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Prove an integral formula for ∑ (sin (nx)) / n2

Prove that the series

    \[ \sum_{n=1}^{\infty} \frac{\sin (nx)}{n^2} \]

converges for all x \in \mathbb{R} and let f(x) denote the value of this sum for each x. Prove that f(x) is continuous for x \in [0, \pi] and prove that

    \[ \int_0^{\pi} f(x) \, dx = 2 \sum_{n=1}^{\infty} \frac{1}{(2n-1)^3}. \]


Proof. First, the series converges for all real x by the comparison test since

    \[ |\sin (nx)| \leq 1 \quad \implies \quad \left|\frac{\sin (nx)}{n^2}\right| \leq \frac{1}{n^2} \]

for all n. Therefore, the convergence of \sum \frac{1}{n^2} implies the convergence of \sum \frac{\sin (nx)}{n^2}. Furthermore, this convergence is uniform by the Weierstrass M-test with M_n given by \frac{1}{n^2}, and again \sum \frac{1}{n^2} converges. Thus, by Theorem 11.2 (page 425 of Apostol),

    \[ f(x) = \sum_{n=1}^{\infty} \frac{\sin (nx)}{n^2} \]

is continuous on the interval [0, \pi]. Therefore, we may apply Theorem 11.4 (page 426 of Apostol):

    \begin{align*}  && \sum_{k=1}^{\infty} \int_0^{\pi} \frac{\sin (kt)}{k^2} \, dt &= \int_0^{\pi} \sum_{k=1}^{\infty} \frac{ \sin (kt)}{t^2} \, dt \\[9pt]  \implies && \sum_{k=1}^{\infty} \left( \frac{-\cos (kt)}{k^3} \Bigr \rvert_0^{\pi} \right) &= \int_0^{\pi} f(x) \, dx \\[9pt]  \implies && \int_0^{\pi} f(x) \, dx &= 2 \sum_{n=1}^{\infty} \frac{1}{(2n-1)^3} \end{align*}

since \cos 0 - \cos (k \pi) = 0 if k = 2n and equals 2 if k = 2n-1. \qquad \blacksquare

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