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:

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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