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Inspired by the recent problem How to evaluate the sum $\sum_{n=1}^{\infty}\frac{1}{(2n+1)(2n+2)}\left(1+\frac{1}{2}+...+\frac{1}{n}\right)$ I asked for a generalization, and I found it with Mathematica.

Can you prove (or disprove) this heuristic finding?

Let

$$s(p,q) =\sum _{k=1}^{\infty } \frac{H_k}{(k+p) (k+q)}\tag{1} $$

Then

$$s(p,q)=\frac{1}{2p-2q}\left(H_{p-1}^2-H_{q-1}^2-\psi ^{(1)}(p)+\psi ^{(1)}(q)\right)\tag{2}$$

for $p\neq q$ and

$$s(p,q)=H_{p-1} \psi ^{(1)}(p)-\frac{1}{2}\psi ^{(2)}(p)\tag{3}$$ for $q =p $

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    $\sum_{n\geq 1}H_n x^{n} = \frac{-\log(1-x)}{1-x}$ so your series is $\int_0^1 (x^{q-1}-x^{p-1}) \frac{-\log(1-x)}{1-x}dx$. – reuns Oct 22 '17 at 03:35
  • By integration by parts, the computation of the integral just mentioned by reuns boils down to the computation of $\int_{0}^{1}x^\alpha \log^2(1-x),dx = \frac{d^2}{d\beta^2} B(\alpha+1,\beta+1)$ at $\beta=0$. – Jack D'Aurizio Oct 22 '17 at 03:46
  • The remaining part is just routine calculations with the $\log\Gamma,\psi$ and $\psi'$ functions. @reuns: if you like to turn these comments into an answer, you are free to go. Otherwise, I will make tomorrow. – Jack D'Aurizio Oct 22 '17 at 03:49
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    @Dr. W: look up the work of Ovidiu Furdui's book on fractional integrals by Springer Verlag. He is amongst the several people who did extensive work on $H_n$. – DeepSea Oct 22 '17 at 03:50
  • @DeepSea: Many thanks for pointing to this interesting book. – Markus Scheuer Oct 22 '17 at 08:15
  • Many thanks to all, and specifically to reuns and Jack. Your hints were sufficient for me to completely write down the derivation. The divergent separate integrals are jointly overcome by partial Integration. The trick to generate $\log (1-x)^2$ by differentiating the Beta function is great, and it explains the appearance of Polygamma functions. However, the weather is too fine to refrain from making a trip to the countryside now. I'll return here later and provide a self-answer (if others haven't done so earlier). – Dr. Wolfgang Hintze Oct 22 '17 at 08:47

2 Answers2

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Assuming $q>p>2$, from $\sum_{n\geq 1}H_n x^n = \frac{-\log(1-x)}{1-x}$ we have

$$\begin{eqnarray*} s(p,q)=\sum_{n\geq 1}\frac{H_n}{(n+p)(n+q)} &=& \frac{1}{q-p}\int_{0}^{1}(x^{p-1}-x^{q-1})\frac{-\log(1-x)}{1-x}\,dx\\&\stackrel{\text{IBP}}{=}&\frac{1}{2(q-p)}\left[(q-1)A_{q-2}-(p-1)A_{p-2}\right] \end{eqnarray*}$$ where $$\begin{eqnarray*} A_m = \int_{0}^{1}x^m\log^2(1-x)\,dx&=&\left.\frac{d^2}{d\beta^2}\int_{0}^{1}x^m(1-x)^{\beta}\,dx\right|_{\beta=0}\\&=&\left.\frac{d^2}{d\beta^2}\left(\frac{\Gamma(m+1)\Gamma(\beta+1)}{\Gamma(m+\beta+2)}\right)\right|_{\beta=0}\\&=&\frac{\pi^2+6H_{m+1}^2-6\psi'(m+2)}{6(m+1)} \end{eqnarray*}$$ leads to $(p-1)A_{p-2}=\zeta(2)+H_{p-1}^2-\psi'(p)$ and to OP's $(2)$.
Then $\lim_{p\to q}\frac{\psi'(q)-\psi'(q)}{q-p}=\psi''(q)$ and $H_{p-1}=\psi(p)+\gamma$ easily prove $(3)$, too.

Jack D'Aurizio
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Self answer posted as a new question

As the self answer below is not really an answer to the OP but a non-trivial generalization of the OP I have posted the general formula as a new question Infinite sum of harmonic number over general polynomial

Original self answer (21.10.17)

In the meantime Jack d'Aurizio provided the proof which used the hints given by himself and reuns. Hence the problem of the OP is completely solved.

But I was not satisfied with my general formula for only a 2nd degree polynomial. So I attempted to extend it to a polynomial of arbitrary degree in $k$ using the same hints.

The attempt was successful and here is the result:

Let

$$s(p_1,\dotsc,p_n)=\sum _{k=1}^{\infty } \frac{H_k}{\prod _{i=1}^n (p_i +k)}\tag{A}$$

and

$$f(p_1,\dotsc,p_n)=\frac{1}{2} (-1)^n \sum _{i=1}^n \frac{h(p_i)}{\prod _{j=1,j\neq i}^n (p_i-p_j)}\tag{B}$$

where

$$h(a)=H_{a-1}^2-\psi ^{(1)}(a)+\zeta (2)\tag{C}$$

Then

$$s(p_1,\dotsc,p_n)=f(p_1,\dotsc,p_n)\tag{D}$$

In the case where two or more parameters $p_i$ are meant to be equal appropriate limits have to be taken of $f(p)$.

As a non trivial check and an application I rederived the Borwein-Borwein formulas (19) - (21) given in http://mathworld.wolfram.com/HarmonicNumber.html which consider sums of the type

$$\sum_{k=1}^\infty \frac{H_k}{k^n}$$

Many specific formulas can be written down using the relation established here.

Here is one more example for now

Setting $a=i$, $b=-i$ we obtain

$$\sum _{k=1}^{\infty } \frac{H_k}{k^2+1}=\frac{1}{4} \left(2 \gamma (1+\pi \coth (\pi ))+i \left(\psi ^{(0)}(-i)^2-\psi ^{(0)}(i)^2-\psi ^{(1)}(1-i)+\psi ^{(1)}(1+i)\right)\right)$$