Where is the series $\displaystyle\sum_{n=1}^{\infty}\dfrac{\cos(nx)}{n}$ pointwise convergent? I tried to apply the Dirichlet's test but I couldn't.
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Where did you find trouble in applying it? Hint Find a closed form for $$\sum_{k=0}^n\cos kx$$ that let's you decided when this sum is bounded. A good idea might be to note this is $$\Re\left(\sum_{k=0}^n e^{ikx}\right)$$
Pedro
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If $x=0$ the partial sum $\sum_{k=0}^{\infty}e^{ikx}$ is divergent but I don't have any clue when $x\neq 0$. – Chilote Apr 21 '14 at 03:14
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1@Chilote It's a geometric series with ratio $q=e^{ix}$. – Pedro Apr 21 '14 at 17:36
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But in that case the ratio is of modulus 1 and a geometric series only converge when the ratio is strictly smaller than 1. – Chilote Apr 21 '14 at 20:30
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@Chilote We're not looking for convergence, but boundedness. – Pedro Apr 21 '14 at 22:19
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Oh! that's true! So this settles the convergence of the series for all $x\neq 2k\pi$. And what about the values of the series? Is there any familiar function which represent the values of the series? – Chilote Apr 22 '14 at 01:37
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@Chilote Yes, it's the Fourier series of... (Claude wasn't entirely incorrect) – Pedro Apr 22 '14 at 01:47
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Hint
Following Pedro Tamaroff, may be, you could consider two summations $$I=\displaystyle\sum_{n=1}^{\infty}\dfrac{\cos(nx)}{n}$$ $$J=\displaystyle\sum_{n=1}^{\infty}\dfrac{\sin (nx)}{n}$$ Then $$I+iJ=\displaystyle\sum_{n=1}^{\infty}\dfrac{e^{inx}}{n}=\displaystyle\sum_{n=1}^{\infty}\dfrac{y^{n}}{n}=-\log (1-y)$$ where $y=e^{ix}$ and use the real part of the complex logarithm.
Claude Leibovici
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Unless you know that the sums converge pointwise, the expression $I+iJ$ has no sense. – Mariano Suárez-Álvarez Apr 21 '14 at 06:45
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I totally agree with you. I just wanted to give a possible track. Cheers. – Claude Leibovici Apr 21 '14 at 06:50
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