I usually provide more details to the questions I ask on this site, but for this specific question I can't even wrap my head around how to even attempt solving it. By the way, this question has no real background or motivation besides pure curiosity on my side.
I'm trying to gain insight into whether it is possible to express the following family of infinite series in a closed form:
$$S_n(x) = \sum_{k=0}^{\infty}x^{k^n}$$
The two trivial series of this form are the cases for which $n=0$ and $n=1$, as $S_0(x)$ clearly diverges for all $x$ except $x=0$, and $S_1(x)=\frac{1}{1-x}$ is the standard geometric series, which converges for all $x$ such that $|x|<1$.
To my surprise, wolframalpha was able to compute the closed form for $n=2$ as well, and it is the following:
$$S_2(x) = \sum_{k=0}^{\infty}x^{k^2}=\frac{1+\vartheta_3(0,x)}{2}$$
where $\vartheta_a(y,q)$ is the elliptic theta function.
Is it possible to find a closed form for any other members of this family of infinite series, besides just $S_1$ and $S_2$? If so, how? What knowledge do I need to possess to arrive at such closed forms?
I can already say at the very start, that I have no clue what the theta elliptic functions are, and how to operate with them. Intuition is telling me that closed forms for other values of $n$ will be even more "non-elementary".