For a positive integer $n$, define the function $$ F_n(x) = n^2 \sum_{j = n}^\infty \frac{\sin^2((2j-1) \pi x)}{(2j-1)^2}. $$ I am trying to understand the behavior of $F_n(x)$ in the following sense. For a positive exponent $\alpha$, I would like to compute the limit $$ L_\alpha = \lim_{n \to \infty} F_n(1/n^\alpha). $$
Based on plotting in Mathematica, it appears that $L_\alpha$ has the following behavior: it seems to be $0$ for $\alpha > 2$, infinite for $\alpha < 2$ and some finite number for $\alpha = 2$.
I tried to simplify the summation but I am having difficulty passing to the limit.
Solution.
Fact 1. If $\alpha > 2$, then $\lim_{n \to \infty} F_n(1/n^\alpha) = 0$.
Fact 2. If $1 < \alpha < 2$, then $\lim_{n \to \infty} F_n(1/n^\alpha) = \infty$.
Fact 3. If $0 < \alpha \le 1$, then $\lim_{n \to \infty} F_n(1/n^\alpha) = \infty$.
Fact 4. If $\alpha = 2$, then $\lim_{n \to \infty} F_n(1/n^\alpha) = \frac{\pi^2}{4}$.
Proof of Fact 1.
Let $N := \lfloor n^\alpha \rfloor$. We have \begin{align*} F_n(1/n^\alpha) &= n^2 \sum_{j = n}^\infty \frac{\sin^2((2j-1) \pi /n^\alpha)}{(2j-1)^2}\\ &= n^2 \sum_{j = n}^{N} \frac{\sin^2((2j-1) \pi /n^\alpha)}{(2j-1)^2} + n^2 \sum_{j = N + 1}^\infty \frac{\sin^2((2j-1) \pi /n^\alpha)}{(2j-1)^2}\\ &\le n^2 \sum_{j = n}^{N} \frac{\left((2j-1) \pi /n^\alpha\right)^2}{(2j-1)^2} + n^2 \sum_{j = N+1}^\infty \frac{1}{(2j-1)^2}\\ &\le n^2 \cdot N \cdot \left( \pi /n^\alpha\right)^2 + n^2 \sum_{j = N+1}^\infty \left(\frac{1}{j-1} - \frac{1}{j}\right)\\ &= n^2 \cdot N \cdot \left( \pi /n^\alpha\right)^2 + n^2 \cdot \frac{1}{N}\\ &\to 0 \end{align*} where we use $\sin^2 u \le u^2$ for all $u > 0$, and $\frac{1}{(2j-1)^2} \le \frac{1}{j^2} \le \frac{1}{(j-1)j} = \frac{1}{j-1} - \frac{1}{j}$ for all $j > 2$.
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Proof of Fact 2.
For sufficiently large $n$, we have $M := \lfloor \frac14n^\alpha\rfloor > n$, and \begin{align*} F_n(1/n^\alpha) &= n^2 \sum_{j = n}^\infty \frac{\sin^2((2j-1) \pi /n^\alpha)}{(2j-1)^2}\\ &\ge n^2 \sum_{j = n}^{M} \frac{\sin^2((2j-1) \pi /n^\alpha)}{(2j-1)^2}\\ &\ge n^2 \sum_{j = n}^{M} \frac{\frac{4}{\pi^2}\left((2j-1) \pi /n^\alpha\right)^2}{(2j-1)^2}\\ &= n^2 (M - n + 1) \frac{4}{\pi^2}\left( \pi /n^\alpha\right)^2\\ &\to \infty \end{align*} where we use $\sin^2 u \ge \frac{4}{\pi^2}u^2$ for all $u \in (0, \pi/2]$, and $(2j-1) \pi /n^\alpha \in (0, \pi/2]$ for all $j \in [n, M]$.
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Proof of Fact 3.
We have \begin{align*} F_n(1/n^\alpha) &= n^2 \sum_{j = n}^\infty \frac{\sin^2((2j-1) \pi /n^\alpha)}{(2j-1)^2}\\ &\ge n^2 \sum_{j = n}^{2n} \frac{\sin^2((2j-1) \pi /n^\alpha)}{(2j-1)^2}\\ &\ge n^2 \sum_{j = n}^{2n} \frac{\sin^2((2j-1) \pi /n^\alpha)}{(2\cdot 2n-1)^2}\\ &= \frac{n^2}{(2\cdot 2n-1)^2} \sum_{j = n}^{2n} \sin^2((2j-1) \pi /n^\alpha)\\ &= \frac{n^2}{(2\cdot 2n-1)^2} \sum_{j = n}^{2n} \frac12\Big(1 - \cos(2(2j-1) \pi /n^\alpha)\Big)\\ &= \frac{n^2(n+1)}{2(2\cdot 2n-1)^2} - \frac{n^2}{2(2\cdot 2n-1)^2} \sum_{j = n}^{2n} \cos(2(2j-1) \pi /n^\alpha). \end{align*}
Let $\beta := 2\pi /n^\alpha$. We have \begin{align*} &\sum_{j = n}^{2n} \cos(2(2j-1) \pi /n^\alpha)\\ ={}& \sum_{j=n}^{2n} \cos ((2j-1)\beta)\\ ={}& \frac{\cos((3n + 1)\beta)\sin((n + 1)\beta)}{\sin \beta} + \cos ((2n-1)\beta) - \cos ((4n + 1)\beta)\\ ={}& \left\{\begin{array}{ll} \cos \frac{2\pi}{n} & \alpha = 1 \\[6pt] O(n^\alpha) & 0 < \alpha < 1. \end{array} \right. \end{align*} Thus, $F_n(1/n^\alpha) \to \infty$.
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Proof of Fact 4.
Let $N := n^2$. We have \begin{align*} F_n(1/n^2) &= n^2 \sum_{j = n}^\infty \frac{\sin^2((2j-1) \pi /n^2)}{(2j-1)^2}\\ &= \frac{\pi^2}{n^2}\sum_{j = n}^\infty \frac{\sin^2((2j-1) \pi /n^2)}{((2j-1) \pi /n^2)^2}\\ &= \frac{\pi^2}{n^2}\sum_{j = 1}^\infty \frac{\sin^2((2j-1) \pi /n^2)}{((2j-1) \pi /n^2)^2} - \frac{\pi^2}{n^2}\sum_{j = 1}^{n-1} \frac{\sin^2((2j-1) \pi /n^2)}{((2j-1) \pi /n^2)^2}\\ &= \frac{\pi}{2} \sum_{j = 1}^\infty \frac{2\pi}{n^2}\cdot \frac{\sin^2((2j-1) \pi /n^2)}{((2j-1) \pi /n^2)^2} - O(1/n)\\ &= \frac{\pi}{2} \sum_{j = 1}^\infty \frac{2\pi}{N}\cdot \frac{\sin^2((2j-1) \pi /N)}{((2j-1) \pi /N)^2} - O(1/n)\\ &\to \frac{\pi}{2} \int_0^\infty \frac{\sin^2 y}{y^2}\mathrm{d} y\\ &= \frac{\pi^2}{4} \end{align*} where we use $\frac{\pi^2}{n^2}\sum_{j = 1}^{n-1} \frac{\sin^2((2j-1) \pi /n^2)}{((2j-1) \pi /n^2)^2} \le \frac{\pi^2}{n^2}\sum_{j = 1}^{n-1} 1 = \frac{\pi^2}{n} = O(1/n)$, and the fact that $\sum_{j = 1}^\infty \frac{2\pi}{N}\cdot \frac{\sin^2((2j-1) \pi /N)}{((2j-1) \pi /N)^2}$ is a Riemann Sum.