Consider the series:
#sum_(n=1)^oo x^(2n)/n^2#
and evaluate its radius of convergence using the ratio test:
#lim_(n->oo) abs(a_(n+1)/a_n) = lim_(n->oo) abs ((x^(2(n+1))/(n+1)^2)/(x^(2n)/n^2)) = lim_(n->oo) abs (x^(2n+2)/x^(2n)) n^2/(n+1)^2 = x^2#
So the series is absolutely convergent for #absx<1#, and we can see that it is also absolutely convergent for #abs x = 1# since:
#sum_(n=0)^oo 1/n^2 = pi^2/6#
Thus for #x in(-1,1)# we can differentiate and integrate term by term:
#f(x) = sum_(n=1)^oo x^(2n)/n^2#
#f'(x) = sum_(n=1)^oo d/dx (x^(2n)/n^2) = sum_(n=1)^oo (2nx^(2n-1))/n^2 = 2 sum_(n=1)^oo x^(2n-1)/n#
#int_0^x f(t)dt = sum_(n=1)^oo int_0^x (t^(2n)/n^2)dt = sum_(n=1)^oo x^(2n+1)/(n^2(2n+1)) #