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The problem:

Justify the following equalities: $$\cot x = i\coth (ix) = i \sum^\infty_{n=-\infty} \frac{ix}{(ix)^2+(n\pi)^2}=\sum^\infty_{n=-\infty}\frac{x}{x^2+(n\pi)^2}$$

I am trying to figure out how to start this. When I insert the Euler identity of $ \coth$ (using the formula for complex Fourier series) I end up with: $$c_n = \frac{1}{2\pi}\int^{\pi}_{-\pi}\frac{e^{x} + e^{-x}}{e^{x} - e^{-x}}e^{inx} \ dx = \frac{1}{2\pi} \int^{\pi}_{-\pi}\frac{e^{(1+in)x} + e^{-(1+in)x}}{e^{x} - e^{-x}} \ dx$$

which is one ugly integral. So my question is a) did I make a mistake in the starting point and b) can this integral be simplified in some way that's better? Or is there some stupidly silly pattern I should be recognizing here? (I considered treating the integral as $\frac{1}{2\pi} \int^{\pi}_{-\pi} \frac{u}{du}$ or something like it).

I suspect I am missing something obvious.

Thanks folks. :-)

Jesse
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  • isn't $(ix)^2 = -x^2$?? – S L Sep 25 '13 at 21:06
  • Apart from the fact that you messed up the $i$s in the first line of equations, you have the serious problem that $\cot$ (and $\coth$) have a pole in $0$, that is a non-integrable singularity. What sort of Fourier series do you think of? – Daniel Fischer Sep 25 '13 at 21:17
  • Your series may be obtained using the Fourier series for $\cos(z,x)$ as shown here. – Raymond Manzoni Sep 25 '13 at 21:25
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    You could let $f(z) = \cot z - \frac{1}{z}$ and use the Mittag-Leffler partial fractions expansion theorem. – Random Variable Sep 25 '13 at 22:12
  • @Daniel Fischer -- I typed the problem as stated, or are you referring to mine? I just realized should I have used $i \coth(ix)$ as $f(x)$ in the $c_n$ formula? – Jesse Sep 25 '13 at 22:18
  • So it was the person posing the problem who messed up the $i$s. Anyway, how should the pole be dealt with? That's the primary problem. – Daniel Fischer Sep 25 '13 at 22:23
  • Actually, now that I see what you were referring to, i edited the thing... – Jesse Sep 25 '13 at 22:26
  • Still, $i^2 = -1$, so you should have a $\dfrac{x}{x^2 - (n\pi)^2}$ as the term in the sum. – Daniel Fischer Sep 25 '13 at 22:29
  • Try with the Poisson summation formula http://en.wikipedia.org/wiki/Poisson_summation_formula i've seen a lots of examples when someone uses that formula. Sorry for my english – user96936 Sep 25 '13 at 21:19
  • @Raymond Manzoni -- does the same apply to cosh as cos in the Fourier expansion? That is, is cosh also an even function? – Jesse Sep 26 '13 at 12:19
  • @Jesse: Yes since $\cosh$ has the same expansion as $\cos$ (up to positive signs for all the coefficients) but you'll get something a little more complicated (with real an imaginary term). It is perhaps easier to start with the Fourier series of $\exp$ as done here to get the $\coth$ expansion. What I proposed initially was to use the Fourier series for $\cos(zx)$ and get $\cot(\pi x)$ for $x=\pi$) and $\coth(\pi x)$ for $x=\pi,i$. – Raymond Manzoni Sep 26 '13 at 15:13
  • (the end should have been "$\cot(\pi z)$ for $x=\pi$ and $\coth(\pi z)$ by replacing $z$ with $iz$). If you don't insist on Fourier series other alternatives may be found for example in this thread or many similar ones at SE... – Raymond Manzoni Sep 26 '13 at 20:29

1 Answers1

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Adding a bit of diversity to this discussion we suppose that we seek to prove that $$\coth x = \sum_{n=-\infty}^\infty \frac{x}{x^2+\pi^2 n^2}.$$

Rather than use the standard technique (absolutely nothing wrong with it) of applying a circular contour to $$ f(z) = \pi \cot(\pi z) \frac{x}{x^2+\pi^2 z^2}$$ we use Mellin transforms, which are admittedly a bit more complicated in this case (than summing the residues at the two poles of $f(z)$ on the imaginary axis at $\pm ix/\pi$), but perhaps have some complex variable didactic value.

Rewrite this as $$\coth x = \frac{1}{x} + 2 \sum_{n=1}^\infty \frac{x}{x^2+\pi^2n^2} = \frac{1}{x} + 2x \sum_{n=1}^\infty \frac{1}{x^2+\pi^2n^2} = \frac{1}{x} + 2x \sum_{n=1}^\infty \frac{1}{n^2} \frac{1}{(x/n)^2+\pi^2}.$$

Now the inner sum, call it $S(x),$ is harmonic and may be evaluated by inverting its Mellin transform. Recall the Mellin transform identity for harmonic sums with base function $g(x)$, which is $$\mathfrak{M}\left(\sum_{k\ge 1}\lambda_k g(\mu_k x); s\right) = \left(\sum_{k\ge 1} \frac{\lambda_k}{\mu_k^s}\right) g^*(s)$$ where $g^*(s)$ is the Mellin transform of $g(x).$

In the present case we have $$\lambda_k = \frac{1}{k^2}, \quad \mu_k = \frac{1}{k} \quad \text{and} \quad g(x) = \frac{1}{x^2+\pi^2}.$$ The Mellin transform of $g(x)$ is $$\int_0^\infty \frac{1}{x^2+\pi^2} x^{s-1} dx,$$ which we evaluate using a semicircular contour in the upper half plane (no convergence issues as is easily verified), getting $$g^*(s) (1 + e^{\pi i(s-1)})= 2\pi i \operatorname{Res}\left(\frac{1}{z^2+\pi^2} z^{s-1}; z = +i\pi\right).$$

Using the branch of the logarithm with arguments from zero to $2\pi$, this becomes $$g^*(s) = \frac{2\pi i}{1- e^{\pi i s}}\frac{1}{2\pi i} (i\pi)^{s-1} = \pi^{s-1} \frac{e^{i(\pi/2)(s-1)}}{1- e^{i\pi s}} = - \pi^{s-1} \frac{i e^{i(\pi/2)s}}{1- e^{i\pi s}}\\ = - \pi^{s-1} \frac{i}{e^{-i(\pi/2)s}- e^{i(\pi/2)s}} = \frac{1}{2} \pi^{s-1} \frac{2i}{e^{i(\pi/2)s}- e^{-i(\pi/2)s}} = \frac{1}{2} \frac{\pi^{s-1}}{\sin((\pi/2) s)}. $$ Now in the present case we have $$\sum_{k\ge 1} \frac{\lambda_k}{\mu_k^s} = \sum_{k\ge 1} \frac{1}{k^2} \frac{1}{k^{-s}} = \zeta(2-s).$$ It follows that the Mellin transform $Q(s)$ of $S(x)$ is given by $$ Q(s) = \frac{1}{2} \frac{\pi^{s-1}}{\sin((\pi/2) s)} \zeta(2-s).$$ The Mellin inversion integral for an expansion about zero is $$\int_{1/2-i\infty}^{1/2+i\infty} Q(s)/x^s ds,$$ shifted to the left. The poles from the sine term are at the even integers, with those in the right half plane being canceled by the trivial zeros of the zeta function.

We have $$\sum_{q\ge 0} \operatorname{Res}(Q(s)/x^s; s=-2q) = \sum_{q\ge 0} \frac{(-1)^q}{\pi^{2q+2}} \zeta(2+2q) x^{2q}\\ = \sum_{q\ge 0} \frac{(-1)^q}{\pi^{2q+2}} \frac{(-1)^q B_{2q+2} (2\pi)^{2q+2}}{2(2q+2)!} x^{2q} = \sum_{q\ge 0} \frac{2^{2q+2} B_{2q+2}}{2(2q+2)!} x^{2q}.$$ We thus have for the initial sum $$\frac{1}{x} + 2x S(x) = \frac{1}{x} + 2x \sum_{q\ge 0} \frac{2^{2q+2} B_{2q+2}}{2(2q+2)!} x^{2q} = \frac{1}{x} + \frac{1}{x} \sum_{q\ge 0} \frac{2^{2q+2} B_{2q+2}}{(2q+2)!} x^{2q+2}.$$

Recall that the generating function of the Bernoulli numbers is precisely $$\frac{x}{e^x-1}.$$ Adapting the expression from the harmonic sum calculation to match this generating function (note that the odd index $B_m$ are zero when $m> 1$) we get $$\frac{1}{x} - \frac{1}{x} + 1 + \frac{1}{x} \sum_{m\ge 0} \frac{B_m}{m!} (2x)^m.$$ Simplify one last time, getting $$ 1 + \frac{1}{x}\frac{2x}{e^{2x}-1} = \frac{e^{2x}+1}{e^{2x}-1} = \frac{e^x+e^{-x}}{e^x-e^{-x}} = \coth x,$$ QED.

Just to recapitulate, the direction of this computation was as follows. We started by conjecturing that a certain harmonic sum represents the hyperbolic cotangent in a neighborhood of zero. Then we computed the Mellin transform of this sum. We inverted that transform for an expansion about zero. The expansion that we obtained was precisely the generating function of the Bernoulli numbers with two exceptions. Substituting that generating function into the sum and correcting for the exceptions we obtained the defining equation of the hyperbolic cotangent in terms of exponentials.

Marko Riedel
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  • While I am impressed, I am not even sure what you mean by the standard technique. I am in a PDE class, and the chapter was all about Fourier transforms. 70 percent of what you have there is absolutely Mandarin to me :-( – Jesse Sep 26 '13 at 03:27
  • I mean, would you do a Complex Fourier expansion, maybe, on cot x? – Jesse Sep 26 '13 at 03:28
  • I suggest the standard technique, which is employed at this link. Try to work through it. It will then become evident that the computation that I outlined in the intro can be done in a few lines, in fact the outline is almost complete. You don't need all the power of Mellin transforms if you just want to confirm the value of the sum. There are several MATH.SE users who could help you make progress, I will be going offline soon. As above the Poisson summation formula is also useful and shows up frequently here. – Marko Riedel Sep 26 '13 at 03:48
  • (Sigh) that's even more opaque to me. This is getting frustrating. – Jesse Sep 26 '13 at 12:15
  • $$\operatorname{Res}\left(\pi\cot(\pi z)\frac{x}{x^2+\pi^2 z^2}; z=\pm ix/\pi\right) = -\frac{1}{2}\coth(x).$$ – Marko Riedel Sep 26 '13 at 17:26
  • With $q$ an integer, $$\operatorname{Res}\left(\pi\cot(\pi z)\frac{x}{x^2+\pi^2 z^2}; z=\pm q\right) = \frac{x}{x^2+\pi^2 q^2}.$$ – Marko Riedel Sep 26 '13 at 17:37
  • thanks this does help a little -- but what is Res? Remember I haven't taken a Real Analysis class :-) I men what you have is great, but so much of what I see here is waaaay beyond me. I saw the solution to the problem by the way. It's a lot simpler. I'll post it later. – Jesse Sep 27 '13 at 12:47