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How would you show that $$\sum_{n=1}^{\infty}p^n\cos(nx)=\frac{1}{2}\left(\frac{1-p^2}{1-2p\cos(x)+p^2}-1\right)$$ when $p$ is positive, real, and $p<1$?

user91500
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Amory
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3 Answers3

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$$\sum_{n=1}^{\infty}p^n\cos nx=-1+\sum_{n=0}^{\infty}p^n\cos nx$$

$=$Re$\displaystyle(\sum_{n=0}^{\infty}p^ne^{inx})=$Re$\displaystyle(\sum_{n=0}^{\infty}(pe^ix)^n)$

As $\displaystyle|e^{ix}|=1,|e^{ix}p|=|p|<1$ using this, $\displaystyle\sum_{n=0}^{\infty}(pe^ix)^n=\dfrac1{1-pe^{ix}}$

Using Euler Formula $$\dfrac1{1-pe^{ix}}=\frac1{1-p(\cos x+i\sin x)}=\frac1{(1-p\cos x)-i(p\sin x)}$$

Do you how to express $\displaystyle\frac1{a+ib}$ as $A+iB$ where $a,b,A,B$ are real

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Since $0<p<1$, we have \begin{eqnarray} \sum_{n=1}^\infty p^n\cos(nx)&=&\Re\sum_{n=1}^\infty p^ne^{inx}=\Re\sum_{n=1}^\infty(pe^{ix})^n=\Re\frac{pe^{ix}}{1-pe^{ix}}=\Re\frac{pe^{ix}(1-pe^{-ix})}{|1-pe^{ix}|^2}\\ &=&p\Re\frac{-p+\cos x+i\sin x}{|1-p\cos x-ip\sin x|^2}=p\frac{-p+\cos x}{(1-p\cos x)^2+p^2\sin^2x}\\ &=&p\frac{\cos x-p}{1-2p\cos x+p^2\cos^2x+p^2\sin^2x}=\frac{p(\cos x-p)}{1+p^2-2p\cos x}\\ &=&\frac12\left(\frac{1-p^2}{1-2p\cos x+p^2}-1\right). \end{eqnarray}

HorizonsMaths
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  • Thank you very much for responding! The only step I don't see what you did is when you set last two expressions equal to one another. I'm unsure as to where the 1/2 comes from. – Amory Feb 22 '14 at 21:24
  • \begin{eqnarray}\frac{p(\cos x-p)}{1+p^2-2p\cos x}&=&\frac12\cdot\frac{2p\cos x-2p^2}{1+p^2-2p\cos x}\&=&\frac12\cdot\frac{1-p^2-(1-2p\cos x+p^2)}{1-2p\cos x+p^2}\&=&\frac12\left(\frac{1-p^2}{1-2p\cos x+p^2}-\frac{1-2p\cos x+p^2}{1-2p\cos x+p^2}\right)\&=&\frac12\left(\frac{1-p^2}{1-2p\cos x+p^2}-1\right)\end{eqnarray} – HorizonsMaths Feb 23 '14 at 00:12
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Note that: $$\sum_{n=1}^\infty p^n\cos(nx)=\Re{(\sum_{n=1}^\infty}p^ne^{inx})=\Re({\frac{1}{1-pe^{ix}}})$$

$$\forall |pe^{ix}|=|p|<1$$

Ethan Splaver
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