My lecturer said me that $f(x)=\sum_{n=1}^{\infty} \frac{\sin(nx)}{n^3}$ is differentiable on $\mathbb{R}$. I don't know why. Can you explain it me ?
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3The formal derivative is an absolutely convergent series since $|\cos(nx)|\leq 1$ and $\sum_{n\geq 1}\frac{1}{n^2}<+\infty$. – Jack D'Aurizio Sep 16 '16 at 15:45
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Some useful theorems: http://math.stackexchange.com/questions/1754033/integration-and-differentiation-of-fourier-series/1770532#1770532 – Winther Sep 16 '16 at 15:55
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- The series $f(x)$ converges pointwise for at least one $x$ (actually for any $x$ since it is normally convergent)
- The series $\displaystyle\sum_{n\ge1}\frac{n\cos(nx)}{n^3}=\sum_{n\ge1}\frac{\cos(nx)}{n^2}$ is uniformly convergent, since it is normally convergent – bounded above by $\displaystyle\sum_{n\ge1}\frac1{n^2}$.
These two conditions ensure the series $f(x) is differentiable,and its derivative is obtained differentiating term by term.

Bernard
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Why, yes, since you can find an $N$ such that &c., which doesn't depend on $x$. – Bernard Sep 16 '16 at 18:49