Can someone give me some insight about the following double sum? I would be deeply appreciated.
∞∑m=1∞∑n=1cos(nx)cos(my)n2+m2,
where x,y∈[−π,π].
I don't even know if it converges for (x,y)≠(0,0)... For the first sum Mathematica gives me some sum of Hypergeometric functions but it can't do the second one and I don't even know how to tackle this beast...
Answer
The double sum only converges when x and y are not multiples of 2π. To see this, evaluate the inner sum over n by extending the summation range to −∞ and using the residue theorem. That is, write
∞∑n=−∞cosnxn2+m2=−∑Resz=±imπcotπzcosxzz2+m2=πmcothπme−|m|x+exponentially small error
The double sum then takes the form
12∞∑m=1[πme−mxcothπm−1m2]cosmy
The sum will converge unless both x and y are zero.
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