Friday, 24 October 2014

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



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


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