Solutions to Tom M. Apostol Book on Analytic Number Theory

August 20, 2020December 20, 2021 mathanalytic number theory, Analytische Zahlentheorie, solutionsLeave a comment

The solutions can be found Here.

One Finite Product

August 7, 2014November 25, 2020 mathproducts, trigonometric identitiesLeave a comment

In this post, I wish to find the value of some finite product. I begin by defining a function $F_n(z)$ as follows and trying to find it’s roots

$\displaystyle F_n(z)=\frac1{2i}\left((1+\frac{iz}n)^n-(1-\frac{iz}n)^n\right)=$ $\displaystyle\frac{(-1)^m}{n^n}$ $\displaystyle z^n+\cdots+$ $\displaystyle1$ $\displaystyle z$

Let $z=n\tan(\theta)$ , then we have

$\displaystyle{1+\frac{iz}n=1+i\tan\theta=1+i\frac{\sin\theta}{\cos\theta}=\frac{1}{\cos\theta}(\cos\theta+i\sin\theta)=\sec\theta e^{i\theta}}$

and similarly $1-\frac{iz}n=\sec\theta e^{-i\theta}$ . So we have

$\displaystyle F_n(n\tan\theta)=\frac1{2i}\sec^n\theta(e^{in\theta}-e^{-in\theta})=\sec^n\theta\sin n\theta$

The sine function vanishes at integer multiples of $\pi$ , so it follows that $F_n(n\tan\theta)=0$ where $n\theta=k\pi$ for all integers $k$ , that is, for $\theta=k\pi/n$ for all $k\in\mathbb Z$ . Thus, $F_n(z_k)=0$ for

$\displaystyle z_k=n\tan\frac{k\pi}n=(2m+1)\tan\frac{k\pi}{2m+1}$

where we recall that $n=2m+1$ . Since $\tan\theta$ is strictly increasing on the interval $(-\pi/2,\pi/2)$ , it follows that

$\displaystyle{z_{-m}<z_{-m+1}<...<z_{-1}<z_0<z_1<...<z_{m-1}<z_m}$

moreover, since tangent is an odd function, we have $z_{-k}=-z_k$ for each $k$ . In particular we have found $2m+1=n$ distinct roots of $F_n(z)$ , so as a consequence of the fundamental theorem of algebra, we can write

$\displaystyle F_n(z)=$ $\displaystyle\frac{(-1)^m}{n^n}$ $\displaystyle{z\prod_{k=1}^m(z^2-z_k^2)=\frac{(-1)^m}{n^n}z\prod_{k=1}^m(z^2-n^2\tan^2\frac{k\pi}n)}$

$\displaystyle=\frac{(-1)^m}{n^n}\prod_{k=1}^m(-n^2\tan^2\frac{k\pi}n)z\prod_{k=1}^m\left(1-\frac{z^2}{n^2\tan^2\frac{k\pi}{n}}\right)$

$\displaystyle=$ $\displaystyle\frac1 n\prod_{k=1}^m\tan^2\frac{k\pi}{n}$ $\displaystyle z\prod_{k=1}^m\left(1-\frac{z^2}{n^2\tan^2\frac{k\pi}{n}}\right)$

So we have $\frac1{2m+1}\prod_{k=1}^m\tan^2\frac{k\pi}{2m+1}=1$ , and

$\boxed{\displaystyle\prod_{k=1}^m\tan\frac{k\pi}{2m+1}=\sqrt{2m+1}}$

More Elementary Proof for Euler’s Sine Expansion

May 14, 2014December 6, 2020 mathEuler sine expansion, productsLeave a comment

Our goal in this post is to provide an elementary proof for the real version of Euler’s famous Sine expansion.

I first prove that for any $n$ that is a power of $2$ and for any $x\in\mathbb R$ ,

$\displaystyle{\sin(x)=n p_n(x)\sin\left(\frac x n\right)\cos\left(\frac x n\right),~p_n(x)=\prod_{k=1}^{\frac n 2-1}\left(1-\frac{\sin^2\frac x n}{\sin^2\frac{k\pi}n}\right)}~~~~~(1)$

by using the following more familiar identity

$\displaystyle\sin(x)=2\sin\frac x 2\sin\frac{\pi+x}2$

we can easily arrive to the following identity that is valid for $n$ equal to any power of $2$ ,

$\displaystyle\sin(x)=2^{n-1}\prod_{k=0}^{n-1}\sin\frac{k\pi+x}n$

$\displaystyle=2^{n-1}\sin\frac x n\sin\frac{\frac n 2\pi+x}n\prod_{k=1}^{\frac n 2-1}\sin\frac{k\pi+x}n\sin\frac{k\pi-x}n$

$\displaystyle=2^{n-1}\sin\frac x n\cos\frac x n\prod_{k=1}^{\frac n 2-1}\left(\sin^2\frac{k\pi}n-\sin^2\frac x n\right)~~~~~~~~~~(2)$

By considering what happens as $x\to0$ in the recent formula, we can obtain that for $n$ a power of $2$

$\displaystyle n=2^{n-1}\prod_{k=1}^{\frac n 2-1}\sin^2\frac{k\pi}n~~~~~~~~~~(3)$

and then I replace $(3)$ in $(2)$ and prove $(1)$ .

Now I choose $m<\frac n 2-1$ and break up $p_n(x)$ as follows

$\displaystyle p_n(x)=\prod_{k=1}^m\left(1-\frac{\sin^2\frac x n}{\sin^2\frac{k\pi}n}\right)\prod_{k=m+1}^{\frac n 2-1}\left(1-\frac{\sin^2\frac x n}{\sin^2\frac{k\pi}n}\right)~~~~~~~~~~(4)$

Since for $0<\theta<\frac{\pi}2$ , $\sin(\theta)>\frac2{\pi}\theta$ , we have

$\displaystyle\frac{\sin^2\frac x n}{\sin^2\frac{k\pi}n}<\frac{x^2}{4k^2}$

and if I choose $m$ and $n$ large enough such that $\frac{x^2}{4m^2}<1$ , then

$\displaystyle0<1-\frac{\sin^2\frac x n}{\sin^2\frac{k\pi}n}<1,k=m+1,...,\frac n 2-1$

which implies that

$\displaystyle0<\prod_{k=m+1}^{\frac n 2-1}\left(1-\frac{\sin^2\frac x n}{\sin^2\frac{k\pi}n}\right)<1$

Therefore from $(4)$ we have

$\displaystyle p_n(x)\le\prod_{k=1}^m\left(1-\frac{\sin^2\frac x n}{\sin^2\frac{k\pi}n}\right)$

Also we have

$\displaystyle{\prod_{k=m+1}^{\frac n 2-1}\left(1-\frac{\sin^2\frac x n}{\sin^2\frac{k\pi}n}\right)\ge1-\sum_{k=m+1}^{\frac n 2-1}\frac{\sin^2\frac x n}{\sin^2\frac{k\pi}n}\ge1-\frac{x^2}4\sum_{k=m+1}^\infty\frac1{k^2}=1-s_m}$

and once again by $(4)$ , we get

$\displaystyle p_n(x)\ge(1-s_m)\prod_{k=1}^m\left(1-\frac{\sin^2\frac x n}{\sin^2\frac{k\pi}n}\right)$

To summarize, I have shown that

$\displaystyle{(1-s_m)\prod_{k=1}^m\left(1-\frac{\sin^2\frac x n}{\sin^2\frac{k\pi}n}\right)\le p_n(x)\le\prod_{k=1}^m\left(1-\frac{\sin^2\frac x n}{\sin^2\frac{k\pi}n}\right)}~~~~~~~~~~(5)$

Now taking $n\to\infty$ in $(5)$ I arrive to

$\displaystyle(1-s_m)\prod_{k=1}^m\left(1-\frac{x^2}{k^2\pi^2}\right)\le\frac{\sin(x)}x\le\prod_{k=1}^m\left(1-\frac{x^2}{k^2\pi^2}\right)$

After rearrangement and then taking absolute values, we get

$\displaystyle\left|\frac{\sin(x)}x-\prod_{k=1}^m\left(1-\frac{x^2}{k^2\pi^2}\right)\right|\le|s_m|\left|\prod_{k=1}^m\left(1-\frac{x^2}{k^2\pi^2}\right)\right|$

but since we have

$\displaystyle{\left|\prod_{k=1}^m\left(1-\frac{x^2}{k^2\pi^2}\right)\right|\le\prod_{k=1}^m\left(1+\frac{x^2}{k^2\pi^2}\right)\le\prod_{k=1}^me^{\frac{x^2}{k^2\pi^2}}\le e^{\sum_{k=1}^\infty\frac{x^2}{k^2\pi^2}}=e^{\ell}}$

I can write

$\displaystyle\left|\frac{\sin(x)}x-\prod_{k=1}^m\left(1-\frac{x^2}{k^2\pi^2}\right)\right|\le|s_m|e^{\ell}$

Finally since $\lim_{m\to\infty}s_m=0$ , this inequality implies our goal, indeed

$\boxed{\displaystyle\prod_{k=1}^{\infty}\left(1-\frac{x^2}{k^2\pi^2}\right)=\frac{\sin(x)}x}$

One Finite Sum

May 7, 2014November 25, 2020 mathfinite sume, Series, trigonometric identitiesLeave a comment

In this post I want to find the value of the following finite sum,

$\displaystyle\sum_{k=1}^{m-1}\frac{1}{\sin^2(\frac{k\pi}{m})}$

I use the following amazing identity that you can see it’s proof in my previous posts

$\displaystyle\frac{1}{\sin^2(x)}=\sum_{n\in\mathbb{Z}}\frac{1}{(x+n\pi)^2}$

By this identity, I can write

$\displaystyle\sum_{k=0}^{m-1}\frac{1}{\sin^2(\frac{x+k\pi}{m})}=\sum_{k=0}^{m-1}\sum_{n\in\mathbb{Z}}\frac{1}{(\frac{x+k\pi}{m}+n\pi)^2}$

$\displaystyle=\sum_{k=0}^{m-1}\sum_{n\in\mathbb{Z}}\frac{1}{\frac{(x+k\pi+mn\pi)^2}{m^2}}$

$\displaystyle=m^2\sum_{k=0}^{m-1}\sum_{n\in\mathbb{Z}}\frac{1}{(x+k\pi+mn\pi)^2}$

$\displaystyle=m^2\sum_{n\in\mathbb{Z}}\sum_{k=0}^{m-1}\frac{1}{(x+(k+mn)\pi)^2}=\frac{m^2}{\sin^2(x)}$

and this follows that

$\displaystyle\sum_{k=1}^{m-1}\frac{1}{\sin^2(\frac{x+k\pi}{m})}=\frac{m^2}{\sin^2(x)}-\frac{1}{\sin^2(\frac{x}{m})}$

Hence,

$\boxed{\displaystyle\sum_{k=1}^{m-1}\frac{1}{\sin^2(\frac{k\pi}{m})}=\lim_{x\to0}\frac{m^2}{\sin^2(x)}-\frac{1}{\sin^2(\frac{x}{m})}=\frac{m^2-1}{3}}$

Euler Sum

December 26, 2013November 25, 2020 mathEuler Sums, Leonhard Euler, Series, zeta functionLeave a comment

Sums of the form $\displaystyle E(p,q)=\sum_{n=1}^\infty\frac{H_n^{(p)}}{n^q}$ where $\displaystyle H_n^{(p)}=\sum_{m=1}^n\frac{1}{m^p}$ , sometimes are called Euler sums. There are several ways to evaluate these sums. Aabout 240 years ago, Leonhard Euler(1707-1783) in 1775 proved that for $q\geq2$ ,

$\boxed{\displaystyle{\sum_{n=1}^\infty\frac{H_n}{n^q}=\frac{q+2}{2}\zeta(q+1)-\frac{1}{2}\sum_{r=1}^{q-2}\zeta(q-r)\zeta(r+1)}}$

In the following you can see an elementary proof of this formula in the three steps:

Step 1:

$\displaystyle\sum_{n=1}^\infty\frac{H_n}{n^q}=\sum_{n=1}^\infty\sum_{m=1}^n\frac{1}{mn^q}$

$\displaystyle=\sum_{m=1}^\infty\sum_{n=m}^\infty\frac{1}{mn^q}$

$\displaystyle=\zeta(q+1)+\sum_{m=1}^\infty\sum_{n=m+1}^\infty\frac{1}{mn^q}$

$\displaystyle=\zeta(q+1)+\sum_{m=1}^\infty\sum_{n=1}^\infty\frac{1}{m(n+m)^q}$

$\displaystyle=\zeta(q+1)+\frac{1}{2}\sum_{n=1}^\infty\sum_{m=1}^\infty\frac{1}{m(n+m)^q}+\frac{1}{n(n+m)^q}$

Hence,

$\boxed{\displaystyle{\sum_{n=1}^\infty\frac{H_n}{n^q}=\zeta(q+1)+\frac{1}{2}\sum_{n=1}^\infty\sum_{m=1}^\infty\frac{1}{m(n+m)^q}+\frac{1}{n(n+m)^q}}}$

Step 2:

$\displaystyle H_n=\sum_{m=1}^n\frac{1}{m}=\sum_{i=0}^{n-1}\sum_{m=1}^\infty\frac{1}{m+i}-\frac{1}{m+i+1}$

$\displaystyle=\sum_{m=1}^\infty\sum_{i=0}^{n-1}\frac{1}{m+i}-\frac{1}{m+i+1}$

$\displaystyle=\sum_{m=1}^\infty\frac{1}{m}-\frac{1}{n+m}$

Now by recent formula that is also an alternate definition of the Harmonic numbers, we can write:

$\boxed{\displaystyle\sum_{n=1}^\infty\frac{H_n}{n^q}=\sum_{n=1}^\infty\sum_{m=1}^\infty\frac{1}{mn^q}-\frac{1}{(n+m)n^q}}$

Step 3:

$\displaystyle\sum_{n=1}^\infty\frac{H_n}{n^q}$ $\displaystyle=2\sum_{n=1}^\infty\frac{H_n}{n^q}$ $\displaystyle-\sum_{n=1}^\infty\frac{H_n}{n^q}$

$\displaystyle{=2\zeta(q+1)+\sum_{n=1}^\infty\sum_{m=1}^\infty\frac{1}{m(n+m)^q}+\frac{1}{n(n+m)^q}-\sum_{n=1}^\infty\sum_{m=1}^\infty\frac{1}{mn^q}-\frac{1}{(n+m)n^q}}$

$\displaystyle=2\zeta(q+1)+\sum_{n=1}^\infty\sum_{m=1}^\infty\frac{1}{m(n+m)^{q-1}n}-\frac{1}{(n+m)n^{q-1}m}$

$\displaystyle=2\zeta(q+1)+\sum_{n=1}^\infty\sum_{m=n+1}^\infty\frac{1}{nm^{q-1}(m-n)}-\frac{1}{mn^{q-1}(m-n)}$

$\displaystyle=2\zeta(q+1)-\frac{1}{2}\sum_{\substack{m,n=1\\m\ne n}}^\infty\frac{1}{mn^{q-1}(m-n)}-\frac{1}{nm^{q-1}(m-n)}$

$\displaystyle=2\zeta(q+1)-\frac{1}{2}\sum_{\substack{m,n=1\\m\ne n}}^\infty\frac{m^{q-2}-n^{q-2}}{m^{q-1}n^{q-1}(m-n)}$

$\displaystyle=2\zeta(q+1)-\frac{1}{2}\sum_{\substack{m,n=1\\m\ne n}}^\infty\sum_{r=1}^{q-2}\frac{1}{m^{q-r}n^{r+1}}$

$\displaystyle=2\zeta(q+1)-\frac{1}{2}\left(\sum_{m,n=1}^\infty\sum_{r=1}^{q-2}\frac{1}{m^{q-r}n^{r+1}}-\sum_{\substack{m,n=1\\m=n}}^\infty\sum_{r=1}^{q-2}\frac{1}{m^{q-r}n^{r+1}}\right)$

$\displaystyle=2\zeta(q+1)+\frac{q-2}{2}\zeta(q+1)-\frac{1}{2}\sum_{r=1}^{q-2}\sum_{m=1}^\infty\sum_{n=1}^\infty\frac{1}{m^{q-r}n^{r+1}}$

$\displaystyle{=\frac{q+2}{2}\zeta(q+1)-\frac{1}{2}\sum_{r=1}^{q-2}\zeta(q-r)\zeta(r+1)}.$

Another Result By the Flajolet-Vardi Theorem

December 7, 2013November 25, 2020 mathflajolet-vardi theorem, Series, zetaLeave a comment

By using the Flajolet-Vardi theorem we can find the value of the another amazing convergent series. Indeed, following series

$\displaystyle\sum_{n=2}^{\infty}\frac{\zeta(n)}{k^n}$

I first recall the Flajolet-Vardi theorem that you can find it’s proof in my second post:

Flajolet-Vardi Theorem:

If $\displaystyle f\left(z \right)=\sum_{n=2}^{\infty}a_{n}z^n$ and $\displaystyle\sum_{n=2}^{\infty}|a_n|$ converges then‎,

$\displaystyle\sum_{n=1}^{\infty}f\left(\frac{1}{n}\right)=\sum_{n=2}^{\infty}a_n\zeta\left(n\right).$

This theorem shows that $\displaystyle\sum_{n=2}^{\infty}\frac{\zeta(n)}{k^n}=\sum_{n=1}^{\infty}\frac{1}{kn(kn-1)}$ , because if we let $f(z)=\displaystyle\sum_{n=2}^{\infty}\frac{z^n}{k^n}$ , then $f(z)=\frac{z^2}{k(k-z)}$ and by this theorem

$\displaystyle{\sum_{n=2}^\infty\frac{\zeta(n)}{k^n}=\sum_{n=1}^\infty f\left(\frac{1}{n}\right)=\sum_{n=1}^\infty\frac{1}{kn(kn-1)}}$

Therefore now we must find the value of $\displaystyle\sum_{n=1}^\infty\frac{1}{kn(kn-1)}$ . we use the Taylor expansion of $\log(1-x)$ and the fact that the sum $\displaystyle\sum_{\alpha^k=1}\alpha^n$ is $k$ if $k$ divides $n$ and $0$ otherwise.

There are some $\log$ ‘s of complex numbers. Those numbers have always non-negative real part, for the Argument we take the angle between $\displaystyle\frac{-\pi}{2}$ and $\displaystyle\frac{\pi}{2}$ , so that it fits with the power series for $\log(1-x)$ .

$\displaystyle{\sum_{n=1}^\infty \frac{x^{kn}}{kn}=\frac{-\log(1-x^k)}{k}=\frac{-1}{k}\sum_{\alpha^k=1}\log(1-\alpha x)}$

$\displaystyle\sum_{\alpha^k=1}\sum_{m=1}^\infty\frac{\alpha(\alpha x)^m}{m}=k\sum_{n=1}^{\infty}\frac{x^{kn-1}}{(kn-1)}$

but also

$\displaystyle{\sum_{\alpha^k=1}\sum_{m=1}^\infty\frac{\alpha(\alpha x)^m}{m}=-\sum_{\alpha^k=1}\alpha\log(1-\alpha x)}.$

We thus have

$\displaystyle{\sum_{n=1}^\infty\frac{x^{kn}}{kn(kn-1)}=\sum_n x^{kn}\left(\frac{1}{kn-1}-\frac{1}{kn}\right)}$

$\displaystyle{=\frac{1}{k}\sum_{\alpha^k=1}(1-x\alpha)\log(1-\alpha x)}.$

We have to take the limit $x\to 1$ . The $\alpha=1$ term disappears, so we get

$\displaystyle{\sum_{n=1}^\infty\frac{1}{kn(kn-1)}=\frac{1}{k}\sum_{\alpha^k=1,\alpha\neq1}(1-\alpha)\log(1-\alpha),\alpha=e^{\frac{2\pi im}{k}}}$

$\displaystyle{=\frac{1}{k}\sum_{m=1}^{k-1}\left(1-\cos\frac{2\pi m}{k}-i\sin\frac{2\pi m}{k}\right)\left(\log\left(2\sin\frac{\pi m}{k}\right)+\pi i\left(\frac{m}{k}-\frac{1}{2}\right)\right)}$

$\displaystyle{=\frac{1}{k}\sum_{m=1}^{k-1}\left[\left(1-\cos\frac{2\pi m}{k}\right)\log\left(2\sin\frac{\pi m}{k}\right)+\frac{(2m-k)\pi}{2k}\sin\frac{2\pi m}{k}\right]}.$

Examples:

For $k=2$ we have

$\displaystyle{\sum_{n=2}^\infty\frac{\zeta(n)}{2^n}=\sum_{n=1}^\infty\frac{1}{2n(2n-1)}=\frac{1}{2}\left[(1-\cos\pi)\log\left(2\sin\frac{\pi}{2}\right)\right]=\log(2)}.$

and also for $k=3$ ,

$\displaystyle\sum_{n=2}^\infty\frac{\zeta(n)}{3^n}=\sum_{n=1}^\infty\frac{1}{3n(3n-1)}$

$\displaystyle=\frac{1}{3}\left[\left(1-\cos\frac{2\pi}{3}\right)\log\left(2\sin\frac{\pi}{3}\right)-\frac{\pi}{6}\sin\frac{2\pi}{3}+\left(1-\cos\frac{4\pi}{3}\right)\log\left(2\sin\frac{2\pi}{3}\right)+\frac{\pi}{6}\sin\frac{4\pi}{3}\right]$

$\displaystyle=\frac{1}{2}\log(3)-\frac{\pi}{6\sqrt{3}}.$

A Beautiful Convergent Series II

November 7, 2013November 24, 2020 mathSeries, zeta functionLeave a comment

In this post I want to generalize the given formula at my second post as follows

$\boxed{\displaystyle\sum_{n=1}^\infty\frac{(m-1)^n-1}{m^n}\zeta(n+1)=\pi\cot\frac{\pi}{m}}$

To prove this , I first prove following useful identity

$\displaystyle\frac{1}{\sin^2x}=\sum_{n\in\mathbb{Z}}\frac{1}{(x+n\pi)^2}$

PROOF: (Trigonometric Method) Note that

$\displaystyle{\frac{1}{\sin^2x}=\frac{1}{4\sin^2\frac{x}{2}\cos^2\frac{x}{2}}=\frac{1}{4}\left(\frac{1}{\sin^2\frac{x}{2}}+\frac{1}{\cos^2\frac{x}{2}}\right)=\frac{1}{4}\left(\frac{1}{\sin^2\frac{x}{2}}+\frac{1}{\sin^2\frac{\pi+x}{2}}\right)}$

$\displaystyle=\frac{1}{4^2}\left(\frac{1}{\sin^2\frac{x}{2^2}}+\frac{1}{\sin^2\frac{2\pi+x}{2^2}}+\frac{1}{\sin^2\frac{\pi+x}{2^2}}+\frac{1}{\sin^2\frac{3\pi+x}{2^2}}\right)$

Repeatedly applying $\displaystyle\frac{1}{\sin^2x}=\frac{1}{4}\left(\frac{1}{\sin^2\frac{x}{2}}+\frac{1}{\sin^2\frac{\pi+x}{2}}\right)$ , we arrive at the following formula:

$\displaystyle\frac{1}{\sin^2x}=\frac{1}{4^k}\sum_{n=0}^{2^k-1}\frac{1}{\sin^2\frac{x+n\pi}{2^k}}$

but

$\displaystyle{\frac{1}{4^k}\sum_{n=0}^{2^k-1}\frac{1}{\sin^2\frac{x+n\pi}{2^k}}=\frac{1}{4^k}\sum_{n=-2^{k-1}}^{2^{k-1}-1}\frac{1}{\sin^2\frac{x+n\pi}{2^k}}=\lim_{k\to\infty}\sum_{n=-k}^k\frac{1}{(x+n\pi)^2}=\sum_{n\in\mathbb{Z}}\frac{1}{(x+n\pi)^2}}$

and now note that

$\displaystyle\sum_{n\in\mathbb{Z}}\frac{1}{x+n}=\pi\cot\pi x$

Because,

$\displaystyle{\cot x=-\int\frac{1}{\sin^2x}dx=-\int\sum_{n\in\mathbb{Z}}\frac{1}{(x+n\pi)^2}dx=\sum_{n\in\mathbb{Z}}\frac{1}{x+n\pi}}$

By using this recent identity we can write

$\displaystyle\sum_{n=1}^\infty\frac{(m-1)^n-1}{m^n}\zeta(n+1)$ $\displaystyle=\sum_{n=1}^\infty\sum_{k=1}^\infty\frac{(m-1)^n-1}{m^n}\frac1{k^{n+1}}$

$\displaystyle=\sum_{k=1}^\infty\frac1k\sum_{n=1}^\infty\left(\frac{(m-1)^n}{m^nk^n}-\frac1{m^nk^n}\right)$

$\displaystyle=\sum_{k=1}^\infty\frac1k\left(\frac{\frac{m-1}{mk}}{1-\frac{m-1}{mk}}-\frac{\frac1{mk}}{1-\frac1{mk}}\right)$

$\displaystyle=\sum_{k=1}^\infty\left(\frac1{\frac1m-k}+\frac1{\frac1m+k-1}\right)$

$\displaystyle=\sum_{k\in\mathbb{Z}}\frac1{\frac1m+k}$ $\displaystyle=\pi\cot\frac{\pi}{m}.$

The Basel Problem, Double Integral Method II

October 28, 2013November 25, 2020 mathBasel problem, Double Integral, Monotone Convergence TheoremLeave a comment

One another way that can evaluate $\zeta(2)$ by double integral is to write $\zeta(2)$ as follows

$\displaystyle\zeta(2)=\frac{4}{3}\sum_{n=0}^{\infty}\frac{1}{(2n+1)^2}$

This is true, since we have

$\displaystyle{\zeta(2)=\sum_{n=1}^{\infty}\frac{1}{n^2}=\sum_{n=1}^{\infty}\frac{1}{(2n)^2}+\sum_{n=0}^{\infty}\frac{1}{(2n+1)^2}=\frac{1}{4}\sum_{n=1}^{\infty}\frac{1}{n^2}+\sum_{n=0}^{\infty}\frac{1}{(2n+1)^2}}.$

Now integrating by parts yields

$\displaystyle{\int_0^1(-x^{2n}\ln(x))dx=\left[-\frac{x^{2n+1}}{2n+1}\ln(x)\right]_0^1+\int_0^1\frac{x^{2n}}{2n+1}dx=\frac{1}{(2n+1)^2}}$

and by using the monotone convergence theorem, I can write

$\displaystyle{\zeta(2)=\frac{4}{3}\sum_{n=0}^{\infty}\frac{1}{(2n+1)^2}=\frac{4}{3}\sum_{n=0}^{\infty}\int_0^1(-x^{2n}\ln(x))dx=\frac{4}{3}\int_0^1\frac{\ln(x)}{x^2-1}dx}$

Hence,

$\displaystyle\zeta(2)=\frac{4}{3}\int_0^1\frac{\ln(x)}{x^2-1}dx$

$\displaystyle=\frac{4}{3}\times\frac{1}{2}\left(\int_0^1\frac{\ln(u)}{u^2-1}du+\int_0^1\frac{\ln(v)}{v^2-1}dv\right)$

$\displaystyle=\frac{2}{3}\left(\int_0^1\frac{\ln(u)}{u^2-1}du+\int_1^{\infty}\frac{\ln(v)}{v^2-1}dv\right)$

$\displaystyle=\frac{2}{3}\left(\int_0^1\frac{\ln(u)}{u^2-1}du+\int_0^{\infty}\frac{\ln(u)}{u^2-1}du-\int_0^{1}\frac{\ln(u)}{u^2-1}du\right)$

$\displaystyle=\frac{2}{3}\int_0^{\infty}\frac{\ln(u)}{u^2-1}du=\frac{2}{3}\times\frac{1}{2}\int_0^{\infty}\frac{\ln(u^2)}{u^2-1}du$

$\displaystyle=\frac{1}{3}\int_0^{\infty}\frac{1}{1-u^2}\ln(\frac{1}{u^2})du=\frac{1}{3}\int_0^{\infty}\frac{1}{1-u^2}\left[\ln\left(\frac{1+v}{1+u^2v}\right)\right]_{v=0}^{v=\infty}du$

$\displaystyle=\frac{1}{3}\int_0^{\infty}\frac{1}{1-u^2}\left(\int_0^{\infty}\left(\frac{1}{1+v}-\frac{u^2}{1+u^2v}\right)dv\right)du$

$\displaystyle{=\frac{1}{3}\int_0^{\infty}\int_0^{\infty}\frac{1}{(1+v)(1+u^2v)}dv\,du=\frac{1}{3}\int_0^{\infty}\frac{1}{1+v}\int_0^{\infty}\frac{1}{1+u^2v}du\,dv}$

$\displaystyle{=\frac{1}{3}\int_0^{\infty}\left(\frac{1}{1+v}\left[\frac{\arctan(\sqrt{v}u)}{\sqrt{v}}\right]_{u=0}^{u=\infty}\right)dv=\frac{1}{3}\times\frac{\pi}{2}\int_0^{\infty}\frac{1}{\sqrt{v}(1+v)}dv}$

$\displaystyle{=\frac{\pi}{3}\int_0^{\infty}\frac{1}{1+w^2}dw=\frac{\pi}{3}\left[\arctan(w)\right]_0^{\infty}=\frac{\pi}{3}\times\frac{\pi}{2}=}$ $\displaystyle{\frac{\pi^2}{6}}.$

The Basel Problem, Double Integral Method I

October 21, 2013November 25, 2020 mathBasel problem, Double Integral, Monotone Convergence TheoremLeave a comment

In 1644, the Italian mathematician Pietro Mengoli (1625-1686) posed the question: What’s the value of the sum

$\zeta(2)=\displaystyle\sum_{n=1}^{\infty}\frac{1}{n^2}$

First time, Leonhard Euler (1707-1783) in 1735 proved that above series converges to $\displaystyle\frac{\pi^2}{6}$ . In this post you can see an easy proof by using double integral that published by Tom M. Apostol in 1983 in Mathematical Intelligencer. Apostol’s Proof: Note that

$\displaystyle{\frac{1}{n^2}}=\displaystyle\int_0^1\displaystyle\int_0^1x^{n-1}y^{n-1}dx\,dy$

and by the monotone convergence theorem we get

$\displaystyle\sum_{n=1}^{\infty}\frac{1}{n^2}=\displaystyle\int_0^1\displaystyle\int_0^1\left(\sum_{n=1}^{\infty}(xy)^{n-1}\right)dx\,dy$

$=\displaystyle\int_0^1\displaystyle\int_0^1\frac{1}{1-xy}dx\,dy$

We change variables in this by putting $(u,v)=\left(\frac{x+y}{2},\frac{y-x}{2}\right)$ , so that $(x,y)=(u-v,u+v)$ . Hence

$\zeta$ $(2)$ $=2\displaystyle\iint_S\frac{du\,dv}{1-u^2+v^2}$

where $S$ is the square with vertices $(0,0), \left(\frac{1}{2},\frac{-1}{2}\right), (1,0)$ and $(\frac{1}{2},\frac{1}{2})$ .

Exploiting the symmetry of the square we get

$\zeta$ $(2)$ $=4\displaystyle\int_0^{\frac{1}{2}}\displaystyle\int_0^u\frac{dv\,du}{1-u^2+v^2}+4\displaystyle\int_{\frac{1}{2}}^1\displaystyle\int_0^{1-u}\frac{dv\,du}{1-u^2+v^2}$

$=4\displaystyle\int_0^{\frac{1}{2}}\frac{\tan^{-1}\left(\frac{u}{\sqrt{1-u^2}}\right)}{\sqrt{1-u^2}}du+4\displaystyle\int_{\frac{1}{2}}^1\frac{\tan^{-1}\left(\frac{1-u}{\sqrt{1-u^2}}\right)}{\sqrt{1-u^2}}du$

Now $\tan^{-1}\left(\frac{u}{\sqrt{1-u^2}}\right)=\sin^{-1}(u)$ , and if $\alpha=\tan^{-1}\left(\frac{1-u}{\sqrt{1-u^2}}\right)$ then $\tan^2(\alpha)=\frac{1-u}{1+u}$ and $\sec^2(\alpha)=\frac{2}{1+u}$ .

It follows that $u=2\cos^2(\alpha)-1=\cos(2\alpha)$ and so $\alpha=\frac{1}{2}\cos^{-1}(u)=\frac{\pi}{4}-\frac{\sin^{-1}(u)}{2}$ . Hence

$\zeta$ $(2)$ $=4\displaystyle\int_0^{\frac{1}{2}}\frac{\sin^{-1}(u)}{\sqrt{1-u^2}}du+4\displaystyle\int_{\frac{1}{2}}^1\frac{\frac{\pi}{4}-\frac{\sin^{-1}(u)}{2}}{\sqrt{1-u^2}}du$

$\displaystyle=\left[2(\sin^{-1}(u))^2\right]_0^{\frac{1}{2}}+\left[\pi\sin^{-1}(u)-(\sin^{-1}(u))^2\right]_{\frac{1}{2}}^1$

$\displaystyle=\frac{\pi^2}{18}+\frac{\pi^2}{2}-\frac{\pi^2}{4}-\frac{\pi^2}{6}+\frac{\pi^2}{36}=$ $\displaystyle\frac{\pi^2}{6}.$

A Beautiful Convergent Series

October 14, 2013November 25, 2020 mathflajolet-vardi theorem, liebniz seriesLeave a comment

In this post I want to find the value of the sum

$\displaystyle\sum_{n=1}^{\infty}\frac{3^n-1}{4^n} \zeta \left(n+1 \right)$

Note that for $s>1$ , $\zeta(s)=\displaystyle\sum_{n=1}^{\infty}\frac{1}{n^s}$ .

I use following formula that is called Gregory-Leibniz-Madhava’s series

$\displaystyle\sum_{n=1}^{\infty}\frac{1}{4n-3}-\frac{1}{4n-1}=\frac{\pi}{4}$

If we define $f$ function as follows:

$\displaystyle{f\left(z\right)=\frac{z}{4-3z}-\frac{z}{4-z}}$

then

$\displaystyle{f(z)=\frac{\frac{z}{4}}{1-\frac{3z}{4}}-\frac{\frac{z}{4}}{1-\frac{z}{4}}=\frac{z}{4}\sum_{n=0}^{\infty}\left(\frac{3z}{4}\right)^n-\left(\frac{z}{4}\right)^n=\frac{z}{4}\sum_{n=1}^{\infty}\left(\frac{3z}{4}\right)^n-\left(\frac{z}{4}\right)^n}$

$\displaystyle{=\frac{z}{4}\sum_{n=2}^{\infty}\left(\frac{3z}{4}\right)^{n-1}-\left(\frac{z}{4}\right)^{n-1}=\frac{1}{4}\sum_{n=2}^{\infty}\left[\left(\frac{3}{4}\right)^{n-1}-\left(\frac{1}{4}\right)^{n-1}\right]z^n=\frac{1}{4}\sum_{n=2}^{\infty}\frac{3^{n-1}-1}{4^{n-1}}z^n}.$

Now I use this theorem

THEOREM (Flajolet–Vardi): If $f\left(z \right)=\displaystyle\sum_{n=2}^{\infty}a_{n}z^n$ and $\displaystyle\sum_{n=2}^{\infty}|a_n|$ converges then,

$\displaystyle\sum_{n=1}^{\infty}f\left(\frac{1}{n}\right)=\displaystyle\sum_{n=2}^{\infty}a_n$ $\zeta$ $\left(n\right)$ .

PROOF:

Because $\displaystyle\sum_{m=2}^{\infty}|a_m|<\infty$ ,

$\displaystyle\sum_{n=1}^{\infty}\displaystyle\sum_{m=2}^{\infty}|a_m|\frac{1}{n^m}\leq\displaystyle\sum_{n=1}^{\infty}\displaystyle\sum_{m=2}^{\infty}|a_m|\frac{1}{n^2}<\infty$

Hence, by Cauchy’s double series theorem, we can switch the order of summation:

$\displaystyle{\sum_{n=1}^{\infty}f\left(\frac{1}{n}\right)=\sum_{n=1}^{\infty}\sum_{m=2}^{\infty}a_m\frac{1}{n^m}=\sum_{m=2}^{\infty}a_m\sum_{n=1}^{\infty}\frac{1}{n^m}=\sum_{n=2}^{\infty}a_n\zeta(n)}$

This theorem implies that

$\displaystyle{\frac{\pi}{4}=\sum_{n=1}^{\infty}f\left(\frac{1}{n}\right)=\frac{1}{4}\sum_{n=2}^{\infty}\frac{3^{n-1}-1}{4^{n-1}}\zeta(n)=\frac{1}{4}\sum_{n=1}^{\infty}\frac{3^{n}-1}{4^{n}}\zeta(n+1)}$

and

$\boxed{\displaystyle\sum_{n=1}^{\infty}\frac{3^n-1}{4^n} \zeta \left(n+1 \right)=\pi}$