Consider the series
$$\sum_{n=1}^{\infty}\left(e^{-n^2}-e^{-(n+x)^2}\right).$$
According to some theorems in my research, I found that it is convergent on $\mathbb{R}$, but I cannot find the limit function of this exactly. Anyone can help me to obtain this? thanks a lot.
This is not a complete solution but a collection of interesting partial results.
Let the sum in question be
$$f(x) = \sum _{n=1}^{\infty } \left(\exp \left(-n^2\right)-\exp \left(-(n+x)^2\right)\right)\tag{1}$$
1) Symmetry:
Define
$$g(x) = f\left(x-\frac{1}{2}\right)+\frac{1}{2}\tag{2}$$
then $g(x)$ is antisymmtric:
$$g(-x) = - g(x)\tag{3}$$.
Hence follows
$$f(-x) = - 1 - f(x-1)\tag{4}$$
2) Asymptotic values
$$a = f(x\to +\infty) = \sum _{n=1}^{\infty } \exp \left(-n^2\right) = \frac{1}{2} \left(\vartheta _3\left(0,\frac{1}{e}\right)-1\right) \simeq 0.386319\tag{5}$$
where $\vartheta _3$ is a Jacobi theta function.
And, using (4),
$$f(x\to -\infty) = -1 - a \simeq -1.386319$$
3) Integer values of $x$
lead to finite sums due to cancellations
$$f(0) = 0$$ $$f(1) = \exp \left(-1^2\right)+\exp \left(-2^2\right) +\exp \left(-3^2\right)+ ...\\ - \exp \left(-(1+1)^2\right)-\exp \left(-(1+2)^2\right) - ... = \exp \left(-1^2\right)$$ $$f(2) = \exp \left(-1^2\right)+\exp \left(-2^2\right) +\exp \left(-3^2\right) +...\\ - \exp \left(-(2+1)^2\right)-\exp \left(-(2+2)^2\right) - ... = \exp \left(-1^2\right)+\exp \left(-2^2\right)$$ $$...$$ and generally,
$$f(k) = \sum_{n=1}^k \exp \left(-n^2\right), k = 1, 2, ...\tag{6a}$$
and by (4)
$$f(-k)= -1-f(k-1)= -1 -\sum_{n=1}^{k-1} \exp \left(-n^2\right), k = 1, 2, ...\tag{6b}$$