I'd like to use the Cauchy criterion to show that
$$f_n(x)=\sum\limits_{k=1}^n\frac{\sin(kx)}{k^2} \mbox{convergences uniformly} $$
Here is what I did:
We want to show that $\forall \, \varepsilon_1>0 \, \exists \, n_1 \in \mathbb N$ such that $\forall \, n,m ≥ n_1 \, \left\lvert \, f_n(x)-f_m(x) \right\rvert < \varepsilon_1 \, \forall \, x \in \mathbb R $.
Let $\varepsilon_1>0$.
At this point we recall that $\sum\limits_{k=1}^\infty\frac{1}{k^2}$ is convergent. That means it's Cauchy. So we know that $\forall \, \varepsilon_2 > 0 \, \exists \, n_2 \in \mathbb N$ such that $\forall \, n,m ≥ n_2 \, \left\lvert \sum\limits_{k=m+1}^n\frac{1}{k^2} \right\rvert< \varepsilon_2 $. Very nice, maybe we could use it.
Let $\varepsilon_2 = \varepsilon_1$, and then $n_1=n_2$. Now $\forall \, n,m ≥ n_1 , \, \forall \, x \in \mathbb R$:
\begin{align}
|f_n(x)-f_m(x)| &= \Big|\sum\limits_{k=m+1}^n\frac{\sin(kx)}{k^2}\Big|
\\ &\leq \Big|\sum\limits_{k=m+1}^n\frac{1}{k^2}\Big|
\\ &< \varepsilon_2 = \varepsilon_1
\end{align}
Any comments on the correctness of the proof are greatly appreciated.
Best Answer
Your work is correct. In fact, note that the core of the proof is that $$\tag 1 \sum_{k=1}^\infty k^{-2}$$ converges, thus it is Cauchy (or fundamental). With this fact, and the fact that $$|\sin(kx)|\leq 1$$ you can make you function small by using the majorant convergent series in $(1)$ as an upper bound, regardless of $x$.
This is a particular observation of the general Weiertrass test, which gives sufficient conditions for a series $f=\sum f_n $ to converge uniformly over a domain $D$.