (τ ) ϑ42, (τ, z) (7.24)
(mod 84)
belongs to Jweak
1,42 . The Taylor coefficients ξν as defined in equation (4.15) are proportional to
3
3
j=1 F7,j , Θ7,j ν and have the property that their completions ξν = j=1 F7,j , Θ7,j ν trans-
form like modular forms of weight 2ν + 2 on the full modular group SL(2, Z).
∞
Example 2. Set H0 (τ ) = ∞ n=0 H(4n)q and H1 (τ ) =
n
n=1 H(4n−1)q
n− 14
. Then the function

F1 (τ, z) = H0 (τ )ϑ1,0 (τ, z) + H1 (τ )ϑ1,1 (τ, z) = H(4n − r2 ) q n y r , (7.25)
n, r∈Z
– 36 –
is a mock Jacobi form of weight 2 and index 1 with shadow ϑ1,0 (τ, 0) ϑ1,0 (τ, z) + ϑ1,1 (τ, 0) ϑ1,1 (τ, z).
The νth Taylor coefficient ξν of F1 is given by
4ν
1
(1)
2ν [ϑ1,j , Hj ]ν = δk,2 Ek − Fk + (cusp form of weight k on SL(2, Z)) , (7.26)
ν j=0
where k = 2ν + 2 and
(1)
n k−1 n
Fk (τ ) := min d, q (k even, k ≥ 2) . (7.27)
n>0
d
d|n
In fact the cusp form appearing in (7.26) is a very important one, namely (up to a factor −2) the
sum of the normalized Hecke eigenforms in Sk (SL(2, Z)), and equation (7.26) is equivalent to the
famous formula of Eichler and Selberg expressing the traces of Hecke operators on Sk (SL(2, Z))
in terms of class numbers of imaginary quadratic fields. It would be very interesting to know
whether the cusp forms on SL(2, Z) occurring in (7.15) and (7.19), and in similar examples
occurring later, also have some natural arithmetic meaning.
Example 3. Write the function h(6) defined in (7.13) as

h(6) (τ ) = − C (6) (D) q D/24 (7.28)
D≥−1
D≡−1 (mod 24)
with
D −1 23 47 71 95 119 143 167 191
.
C (D) −1
(6)
35 130 273 595 1001 1885 2925 4886
Then the function 12 (6)
F6 (τ, z) = C (24n − r2 ) q n y r (7.29)
n, r∈Z
r
24n−r 2 ≥−1
is a mock Jacobi form of index 6 (explaining the notation h(6) ). Note that, surprisingly, this
is even simpler than the expansion of the index 1 mock Jacobi form just discussed, because
its twelve Fourier coefficients h are all proportional to one another, while the two Fourier
coefficients h of F1 (τ, z) are not proportional. Specifically, we have h (τ ) = χ12 ()h(6) (τ ) for
all , where χ12 is the character defined in (3.12), so that we have the factorization

F6 (τ, z) = h(6) (τ ) ϑ6,1 (τ, z) − ϑ6,5 (τ, z) − ϑ6,7 (τ, z) + ϑ6,11 (τ, z) . (7.30)
(This is related to the fact that the shadow η(τ ) of h(6) (τ ) is a modular form on the full modular
group, while the shadow θ(τ ) of H(τ ) is a modular form on a congruence subgroup.) Combining
this with (4.16) and noting that the functions ϑ06, satisfy ϑ06,1 − ϑ06,5 = ϑ06,11 − ϑ06,7 = η, we see
that the functions described in (7.15) are proportional to the Taylor coefficients ξν of F6 .
– 37 –
Example 4. The fourth example is very similar. Write the mock modular form (7.17) as

h(2) (τ ) = − C (2) (D) q D/8 (7.31)
D≥−1
D≡−1 (mod 8)
with
D −1 7 15 23 31 39 47 55 63
.
C (D) −1
(6)
45 231 770 2277 5796 13915 30843 65550
Then the function

F2 (τ, z) = χ4 (r) C (2) (8n − r2 ) q n y r = h(2) (τ ) ϑ2,1 (τ, z) − ϑ2,3 (τ, z) , (7.32)
n, r∈Z
8n−r 2 ≥−1
where χ4 (r) = ±1 for r ≡ ±1 (mod 4) and χ4 (r) = 0 for r even, is a mock Jacobi form of
index 2 and the functions given in (7.19) are proportional to the Taylor coefficients ξν of F2 ,
because ϑ12,1 − ϑ12,3 = η 3 , where ϑ12, is defined by (4.17).
8. From meromorphic Jacobi forms to mock modular forms

In this section we consider Jacobi forms ϕ(τ, z) that are meromorphic with respect to the
variable z. It was discovered by Zwegers [75] that such forms, assuming that their poles occur
only at points z ∈ Qτ + Q (i.e., at torsion points on the elliptic curve C/Zτ + Z ), have a
modified theta expansion related to mock modular forms. Our treatment is based on his, but
the presentation is quite different and the results go further in one key respect. We show that ϕ
decomposes canonically into two pieces, one constructed directly from its poles and consisting
of a finite linear combination of Appell-Lerch sums with modular forms as coefficients and
one being a mock Jacobi form in the sense introduced in the preceding section. Each piece
separately transforms like a Jacobi form with respect to elliptic transformations. Neither piece
separately transforms like a Jacobi form with respect to modular transformations, but each can
be completed by the addition of an explicit and elementary non-holomorphic correction term
so that it does transform correctly with respect to the modular group.
In §8.1 we explain how to modify the Fourier coefficients h defined in (4.8) when ϕ has
poles, and use these to define a “finite part” of ϕ by the theta decomposition (4.10). In §8.2
we define (in the case when ϕ has simple poles only) a “polar part” of ϕ as a finite linear
combination of standard Appell-Lerch sums times modular forms arising as the residues of ϕ at
its poles, and show that ϕ decomposes as the sum of its finite part and its polar part. Subsection
8.3 gives the proof that the finite part of ϕ is a mock Jacobi form and a description of the non-
holomorphic correction term needed to make it transform like a Jacobi form. This subsection
also contains a summary in tabular form of the various functions that have been introduced
– 38 –
and the relations between them. In §8.4 we describe the modifications needed in the case of
double poles (the case actually needed in this paper) and in §8.5 we present a few examples to
illustrate the theory. Among the “mock” parts of these are two of the most interesting mock
Jacobi forms from §7 (the one related to class numbers of imaginary quadratic fields and the
one conjecturally related to representations of the Mathieu group M24 ). Many other examples
will be given in §9.
Throughout the section, we use the convenient notation e(x) := e2πix .
8.1 The Fourier coefficients of a meromorphic Jacobi form
As indicated above, the main problem we face is to find an analogue of the theta decomposi-
tion (4.10) of holomorphic Jacobi forms in the meromorphic case. We will approach this problem
from two sides: computing the Fourier coefficients of ϕ(τ, z) with respect to z, and computing
the contribution from the poles. In this subsection we treat the first of these questions.
Consider a meromorphic Jacobi form ϕ(τ, z) of weight k and index m. We assume that
ϕ(τ, z) for each τ ∈ IH is a meromorphic function of z which has poles only at points z = ατ + β
wit α and β rational. In the case when ϕ was holomorphic, we could write its Fourier expansion
in the form (4.8). By Cauchy’s theorem, the coefficient h (τ ) in that expansion could also be
given by the integral formula
P +1
(P ) −2 /4m
h (τ ) = q ϕ(τ, z) e(−z) dz , (8.1)
P
where P is an arbitrary point of C. From the holomorphy and transformation properties of ϕ

it follows that the value of this integral is independent of the choice of P and of the path of
integration and depends only on modulo 2m (implying that we have the theta expansion
(4.10)) and that each h is a modular form of weight k − 12 . Here each of these properties fails:
the integral (8.1) is not independent of the path of integration (it jumps when the path crosses
a pole); it is not independent of the choice of the initial point P ; it is not periodic in (changing
by 2m corresponds to changing P by τ ); it is not modular; and of course the expansion (4.10)
cannot possibly hold since the right-hand-side has no poles in z.
To take care of the first of these problems, we specify the path of integration in (8.1) as the
horizontal line from P to P + 1. If there are poles of ϕ(τ, z) along this line, this does not make
sense; in that case, we define the value of the integral as the average of the integral over a path
deformed to pass just above the poles and the integral over a path just below them. (We do
not allow the initial point P to be a pole of ϕ, so this makes sense.) To take care of the second
and third difficulties, the dependence on P and the non-periodicity in , we play one of these
– 39 –
problems off against the other. From the elliptic transformation property (4.2) we find that
P +1
(P +τ ) −2 /4m
h (τ ) = q ϕ(τ, z + τ ) e(− (z + τ )) dz
P
P +1
−(+2m)2 /4m (P )
= q ϕ(τ, z) e(−( + 2m) z) dz = h+2m (τ ) ,
P
i.e., changing P by τ corresponds to changing by 2m, as already mentioned. It follows that if

we choose P to be −τ /2m (or −τ /2m + B for any B ∈ R, since it is clear that the value of
the integral (8.1) depends only on the height of the path of integration and not on the initial
point on this line), then the quantity
(−τ /2m)
h (τ ) := h (τ ) (8.2)
depends only on the value of (mod 2m). This in turn implies that the sum

ϕF (τ, z) := h (τ ) ϑm, (τ, z) , (8.3)
∈ Z/2mZ
which we will call the finite part (or Fourier part) of ϕ, is well defined. If ϕ is holomorphic,
then of course ϕF = ϕ, by virtue of (4.10).
Note that the definiton of h (τ ) can also be written

2 /4m
h (τ ) = q ϕ(τ, z − τ /2m) e(−z) dz , (8.4)
R/Z
with the same convention as above if ϕ(τ, z − τ /2m) has poles on the real line.
8.2 The polar part of ϕ (case of simple poles)
We now consider the contribution from the poles. To present the results we first need to fix
notations for the positions and residues of the poles of our meromorphic function ϕ. We assume
for now that the poles are all simple.
By assumption, ϕ(τ, z) has poles only at points of the form z = zs = ατ + β for s =
(α, β) belonging to some subset S of Q2 . The double periodicity property (4.2) implies that
S is invariant under translation by Z2 , and of course S/Z2 must be finite. The modular
transformation property (4.1) of ϕ implies that S is SL(2, Z)-invariant. For each s = (α, β) ∈ S,
we set

Ds (τ ) = 2πi e(mαzs ) Resz=zs ϕ(τ, z) (s = (α, β) ∈ S, zs = ατ + β) . (8.5)
– 40 –
The functions Ds (τ ) are holomorphic modular forms of weight k − 1 and some level, and only
finitely many of them are distinct. More precisely, they satisfy
• D(α+λ,β+μ) = e(m(μα − λβ + λμ)) D(α,β) for (λ, μ) ∈ Z2 , (8.6)
aτ + b a b
• Ds = (cτ + d)k−1 Dsγ (τ ) for γ = ∈ SL(2, Z) , (8.7)
cτ + d cd
as one sees from the transformation properties of ϕ. (The calculation is given in §8.4. It is
to obtain the simple transformation equation (8.7) that we included the non-obvious factor
e(mαzs ) in (8.5).) Since we are assuming for the moment that there are no higher-order poles,
all of the information about the non-holomorphy of ϕ is contained in these functions.
The strategy is to define a “polar part” of ϕ by taking the poles zs in some fundamental
parallelogram for the action of the lattice Zτ + Z on C (i.e., for s = (α, β) in the intersection of
S with some square box [A, A + 1) × [B, B + 1) ) and then averaging the residues at these poles
over all translations by the lattice. But we must be careful to do this in just the right way to
get the desired invariance properties. For each m ∈ N we introduce the averaging operator
2
Av(m) F (y) := q mλ y 2mλ F (q λ y) (8.8)
λ∈Z
which sends any function of y (= Z-invariant function of z) of polynomial growth in y to a

function of z transforming like an index m Jacobi form under translations by the full lattice
Zτ + Z. For example, we have
2 2
q /4m Av(m) y = q (+2mλ) /4m y +2mλ = ϑm, (τ, z) (8.9)
λ∈Z
for any ∈ Z . If F (y) itself is given as the average

F (y) = AvZ f (z) := f (z + μ) (z ∈ C, y = e(z)) (8.10)
μ∈Z
of a function f (z) in C (of sufficiently rapid decay at infinity), then we have

(m) 2
Av(m) F (y) = AvZτ +Z f (z) := e2πim(λ τ +2λz) f (z + λτ + μ) . (8.11)
λ, μ∈Z
We want to apply the averaging operator (8.8) to the product of the function Ds (τ ) with
a standard rational function of y having a simple pole of residue 1 at y = ys = e(zs ), but
the choice of this rational function is not obvious. The right choice turns out to be R−2mα (y),
where Rc (y) for c ∈ R is defined by
⎧
⎪ 1 c y+1
⎨ y if c ∈ Z ,
Rc (y) = 2 y − 1 (8.12)
⎪ 1
⎩ y
c if c ∈ R Z .
y−1
– 41 –
(Here c denotes the “ceiling” of c, i.e., the smallest integer ≥ c. The right-hand side can also
1 y c +1 + y
c
be written more uniformly as , where c = −−c denotes the “floor” of c, i.e.,
2 y−1
the largest integer ≤ c.) This function looks artificial, but is in fact quite natural. First of all,
by expanding the right-hand side of (8.12) in a geometric series we find
# ∗
− ≥c y if |y| < 1,
Rc (y) = ∗ (8.13)
≤c y
if |y| > 1,
where the asterisk on the summation sign means that the term = c is to be counted with
multiplicity 1/2 when it occurs (which happens only for c ∈ Z, explaining the case distinction
in (8.12)). This formula, which can be seen as the prototypical example of wall-crossing, can
also be written in terms of z as a Fourier expansion (convergent for all z ∈ C R)
sgn( − c) + sgn(z2 )
Rc (e(z)) = − e(z) (y = e(z), z2 = Im(z) = 0) , (8.14)
∈Z
2
without any case distinction. Secondly, Rc (y) can be expressed in a natural way as an average:
Proposition 8.1 For c ∈ R and z ∈ C Z we have

$ e(cz) %
Rc (e(z)) = AvZ . (8.15)
2πiz
Proof: If c ∈ Z, then
$ e(cz) % yc 1 yc π yc y + 1
AvZ = = =
2πiz 2πi n∈Z z − n 2πi tan πz 2 y−1
by a standard formula of Euler. If c ∈

/ Z then the Poisson summation formula and (8.14) give
$ e(cz) % e(c(z + n)) iz2 +∞ e(c(z + u))
AvZ = = e(−u) du e(z)
2πiz n∈Z
2πi(z + n) ∈Z iz2 −∞ 2πi(z + u)
sgn( − c) + sgn(z2 )
= − e(z) = Rc (e(z))
∈Z
2
if z2 = 0, and the formula remains true for z2 = 0 by continuity. An alternative proof can be
obtained by noting that e(−cz)Rc (e(z)) is periodic of period 1 with respect to c and expanding
it as a Fourier series in c, again by the Poisson summation formula.
For any s = (α, β) ∈ Q2 and m ∈ N we now define

Fms (τ, z) = e(−mαzs ) Av(m) R−2mα (y/ys ) (ys = e(zs ) = e(β)q α ) , (8.16)
– 42 –
an Appell-Lerch sum. It is easy to check that this function satisfies
Fm(α+λ,β+μ) = e(−m(μα − λβ + λμ)) Fm(α,β) (λ, μ ∈ Z) (8.17)
and hence, in view of the corresponding property (8.6) of Ds , that the product Ds (τ )Fms (τ, z)
depends only on the class of s in S/Z2 . We can therefore define the polar part of ϕ by the
formula
ϕP (τ, z) := Ds (τ ) Fms (τ, z) , (8.18)
s∈S/Z2
and it is obvious from the above discussion that this function satisfies the index m elliptic
transformation property (4.2) and has the same poles and residues as ϕ, so that the difference
ϕ − ϕP is holomorphic and has a theta expansion. In fact, we have:
Theorem 8.1 Let ϕ(τ, z) be a meromorphic Jacobi form with simple poles at z = zs = ατ + β
for s = (α, β) ∈ S ⊂ Q2 , with Fourier coefficients h (τ ) defined by (8.1) and (8.2) or by (8.4)
and residues Ds (τ ) defined by (8.5). Then ϕ has the decomposition
ϕ(τ, z) = ϕF (τ, z) + ϕP (τ, z) , (8.19)
where ϕF and ϕP are defined by equations (8.3) and (8.18), respectively.
Proof: Fix a point P = Aτ +B ∈ C with (A, B) ∈ R2 S. Since ϕ, ϕF and ϕP are meromorphic,
it suffices to prove the decomposition (8.19) on the horizontal line Im(z) = Im(P ) = Aτ2 . On
this line we have the Fourier expansion
2 (P )
ϕ(τ, z) = q /4m h (τ ) y ,
∈Z
(P )
where the coefficients h are defined by (8.1) (modified as explained in the text there if A = α
for any (α, β) ∈ S, but for simplicity we will simply assume that this is not the case, since we
are free to choose A any way we want). Comparing this with (8.3) gives
(P ) 2
ϕ(τ, z) − ϕF (τ, z) = h (τ ) − h (τ ) q /4m y (Im(z) = Im(P )) . (8.20)
∈Z
2 (P )
But q /4m (h (τ ) − h (τ )) is just 2πi times the sum of the residues of ϕ(τ, z)e(−z) in the
parallelogram with width 1 and horizontal sides at heights Aτ2 and −τ2 /2m, with the residues
of any poles on the latter line being counted with multiplicity 1/2 because of the way we defined
h in that case, so
2 (P ) sgn(α − A) − sgn(α + /2m)
q /4m h (τ ) − h (τ ) = 2πi Resz=zs ϕ(τ, z)e(−z)
2
s=(α,β) ∈ S/Z
sgn(α − A) − sgn( + 2mα)
= Ds (τ ) e(−( + mα)zs ) .
2
s=(α,β) ∈ S/Z
– 43 –
(Here “(α, β) ∈ S/Z” means that we consider all α, but β only modulo 1, which is the same
by periodicity as considering only the (α, β) with B ≤ β < B + 1.) Inserting this formula
into (8.20) and using (8.14), we find
sgn(Im(z − zs )) + sgn( + 2mα) y
ϕ(τ, z) − ϕF (τ, z) = − e(−mαzs ) Ds (τ )
2 ys
s=(α,β) ∈ S/Z ∈Z

= e(−mαzs ) Ds (τ ) R−2mα (y/ys )
s=(α,β) ∈ S/Z

= e −m(α − λ)(zs − λτ ) D(α−λ,β) (τ ) R−2m(α−λ) (q λ y/ys )
s=(α,β) ∈ S/Z2 λ∈Z
2
= Ds (τ ) e(−mαzs ) q mλ y 2mλ R−2mα (q λ y/ys ) ,
s=(α,β) ∈ S/Z2 λ∈Z
where in the last line we have used the periodicity property (8.6) of Ds (τ ) together with the
obvious periodicity property Rc+n (y) = y n Rc (y) of Rc (y). But the inner sum in the last

expression is just Av(m) R−2mα (y/ys ) , so from the definition (8.16) we see that this agrees
with ϕP (τ, z), as claimed.
8.3 Mock modularity of the Fourier coefficients

In subsections §8.1 and §8.2 we introduced a canonical splitting of a meromorphic Jacobi form ϕ
into a finite part ϕF and a polar part ϕP , but there is no reason yet (apart from the simplicity of
equation (8.2)) to believe that the choice we have made is the “right” one: we could have defined
periodic Fourier coefficients h (τ ) in many other ways (for instance, by taking P = P0 − /2mτ
with any fixed P0 ∈ C or more generally P = P −τ /2m where P depends only on modulo 2m)
and obtained other functions ϕF and ϕP . What makes the chosen decomposition special is
that, as we will now show, the Fourier coefficients defined in (8.2) are (mixed) mock modular
forms and the function ϕF therefore a (mixed) mock Jacobi form in the sense of §7.3. The
corresponding shadows will involve theta series which we now introduce.
For m ∈ N, ∈ Z/2mZ and s = (α, β) ∈ Q2 we define the unary theta series
2
Θsm, (τ ) = e(−mαβ) λ e(2mβλ) q mλ (8.21)
λ ∈ Z+α+/2m
of weight 3/2 and its Eichler integral13

√
Θ sm, (τ ) = e(mαβ) sgn(λ) e(−2mβλ) erfc 2|λ| πmτ2 q −mλ
2
(8.22)
2
λ ∈ Z+α+/2m
13
Strictly
& speaking, the Eichler integral as defined by equation (7.2) with k = 1/2 would be this multiplied
by 2 π/m, but this normalization will lead to simpler formulas and, as already mentioned, there is no good
universal normalization for the shadows of mock modular forms.
– 44 –
(cf. (7.2) and (7.5)). One checks easily that these functions transform by
(α+λ,β+μ) (α,β)
Θm, (τ ) = e(m(μα − λβ + λμ)) Θm, (τ ) (λ, μ ∈ Z) , (8.23)
Θ (α,β) (τ )
(α+λ,β+μ) (τ ) = e(−m(μα − λβ + λμ)) Θ (λ, μ ∈ Z) . (8.24)
m, m,
with respect to translations of s by elements of Z2 . From this and (8.6) it follows that the
products Ds Θsm, and Ds Θ s depend only on the class of s in S/Z2 , so that the sums over s
m,
occurring in the following theorem make sense.
Theorem 8.2 Let ϕ, h and ϕF be as in Theorem 8.1. Then each h is a mixed mock modular

form of weight (k − 1, 1/2), with shadow s∈S/Z2 Ds (τ ) Θsm, (τ ), and the function ϕF is a mixed
mock Jacobi form. More precisely, for each ∈ Z/2mZ the completion of h defined by

h (τ ) := h (τ ) + s (τ ) ,
Ds (τ ) Θ (8.25)
m,
s∈S/Z2
s as in (8.22), tranforms like a modular form of weight k − 1/2 with respect to some
with Θ m,
congruence subgroup of SL(2, Z), and the completion of ϕF defined by

F (τ, z) :=
ϕ
h (τ ) ϑm, (τ, z) (8.26)
(mod 2m)
transforms like a Jacobi form of weight k and index m with respect to the full modular group.
The key property needed to prove this theorem is the following proposition, essentially
due to Zwegers, which says that the functions Fms (τ, z) defined in §8.2 are (meromorphic)

mock Jacobi forms of weight 1 and index m, with shadow (mod 2m) Θsm, (τ ) ϑv m, (τ, z) (more
precisely, that each Fms is a meromorphic mock Jacobi form of this weight, index and shadow
with respect to some congruence subgroup of SL(2, Z) depending on s and that the collection
of all of them is a vector-valued mock Jacobi form on the full modular group):
Proposition 8.2 For m ∈ N and s ∈ Q2 the completion Fms of Fms defined by

Fms (τ, z) := Fms (τ, z) − Θ sm, (τ ) ϑm, (τ, z) . (8.27)
(mod 2m)
satisfies
Fm(α+λ,β+μ) (τ, z) = e(−m(μα − λβ + λμ)) Fm(α,β) (τ ) (λ, μ ∈ Z) , (8.28)

Fms (τ, z + λτ + μ) = e(−m(λ2 τ + 2λz)) Fms (τ ) (λ, μ ∈ Z) , (8.29)
aτ + b z mcz 2 a b
Fms , = (cτ + d) e Fmsγ (τ, z) γ= ∈ SL(2, Z) . (8.30)
cτ + d cτ + d cτ + d cd
– 45 –
Proof: The first two properties are easy to check because they hold for each term in (8.27)
separately. The modular transformation property, considerably less obvious, is essentially the
content of Proposition 3.5 of [75], but the functions he studies are different from ours and we
need a small calculation to relate them. Zwegers defines two functions fu (z; τ ) and fu (z; τ )
(m) (m)
(m ∈ N, τ ∈ H, z, u ∈ C) by
$ 1 % 1
fu(m) (z; τ ) = Av(m) , f˜u(m) (z; τ ) = fu(m) (z; τ ) − Rm, (u; τ ) ϑm, (τ, z)
1 − y/e(u) 2
(mod 2m)
(here we have rewritten his Definition 3.2 in our notation), where

' 1 √ rτ + 2mu (
q −r /4m e(−ru) ,
2 2 2
Rm, (u; τ ) = sgn r + − erf π √ (8.31)
r∈+2mZ
2 mτ2
and shows (Proposition 3.5) that fu satisfies the modular transformation property
(m)
z aτ + b mc(z 2 − u2 )
(m)
f˜u/(cτ +d) ; = (cτ + d) e f˜u(m) (z; τ ) (8.32)
cτ + d cτ + d cτ + d
a b
for all γ = ∈ SL(2, Z). Noting that erf(x) = sgn(x)(1 − erfc(|x|)), we find that
cd
1 sgn(r + 12 ) − sgn(r + 2mα) −r2 /4m −r

Rm, (zs ; τ ) = q m,l (τ )
ys + e(mαzs ) Θ
2 2
r≡ (mod 2m)
in our notation. On the other hand, from (8.12) we have
1 sgn(r + 1 ) − sgn(r + 2mα)

R−2mα (y) = + 2
yr
y−1 r∈Z
2
(note that the sum here is finite). Replacing y by y/ys and applying the operator Av(m) , we
find (using (8.9))
sgn(r + 1 ) − sgn(r + 2mα)
q −r /4m ys−r ϑm,r (τ, z) .
2
e(mαzs ) Fms (τ, z) = −fz(m) (z; τ ) + 2
s
r∈Z
2
Combining these two equations and rearranging, we obtain [signs still to be checked!]
Fms (τ, z) = − e(−mαzs ) f˜z(m)

s
(z; τ ) ,
and the modularity property(8.30) then follows from (8.32) after a short calculation.
– 46 –
The proof of Theorem 8.2 follows easily from Proposition 8.2. We define the completion of
the function ϕP studied in §8.2 by

P (τ, z) :=
ϕ Ds (τ ) Fms (τ, z) . (8.33)
s∈S/Z2
The sum makes sense by (8.28), and from the transformation equations (8.29)–(8.30) together
with the corresponding properties (8.6)–(8.7) of the residue functions Ds (τ ) it follows that
P (τ, z) transforms like a Jacobi form of weight k and index m with respect to the full modular
ϕ
group. Comparing equations (8.33) and (8.27) with equations (8.26) and (8.25), we find that

ϕP (τ, z) − ϕ P (τ, z) = s (τ ) ϑm, (τ, z) = ϕ
Ds (τ ) Θ F (τ, z) − ϕF (τ, z)
m,
∈ Z/2mZ s ∈ S/Z2
and hence, using Theorem 8.1, that
F (τ, z) + ϕ
ϕ P (τ, z) = ϕF (τ, z) + ϕP (τ, z) = ϕ(τ, z) .
Since both ϕ(τ, z) and ϕ P (τ, z) transform like Jacobi forms of weight k and index m, it follows
F (τ, z) also does, and then the fact that each
that ϕ h transforms like a modular form of weight
k−1/2 (and hence that each h is a mixed mock modular form with the weight and shadow given
in the theorem) follows by the same argument that proves the modularity of the coefficients h
in the theta expansion (4.10) in the classical case.
Summary. For the reader’s convenience, we give a brief summary of the results given up
to now. We have the following six functions of two variables (τ, z) ∈ H × C :
• ϕ(τ, z), a meromorphic Jacobi form of weight k and index m, assumed to have only simple
poles at z = zs = ατ + β for s = (α, β) in some discrete subset S ⊂ Q2 ;

• ϕF (τ, z), the finite part of ϕ, defined by the theta expansion (mod 2m) h (τ )ϑm, (τ, z)
2
where h (τ ) is q /4m times the th Fourier coefficient of ϕ(τ, z − τ /2m) on the real line;

• ϕP (τ, z), the polar part of ϕ, defined as s∈S/Z2 Ds (τ )Fms (τ, z), where Fms is an explicit
Appell-Lerch sum having simple poles at z ∈ zs + Zτ + Z ;
s
• C(τ, z), a non-holomorphic correction term, defined as s Ds (τ )Θm, (τ )ϑm, (τ, z)
where the Θ m, are the Eichler integrals of explicit unary theta series of weight 3/2 ;
• ϕ
F (τ, z), the completed finite part, defined as ϕF (τ, z) + C(τ, z) ;
P (τ, z), the completed polar part, defined as ϕP (τ, z) − C(τ, z) .
• ϕ
These functions are related by
F + ϕ
ϕF + ϕP = ϕ = ϕ P , F − ϕF = C = ϕP − ϕ
ϕ P . (8.34)
– 47 –
Each of them is real-analytic in τ , meromorphic in z, satisfies the elliptic transformation prop-
erty (4.2) with respect to z, and has precisely two of four further desirable properties of such a

function (note that 6 = 42 ), as shown in the following table
ϕ ϕF ϕP C F
ϕ P
ϕ
holomorphic in τ ? − − −
transforms like a Jacobi form ? − − −
holomorphic in z ? − − −
determined by the poles of ϕ ? − − −
in which the three checked entries in each row correspond to one of the equations (8.34). Each
Fourier coefficient h of ϕ is a mixed mock modular form of weight (k − 1, 1/2) , and the finite
part ϕF is a mixed mock Jacobi form. In the holomorphic case, the functions ϕ, ϕF and ϕ F
coincide and the functions ϕP , C and ϕP vanish.
8.4 The case of double poles

In this subsection we extend our considerations to the case when ϕ is allowed to have double
poles, again assumed to be at points z = zs = ατ + β for s = (α, β) belonging to some discrete
subset S of Q2 . The first thing we need to do is to generalize the definition (8.5) to this case.
For s ∈ S we define functions Es and Ds on H by the Laurent expansion
Es (τ ) Ds (τ ) − 2mα Es (τ )
e(mαzs ) ϕ(τ, zs + ε) = + + O(1) as ε → 0. (8.35)
(2πiε)2 2πiε
(Notice that Ds (τ ) is the same function as in (8.5) when the pole is simple.) It is easily checked
that the behavior of these functions under translations of s by elements of Z2 is given by
equation (8.6) and its analogue for Es . For the modular behavior, we have:
Proposition 8.3 The functions Es (τ ) and Ds (τ ) defined by (8.35) are modular forms of weight

k − 2 and k − 1, respectively. More respectively, for all s ∈ S and ac db ∈ SL(2, Z) we have
aτ + b aτ + b
Es = (cτ + d)k−2 Esγ (τ ) , Ds = (cτ + d)k−1 Dsγ (τ ) . (8.36)
cτ + d cτ + d
Proof: We rewrite (8.35) as
Es (τ ) Ds (τ )
e(mα(zs + 2ε)) ϕ(τ, zs + ε) = 2
+ + O(1) ,
(2πiε) 2πiε
and also write αs and zs (τ ) instead of just α and zs . Then using the easily checked identities
zsγ (τ ) c zsγ (τ )2 aτ + b
zs (γτ ) = , αsγ zsγ (τ ) − αs zs (γτ ) = γτ := ,
cτ + d cτ + d cτ + d
– 48 –
and the modular transformation equation (4.1), we find
(cτ + d)2 Es (γτ ) (cτ + d) Ds (γτ ) 2ε ε

+ ≡ e mα z s (γτ ) + ϕ γτ, z s (γτ ) +
(2πiε)2 2πiε cτ + d cτ + d
zsγ (τ ) + 2ε zsγ (τ ) + ε
≡ e mα ϕ γτ,
cτ + d cτ + d
zsγ + 2ε mc(zsγ + ε)2
≡ (cτ + d)k e mα + ϕ τ, zsγ + ε
cτ + d cτ + d
≡ (cτ + d) e(mαsγ (zsγ + 2ε)) ϕ(τ, zsγ + ε)
k
$ Dsγ (τ ) %
k Esγ (τ )
≡ (cτ + d) + ,
(2πiε)2 2πiε
where “ ≡ ” means equality modulo a quantity that is bounded as ε → 0. The claim follows.
Next, we must define a standard Appell-Lerch sum with a double pole at z = zs . We begin
(2)
by defining a rational function Rc (y) with a double pole at y = 1 for each c ∈ R. Motivated
by Proposition 8.1, we require

e(cz) 1 e(c(z − n))
Rc (e(z)) = AvZ
(2)
= . (8.37)
(2πiz)2 (2πi)2 n∈Z (z − n)2
To calculate this explicitly as a rational function, we could imitate the proof of Proposition 8.1,
(2) 1 d
but it is easier to note that Rc (e(z)) = − + c Rc (e(z)) and hence
2πi dz
d | − c| + sgn(z2 ) ( − c)
R(2)
c (y) = −y + c Rc (y) = y (8.38)
dy ∈Z
2
#
≥c ( − c) y if |y| < 1 c − c

c +1 1
= = y + . (8.39)
≤c (c − ) y

if |y| > 1 (y − 1)2 y−1
(Notice that in the second line neither the asterisk on the summation sign nor the case distinc-
(2)
tion for c ∈ Z and c ∈/ Z are needed, and that the function Rc (y), unlike Rc (y), is continuous
in c.) For s = (α, β) ∈ Q2 and m ∈ N we set
(2)
Gsm (τ, z) = e(−mαzs ) Av(m) R−2mα (y/ys ) , (8.40)
in analogy with (8.16). If we then define the polar part ϕP of ϕ by

ϕP (τ, z) = Es (τ ) Gsm (τ, z) + Ds (τ ) Fms (τ, z) ; (8.41)
s∈S/Z2
– 49 –
then the definitions of the functions Ds , Es , Fms and Gsm immediately imply that ϕP has the
same singularities as ϕ, so that the difference
ϕF (τ, z) = ϕ(τ, z) − ϕP (τ, z) (8.42)
is a holomorphic function of z.
As before, the key property of the Appell-Lerch sums is that they are again mock Jacobi
forms, of a somewhat more complicated type than before. We introduce the unary theta series
2
s
θm, (τ ) = e(−mαβ) e(2mβλ) q mλ (8.43)
λ ∈ Z+α+/2m
of weight 1/2 and its (again slightly renormalized) Eichler integral
s
θm, (τ ) √
θm, |λ| e(−2mβλ) erfc 2|λ| πmτ2 q −mλ
2
s
(τ ) = √ − e(mαβ) (8.44)
2π mτ2
λ ∈ Z+α+/2m
(cf. (7.2) and (7.5)). Then we can define the completion sm of Gsm by
G

Gs (τ, z) := Gs (τ, z) + m
m m θm,
s
(τ ) ϑm, (τ, z) . (8.45)
(mod 2m)
s of Gs defined by(8.45) satisfies

Proposition 8.4 For m ∈ N and s ∈ Q2 the completion G m m
(α+λ,β+μ) (τ, z) = e(−m(μα − λβ + λμ)) G

G (α,β) (τ ) (λ, μ ∈ Z) , (8.46)
m m
G (τ, z + λτ + μ) = e(−m(λ τ + 2λz)) G

s 2 (τ )
s
(λ, μ ∈ Z) , (8.47)
m m
aτ + b z mcz 2 a b

Gms
, 2
= (cτ + d) e sγ
Gm (τ, z) γ= ∈ SL(2, Z) . (8.48)
cτ + d cτ + d cτ + d cd
(m) (m)
The proof is exactly similar to that of 8.2. We define functions gu (z; τ ) and g̃u (z; τ )
1 ∂ u2 (m) (m)
by applying the operator − 2m to fu (z; τ ) and f˜u (z; τ ); then the transformation
2πi ∂u τ2
˜(m) (m)
equation (8.32) of fu implies the same transformation equation for g̃u but with the initial
factor (cτ + d) replaced by (cτ + d)2 , and a calculation exactly similar to the one given before
(m)
shows that e(mαzs )Gsm (τ, z) differs from gzs (z; τ ) by a finite linear combination of functions
s (τ, z) = g̃z(m)
ϑm,r (τ, z) and that e(mαzs )G s (z; τ ). We omit the details.
m
Theorem 8.3 Let ϕ be as above, with singularities at z = zs (s ∈ S ⊂ Q2 ) given by (8.35).

Then the finite part ϕF as defined by (8.42) coincides with the finite part defined by the theta
– 50 –
expansion (8.3), the coefficients h (τ ) in this expansion are mixed mock modular forms, with
completion given by

h (τ ) = h (τ ) + Es (τ ) θm,
s s (τ ) ,
(τ ) + Ds (τ ) Θ m,
s∈S/Z2
F defined by (8.26) transforms like a Jacobi form of weight k and index m.

and the completion ϕ
The proof follows the same lines as before: the equivalence of (8.3) and (8.42) is proved by
expanding ϕ(τ, z) as a Fourier series along the horizontal line Im(z) = Im(P ) for some generic
point P ∈ C and calculating the difference ϕ−ϕF as a sum of residues, and the mock modularity

is proved by decomposing ϕ as ϕ F + ϕ
P with ϕ
F as in (8.26) and ϕ
P = s∈S/Z2 Es G sm +Ds Fms ,
which transforms like a Jacobi form by virtue of Proposition 8.4. Again the details are left to
the reader. Note that here the mock modular forms h (τ ) are of the “even more mixed” variety
mentioned at the end of §7.3, since they now have a shadow that is a linear combination of two

s
terms s Es θm,l and s Ds Θsm,l belonging to two different tensor products Mk−2 ⊗ M1/2 and
Mk−1 ⊗ M3/2 and hence two different bi-weights(k − 2, 32 ) and (k − 1, 12 ) rather than a single
bi-weight (k − 1, 12 ) as before.
8.5 Examples
We end this section by giving five examples of meromorphic Jacobi forms and their decompo-
sitions into a mock Jacobi form and a finite linear combination of Appell-Lerch sums. We use
systematically use the notations A = ϕ−2,1 , B = ϕ0,1 , C = ϕ−1,2 for the three basic generators
of the ring of weak Jacobi forms as described in (4.30)–(4.39).
Example 1: Simple pole at z = 0, weight 1, index 1. As our first example we take the
Jacobi form ϕ = C/A ∈ J1,1 mer
, which has a simple pole of residue 1/πi at z = 0 and a Fourier
expansion beginning
y+1
− (y 2 − y −2 ) q − 2(y 3 − y −3 ) q 2 − 2(y 4 − y −4 ) q 3 − (2y 5 + y 4 − y −4 − 2y −5 ) q 4 − · · · .
y−1

The Fourier expansion of the polar part ϕP = Av(1) y+1 y−1
begins the same way, and indeed, we
must have ϕ = ϕ because the Fourier coefficients h all vanish identically (we have h− = −h
P
because the weight is odd and h+2 = h because the index is 1). So here there is no mock
Jacobi form at all, but only the polar correction term given by the Appell-Lerch sum, a kind
of a “Cheshire cat” example which is all smile and no cat.
Example 2: Simple pole at z = 0, weight 1, index 2. As a second example take
ϕ = BC/A ∈ J1,2
mer
. Here we find
$y + 1% y+1
ϕP = 12 Av(2) = 12 − 12(y 4 − y −4 )q 2 + 24(y 5 − y −5 ) q 3 + · · ·
y−1 y−1
ϕF = (y − y −1 ) − (y 3 + 45y − 45y −1 − y −3 )q + (45y 3 − 231y + 231y −1 − 45y −1 )q 2 + · · ·
– 51 –
and we see that ϕF is precisely the mock Jacobi form F2 discussed in Example 4 of §7.3 that is
related to the mock modular form h(2) and to the representations of the Mathieu group M24 .
Example 3: Double pole at z = 0, weight 2, index 0. This example is a bit of a cheat,
because we did not allow m = 0 in the definition (8.8) of the averaging operator (m < 0
doesn’t work at all, because the Appell-Lerch sums diverge, and m = 0 is less interesting since
a form of index 0 is clearly determined up to a function of τ alone by its singularities, so
that in our discussion we excluded that case too), but nevertheless it works. Take ϕ = B/A,
which, as we saw in §4.4, is nothing other than a multiple of the Weierstrass ℘-function. Then
y
ϕP = 12 Av(0) (1−y) 2 and ϕF = ϕ − ϕP is simply the quasimodular (and mock modular) form
E2 (τ ). (It has to be independent of z because it is holomorphic and of index 0.)
Example 4: Double pole at z = 0, weight 2, index 1. This is the basic example. Take
B2 144y −1
2 −1

ϕ = = + y + 22 + y + 22y + 152y − 636 + 152y q
A (1 − y)2

+ (145y 3 − 636y 2 + 3831y − 7544 + 3831y −1 − 636y 2 + 145y −3 q 2 + · · · ,
$ y % 144y
ϕP = 144 Av(1) = + 144 (y 3 − y −3 )q 2 + · · · ,
(1 − y)2 (1 − y)2

ϕF = ϕ − ϕP = C(4n − r2 ) q n y r
n, r∈Z
4n−r 2 ≥−1
with the first few C(D) given by

D −1 0 3 4 7 8
.
C(D) 1 22 152 −636 3831 −7544

If we compare this with the coefficients C (D) defined by E4 (τ )ϕ−2,1 (τ, z) = C (4n − r2 )q n y r ,
of which the first few are given by
D −1 0 3 4 7 8

,
C (D) 1 −2 248 −492 4119 −7256
then we see that they are very close to each other (actually, asymptotically the same) and
that the difference C(D) − C (D) is precisely −288 times the Hurwitz-Kronecker class number
H(D). We thus have ϕF = E4 A − 288H.
Example 5: Simple poles at the 2-torsion points, weight −5, index 1. Take ϕ =
A3 /C ∈ J1,−5 . This function has three poles, all simple, at the three non-trivial 2-torsion
points on the torus C/(Zτ + Z). With some trouble one calculates the three corresponding
modular forms (of weight −6):
12 12
η(2τ )12 1 η τ2 i η τ +1
D(0, 1 ) (τ ) = 16 , D( 1 ,0) (τ ) = − , D( 1 , 1 ) (τ ) = 2
.
2 η(τ )24 2 4 η(τ )24 2 2 4 η(τ )24
– 52 –
One then finds [coefficients may be slightly off ]
$1 y − 1% $ √ %
P (1) 1/4 (1) 1 y + q
ϕ = ϕ = D(0, 1 ) (τ ) Av + q D( 1 ,0) (τ ) Av √
2 2 y+1 2 2y y − q
$ 1 y − √q %
+ q 1/4 D( 1 , 1 ) (τ ) Av(1) √ ,
2 2 2y y + q
another “Cheshire cat” example (of necessity, for the same reason as in Example 1, since again
m = 1 and k is odd).
9. A family of meromorphic Jacobi forms
10. Quantum black holes and mock modular forms
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28 February - 18 March, 2011

Quantum Black Holes, Wall Crossing, and Mock Modular Forms

Quantum Black Holes, Wall Crossing, and Mock

Atish Dabholkar1,2 , Sameer Murthy2 , and Don Zagier3,4

3 Collège de France; 3 Rue d’Ulm, 75005 Paris, France

4 Max-Planck-Institut für Mathematik, Vivatsgasse 7, 53111 Bonn, Germany

Abstract: We show that the quantum degeneracies of single-centered black holes in N = 4

Keywords: black holes, modular forms, superstrings, dyons.

2. Review of Type-II superstring theory on K3 × T 2 7

3. Modular forms in one variable 12

5. Siegel modular forms 25

6. Walls and contours 28

7. Mock modular forms 31

8. From meromorphic Jacobi forms to mock modular forms 38

10. Quantum black holes and mock modular forms 53

1.1 Introduction for mathematicians

1.2 Introduction for physicists

1.3 Organization of the paper

2. Review of Type-II superstring theory on K3 × T 2

O(22, 6; Z)\O(22, 6; R, )/O(22; R, ) × O(6; R). (2.2)

To deﬁne T -duality transformations, it is convenient to represent the T -moduli by a 28 × 28

Given the matrix μAI , one obtains an embedding Λ

The matrix L has a 22-dimensional eigensubspace with eigenvalue −1 and a 6- dimensional

We can thus write

3. Modular forms in one variable

3.1 Basic deﬁnitions and properties

The growth properties of Fourier coeﬃcients of modular forms are known:

Some important modular forms on SL(2, Z) are:

1. The Eisenstein series Ek ∈ Mk (k ≥ 4). The ﬁrst two of these are

2. The discriminant function Δ. It is given by the product expansion

[ain , a†jm ] = δij δn+m,0 (i, j = 1, . . . , 24 , n, m = 1, 2, . . . , ∞) (3.13)

of harmonic modes of oscillations of the string in 24 diﬀerent directions. The Hamiltonian is

and the partition function is

For the Fourier integral 

0 ≤ Re(τ ) < 1 , (3.20)

d(n) = p24 (n + 1) (n ≥ 0) . (3.21)

can be evaluated [35] to obtain

S(n) = log d(n); n  1. (3.24)

where k is an integer and m is a positive integer.

c(n, r) = C(4nm − r2 ; r) , where C(d; r) depends only on r (mod 2m) . (4.4)

c(n, r) = 0 unless 4mn ≥ r 2 . (4.5)

c(n, r) = 0 unless 4mn > r 2 , (4.6)

c(n, r) = 0 unless n≥0 (4.7)

rather than (4.5).

4.2 Theta expansion and Taylor expansion

where ϑm, (τ, z) denotes the standard index m theta function

where Pν,k is a homogeneous polynomial of degree ν in r2 and n with coeﬃcients depending on

to Mk+1 ⊕ Mk+3 ⊕ · · · ⊕ Mk+2m−3 .

Weak Jacobi ⇐⇒ c(n, r) = 0 for n < 0

4.3 Hecke-like operators

This operator maps Jk,m to Jk,t2 m .

∗ ≡ − (mod 2m1 ), ∗ ≡ + (mod 2m2 ) . (4.21)

4.4 Example: Jacobi forms of index 1

For Jk,1 one also has the isomorphism Jk,1 ∼ +

which have the properties (deﬁning them uniquely up to multiplication by scalars)

(y − 1)2 (y − 1)4 (y − 1)4 (y 2 − 8y + 1) 2

Table 1: Some Fourier coeﬃcients

For the Fourier integral

S(n) = log d(n); n 1. (3.24)

where ϑm, (τ, z) denotes the standard index m theta function

z), also satisﬁes the transformation property

Proposition 8.2 For m ∈ N and s ∈ Q2 the completion Fms of Fms deﬁned by

Fm(α+λ,β+μ) (τ, z) = e(−m(μα − λβ + λμ)) Fm(α,β) (τ ) (λ, μ ∈ Z) , (8.28)

Fms (τ, z) = − e(−mαzs ) f˜z(m)

(cτ + d)2 Es (γτ ) (cτ + d) Ds (γτ ) 2ε ε

s of Gs deﬁned by(8.45) satisﬁes

(α+λ,β+μ) (τ, z) = e(−m(μα − λβ + λμ)) G

G (τ, z + λτ + μ) = e(−m(λ τ + 2λz)) G

F deﬁned by (8.26) transforms like a Jacobi form of weight k and index m.