Infinite series of sin(nx)/n and cos(nx)/n

In today´s post I want to evaluate two basic infinite series that will be useful in the derivation of the Fourier series of the Log Gamma function

\sum_{k=1}^{\infty}\frac{\sin(2 \pi k x)}{k} \qquad \tex{and}\qquad \sum_{k=1}^{\infty}\frac{\cos(2 \pi k x)}{k}


Lets start showing the series expansion for \log(1-x)

Note

\int_{0}^{x}\frac{du}{1-u}=-\log(1-x)(1)

on the other hand

\int_{0}^{x}\frac{du}{1-u}=\int_{0}^{x}\sum_{k=0}^{\infty}u^kdu=\sum_{k=0}^{\infty}\int_{0}^{x}u^kdu=\sum_{k=0}^{\infty}\frac{x^{k+1}}{k+1}=\sum_{k=1}^{\infty}\frac{x^k}{k}(2)

Equating (1) and (2) we get

\boxed{-\log(1-x)=\sum_{k=1}^{\infty}\frac{x^k}{k}}(3)


Now let´s try to evaluate the first sum:

S=\sum_{k=1}^{\infty}\frac{\sin(2 \pi k x)}{k}

By Euler´s formula

\boxed{\sin(2 \pi k x)= \frac{e^{2  \pi i k x}-e^{-2  \pi i k x}}{2i}}


\sum_{k=1}^{\infty}\frac{\sin(2 \pi k x)}{k}= \sum_{k=1}^{\infty}\frac{e^{2  \pi i k x}-e^{-2  \pi i k x}}{2ik}

=\frac{1}{2i}\Big\{\sum_{k=1}^{\infty}\frac{e^{2  \pi i k x}}{k}- \sum_{k=1}^{\infty}\frac{e^{-2  \pi i k x}}{k}\Big\}

From (3) above we can rewrite the last equation as

=\frac{1}{2i}\Big\{-\log(1-e^{2  \pi i  x})+\log(1-e^{-2  \pi i  x})\Big\}

=\frac{1}{2i}\Big\{-\log(1-e^{2  \pi i  x})+\log(1-\frac{1}{e^{2  \pi i  x}})\Big\}

=\frac{1}{2i}\Big\{-\log(1-e^{2  \pi i  x})+\log(\frac{e^{2  \pi i  x}-1}{e^{2  \pi i  x}})\Big\}

=\frac{1}{2i}\Big\{-\log(1-e^{2  \pi i  x})+\log({e^{2  \pi i  x}-1})-\log(e^{2  \pi i  x})\Big\}

=\frac{1}{2i}\Big\{-\log(1-e^{2  \pi i  x})+\log(-1(1-e^{2  \pi i  x}))-2  \pi i  x\Big\}

=\frac{1}{2i}\Big\{-\log(1-e^{2  \pi i  x})+\log(1-e^{2  \pi i  x})+\log(e^{i \pi})-2  \pi i  x\Big\}

=\frac{1}{2i}\Big\{i \pi-2  \pi i  x\Big\}

And finally

                                      \boxed{\sum_{k=1}^{\infty}\frac{\sin(2 \pi k x)}{k} =\pi\Big\{\frac{1}{2}- x\Big\}}\qquad \qquad(4)


Similarly, we can try to evaluate the second sum in the same fashion

S=\sum_{k=1}^{\infty}\frac{\cos(2 \pi k x)}{k}

By Euler´s formula

\boxed{\cos(2 \pi k x)= \frac{e^{2  \pi i k x}+e^{-2  \pi i k x}}{2}}


\sum_{k=1}^{\infty}\frac{\cos(2 \pi k x)}{k} =\frac{1}{2}\Big\{\sum_{k=1}^{\infty}\frac{e^{2  \pi i k x}}{k}+ \sum_{k=1}^{\infty}\frac{e^{-2  \pi i k x}}{k}\Big\}

=\frac{1}{2}\Big\{-\log(1-e^{2  \pi i  x})-\log(1-e^{-2  \pi i  x})\Big\}

=\frac{1}{2}\Big\{-\log\Big[(1-e^{2  \pi i  x})(1-e^{-2  \pi i  x})\Big]\Big\}

= - \frac{1}{2}\log(1-e^{-2 \pi i x}-e^{2 \pi i x}+1)

= - \frac{1}{2}\log \Big(2-2(\frac{e^{-2 \pi i x}+e^{2 \pi i x}}{2})\Big)

= - \frac{1}{2}\log(2-2 \cos(2 \pi x))

Now recall the double angle formula for \cos(2A)

\boxed{\cos(2A)=1-2\sin^2(A)}

A=\pi x for us, therefore

\sum_{k=1}^{\infty}\frac{\cos(2 \pi k x)}{k} = - \frac{1}{2}\log(2-2(1- 2\sin^2( \pi x)))

= - \frac{1}{2}\log(2^2\sin^2( \pi x)))

And finally

                \boxed{\sum_{k=1}^{\infty}\frac{\cos(2 \pi k x)}{k} = -\log(2)-\log( \sin( \pi x))}\qquad \qquad(5)


Evaluating    \zeta(2)

As a corollary from (4) we can derive an amazing result,    \sum_{k=1}^{\infty}\frac{1}{k^2}=\zeta(2) .   First, lets make the change of variable 2 \pi  x \longmapsto x in (4)

Than

\sum_{k=1}^{\infty}\frac{\sin( k x)}{k} =\pi\Big\{\frac{1}{2}- \frac{x}{2 \pi}\Big\}


\sum_{k=1}^{\infty}\frac{\sin( k x)}{k}=\frac{\pi}{2}- \frac{x}{2 } \qquad \qquad (6)

Lets now integrate (6)

\sum_{k=1}^{\infty}\frac{1}{k}\int\sin( k x)dx=\int \Big(\frac{\pi}{2}- \frac{x}{2 }\Big)dx


-\sum_{k=1}^{\infty}\frac{\cos( k x)}{k^2}=\frac{\pi x}{2}- \frac{x^2}{4}+C_{1} \qquad \qquad (7)

Letting x=0 in (7)

C_{1}=-\sum_{k=1}^{\infty}\frac{1}{k^2}=-\zeta(2) \qquad \qquad (8)

substituting back (8) in (7)


-\sum_{k=1}^{\infty}\frac{\cos( k x)}{k^2}=\frac{\pi x}{2}- \frac{x^2}{4}-\zeta(2) \qquad \qquad (9)

Integrating (9) we get


-\sum_{k=1}^{\infty}\frac{\sin( k x)}{k^3}=\frac{\pi x^2}{4}- \frac{x^3}{12}-\zeta(2)x+C_{2} \qquad \qquad (10)

Setting x=0 in (10) we get that C_{2}=0. Now let x=\pi in (10),

\frac{ \pi^3}{4}- \frac{\pi^3}{12}-\zeta(2)\pi=0

\frac{2\pi^3}{12}=\zeta(2)\pi

and

\boxed{\zeta(2)=\frac{\pi^2}{6}}


Ricardo Albahari

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