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How to evaluate the sum: $$S=\sum_{n=1}^{\infty}\frac{1}{(2n+1)(2n+2)}\left(1+\frac{1}{2}+...+\frac{1}{n}\right)$$ Can anyone help me,I really appreciate it.

JamesJ
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  • is there a source for this sum? Or, just a practice problem? – karakfa Oct 20 '17 at 15:05
  • @MarkViola Mathematica gives the sum of the series. I don't know what is the trick to evaluate it. I think this is a good problem. :) – Ixion Oct 20 '17 at 15:26
  • Partial fraction decomposition – JohnColtraneisJC Oct 20 '17 at 15:27
  • Just for reference: we have $\sum {k=1}^{\infty } \frac{H_k}{(k+p) (k+q)}=\frac{1}{2p-2q}\left(H{p-1}^2-H_{q-1}^2-\psi ^{(1)}(p)+\psi ^{(1)}(q)\right)$ for $p\neq q$ and $=H_{p-1} \psi ^{(1)}(p)-\frac{1}{2}\psi ^{(2)}(p)$ for $q =p $ – Dr. Wolfgang Hintze Oct 21 '17 at 13:28
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    Since $\displaystyle\frac {\pi^2}{12}=\sum_{r=1}^\infty \frac 1{2r^2}$, and $\displaystyle\ln 2=\sum_{r=1}^\infty \frac {(-1)^{r+1}}{r}$ is it possible to transform the given summation $\displaystyle \sum_{n=1}^\infty \sum_{r=1}^n \frac 1{(2n+1)(2n+2)r}$into $\displaystyle\sum_{r=1}^\infty \frac 1{2r^2}-\left(\sum_{r=1}^\infty \frac {(-1)^{r+1}}{r}\right)^2$? If so, then we are done. – Hypergeometricx Oct 21 '17 at 15:35
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    I am voting for reopening this question since, despite a lack of efforts from the OP, it led to a number of collateral questions, and I think it is correct to leave this original question as a reference. – Jack D'Aurizio Oct 26 '17 at 15:57
  • @karakfa Just a practice problem. – JamesJ Nov 09 '17 at 11:22
  • @MarkViola I don't know if there's a closed solution – JamesJ Nov 09 '17 at 11:25

6 Answers6

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A different view on the same problem: $$ \sum_{n\geq 1}\frac{x^n}{n}=-\log(1-x),\qquad \sum_{n\geq 1}H_n x^n = \frac{-\log(1-x)}{1-x} \tag{A}$$ $$ \sum_{n\geq 1}H_n x^{2n} = \frac{-\log(1-x^2)}{1-x^2}\tag{B}$$

$$\begin{eqnarray*}\sum_{n\geq 1}H_n\left(\frac{1}{2n+1}-\frac{1}{2n+2}\right) &=& \int_{0}^{1}\frac{-\log(1-x^2)}{1+x}\,dx\\&=&-\tfrac{1}{2}\log^22+\int_{0}^{1}\frac{-\log(1-x)}{1+x}\,dx\\&=&-\tfrac{1}{2}\log^22+\int_{0}^{1}\frac{-\log(x)}{2-x}\,dx\tag{C}\end{eqnarray*} $$ and by differentiation under the integral sign, the last integral is related to the series $$ \sum_{n\geq 1}\frac{1}{n^2 2^n}=\text{Li}_2\left(\tfrac{1}{2}\right)\stackrel{(*)}{=}\tfrac{\pi^2}{12}-\tfrac{\log^2 2}{2} \tag{D}$$ where $(*)$ follows from the dilogarithm reflection formula, proved here.

Jack D'Aurizio
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10

It is evident that $$S=\sum_{n=1}^{\infty}\frac{1}{(2n+1)(2n+2)}\left(1+\frac{1}{2}+...+\frac{1}{n}\right) = \frac{\pi^2}{12} - \ln^{2}2$$ and can be evaluated by following the pattern:

Consider the series $$S(x) = \sum_{n=1}^{\infty}\frac{H_{n} \, x^{2n+2}}{(2n+1)(2n+2)}$$ which upon differentiation leads to $S(0) = 0$, $S'(0) = 0$, \begin{align} S(x) &= \sum_{n=1}^{\infty}\frac{H_{n} \, x^{2n+2}}{(2n+1)(2n+2)} \\ S'(x) &= \sum_{n=1}^{\infty}\frac{H_{n} \, x^{2n+1}}{(2n+1)} \\ S''(x) &= \sum_{n=1}^{\infty} H_{n} \, x^{2n} = - \frac{\ln(1- x^2)}{1-x^2}. \end{align} Now, $$ - 2 \, S''(x) = \frac{\ln(1-x)}{1-x} + \frac{\ln(1-x)}{1+x} + \frac{\ln(1+x)}{1-x} + \frac{\ln(1+x)}{1+x}$$ which, upon integration, leads to \begin{align} - 4 \, S'(x) &= \ln^{2}(1 + x) - \ln^{2}(1-x) + 2 \, Li_{2}\left(\frac{1-x}{2}\right) - 2 \, Li_{2}\left(\frac{1+x}{2}\right) + \ln4 \, \ln\left(\frac{1+x}{1-x}\right). \end{align} Integrating again leads to $S(x)$. The integrals \begin{align} \int_{0}^{x} \ln^{2}(1-t) \, dt &= (x-1) \, (\ln^{2}(1-x) - 2 \ln(1-x) + 2) + 2 \\ \int_{0}^{x} \ln^{2}(1+t) \, dt &= (x+1) \, (\ln^{2}(1+x) - 2 \ln(1+x) + 2) - 2 \\ \int_{0}^{x} \ln\left(\frac{1+t}{1-t}\right) \, dt &= x \, \ln\left(\frac{1+x}{1-x}\right) + \ln(1-x^2) \\ \int_{0}^{x} Li_{2}\left(\frac{1+t}{2}\right) \, dt &= (1+x) \, Li_{2}\left(\frac{1+x}{2}\right) + x \, \ln\left(\frac{1-x}{2}\right) - \ln(1-x) -x - Li_{2}\left(\frac{1}{2}\right) \\ \int_{0}^{x} Li_{2}\left(\frac{1-t}{2}\right) \, dt &= (x-1) \, Li_{2}\left(\frac{1-x}{2}\right) + (x+1) \, \ln\left(\frac{1+x}{2}\right) -x - Li_{2}\left(\frac{1}{2}\right) + \ln2 \end{align} are needed for the evaluation. Once $S(x)$ is determined set $x=1$ to obtain $$S(1) = \sum_{n=1}^{\infty}\frac{H_{n}}{(2n+1)(2n+2)} = \frac{\pi^2}{12} - \ln^{2}2$$

Leucippus
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Following Leucipus' answer, I will use different approach to evaluate $S(1)$. Note \begin{eqnarray} S=S(1)&=&\int_0^1\int_0^xS''(x)dxt\\ &=&-\int_0^1\int_0^x\frac{\ln(1-x^2)}{1-x^2}dxdt\\ &=&-\int_0^1\int_x^1\frac{\ln(1-x^2)}{1-x^2}dtdx\\ &=&-\int_0^1(1-x)\frac{\ln(1-x^2)}{1-x^2}dx\\ &=&-\int_0^1\frac{\ln(1-x^2)}{1+x}dx\\ &=&-\int_0^1\frac{\ln(1-x)}{1+x}dx-\int_0^1\frac{\ln(1+x)}{1+x}dx\\ &=:&-I_1-I_2 \end{eqnarray} Now $$ I_2=\int_0^1\ln(1+x)d\ln(1+x)=\frac{1}{2}\ln^2(1+x)\bigg|_0^1=\frac12\ln^22. $$ For $I_1$, under $t=1-x$, one has \begin{eqnarray} \int\frac{\ln t}{2-t}dt&=&-\int_0^1\ln xd\ln(2-t)\\ &=&-\ln x\ln(2-t)+\int\frac{\ln(2-t)}{t}dt\\ &=&-\ln x\ln(2-t)+\int\frac{\ln2+\ln(1-\frac12t)}{t}dt\\ &=&-\ln x\ln(2-t)+\ln2\ln t+Li_2(\frac t2)+C \end{eqnarray} \begin{eqnarray} I_1&=&\int_0^1\frac{\ln t}{2-t}dt=-\int_0^1\ln xd\ln(2-t)\\ &=&-\ln x\ln(2-t)+\ln2\ln t+Li_2(\frac t2)\bigg|_0^1 &=&-\frac{\pi^2}{12}+\frac12\ln^22. \end{eqnarray} Thus $$ S=\frac{\pi^2}{12}-\ln^22. $$

Leucippus
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xpaul
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We have $$\sum_{n=1}^\infty H_n x^{2n}=-\frac{\ln(1-x^2)}{1-x^2}$$

integrate both sides from $x=0$ to $x=y$, we get

$$\sum_{n=1}^\infty \frac{H_n y^{2n}}{2n+1}=-\int_0^y\frac{\ln(1-x^2)}{1-x^2}dy$$

Now integrate both sides from $y=0$ to $y=1$, we get

\begin{align} S&=\sum_{n=1}^\infty \frac{H_n}{(2n+1)(2n+2)}=-\int_0^1\int_0^y\frac{\ln(1-x^2)}{1-x^2}\ dx\ dy\\ &=-\int_0^1\frac{\ln(1-x^2)}{1-x^2}\left(\int_x^1 dy\right)\ dx=-\int_0^1\frac{\ln(1-x^2)}{1-x^2}\left(1-x\right)\ dx\\ &=-\int_0^1\frac{\ln(1-x^2)}{1+x}\ dx\overset{\large\frac{1-x}{1-x}\mapsto x}{=}-\int_0^1\frac{2\ln2+\ln x-2\ln(1+x)}{1+x}\ dx\\ &=-2\ln^22-\int_0^1\frac{\ln x}{1+x}\ dx+2\int_0^1\frac{\ln(1+x)}{1+x}\ dx\\ &=-2\ln^22-\left(-\frac12\zeta(2)\right)+\ln^22\\ &\boxed{=\frac12\zeta(2)-\ln^22} \end{align}

Ali Shadhar
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A slight variant on other answers: we want to evaluate$$\sum_{n\ge0}\int_0^1H_nx^{2n}(1-x)dx=\int_0^1\frac{\ln(1-x^2)}{1+x}dx\\=\left[\frac12\ln^2(1+x)+\operatorname{Li}_2\left(\frac{1-x}{2}\right)+\ln(1-x)\ln\frac{1+x}{2}\right]_0^1\\=\frac12\ln^22-\operatorname{Li}_2\left(\frac12\right)+\lim_{x\to1^-}\ln(1-x)\ln\frac{1+x}{2}=\ln^22-\frac{\pi^2}{12}.$$In particular, the limit is $0$, since $$\lim_{y\to0^+}\ln y\ln\left(1-\frac{y}{2}\right)=-\frac12\lim_{y\to0^+}y\ln y=0.$$

J.G.
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Different approach

$$\sum_{k=1}^\infty\frac{H_k}{(2k+1)(2k+2)}=\frac14\sum_{k=1}^\infty\frac{H_k}{(k+1/2)(k+1)}$$

By the master theorem we have

$$\sum_{k=1}^\infty\frac{H_k}{(k+n+1)(k+1)}=\frac{H_n^2+H_n^{(2)}}{2n}$$

By setting $n=-1/2$ , the result follows. Note that we used $H_{-1/2}=-2\ln2$ and $H_{-1/2}^{(2)}=-2\zeta(2)$

Ali Shadhar
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