Friday 27 January 2017

real analysis - Infinite Series $sum_{n=1}^inftyfrac{H_n}{n^32^n}$



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?


Answer



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


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