Problem 115
Medium Convergence Tests

Using Dirichlet's test, prove the convergence of: sum

Using Dirichlet's test, prove the convergence of: $$ \sum_{n=1}^{\infty} a_n \cos n \alpha, $$ where $a_{n-1}>a_n>0$ and $\lim_{n\to\infty}a_n=0$.

Explanation of Method

Here the roles are reversed from the typical setup: $\{a_n\}$ itself is the given decreasing-to-zero sequence, and $b_n=\cos n\alpha$ needs bounded partial sums. The same closed-form identity used for sines (Problem 114) has a cosine analogue, giving a uniform bound on $\sum\cos n\alpha$ whenever $\alpha\ne2k\pi$ — precisely the case excluded is where $\cos n\alpha\equiv1$ and the partial sums genuinely diverge.

  1. Handle the exceptional case $\alpha=2k\pi$ separately.
  2. Bound the partial sums $B_N=\sum\cos n\alpha$ for $\alpha\ne2k\pi$ using the closed-form identity.
  3. Apply Dirichlet's test using the given monotonicity and limit of $\{a_n\}$.

Step 1 · Exceptional case $\alpha=2k\pi$

If $\alpha=2k\pi$, $\cos n\alpha=1$ for every $n$, so the series becomes $\sum a_n$, an ordinary positive decreasing series whose convergence is not guaranteed by the given hypotheses alone (it depends on the specific rate of decay of $a_n$).

Step 2 · Bound the partial sums for $\alpha\ne2k\pi$

Using the identity $\displaystyle\sum_{n=1}^{N}\cos n\theta = \frac{\sin\!\left(\frac{(N+1)\theta}2\right)\cos\!\left(\frac{N\theta}2\right)}{\sin(\theta/2)}-\frac12$, valid since $\sin(\alpha/2)\ne0$:

$$ |B_N| \le \frac1{|\sin(\alpha/2)|} + \frac12, $$

a bound independent of $N$.

Step 3 · Apply Dirichlet's test

Given: $a_n$ is monotonically decreasing ($a_{n-1}>a_n$) and $a_n\to0$. Combined with the bounded partial sums $B_N$ of $\cos n\alpha$ from Step 2, all conditions of Dirichlet's test are satisfied for $\alpha\ne2k\pi$, so $\sum a_n\cos n\alpha$ converges.


Summary Table

ConditionConclusion
$\alpha\ne2k\pi$Converges by Dirichlet's test
$\alpha=2k\pi$Reduces to $\sum a_n$; not automatically resolved

Additional Notes

Result

For $\alpha\ne2k\pi$, the series converges by Dirichlet's test:

$$ \left|\sum_{n=1}^N \cos n\alpha\right| \le \frac1{|\sin(\alpha/2)|}+\frac12, \qquad a_n\downarrow0 \implies \sum_{n=1}^{\infty} a_n\cos n\alpha \text{ converges.} $$