How to show that
$$\sum_{n\geq 1} \frac1n \int_0^{\pi/2} \cos(2nx)dx \\ = \int_0^{\pi/2}\sum_{n\geq 1}\frac1n \cos(2nx)dx$$
Classic Riemann and Lebesgue theorems seem not to work here...
How to show that
$$\sum_{n\geq 1} \frac1n \int_0^{\pi/2} \cos(2nx)dx \\ = \int_0^{\pi/2}\sum_{n\geq 1}\frac1n \cos(2nx)dx$$
Classic Riemann and Lebesgue theorems seem not to work here...
Both sides have an explicit closed form. The LHS is zero so you can prove the right side is also zero: take the principal branch of the $\ln(\cdot)$ function, then
\begin{align*} \sum_{n=1}^{\infty} \frac{\cos(2nx)}{n} =&\Re \left(\sum_{n=1}^{\infty} \frac{e^{2xin}}{n}\right)\\ =& \Re \left(-\ln(1-e^{2xi})\right)\\ =& \Re \left(-\ln(1-\cos(2x)-i\sin(2x))\right)\\ =& -\ln\left|(2-2\cos(2x)\right| \\ =& -\ln\left(4\sin^2(x)\right) \end{align*}
So
\begin{align*} \int_{0}^{\frac{\pi}{2}} \sum_{n=1}^{\infty} \frac{\cos(2nx)}{n} dx =& -\int_{0}^{\frac{\pi}{2}}\ln(4\sin^2(x))dx \\ =& -\pi\ln(2)-2\int_{0}^{\frac{\pi}{2}}\ln(\sin(2x))dx \\ =&0 \end{align*}
the last integral is well-known and has the closed form $\displaystyle -\frac{\pi}{2}\ln(2)$