In the course of some calculations, I came across the following powers series. For fixed $C>1$ let $$ f_C(u)=\sum_{k=0}^\infty\frac{u^k}{C^{k^2}}. $$ This series converges for all $u\in\mathbb C$, hence $f_C$ is an entire function. Can it be expressed in terms of classical special functions? Does it satisfy a differential equation? Has anbybody seen this guy somewhere else?
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This function has no known expression in terms of common special functions. It is called "partial thetafunction", and there was some recent research on it: http://arxiv.org/pdf/1106.6262v1.pdf, http://arxiv.org/pdf/1106.1003.pdf, and literature cited there. 


for $u=C$ it's an elliptic theta function, $$f_u(u)=1+\frac{1}{2}u^{1/4}\vartheta_2(0,1/u)$$ more generally $$f_C(e^{2iz})+f_C(e^{2iz})=1+\sum_{k=\infty}^{\infty}\frac{e^{2kiz}}{C^{k^2}}=1+\vartheta_3(z,1/C)$$ 

