Let $\displaystyle\sum_{n=1}^\infty \frac{\cos^{2n}x}{n}$. For which $x\in \mathbb{R},$ is the series differentiable?
My attempt: I know the series converges pointwise for every $x\ne \pi\cdot k$, but don't know how to continue from here.
Let $\displaystyle\sum_{n=1}^\infty \frac{\cos^{2n}x}{n}$. For which $x\in \mathbb{R},$ is the series differentiable?
My attempt: I know the series converges pointwise for every $x\ne \pi\cdot k$, but don't know how to continue from here.
On
In this case, you don't really need to invoke any theorems, you can just sum the series and work with the function and its derivative directly: Since $\sum_{n=1}^\infty{u^n\over n}=-\ln(1-u)$ for $|u|\lt1$ and $\cos^2x\lt1$ if $x\not\in\pi\mathbb{Z}$, we have
$$f(x)=\sum_{n=1}^\infty{\cos^{2n}x\over n}=\sum_{n=1}^\infty{(\cos^2x)^n\over n}=-\ln(1-\cos^2x)=-2\ln|\sin x|$$
for $x\not\in\pi\mathbb{Z}$ as well. It's also easy to check that
$$\sum_{n=1}^\infty\left(\cos^{2n}x\over n\right)' =-2\sin x\sum_{n=1}^\infty\cos^{2n-1}x =-2\sin x\cos x\sum_{n=0}^\infty(\cos^2x)^n\\ =-2\sin x\cos x\cdot{1\over1-\cos^2x} =-2{\cos x\over\sin x}=f'(x)$$
(again for $x\not\in\pi\mathbb{Z}$). So the series is (termwise) differentiable for all $x\not\in\pi\mathbb{Z}$.
Let $$f_n(x)=\frac{\cos^{2n}x}{n},\space n=1,2,\dots$$ Then $$f'_n(x)=-2\cos^{2n-1}x\sin x,$$ so that $\sum{f_n'(x)}$ converges uniformly on $(-\pi,\pi)$ by the Weierstrass M-test. By the theorem on uniform convergence of the derivatives, applied to the sequence of partial sums, the original series is differentiable on $(-\pi,\pi)$, and by periodicity, for every $x\neq k\pi$.