I'm learning about Fourier series (specifically Cesàro summation) and need help with the following problem:
Show that the Cesàro sum of the series $\sin x + \sin 2x + \sin 3x + \ldots$ is equal to $\frac{1}{2}\cot\frac{x}{2}$ for $x \neq 2k\pi, k \in \mathbb{Z}$.
My work and thoughts:
If the series is Cesaro summable to $\frac{1}{2}\cot\frac{x}{2}$ for $x \neq 2k\pi, k \in \mathbb{Z}$, this means that if $S_N$ is the $N$th partial sum then $\sigma_N \rightarrow \frac{1}{2}\cot\frac{x}{2}$, where
$$\sigma_N = \frac{S_1 + \ldots + S_N}{N}.$$
Using trigonometric identities, Euler's formula (and patience) it is not too difficult to show that for the sequence of partial sum we have
$$S_N = \frac{\cos\frac{x}{2} - \cos(N + \frac{1}{2})x}{2\sin{\frac{x}{2}}}.$$
How do I continue from here to find the given Cesàro sum of the series?
Using your result, we have
$$\frac1{N} \sum_{k=1}^NS_k = \frac{\cos\frac{x}{2} }{2\sin{\frac{x}{2}}} - \frac{1}{2N\sin{\frac{x}{2}}}\sum_{k=1}^N\cos\left(k + \frac{1}{2}\right)x \\ = \frac1{2}\cot\frac{x}{2} - \frac{1}{2N\sin{\frac{x}{2}}}\sum_{k=1}^N\cos\left(kx + \frac{x}{2}\right) .$$
Now you just need to show that the limit of the sum on the RHS as $N \to \infty$ is zero.
Note that
$$2\sin{\frac{x}{2}}\sum_{k=1}^N\cos\left(kx + \frac{x}{2}\right) = \sum_{k=1}^N2\sin{\frac{x}{2}}\cos\left(kx + \frac{x}{2}\right) \\ = \sum_{k=1}^N \left[\sin(kx+x) - \sin(kx) \right] \\= \sin((N+1)x) - \sin(x),$$
and
$$\lim_{N \to \infty} \frac{1}{2N\sin{\frac{x}{2}}}\sum_{k=1}^N\cos\left(kx + \frac{x}{2}\right) = \lim_{N \to \infty} \frac{\sin((N+1)x) - \sin(x)}{4N\sin^2{\frac{x}{2}}} \\ = 0.$$