Detailed derivations on this formula:
There is an exercise problem (Ex. 3.2) in Olver's book, on page 292. (or you can find it on this website: Eq.2.10.7).
$$\sum_{j=1}^{n-1}j^a \sim \zeta(-a)+\frac{n^{a+1}}{a+1}\sum_{s=0}^\infty \binom{a+1}{s}\frac{B_s}{n^s} \tag{*}$$
I try to derive it. I begin with:
$$\sum_{j=n_0}^n f(j)=\int_{n_0}^n f(x) dx+\frac{f(n_0)+f(n)}{2}+\sum_{s=1}^{m-1}\frac{B_{2s}}{(2s)!}\left( f^{(2s-1)}(n)-f^{(2s-1)}(n_0) \right)+R_m(n) $$
let $n_0=1$ and $f(x)=x^a$, for left-hand-side:
$$\sum_{j=n_0}^n f(j)=\sum_{j=1}^n j^a$$
for right-hand-side:
$$\begin{align} \int_{n_0}^n f(x) dx&=\int_1^n x^a dx=\frac{1}{a+1}x^{a+1}|_1^n=\frac{n^{a+1}}{a+1}-\frac{1}{a+1}\tag{1}\\ \\ \frac{f(n_0)+f(n)}{2}&=\frac{f(1)+f(n)}{2}=\frac{1+n^a}{2}\tag{2}\\ \\ f^{(2s-1)}(x)&=a(a-1)...(a-2s+2)x^{a-2s+1}=\frac{a!}{(a-2s+1)!}x^{a-2s+1}\\ \\ f^{(2s-1)}(n)&=\frac{a!}{(a-2s+1)!}n^{a-2s+1}\\ \\ f^{(2s-1)}(n_0)&=f^{(2s-1)}(1)=\frac{a!}{(a-2s+1)!} \end{align}$$
$$\begin{align} \sum_{s=1}^{m-1}\frac{B_{2s}}{(2s)!}\left( f^{(2s-1)}(n)-f^{(2s-1)}(n_0) \right)&=\sum_{s=1}^{m-1}\frac{B_{2s}}{(2s)!}\frac{a!}{(a-2s+1)!}\left(n^{a-2s+1}-1\right)\\ \\ &=\frac{1}{a+1}\sum_{s=1}^{m-1}\frac{B_{2s}}{(2s)!}\frac{(a+1)!}{(a-2s+1)!}\left(n^{a-2s+1}-1\right)\\ \\ &=\frac{1}{a+1} \sum_{s=1}^{m-1}B_{2s}\binom{a+1}{2s }\left(n^{a-2s+1}-1\right) \end{align}$$
Next, substitute: $s'=2s$ and use the fact $B_{2k+1}=0$ for $k=1,2,3,...$
$$\begin{align} \sum_{s=1}^{m-1}\frac{B_{2s}}{(2s)!}\left( f^{(2s-1)}(n)-f^{(2s-1)}(n_0) \right)&=\frac{1}{a+1} \sum_{s'=2}^{2m-2}B_{s'}\binom{a+1}{s'}\left(n^{a-s'+1}-1\right)\\ \\ &=\frac{n^{a+1}}{a+1} \sum_{s'=2}^{2m-2}\binom{a+1}{s'}\frac{B_{s'}}{n^{s'}}-\frac{1}{a+1} \sum_{s'=2}^{2m-2}\binom{a+1}{s'}B_{s'}\tag{3} \end{align}$$
Combine $(1)(2)(3)$,
$$\begin{align} \sum_{j=1}^n j^a&=\frac{n^{a+1}}{a+1}-\frac{1}{a+1}+ \frac{1+n^a}{2}+\frac{n^{a+1}}{a+1} \sum_{s'=2}^{2m-2}\binom{a+1}{s'}\frac{B_{s'}}{n^{s'}}-\frac{1}{a+1} \sum_{s'=2}^{2m-2}\binom{a+1}{s'}B_{s'}+R_m(n)\\ \\ \sum_{j=1}^n j^a&=n^a+\frac{n^{a+1}}{a+1}-\frac{n^a}{2}+\frac{n^{a+1}}{a+1} \sum_{s'=2}^{2m-2}\binom{a+1}{s'}\frac{B_{s'}}{n^{s'}}\\ &~~~~~~~~~-\frac{1}{a+1}+\frac{1}{2}-\frac{1}{a+1} \sum_{s'=2}^{2m-2}\binom{a+1}{s'}B_{s'}+R_m(n)\\ \end{align}$$
Use the fact $B_0=1,~B_1=-\frac{1}{2}$:
$$\begin{align} \sum_{j=1}^n j^a=n^a+\frac{n^{a+1}}{a+1}\sum_{s'=0}^{2m-2}\binom{a+1}{s'}\frac{B_{s'}}{n^{s'}}-\frac{1}{a+1}\sum_{s'=0}^{2m-2}\binom{a+1}{s'}B_{s'}+R_m(n)\tag{4} \end{align}$$
The remainder becomes:
$$\begin{align} R_m(n)&=\int_{n_0}^n \frac{B_{2m}-B_{2m}(x-\lfloor x\rfloor)}{(2m)!}f^{(2m)}(x)dx\\ \\ &=\color{red}{\int_{n_0}^\infty \frac{B_{2m}-B_{2m}(x-\lfloor x\rfloor)}{(2m)!}f^{(2m)}(x)dx}\color{blue}{-\int_{n}^\infty \frac{B_{2m}-B_{2m}(x-\lfloor x\rfloor)}{(2m)!}f^{(2m)}(x)dx}\tag{5}\end{align}$$
where $$f^{(2m)}(x)=a(a-1)...(a-2m+1)x^{a-2m}=\frac{a!}{(a-2m)!}x^{a-2m}$$
Since $|B_{2m}-B_{2m}(x-\lfloor x\rfloor)|\le 2|B_{2m}|$, the $\color{blue}{\text{blue-colored term}}$ is bounded by
$$\begin{align}\left|-\int_{n}^\infty \frac{B_{2m}-B_{2m}(x-\lfloor x\rfloor)}{(2m)!}f^{(2m)}(x)dx\right|&\le 2|B_{2m}|\int_{n}^\infty \frac{1}{(2m)!}|f^{(2m)}(x)|dx\\ \\ &=\left|\frac{2B_{2m}}{(2m)!}\cdot\frac{a!}{(a-2m)!}\cdot \frac{-1}{a-2m+1}\cdot n^{a-2m+1}\right|\\ \\ &=\left|\frac{2B_{2m}}{a+1}\cdot\binom{a+1}{2m}\right|\cdot \frac{n^{a+1}}{n^{2m}}\\ \\ &=\mathcal{O}\left( \frac{n^{a+1}}{n^{2m}}\right)\tag{6}\end{align}$$
The $\color{red}{\text{red-colored term}}$ becomes
$$ \begin{align} \int_{n_0}^\infty \frac{B_{2m}-B_{2m}(x-\lfloor x\rfloor)}{(2m)!}f^{(2m)}(x)dx&=\frac{B_{2m}}{(2m)!}f^{(2m-1)}(x)\bigg|_{n_0}^\infty-\frac1{(2m)!}\sum_{k=n_0}^\infty\int_{k}^{k+1} B_{2m}(x-k)f^{(2m)}(x)dx\\ \\ &=-\frac{B_{2m}}{(2m)!}f^{(2m-1)}(n_0)-\frac{1}{(2m)!}\sum_{k=n_0}^\infty I_{k,2m}\tag{7} \end{align}$$
where
$$I_{k,p}=\int_{k}^{k+1} B_{p}(x-k)f^{(p)}(x)dx$$
perform the integration by part, and we get
$$I_{k,p}=B_p(1)f^{(p-1)}(k+1)-B_p(0)f^{(p-1)}(k)-\int_{k}^{k+1} B'_{p}(x-k)f^{(p-1)}(x)dx$$
Use the property: $B'_s(t)=s\cdot B_{s-1}(t),~~s=1,2,3,\dots$, we get recursive equation
$$I_{k,p}=B_p(1)f^{(p-1)}(k+1)-B_p(0)f^{(p-1)}(k)-p\cdot I_{k,p-1}\tag{8}$$
Note the following properties between Bernoulli polynomial and Bernoulli number:
$$B_p(1)=B_{p}(0)=B_p,~~p=2,3,\dots~~~~~\text{But}~~~~B_1(1)=-B_1=\frac12,~~ B_1(0)=B_1=-\frac12$$
hence, we need to deal with the $p=1$ cases separately. Then, eq.(8) becomes
$$I_{k,p}=B_p\cdot\left[f^{(p-1)}(k+1)-f^{(p-1)}(k)\right]-p\cdot I_{k,p-1},~~~~p=2,3,\dots\tag{9}$$
Evaluate eq.(9) recursively and we get
$$I_{k,p}=\sum_{i=2}^p (-1)^{p-i}\cdot \frac{p!}{i!}\cdot B_i\cdot\left[f^{(i-1)}(k+1)-f^{(i-1)}(k)\right]+(-1)^{p-1}\cdot p!\cdot I_{k,1},~~p\ge2\tag{10}$$
Not done yet, I will update it later.
Not done yet, I will update it later.
Not done yet, I will update it later.