51

I'm trying to find a closed form for the following sum $$\sum_{n=1}^\infty\frac{H_n}{n^3\,2^n},$$ where $H_n=\displaystyle\sum_{k=1}^n\frac{1}{k}$ is a harmonic number.

Could you help me with it?

Dennis Orton
  • 2,646
OlegK
  • 1,928
  • 1
    Mathematica gives $$\frac{1}{24} \left(\text{EulerGamma} \left(4 \text{Log}[2]^3-\pi ^2 \text{Log}[4]+21 \text{Zeta}[3]\right)-12 \text{HypergeometricPFQRegularized}^{({0,0,0,0},{0,0,1},0)}\left[{1,1,1,1},{2,2,2},\frac{1}{2}\right]\right)$$ – Jack D'Aurizio Aug 25 '14 at 23:36
  • Is there a reason you are expecting a closed form? (I mean, more simple than the one Jack just gave you.) – Thomas Andrews Aug 25 '14 at 23:39
  • @JackD'Aurizio Then the question is how to find a closed form for that derivative :) – OlegK Aug 25 '14 at 23:46
  • 6
    @ThomasAndrews I noticed that sums involving harmonic numbers tend to have closed forms. I saw many of them at M.SE: http://math.stackexchange.com/q/815103/79200 http://math.stackexchange.com/q/305476/79200 http://math.stackexchange.com/q/730885/79200 http://math.stackexchange.com/q/275643/79200 http://math.stackexchange.com/q/469023/79200 http://math.stackexchange.com/q/467002/79200 http://math.stackexchange.com/q/463861/79200 http://math.stackexchange.com/q/385067/79200 http://math.stackexchange.com/q/555266/79200 http://math.stackexchange.com/q/866382/79200 – OlegK Aug 25 '14 at 23:54
  • 9
    Some lower order ones if you're interested: $$\sum_{n=1}^\infty\frac{H_{n}}{n2^n}=\frac{\pi^2}{12}$$ $$\sum_{n=1}^\infty\frac{H_{n}}{n^22^n}=\zeta(3)-\frac{\pi^2\ln(2)}{12}$$ Also $$\sum_{n=1}^\infty\frac{1}{n^32^n} =\frac{\ln(2)^3}{6}-\frac{\pi^2\ln(2)}{12}+\frac{7}{8}\zeta(3)$$ $$\sum_{n=1}^\infty \frac{H_{n}}{n^3}=\frac{\pi^4}{72}$$ – Ethan Splaver Aug 26 '14 at 00:07
  • Is there a known relationship between $$\sum_{n=1}^\infty\frac{1}{n^s,2^n}$$ and the $\zeta$ function? – Conifold Aug 26 '14 at 00:10
  • @Conifold For cases $1$,$2$ and $3$ yes. But for integers larger then $3$ no explicit formula are known according to: http://en.wikipedia.org/wiki/Polylogarithm. See right above "Relationships to other functions" – Ethan Splaver Aug 26 '14 at 00:13
  • @Ethan. It seems that $\sum_{n=1}^\infty \frac{H_{n}}{n^k}$ has a closed form solution for any value of integer $k>1$. – Claude Leibovici Aug 26 '14 at 07:10
  • @ClaudeLeibovici Yes, but not his sum: $\sum_{n=1}^\infty\frac{1}{n^s2^n}$ – Ethan Splaver Aug 26 '14 at 07:30
  • @Ethan. Yes I know and I really would like how Cleo arrived to the beautiful result. Cheers :-) – Claude Leibovici Aug 26 '14 at 07:55

8 Answers8

51

In the same spirit as Robert Israel's answer and continuing Raymond Manzoni's answer (both of them deserve the credit because of inspiring my answer) we have $$ \sum_{n=1}^\infty \frac{H_nx^n}{n^2}=\zeta(3)+\frac{1}{2}\ln x\ln^2(1-x)+\ln(1-x)\operatorname{Li}_2(1-x)+\operatorname{Li}_3(x)-\operatorname{Li}_3(1-x). $$ Dividing equation above by $x$ and then integrating yields \begin{align} \sum_{n=1}^\infty \frac{H_nx^n}{n^3}=&\zeta(3)\ln x+\frac12\color{red}{\int\frac{\ln x\ln^2(1-x)}{x}\ dx}+\color{blue}{\int\frac{\ln(1-x)\operatorname{Li}_2(1-x)}x\ dx}\\&+\operatorname{Li}_4(x)-\color{green}{\int\frac{\operatorname{Li}_3(1-x)}x\ dx}.\tag1 \end{align} Using IBP to evaluate the green integral by setting $u=\operatorname{Li}_3(1-x)$ and $dv=\frac1x\ dx$, we obtain \begin{align} \color{green}{\int\frac{\operatorname{Li}_3(1-x)}x\ dx}&=\operatorname{Li}_3(1-x)\ln x+\int\frac{\ln x\operatorname{Li}_2(1-x)}{1-x}\ dx\qquad x\mapsto1-x\\ &=\operatorname{Li}_3(1-x)\ln x-\color{blue}{\int\frac{\ln (1-x)\operatorname{Li}_2(x)}{x}\ dx}.\tag2 \end{align} Using Euler's reflection formula for dilogarithm $$ \operatorname{Li}_2(x)+\operatorname{Li}_2(1-x)=\frac{\pi^2}6-\ln x\ln(1-x), $$ then combining the blue integral in $(1)$ and $(2)$ yields $$ \frac{\pi^2}6\int\frac{\ln (1-x)}{x}\ dx-\color{red}{\int\frac{\ln x\ln^2(1-x)}{x}\ dx}=-\frac{\pi^2}6\operatorname{Li}_2(x)-\color{red}{\int\frac{\ln x\ln^2(1-x)}{x}\ dx}. $$ Setting $x\mapsto1-x$ and using the identity $H_{n+1}-H_n=\frac1{n+1}$, the red integral becomes \begin{align} \color{red}{\int\frac{\ln x\ln^2(1-x)}{x}\ dx}&=-\int\frac{\ln (1-x)\ln^2 x}{1-x}\ dx\\ &=\int\sum_{n=1}^\infty H_n x^n\ln^2x\ dx\\ &=\sum_{n=1}^\infty H_n \int x^n\ln^2x\ dx\\ &=\sum_{n=1}^\infty H_n \frac{\partial^2}{\partial n^2}\left[\int x^n\ dx\right]\\ &=\sum_{n=1}^\infty H_n \frac{\partial^2}{\partial n^2}\left[\frac {x^{n+1}}{n+1}\right]\\ &=\sum_{n=1}^\infty H_n \left[\frac{x^{n+1}\ln^2x}{n+1}-2\frac{x^{n+1}\ln x}{(n+1)^2}+2\frac{x^{n+1}}{(n+1)^3}\right]\\ &=\ln^2x\sum_{n=1}^\infty\frac{H_n x^{n+1}}{n+1}-2\ln x\sum_{n=1}^\infty\frac{H_n x^{n+1}}{(n+1)^2}+2\sum_{n=1}^\infty\frac{H_n x^{n+1}}{(n+1)^3}\\ &=\frac12\ln^2x\ln^2(1-x)-2\ln x\left[\sum_{n=1}^\infty\frac{H_{n+1} x^{n+1}}{(n+1)^2}-\sum_{n=1}^\infty\frac{x^{n+1}}{(n+1)^3}\right]\\&+2\left[\sum_{n=1}^\infty\frac{H_{n+1} x^{n+1}}{(n+1)^3}-\sum_{n=1}^\infty\frac{x^{n+1}}{(n+1)^4}\right]\\ &=\frac12\ln^2x\ln^2(1-x)-2\ln x\left[\sum_{n=1}^\infty\frac{H_{n} x^{n}}{n^2}-\sum_{n=1}^\infty\frac{x^{n}}{n^3}\right]\\&+2\left[\sum_{n=1}^\infty\frac{H_{n} x^{n}}{n^3}-\sum_{n=1}^\infty\frac{x^{n}}{n^4}\right]\\ &=\frac12\ln^2x\ln^2(1-x)-2\ln x\left[\sum_{n=1}^\infty\frac{H_{n} x^{n}}{n^2}-\operatorname{Li}_3(x)\right]\\&+2\left[\sum_{n=1}^\infty\frac{H_{n} x^{n}}{n^3}-\operatorname{Li}_4(x)\right]. \end{align} Putting all together, we have \begin{align} \sum_{n=1}^\infty \frac{H_nx^n}{n^3}=&\frac12\zeta(3)\ln x-\frac18\ln^2x\ln^2(1-x)+\frac12\ln x\left[\sum_{n=1}^\infty\frac{H_{n} x^{n}}{n^2}-\operatorname{Li}_3(x)\right]\\&+\operatorname{Li}_4(x)-\frac{\pi^2}{12}\operatorname{Li}_2(x)-\frac12\operatorname{Li}_3(1-x)\ln x+C.\tag3 \end{align} Setting $x=1$ to obtain the constant of integration, \begin{align} \sum_{n=1}^\infty \frac{H_n}{n^3}&=\operatorname{Li}_4(1)-\frac{\pi^2}{12}\operatorname{Li}_2(1)+C\\ \frac{\pi^4}{72}&=\frac{\pi^4}{90}-\frac{\pi^4}{72}+C\\ C&=\frac{\pi^4}{60}. \end{align} Thus \begin{align} \sum_{n=1}^\infty \frac{H_nx^n}{n^3}=&\frac12\zeta(3)\ln x-\frac18\ln^2x\ln^2(1-x)+\frac12\ln x\left[\sum_{n=1}^\infty\frac{H_{n} x^{n}}{n^2}-\operatorname{Li}_3(x)\right]\\&+\operatorname{Li}_4(x)-\frac{\pi^2}{12}\operatorname{Li}_2(x)-\frac12\operatorname{Li}_3(1-x)\ln x+\frac{\pi^4}{60}.\tag4 \end{align} Finally, setting $x=\frac12$, we obtain \begin{align} \sum_{n=1}^\infty \frac{H_n}{2^nn^3}=\color{purple}{\frac{\pi^4}{720}+\frac{\ln^42}{24}-\frac{\ln2}8\zeta(3)+\operatorname{Li}_4\left(\frac12\right)}, \end{align} which matches Cleo's answer.


References :

$[1]\ $ Harmonic number

$[2]\ $ Polylogarithm

Tunk-Fey
  • 24,849
  • 5
    Even though you seem to have made a minor error somewhere (which I'm unable to locate), your answer is impressive and deserves an upvote. +1 – Random Variable Aug 26 '14 at 21:06
  • 1
    Thanks for the compliment and the upvote @RandomVariable, it means a lot coming from you. The error comes from the constant of integration, but it has been fixed. I think it's correct now. :) – Tunk-Fey Aug 26 '14 at 21:51
  • 6
    Very instructive. A pleasure to follow your elaboration. 1+ – Markus Scheuer Aug 26 '14 at 21:59
  • @MarkusScheuer Thank you Sir. Best regards. :) – Tunk-Fey Aug 26 '14 at 22:03
  • 1
    It seems you no longer need verification, but as I promised in chat the other day, I've numerically verified your answer out to the first thousand digits. (I'll delete this comment once you see it.) –  Aug 27 '14 at 22:03
  • @MikeMiller Thanks for the numeric verification. I really appreciate it. – Tunk-Fey Aug 28 '14 at 19:27
  • 1
    This might seem like a dumb question, but do you mind if I ask why it is legitimate to sub $x \mapsto 1-x$ in an indefinite integral? For example, $\int x \ {\rm d}x \neq-\int 1-x \ {\rm d}x$. Thanks. – SuperAbound Sep 03 '14 at 12:08
  • @SuperAbound I don't have a rigorous explanation but I think the constant of integration will adjust the final result. – Tunk-Fey Sep 03 '14 at 12:21
  • 11
    @Tunk-Fey I have the feeling, that you are Cleo. You post the solution with that account first, and after that the details. The top of the iceberg is that you comment funny questions under Cleo's solution, for example "Who you really are?" or something like that. – user153012 Sep 04 '14 at 22:33
  • 1
    @user153012 No, I am not but I think I know who she is. I believe she is a Russian. – Tunk-Fey Sep 05 '14 at 03:45
  • 1
    @Tunk-Fey If you don't mind, may I ask how you got from $(4)$ to the final answer? I may be wrong, but when I sub in $x=0.5$ into $(4)$ it does not match numerically with your final answer. I apologise if I accidentally come across as challenging the validity of your answer. http://www.wolframalpha.com/input/?i=0.5zeta%283%29ln%28.5%29-0.125ln%5E4%28.5%29%2B0.5ln%280.5%29%28zeta%283%29-%28pi%5E2%2F12%29ln%282%29-trilog%280.5%29%29%2Bpolylog%5B4%2C.5%5D-%28pi%5E2%2F12%29dilog%28.5%29-0.5trilog%28.5%29ln%280.5%29%2B%28pi%5E4%2F60%29 – SuperAbound Sep 19 '14 at 15:50
  • 1
    @Tunk-Fey: I've added an answer to a question which has your answer as theme. Maybe you want to have a look at it and check it's validity. Best regards, – Markus Scheuer Jul 05 '16 at 21:21
  • 1
    we know the decimal value of the sum is around $.5582$ but when i plugged $x=1/2$ in $(4)$ of Tunk Fey's solution, i got around $1.37$. there is no way we can use $x\mapsto 1-x$ for indefinite integrals and i think thats why the two answers dont match. I wonder how he got the right closed form. – Ali Shadhar Jun 27 '19 at 08:12
37

$$\sum_{n=1}^\infty\frac{H_n}{n^3\,2^n}=\frac{\pi^4}{720}+\frac{\ln^42}{24}-\frac{\ln2}8\zeta(3)+\operatorname{Li}_4\left(\frac12\right).$$

Cleo
  • 21,286
9

Note: Please note the top voted answer by @Tunk-Fey is regrettably not correct. Contrary to his claim his final expression (4) when evaluated at $x=\frac{1}{2}$ does not match @Cleo's answer but differs by $\frac{\pi^4}{120}$ from the correct identity: \begin{align*} \sum_{n=1}^\infty \frac{H_n}{n^32^n}&=-\frac{1}{8}\ln 2\zeta(3)+\frac{1}{24}\ln^4(2)+\frac{\pi^4}{720}+ \operatorname{Li}_4\left(\frac{1}{2}\right)\\ &\stackrel{.}{=}0.55824 \end{align*} A rather detailed analysis of the deviation from the correct result is provided in this answer.

Nevertheless it was a pleasure to review his answer which contains nice and instructive aspects. Here I provide a solution in a similar spirit which hopefully overcomes the problems of his answer.

Raymond Manzoni's has nicely demonstrated that for $|x|<1$ \begin{align*} \sum_{n=1}^\infty \frac{H_nx^n}{n^2}&=\zeta(3)+\frac{1}{2}\ln x\ln^2(1-x)+\ln(1-x)\operatorname{Li}_2(1-x)\\ &\qquad+\operatorname{Li}_3(x)-\operatorname{Li}_3(1-x) \end{align*}

This result is our starting point.

\begin{align*} \sum_{n=1}^\infty \frac{H_nx^n}{n^3}&=\int\sum_{n=1}^\infty \frac{H_nx^{n-1}}{n^2}dx\\ &=\zeta(3)\ln(x)+\frac{1}{2}\int\frac{1}{x}\ln x\ln^2(1-x)dx+\int\frac{\ln(1-x)}{x}\operatorname{Li}_2(1-x)dx\\ &\qquad+\int\frac{1}{x}\operatorname{Li}_3(x)dx-\int\frac{1}{x}\operatorname{Li}_3(1-x)dx+C\tag{1}\\ \end{align*}

At first we consider $\int\frac{1}{x}\operatorname{Li}_3(1-x)dx$. Integration by parts with $u=\frac{1}{x}$ and $dv=\operatorname{Li}_3(1-x)dx$ gives

\begin{align*} \int\frac{1}{x}\operatorname{Li}_3(1-x)dx&=\ln x\operatorname{Li}_3(1-x)+\int\frac{\ln x}{1-x}\operatorname{Li}_2(1-x)dx\\ &=\ln x\operatorname{Li}_3(1-x)+\frac{1}{2}\operatorname{Li}_2^2(1-x)+C \end{align*} Once again integration by parts on the RHS with $u=\frac{\ln x}{1-x}$ and $dv=\operatorname{Li}_2(1-x)dx$ gives \begin{align*} \int\frac{\ln x}{1-x}\operatorname{Li}_2(1-x)dx&=\operatorname{Li}_2^2(1-x) -\int\frac{\ln x}{1-x}\operatorname{Li}_2(1-x)dx\\ \Longrightarrow\int\frac{\ln x}{1-x}\operatorname{Li}_2(1-x)dx&=\frac{1}{2}\operatorname{Li}_2^2(1-x)+C \end{align*}

It follows \begin{align*} \int\frac{1}{x}\operatorname{Li}_3(1-x)dx&=\operatorname{Li}_3(1-x)\ln x+\frac{1}{2}\operatorname{Li}_2^2(1-x)+C \end{align*}

and we obtain substituting this result in (1) and noting that \begin{align*} \int\frac{1}{x}\operatorname{Li}_3(x)dx=\operatorname{Li}_4(x)+C \end{align*}

\begin{align*} \sum_{n=1}^\infty \frac{H_nx^n}{n^3}&=\zeta(3)\ln x+\frac{1}{2}\int\frac{1}{x}\ln x\ln^2(1-x)dx+\int\frac{\ln(1-x)}{x}\operatorname{Li}_2(1-x)dx\\ &\qquad+\operatorname{Li}_4(x)-\left(\operatorname{Li}_3(1-x)\ln x+\frac{1}{2}\operatorname{Li}_2^2(1-x)\right)+C\tag{2}\\ \end{align*}

The next step is to calculate $\int\frac{1}{x}\ln x\ln^2(1-x)dx$. We use Euler's reflection formula \begin{align*} \operatorname{Li}_2(x)+\operatorname{Li}_2(1-x)=\frac{\pi^2}{6}-\ln x\ln(1-x) \end{align*} to split the integral into parts which can either be directly calculated or which can be transformed to the remaining integral. We obtain using the reflection formula

\begin{align*} \int&\frac{1}{x}\ln x\ln^2(1-x)dx\\ &=\int\frac{\ln(1-x)}{x}\left(\frac{\pi^2}{6}-\operatorname{Li}_2(x)-\operatorname{Li}_2(1-x)\right)\\ &=-\frac{\pi^2}{6}\operatorname{Li}_2(x)-\int\frac{\ln(1-x)}{x}\operatorname{Li}_2(x)dx -\int\frac{\ln(1-x)}{x}\operatorname{Li}_2(1-x)dx\\ &=-\frac{\pi^2}{6}\operatorname{Li}_2(x)+\frac{1}{2}\operatorname{Li}_2^2(x)dx -\int\frac{\ln(1-x)}{x}\operatorname{Li}_2(1-x)dx \end{align*}

Putting this result into (2) we get

\begin{align*} \sum_{n=1}^\infty \frac{H_nx^n}{n^3}&=\zeta(3)\ln x +\frac{1}{2}\left(-\frac{\pi^2}{6}\operatorname{Li}_2(x)+\frac{1}{2}\operatorname{Li}_2^2(x) -\int\frac{\ln(1-x)}{x}\operatorname{Li}_2(1-x)dx\right)\\ &\qquad+\int\frac{\ln(1-x)}{x}\operatorname{Li}_2(1-x)dx\\ &\qquad+\operatorname{Li}_4(x)-\left(\operatorname{Li}_3(1-x)\ln x+\frac{1}{2}\operatorname{Li}_2^2(1-x)\right)+C\\ &=\zeta(3)\ln x-\frac{\pi^2}{12}\operatorname{Li}_2(x)+\frac{1}{4}\operatorname{Li}_2^2(x) -\frac{1}{2}\operatorname{Li}_2^2(1-x)\\ &\qquad-\operatorname{Li}_3(1-x)\ln x+\operatorname{Li}_4(x)\\ &\qquad+\frac{1}{2}\int\frac{\ln(1-x)}{x}\operatorname{Li}_2(1-x)dx+C\tag{3}\\ \end{align*}

The most complex and cumbersome part is the remaining integral in (3). With the help of Wolfram Alpha a rather lengthy result is provided. After some simplifications we obtain \begin{align*} \int&\frac{\ln(1-x)}{x}\operatorname{Li}_2{(1-x)}dx\\ &=-\frac{1}{2}\ln^2(1-x)\ln^2x+\ln(1-x)\ln^3x-\frac{1}{4}\ln^4x\\ &\qquad-\operatorname{Li}_2(1-x)\left(\ln^2(1-x)-\ln(1-x)\ln x\right)+\operatorname{Li}_2(x)\ln^2 x\\ &\qquad-\operatorname{Li}_2\left(1-\frac{1}{x}\right)\left(\ln^2(1-x)-2\ln(1-x)\ln x+\ln^2 x\right)+\frac{1}{2}\operatorname{Li}_2^2(1-x)\\ &\qquad+2\left(\operatorname{Li}_3\left(1-\frac{1}{x}\right)\left(\ln(1-x)-\ln x\right)+\operatorname{Li}_3(1-x)\ln(1-x) -\operatorname{Li}_3(x)\ln x\right)\\ &\qquad-2\left(\operatorname{Li}_4(1-x)+\operatorname{Li}_4\left(1-\frac{1}{x}\right)-\operatorname{Li}_4(x)\right)+C\\ \end{align*}

Finally substituting this expression into (3) and doing some more simplifications we obtain

\begin{align*} \sum_{n=1}^\infty \frac{H_nx^n}{n^3}&=\zeta(3)\ln x-\frac{\pi^2}{12}\operatorname{Li}_2(x)+\frac{1}{4}\operatorname{Li}_2^2(x) -\frac{1}{2}\operatorname{Li}_2^2(1-x)\\ &\quad-\operatorname{Li}_3(1-x)\ln x+\operatorname{Li}_4(x)\\ &\quad+\frac{1}{2}\left(-\frac{1}{2}\ln^2(1-x)\ln^2x+\ln(1-x)\ln^3x-\frac{1}{4}\ln^4x\right.\\ &\quad\quad-\operatorname{Li}_2(1-x)\left(\ln^2(1-x)-\ln(1-x)\ln x\right)+\operatorname{Li}_2(x)\ln^2 x\\ &\quad\quad-\operatorname{Li}_2\left(1-\frac{1}{x}\right)\left(\ln^2(1-x)-2\ln(1-x)\ln x+\ln^2 x\right)\\ &\quad\quad+\frac{1}{2}\operatorname{Li}_2^2(1-x)\\ &\quad\quad+2\left(\operatorname{Li}_3\left(1-\frac{1}{x}\right)\left(\ln(1-x)-\ln x\right)\right.\\ &\quad\quad\quad+\left.\operatorname{Li}_3(1-x)\ln(1-x)-\operatorname{Li}_3(x)\ln x\right)\\ &\quad\quad\left.-2\left(\operatorname{Li}_4(1-x)+\operatorname{Li}_4\left(1-\frac{1}{x}\right)-\operatorname{Li}_4(x)\right)\right)+C\\ &=\zeta(3)\ln x-\frac{1}{4}\ln^2(1-x)\ln^2x+\frac{1}{2}\ln(1-x)\ln^3x-\frac{1}{8}\ln^4x\\ &\quad-\frac{1}{2}\operatorname{Li}_2(1-x)\left(\ln^2(1-x)-\ln(1-x)\ln x\right)+\frac{1}{2}\operatorname{Li}_2(x)\left(\ln^2 x-\frac{\pi^2}{6}\right)\\ &\quad-\frac{1}{2}\operatorname{Li}_2\left(1-\frac{1}{x}\right)\left(\ln^2(1-x)-2\ln(1-x)\ln x+\ln^2 x\right)\\ &\quad+\frac{1}{4}\operatorname{Li}^2_2(x)-\frac{1}{4}\operatorname{Li}^2_2(1-x)-\operatorname{Li}_3(x)\ln x\\ &\quad+\operatorname{Li}_3\left(1-\frac{1}{x}\right)\left(\ln(1-x)-\ln x\right)+\operatorname{Li}_3(1-x)\left(\ln(1-x)-\ln(x)\right)\\ &\quad-\operatorname{Li}_4(1-x)-\operatorname{Li}_4\left(1-\frac{1}{x}\right)+2\operatorname{Li}_4(x)+C\tag{4} \end{align*}

From (4) we can now determine the integration constant $C$. In order to do so we calculate $C$ by taking the limit as $x\rightarrow 1$. Most of the terms vanish and noting that according to this answer \begin{align*} \sum_{n=1}^\infty \frac{H_n}{n^3}=\frac{\pi^4}{72} \end{align*} we obtain respecting that $\operatorname{Li}_2(1)=\frac{\pi^2}{6}$ and $\operatorname{Li}_4(1)=\frac{\pi^4}{90}$

\begin{align*} \frac{\pi^4}{72}&=\frac{1}{2}\operatorname{Li}_2(1)\left(-\frac{\pi^2}{6}\right)+\frac{1}{4}\operatorname{Li}^2_2(1)+2\operatorname{Li}_4(1)+C\\ &=-\frac{\pi^4}{72}+\frac{\pi^4}{144}+\frac{2\pi^4}{90}+C\\ \text{it follows}\qquad C&=-\frac{\pi^4}{720} \end{align*}

Setting $x=\frac{1}{2}$ in (4) we finally obtain with $C=-\frac{\pi^4}{720}$ and noting that \begin{align*} \operatorname{Li}_2\left(\frac{1}{2}\right)&=\frac{\pi^{2}}{12}-\frac{1}{2}\ln^2(2)\\ \operatorname{Li}_3\left(\frac{1}{2}\right)&=\frac{7}{8}\zeta(3)+\frac{1}{6}\ln^3(2)-\frac{\pi^{2}}{12}\ln 2\\ \operatorname{Li}_4(-1)&=-\frac{7\pi^4}{720} \end{align*}

\begin{align*} \sum_{n=1}^\infty \frac{H_n}{n^32^n}&=-\zeta(3)\ln(2)+\frac{1}{8}\ln^4(2) +\frac{1}{2}\operatorname{Li}_2\left(\frac{1}{2}\right)\left(\ln^2(2)-\frac{\pi^2}{6}\right)\\ &\qquad+\operatorname{Li}_3\left(\frac{1}{2}\right)\ln 2-\operatorname{Li}_4(-1)+\operatorname{Li}_4\left(\frac{1}{2}\right)-\frac{\pi^4}{720}\\ &=-\frac{1}{8}\ln 2\zeta(3)+\frac{1}{24}\ln^4(2)+\frac{\pi^4}{720}+ \operatorname{Li}_4\left(\frac{1}{2}\right)\\ &\stackrel{.}{=}0.55824 \end{align*} and the claim follows.

Note: Two aspects remain open. The important one is a derivation of \begin{align*} \int&\frac{\ln(1-x)}{x}\operatorname{Li}_2{(1-x)}dx \end{align*} without support from WA. It would also be nice to find some further simplifications of the final expression (4).

Markus Scheuer
  • 108,315
  • Sorry, I cannot see any difference between Tunk-Fey's final result, Cleo's result and yours except the order of terms. They all numerically evaluate to $0.55823730083320863825151737933247...$ that agrees with approximate numerical summation in Mathematica. – Vladimir Reshetnikov Jul 11 '16 at 05:50
  • 3
    @VladimirReshetnikov: Cleo's answer is correct. But Tunk-Feys final expression (4) does not give this answer, when evaluated at $x=\frac{1}{2}$. Contrary to his claim his final expression evaluates to $1.36998$. See my referred answer at the beginning of my answer and the last comments to Tunk-Feys answer. – Markus Scheuer Jul 11 '16 at 06:51
  • Oh, I see. Indeed, the expression $(4)$ gives a wrong result when evaluated at $x=1/2$. The final $\color{purple}{\text{purple}}$ expression is correct, but it does not agree with $(4)$. – Vladimir Reshetnikov Jul 11 '16 at 16:27
  • @VladimirReshetnikov: Correct! It's not obvious at the first glance. – Markus Scheuer Jul 11 '16 at 16:29
  • I was lost in Tunk-Fey Eqtn. $\left(2\right)$ where he sets $x \mapsto 1 - x$ in an $\underline{indefinite}$ integral. I was waiting he recovers somehow later this step. Maybe, it's related to what you pointed out. – Felix Marin Jul 11 '16 at 19:42
  • @FelixMarin: This is precisely the weak point which is the main theme in this question and is analysed in some detail there. – Markus Scheuer Jul 11 '16 at 19:46
  • I managed to simplify the sum into $$\sum_{n=1}^\infty\frac{H_n}{n^3}x^n=\operatorname{Li}_4\left(\frac{x}{x-1}\right)-\operatorname{Li}_4(1-x)+2\operatorname{Li}_4(x)-\ln(1-x)\operatorname{Li}_3(1-x) +\zeta(3)\ln(1-x)+\frac12\zeta(2)\ln^2(1-x)-\frac16\ln(x)\ln^3(1-x)+\frac1{24}\ln^4(1-x)+\zeta(4)$$ – Ali Shadhar Oct 09 '22 at 03:56
7

Start with the series $$\sum_{n=1}^\infty H_n z^n = - \dfrac{\ln(1-z)}{1-z} = f_0(z) $$

Then (according to Maple 18) $$ \sum_{n=1}^\infty \dfrac{H_n}{n} z^n = \int_0^z \dfrac{f_0(t)}{t}\; dt = \operatorname{Li}_{2}(1-z) + \dfrac{\ln(1-z)^2}{2} = f_1(z)$$

$$\displaystyle \sum_{n=1}^\infty \dfrac{H_n}{n^2} z^n = \int_0^z \dfrac{f_1(t)}{t} dt$$

$$= \zeta \left( 3 \right) +\dfrac{1}{2}\, \ln^2 (1-z) \ln \left( z \right) +\ln (1-z) \operatorname{Li}_{2} (z) -\operatorname{Li}_{3}(1-z) + \operatorname{Li}_{3}(z) $$

But for the next integration it fails to find a closed form. $$\sum_{n=1}^\infty \dfrac{H_n}{n^3} z^n = \int_0^z f_2(t)\; dt$$

MathGod
  • 5,458
Robert Israel
  • 448,999
  • 2
    If you're going to do it in terms of a definite integral involving polylogarithms, you could take note that: $$H_{n}=\int_{0}^1\frac{1}{1-x}(1-x^n) dx$$ Then divide through by $n^32^n$ and sum over $\mathbb{N}$ so that: $$\sum_{n=1}^\infty \frac{H_{n}}{n^32^n}=\int_{0}^1\frac{(Polylog[3,1/2]-Polylog[3,x/2])}{x-1}dx$$ – Ethan Splaver Aug 26 '14 at 00:20
  • 2
    It is also interesting to notice that $$\operatorname{Li}_3(1/2)=\frac{1}{24} (-2 \pi^2 \log 2 + 4 \log^3 2 + 21 \zeta(3))$$ appears also in my previous formula. – Jack D'Aurizio Aug 26 '14 at 00:32
5

$\newcommand{\bbx}[1]{\,\bbox[8px,border:1px groove navy]{\displaystyle{#1}}\,} \newcommand{\braces}[1]{\left\lbrace\,{#1}\,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\,{#1}\,\right\rbrack} \newcommand{\dd}{\mathrm{d}} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,\mathrm{e}^{#1}\,} \newcommand{\ic}{\mathrm{i}} \newcommand{\mc}[1]{\mathcal{#1}} \newcommand{\mrm}[1]{\mathrm{#1}} \newcommand{\pars}[1]{\left(\,{#1}\,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\root}[2][]{\,\sqrt[#1]{\,{#2}\,}\,} \newcommand{\totald}[3][]{\frac{\mathrm{d}^{#1} #2}{\mathrm{d} #3^{#1}}} \newcommand{\verts}[1]{\left\vert\,{#1}\,\right\vert}$ \begin{align} \sum_{n = 1}^{\infty}{H_{n} \over n^{3}\,2^{n}} & = \sum_{n = 1}^{\infty}{H_{n} \over 2^{n}} \bracks{{1 \over 2}\int_{0}^{1}\ln^{2}\pars{x}\,x^{n - 1}\,\dd x} = {1 \over 2}\int_{0}^{1}\ln^{2}\pars{x}\sum_{n = 1}^{\infty} \bracks{H_{n}\pars{x \over 2}^{n}}{\dd x \over x} \\[5mm] &= {1 \over 2}\int_{0}^{1}\ln^{2}\pars{x} \bracks{-\,{\ln\pars{1 - x/2} \over 1 - x/2}}\,{\dd x \over x} = -\,{1 \over 2}\int_{0}^{1/2} {\ln^{2}\pars{2x}\ln\pars{1 - x} \over \pars{1 - x}x}\,\dd x \\[5mm] & = -\,{1 \over 2}\int_{0}^{1/2}{\ln^{2}\pars{2x}\ln\pars{1 - x} \over x}\,\dd x - {1 \over 2}\int_{0}^{1/2}{\ln^{2}\pars{2x}\ln\pars{1 - x} \over 1 - x}\,\dd x \\[5mm] & = {1 \over 2}\int_{0}^{1/2}\mrm{Li}_{2}'\pars{x}\ln^{2}\pars{2x}\,\dd x - {1 \over 2}\int_{1/2}^{1}{\ln^{2}\pars{2\bracks{1 - x}}\ln\pars{x} \over x} \,\dd x \\[1cm] & = -\int_{0}^{1/2}\mrm{Li}_{3}'\pars{x}\ln\pars{2x}\,\dd x \\[5mm] & - {1 \over 2}\,\ln^{2}\pars{2}\int_{1/2}^{1}{\ln\pars{x} \over x}\,\dd x - \ln\pars{2}\int_{1/2}^{1}{\ln\pars{1 - x}\ln\pars{x} \over x}\,\dd x - {1 \over 2}\int_{1/2}^{1}{\ln^{2}\pars{1 - x}\ln\pars{x} \over x}\,\dd x \\[1cm] & = \int_{0}^{1/2}\mrm{Li}_{4}'\pars{x}\dd x + {1 \over 4}\,\ln^{4}\pars{2} + \ln\pars{2}\int_{1/2}^{1}\mrm{Li}_{2}'\pars{x}\ln\pars{x}\,\dd x - {1 \over 2}\int_{1/2}^{1}{\ln^{2}\pars{1 - x}\ln\pars{x} \over x}\,\dd x \\[1cm] & = \mrm{Li}_{4}\pars{1 \over 2} + {1 \over 4}\,\ln^{4}\pars{2} + \ln\pars{2}\bracks{% \mrm{Li}_{2}\pars{1 \over 2}\ln\pars{2} -\int_{1/2}^{1}\mrm{Li}_{3}'\pars{x}\,\dd x} \\[5mm] & - {1 \over 2}\int_{1/2}^{1}{\ln^{2}\pars{1 - x}\ln\pars{x} \over x}\,\dd x \\[1cm] & = \mrm{Li}_{4}\pars{1 \over 2} + {1 \over 4}\,\ln^{4}\pars{2} + \ln\pars{2}\bracks{% \mrm{Li}_{2}\pars{1 \over 2}\ln\pars{2} - \mrm{Li}_{3}\pars{1} + \mrm{Li}_{3}\pars{1 \over 2}} \\[5mm] & - {1 \over 2}\int_{1/2}^{1}{\ln^{2}\pars{1 - x}\ln\pars{x} \over x}\,\dd x \end{align}

Since values of $\ds{\,\mrm{Li}_{2}\pars{1/2}}$ and $\ds{\,\mrm{Li}_{3}\pars{1/2}}$ are well known and $\ds{\,\mrm{Li}_{3}\pars{1} = \zeta\pars{3}}$:

\begin{align} \sum_{n = 1}^{\infty}{H_{n} \over n^{3}\,2^{n}} & = -\,{1 \over 12}\,\ln^{4}\pars{2} - {1 \over 8}\,\ln\pars{2}\zeta\pars{3} + \,\mrm{Li}_{4}\pars{1 \over 2} - {1 \over 2}\ \underbrace{\int_{1/2}^{1}{\ln^{2}\pars{1 - x}\ln\pars{x} \over x}\,\dd x} _{\ds{\equiv\ \mc{I}}} \label{1}\tag{1} \end{align}


$\ds{\large\mc{I}:\ ?}$. \begin{align} \mc{I} & \equiv \int_{1/2}^{1}{\ln^{2}\pars{1 - x}\ln\pars{x} \over x}\,\dd x \\[5mm] & = {1 \over 3}\int_{1/2}^{1}\!{\ln^{3}\pars{1 - x} \over x}\dd x - {1 \over 3}\int_{1/2}^{1}\!{\ln^{3}\pars{x} \over x}\dd x - {1 \over 3}\int_{1/2}^{1}\!\ln^{3}\pars{1 - x \over x}{\dd x \over x} + \int_{1/2}^{1}\!{\ln\pars{1 - x}\ln^{2}\pars{x} \over x}\,\dd x \\[5mm] & = {1 \over 3}\int_{0}^{1/2}{\ln^{3}\pars{x} \over 1 - x}\dd x + {1 \over 12}\,\ln^{4}\pars{2} + {1 \over 3}\int_{0}^{-1}{\ln^{3}\pars{-x} \over 1 - x}\,\dd x - \int_{1/2}^{1}\mrm{Li}_{2}'\pars{x}\ln^{2}\pars{x}\,\dd x \\[1cm] & = {1 \over 3}\bracks{-\ln^{4}\pars{2} - 3\int_{0}^{1/2}\mrm{Li}_{2}'\pars{x}\ln^{2}\pars{x}\dd x} + {1 \over 12}\,\ln^{4}\pars{2} - \int_{0}^{-1}\mrm{Li}_{2}'\pars{x}\ln^{2}\pars{-x}\,\dd x \\[5mm] & -\int_{1/2}^{1}\mrm{Li}_{2}'\pars{x}\ln^{2}\pars{x}\,\dd x \\[1cm] & = -\,{1 \over 4}\,\ln^{4}\pars{2} -\int_{0}^{1}\mrm{Li}_{2}'\pars{x}\ln^{2}\pars{x}\,\dd x - \int_{0}^{-1}\mrm{Li}_{2}'\pars{x}\ln^{2}\pars{-x}\,\dd x \end{align}

The remaining integrals can be straightforward evaluated by successive integration by parts and by using the $\ds{\,\mrm{Li}_{s}}$ recursive property. Namely,

\begin{align} &\int\mrm{Li}_{2}'\pars{x}\ln^{2}\pars{\pm x}\,\dd x = \mrm{Li}_{2}\pars{x}\ln^{2}\pars{\pm x} - 2\int\mrm{Li}_{3}'\pars{x}\ln\pars{\pm x}\,\dd x \\[5mm] & = \mrm{Li}_{2}\pars{x}\ln^{2}\pars{\pm x} - 2\,\mrm{Li}_{3}\pars{x}\ln\pars{\pm x} + 2\int\mrm{Li}_{4}'\pars{x}\,\dd x \\[5mm] & =\ \bbox[15px,#ffe,border:1px dotted navy]{\ds{% \mrm{Li}_{2}\pars{x}\ln^{2}\pars{\pm x} - 2\,\mrm{Li}_{3}\pars{x}\ln\pars{\pm x} + 2\,\mrm{Li}_{4}\pars{x}}} \end{align} such that \begin{equation} \mc{I} \equiv \int_{1/2}^{1}{\ln^{2}\pars{1 - x}\ln\pars{x} \over x}\,\dd x =\ \bbox[15px,#ffe,border:1px dotted navy]{\ds{% -\,{1 \over 4}\,\ln^{4}\pars{2} - {\pi^{4} \over 360}}}\label{2}\tag{2} \end{equation}


With \eqref{1} and \eqref{2}: \begin{align} \sum_{n = 1}^{\infty}{H_{n} \over n^{3}\,2^{n}} & = -\,{1 \over 12}\,\ln^{4}\pars{2} - {1 \over 8}\,\ln\pars{2}\zeta\pars{3} + \,\mrm{Li}_{4}\pars{1 \over 2} - {1 \over 2} \bracks{-\,{1 \over 4}\,\ln^{4}\pars{2} - {\pi^{4} \over 360}} \\[5mm] & =\ \bbox[25px,#ffe,border:1px dotted navy]{\ds{% {1 \over 720}\,\pi^{4} + {1 \over 24}\,\ln^{4}\pars{2} - {1 \over 8}\,\ln\pars{2}\zeta\pars{3} + \,\mrm{Li}_{4}\pars{1 \over 2}}}\ \approx 0.5582 \end{align}
Felix Marin
  • 89,464
2

Alternative approach:

first we start with proving the following equality that appeared as Problem 11921 in The American Mathematical Monthly 2016 proposed by Cornel Ioan Valean: \begin{equation*} S=\ln^22\sum_{n=1}^{\infty}\frac{H_n}{(n+1) 2^{n+1}}+\ln2\sum_{n=1}^{\infty}\frac{H_n}{(n+1)^2 2^n}+\sum_{n=1}^{\infty}\frac{H_n}{(n+1)^3 2^n}=\frac14\ln^42+\frac14\zeta(4) \end{equation*} Proof: lets start with the following integral $ I=\displaystyle \int_{1/2}^{1} \frac{\ln(1-x)\ln^2x}{1-x}\,dx $

By using

$$\frac{\ln(1-x)}{1-x}=-\displaystyle \sum_{n=1}^{\infty}H_n x^n$$

we can write

$$I=-\sum_{n=1}^{\infty}H_n\int_{1/2}^{1}x^n \ln^2x\,dx$$

$$=-\sum_{n=1}^{\infty}H_n\left( -\frac{\ln^22}{(n+1)2^{n+1}}-\frac{\ln2}{(n+1)2^{n+1}}-\frac{1}{(n+1)^32^n}+\frac{2}{(n+1)^3}\right)$$

$$=S-2\sum_{n=1}^{\infty}\frac{H_n}{(n+1)^3} \tag{1}$$

On the other hand, upon integrating by parts we obtain \begin{equation*} I=\frac12\ln^42+\int_{1/2}^1 \frac{\ln^2x\ln(1-x)}{x}\,dx\overset{x\mapsto 1-x}{=}\frac12\ln^42+\int_0^{1/2}\frac{\ln^2x\ln(1-x)}{1-x}\,dx \end{equation*} Adding the integral $I=\int_{1/2}^{1}\frac{\ln^2x\ln(1-x)}{1-x}\,dx\ $ to both sides

$$2I=\frac12\ln^42+\int_0^1 \frac{\ln^2x\ln(1-x)}{1-x}\,dx=\frac12\ln^42-\sum_{n=1}^{\infty}H_n\int_{0}^{1}x^n\ln^2x\,dx$$ $$=\frac12\ln^42-2\sum_{n=1}^{\infty}\frac{H_n}{(n+1)^3}\Longrightarrow I=\frac14\ln^42-\sum_{n=1}^{\infty}\frac{H_n}{(n+1)^3} \tag{2}$$

combining $(1)$ and $(2)$ yields

$$S=\frac14\ln^42+\sum_{n=1}^{\infty}\frac{H_n}{(n+1)^3}=\frac14\ln^42-\zeta(4)+\sum_{n=1}^{\infty}\frac{H_n}{n^3}$$

subbing $\sum_{n=1}^{\infty}\frac{H_n}{n^3}=\frac54\zeta(4)$ completes the proof.


Using the proved equality: \begin{align*} \frac14\ln^42+\frac14\zeta(4)&=\ln^22\sum_{n=1}^{\infty}\frac{H_n}{(n+1) 2^{n+1}}+\ln2\sum_{n=1}^{\infty}\frac{H_n}{(n+1)^2 2^n}+\sum_{n=1}^{\infty}\frac{H_n}{(n+1)^3 2^n}\\ &=\ln^22\sum_{n=1}^{\infty}\frac{H_{n-1}}{n 2^n}+2\ln2\sum_{n=1}^{\infty}\frac {H_{n-1}}{n^2 2^n}+2\sum_{n=1}^{\infty}\frac{H_{n-1}}{n^3 2^n}\\ &=\ln^22\sum_{n=1}^{\infty}\frac{H_n}{n 2^n}+2\ln2\sum_{n=1}^{\infty}\frac {H_n}{n^2 2^n} +2\sum_{n=1}^{\infty}\frac{H_n}{n^3 2^n}-\ln^22\sum_{n=1}^{\infty}\frac{1}{2^n n^2}\\ &\quad -2\ln2\sum_{n=1}^{\infty}\frac{1}{ n^32^n}-2\sum_{n=1}^{\infty}\frac{1}{n^42^n} \end{align*} rearrange the terms to get

$$\sum_{n=1}^{\infty}\frac{H_n}{n^3 2^n}=-\ln2\sum_{n=1}^{\infty}\frac{H_n}{n^2 2^n}-\frac12\ln^22\sum_{n=1}^{\infty}\frac{H_n}{n 2^n}+\operatorname{Li_4}\left( \frac12\right)+\ln2\operatorname{Li_3}\left( \frac12\right)\\+\frac12\ln^22\operatorname{Li_2}\left( \frac12\right)+\frac18\zeta(4)+\frac18\ln^42$$

plugging the values of the first and second sum proved here and here respectively, along with the values of $\displaystyle\operatorname{Li_3}\left(\frac12\right)$ and $\displaystyle\operatorname{Li_2}\left(\frac12\right)$ we obtain \begin{align} \sum_{n=1}^\infty \frac{H_n}{2^nn^3}=\color{blue}{\operatorname{Li}_4\left(\frac12\right)+\frac18\zeta(4)-\frac18\ln2\zeta(3)+\frac1{24}\ln^42}, \end{align}

Ali Shadhar
  • 25,498
2

You can have instead the equivalent integral representation

$$ I = \int_{0}^{1}\frac{\ln^2(u)\ln(1-u/2)}{u(u-2)}du \sim .5582373010. $$

Try to evaluate the above integral. See my answer. See also here.

1

By first finding the following integral by using the algebraic identity $a^2b=\frac{1}{6}\left(a+b\right)^3-\frac{1}{6}\left(a-b\right)^3-\frac{1}{3}b^3$ one can easily prove avoiding Euler sums that: $$\int _0^1\frac{\ln ^2\left(1-x\right)\ln \left(1+x\right)}{1+x}\:dx=-\frac{1}{4}\zeta \left(4\right)+2\ln \left(2\right)\zeta \left(3\right)-\ln ^2\left(2\right)\zeta \left(2\right)+\frac{1}{4}\ln ^4\left(2\right)$$ Now: $$\int _0^1\frac{\ln ^2\left(1-x\right)\ln \left(1+x\right)}{1+x}\:dx=\frac{1}{2}\ln \left(2\right)\int _0^1\frac{\ln ^2\left(x\right)}{1-\frac{x}{2}}\:dx+\frac{1}{2}\int _0^1\frac{\ln ^2\left(x\right)\ln \left(1-\frac{x}{2}\right)}{1-\frac{x}{2}}\:dx$$ $$=2\ln \left(2\right)\sum _{k=1}^{\infty }\frac{1}{k^3\:2^k}-2\sum _{k=1}^{\infty }\frac{H_k}{k^3\:2^k}+2\sum _{k=1}^{\infty }\frac{1}{k^4\:2^k}$$ $$=2\ln \left(2\right)\operatorname{Li}_3\left(\frac{1}{2}\right)-2\sum _{k=1}^{\infty }\frac{H_k}{k^3\:2^k}+2\operatorname{Li}_4\left(\frac{1}{2}\right)$$ $$=\frac{7}{4}\ln \left(2\right)\zeta \left(3\right)-\ln ^2\left(2\right)\zeta \left(2\right)+\frac{1}{3}\ln ^4\left(2\right)-2\sum _{k=1}^{\infty }\frac{H_k}{k^3\:2^k}+2\operatorname{Li}_4\left(\frac{1}{2}\right)$$ By making use of the result we find: $$\sum _{k=1}^{\infty }\frac{H_k}{k^3\:2^k}=\frac{1}{8}\zeta \left(4\right)+\operatorname{Li}_4\left(\frac{1}{2}\right)-\frac{1}{8}\ln \left(2\right)\zeta \left(3\right)+\frac{1}{24}\ln ^4\left(2\right)$$

Dennis Orton
  • 2,646