How do we prove the convergence of a series involving non-integral values?

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SUMMARY

The convergence of the series involving non-integral values is proven by evaluating the sum \[\sum_{n=-\infty}^{\infty}\frac{1}{(u+n)^2}\] and demonstrating that it equals \(\frac{\pi^2}{(\sin \pi u)^2}\). This is achieved by integrating the function \(f(z)=\frac{\pi\cot\pi z}{(u+z)^2}\) over a circular contour of radius \(R_N=N+1/2\), where \(N\) is an integer greater than or equal to the absolute value of \(u\). The proof involves calculating the residues of \(f\) within the contour and taking the limit as \(N\) approaches infinity.

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Chris L T521
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Here's this week's problem.

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Problem: Suppose $u$ is not an integer. Prove that\[\sum_{n=-\infty}^{\infty}\frac{1}{(u+n)^2} = \frac{\pi^2}{(\sin \pi u)^2}\]
by integrating
\[f(z)=\frac{\pi\cot\pi z}{(u+z)^2}\]
over the circle $|z|=R_N=N+1/2$ ($N$ integral, $N\geq |u|$), adding the residues of $f$ inside the circle, and letting $N$ tend to infinity.

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No one answered this week's question. Here's my solution below.

Note that for fixed non-integer $u$,

\[f(z)=\frac{\pi\cot\pi z}{(u+z)^2}\]

has a pole of order 2 at $z=-u$ and simple poles at $z=n$ for each $n\in\mathbb{Z}$. Therefore, the residues are

\[\begin{aligned}\text{res}_{-u}f(z) &=\lim_{z\to-u}\frac{\,d}{\,dz}\left[\pi \cot\pi z\right]\\ &=-\frac{\pi^2}{\sin(\pi u)}\end{aligned}\]

and

\[\begin{aligned}\text{res}_nf(z) &=\lim_{z\to n}(z-n)\frac{\pi\cot\pi z}{(u+z)^2}\\ &=\lim_{z\to n}(z-n)\frac{\pi\cos\pi z}{(u+z)^2\sin\pi z}\\ &= \lim_{z\to n}\frac{\pi(z-n)}{\sin(\pi(z-n))}\frac{\cos(\pi(z-n))}{(u+z)^2}\\ &=\frac{1}{(u+n)^2}.\end{aligned}\]

Thus, by the residue theorem, we get

\[\int_{|z|=N+1/2}\frac{\pi \cot\pi z}{(u+z)^2}\,dz=-\frac{\pi^2}{\sin^2(\pi u)}+\sum_{n=-\infty}^{\infty}\frac{1}{(u+n)^2}\]

In order to establish the identity, we need to show that

\[\int_{|z|=N+1/2}\frac{\pi \cot\pi z}{(u+z)^2}\,dz\rightarrow 0\]

as $N\rightarrow\infty$.

There exists a positive integer $N_0$ such that for $N\geq N_0$, the conditions $|z|=N+\tfrac{1}{2}$ and $|\text{Im}z|\leq 1$ imply that the distance from $\text{Re}z$ to the nearest integer is $\geq\tfrac{1}{4}$. Since $\cot\pi z$ has period $1$ and its poles occur only at the integer values, it is uniformly bounded on $\{z:|\text{Im}z|\leq 1\text{ and }|\text{Re}z-n|\geq\tfrac{1}{4}\}$. When $z=x+iy$ with $y\geq 1$, it follows that

\[\cot(\pi z)=i\frac{e^{2iz}+1}{e^{2iz}-1}\]

and

\[|\cot(\pi z)|\leq\frac{1+e^{-2y}}{1-e^{-2y}}\leq\frac{1+e^{-2}}{1-e^{-2}}.\]

Similarly, when $z=x+iy$ and $y\leq -1$, it follows that

\[\cot(\pi z)=i\frac{1+e^{-2iz}}{1-e^{-2iz}}\]

and

\[|\cot(\pi z)|\leq\frac{1+e^{2y}}{1-e^{2y}}\leq\frac{1+e^{-2}}{1-e^{-2}}.\]

Therefore,

\[M=\sup_{N\geq N_0}\sup_{|z|=N+\tfrac{1}{2}}|\cot(\pi z)|<\infty.\]

Thus,

\[\int_{|z|=N+\tfrac{1}{2}}f(z)\,dz\leq \frac{M}{\left(N+\tfrac{1}{2}\right)^2-|u|^2}\cdot 2\pi\left(N+\tfrac{1}{2}\right)\]

for $N\geq N_0$ and $N\geq |u|$. This now implies that

\[\int_{|z|=N+\tfrac{1}{2}}f(z)\,dz\rightarrow 0\]

as $N\rightarrow\infty$. Therefore,

\[-\frac{\pi^2}{\sin^2(\pi u)}+\sum_{n=-\infty}^{\infty}\frac{1}{(u+n)^2}=0\implies \sum_{n=-\infty}^{\infty}\frac{1}{(u+n)^2} = \frac{\pi^2}{\sin^2(\pi x)}\]

and the proof is complete. Q.E.D.
 

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