Tag: Euler Sums

Evaluate Euler Sum!

Solutions to the book Amazing and Aesthetic Aspects of Analysis by Paul Loya

Solutions to the book Galois Theory by Ian Stewart

Solutions to the book Complex Variables by M. Ya. Antimirov, A. A. Kolyshkin and Remi Vaillancourt

Solutions to the book Introduction to Analytic Number Theory by Tom M. Apostol

Sums of the form \displaystyle E(p,q)=\sum_{n=1}^\infty\frac{H_n^{(p)}}{n^q} where \displaystyle H_n^{(p)}=\sum_{m=1}^n\frac{1}{m^p}, sometimes are called Euler sums. There are several ways to evaluate these  sums. Aabout 240 years ago, Leonhard Euler(1707-1783) in 1775 proved that for q\geq2,

\boxed{\displaystyle{\sum_{n=1}^\infty\frac{H_n}{n^q}=\frac{q+2}{2}\zeta(q+1)-\frac{1}{2}\sum_{r=1}^{q-2}\zeta(q-r)\zeta(r+1)}}

In the following you can see an elementary proof of this formula in the three steps:

Step 1:

\displaystyle\sum_{n=1}^\infty\frac{H_n}{n^q}=\sum_{n=1}^\infty\sum_{m=1}^n\frac{1}{mn^q}

                    \displaystyle=\sum_{m=1}^\infty\sum_{n=m}^\infty\frac{1}{mn^q}

                    \displaystyle=\zeta(q+1)+\sum_{m=1}^\infty\sum_{n=m+1}^\infty\frac{1}{mn^q}

                    \displaystyle=\zeta(q+1)+\sum_{m=1}^\infty\sum_{n=1}^\infty\frac{1}{m(n+m)^q}

                    \displaystyle=\zeta(q+1)+\frac{1}{2}\sum_{n=1}^\infty\sum_{m=1}^\infty\frac{1}{m(n+m)^q}+\frac{1}{n(n+m)^q}

Hence,

\boxed{\displaystyle{\sum_{n=1}^\infty\frac{H_n}{n^q}=\zeta(q+1)+\frac{1}{2}\sum_{n=1}^\infty\sum_{m=1}^\infty\frac{1}{m(n+m)^q}+\frac{1}{n(n+m)^q}}}

Step 2:

\displaystyle H_n=\sum_{m=1}^n\frac{1}{m}=\sum_{i=0}^{n-1}\sum_{m=1}^\infty\frac{1}{m+i}-\frac{1}{m+i+1}

                              \displaystyle=\sum_{m=1}^\infty\sum_{i=0}^{n-1}\frac{1}{m+i}-\frac{1}{m+i+1}

                              \displaystyle=\sum_{m=1}^\infty\frac{1}{m}-\frac{1}{n+m}

Now by recent formula that is also an alternate definition of the Harmonic numbers, we can write:

\boxed{\displaystyle\sum_{n=1}^\infty\frac{H_n}{n^q}=\sum_{n=1}^\infty\sum_{m=1}^\infty\frac{1}{mn^q}-\frac{1}{(n+m)n^q}}

Step 3:

\displaystyle\sum_{n=1}^\infty\frac{H_n}{n^q} \displaystyle=2\sum_{n=1}^\infty\frac{H_n}{n^q} \displaystyle-\sum_{n=1}^\infty\frac{H_n}{n^q}

\displaystyle{=2\zeta(q+1)+\sum_{n=1}^\infty\sum_{m=1}^\infty\frac{1}{m(n+m)^q}+\frac{1}{n(n+m)^q}-\sum_{n=1}^\infty\sum_{m=1}^\infty\frac{1}{mn^q}-\frac{1}{(n+m)n^q}}

\displaystyle=2\zeta(q+1)+\sum_{n=1}^\infty\sum_{m=1}^\infty\frac{1}{m(n+m)^{q-1}n}-\frac{1}{(n+m)n^{q-1}m}

\displaystyle=2\zeta(q+1)+\sum_{n=1}^\infty\sum_{m=n+1}^\infty\frac{1}{nm^{q-1}(m-n)}-\frac{1}{mn^{q-1}(m-n)}

\displaystyle=2\zeta(q+1)-\frac{1}{2}\sum_{\substack{m,n=1\\m\ne n}}^\infty\frac{1}{mn^{q-1}(m-n)}-\frac{1}{nm^{q-1}(m-n)}

\displaystyle=2\zeta(q+1)-\frac{1}{2}\sum_{\substack{m,n=1\\m\ne n}}^\infty\frac{m^{q-2}-n^{q-2}}{m^{q-1}n^{q-1}(m-n)}

\displaystyle=2\zeta(q+1)-\frac{1}{2}\sum_{\substack{m,n=1\\m\ne n}}^\infty\sum_{r=1}^{q-2}\frac{1}{m^{q-r}n^{r+1}}

\displaystyle=2\zeta(q+1)-\frac{1}{2}\left(\sum_{m,n=1}^\infty\sum_{r=1}^{q-2}\frac{1}{m^{q-r}n^{r+1}}-\sum_{\substack{m,n=1\\m=n}}^\infty\sum_{r=1}^{q-2}\frac{1}{m^{q-r}n^{r+1}}\right)

\displaystyle=2\zeta(q+1)+\frac{q-2}{2}\zeta(q+1)-\frac{1}{2}\sum_{r=1}^{q-2}\sum_{m=1}^\infty\sum_{n=1}^\infty\frac{1}{m^{q-r}n^{r+1}}

\displaystyle{=\frac{q+2}{2}\zeta(q+1)-\frac{1}{2}\sum_{r=1}^{q-2}\zeta(q-r)\zeta(r+1)}.