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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...

badinmaths
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1 Answers1

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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 $\displaystyle -\frac{\pi}{2}\ln(2)$

Bertrand87
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