By enforcing invariance under S-duality in type IIB string theory compactified on a Calabi-Yau threefold, we derive modular properties of the generating function of BPS degeneracies of D4-D2-D0 black holes in type IIA string theory compactified on the same space. Mathematically, these BPS degeneracies are the generalized Donaldson-Thomas invariants counting coherent sheaves with support on a divisor D, at the large volume attractor point. For D irreducible, this function is closely related to the elliptic genus of the superconformal field theory obtained by wrapping M5-brane on D and is therefore known to be modular. Instead, when D is the sum of n irreducible divisors D i , we show that the generating function acquires a modular anomaly. We characterize this anomaly for arbitrary n by providing an explicit expression for a non-holomorphic modular completion in terms of generalized error functions. As a result, the generating function turns out to be a (mixed) mock modular form of depth n − 1.
BPS indices and wall-crossingIn this section, we review some aspects of BPS indices in theories with N = 2 supersymmetry, including the tree flow formula relating the moduli-dependent index Ω(γ, z a ) to the attractor index Ω ⋆ (γ). We then apply this formalism in the context of Calabi-Yau string vacua, and express the generalized DT invariants Ω(γ, z a ) in terms of their counterparts evaluated at the large volume attractor point (1.1), known as MSW invariants.
Wall-crossing and attractor flowsThe BPS index Ω(γ, z a ) counts (with sign) micro-states of BPS black holes with total electromagnetic charge γ = (p Λ , q Λ ), for a given value z a of the moduli at spatial infinity. While Ω(γ, z a ) is a locally constant function over the moduli space, it can jump across real codimension one loci where certain bound states, represented by multi-centered black hole solutions of N = 2 supergravity, become unstable. The positions of these loci, known as walls of marginal stability, are determined by the central charge Z γ (z a ), a complex-valued linear function of γ whose modulus gives the mass of a BPS state of charge γ, while the phase determines the supersymmetry subalgebra preserved by the state. Since a bound state can only decay when its mass becomes equal to the sum of masses of its constituents, it is apparent that the walls correspond to hypersurfaces where the phases of two central charges, say Z γ L (z a ) and Z γ R (z a ), become aligned. The bound states which may become unstable are then those whose constituents have charges in the positive cone spanned by γ L and γ R . We shall assume that the charges γ L , γ R have non-zero Dirac-Schwinger-Zwanziger (DSZ) pairing γ L , γ R = 0, since otherwise marginal bound states may form, whose stability is hard to control.The general relation between the values of Ω(γ, z a ) on the two sides of a wall has been found in the mathematics literature by and Joyce-Song [42,43], and justified physically in a series of works [6,7,8,9]. However, in this work we require a somewhat differe...