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I have a question regarding a trigonometric series:

Shouldn't

$$\sum_{n,m}^\infty s^{n+m}sin\left((n-m)\phi\right)=0$$

where $s \in \mathbb{R}$ because the sinusoidal function is antisymmetric in $n$ and $m$ and vanishes for $n=m$?

eeqesri
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2 Answers2

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$$\begin{align} & &\sum_{n,m}^\infty s^{n+m}\sin\left((n-m)\phi\right)\\&=& \text{Im}\sum_{n,m}^\infty s^{n+m}\text{e}^{(n-m)\text{i}\phi}\\&=& \text{Im}\sum_{n}^\infty (s\text{e}^{\text{i}\phi})^n \sum_{m}^\infty (s\text{e}^{-\text{i}\phi})^m\\&=& \text{Im}\frac{1}{1-s\text{e}^{\text{i}\phi}}\cdot\frac{1}{1-s\text{e}^{-\text{i}\phi}}\\ &=&\text{Im}\frac{1}{1-2\cos\phi s +s^2}\\ &=&0. \end{align} $$

ancient mathematician
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You need to have absolute convergence to rearrange the serie, or make the summation in the order you wish.

Let examine for instance only the following simpler serie : $\sum\limits_{n}^{\infty} (-1)^n$.

The general term does not go to $0$ so the serie is divergent, it means you have no right to do the following thing :

$\sum\limits_{n=0}^{\infty}(-1)^n=\underbrace{1-1}_0+\underbrace{1-1}_0+\underbrace{1-1}_{0}+...=\sum\limits_{m=0}^\infty\big((-1)^{2m}+(-1)^{2m+1}\big)=\sum\limits_{m=0}^\infty(1-1)=\sum\limits_{m=0}^\infty 0=0$

Because then, one can also do this: $\sum\limits_{n=0}^{\infty}(-1)^n=1+\underbrace{-1+1}_0+\underbrace{-1+1}_0+...=1$

I have obtained $2$ different values for the sum of this serie, so the original expression $\sum\limits_{n}^{\infty} (-1)^n$ is undefined (or divergent).


The same arise for double summation like yours, let's consider $\sum\limits_{n,m}^{\infty}(n-m)$

It has no meaning to say that:

$\sum\limits_{n,m}^{\infty}(n-m)=\sum\limits_{k=0}^{\infty}\sum\limits_{n+m= k}(n-m)=\sum\limits_{k=0}^{\infty}0=0$

The above is equivalent to doing this :

$(0)+\underbrace{-1+1}_{0}+\underbrace{-2+0+2}_{0}+\underbrace{-3-1+1+3}_{0}+\underbrace{-4-2+0+2+4}_{0}+\underbrace{-5-3-1+1+3+5}_{0}+...=0\tag{E}$

But I could also do this :

$(0-1+1-2+0)+\underbrace{2-3-1+1}_{-1}+\underbrace{3-4-2+0+2}_{-1}+\underbrace{4-5-3-1+1+3}_{-1}+...=-\infty$


Let's now have $a(s,\phi,m,n)=s^{n+m}\,\sin((n-m)\phi)$

If $|s|<1$ then $|a(s,\phi,n,m)\le|s|^{n+m}\tag{*}$

which is a term of a congergent geometric serie, so the original serie is absolutely convergent.

Note that $a(s,k\pi,n,m)=0$ so in this case the serie also has sense, but in general for any $\phi$ and $|s|\ge 1$ then $a(s,\phi,n,m)\nrightarrow 0$ so the serie is divergent.

When we place ourselves in the absolute congence case, then both methods by @ancientmathematican @vrugtehagel have meaning because the intermediate series they are using are all convergent series.

We can also show that some partial series are convergent to zero.

Partial series are finite sums, so we can rearrange in any way we wish.

In particular $\sum\limits_{m=0}^{N}\sum\limits_{n=0}^{N}a(s,\phi,m,n)=0$ because terms are telescoping since it is symetric in $n,m$.

Or you could also consider $\sum\limits_{k=0}^{K}\sum\limits_{m+n=k}a(s,\phi,m,n)=0$ according to $(E)$ rearrangement.

Since it is absolutely convergent, the remainders are going to $0$ in both cases while $(n,m)\to(\infty,\infty)$, this is why we can examine various kind of partial series.


To show absolute convergence of $(*)$ for instance, we would have to show that partial serie is convergent.

That is $S(N,M)=\sum\limits_{n=0}^{N}\sum\limits_{m=0}^{M}|s|^{n+m}$ is convergent to a single limit when $(N,M)\to(\infty,\infty)$.

This time we cannot make assumptions like $M=N$ or $M+N<K$ or things like that, we have to prove it for any $M,N$.

Yet partial sum is finite and $|s|^{m+n}=|s|^n|s|^m$ so we can separte summations.

$\displaystyle S(N,M)=\sum\limits_{n=0}^{N}|s|^n\sum\limits_{m=0}^{M}|s|^{m}=(\frac{1-|s|^{N+1}}{1-|s|})(\frac{1-|s|^{M+1}}{1-|s|})\to\frac{1}{(1-|s|)^2}$ for $|s|<1$.

The limit is independant of the way $N,M$ are going to infinity so the double serie is convergent.

zwim
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  • thanq for your detailed answer. I have one question regarding infinite series. It seems to me that in the case of infinite (probably only divergent) series addition is not always associative and commutative. why is this? is it possible to prove it? – eeqesri Mar 31 '17 at 20:48
  • There are many related post on SE regarding Riemann rearrangement theorem, for instance http://math.stackexchange.com/questions/1269753/proof-on-riemanns-theorem-that-any-conditionally-convergent-series-can-be-rearr?rq=1 In fact with absolutely convergent series, you can do anything you want, but at the moment you have semi-convergent serie, then you can rearrange the serie to give it any sum you want, fixed in advance. When you look at it closely, rearrangement also means splitting the original serie in 2 divergent series, whose sum is anything you want. – zwim Mar 31 '17 at 21:02
  • The difference between $\sum_{k=0}^\infty (-1)^k$ and $\sum_{n,m}(n-m)$ is that the first actually has an order to begin with (starting at $k=0$, then $k=1$, then $k=2$, etc.) and the second sum doesn't, so it's meaningless to talk about "rearrange" if you haven't arranged them in the first place –  Apr 02 '17 at 18:27
  • You know, I'm not the one who donwvoted you, so stop arguing about nonsense, or maybe I will too. – zwim Apr 02 '17 at 18:30