We have to find the closed form of the following series $$\sum_{n=1}^\infty (-1)^n\frac{\sin(n\theta)}{n^3}$$ for $\theta\in (-\pi,\pi)$. We tried to use the following form of the sine $$\sin(n\theta)=\frac{e^{in\theta}-e^{-in\theta}}{2i}$$
but after some calculations it didnt seem to work, because of the $n^3$ in the denominator. So we also tried filling in the power series of the sine, but this also didnt help us much. I think we are missing an important example of a power series. Thanks in advance
I guess that rules out Marco Cantarini's impressive use of the Mellin transform as the expected or intended solution - unless it was a test for a course dealing with the Mellin transform.
More likely, it was expected that one recognises a related Fourier series. Defining
$$f(\theta) := \sum_{n = 1}^\infty \frac{(-1)^n\sin (n\theta)}{n^3},$$
it is easy to see
$$f''(\theta) = \sum_{n = 1}^\infty \frac{(-1)^{n+1}\sin (n\theta)}{n},$$
and that is a Fourier series that one sees occasionally.
We have
$$\int_{-\pi}^\pi \theta \sin (n\theta)\,d\theta = \biggl[-\frac{\theta\cos (n\theta)}{n}\biggr]_{-\pi}^\pi + \frac{1}{n}\int_{-\pi}^\pi \cos (n\theta)\,d\theta = \frac{(-1)^{n+1}2\pi}{n},$$
and so
$$f''(\theta) = \frac{\theta}{2}.$$
Integrating that, it follows that
$$f'(\theta) = \frac{\theta^2}{4} + c,$$
and using the constraint
$$\int_{-\pi}^\pi f'(\theta)\,d\theta = 0$$
from the periodicity of $f$, we find $c = -\frac{\pi^2}{12}$. Then integrating once more, we obtain (this time, the integration constant is easily seen to be $0$)
$$f(\theta) = \frac{\theta^3}{12} - \frac{\pi^2\theta}{12}.$$
If one doesn't recognise the Fourier series of $f''$ [or maybe already that of $f'$], things are more difficult. However, if one has the idea to write
$$\sum_{n = 1}^\infty \frac{(-1)^{n+1}\sin (n\theta)}{n} = \operatorname{Im} \sum_{n = 1}^\infty \frac{(-1)^{n+1}}{n} e^{in\theta},$$
which in the context of Fourier transforms doesn't seem a too far-fetched idea, one may recognise the Taylor series of
$$\log \bigl(1 + e^{i\theta}\bigr)$$
in that - for an attempt to find the value, it is not necessary to go into the details of convergence; if one has found the candidate, one can verify it in many ways. Now
$$1 + e^{i\theta} = \bigl(e^{i\theta/2} + e^{-i\theta/2}\bigr)e^{i\theta/2} = 2\cos \frac{\theta}{2}\cdot e^{i\theta/2},$$
so $\operatorname{Im} \log \bigl(1 + e^{i\theta}) = \frac{\theta}{2} + 2\pi k(\theta)$, and it's not hard to see that $k(\theta) \equiv 0$ is the correct choice.
If one feels at home with distributions, one can recognise the Fourier series of $f'''$ as that of $\frac{1}{2} - \pi \delta_\pi$, but that is probably also beyond what can be expected.