In the following thread
I arrived at the following result
$$\sum_{k\geq 1}\frac{H_k^{(2)}H_k }{k^2}=\zeta(2)\zeta(3)+\zeta(5)$$
Defining
$$H_k^{(p)}=\sum_{n=1}^k \frac{1}{n^p},\,\,\, H_k^{(1)}\equiv H_k $$
But, it was after long evaluations and considering many variations of product of polylogarithm integrals.
I think there is an easier approach to get the solution, any ideas ?
Answer
Here's a derivation that, while fairly long, is self-contained and uses only basic series manipulation techniques, like partial fractions decomposition, telescoping, swapping the order of summation, etc. It leans heavily on ideas from Borwein and Girgensohn's paper "Evaluation of Triple Euler Sums" (Electronic Journal of Combinatorics 3(1) 1996).
First, some notation. Define the multiple zeta functions by
\begin{align}
\zeta_N(a) &= \sum_{x=1}^N \frac{1}{x^a}, \:\:\: \zeta_N(a,b) = \sum_{x=1}^N \sum_{y=1}^{x-1} \frac{1}{x^a y^b}, \:\:\: \zeta_N(a,b,c) = \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1}\frac{1}{x^a y^b z^c}, \\
\zeta(a,b) &= \sum_{x=1}^{\infty} \sum_{y=1}^{x-1} \frac{1}{x^a y^b}, \:\:\: \zeta(a,b,c) = \sum_{x=1}^{\infty} \sum_{y=1}^{x-1} \sum_{z=1}^{y-1}\frac{1}{x^a y^b z^c}.
\end{align}
We will need the following symmetry relation, as well as expressions for $\zeta(4,1)$ and $\zeta(2,2,1) + \zeta(2,1,2)$. Proofs for all of these are given at the end of the post.
\begin{align}
\zeta_N(a,b) + \zeta_N(b,a) &= \zeta_N(a) \zeta_N(b) - \zeta_N(a+b) \tag{1}\\
\zeta(4,1) &= \zeta(5) - \zeta(3,2) - \zeta(2,3) \tag{2}\\
\zeta(2,2,1) + \zeta(2,1,2) &= \zeta(2,3) + \zeta(3,2) \tag{3}
\end{align}
Given these, we have
The Main Proof:
\begin{align}
\sum_{k=1}^{\infty} \frac{H^{(2)}_k H_k}{k^2} &= \sum_{k=1}^{\infty} \frac{H^{(2)}_{k-1} H_{k-1}}{k^2} + \sum_{k=1}^{\infty} \frac{H^{(2)}_{k-1}}{k^3} + \sum_{k=1}^{\infty} \frac{H_{k-1}}{k^4} + \sum_{k=1}^{\infty} \frac{1}{k^5} \\
&= \sum_{k=1}^{\infty} \frac{H^{(2)}_{k-1} H_{k-1}}{k^2} + \zeta(3,2) + \zeta(4,1) + \zeta(5).
\end{align}
The most complicated sum is the first, so let's look at that more closely.
\begin{align}
\sum_{k=1}^{\infty} \frac{H^{(2)}_{k-1} H_{k-1}}{k^2} &= \sum_{k=1}^{\infty} \frac{1}{k^2} \zeta_{k-1}(2) \zeta_{k-1}(1) \\
&= \sum_{k=1}^{\infty} \frac{1}{k^2} (\zeta_{k-1}(2,1) + \zeta_{k-1}(1,2) + \zeta_{k-1}(3)), \text{ by (1)} \\
&= \zeta(2,2,1) + \zeta(2,1,2) + \zeta(2,3), \text{ by definition of the multiple zeta functions} \\
&= 2\zeta(2,3) + \zeta(3,2), \text{ by (3)}.
\end{align}
Thus
\begin{align}
\sum_{k=1}^{\infty} \frac{H^{(2)}_k H_k}{k^2} &= 2 \zeta(2,3) + \zeta(3,2) + \zeta(3,2) + \zeta(5) - \zeta(3,2) - \zeta(2,3) + \zeta(5), \text{ by (2)} \\
&= \zeta(2,3) + \zeta(3,2) + 2 \zeta(5) \\
&= \zeta(2) \zeta(3) - \zeta(5) + 2 \zeta(5), \text{ by (1)} \\
&= \zeta(2) \zeta(3) + \zeta(5).
\end{align}
Proof of (1):
\begin{align}
\zeta_N(a,b) + \zeta_N(b,a) &= \sum_{x=1}^N \sum_{y=1}^{x-1} \frac{1}{x^a y^b} + \sum_{x=1}^N \sum_{y=1}^{x-1} \frac{1}{x^b y^a} \\
&= \sum_{y=1}^N \sum_{x=y+1}^N \frac{1}{x^a y^b} + \sum_{x=1}^N \sum_{y=1}^{x-1} \frac{1}{x^b y^a}, \\
& \:\:\:\:\:\: \text{ swapping the order of summation on the first sum} \\
&= \sum_{x=1}^N \sum_{y=x+1}^N \frac{1}{y^a x^b} + \sum_{x=1}^N \sum_{y=1}^{x-1} \frac{1}{x^b y^a}, \text{ relabeling variables on the first sum} \\
&= \sum_{x=1}^N \sum_{y=1}^N \frac{1}{y^a x^b} - \sum_{x=1}^N \frac{1}{x^{a+b}}, \text{ combining sums} \\
&= \zeta_N(a) \zeta_N(b) - \zeta_N(a+b). \square
\end{align}
Proof of (2):
\begin{align}
\zeta(4,1) &= \sum_{x=1}^{\infty} \sum_{y=1}^{x-1} \frac{1}{x^4 y} \\
&= \sum_{x=1}^{\infty} \sum_{y=1}^{x-1} \frac{1}{x^4 (x-y)}, \text{ reindexing the second sum} \\
&= \sum_{x=1}^{\infty} \sum_{y=1}^{x-1} \left(-\frac{1}{x^4 y} - \frac{1}{x^3 y^2} - \frac{1}{x^2y^3} - \frac{1}{x y^4} + \frac{1}{(x-y)y^4}\right), \\
&\:\:\:\:\: \text{ by partial fractions decomposition}\\
&= - \zeta(4,1) - \zeta(3,2) - \zeta(2,3) + \sum_{x=1}^{\infty} \sum_{y=1}^{x-1} \left(\frac{1}{(x-y)y^4} - \frac{1}{x y^4} \right) \\
&= - \zeta(4,1) - \zeta(3,2) - \zeta(2,3) + \sum_{x=1}^{\infty} \sum_{y=1}^{x-1} \frac{1}{y^4} \left(\frac{1}{x-y} - \frac{1}{x} \right) \\
&= - \zeta(4,1) - \zeta(3,2) - \zeta(2,3) + \sum_{y=1}^{\infty} \frac{1}{y^4} \sum_{x=y+1}^{\infty} \left(\frac{1}{x-y} - \frac{1}{x} \right), \\
& \:\:\:\:\: \text{ swapping the order of summation} \\
&= - \zeta(4,1) - \zeta(3,2) - \zeta(2,3) + \sum_{y=1}^{\infty} \frac{1}{y^4} \sum_{x=1}^y \frac{1}{x}, \text{ as the sum telescopes} \\
&= - \zeta(4,1) - \zeta(3,2) - \zeta(2,3) + \zeta(4,1) + \zeta(5) \\
&= \zeta(5) - \zeta(3,2) - \zeta(2,3). \square
\end{align}
For the proof of (3), we need the following additional symmetry result:
\begin{equation}
\zeta_N(a,b,c) + \zeta_N(a,c,b) + \zeta_N(c,a,b) = \zeta_N(c) \zeta_N(a,b) - \zeta_N(a,b+c) - \zeta_N(a+c,b) \tag{4}
\end{equation}
Proof of (4):
\begin{align}
&\zeta_N(a,b,c) + \zeta_N(a,c,b) + \zeta_N(c,a,b) \\
&=\sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1}\frac{1}{x^a y^b z^c} + \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1}\frac{1}{x^a y^c z^b} + \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1}\frac{1}{x^c y^a z^b} \\
&= \sum_{x=1}^N \sum_{z=1}^{x-1} \sum_{y=z+1}^{x-1} \frac{1}{x^a y^b z^c} + \sum_{y=1}^N \sum_{x=y+1}^N \sum_{z=1}^{y-1}\frac{1}{x^a y^c z^b} + \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1}\frac{1}{x^c y^a z^b}, \\
&\:\:\:\:\:\text{ swapping order of summation on the first two sums} \\
&= \sum_{z=1}^N \sum_{x=z+1}^N \sum_{y=z+1}^{x-1} \frac{1}{x^a y^b z^c} + \sum_{y=1}^N \sum_{x=y+1}^N \sum_{z=1}^{y-1}\frac{1}{x^a y^c z^b} + \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1}\frac{1}{x^c y^a z^b}, \\
&\:\:\:\:\:\text{ swapping order of summation on the first sum} \\
&= \sum_{x=1}^N \sum_{y=x+1}^N \sum_{z=x+1}^{y-1} \frac{1}{x^c y^a z^b} + \sum_{x=1}^N \sum_{y=x+1}^N \sum_{z=1}^{x-1}\frac{1}{x^c y^a z^b} + \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1}\frac{1}{x^c y^a z^b}, \\
&\:\:\:\:\: \text{ relabeling variables on the first two sums} \\
&= \sum_{x=1}^N \sum_{y=x+1}^N \sum_{z=1}^{y-1} \frac{1}{x^c y^a z^b} - \sum_{x=1}^N \sum_{y=x+1}^N \frac{1}{x^{b+c} y^a} + \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1}\frac{1}{x^c y^a z^b}, \\
&\:\:\:\:\: \text{ combining the first two sums} \\
&= \sum_{x=1}^N \sum_{y=1}^N \sum_{z=1}^{y-1} \frac{1}{x^c y^a z^b} - \sum_{x=1}^N \sum_{z=1}^{y-1} \frac{1}{x^{a+c} z^b} - \sum_{y=1}^N \sum_{x=1}^{y-1} \frac{1}{x^{b+c} y^a}, \\
&\:\:\:\:\:\text{ combining the first and third sums and swapping the order of summation on the second} \\
&= \zeta_N(c) \zeta_N(a,b) - \zeta_N(a+c,b) - \zeta_N(a,b+c). \square
\end{align}
Proof of (3):
\begin{align}
\zeta_N(2,2,1) &= \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1} \frac{1}{x^2 y^2 z} \\
&= \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1} \frac{1}{x^2 y^2 (y-z)}, \text{ reindexing on the third sum} \\
&= \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1} \left( -\frac{1}{x^2 y z^2} - \frac{1}{x^2 y^2 z} + \frac{1}{x^2(y-z)z^2} \right), \\
&\:\:\:\:\: \text{ by partial fractions decomposition} \\
&= - \zeta_N(2,1,2) - \zeta_N(2,2,1) + \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1} \frac{1}{x^2(y-z)z^2} \tag{5}. \\
\end{align}
Now, let's look at the third expression in (5).
\begin{align}
&\sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1} \frac{1}{x^2(y-z)z^2} \\
&= \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{x-y-1} \frac{1}{x^2(x-y-z)z^2}, \text{ reindexing the second sum} \\
&= \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=y+1}^{x-1} \frac{1}{x^2(x-z)(z-y)^2}, \text{ reindexing the third sum} \\
&= \sum_{x=1}^N \sum_{z=1}^{x-1} \sum_{y=1}^{z-1} \frac{1}{x^2(x-z)(z-y)^2}, \text{ swapping the order of summation} \\
&= \sum_{x=1}^N \sum_{z=1}^{x-1} \sum_{y=1}^{z-1} \frac{1}{x^2(x-z)y^2}, \text{ reindexing the third sum} \\
&= \sum_{x=1}^N \sum_{z=1}^{x-1} \sum_{y=1}^{z-1} \left(-\frac{1}{x y^2 z^2} - \frac{1}{x^2 y^2 z} + \frac{1}{(x-z)y^2 z^2} \right), \text{ by partial fractions decomposition} \\
&= - \zeta_N(1,2,2) - \zeta_N(2,1,2) + \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1} \frac{1}{(x-y)y^2 z^2} \tag{6}, \text{ relabeling variables}.
\end{align}
Let's look at the third expression in (6).
\begin{align}
&\sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1} \frac{1}{(x-y)y^2 z^2} \\
&= \sum_{x=1}^N \sum_{y=1}^{x-1} \sum_{z=1}^{y-1} \frac{1}{(x-y)y^2 z^2} + \sum_{x=1}^N \sum_{y=N+1-x}^N \sum_{z=1}^{y-1} \frac{1}{x y^2 z^2} - \sum_{x=1}^N \sum_{y=N+1-x}^N \sum_{z=1}^{y-1} \frac{1}{x y^2 z^2} \\
&= \left(\sum_{x=1}^N \frac{1}{x}\right) \left(\sum_{y=1}^N \sum_{z=1}^{y-1} \frac{1}{y^2 z^2} \right) - \sum_{x=1}^N \sum_{y=N+1-x}^N \sum_{z=1}^{y-1} \frac{1}{x y^2 z^2}, \\
&\:\:\:\:\: \text{ via the finite sum version of the Cauchy product} \\
&= \zeta_N(1) \zeta_N(2,2) - e_N(1,2,2), \tag{7} \\
\end{align}
where
$$e_N(1,2,2) = \sum_{x=1}^N \sum_{y=N+1-x}^N \sum_{z=1}^{y-1} \frac{1}{x y^2 z^2}.$$
Putting (5), (6), and (7) together, we have
\begin{align}
\zeta_N(2,2,1) =& - \zeta_N(2,1,2) - \zeta_N(2,2,1) - \zeta_N(1,2,2) - \zeta_N(2,1,2) + \zeta_N(1) \zeta_N(2,2) \\
&- e_N(1,2,2), \\
\zeta_N(2,2,1) + \zeta_N(2,1,2) &= - \zeta_N(1) \zeta_N(2,2) + \zeta_N(2,3) + \zeta_N(3,2) + \zeta_N(1) \zeta_N(2,2) \\
&- e_N(1,2,2), \text{ by (4)} \\
=& \zeta_N(2,3) + \zeta_N(3,2) - e_N(1,2,2). \\
\end{align}
All that remains to complete the proof of (3) is to show that $e_N(1,2,2) \to 0$ as $N \to \infty$. We have
\begin{align}
e_N(1,2,2) &= \sum_{x=1}^N \sum_{y=N+1-x}^N \sum_{z=1}^{y-1} \frac{1}{x y^2 z^2} \\
&\leq \sum_{x=1}^N \sum_{y=N+1-x}^N \sum_{z=1}^N \frac{1}{x y^2 z^2} \\
&= \zeta_N(2) \sum_{x=1}^N \sum_{y=N+1-x}^N \frac{1}{x y^2} \\
&= \zeta_N(2) \sum_{y=1}^N \sum_{x=N+1-y}^N \frac{1}{x y^2}, \text{ swapping the order of summation} \\
&\leq \zeta_N(2) \sum_{y=1}^N \frac{1}{y^2} \sum_{x=N+1-y}^N \frac{1}{N+1-y} \\
&= \zeta_N(2) \sum_{y=1}^N \frac{1}{y^2} \frac{y}{N+1-y} \\
&= \zeta_N(2) \sum_{y=1}^N \frac{1}{y (N+1-y)}\\
&= \zeta_N(2) \frac{1}{N+1}\sum_{y=1}^N \left(\frac{1}{y} + \frac{1}{N+1-y} \right), \text{ by partial fractions decomposition} \\
&= \zeta_N(2) \frac{2}{N+1} \zeta_N(1),
\end{align}
which goes to $0$ as $N \to \infty$, since $\zeta_N(1) = O(\log N)$ and $\zeta_N(2) = O(1)$. $\square$
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