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I am hoping to find a closed form for the following

$$\tag{1} \sum_{k\geq 1}\frac{H_k}{k^3} x^k $$

Using the generating function

$$\sum_{k\geq 1}H^{(n)}_k x^k = \frac{\operatorname{Li}_n(x)}{1-x}$$

I could find this by simple integration

So I am stuck at evaluating

$$\tag{2}\int^x_0 \frac{\operatorname{Li}_2(1-t)\log(1-t)}{t}\, dt$$

For $x=\pm 1$ the problem can be solved , but what about the general case ?

Ali Shadhar
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Zaid Alyafeai
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  • You mean $ \operatorname{Li}_2(1-t)= \mathrm{dilog}(1-t)$? – Mhenni Benghorbal Aug 21 '13 at 00:32
  • Well, I don't understand what is that notation but

    $$\operatorname{Li}_2(1-t) = -\int^{1-t}_0 \frac{\log(1-x)}{x}, dx$$

    – Zaid Alyafeai Aug 21 '13 at 00:43
  • See what I added. The answer is correct. – Mhenni Benghorbal Aug 21 '13 at 02:33
  • Zaid, you noted that the integral is doable for $x=1$. Perhaps you can demonstrate that the integral evaluates to $-\pi^4/120$ there. If not, I will. – Ron Gordon Aug 21 '13 at 02:45
  • @ZaidAlyafeai: As I said the dilog is a special case of the polylog and that gives $\mathrm{dilog(z)}=\mathrm{Li}_2(z)$. So, computer algebra systems adopt different convention. I hope you have read the link I provided. – Mhenni Benghorbal Aug 21 '13 at 02:50
  • @RonGordon: Do not rush to judge things. I think I told you this before. – Mhenni Benghorbal Aug 21 '13 at 02:50
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    @MhenniBenghorbal: Oh, you did. And I do not criticize your work lightly. Unlike you, I actually carry out operations by hand and check with a second source like Mathematica before I make a judgment. There is no doubt in my mind that the integral posted by the OP takes the value $-\pi^4/120$ at $x=1$. The value in your graph, on the other hand, is $-\pi^4/72$ at $x=1$, again allowing for your elastic definition of a dilogarithm. Your answer does not agree with the OP's integral at least at $x=1$, and I am sure everywhere else outside of $x=0$. I am sorry to need to be blunt about it. – Ron Gordon Aug 21 '13 at 02:59
  • I have figured out, though, that $$\int_0^1 dt \frac{\text{Li}_2(t) \log{(1-t)}}{t} = -\frac{\pi^4}{72}$$ Maybe this explains your incorrect result. – Ron Gordon Aug 21 '13 at 03:06
  • @RonGordon: My evaluaton of the integral is based on the fact that $\mathrm{dilog(1-t)}=\mathrm{Li}_2(1-t)$ which is the origin convention that dilog is a special case of polylog $\mathrm{dilog(t)}=\mathrm{Li}_2(t)$ . Take your time to conciliate between the two conventions. – Mhenni Benghorbal Aug 21 '13 at 03:25
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    @MhenniBenghorbal: how about allowing the OP to define what the various conventions mean? His integral has no reference to any "dilog," which looks exactly the same as what's inside the integral anyway. It is you that is confused, not I nor the OP. – Ron Gordon Aug 21 '13 at 03:31
  • @RonGordon , I proved the following

    $$\int^1_0 \frac{\text{Li}2(x)}{1-x}, \log(x),dx = \sum{k\geq 1}\frac{H_k^{(2)}}{k^2}-2\sum_{k\geq 1}\frac{H_k}{k^3}=\frac{-\pi^4}{120}$$

    – Zaid Alyafeai Aug 21 '13 at 03:33
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    @ZaidAlyafeai: This is equivalent to your integral at $x=1$. That is the point I have been trying to make. I hope you can now see your way through this miasma. – Ron Gordon Aug 21 '13 at 03:35
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    @RonGordon, don't worry I know what I am doing :) – Zaid Alyafeai Aug 21 '13 at 03:38
  • @ZaidAlyafeai: Good that you got the point. – Mhenni Benghorbal Aug 21 '13 at 04:34
  • @ZaidAlyafeai: I hope you have not got distracted by the downvote. – Mhenni Benghorbal Aug 21 '13 at 17:59
  • @ZaidAlyafeai: By the way, I've looked at your problem on the other website. You are doing a nice work and my answer gives you the value of the integral. (+1) nice approach. – Mhenni Benghorbal Aug 22 '13 at 15:42
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    @mhennibenghorbal , thanks :) – Zaid Alyafeai Aug 22 '13 at 20:07

5 Answers5

8

$$\begin{align} &\int^x_0 \frac{\operatorname{Li}_2(1-t)\log(1-t)}{t}\,dt=\\ &\frac{\operatorname{Li}_2^2(1-x)}2-2\operatorname{Li}_4\left(1-\frac1x\right)-2\operatorname{Li}_4(1-x)+2\operatorname{Li}_4(x)-\operatorname{Li}_2\left(1-\frac1x\right)\log^2\left(\frac1x-1\right)+\\ &\operatorname{Li}_2(x)\left(\log^2\left(\frac1x-1\right)+\log(1-x)\log(x)\right)+2\operatorname{Li}_3(x)\log\left(\frac1x\right)+\\&2\operatorname{Li}_3\left(1-\frac1x\right)\log\left(\frac1x-1\right)+2\operatorname{Li}_3(1-x)\left(\log\left(\frac1x-1\right)+\log(x)\right)-\\ &\frac14\log^4\left(\frac1x\right)+\frac13\log^3(1-x)\left(2\log(x)-\log\left(\frac1x\right)\right)-\\ &\log(1-x)\left(\log^3\left(\frac1x\right)+\frac13\pi^2\log\left(\frac1x\right)+\frac{\pi^2}6\log(x)\right)+\\&\log^2(1-x)\left(-\log^2\left(\frac1x\right)+\frac12\log^2(x)+\log(x)\log\left(\frac1x\right)-\frac{\pi^2}6\right)-\frac{11\pi^4}{360},\end{align}$$ that can be checked by taking derivatives from both sides.

See the corresponding indefinite integral at WolframAlpha.

Nik Z.
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The form of the integrand suggests the use of the reflection formula might come handy. We have: \begin{eqnarray} &&\int\limits_0^x Li_2(1-t) \frac{\log(1-t)}{t} dt = \int\limits_0^x \left(\frac{\pi^2}{6} - \log(t) \log(1-t) - Li_2(t) \right) \cdot \frac{\log(1-t)}{t} dt \\ &&=-\frac{\pi^2}{6} Li_2(x) + \frac{1}{2} Li_2(x)^2 - \int\limits_0^x \log(t) \frac{\log(1-t)^2}{t} dt \\ &&=-\frac{\pi^2}{6} Li_2(x) + \frac{1}{2} Li_2(x)^2 - \left(-2 S_{2,2}(x) + 2 \log(x) S_{1,2}(x)\right) \end{eqnarray} where $S_{p,q}(x)$ are the Nielsen generalized polylogarithms (see http://mathworld.wolfram.com/NielsenGeneralizedPolylogarithm.html for definition).

Przemo
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Here is a proof for your sum not the integral,

From here we have

$$\frac12\int_0^y\frac{\ln x\ln^2(1-x)}{x}dx=\operatorname{Li}_4(y)-\ln y\operatorname{Li}_3(y)+\ln y\sum_{n=1}^\infty\frac{H_n}{n^2}y^n-\sum_{n=1}^\infty\frac{H_n} {n^3}y^n$$

Substitute

$$\sum_{n=1}^\infty\frac{H_{n}}{n^2}y^{n}=\operatorname{Li}_3(y)-\operatorname{Li}_3(1-y)+\ln(1-y)\operatorname{Li}_2(1-y)+\frac12\ln y\ln^2(1-y)+\zeta(3)$$

and

$$\frac12\int_0^y\frac{\ln x\ln^2(1-x)}{x}dx$$ $$=\frac14\ln^2y\ln^2(1-y)-\frac16\ln^3y\ln(1-y)+\frac1{24}\ln^4(1-y)+\frac16\ln^3\left(\frac{y}{1-y}\right)\ln(1-y)\\-\frac12\ln^2\left(\frac{y}{1-y}\right)\operatorname{Li}_2\left(\frac{y}{y-1}\right)+\ln \left(\frac{y}{1-y}\right)\operatorname{Li}_3\left(\frac{y}{y-1}\right)-\operatorname{Li}_4\left(\frac{y}{y-1}\right)-\frac12\ln^2y\operatorname{Li}_2(y)\\+\ln y\operatorname{Li}_3(y)-\operatorname{Li}_4(y)+\frac12\ln^2(1-y)\operatorname{Li}_2(1-y)-\ln (1-y)\operatorname{Li}_3(1-y)+\operatorname{Li}_4(1-y)-\zeta(4)$$

we obtain that

$$\sum_{n=1}^\infty\frac{H_n}{n^3}y^n$$ $$=\zeta(4)-\frac1{24}\ln^4(1-y)+\frac16\ln^3y\ln(1-y)-\frac16\ln^3\left(\frac{y}{1-y}\right)\ln(1-y)+\frac14\ln^2y\ln^2(1-y)$$

$$-\frac12\ln^2(1-y)\operatorname{Li}_2(1-y)+\frac12\ln^2y\operatorname{Li}_2(y)+\ln (1-y)\operatorname{Li}_3(1-y)-\ln y\operatorname{Li}_3(y)$$

$$-\ln y\operatorname{Li}_3(1-y)+\ln y\ln(1-y)\operatorname{Li}_2(1-y)+\zeta(3)\ln y+2\operatorname{Li}_4(y)-\operatorname{Li}_4(1-y)$$

$$+\frac12\ln^2\left(\frac{y}{1-y}\right)\operatorname{Li}_2\left(\frac{y}{y-1}\right)-\ln \left(\frac{y}{1-y}\right)\operatorname{Li}_3\left(\frac{y}{y-1}\right)+\operatorname{Li}_4\left(\frac{y}{y-1}\right)$$


If we use Landen's identity

$$\operatorname{Li}_2(y)+\operatorname{Li}_2\left(\frac{y}{y-1}\right)=-\frac12\ln^2(1-y)$$

and

$$\operatorname{Li}_3(1-y)+\operatorname{Li}_3(y)+\operatorname{Li}_3\left(\frac{y}{y-1}\right)=\zeta(3)+\frac16\ln^3(1-y)-\frac12\ln^2y\ln(1-y)+\zeta(2)\ln y$$

the sum simplifies to

\begin{align} \sum_{n=1}^\infty\frac{H_n}{n^3}y^n&=\operatorname{Li}_4\left(\frac{y}{y-1}\right)-\frac12\operatorname{Li}_2^2\left(\frac{y}{y-1}\right)+2\operatorname{Li}_4(y)-\operatorname{Li}_4(1-y)-\ln(1-y)\operatorname{Li}_3(y)\\ &\quad +\frac12\ln^2(1-y)\operatorname{Li}_2(y)+\frac12\operatorname{Li}_2^2(y)+\frac16\ln^4(1-y)-\frac16\ln y\ln^3(1-y)\\ &\quad+\frac12\zeta(2)\ln^2(1-y)+\zeta(3)\ln(1-y)+\zeta(4) \end{align}


To get your integral, integrate by parts

$$\int_0^y\frac{\ln(1-x)\operatorname{Li}_2(1-x)}{x}dx=\operatorname{Li}_2(y)\operatorname{Li}_2(1-y)+\int_0^y\frac{\ln x\operatorname{Li}_2(x)}{1-x}dx$$

$$=\operatorname{Li}_2(y)\operatorname{Li}_2(1-y)+\sum_{n=1}^\infty \left(H_n^{(2)}-\frac1{n^2}\right)\int_0^y x^{n-1}\ln x\ dx$$

$$=\operatorname{Li}_2(y)\operatorname{Li}_2(1-y)+\sum_{n=1}^\infty \left(H_n^{(2)}-\frac1{n^2}\right)\left(\ln y\frac{y^n}{n}-\frac{y^n}{n^2}\right)$$

$$=\operatorname{Li}_2(y)\operatorname{Li}_2(1-y)-\ln y\operatorname{Li}_3(y)+\operatorname{Li}_4(y)+\ln y\sum_{n=1}^\infty\frac{H_n^{(2)}}{n}y^n-\sum_{n=1}^\infty\frac{H_n^{(2)}}{n^2}y^n$$

by Cauchy product we have

$$\frac12\operatorname{Li}_2^2(y)=2\sum_{n=1}^\infty\frac{H_n}{n^3}y^n+\sum_{n=1}^\infty\frac{H_n^{(2)}}{n^2}y^n-3\operatorname{Li}_4(y)$$

which gives

$$\int_0^y\frac{\ln(1-x)\operatorname{Li}_2(1-x)}{x}dx$$ $$=\operatorname{Li}_2(y)\operatorname{Li}_2(1-y)-\frac12\operatorname{Li}_2^2(y)-\ln y\operatorname{Li}_3(y)-2\operatorname{Li}_4(y)+\ln y\sum_{n=1}^\infty\frac{H_n^{(2)}}{n}y^n+2\sum_{n=1}^\infty\frac{H_n}{n^3}y^n$$

where

$$\sum_{n=1}^\infty\frac{H_{n}^{(2)}}{n}y^{n}=\operatorname{Li}_3(y)+2\operatorname{Li}_3(1-y)-\ln(1-y)\operatorname{Li}_2(1-y)-\zeta(2)\ln(1-y)-2\zeta(3)$$

Ali Shadhar
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1

$0<x<1$, \begin{align} J(x)&=\int^x_0 \frac{\operatorname{Li}_2(1-t)\log(1-t)}{t}\, dt\\ \operatorname{Li}_2(1-x)&=-\int_0^{1-x}\frac{\ln(1-t)}{t}dt\\ &{\overset{y=1-t}=}-\int_x^1 \frac{\ln t}{1-t}\,dt\\ &=\Big[\ln(1-t)\ln t\Big]_x^1-\int_x^1 \frac{\ln(1-t)}{t}dt\\ &=-\ln(1-x)\ln x+\zeta(2)-\operatorname{Li}_2(x)\\ \int_0^x \frac{\ln t}{1-t}\,dt&=-\Big[\ln(1-t)\ln t\Big]_0^x+\int_0^x \frac{\ln(1-t)}{t}dt\\ &=-\ln(1-x)\ln x-\operatorname{Li}_2(x)\\ J(x)&=-\Big[\operatorname{Li}_2(1-t)\operatorname{Li}_2(t)\Big]_0^x+\int_0^x \frac{\operatorname{Li}_2(t)\ln t}{1-t}dt\\ &=-\operatorname{Li}_2(1-x)\operatorname{Li}_2(x)+\int_0^x \frac{\operatorname{Li}_2(t)\ln t}{1-t}dt\\ &=\ln(1-x)\ln x\operatorname{Li}_2(x)-\zeta(2)\operatorname{Li}_2(x)+\operatorname{Li}^2_2(x)+\int_0^x \frac{\operatorname{Li}_2(t)\ln t}{1-t}\,dt\\ \int_0^x \frac{\operatorname{Li}_2(t)\ln t}{1-t}\,dt&=\left[\left(\int_0^t \frac{\ln u}{1-u}\,du\right)\operatorname{Li}_2(t)\right]_0^x+\int_0^x \left(\int_0^t \frac{\ln u}{1-u}\,du\right)\frac{\ln(1-t)}{t}\,dt\\ &=-\ln(1-x)\ln x\operatorname{Li}_2(x)-\operatorname{Li}^2_2(x)-\int_0^x \frac{\Big(\ln(1-t)\ln t+\operatorname{Li}_2(t)\Big)\ln(1-t)}{t}dt\\ &=-\ln(1-x)\ln x\operatorname{Li}_2(x)-\frac{1}{2}\operatorname{Li}^2_2(x)-\int_0^x \frac{\ln^2(1-t)\ln t}{t}dt\\ J(x)&=\frac{\operatorname{Li}^2_2(x)}{2}-\zeta(2)\operatorname{Li}_2(x)-\int_0^x \frac{\ln^2(1-t)\ln t}{t}dt\\ &=\frac{\operatorname{Li}^2_2(x)}{2}-\zeta(2)\operatorname{Li}_2(x)-\Big[\frac{\ln^2(1-t)\ln^2 t}{2}\Big]_0^x -\int_0^x \frac{\ln(1-t)\ln^2 t}{1-t}dt\\ &=\frac{\operatorname{Li}^2_2(x)}{2}-\zeta(2)\operatorname{Li}_2(x)-\frac{\ln^2(1-x)\ln^2 x}{2}-\int_0^x \frac{\ln(1-t)\ln^2 t}{1-t}dt\\ K(x)&=-\int_0^x \frac{\ln(1-t)\ln^2 t}{1-t}\,dt\\ &=\int_0^x \left(\sum_{n=1}^\infty \text{H}_n t^n\right)\ln^2 t dt\\ &=\sum_{n=1}^\infty \text{H}_n \left(\int_0^x t^n\ln^2 t \,dt\right)\\ &=\sum_{n=1}^\infty \left(\text{H}_{n+1}-\frac{1}{n+1}\right) \left(\int_0^x t^n\ln^2 t dt\right)\\ &=\left(\ln^2 x\sum_{n=1}^\infty \frac{\text{H}_{n+1}x^{n+1}}{n+1}-2\ln x\sum_{n=1}^\infty \frac{\text{H}_{n+1}x^{n+1}}{(n+1)^2}+2\sum_{n=1}^\infty \frac{\text{H}_{n+1}x^{n+1}}{(n+1)^3}\right)-\\ &\left(\ln^2 x\sum_{n=1}^\infty \frac{x^{n+1}}{(n+1)^2}-2\ln x\sum_{n=1}^\infty \frac{x^{n+1}}{(n+1)^3}+2\sum_{n=1}^\infty \frac{x^{n+1}}{(n+1)^4}\right)\\ &=\ln^2 x\sum_{n=1}^\infty \frac{\text{H}_{n}x^{n}}{n}-2\ln x\sum_{n=1}^\infty \frac{\text{H}_{n}x^{n}}{n^2}+2\sum_{n=1}^\infty \frac{\text{H}_{n}x^{n}}{n^3}-\operatorname{Li}_2(x)\ln^2 x+\\ &2\operatorname{Li}_3(x)\ln x-2\operatorname{Li}_4(x)\\ \sum_{n=1}^\infty \frac{\text{H}_{n}x^{n}}{n}&=\operatorname{Li}_2(x)+\frac{1}{2}\ln^2(1-x)\\ K(x)&=-2\ln x\sum_{n=1}^\infty \frac{\text{H}_{n}x^{n}}{n^2}+2\sum_{n=1}^\infty \frac{\text{H}_{n}x^{n}}{n^3}+\frac{1}{2}\ln^2(1-x)\ln^2 x+\\ &2\operatorname{Li}_3(x)\ln x-2\operatorname{Li}_4(x)\\ \end{align} $\boxed{\displaystyle J(x)=\frac{1}{2}\operatorname{Li}^2_2(x)-\zeta(2)\operatorname{Li}_2(x)+2\operatorname{Li}_3(x)\ln x-2\operatorname{Li}_4(x)-2\ln x\sum_{n=1}^\infty \frac{\text{H}_{n}x^{n}}{n^2}+2\sum_{n=1}^\infty \frac{\text{H}_{n}x^{n}}{n^3}}$

FDP
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Start with using the reflection formula of the dilogarithm function,

$$\text{Li}_2(1-x)=\zeta(2)-\ln(x)\ln(1-x)-\text{Li}_2(x)$$

$$\Longrightarrow I=\zeta(2)\underbrace{\int_0^1\frac{\ln(1-x)}{x}\ dx}_{-\zeta(2)}-\underbrace{\int_0^1\frac{\ln(x)\ln^2(1-x)}{x}\ dx}_{\text{Beta function:}\ -\frac12\zeta(4)}-\underbrace{\int_0^1\frac{\ln(1-x)\text{Li}_2(x)}{x}\ dx}_{-\frac12\text{Li}_2^2(x)|_0^1=-\frac54\zeta(4)}=-\frac34\zeta(4)$$

Ali Shadhar
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