real analysis - Evaluate:: $2 sum_{n=1}^infty frac{(-1)^{n+1}}{n+1}left( 1 + frac12 +cdots + frac 1nright)$

How to evaluate the series:

$$2 \sum_{n=1}^\infty \frac{(-1)^{n+1}}{n+1}\left( 1 + \frac12 + \cdots + \frac 1n\right)$$

According to Mathematica, this converges to $(\log 2)^2$.

Answer

Recall that, formally,

$$\left(\sum_{n=1}^{\infty} a_n\right)\left(\sum_{n=1}^{\infty} b_n\right) = \sum_{n=1}^{\infty} c_{n+1},$$

where

$$c_n = \sum_{k=1}^{n-1} a_k b_{n-k}.$$

If the series $\sum c_{n+1}$ converges, then the above equality is actually true. You seem to know how to show this, so I'll just demonstrate the formal aspect of the problem.

Let $a_n = b_n = \frac{(-1)^{n}}{n}$. Then

$$a_k b_{n-k} = \frac{(-1)^n}{k(n-k)} = \frac{(-1)^n}{n}\left(\frac{1}{k}+\frac{1}{n-k}\right),$$

so that

$$\begin{align*} c_n &= \frac{(-1)^n}{n} \sum_{k=1}^{n-1} \left(\frac{1}{k}+\frac{1}{n-k}\right) \\ &= 2\frac{(-1)^n}{n} \sum_{k=1}^{n-1} \frac{1}{k}. \end{align*}$$

We therefore have

$$2 \sum_{n=1}^{\infty} \frac{(-1)^{n+1}}{n+1} \sum_{k=1}^{n} \frac{1}{k} = \left(\sum_{n=1}^{\infty} \frac{(-1)^n}{n}\right)^2 = (-\log 2)^2 = (\log 2)^2.$$