This response is in answer to David's further question about whether it is possible to bound the rate at which SN/N tends to zero, as he was wanting to use Weyl's inequality to do.
This is not possible, even in the case d=2 and f(n)=θn2. (for d=1 it is not hard to show that SN is bounded so SN/N=O(N−1)).
Set
SN(theta)=sumNn=1e2piithetan2
in the following. Given any function h: ℕ → ℝ+ with liminfnh(n) = 0, I show that there are irrational θ with
begin{array}{}displaystylesup_Nvert S_N(theta)/(h(N)N)vert=infty.&&(*)end{array}
[Note: The following is a much simpler argument than the original version]. I'll use the Baire category theorem to find counterexamples
For any countable collection An of open dense subsets of ℝ, the intersection A = ∩nAn is dense in ℝ.
In particular, any such A is nonempty. We can say more than this; if S is a countable subset of the reals then AsetminusS=left(bigcapnAnright)capleft(bigcapsinSmathbbRsetminussright) is an intersection of dense open sets, so is dense. In particular, A will contain a dense set of irrational values.
To construct counterexamples then, it is only necessary to show that the set of all θ at which the sequence diverges to infinity is an intersection of countably many open sets, and show that it contains a dense set of rational numbers. The Baire category theorem implies that it will also diverge at a dense set of irrationals.
In fact, for any sequence xn(θ) depending continuously on a real parameter θ, the set of values of θ for which it diverges to infinity is an intersection of countably many open sets
{thetacolonsup_nvert x_n(theta)vert=infty}=bigcap_nbigcup_m{thetacolonvert x_m(theta)vert>n\}.
So, we only need to find a dense set of rational numbers at which (*) holds.
Let θ = a/b for integers a,b with b > 0. Setting x=Sb(theta)/b then SN(theta)/Ntox as Ntoinfty.
Proof:
If m ≡ n (mod b) then θm2 - θn2 is an integer, and e2piithetam2=e2piithetan2. So nmapstoe2piithetan2 has period b, giving
SbN(theta)=sumN−1j=0sumbk=1e2piitheta(jb+k)2=Nsumbk=1e2piithetak2.
So, SbN(θ) = NSb(θ). Now, any N can be written as N = bM + R for some R < b. Then, vertSN−MSbvertleR and, dividing by N gives vertSN/N−Sb/bvertto0 as N goes to infinity.
As |SN(θ)/(h(N)N)| ∼ |x|/h(N) → ∞ whenever x is nonzero, the following shows that (*) holds whenever θ is of the form a/p for an odd prime p not dividing a. Such rationals are dense, so the existence of irrational θ for which (*) holds follows from the Baire category theorem.
Let θ = a/p for integers a,p with p an odd prime not dividing a. Then x=Sp(theta)/p is nonzero.
Proof:
Note that u=e2piia/p is a primitive p'th root of unity with minimal polynomial Xp−1+Xp−2+cdots+X+1 over the rationals. Then, all proper subsets of 1,u,u2,ldots,up−1 are linearly independent over the rationals and
Sp(theta)=sumpk=1uk2=1+2sum(p−1)/2k=1uk2
is nonzero.
In fact as pointed out by David below, Sp is a Gauss sum and has size √p.
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