Eichler integrals, period relations and Jacobi forms

This paper contains three main results: the first one is to derive two “period relations” and the second one is a complete characterization of period functions of Jacobi forms in terms of period relations. These are done by introducing a concept of “Jacobi integrals” on the full Jacobi group. The last one is to show, for the given holomorphic function P(τ, z) having two period relations, there exists a unique Jacobi integral, up to Jacobi forms, with a given function P(τ, z) as its period function. This is done by constructing a generalized Jacobi Poincaré series explicitly. This is to say that every holomorphic function with “period relations” is coming from a Jacobi integral. It is an analogy of Eichler cohomology theory studied in Knopp (Bull Am Math Soc 80:607–632, 1974) for the functions with elliptic and modular variables. It explains the functional equations satisfied by the “Mordell integrals” associated with the Lerch sums (Zwegers in Mock theta functions, PhD thesis, Universiteit Utrecht, 2002) or, more generally, with the higher Appell functions (Semikhatov et?al. in Commun Math Phys 255(2):469–512, 2005). Developing theories of Jacobi integrals with elliptic and modular variables in this paper is a natural extension of the Eichler integral with modular variable. Period functions can be explained in terms of the parabolic cohomology group as well.