Euler Sum

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)}.

Euler Sum

A Beautiful Convergent Series II

In this post I want to generalize the given formula at my second post as follows

\boxed{\displaystyle\sum_{n=1}^\infty\frac{(m-1)^n-1}{m^n}\zeta(n+1)=\pi\cot\frac{\pi}{m}}

To prove this , I first prove following useful identity

\displaystyle\frac{1}{\sin^2x}=\sum_{n\in\mathbb{Z}}\frac{1}{(x+n\pi)^2}

PROOF: (Trigonometric Method) Note that

\displaystyle{\frac{1}{\sin^2x}=\frac{1}{4\sin^2\frac{x}{2}\cos^2\frac{x}{2}}=\frac{1}{4}\left(\frac{1}{\sin^2\frac{x}{2}}+\frac{1}{\cos^2\frac{x}{2}}\right)=\frac{1}{4}\left(\frac{1}{\sin^2\frac{x}{2}}+\frac{1}{\sin^2\frac{\pi+x}{2}}\right)}

\displaystyle=\frac{1}{4^2}\left(\frac{1}{\sin^2\frac{x}{2^2}}+\frac{1}{\sin^2\frac{2\pi+x}{2^2}}+\frac{1}{\sin^2\frac{\pi+x}{2^2}}+\frac{1}{\sin^2\frac{3\pi+x}{2^2}}\right)

Repeatedly applying \displaystyle\frac{1}{\sin^2x}=\frac{1}{4}\left(\frac{1}{\sin^2\frac{x}{2}}+\frac{1}{\sin^2\frac{\pi+x}{2}}\right), we arrive at the following formula:

\displaystyle\frac{1}{\sin^2x}=\frac{1}{4^k}\sum_{n=0}^{2^k-1}\frac{1}{\sin^2\frac{x+n\pi}{2^k}}

but

\displaystyle{\frac{1}{4^k}\sum_{n=0}^{2^k-1}\frac{1}{\sin^2\frac{x+n\pi}{2^k}}=\frac{1}{4^k}\sum_{n=-2^{k-1}}^{2^{k-1}-1}\frac{1}{\sin^2\frac{x+n\pi}{2^k}}=\lim_{k\to\infty}\sum_{n=-k}^k\frac{1}{(x+n\pi)^2}=\sum_{n\in\mathbb{Z}}\frac{1}{(x+n\pi)^2}}

and now note that

\displaystyle\sum_{n\in\mathbb{Z}}\frac{1}{x+n}=\pi\cot\pi x

Because,

\displaystyle{\cot x=-\int\frac{1}{\sin^2x}dx=-\int\sum_{n\in\mathbb{Z}}\frac{1}{(x+n\pi)^2}dx=\sum_{n\in\mathbb{Z}}\frac{1}{x+n\pi}}

By using this recent identity we can write

\displaystyle\sum_{n=1}^\infty\frac{(m-1)^n-1}{m^n}\zeta(n+1) \displaystyle=\sum_{n=1}^\infty\sum_{k=1}^\infty\frac{(m-1)^n-1}{m^n}\frac1{k^{n+1}}

                                                                         \displaystyle=\sum_{k=1}^\infty\frac1k\sum_{n=1}^\infty\left(\frac{(m-1)^n}{m^nk^n}-\frac1{m^nk^n}\right)

                                                                         \displaystyle=\sum_{k=1}^\infty\frac1k\left(\frac{\frac{m-1}{mk}}{1-\frac{m-1}{mk}}-\frac{\frac1{mk}}{1-\frac1{mk}}\right)

                                                                         \displaystyle=\sum_{k=1}^\infty\left(\frac1{\frac1m-k}+\frac1{\frac1m+k-1}\right)

                                                                         \displaystyle=\sum_{k\in\mathbb{Z}}\frac1{\frac1m+k} \displaystyle=\pi\cot\frac{\pi}{m}.

A Beautiful Convergent Series II