Okay so I'm a 3rd year undergraduate studying Mathematics. I've proved in group theory countless times that the integers are closed under addition.
It's obvious to me that they are.
However this has just put a little bit of a spanner in the works and I'd like to see your thoughts on this.
Take the infinite sum: $S = 1 + x + x^2 + x^3 +... = \frac{1}{1-x}$ for $x<1$.
[The geometric series is only convergent for $|x| < 1$. Maybe this is part of the issue. ---PLC]
[There are many other cases of these, take the well known one from physics that $\sum_{n\in \mathbb{Z}}^\inf n = 0 + 1 + 2 + 3+.. = \frac{-1}{12}$]
A well known result.
Now let's differentiate this, with respect to $x$.
$\frac{d S}{dx} = 1 + 2x + 3x^2 + 4x^3+ ...= \frac{1}{(x-1)^2}$
Now treating $S$ as a function of $x$ let's substitute in $x = -1$
This gives $S = 1 - 2 + 3 - 4 + ... = \frac{1}{4}$
Now I have a sum of integers added together and I get: $\frac{1}{4}\notin \mathbb{Z}$
Thus the integers are not closed under addition.
Now I assume the problem here is as always: infinity. The gap between infinite sums and normal sums always seems to provide these little strange problems. It's commonly accepted that both $S = \frac{1}{4}$ and the integers are closed under addition.
Let's get as philosophical here as you like..
EDITS..
My motivation for this question came from a Numberphile video on youtube:
http://youtu.be/PCu_BNNI5x4
http://www.youtube.com/watch?v=w-I6XTVZXww
Who state an alternate proof as:
Given $S_1 = 1 +1 - 1 - 1.. = \frac{1}{2}$. Proved in the first link.
Let $S_2 = 1 - 2 + 3 - 4 + ... $
So $2S_2 = 1 - 2 + 3 - 4 + ...$
$\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, + 1 - 2 + 3 - 4 + ...$
Now by adding coloums we can easily see that:
$2S_2 = 1 - 1 + 1 - 1 + .. = \frac{1}{2}$ by $S_1$.
$S_2 = \frac{1}{4}$
When it is said that "$X$ is closed under binary operation $\circ$", it means that for any $a$ and $b$ in $X$, $a \circ b$ is in $X$. It is easy to prove (by a simple induction) that any finite sum is therefore closed in $X$.
However, infinite sums are defined with a limit (of the partial sums), which means they don't just depend on the operation $\circ$, but also require a topological structure defined on $X$. Now the integers $\mathbb{Z}$ do have a standard topological structure in addition to their algebraic structure, it's the discrete topology, and it comes from the order on $\mathbb{Z}$. However, in this system, there is actually no limit of the sequence of partial sums $1$, $1 - 2$, $1 - 2 + 3$, ... (*) and so no infinite sum. In fact, an infinite sum of integers can only have a limit if all but finitely many of its terms are $0$. Another subtle flaw is that when you took a "derivative", that means you passed from $\mathbb{Z}$ to $\mathbb{R}$, and evaluated a function on $\mathbb{R}$ on the right side, to obtain a "sum" for the left (which may be a valid technique, giving a form of "divergent summation", but it's important to remember this is actually a generalization beyond the usual and strict "limit" definition of infinite summation). So you left the integers, and thus it is no surprise you'd get a non-integer result. The important point to remember though is that infinite sums and finite sums are not the same thing -- one is purely algebraic, the other leverages additional (topological) structure on the set in question, and closure is strictly algebraic.
Finally, it's important to note that this series doesn't have a sum in $\mathbb{R}$ either in the strict, limit sense.