I am trying to evaluate $$\sum_{k=1}^{\infty}\frac{\sin\left(k\theta\right)}{k^{2u+1}}\tag{$u\in\mathbb{N}$}$$ using some results I've got. I know that $$\sum_{k=1}^{\infty}\frac{\sin\left(k\theta_0\right)}{k}=\tan^{-1}\left(\cot\left(\theta_0/2\right)\right)$$ which equals $\displaystyle\frac{1}{2}\left(\pi-\theta_0\right)$ whenever $0\leq\theta_0<2\pi.$ I realized that if I integrate both sides from $0$ to $\theta_1$, I get $$\sum_{k=1}^{\infty}\frac{\cos\left(k\theta_1\right)-1}{k^{2}}=-\frac{\pi\theta_1}{2}+\frac{\theta_1^{2}}{4}\\\implies\sum_{k=1}^{\infty}\frac{\cos\left(k\theta_1\right)}{k^{2}}=\zeta\left(2\right)-\frac{\pi\theta_1}{2}+\frac{\theta_1^{2}}{4}$$ and integrating one more time from $0$ to $\theta_2$ show me that $$\sum_{k=1}^{\infty}\frac{\sin\left(k\theta_2\right)}{k^{3}}=\frac{\theta_2^{3}}{12}-\frac{\pi\theta_2^{2}}{4}+\zeta\left(2\right)\theta_2.$$ I considered integrating the first equation a $n$ number of times, so I could write $$\sum_{k=1}^{\infty}\left(\int_{0}^{\theta_{n}}\cdots\left(\int_{0}^{\theta_{2}}\left(\int_{0}^{\theta_{1}}\frac{\sin\left(k\theta_{0}\right)}{k}\,\mathrm{d}\theta_{0}\right)\,\mathrm{d}\theta_{1}\right)\cdots\,\mathrm{d}\theta_{n-1}\right)\\=\frac{1}{2}\left(\int_{0}^{\theta_{n}}\cdots\left(\int_{0}^{\theta_{2}}\left(\int_{0}^{\theta_{1}}\pi-\theta_{0}\,\mathrm{d}\theta_{0}\right)\,\mathrm{d}\theta_{1}\right)\cdots\,\mathrm{d}\theta_{n-1}\right)\\=\frac{1}{2}\left(\frac{\pi\theta_{n}^{n}}{n!}-\frac{\theta_{n}^{n+1}}{\left(n+1\right)!}\right)$$ using the well-established zeta function of a even number and somehow extracting the trigonometric sum apart from that mess. Looking at some attempts like $$\int_0^{\theta_1}\frac{\sin(k\theta_0)}{k}\,\mathrm d\theta_0=\frac{-\cos(k\theta_1)}{k^2}+\frac{1}{0!k^2}$$ $$\int_0^{\theta_2}\frac{-\cos(k\theta_1)}{k^2}+\frac{1}{k^2}\,\mathrm d\theta_1=\frac{-\sin(k\theta_2)}{k^3}+\frac{\theta_2}{1!k^2}$$ $$\int_0^{\theta_3}\frac{-\sin(k\theta_2)}{k^3}+\frac{\theta_2}{1!k^2}\,\mathrm d\theta_2=\frac{\cos(k\theta_3)}{k^4}+\frac{\theta_3^2}{2!k^2}-\frac{1}{0!k^4}$$ $$\int_0^{\theta_4}\frac{\cos(k\theta_3)}{k^4}+\frac{\theta_3^2}{2!k^2}-\frac{1}{0!k^4}\,\mathrm d\theta_3=\frac{\sin(k\theta_4)}{k^5}+\frac{\theta_4^3}{3!k^2}-\frac{\theta_4}{1!k^4}$$ $$\int_0^{\theta_5}\frac{\sin(k\theta_4)}{k^5}+\frac{\theta_4^3}{3!k^2}-\frac{\theta_4}{1!k^4}\,\mathrm d\theta=\frac{-\cos(k\theta_5)}{k^6}+\frac{\theta_5^4}{4!k^2}-\frac{\theta_5^2}{2!k^4}+\frac{1}{0!k^6}$$ show some pattern. Which pattern? I conjectured that $$\sum_{k=1}^{\infty}\left(\int_{0}^{\theta_{n}}\cdots\left(\int_{0}^{\theta_{2}}\left(\int_{0}^{\theta_{1}}\frac{\sin\left(k\theta_{0}\right)}{k}\,\mathrm{d}\theta_{0}\right)\,\mathrm{d}\theta_{1}\right)\cdots\,\mathrm{d}\theta_{n-1}\right)\\=\left(-1\right)^{n}\sum_{k=1}^{\infty}\frac{\sin\left(n\pi/2+k\theta_{n}\right)}{k^{n+1}}+\sum_{i=1}^{\lfloor\frac{n+1}{2}\rfloor}\frac{\left(-1\right)^{i+1}\theta^{n+1-2i}_{n}\zeta\left(2i\right)}{(n+1-2i)!}$$ which seems quite plausible (otherwise, it wouldn't be a conjecture). This implies $$\sum_{k=1}^{\infty}\frac{\sin\left(n\pi/2+k\theta_{n}\right)}{k^{n+1}}=\frac{\left(-1\right)^{n}}{2}\left(\frac{\pi\theta_{n}^{n}}{n!}-\frac{\theta_{n}^{n+1}}{\left(n+1\right)!}\right)+\sum_{i=1}^{\lfloor\frac{n+1}{2}\rfloor}\frac{\left(-1\right)^{n+i}\theta_{n}^{n+1-2i}\zeta\left(2i\right)}{(n+1-2i)!}$$ and, because I am interested in the case $n=2u$, this turns out to be $$\sum_{k=1}^{\infty}\frac{\sin\left(u\pi+k\theta_{n}\right)}{k^{2u+1}}=\left(-1\right)^{u}\sum_{k=1}^{\infty}\frac{\sin\left(k\theta_{}\right)}{k^{2u+1}}\\=\frac{1}{2}\left(\frac{\pi\theta_{2u}^{2u}}{(2u+1)!}-\frac{\theta_{2u}^{2u+1}}{\left(2u+1\right)!}\right)+\sum_{i=1}^{\lfloor\frac{2u+1}{2}\rfloor}\frac{\left(-1\right)^{i}\theta^{2u+1-2i}\zeta\left(2i\right)}{(2u+1-2i)!}$$ and, therefore $$\sum_{k=1}^{\infty}\frac{\sin\left(k\theta_{}\right)}{k^{2u+1}}=\frac{\left(-1\right)^u}{2}\left(\frac{\pi\theta^{2u}}{(2u)!}-\frac{\theta^{2u+1}}{\left(2u+1\right)!}\right)+\sum_{i=1}^{\lfloor\frac{2u+1}{2}\rfloor}\frac{\left(-1\right)^{u+i}\theta^{2u+1-2i}\zeta\left(2i\right)}{(2u+1-2i)!}.$$ Now, some questions: how do I prove whether my conjecture is right? Is there any cool tricks I can use when dealing with multiple integrations like these? Is there another approach with this series?
EDIT
Maybe induction can help me. My own attempt: Assume $$\sum_{k=1}^{\infty}\frac{\sin\left(k\theta_{}\right)}{k^{2u+1}}=\frac{\left(-1\right)^u}{2}\left(\frac{\pi\theta^{2u}}{(2u)!}-\frac{\theta^{2u+1}}{\left(2u+1\right)!}\right)+\sum_{i=1}^{\lfloor\frac{2u+1}{2}\rfloor}\frac{\left(-1\right)^{u+i}\theta^{2u+1-2i}\zeta\left(2i\right)}{(2u+1-2i)!}$$ $$=\frac{\left(-1\right)^u}{2}\left(\frac{\pi\theta^{2u}}{(2u)!}-\frac{\theta^{2u+1}}{\left(2u+1\right)!}\right)+\sum_{i=1}^{u}\frac{\left(-1\right)^{u+i}\theta^{2u+1-2i}\zeta\left(2i\right)}{(2u+1-2i)!}.$$ Base case $u=1:$ $$\sum_{k=1}^{\infty}\frac{\sin\left(k\theta_{}\right)}{k^{3}}=-\frac{1}{2}\left(\frac{\pi\theta^2}{2}-\frac{\theta^3}{6}\right)+\frac{\theta\zeta(2)}{1}=-\frac{\pi\theta^2}{4}+\frac{\theta^3}{12}+\theta\,\zeta(2)$$ Surprisingly, it is right! Now, I will try to work out the case $u=t+1.$
SECOND EDIT As my answer shows, induction can prove that my conjecture was right. Problem solved.