I am struggling with a complex double integral with multiple branch cuts. Even the single variable complex integral I find quite complicated due to the branch cut and the special functions involved in. Here is the simplified version of what I am after.
F[z_] := D[- Log[EllipticTheta[1, Pi z, E^(- Pi * t)]], {z, 2}] Integrate[F[z]^{-u}, {z, 0, 1}] Where $t,u \in \mathbb R$ and $t,u > 0$.
It will be great to have an analytic answer (even for particular values of $u$, say integers to avoid some cuts). But I would be even happy with a numerical integration. I think the main obstruction that I am facing here is how to deal with the cuts in Mathematica.


EllipticThetais not negative or zero in the range you're integrating. It doesn't look like it is. If so then you're not breaching any branch points or branch cuts ofLogwhen $u$ is an integer. When it's rational, then in general would need to deal with branch point and cuts of root objects but again since not integrating over the orgin would not encounter the Mathematica default branch cut along the negative real axis for root objects as well. $\endgroup$