How can we verify the theta function identity? $$ \left ( \vartheta_2(q)^2+3\vartheta_2(q^3) ^2\right )\left ( \vartheta_3(q)^2+3\vartheta_3(q^3)^2 \right )=4\vartheta_2(q)^2\vartheta_3(q)^2. $$ Where two theta functions are defined by $$ \vartheta_2(q) =\sum_{n\in\mathbb{Z}}q^{\left ( n+\frac{1}{2} \right )^2}, \vartheta_3(q) =\sum_{n\in\mathbb{Z}}q^{n^2}$$ where $q=e^{-\pi\frac{K^\prime}{K} }$. So we have $$ \vartheta_2(q)=\sqrt{\frac{2kK}{\pi} }, \vartheta_3(q)=\sqrt{\frac{2K}{\pi} }. $$ Where $K^\prime(k)=K(k^\prime),k^\prime{}^2+k^2=1$, $K(k)$ is the complete elliptic integral of the first kind, and $k$ is an elliptic modulus.
4 Answers
You asked
How can we verify the theta function identity? $$ \left ( \vartheta_2(q)^2+3\vartheta_2(q^3) ^2\right )\left ( \vartheta_3(q)^2+3\vartheta_3(q^3)^2 \right )=4\vartheta_2(q)^2\vartheta_3(q)^2. $$
Your interesting identity is $\texttt{q12_24_108b}$ in my collection of "Dedekind eta function product identities", formulated as $$ (PQ)−3q/(PQ)=(Q/P)+q/(Q/P) \tag1 $$ where $\,P := \phi(q)/\phi(q^3),\;Q :=\psi(q^2)/\psi(q^6)\,$ and $\,\phi(q),\psi(q)\,$ are Ramanujan theta functions.
The right side of your identity is equal to $\,\vartheta_2(\sqrt{q})^4.\,$ Also, using the involution $\,\tau\to-1/(12\tau)\,$ where $\,q = e^{2\pi i\tau},\,$ your identity becomes
$$ \left ( \vartheta_4(q)^2+ \vartheta_4(q^3) ^2\right )\left ( \vartheta_3(q)^2+ \vartheta_3(q^3)^2 \right )=4\,\vartheta_4(q^3)^2\vartheta_3(q^3)^2 \tag2 $$
which is identity $\texttt{q12_24_96a}$ formulated as
$$ ((Q/P) + (P/Q)) / 2 = (- (P Q) + 3 / (P Q)) / 2 \tag3 $$ where $\, P := \phi(-q)/\phi(-q^3) ,\; Q := \phi(q)/\phi(q^3). $
Now the identity
$$\left ( \vartheta_4(q)^2+ \vartheta_4(q^3) ^2\right )/2 = \vartheta_4(q^6) \vartheta_3(q^3) \vartheta_4(q) / \vartheta_4(q^2) \tag4 $$
is equivalent to $\texttt{t12_12_60b}$ in my collection.
Also, the identity $$\left ( \vartheta_3(q)^2+ \vartheta_3(q^3) ^2\right )/2 = \vartheta_4(q^6) \vartheta_4(q^3) \vartheta_4(q^2) / \vartheta_4(q) \tag5 $$
is equivalent to $\texttt{t12_18_80b}$ in my collection which is equivalent to the previous identity when $\,q\,$ is replaced with $\,-q.$ This identity is also equivalent to the Ramanujan modular equation of degree $3$
$$ ((1-\beta)^3/(1-\alpha))^{1/8} = \frac{m+1}2 \tag6 $$ where $$ m=(\phi(q)/\phi(q^3))^2,\: \alpha=\lambda(\tau), \: \beta=\lambda(3\tau), \\ 1-\lambda(\tau) = (\phi(-q)/\phi(q))^4, \quad q = e^{2\pi i \tau} $$
and $\,\lambda(\tau)\,$ is the $\,\Gamma(2)\,$ modular lambda function. ($m$ is the "multiplier")
The product of identities $(4)$ and $(5)$ is identity $(2)$ because the right side simplifies to $\,\vartheta_4(q^6)^4.$

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The modular equation between $\alpha, \beta$ is used in the process of expressing $\alpha, \beta$ as functions of $m'$ ($m$ of my answer). +1 – Paramanand Singh Mar 07 '23 at 09:03
We note that the series $\sum_{n\in\mathbb{Z}}\frac{1}{\cosh(3\pi nx)},x=\frac{K^\prime}{K}$ can be represented in two ways:
- Because $ \sum_{n\in\mathbb{Z}}\frac{1}{\cosh(\pi nx)}=\vartheta_3(q)^2 $, we have $$ \sum_{n\in\mathbb{Z}}\frac{1}{\cosh(3\pi nx)}=\vartheta_3(q^3)^2. $$
- In this question, I provide a method to compute such hyperbolic sums. We get, $$ \sum_{n\in\mathbb{Z}}\frac{1}{\cosh(3\pi nx)} =\frac{2K}{\pi}\frac{2\alpha_{1/3}-1}{3} $$ where $\alpha_{1/3}=\operatorname{ns}\left(\frac{K(k)}{3},k\right)$.
By comparing both sides, we have $$ \vartheta_3(q^3)=\sqrt{\frac{2K}{\pi}}\sqrt{\frac{2\alpha_{1/3}-1}{3} }, $$ and in similar fashion we compute $$ \vartheta_2(q^3)=\sqrt{\frac{2kK}{\pi}}\sqrt{\frac{2\alpha^{-1}_{1/3}-1}{3} }. $$
Denoting $k_n$ such that $K^\prime(k_n)/K(k_n)=\sqrt{n}$. We have concluded
$$K(k_{9n})=\frac{2\alpha_{1/3}-1}{3} K(k_n),\quad
k_{9n}=\frac{2\alpha^{-1}_{1/3}-1}{2\alpha_{1/3}-1} k_n.
$$
where $\alpha_{s}=\operatorname{ns}\left(s\cdot K(k_n),k_n\right)$.
And a theta function identity is obtained
$$
\left ( \vartheta_2(q)^2+3\vartheta_2(q^3) ^2\right )\left ( \vartheta_3(q)^2+3\vartheta_3(q^3)^2 \right )=4\vartheta_2(q)^2\vartheta_3(q)^2.
$$
Application.1: Let $n=2$, we have $$k_2=\sqrt{2}-1,K(k_2)=\frac{\left ( \sqrt{2}+1 \right )^{1/2} }{2^{13/4} \sqrt{\pi} }\Gamma\left ( \frac18 \right ) \Gamma\left ( \frac38 \right ).$$ From the addition formula of $\operatorname{ns}(z,k)$, we evaluate $$ \alpha_{1/3}=\frac{\sqrt{3}+1}{\sqrt{2}}. $$ Therefore $$k_{18}=\left ( \sqrt{2}- 1\right )^3 \left ( 2-\sqrt{3} \right )^2,\\ K(k_{18}) =\frac{\left ( \sqrt{6}+\sqrt{2} -1 \right ) \left ( \sqrt{2}+1 \right )^{1/2} }{ 3\cdot2^{13/4}\sqrt{\pi} }\Gamma\left ( \frac18 \right )\Gamma\left ( \frac38 \right ). $$ For $n=3$, we have $$k_3=\frac{\sqrt{6}-\sqrt{2}}{4},K(k_3)=\frac{3^{1/4}}{2^{7/3}\pi} \Gamma\left ( \frac{1}{3} \right )^3,\alpha_{1/3}=\frac{1+c_{27}}{2}$$ where $c_{27}=\sqrt{3+2^{4/3}(1+2^{1/3})}$. Therefore $$ k_{27}= \frac{\left ( 3-c_{27} \right ) }{c_{27}(1+c_{27})} \frac{\sqrt{6}-\sqrt{2} }{4},\\ K(k_{27}) =\frac{\sqrt{3+2^{4/3}(1+2^{1/3})}}{3^{3/4}\cdot2^{7/3}\pi} \Gamma\left ( \frac13 \right )^3. $$
Application.2:
Setting $n=1/3$, we get
$$K(k_{3})=\frac{2\alpha_{1/3}-1}{3} K(k_{1/3}),\quad
k_{3}=\frac{2\alpha^{-1}_{1/3}-1}{2\alpha_{1/3}-1} k_{1/3}.
$$
By definition, $K(k_3)=\frac{1}{\sqrt{3
}}K(k_{1/3})$. We therefore evaluate
$\alpha_{1/3}=\frac{1+\sqrt{3}}{2}$. So we find
$$
k_3=(2-\sqrt{3})k_{1/3}.
$$
Another relation is $k^2_3+k_{1/3}^2=1$. Follow these instructions we obtain
$$
k_3=\frac{\sqrt{6} -\sqrt{2} }{4},
k_{1/3}=\frac{\sqrt{6}+\sqrt{2} }{4}
$$
which confirm the known results.
A more challenging singular modulus $k_6=(2-\sqrt{3})(\sqrt{3}-\sqrt{2})$ can be calculated in this way as well. By using two quadratic transformations
$$
K^\prime(k)=\frac{2}{1+k}
K\left ( \frac{1-k}{1+k} \right ),
K(k)=\frac{1}{1+k}
K^\prime\left ( \frac{1-k}{1+k} \right ).
$$
We have
$$
\frac{1-k_6}{1+k_6}=k_{2/3}.\tag{v6.1}
$$
Let $n=2/3$, to get
$$K(k_{6})=\frac{2\alpha_{1/3}-1}{3} K(k_{2/3}),$$
$$
k_{6}=\frac{2\alpha^{-1}_{1/3}-1}{2\alpha_{1/3}-1} k_{2/3}.\tag{v6.2}
$$
Also,
$$
\begin{aligned}
K(k_{6})&=\frac{2\alpha_{1/3}-1}{3} K(k_{2/3})\\
&=\frac{2\alpha_{1/3}-1}{3} K\left(\frac{1-k_6}{1+k_6}\right)\\
&=\frac{2\alpha_{1/3}-1}{3}\frac{1+k_6}{2}K^\prime\left(k_6\right).
\end{aligned}
$$
Therefore the third relation is
$$
(2\alpha_{1/3}-1)(1+k_6)=\sqrt{6}\tag{v6.3}.
$$
From $(\mathrm{v}6).(1)(2)(3)$, we solve
$$
\begin{aligned}
&k_6=\left ( 2-\sqrt{3} \right )\left ( \sqrt{3}-\sqrt{2} \right ),\\
&k_{2/3}=\left ( 2-\sqrt{3} \right )\left ( \sqrt{3}+\sqrt{2} \right ),\\
&\alpha_{1/3}=\frac{1}{\sqrt{2}}\left ( \sqrt{3}-1 \right )\left ( \sqrt{3}+\sqrt{2} \right ).
\end{aligned}
$$

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How do you evaluate the values of $\alpha_{1/3}$ which essentially requires one to calculate $\operatorname {sn} (K/3,k)$ given $\operatorname{sn}(K, k) =1$? – Paramanand Singh Mar 07 '23 at 01:31
Let the elliptic modulus $l$ and elliptic integral $L$ correspond to nome $q^3$ so that $l$ is of degree $3$ over $k$ and let $m=K/L$ be the multiplier.
Then the desired identity can be written as $$\left(\frac{2kK}{\pi}+\frac{6lL}{\pi}\right) \left(\frac{2K}{\pi}+\frac{6L}{\pi}\right) =4\cdot\frac{2kK}{\pi}\cdot\frac{2K}{\pi}$$ or $$\left(1+\frac{3l}{mk}\right) \left(1+\frac{3}{m}\right) =4\tag{1}$$ Using well known modular equations of degree $3$ $$k^2 = \frac{(3 + m)^{3}(m - 1)}{16m^{3}}, \\ l^2 = \frac{(m - 1)^{3}(3 + m)}{16m}$$ we get $$\frac{l} {k} =\frac{m(m-1)} {m+3} $$ and then the desired identity $(1)$ holds.

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Higher powers: We have
$$
K(k_{25n})=\frac{2\alpha_{1/5}-2\alpha_{3/5}+1}{5}K(k_n),\\
k_{25n}=\frac{2\alpha_{1/5}^{-1}-2\alpha_{3/5}^{-1}+1}{2\alpha_{1/5}-2\alpha_{3/5}+1}k_n.
$$
In general, for any positive odd $m$,
$$
K(k_{nm^2})=\frac{2\sum_{0\le j\le(m-1)/2 }(-1)^j
\alpha_{(2j+1)/m} +(-1)^{(m+1)/2}}{m}K(k_{n}),$$
$$
k_{nm^2}=\frac{2\sum_{0\le j\le(m-1)/2 }(-1)^j
\alpha_{(2j+1)/m}^{-1} +(-1)^{(m+1)/2}}{2\sum_{0\le j\le(m-1)/2 }(-1)^j
\alpha_{(2j+1)/m} +(-1)^{(m+1)/2}}k_n.
$$
Let $n=1$. It can be calculated that $\alpha_{1/5}-\alpha_{3/5}=\frac{1+\sqrt{5}}{2},\alpha_{1/5}^{-1}-\alpha_{3/5}^{-1}=1-5^{1/4}$. And
$$
k_{25}=\frac{\left ( 3-2\cdot5^{1/4} \right ) \left ( \sqrt{5}-2 \right ) }{
\sqrt{2} },
$$
$$
K(k_{25})
=\frac{\left(2+\sqrt{5} \right)}{20\sqrt{\pi} }\Gamma\left ( \frac14 \right)^2.
$$
Now we focus on the computation of $k_5=\sqrt{\frac{1}{2}-\sqrt{\sqrt{5}-2 } }$. The idea is the same as the previous proof of $k_3$. The equation system should be
$$\begin{aligned}
&\alpha_{1/5}-\alpha_{3/5}=\frac{\sqrt{5}-1}{2},\\
&k_5=\frac{2\alpha_{1/5}^{-1}-2\alpha_{3/5}^{-1}
+1}{\sqrt{5}}k_{1/5},\\
&k_5^2+k_{1/5}^2=1,\\
&\alpha_{3/5}=\frac{k_{1/5}^2-
\frac{k_{1/5}^2-\alpha_{1/5}^2}{1-\alpha_{1/5}^2}
\alpha_{1/5}^2 }{\frac{k_{1/5}^2-\alpha_{1/5}^2}{1-\alpha_{1/5}^2}-\alpha_{1/5}^2}.
\end{aligned}$$
Which actually gives the value of $k_5$.
An additional value:
$$
K(k_{49})
=\frac{\sqrt{7+4\sqrt{7}+2\sqrt{35+16\sqrt{7} } } }{28\sqrt{\pi}}
\Gamma\left ( \frac14 \right )^2,
$$
$$
k_{49}=\frac{2c_{49}-1}{\sqrt{7+4\sqrt{7}+2\sqrt{35+16\sqrt{7} }}}
$$
where $c_{49}$ is the root of $P(x)=x^8-4x^7+56x^5-140x^4+168x^3+56x^2-32x-12$ that is close to $0.5$.

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