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An Introduction To The Harmonic Series and Logarithmic Integ1
An Introduction To The Harmonic Series and Logarithmic Integ1
An Introduction To The Harmonic Series and Logarithmic Integ1
The harmonic series and logarithmic integrals, which are strongly interrelated, are
not commonly found in the standard textbooks. Evaluating them can be challenging
to new learners, as it requires specific approaches and a good knowledge of special
functions such as the gamma function, the polygamma function, the beta function,
the polylogarithm function, and various other special functions and constants. It
also requires a lot of experience and patience, since it involves plenty of tricks and
time-consuming calculations.
The purpose of this book is to introduce the harmonic series in a way suitable for all
readers with a good knowledge of calculus, from high school students to researchers.
The book is the result of over five years of working on the harmonic series. As
I taught myself this topic, I struggled to find the proofs for most of the identities
required for evaluating the harmonic series. With the experience gained over years,
I managed to prove these identities in detail using only basic definitions and well–
known techniques, and without using contour integration or the residue theorem,
which require a deep understanding of complex analysis.
I would like to inform the reader that I borrowed a few proofs from some sites, mainly
from the Mathematics Stack Exchange site, adding more details and modifying them
my own way. Also, most of the text is written in equations, so the reader won’t find
much unnecessary verbiage in this book.
The book consists of four chapters. Chapter 1 presents some essential series trans-
formations and special functions and shows how these functions are related to each
other. It explains the definition and properties of each function and also derives many
special values needed for the calculations in chapters 3 and 4.
In chapter 2, the reader will find the derivations of plenty of useful identities: gen-
erating functions involving the harmonic number and series expansion of powers of
arcsin(x). Other identities are derived using the beta function, the Cauchy product,
Abel’s summation, and Fourier series.
Chapter 3 prepares all the integral results required to calculate the harmonic series in
chapter 4, including some new results. These were derived using algebraic identities,
integral manipulations and the beta function.
Chapter 4 shows how to calculate many types of harmonic series: non-alternating
series, alternating series, series with powers of 2 in the denominator, series with
powers of 2n + 1 in the denominator, series with rational argument, series with skew
iv
Preface v
harmonic number, series with central binomial coefficient, and many others. Several
solutions are presented using two different methods.
At the end of the book, I have provided a table of Mathematica commands for
approximating or evaluating limits, derivatives, integrals, and series, so that the
reader can verify any result of interest throughout the book.
More advanced and challenging problems about the harmonic series may be found
on my Mathematics Stack Exchange page, https://math.stackexchange.com
/users/432085/ali-shadhar. I decided not to include them in the book for the
sake of simplicity. To keep up to date with any new identities or results, you can
follow my Facebook group, Harmonic Series, https://www.facebook.com/gro
ups/178723409566339.
Finally, I would like to express my gratitude to my friend Cornel Ioan Vălean for
being a big motivation for me to explore the realm of the harmonic series through his
amazing problems and solutions, many of which are included in his book, (Almost)
Impossible Integrals, Sums, and Series, and for his valuable tips for writing this book.
I would also like to thank Elio Arturo and my brother Hasan Shadhar for their help in
using LaTeX. I extend my gratitude to my friends, Khalaf Ruhemi, Shivam Sharma,
and Hasan Hussein for all the support and encouragement they offered me while
writing this book. I also want to thank my parents, to whom I am dedicating this
book, for all their support.
vi
Contents vii
2 (2)
P∞ Hn −Hn
2.1.6 n=1 n xn . . . . . . . . . . . . . . . . . . . . . . 62
P∞ Hn2 n
2.1.7
Pn=1 n x . . . . . . . . . . . . . . . . . . . . . . . . . 63
∞ Hn n
2.1.8 n=1 n3 x . . . . . . . . . . . . . . . . . . . . . . . . . 63
P∞ Hn(2) n
2.1.9 n=1 n2 x . . . . . . . . . . . . . . . . . . . . . . . . 67
P∞ Hn(3) n
2.1.10 Pn=1 n x . . . . . . . . . . . . . . . . . . . . . . . . 67
∞ 3 n
2.1.11 H n x . . . . . . . . . . . . . . . . . . . . . . . . . 68
Pn=1
∞ Hn 2
n
2.1.12 n=1 n2 x . . . . . . . . . . . . . . . . . . . . . . . . . 68
P∞ (2) n
2.1.13 Hn Hn x . . . . . . . . . . . . . . . . . . . . . . 69
Pn=1
∞ 3 (2) (3)
2.1.14 n=1 (H n − 3H H
n n + 2Hn )xn . . . . . . . . . . . . . 70
P∞ Hn Hn(2) n
2.1.15 n=1 x . . . . . . . . . . . . . . . . . . . . . . . 70
P∞ Hn3 n n
2.1.16 n=1 n x . . . . . . . . . . . . . . . . . . . . . . . . . 72
P∞
2.1.17 Pn=1 (Hn − 6Hn Hn + 8Hn Hn(3) + 3(Hn(2) )2 − 6Hn(4) )xn
4 2 (2)
. . 72
∞
2.1.18 H n xn . . . . . . . . . . . . . . . . . . . . . . . . . 73
Pn=1
∞ Hn n
2.1.19 n x . . . . . . . . . . . . . . . . . . . . . . . . . 74
Pn=1
∞ Hn n
2.1.20 Pn=1 n2 x . . . . . . . . . . . . . . . . . . . . . . . . . 75
∞
n n . . . . . . . . . . . . . . . . . . . . . . .
2.1.21 n=1 H 2 x . . 78
P∞ Hn/2 n
2.1.22 n x . . . . . . . . . . . . . . . . . . . . . . . . 79
Pn=1
∞ Hn/2 n
2.1.23 n=1 n2 x . . . . . . . . . . . . . . . . . . . . . . . . 80
P∞ (2n n) n
2.1.24 n=1 4n Hn x . . . . . . . . . . . . . . . . . . . . . . . 82
P∞ (2n n ) Hn n
2.1.25 n=1 4n n x . . . . . . . . . . . . . . . . . . . . . . . 83
2n
P∞ ( n ) Hn n
2.1.26
Pn=1 4n n2 x . . . . . . . . . . . . . . . . . . . . . . . 84
∞ 2H2n −Hn 2n
2.1.27 n=1 n x . . . . . . . . . . . . . . . . . . . . . 85
P∞ H2n 2n+1
2.1.28 n=1 x . . . . . . . . . . . . . . . . . . . . . . 86
P∞ 2n+1
(−1)n H2n 2n+1
2.1.29 x . . . . . . . . . . . . . . . . . . . . 87
Pn=1
∞
2n+1
Hn −H2n 1
2n
2.1.30 n=1 n − 2n2 x . . . . . . . . . . . . . . . . . 88
2.2 Series Expansion of Powers of arcsin(z) . . . . . . . . . . . . . . . 89
2.2.1 Series Expansion of arcsin(z) . . . . . . . . . . . . . . . . 89
2.2.2 Series Expansion of arcsin(z)
√
1−z 2
. . . . . . . . . . . . . . . . . 90
2.2.3 Series Expansion of arcsin3 (z) . . . . . . . . . . . . . . . 91
2.2.4 Series Expansion of arcsin4 (z) . . . . . . . . . . . . . . . 92
2.3 Identities by Beta Function . . . . . . . . . . . . . . . . . . . . . . 95
2.3.1 Expressing Beta Function as a Product . . . . . . . . . . . . 95
2.3.2 Evaluation of Four Logarithmic Integrals . . . . . . . . . . 95
2.4 Identities by Cauchy Product . . . . . . . . . . . . . . . . . . . . . 99
2.4.1 Cauchy Product of Two Power Series . . . . . . . . . . . . 99
2.4.2 Cauchy Product of − ln(1 − x) Li2 (x) . . . . . . . . . . . . 99
2.4.3 Cauchy Product of Li22 (x) . . . . . . . . . . . . . . . . . . 100
2.4.4 Cauchy Product of − ln(1 − x) Li3 (x) . . . . . . . . . . . . 101
Contents ix
R1 ln(x) ln(1+x)
3.2.14 1−x dx . . . . . . . . . . . . . . . . . . . . . . 174
R01 ln(x) ln(1−x)
3.2.15 1+x dx . . . . . . . . . . . . . . . . . . . . . . 175
R01 ln(x) ln2 (1−x) R 1 2 ln(1−x)
3.2.16 0 1+x dx & 0 ln (x)1+x dx . . . . . . . . . . 175
R1 ln2 (1+x) R1 R1
3.2.17 0 1+x2
dx, 0 ln(1−x) ln(1+x)
1+x2
dx, & 0 ln(x)1+x
ln(1+x)
2 dx . . . 177
R1 ln(x) ln2 (1−x)
3.2.18 0
√
x(1−x)
dx . . . . . . . . . . . . . . . . . . . . . . 179
1
R ln2 (x) ln(1−x)
3.2.19 2
1−x dx . . . . . . . . . . . . . . . . . . . . . . 180
R01 ln2 (x) ln(1+x)
3.2.20 1+x dx . . . . . . . . . . . . . . . . . . . . . . 181
R01 ln3 (1−x) ln(x)
3.2.21 1
x dx . . . . . . . . . . . . . . . . . . . . . . 181
R 21 Li2 (−x)
3.2.22 1+x2 dx . . . . . . . . . . . . . . . . . . . . . . . . . 183
R01 ln(x) arctan x
3.2.23 1+x dx . . . . . . . . . . . . . . . . . . . . . . 183
R01 ln2 (x) arctan x
3.2.24 0 x(1+x2 ) dx . . . . . . . . . . . . . . . . . . . . . . 184
R1 Li22 (−x)
3.2.25 x dx . . . . . . . . . . . . . . . . . . . . . . . . . 186
R012 Li22 (−x)
3.2.26 x dx . . . . . . . . . . . . . . . . . . . . . . . . . 187
R01 ln2 (1−x) Li2 (x)
3.2.27 x dx . . . . . . . . . . . . . . . . . . . . . 188
R01 ln3 (1−x) Li2 (x)
3.2.28 x dx . . . . . . . . . . . . . . . . . . . . . 188
R01 ln4 (1−x) Li2 (x)
3.2.29 0 x dx . . . . . . . . . . . . . . . . . . . . . 188
P∞ Hn
4.2.1 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . . . . 216
P∞ (2)
Hn
4.2.2 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . . . 216
P∞ Hn2
4.2.3 n2 . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
Pn=1
∞ Hn H2n
4.2.4 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . . 218
P∞ Hn(2)
4.2.5 n=1 n3 . . . . . . . . . . . . . . . . . . . . . . . . . . 220
P∞ Hn(3)
4.2.6 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . . . 220
P∞ Hn2
4.2.7 n=1 n3 . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
P∞ Hn Hn(2)
4.2.8 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . 222
P∞ Hn3
4.2.9 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
P∞ Hn(2)
4.2.10 n=1 n4 . . . . . . . . . . . . . . . . . . . . . . . . . . 225
P∞ Hn2
4.2.11 n=1 n4 . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
P∞ Hn(4)
4.2.12 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . . . 226
P∞ (Hn(2) )2
4.2.13 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . . 227
P∞ Hn Hn(3)
4.2.14 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . 227
P∞ Hn2 Hn(2)
4.2.15 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . 228
P∞ Hn4
4.2.16 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . . . . 230
P∞ Hn Hn(2)
4.2.17 n=1 n3 . . . . . . . . . . . . . . . . . . . . . . . . 230
P∞ Hn3
4.2.18 n=1 n3 . . . . . . . . . . . . . . . . . . . . . . . . . . . 231
P∞ Hn(2)
4.2.19 n=1 n5 . . . . . . . . . . . . . . . . . . . . . . . . . . 232
P∞ Hn2
4.2.20 n=1 n5 . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
P∞ Hn(3)
4.2.21 n=1 n4 . . . . . . . . . . . . . . . . . . . . . . . . . . 234
P∞ Hn(4)
4.2.22 n=1 n3 . . . . . . . . . . . . . . . . . . . . . . . . . . 234
P∞ Hn2 Hn(2)
4.2.23 n=1 n3 . . . . . . . . . . . . . . . . . . . . . . . . 235
P∞ Hn(2)
4.2.24 n=1 n7 . . . . . . . . . . . . . . . . . . . . . . . . . . 236
4.3 Alternating Harmonic Series . . . . . . . . . . . . . . . . . . . . . 238
P∞ (−1)n Hn
4.3.1 . . . . . . . . . . . . . . . . . . . . . . . . 238
Pn=1 n
∞ (−1)n H2n
4.3.2 n=1 n . . . . . . . . . . . . . . . . . . . . . . . 238
P∞ (−1)n Hn
4.3.3 n2 . . . . . . . . . . . . . . . . . . . . . . . . 239
Pn=1
∞ (−1)n H2n
4.3.4 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . 240
P∞ (−1)n Hn(2)
4.3.5 n=1 n . . . . . . . . . . . . . . . . . . . . . . . 240
P∞ (−1)n Hn(3)
4.3.6 . . . . . . . . . . . . . . . . . . . . . . . 241
Pn=1 n
∞ (−1)n Hn
4.3.7 n=1 n3 . . . . . . . . . . . . . . . . . . . . . . . . 241
P∞ (−1)n Hn(2)
4.3.8 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . 243
P∞ (−1)n Hn2
4.3.9 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . 243
Contents xiii
P∞ (−1)n Hn Hn (2)
4.3.10 n=1 n . . . . . . . . . . . . . . . . . . . . . . 244
P∞ (−1)n Hn3
4.3.11 . . . . . . . . . . . . . . . . . . . . . . . . 245
Pn=1
∞
n
(−1)n Hn
4.3.12 n=1 n4 . . . . . . . . . . . . . . . . . . . . . . . . 245
P∞ (−1)n Hn(2)
4.3.13 n=1 n3 . . . . . . . . . . . . . . . . . . . . . . . 247
P∞ (−1)n Hn2
4.3.14 n=1 n3 . . . . . . . . . . . . . . . . . . . . . . . . 247
P∞ (−1)n Hn(4)
4.3.15 n=1 n . . . . . . . . . . . . . . . . . . . . . . . 248
P∞ (−1)n Hn(3)
4.3.16 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . 249
P∞ (−1)n Hn Hn (2)
4.3.17 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . 249
P∞ (−1)n Hn3
4.3.18 n=1 n2 . .. . . . . . . . . . . . . . . . . . . . . . 251
4.4 Harmonic Series
P∞ Hn with Powers of 2 in the Denominator . . . . . . . 252
4.4.1 n=1 n2 n . . . . . . . . . . . . . . . . . . . . . . . . . . 252
P∞ Hn
4.4.2 n=1 n2 2n . . . . . . . . . . . . . . . . . . . . . . . . . . 252
P∞ Hn(2)
4.4.3 n=1 n2n . . . . . . . . . . . . . . . . . . . . . . . . . . 253
P∞ Hn2
4.4.4 n2n . . . . . . . . . . . . . . . . . . . . . . . . . . 254
Pn=1
∞ Hn
4.4.5 n=1 n3 2n . . . . . . . . . . . . . . . . . . . . . . . . . . 254
P∞ Hn(2)
4.4.6 n=1 n2 2n . . . . . . . . . . . . . . . . . . . . . . . . . . 255
P∞ Hn2
4.4.7 n=1 n2 2n . . . . . . . . . . . . . . . . . . . . . . . . . . 256
P∞ Hn(3)
4.4.8 n2n . . . . . . . . . . . . . . . . . . . . . . . . . . 256
Pn=1
∞ Hn
4.4.9 n=1 n4 2n . . . . . . . . . . . . . . . . . . . . . . . . . . 257
P∞ Hn(4)
4.4.10 n=1 n2n . . . . . . . . . . . . . . . . . . . . . . . . . . 258
P∞ Hn(2)
4.4.11 n=1 n3 2n . . . . . . . . . . . . . . . . . . . . . . . . . . 258
P∞ Hn(3)
4.4.12 n=1 n2 2n . . . . . . . . . . . . . . . . . . . . . . . . . . 259
P∞ Hn2
4.4.13 n=1 n3 2n . . . . . . . . . . . . . . . . . . . . . . . . . . 260
P∞ Hn Hn(2)
4.4.14 n=1 n2 2n . . . . . . . . . . . . . . . . . . . . . . . . 262
P∞ Hn3
4.4.15 n=1 n2 2n . . . . . . . . . . . . . . . . . . . . . . . . . . 265
4.5 Harmonic Series with Powers of 2n + 1 in the denominator . . . . . 266
P∞ (−1)n H2n+1
4.5.1 n=0 . . . . . . . . . . . . . . . . . . . . . . 266
P∞ (−1)2n+1 n
H2n+1
4.5.2 n=0 (2n+1)2 . . . . . . . . . . . . . . . . . . . . . . 266
P∞ (−1)n H2n+1 (2)
4.5.3 . . . . . . . . . . . . . . . . . . . . . . 267
Pn=0
∞ Hn
2n+1
4.5.4 n=1 (2n+1)2 . . . . . . . . . . . . . . . . . . . . . . . . 267
P∞ (−1)n Hn
4.5.5 n=0 (2n+1)2 . . . . . . . . . . . . . . . . . . . . . . . . 268
P∞ (−1)n Hn(2)
4.5.6 n=0 2n+1 . . . . . . . . . . . . . . . . . . . . . . . 269
P∞ (−1) n
H2n+1
4.5.7 n=0 (2n+1)3 . . . . . . . . . . . . . . . . . . . . . . 271
n
P∞ (−1) H2n+1 (2)
4.5.8 n=0 (2n+1)2 . . . . . . . . . . . . . . . . . . . . . . 272
xiv Contents
P∞ (2)
Hn
4.5.9 n=1 (2n+1)2 . . . . . . . . . . . . . . . . . . . . . . . . 272
P∞ 2
Hn
4.5.10 n=1 (2n+1)2 . . . . . . . . . . . . . . . . . . . . . . . . 275
P∞ (2)
Hn
4.5.11 n=1 (2n+1)3 . . . . . . . . . . . . . . . . . . . . . . . . 275
P∞ (3)
Hn
4.5.12 n=1 (2n+1)2 . . . . . . . . . . . . . . . . . . . . . . . . 276
P∞ (3) P∞ (−1)n Hn(3)
Hn
4.5.13 n=1 (2n+1)3 + 4 n=1 n3 . . . . . . . . . . . . . 276
4.6 Skew Harmonic Series
P∞ (−1)n H n . . . . . . . . . . . . . . . . . . . . . . . . 277
4.6.1 n=1 n . . . . . . . . . . . . . . . . . . . . . . . . 277
P∞ Hn
4.6.2 n=1 n3 . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
P∞ (−1)n H n
4.6.3 n=1 n3 . . . . . . . . . . . . . . . . . . . . . . . . 278
P∞ (−1)n H n Hn
4.6.4 . . . . . . . . . . . . . . . . . . . . . . 279
Pn=1
∞ H n Hn
n
4.6.5 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . . 280
P∞ (−1)n H n Hn
4.6.6 n2 . . . . . . . . . . . . . . . . . . . . . . 281
Pn=1
∞ H 2n H2n
4.6.7 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . 284
4.7 Harmonic Series with Rational Argument . . . . . . . . . . . . . . 285
P∞ (−1)n Hn/2
4.7.1 . . . . . . . . . . . . . . . . . . . . . . . 285
Pn=1
∞ Hn/2
n
4.7.2 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . . . . 286
P∞ (−1) n
Hn/2
4.7.3 n=1 n2 . . . . . . . . . . . . . . . . . . . . . . . 286
P∞ Hn/2
4.7.4 n=1 n3 . . . . . . . . . . . . . . . . . . . . . . . . . . 287
P∞ (−1) n
Hn/2
4.7.5 n=1 n3 . . . . . . . . . . . . . . . . . . . . . . . 288
P∞ Hn Hn/2
4.7.6 n=1 n2n . . . . . . . . . . . . . . . . . . . . . . . . 288
P∞ (−1) Hn Hn/2
4.7.7 n=1 2 . . . . . . . . . . . . . . . . . . . . . 289
P∞ (−1)n nHn/2
4.7.8 n=1 n4 . . . . . . . . . . . . . . . . . . . . . . . 290
4.8 Harmonic Series2nwith Binomial Coefficient in the Numerator . . . . 291
P∞ ( n ) Hn
4.8.1 n=1 4n n . . . . . . . . . . . . . . . . . . . . . . . . 291
P∞ (2n n ) (−1) Hn
n
4.8.2 n=1 4n n . . . . . . . . . . . . . . . . . . . . . 292
P∞ (2n n ) Hn
4.8.3 n=1 4n n2 . . . . . . . . . . . . . . . . . . . . . . . . 292
P∞ (2n n ) Hn
(2)
4.8.4 n=1 4n n . . . . . . . . . . . . . . . . . . . . . . . . 293
P∞ (2n n ) H
(2)
4.8.5 n=1 4n n . . . . . . . . . . . . . . . . . . . . .
2n
. . . 294
P∞ (2n n ) Hn
2
4.8.6 n=1 4n n . . . . . . . . . . . . . . . . . . . . . . . . 295
P∞ (2n n ) H 2
4.8.7 n=1 4n n2
n
. . . . . . . . . . . . . . . . . . . . . . . . 297
4.9 Harmonic Series
P∞ 4n Hn with Binomial Coefficient in the Denominator . . . 299
4.9.1 n=1 (2n) n2 . . . . . . . . . . . . . . . . . . . . . . . . 299
P∞ 4nn H2n
4.9.2 n=1 (2n) n2 . . . . . . . . . . . . . . . . . . . . . . . . 301
P∞ 4nn Hn
4.9.3 n=1 (2n) n3 . . . . . . . . . . . . . . . . . . . . . . . . 302
n
Contents xv
(2)
4n Hn
P∞
4.9.4 . . . . . . . . . . . . . . . . . . . . . . . . 304
n=1 ( ) 2
2n
n
n
P∞ n 2
4 Hn
4.9.5 n=1 (2n) n2 . . . . . . . . . . . . . . . . . . . . . . . . 305
P∞ 4nn H2n
4.9.6 n=1 (2n) n3 . . . . . . . . . . . . . . . . . . . . . . . . 307
n
References 314
Index 316
Notations
xvi
Notations xvii
n
X n+c
X
ak = ak−c . (1.1)
k=m k=m+c
Pn
Proof. The index k in k=m ak ranges from m to n:
m ≤ k ≤ n.
Replace k by j − c,
m ≤ j − c ≤ n.
On solving this compound inequality, we get
m + c ≤ j ≤ n + c.
This indicates that if we replace the index k by j − c, the index j will range from
m + c to n + c:
Xn n+c
X
ak = aj−c .
k=m j=m+c
1
2 Chapter 1. Series Transformations and Special Functions
Hk
Example 1: Let ak = k+1 and m = 0 then shift the index by −1,
n n+1
X Hk X Hk−1
= .
k+1 k
k=0 k=1
n
X n
X
ak = an−k+m . (1.2)
k=m k=m
m ≤ k ≤ n.
Replace k by n − j + m,
m≤n+m−j ≤n
or
m ≤ j ≤ n.
This shows that if we replace the index k by n − j + m, the index j will range from
m to n as well:
Xn Xn
ak = an−j+m .
k=m j=m
Proof.
∞
X
an = a1 + a2 + a3 + · · ·
n=1
= (a1 + a3 + a5 + · · · ) + (a2 + a4 + a6 + · · · )
X∞ X∞
= a2n+1 + a2n ,
n=0 n=1
∞ ∞ ∞ ∞ ∞
X 1 X 1 X 1 X 1 1X 1
= + = +
n=1
n2 n=0
(2n + 1)2 n=1 (2n)2 n=0
(2n + 1)2 4 n=1 n2
or
∞ ∞
X 1 4X 1
2
= .
n=1
n 3 n=0 (2n + 1)2
Hn
Example 2: Put an = n3 ,
∞ ∞ ∞
X Hn X H2n+1 X H2n
3
= 3
+ 3
.
n=1
n n=0
(2n + 1) n=1
(2n)
4 Chapter 1. Series Transformations and Special Functions
The proof finalizes on dividing both sides by 2. Following the same approach, we
also find
∞ ∞ ∞
X 1X 1X
a2n = an + (−1)n an . (1.6)
n=0
2 n=0 2 n=0
1
Example 1: Let an = (n+1)4 in (1.5),
∞ ∞ ∞
X 1 1X 1 1 X (−1)n
= + .
n=1
(2n + 1)4 2 n=1 (n + 1)4 2 n=1 (n + 1)4
Hn+1
Example 2: Let an = (n+3)3 in (1.6),
∞ ∞ ∞
X H2n+1 1 X Hn+1 1X Hn+1
3
= 3
+ (−1)n .
n=0
(2n + 3) 2 n=0 (n + 3) 2 n=0 (n + 3)3
Proof.
∞
X ∞
X
an − (−1)n an = a1 + a2 + a3 + · · · − (−a1 + a2 − a3 + · · · )
n=1 n=1
= 2a1 + 2a3 + 2a5 + · · ·
1.6. Converting the Summand (−1)n a2n to in an 5
∞
X
= 2(a1 + a3 + a5 + · · · ) = 2 a2n+1 .
n=0
Hn
Example 1: Set an = n3 in (1.7),
∞ ∞ ∞
X H2n+1 1 X Hn 1X Hn
3
= 3
− (−1)n 3 .
n=0
(2n + 1) 2 n=1 n 2 n=1 n
1
Example 2: Set an = n4 in (1.8),
∞ ∞ ∞
X 1 1X 1 1 X (−1)n
= − .
n=1
(2n − 1)4 2 n=1 n4 2 n=1 n4
∞
X ∞
X
n
(−1) a2n = R in an . (1.9)
n=1 n=1
Proof.
∞
X
in an = ia1 + i2 a2 + i3 a3 + i4 a4 + i5 a5 + i6 a6 + · · ·
n=1
= ia1 − a2 − ia3 + a4 + ia5 − a6 + · · ·
= i(a1 − a3 + a5 − · · · ) + (−a2 + a4 − a6 + · · · )
∞
X ∞
X
=i (−1)n a2n+1 + (−1)n a2n , (1.10)
n=0 n=1
and the proof follows on comparing the real parts of both sides.
xn
Example 1: Put an = n3 ,
∞ ∞
X x2n X
nx
n
(−1)n = R i .
n=1
(2n)3 n=1
n3
6 Chapter 1. Series Transformations and Special Functions
Hn+1
Example 2: Put an = n2 ,
∞ ∞
X H2n+1 X Hn+1
(−1)n =R in .
n=1
(2n)2 n=1
n2
∞ ∞
X (−1)n X in
= J .
n=0
(2n + 1)3 n=1
n3
Hn
Example 2: Let an = (n+1)2 ,
∞ ∞
X H2n+1 X Hn
(−1)n = J in .
n=0
(2n + 2)2 n=1
(n + 1)2
Proof.
r
X
ln(an ) = ln(am ) + ln(am+1 ) + · · · + ln(ar )
n=m
r
Y
= ln(am × am+1 × · · · × ar ) = ln an .
n=m
Example 1: Let an = n,
r
X r
Y
ln(n) = ln n = ln(1 × 2 × 3 × · · · × r) = ln(r!).
n=1 n=1
1.9. Double Summation 7
Example 2: Let an = en ,
r r r
Y X X r(r + 1)
ln en = ln(en ) = n= .
n=1 n=1 n=1
2
Proof.
∞ X
X m 1
X 2
X 3
X
am bn = a1 bn + a2 bn + a3 bn + · · ·
m=1 n=1 n=1 n=1 n=1
= a1 (b1 ) + a2 (b1 + b2 ) + a3 (b1 + b2 + b3 ) + · · ·
= b1 (a1 + a2 + · · · ) + b2 (a2 + a3 + · · · ) + b3 (a3 + a4 + · · · ) + · · ·
X ∞ X∞ X∞
= b1 am + b2 am + b3 am + · · ·
m=1 m=2 m=3
X∞ ∞
X ∞ X
X ∞
= bn am = am bn ,
n=1 m=n n=1 m=n
and the proof is complete. If we follow the same steps above, we also find
∞ m−1
X X ∞
X ∞
X
am bn = am bn . (1.14)
m=1 n=1 n=1 m=n+1
x + iy = r cos(θ) + ir sin(θ)
= r(cos(θ) + i sin(θ)).
x + iy = reiθ .
p
The proof completes on substituting r = x2 + y 2 and θ = arctan(y/x).
The constraint x > 0 in (1.15) shows that this rule is valid only when the complex
number is in the first or fourth quadrant of the complex plane.
In general, for positive x and y, where x = y 6= 0 and y 6= 0, we have
1 y
ln(x + iy) = ln(x2 + y 2 ) + i arctan ; (1.17)
2 x
1 h y i
ln(−x + iy) = ln(x2 + y 2 ) + i π − arctan ; (1.18)
2 x
1.10. The Logarithm of a Complex Number 9
1 h y i
ln(−x − iy) = ln(x2 + y 2 ) − i π − arctan ; (1.19)
2 x
1 y
ln(x − iy) = ln(x2 + y 2 ) − i arctan . (1.20)
2 x
Note that (1.19) and (1.20) follows from replacing i by −i in (1.18) and (1.17)
respectively. To prove (1.18), we sum it with its conjugate,
or
eiπ = −1,
π
ln(−i) = −i . (1.27)
2
Γ(z + 1) = zΓ(z), z∈
/ Z≤0 . (1.32)
Note that Z ∞
∞
Γ(1) = e−t dt = −e−t 0
= −0 + 1 = 1,
0
Γ(2) = 1 · Γ(1) = 1 · 1 = 1!
Γ(3) = 2 · Γ(2) = 2 · 1! = 2!
Γ(4) = 3 · Γ(3) = 3 · 2! = 3!
Γ(5) = 4 · Γ(4) = 4 · 3! = 4!.
So in general we have
Γ(z) = (z − 1)!, z ∈ Z+ . (1.33)
√ 1
Divide both sides by 2nn+ 2 e−n then let n → ∞, we get
Z ∞ √2 √
n!
n ln 1+x n −x 2n
lim √ n+ 1 = lim √n e dx
n→∞ 2n 2 e −n n→∞ − 2
12 Chapter 1. Series Transformations and Special Functions
Z ∞ h √2 √ i
limn→∞ n ln 1+x n −x 2n
= e dx.
−∞
q
2 2x2
To find the remaining limit, let x n = y and so n = y2 ,
" r ! #
2 √ ln(1 + y) − y
lim n ln 1 + x − x 2n = 2x2 lim
n→∞ n y→0 y2
{apply L’Hopital’s rule, since we have the case 0/0}
1
1+y −1 −1
= 2x2 lim = x2 lim = −x2 .
y→0 2y y→0 1 + y
It follows that Z ∞
n! 2
lim √ n+ 12
= e−x dx.
n→∞ 2n e−n −∞
√
This integral is called the Gaussian Integral, which evaluates to π by using the
polar coordinates (see[39]). Thus,
n! √
lim √ 1 = π.
n→∞ 2nn+ 2 e−n
√
Divide both sides by π to finish the proof.
To evaluate the Gaussian Integral in a different way, split the integral at x = 0,
Z ∞ Z 0 Z ∞
−x2 2
e dx = + e−x dx
−∞ −∞ 0
Z 0 Z ∞ Z ∞ Z ∞
2 2 2 2
= e−x dx + e−x dx = e−x dx + e−x dx
−∞ 0 0 0
| {z }
x→−x
∞ √ ∞
1 use (1.41) √
Z Z
−x2 x= y 1
=2 e dx = y − 2 e−y dy = Γ = π.
0 0 2
Γ(z + 1) = zΓ(z);
1.11. Gamma Function 13
Γ(z + n + 1) = (z + n) · (z + n − 1) · · · · (z + 1) · zΓ(z)
or
n
Γ(z + n + 1) Γ(z + n + 1) Γ(z + n + 1) Y 1
Γ(z) = = Qn = .
z(z + 1) · · · (z + n) z k=1 (z + k) z z+k
k=1
n!nz
by Γ(z+n+1) , we obtain
n
Γ(z)n!nz 1 Y n!nz
=
Γ(z + n + 1) z z+k
k=1
( n n n n
)
Y Y Y Y
write n! = k then use ak bk = ak bk
k=1 k=1 k=1 k=1
n n
1 Y knz 1 Y nz
= = .
z k+z z 1 + kz
k=1 k=1
For the LHS limit, use Stirling’s approximation for n! and Γ(z + n + 1),
√ 1
n!nz 2πnn+ 2 e−n nz
lim = lim √ 1
n→∞ Γ(z + n + 1) n→∞ 2π(n + z)n+z+ 2 e−n−z
14 Chapter 1. Series Transformations and Special Functions
1
nn+z+ 2
= ez lim 1
(n + z)n+z+ 2
n→∞
z+ 12 n
z n n
= e lim
n→∞ n + z n+z
z+ 12
n
lim z+ 21
n→∞ n + z z (1)
= ez z n = e = 1.
ez
lim 1 +
n→∞ n
Since
n−1 z n−1 Qn−1 z
Y 1 Y (k + 1)z k=1 (k + 1)
1+ = = Qn−1 z
k kz k=1 k
k=1 k=1
2z · 3z · · · (n − 1)z · nz
= = nz
1z · 2z · · · (n − 1)z
n−1 Qn
Y
k=1 ak
and since ak = , we have
an
k=1
n−1 z Qn z
z
Y 1 k=1 1 + k1
n = 1+ = z .
k=1
k 1 + n1
we obtain
Z ∞ z−1
x
Γ(z)Γ(1 − z) = dx (1.39)
0 1 +x
Z 1 Z ∞ z−1 Z 1 z−1 Z ∞ z−1
x x x
= + dx = dx + dx
0 1 1 + x 0 1 + x 1 +x
| 1 {z }
x→1/x
Z 1 z−1 Z 1 −z
x x
= dx + dx
0 1+x 0 1+x
1
expand in series in both integrals
1+x
∞ ∞
Z 1 ! Z 1 !
X X
z−1 n n −z n n
= x (−1) x dx + x (−1) x dx
0 n=0 0 n=0
{interchange integration and summation}
∞
X Z 1 X∞ Z 1
n n+z−1 n
= (−1) x dx + (−1) xn−z dx
n=0 0 n=0 0
∞ n ∞ n
X (−1) (−1)
X
= +
n=0
n+z n=0
n−z+1
{seperate the first term of the first sum and shift the index of the second}
∞ ∞ ∞
1 X (−1)n X (−1)n 1 X 2z(−1)n
= + − = −
z n=1 n + z n=1
n−z z n=1 n2 − z 2
{recall the identity in (2.130)}
π
= . (1.40)
sin(πz)
Remark: The interchange of integration and summation used in the proof above is
justified by Lebesgue’s dominated convergence theorem (see [13]):
∞
Z X ∞ Z
X
fn (x)dx = fn (x)dx, (1.42)
X n=1 n=1 X
16 Chapter 1. Series Transformations and Special Functions
yields
1 1
Γ2 (n)
Z Z
n−1 n−1 x= 1+u 1−2n
= x (1 − x) dx 2
= 2 (1 − u2 )n−1 du
Γ(2n) 0 −1
Z 0 Z 1
= 21−2n + (1 − u2 )n−1 du
−1 0
Z 0 Z 1
1−2n 2 n−1 1−2n
=2 (1 − u ) du +2 (1 − u2 )n−1 du
−1 0
| {z }
u→−u
Z 1 Z 1
1−2n 2 n−1 1−2n
=2 (1 − u ) du + 2 (1 − u2 )n−1 du
0 0
Z 1
1−2n
=2 2(1 − u2 )n−1 du (1.44)
0
√ Z 1
u= x 1
= 21−2n x− 2 (1 − x)n−1 dx
0
{use the defnition of the beta function in (1.47)}
1−2n 1
=2 B ,n
2
{recall the property of the beta function in (1.48)}
2 Γ( 12 )Γ(n)
= .
4n Γ( 12 + n)
√
The proof completes on substituting Γ(1/2) = π given in (1.41).
1.12. Beta Function 17
we have
2n Γ(2n + 1)
=
n Γ2 (n + 1)
{use Γ(z + 1) = zΓ(z) given in (1.32)}
2nΓ(2n) 2Γ(2n)
= 2
=
(nΓ(n)) nΓ2 (n)
or
Γ2 (n) 2
= 2n
.
Γ(2n) n n
Plug this result in (1.45),
π
4n 1
Z 2
sin2n−1 (x)dx = 2n 2n .
(1.46)
0 n
One of the key identities of the beta function is the Beta–Gamma identity:
Γ(a)Γ(b)
B(a, b) = . (1.48)
Γ(a + b)
y
Proof : Make the substitution x = 1+y in (1.47).
We also have
1
xa−1 + xb−1
Z
B(a, b) = dx, R(a) > 0, R(b) > 0. (1.52)
0 (1 + x)a+b
1.13. Riemann Zeta Function 19
(−1)z−1 1
lnz−1 (x)
Z
ζ(z) = dx, R(z) > 1. (1.54)
Γ(z) 0 1−x
20 Chapter 1. Series Transformations and Special Functions
over n ≥ 1, we get
∞ ∞ Z
X 1 (−1)z−1 X 1 n−1 z−1
:= ζ(z) = x ln (x)dx
n=1
nz Γ(z) n=1 0
{interchange integration and summation }
∞
!
(−1)z−1 1 z−1
Z X
= ln (x) xn−1 dx
Γ(z) 0 n=1
{use the geometric series formula}
(−1)z−1 1 z−1
Z
1
= ln (x) dx,
Γ(z) 0 1−x
1
ζ(0) = − . (1.55)
2
π2
ζ(2) = . (1.56)
6
we have
1 1
π2
Z Z
dx dy
=
16 0 1 + x2 0 1 + y2
Z 1Z 1
dy dx
=
0 0 (1 + x2 )(1 + y 2 )
Z 1Z x
t=xy dt dx
=
0 0 x(1 + + t2 /x2 )x2 )(1
{change the order of integration}
1 1 1
Z Z
dx dt
=
2 0 t x(1 + x2 )(1 + t2 /x2 )
√ Z 1 Z 1
x= u 1 du
= 2
dt
2 0 t2 (1 + u)(u + t )
1 1 1 1
write = −
(1 + u)(u + t2 ) 1 − t2 u + t2 1+u
Z 1 Z 1 Z 1
1 1 du du
= − dt
2 0 1 − t2 t2 u + t2 t2 1 + u
1 1 1
Z
u=1
= 2
ln(u + t2 ) − ln(1 + u) u=t2 dt
2 0 1−t
1 1 1 1 + t2 2t2
Z
= ln − ln dt
2 0 1 − t2 2 1 + t2
1 1 1 (1 + t2 )2
Z
= ln dt
2 0 1 − t2 4t2
22 Chapter 1. Series Transformations and Special Functions
1+t2 1+x2
Z 1 ln 2t 1 t= 1−x
1+x
Z 1 ln 1−x2
= dt = dx
0 1− t2 2 0 x
Z 1 ln 1+y 1−y 2
√
1 1 ln (1−y)2
Z
x= y 1 1−y
= dy = dy
4 0 y 4 0 y
Z 1
ln(1 − y 2 ) 1 1 ln(1 − y)
Z
1
= dy − dy
4 0 y 2 0 y
| {z }
y 2 →y
1
ln(1 − y) 1 1 ln(1 − y)
Z Z
1
= dy − dy
8 0 y 2 0 y
3 1 ln(1 − y)
Z
=− dy
8 0 y
{expand ln(1 − y) in series}
∞
!
3 11 yn
Z X
=− − dy
8 0 y n=1
n
{interchange intergation and summation}
∞ ∞
3 X 1 1 n−1
Z
3X 1 3
= y dy = 2
= ζ(2).
8 n=1 n 0 8 n=1 n 8
π2 π2
So we have 16 = 38 ζ(2) or ζ(2) = 6 .
ζ(2n)
fn = −2 . (1.58)
π 2n
Multiply both series by x2n then consider the summation over n ≥ 0,
∞ ∞
X X ζ(2n) 2n
fn x2n = −2 x
n=0 n=0
π 2n
{separate the first term then expand ζ(2n) in series}
1.13. Riemann Zeta Function 23
∞ ∞
X x2n X 1
= −2ζ(0) − 2
n=1
π 2n k 2n
k=1
{write ζ(0) = −1/2 given in (1.55) and change the order of summations}
∞ ∞ n !
X X x2
=1−2
n=1
π2 k2
k=1
{use the geometric series formula}
∞ x2 ∞
X
π 2 k2 x2
X
=1−2 2 =1−2
1 − πx2 k2 π 2 k 2 − x2
k=1 k=1
n x o
to get this sum, set z = in (2.131)
π
1 x
=1−2 − cot x .
2 2
As a result, we have
∞
X
fn x2n = x cot x. (1.59)
n=0
sin x
Multiply both sides of (1.59) by x ,
∞
sin x X
cos x = fn x2n .
x n=0
yields
∞ ∞ ∞
X (−1)n X (−1)n X
x2n = fn x2n
n=0
(2n)! n=0
(2n + 1)! n=0
{make use of the Cauchy product in (2.81)}
(−1)n
where = an and fn = bn
(2n + 1)!
∞ n
!
X X (−1)k
= fn−k x2n .
n=0
(2k + 1)!
k=0
24 Chapter 1. Series Transformations and Special Functions
or
n
(−1)n X fn−k
fn = − (−1)k . (1.61)
(2n)! (2k + 1)!
k=1
2n
and the proof finishes on multiplying both sides by − π2 .
Examples
π2
ζ(2) = ;
6
π4
ζ(4) = ;
90
π6
ζ(6) = ;
945
π8
ζ(8) = ;
9450
π 10
ζ(10) = ;
93555
691π 12
ζ(12) = .
638512875
π4 5
ζ 2 (2) = = ζ(4); (1.62)
36 2
π6 35
ζ 3 (2) = = ζ(6); (1.63)
216 8
π6 7
ζ(2)ζ(4) = = ζ(6); (1.64)
4500 4
1.14. Dirichlet Eta Function 25
π8 7
ζ 2 (4) = = ζ(8); (1.65)
8100 6
π8 5
ζ(2)ζ(6) = = ζ(8); (1.66)
5670 3
π 10 33
ζ(2)ζ(8) = = ζ(10); (1.67)
56700 20
π 10 11
ζ(4)ζ(6) = = ζ(10); (1.68)
85050 10
π 12 875875
ζ 6 (2) = = ζ(12); (1.69)
46656 44224
π 12 7007
ζ 3 (4) = = ζ(12); (1.70)
729000 5528
π 12 715
ζ 2 (6) = = ζ(12); (1.71)
893025 691
12
π 3003
ζ(4)ζ(8) = = ζ(12); (1.72)
850500 2764
π 12 2275
ζ(2)ζ(10) = = ζ(12). (1.73)
561330 1382
1.14.1 Definition
1
This function is related to the zeta function. To show that, let an = nz in (1.5),
∞ ∞ ∞
X 1 X 1 X (−1)n
2 = +
n=1
(2n)z n=1
nz n=1 nz
∞ ∞ ∞
X 1 X 1 X (−1)n−1
21−z = −
n=1
nz n=1
nz n=1 nz
21−z ζ(z) = ζ(z) − η(z).
Examples
1
η(2) = ζ(2); (1.76)
2
3
η(3) = ζ(3); (1.77)
4
7
η(4) = ζ(4). (1.78)
8
(−1)z−1 1
lnz−1 (x)
Z
η(z) = dx, R(z) > 0. (1.79)
Γ(z) 0 1+x
(−1)z−1 1
lnz−1 (x)
Z
β(z) = dx, R(z) > 0. (1.81)
Γ(z) 0 1 + x2
For a ∈ Z+ , we have
21−4a
1
β(2a) = − ψ (2a−1) − (1 − 2−2a )ζ(2a). (1.82)
(2a − 1)! 4
∞
X (−1)n
β(2a) =
n=0
(2n + 1)2a
∞ ∞ ∞
( )
X X X
n
use (−1) an = 2 a2n − an given in (1.6)
n=0 n=0 n=0
∞ ∞
X 1 1X
=2 2a
− . (1.83)
n=0
(4n + 1) n=0
(2n + 1)2a
28 Chapter 1. Series Transformations and Special Functions
∞ ∞ ∞
X 1 1X 1 1 X (−1)n
= +
n=0
(2n + 1)a 2 n=0 (n + 1)a 2 n=0 (n + 1)a
{shift the index n by −1 in both series on the RHS}
∞ ∞
1X 1 1 X (−1)n−1
= +
2 n=1 na 2 n=1 na
1 1
= ζ(a) + η(a)
2 2
1−a
{substitute η(a) = (1 − 2 )ζ(a) given in (1.75)}
= (1 − 2−a )ζ(a).
Thus, we have
∞
X 1
a
= (1 − 2−a )ζ(a). (1.85)
n=0
(2n + 1)
Replace a by 2a in (1.85),
∞
X 1
2a
= (1 − 2−2a )ζ(2a). (1.86)
n=0
(2n + 1)
Examples
∞ 1
ψ (1) 14
(−1)n
Z
X ln(x) 3
β(2) = =− dx = − ζ(2); (1.87)
n=0
(2n + 1)2 0 1+x
2 48 4
∞
1 1 ln3 (x) ψ (3) 14
X (−1)n Z
15
β(4) = 4
=− 2
dx = − ζ(4); (1.88)
n=0
(2n + 1) 6 0 1 + x 768 16
∞
ψ (5) 14
n Z 1 5
X (−1) 1 ln (x) 63
β(6) = 6
=− 2
dx = − ζ(6); (1.89)
n=0
(2n + 1) 120 0 1 + x 245760 64
1.15. Dirichlet Beta Function 29
∞ 1
ln7 (x) ψ (7) 41
(−1)n
Z
X 1 255
β(8) = 8
=− dx = − ζ(8);
n=0
(2n + 1) 5040 0 1 + x2 165150720 256
(1.90)
∞ n Z 1 9
X (−1) 1 ln (x)
β(10) = 10
=− dx
n=0
(2n + 1) 362880 0 1 + x2
ψ (9) 14
1023
= − ζ(10). (1.91)
190253629440 1024
4−a−1 π d2a
β(2a + 1) = lim1 2a csc(πs). (1.92)
(2a)! s→ 2 ds
Examples
∞ Z 1
X (−1)n 1 π
β(1) = = 2
dx = ; (1.93)
n=0
2n + 1 0 1 + x 4
∞
(−1)n 1 1 ln2 (x) π3
X Z
β(3) = = dx = ; (1.94)
n=0
(2n + 1)3 2 0 1 + x2 32
30 Chapter 1. Series Transformations and Special Functions
∞
(−1)n 1
ln4 (x) 5π 5
Z
X 1
β(5) = 5
= 2
dx = ; (1.95)
n=0
(2n + 1) 24 0 1+x 1536
∞ Z 1 6
X(−1)n 1 ln (x) 16π 7
β(7) = = dx = ; (1.96)
n=0
(2n + 1)7 720 0 1 + x2 184320
∞ Z 1 8
X (−1)n 1 ln (x) 277π 9
β(9) = = dx = . (1.97)
n=0
(2n + 1)9 40320 0 1 + x2 8257536
This function diverges when |z| = 1 and converges to − ln(2) when z = −1, and so
the case a = 1 is valid when z = −1, but invalid when |z| = 1. Actually the range
of a can be extended to the whole complex plane. To keep it simple, we will consider
only the case a ∈ Z+ , since that is all we need for later calculations.
Note that
∞ ∞
X (1)n X 1
Lia (1) = a
= = ζ(a) (1.100)
n=1
n n=1
na
and
∞
X (−1)n
Lia (−1) = a
= −η(a) = (21−a − 1)ζ(a). (1.101)
n=1
n
Examples
1
Li2 (−1) = − ζ(2); (1.102)
2
3
Li3 (−1) = − ζ(3); (1.103)
4
1.16. Polylogarithm Function 31
7
Li4 (−1) = − ζ(4); (1.104)
8
15
Li5 (−1) = − ζ(5); (1.105)
16
31
Li6 (−1) = − ζ(6). (1.106)
32
Thus,
Lia (i) = (21−2a − 2−a )ζ(a) + iβ(a). (1.107)
Examples
1 1
Li2 (i) = − ζ(2) + iβ(2) = − ζ(2) + iG; (1.108)
8 8
3 3 π3
Li3 (i) = − ζ(3) + iβ(3) = − ζ(3) + i ; (1.109)
32 32 32
7
Li4 (i) = − ζ(4) + iβ(4). (1.110)
128
π3
In the calculations above, we used β(2) = G and β(3) = 32 given in (1.206) and
(1.94) respectively.
To write the polylogarithm function in integral form, multiply both sides of (1.31):
1
(−1)a−1
Z
1
a
= tn−1 lna−1 (t)dt
n (a − 1)! 0
32 Chapter 1. Series Transformations and Special Functions
Therefore,
(−1)a−1 1
z lna−1 (t)
Z
Lia (z) = dt. (1.111)
(a − 1)! 0 1 − zt
This integral form extends the range of z to the whole complex plane except the real
line for x > 1. In other words, z ∈/ (1, ∞). Note that a 6= 1 when z = 1, since we
R1 1
will have 0 1−t dt, which is a divergent integral.
z
Let’s replace z by z−1 in (1.111),
(−1)a 1
z lna−1 (t)
Z
z
Lia = dt. (1.112)
z−1 (a − 1)! 0 1 − z + zt
Like the integral in (1.111), this integral also extends the range of z to thewhole
z
complex plane except the real line for x > 1 but notice here z 6= 1, since Lia z−1
is undefined for this value deducing that z ∈
/ [1, ∞).
Both of (1.111) and (1.112) can be found in [28, p. 4].
For a different integral form, we begin with
Z z
zn
= tn−1 dt.
n 0
Z z
Lia−1 (t)
= dt.
0 t
Thus, Z z
Lia−1 (t)
Lia (z) = dt. (1.113)
0 t
This integral form also extends the range of z to the whole complex plane. Note that
R1
a 6= 1 when z = 1, since we will have 0 1t dt, which is a divergent integral.
If we start with the integral representation in (1.111) for both Lia (z) and Lia (−z),
we find
(−1)a−1 1 a−1
Z
z z
Lia (z) + Lia (−z) = ln (t) − dt
(a − 1)! 0 1 − zt 1 + zt
(−1)a−1 1 a−1 2tz 2
Z
= ln (t) dt
(a − 1)! 0 1 − z 2 t2
√ Z 1 2 a−1
t= y 1−a (−1)a−1 z ln (y)
= 2 2
dy
(a − 1)! 0 1−z y
{to get this integral, replace z by z 2 in (1.111)}
= 21−a Lia (z 2 ).
Then, we have
Lia (z) + Lia (−z) = 21−a Lia (z 2 ). (1.114)
This relation extends the range of z to the whole complex plane.
n
For a different approach assuming |z| ≤ 1, put an = nz a in (1.5):
∞
X ∞
X ∞
X
2 a2n = an + (−1)n an ,
n=1 n=1 n=1
we get
∞ ∞ ∞
X z 2n X z n X (−z)n
2 = +
n=1
(2n)a n=1
na n=1 na
∞ ∞ ∞
X (z 2 )n X z n X (−z)n
21−a = +
n=1
na n=1
na n=1 na
21−a Lia (z 2 ) = Lia (z) + Lia (−z).
Examples
1
Li2 (z) + Li2 (−z) = Li2 (z 2 ); (1.115)
2
1
Li3 (z) + Li3 (−z) = Li3 (z 2 ); (1.116)
4
34 Chapter 1. Series Transformations and Special Functions
1
Li4 (z) + Li4 (−z) = Li4 (z 2 ). (1.117)
8
Let’s differentiate both sides of (1.98) with respect to z,
∞ ∞ ∞
∂ ∂ X zn X nz n−1 1 X zn Lia−1 (z)
Lia (z) = = = = .
∂z ∂z n=1 na n=1
n a z n=1
n a−1 z
Therefore,
∂ Lia−1 (z)
Lia (z) = . (1.118)
∂z z
Since lim ln(z) ln(1 − z) = 0, we have C = Li2 (1) = ζ(2) and the proof is
z→0
complete. To show the limit is 0, we write
ln(1 − z)
lim ln(z) ln(1 − z) = lim z ln(z) lim ,
z→0 z→0 z→0 z
where, by using L’Hopital’s rule, the first limit is 0 and the second limit is −1.
If we put z = 1/2 in (1.119), we obtain
1 1
Li2 + Li2 = ζ(2) − ln2 (2)
2 2
or
1 1 1
Li2 = ζ(2) − ln2 (2). (1.120)
2 2 2
1.16. Polylogarithm Function 35
z−1
Proof. Differentiate Li2 zthen integrate,
Z
z−1 z−1
Li2 = d Li2
z z
∂ Lia−1 (z)
employ Lia (z) = given in (1.118)
∂z z
Z Z Z
ln(z) ln(z) ln(z)
= dz = − dz − dz
z(1 − z) z 1−z
1
= − ln2 (z) − Li2 (1 − z) + C.
2
The proof finishes on extracting C = 0 by putting z = 1.
Let’s set z = 1 − i in (1.124),
1−i 1
Li2 (i) + Li2 = − ln2 (1 − i).
2 2
Replace i by −i,
1+i 5 1 π
Li2 = ζ(2) − ln2 (2) + G − ln(2) i. (1.126)
2 16 8 8
36 Chapter 1. Series Transformations and Special Functions
ln2 (z)
1
Li2 (−z) + Li2 − =− + 2 Li2 (−1). (1.127)
z 2
Proof.
ln 1+z
Z Z
1 1 z
Li2 − = d Li2 − = dz
z z z
Z Z
ln(1 + z) ln(z) 1
= dz − dz = − Li2 (−z) − ln2 (z) + C.
z z 2
To find the constant C, set z = 1,
1 2
Li2 (−1) = − Li2 (−1) − ln (1) + C
2
or
C = 2 Li2 (−1),
and we are done with the proof.
Proof. Let
2z z 1+z
f (z) = Li2 − Li2 + Li2 ,
1+z 1+z 2
we have
Z
ln(1 − z)
Z
ln(2)
f (z) = d f (z) = − dz
1+z z
= ln(2) ln(1 + z) + Li2 (z) + C.
1.16. Polylogarithm Function 37
Proof. Let
2z z 1−z 1
f (z) = Li2 − Li2 − Li2 − Li2 (z) + Li2 ,
1+z 1+z 2 2
we have
Z
ln(1 − z) ln(1 + z)
Z
ln(2)
f (z) = d f (z) = − + dz
1+z 1−z 1−z
Z
ln(1 − z) ln(1 + z)
Z
ln(2)
= − dz + dz
1+z 1−z 1−z
Z
= d(ln(1 − z) ln(1 + z)) − ln(2) ln(1 − z)
Proof.
Li2 z−1
Z
z−1 z−1
Z
z
Li3 = d Li3 = − dz
z z z(1 − z)
38 Chapter 1. Series Transformations and Special Functions
For another result, set z = i in (1.130) then consider the real parts of both sides,
i−1
R Li3 (i) + Li3 (1 − i) + Li3
i
1.16. Polylogarithm Function 39
1 3 1 2
= ζ(3) + R ln (i) + ζ(2) ln(i) − ln (i) ln(1 − i) .
6 2
i−1
Since Li3 i = Li3 (1 + i) and R Li3 (1 − i) = R Li3 (1 + i), we have
ln3 (z)
1
Li3 (−z) − Li3 − =− + 2 Li2 (−1) ln(z). (1.136)
z 2·3
again,
For more values, let z = −2 in (1.127), (1.136), (1.137), and (1.138) using ln(−2) =
ln(2) + iπ, which follows from (1.21), we obtain:
3
Li2 (2) =ζ(2) − π ln(2)i ; (1.140)
2
7 3 π
Li3 (2) = ζ(3) + ln(2)ζ(2) − ln2 (2)i ; (1.141)
8 2 2
1 1 4 π
Li4 (2) = − Li4 + 2ζ(4) + ln2 (2)ζ(2) − ln (2) − ln3 (2)i ; (1.142)
2 24 6
1 1 3 1 π 4
Li5 (2) = Li5 + 2 ln(2)ζ(4) + ln (2)ζ(2) − ln5 (2) − ln (2)i.
2 3 120 24
(1.143)
The values of Li2 ( 12 ) and Li3 ( 21 ), given in (1.120) and (1.132), were used in (1.140)
and (1.141).
For more results of polylogarithm functions, check [16].
(a) 1
Hn(a) − Hn−1 = . (1.145)
na
To show that, subtract the following two harmonic numbers:
1 1 1 1
Hn(a) = 1 + + a + ··· + + a,
2a 3 (n − 1)a n
(a) 1 1 1
Hn−1 = 1 + a + a + ··· + .
2 3 (n − 1)a
1.17. Harmonic Number 41
Further, if we let
n
(a)
X 1
fn = H2n − 2−a Hn(a) =
(2k − 1)a
k=1
and so
n+1
(a) (a)
X 1
fn+1 = H2n+2 − 2−a Hn+1 = ,
(2k − 1)a
k=1
we have
n+1 n
X 1 X 1
fn+1 − fn = a
−
(2k − 1) (2k − 1)a
k=1 k=1
( n+1 n
)
X X
use f (k) = f (k) + f (n + 1) for the first sum
k=1 k=1
42 Chapter 1. Series Transformations and Special Functions
n n
X 1 1 X 1 1
= a
+ a
− = .
(2k − 1) (2n + 1) (2k − 1)a (2n + 1)a
k=1 k=1
(a) (a)
Thus, with fn = H2n − 2−a Hn , we have
1
fn+1 − fn = . (1.149)
(2n + 1)a
(a)
To write Hn in integral form, take the summation for both sides of (1.31):
1
(−1)a−1
Z
1
= xk−1 lna−1 (x)dx
ka (a − 1)! 0
from k = 1 to n,
n ∞ Z
X 1 (a) (−1)a−1 X 1 lna−1 (x)
:= Hn = dx
ka (a − 1)! n=1 0 1 − x
k=1
{switch integration and summation}
n
!
(−1)a−1 1 a−1
Z X
k−1
= ln (x) x dx
(a − 1)! 0
k=1
{use the geometric series}
(−1)a−1 1 a−1 1 − xn
Z
= ln (x) dx.
(a − 1)! 0 1−x
Therefore,
(−1)a−1 1
lna−1 (x)(1 − xn )
Z
Hn(a) = dx. (1.150)
(a − 1)! 0 1−x
This integral representation extends the range of n to the whole complex plane where
R(n) > −1. Note that setting a = 1 in (1.150) gives
1
1 − xn
Z
Hn = dx, R(n) > −1. (1.151)
0 1−x
(a)
Another form of Hn is
∞
X 1 1
Hn(a) = − , / Z− .
n∈ (1.154)
ka (k + n)a
k=1
∂ (a)
Hn = a ζ(a + 1) − Hn(a+1) . (1.157)
∂n
Moreover, bring back (1.155)
∞ r
X 1 1 X 1 1
Hn = − = lim −
k k + n r→∞ k k+n
k=1 k=1
and so
r
X 1 1
Hm = lim − .
r→∞ k k+m
k=1
ThePreason we inserted the limit in the calculations above is to avoid the divergence
∞
of k=1 k1 . Using the definition in (1.154), we also see that
∞
X 1 1
Hn(a) − Hm
(a)
= − . (1.159)
(k + m)a (k + n)a
k=1
(−1)n−1
H n − H n−1 = . (1.161)
n
1.18. Skew Harmonic Number 45
1 1 (−1)n (−1)n−1
Hn = 1 − + − ··· + + .
2 3 n−1 n
Replace n by n − 1,
1 1 (−1)n
H n−1 = 1 − + − ··· + .
2 3 n−1
Subtracting them yields (1.161).
Another property is
H 2n = H2n − Hn . (1.162)
To show that, we begin with the definition of H 2n :
2n
X (−1)k−1 1 1 1 1
H 2n = =1− + − ··· + −
k 2 3 2n − 1 2n
k=1
{split the terms into odd and even}
1 1 1 1 1 1 1
= 1 + + + ··· + − + + + ··· +
3 5 2n − 1 2 4 6 2n
1 1 1 1
add and subtract + + + · · · +
2 4 6 2n
1 1 1 1 1 1 1 1
= 1 + + + ··· + + −2 + + + ··· +
2 3 2n − 1 2n 2 4 6 2n
1 1 1 1 1 1 1
= 1 + + + ··· + + − 1 + + + ··· +
2 3 2n − 1 2n 2 3 n
2n n
X 1 X1
= − = H2n − Hn .
k k
k=1 k=1
A similar property is
2n
X (−1)k−1 1 1
= + = H 2n +
k 2n + 1 2n + 1
k=1
{substitute (1.162)}
1
= H2n − Hn +
2n + 1
1
use H2n + = H2n+1
2n + 1
= H2n+1 − Hn .
Therefore,
1
(−x)n
Z
H n = ln(2) − dx. (1.164)
0 1+x
Like the integral in (1.151), this integral also extends the range of n to the whole
complex plane where R(n) > −1.
1
expand in series
1+x
Z 1 X∞
= ln(2) − (−x)n (−x)k−1 dx
0 k=1
{interchange integration and summation}
X∞ Z 1
k+n−1
= ln(2) − (−1) xk+n−1 dx
k=1 0
∞
X (−1)k+n
= ln(2) + ,
k+n
k=1
and the prof is complete. Let’s multiply both sides of (1.165) by (−1)n ,
∞
X (−1)k
= (−1)n H n − ln(2) .
(1.166)
k+n
k=1
d Γ0 (n)
ψ(n) = ln(Γ(n)) = . (1.167)
dn Γ(n)
Proof. Take the logarithm of both sides of the Euler’s reflection formula in (1.38):
Γ(n)Γ(1 − n) = π csc(πn), n∈
/ Z,
we obtain
ln(Γ(n)) + ln(Γ(1 − n)) = ln(π) + ln(csc(πn)).
d
Next, differentiate both sides using dn ln(Γ(n)) = ψ(n) given in (1.167),
π csc(πn) cot(πn)
ψ(n) − ψ(1 − n) = − = −π cot(πn).
csc(πn)
48 Chapter 1. Series Transformations and Special Functions
The relation between the digamma function and the harmonic number is
ψ(n + 1) = Hn − γ, / Z− .
n∈ (1.169)
or
∞
X k+1 k+n
ln[Γ(n + 1)] = n ln − ln .
k k
k=1
d
Differentiate both sides with respect to n using dn ln(Γ(n + 1)) = ψ(n + 1),
∞
X k+1 1
ψ(n + 1) = ln − .
k k+n
k=1
1
Add and subtract k in the RHS then insert the limit, we arrive at
m
X k+1 1 1 1
ψ(n + 1) = lim ln − + −
m→∞ k k+n k k
k=1
{rearrange the terms}
"m X m
# "m #
X k+1 1 X1 1
= lim ln − + lim −
m→∞ k k m→∞ k k+n
k=1 k=1 k=1
1.19. Digamma Function 49
∞
" m m
#
X k+1 X 1 X 1 1
= lim ln − + −
m→∞ k k k k+n
k=1 k=1 k=1
∞
( m
)
X 1 X 1 1
use = Hm and − = Hn given in (1.146) and (1.155)
k k k+n
k=1 k=1
"m #
X k + 1
= lim ln − Hm + Hn .
m→∞ k
k=1
√ Z 1
x=y dy
= −2 = −2 ln(2). (1.171)
0 1+y
Moreover, we have
1
ψ(n + 1) − ψ(n) = . (1.173)
n
To show that, make use of the identity in (1.169),
da da+1
ψ (a) (n) = ψ(n) = ln(Γ(n)). (1.174)
dna dna+1
Observe that
ψ (0) (n) = ψ(n).
For a ∈ Z+ , we have
Examples
1
1.20.5 Evaluation of ψ (a) 2
For a ∈ Z+ , we have
1
ψ (a) = (−1)a−1 a!(2a+1 − 1)ζ(a + 1). (1.186)
2
(3) 1
ψ = 90ζ(4); (1.189)
2
1
ψ (4) = −744ζ(5); (1.190)
2
1
ψ (5) = 7560ζ(6). (1.191)
2
1
1.20.6 Evaluation of ψ (2a) 4
For a ∈ Z+ , we have
d2a
1
ψ (2a) = (22a − 21+4a )(2a)!ζ(2a + 1) − 22a−1 π lim1 2a [π csc(πs)].
4 s→ 2 ds
(1.192)
2−1−4a (2a) 1
β(2a + 1) = − ψ − (1 − 2−1−2a )ζ(2a + 1). (1.193)
(2a)! 4
3
1.20.7 Evaluation of ψ (2a) 4
For a ∈ Z+ , we have
d2a
(2a) 3 (2a) 1
ψ =ψ + lim1 2a
[π cot(πn)]. (1.199)
4 4 n→ 4 dn
54 Chapter 1. Series Transformations and Special Functions
d2a
ψ (2a) (n) − ψ (2a) (1 − n) = − [π cot(πn)].
dn2a
The proof follows on taking the limit on both sides and letting n → 1/4.
Examples
3 1
ψ (2) = ψ (2) + 4π 3 ; (1.200)
4 4
3 1
ψ (4) = ψ (4) + 80π 5 ; (1.201)
4 4
3 1
ψ (6) = ψ (6) + 3904π 7 ; (1.202)
4 4
3 1
ψ (8) = ψ (8) + 354560π 9 ; (1.203)
4 4
3 1
ψ (10) = ψ (10) + 354560π 11 . (1.204)
4 4
The Catalan’s constant is a special case of the Dirichlet beta function in (1.80):
∞
X (−1)n
β(z) = ,
n=0
(2n + 1)z
G = β(2). (1.206)
In (1.87), we also see that Z 1
ln(x)
G=− dx (1.207)
0 1 + x2
and
ψ (1) 41
3
G= − ζ(2). (1.208)
48 4
1.22. Euler–Mascheroni Constant 55
For more integral and series representations of the Catalan’s constant, check [36].
Before we start deriving the generating functions, we need to prove the following
series identity:
∞ ∞
X 1 X
an xn = (an − an−1 )xn , a0 = 0. (2.1)
n=1
1 − x n=1
56
2.1. Generating Functions 57
(a) (a)
Proof. Since H0 = 0, it’s valid to set an = Hn in (2.1),
∞ ∞
X 1 X (a) (a)
Hn(a) xn = Hn − Hn−1 xn
n=1
1 − x n=1
(a) (a) 1
write Hn − Hn−1 = a given in (1.145)
n
∞ n
1 X x Lia (x)
= = ,
1 − x n=1 na 1−x
we have
∞
X ln(1 − x)
Hn xn = − , |x| < 1, (2.4)
n=1
1−x
∞
X ln(1 − x)
Hn−1 xn−1 = − , |x| < 1. (2.5)
n=1
1−x
58 Chapter 2. Generating Functions and Powerful Identities
Therefore,
∞
X Hn−1 n
ln2 (1 − x) = 2 x , |x| ≤ 1, x 6= 1. (2.6)
n=1
n
The latter identity can be proved using the Cauchy product, as follows:
∞
X Hn n+1
=2 x
n=0
n +1
{shift the index n by −1}
∞
X Hn−1 n
=2 x .
n=1
n
P∞ Hn n
2.1.2 n=1 n x
1
Proof. In (2.6), substitute Hn−1 = Hn − n given in (1.147),
∞ 1 ∞ ∞
X Hn − X Hn n X xn
ln2 (1 − x) = 2 n
xn = 2 x −2
n=1
n n=1
n n=1
n2
∞
X Hn n
=2 x − 2 Li2 (x).
n=1
n
The proof follows on adding 2 Li2 (x) to both sides then dividing by 2.
P∞ Hn n
2.1.3 n=1 n2 x
Since
∞ ∞ ∞
Hn x n
Z Z
1 X Hn n X Hn X
x dx = xn−1 dx = ,
x n=1 n n=1
n n=1
n n
we have
∞
ln2 (1 − x)
Z
X Hn n 1
x = Li3 (x) + dx.
n=1
n2 2 x
For the remaining integral, forcing integration by parts twice yields
Set x = 0,
0 = −ζ(3) + C =⇒ C = ζ(3).
Plugging in the value of the constant completes the proof.
P∞ (2)
Hn
2.1.4 n=1 n xn
we have
∞ (2) Z Z Z
X Hn n Li2 (x) Li2 (x) Li2 (x)
x = dx = dx + dx
n=1
n x(1 − x) x 1−x
| {z }
IBP
2
ln (1 − x)
Z
= Li3 (x) − ln(1 − x) Li2 (x) − dx
x
{substitute the result from (2.9)}
= Li3 (x) + 2 Li3 (1 − x) − ln(1 − x)[Li2 (x) + ln(x) ln(1 − x)]
−2 ln(1 − x) Li2 (1 − x) + C
{make use of the reflection formula (1.124) for the second term}
= Li3 (x) + 2 Li3 (1 − x) − ln(1 − x) Li2 (1 − x) − ζ(2) ln(1 − x) + C.
Put x = 0,
0 = 2ζ(3) + C =⇒ C = −2ζ(3),
and the proof is finalized.
For a different method, substitute the result from (2.8) in (2.82).
P∞ 2
2.1.5 n=1 (Hn − Hn(2) )xn
(2)
Proof. Set an = Hn2 − Hn in (2.1),
∞ ∞
X 1 X 2 (2)
(Hn2 − Hn(2) )xn = (Hn − Hn(2) ) − (Hn−1
2
− Hn−1 ) xn
n=1
1 − x n=1
( 2 )
2 1 (2) (2) 1
write Hn−1 = Hn − and Hn−1 = Hn − 2
n n
∞ ∞
1 xn
2 X 2 X Hn−1 n
= Hn − = x
1 − x n=1 n n 1 − x n=1 n
{susbstitute the result from (2.6)}
ln2 (1 − x)
2 1 2
= ln (1 − x) = ,
1−x 2 1−x
(2)
Further, let the index in (2.11) start from 0, since Hn2 − Hn = 0,
∞
ln2 (1 − x) X 2
= (Hn − Hn(2) )xn
1−x n=0
{shift the index by −1}
∞
(2)
X
2
= (Hn−1 − Hn−1 )xn−1
n=1
∞ 2 !
X 1 1
= Hn − − Hn + 2 xn−1 .
(2)
n=1
n n
P∞ 2 −H (2)
Hn
2.1.6 n=1 n
n
xn
xn
xn−1 dx =
R
Proof. Divide both sides of (2.11) by x then integrate using n ,
∞ n
ln2 (1 − x)
Z
X x
(Hn2 − Hn(2) ) = dx
n=1
n x(1 − x)
ln2 (1 − x) ln2 (1 − x)
Z Z
= dx + dx
x 1−x
{substitute the result of the first integral from (2.9)}
= ln(x) ln2 (1 − x) + 2 ln(1 − x) Li2 (1 − x) − 2 Li3 (1 − x)
1
− ln3 (1 − x) + C.
3
On setting x = 0, we get C = 2ζ(3) and the proof is finalized.
2.1. Generating Functions 63
P∞ 2
Hn n
2.1.7 n=1 n x
Proof. The proof follows on combining the results from (2.10) and (2.13).
Check [28, p. 349–350] for another approach.
P∞ Hn n
2.1.8 n=1 n3 x
∞
X Hn n x
x = Li4 − Li4 (1 − x) + 2 Li4 (x) − ln(1 − x) Li3 (1 − x)
n=1
n3 x−1
1 1 1
+ζ(3) ln(1−x)+ ζ(2) ln2 (1−x)− ln(x) ln3 (1−x)+ ln4 (1−x)+ζ(4).
2 6 24
(2.15)
Evaluation of I1 :
Li3 (1 − x) Li3 (1 − x) Li3 (1 − x)
Z Z Z
I1 = dx = dx + dx
x(1 − x) x 1−x
| {z }
IBP
ln(x) Li2 (1 − x)
Z
= ln(x) Li3 (1 − x) + dx − Li4 (1 − x)
1−x
1
= ln(x) Li3 (1 − x) + Li22 (1 − x) − Li4 (1 − x).
2
Evaluation of I2 :
Z Z Z
Li3 (x) Li3 (x) Li3 (x)
I2 = dx = dx + dx
x(1 − x) x 1−x
| {z }
IBP
ln(1 − x) Li2 (x)
Z
= Li4 (x) − ln(1 − x) Li3 (x) + dx
x
1
= Li4 (x) − ln(1 − x) Li3 (x) − Li22 (x).
2
x
Evaluation of I3 : Substitute x−1 = y,
Z Li3 x Z
x−1 Li3 (y) x
I3 = dx = dy = Li4 (y) = Li4 .
x(1 − x) y x−1
Evaluation of I4 :
Z Z Z
dx dx dx
I4 = = + = ln(x) − ln(1 − x).
x(1 − x) x 1−x
Evaluation of I5 :
x
= Li2 .
x−1
Evaluation of I7 :
ln2 (1 − x) ln(x)
Z
I7 = dx
x(1 − x)
ln2 (1 − x) ln(x) ln2 (1 − x) ln(x)
Z Z
= dx + dx .
1−x x
| {z } | {z }
I70 I700
R ln3 (1−x)
By collecting all integrals, the integral x dx nicely cancels out,
∞
X Hn n x
x = Li4 − Li4 (1 − x) + 2 Li4 (x) − ln(1 − x) Li3 (1 − x)
n=1
n3 x−1
1 4 1
+ ln (1 − x) − ln(x) ln3 (1 − x) + ζ(3) ln(1 − x)
24 6
1 2 1
+ Li2 (1 − x) + ln(x) ln(1 − x) Li2 (1 − x) + ln2 (x) ln2 (1 − x)
2 2
1 2 x
− Li2 (x) − ζ(2) Li2 .
2 x−1
P∞ (2)
Hn
2.1.9 n=1 n2
xn
P∞ (3)
Hn
2.1.10 n=1 n
xn
xn
xn−1 dx =
R
Divide both sides by x then integrate using n ,
∞ (3) Z
X Hn n Li3 (x)
x = dx
n=1
n x(1 − x)
Z Z
Li3 (x) Li3 (x)
= dx + dx
x 1−x
| {z }
IBP
ln(1 − x) Li2 (x)
Z
= Li4 (x) − ln(1 − x) Li3 (x) + dx
x
1
= Li4 (x) − ln(1 − x) Li3 (x) − Li22 (x) + C.
2
The proof completes on extracting C = 0 by setting x = 0.
68 Chapter 2. Generating Functions and Powerful Identities
P∞
2.1.11 n=1 Hn3 xn
Gathering the results from (2.14) and (2.8) ends the proof.
A different method may be found in [28, p. 352–354].
P∞ 2
Hn n
2.1.12 n=1 n2 x
xn
xn−1 dx =
R
by x then integrate using n ,
∞
Hn2 n ln3 (1 − x)
Z
X 1 2 1
x = Li4 (x) + Li2 (x) − dx.
n=1
n2 2 3 x
1
For the remaining integral, set 1 − x = y then expand 1−y in series,
∞ Z
ln3 (1 − x) ln3 (y)
Z Z X
dx = − dy = − y n−1 ln3 (y)dy
x 1−y n=1
∞ n n
yn yn
IBP
X
3 y 2 y
= − ln (y) − 3 ln (y) 2 + 6 ln(y) 3 − 6 4
n=1
n n n n
= ln3 (y) ln(1 − y) + 3 ln2 (y) Li2 (y) − 6 ln(y) Li3 (y) + 6 Li4 (y)
{substitute y = 1 − x back}
= ln (1 − x) ln(x) + 3 ln2 (1 − x) Li2 (1 − x) − 6 ln(1 − x) Li3 (1 − x)
3
P∞
2.1.13 n=1 Hn Hn(2) xn
(2)
Proof. Set an = Hn Hn in (2.1),
∞ ∞
X 1 X (2)
Hn Hn(2) xn = Hn Hn(2) − Hn−1 Hn−1 xn
n=1
1 − x n=1
∞
1 X (2) 1 (2) 1
= Hn Hn − Hn − Hn − 2 xn
1 − x n=1 n n
70 Chapter 2. Generating Functions and Powerful Identities
∞
!
(2)
1 X Hn Hn 1
= + − 3 xn
1 − x n=1 n2 n n
∞ ∞ (2)
1 X Hn n 1 X Hn n Li3 (x)
= x + x − .
1 − x n=1 n2 1 − x n=1 n 1−x
Collect the results from (2.8) and (2.10) to complete the proof.
Another approach may be found in [28, pp. 350–552].
P∞ 3
2.1.14 n=1 (Hn − 3Hn Hn(2) + 2Hn(3) )xn
(2) (3)
Proof. Set an = Hn3 − 3Hn Hn + 2Hn in (2.1),
∞
X
Hn3 − 3Hn Hn(2) + 2Hn(3) xn
n=1
∞
1 Xh 3 (2) (3)
i
= Hn − 3Hn Hn(2) + 2Hn(3) − Hn−1
3
+ 3Hn−1 Hn−1 − 2Hn−1 xn
1 − x n=1
∞
" ! #
(2) (2)
1 X Hn2 − Hn Hn 6
= 3 −6 + 3 xn
1 − x n=1 n n n
∞ xn ∞
1 X 1 X Hn n 6 Li3 (x)
= ·3 Hn2 − Hn(2) − ·6 x + ,
1−x n=1
n 1 − x n=1
n2 1−x
and the proof ends on collecting the results from (2.13) and (2.8).
P∞ (2)
Hn Hn
2.1.15 n=1 n
xn
Therefore,
∞ (2) (3)
Hn3 + 3Hn Hn + 2Hn n
X y
y = −6 Li4 . (2.24)
n=1
n y−1
yn
Ry
by x then integrate from x = 0 to y using 0
xn−1 dx = n ,
∞ (2) (3) Z y 3
X Hn3 − 3Hn Hn + 2Hn n ln (1 − x)
y =− dx
n=1
n 0 x(1 − x)
Z y 3 Z y 3
ln (1 − x) ln (1 − x)
=− dx − dx.
0 x 0 1−x
P∞ 3
Hn n
2.1.16 n=1 n x
∞
X 2
Hn4 − 6Hn2 Hn(2) + 8Hn Hn(3) (2)
+ 3 Hn (4)
− 6Hn xn
n=1
∞
1 Xh 4 4
(2)
− 6 Hn2 Hn(2) − Hn−1
2
= Hn − Hn−1 Hn−1
1 − x n=1
2 2
(3) (3) (2) (2)
+8 Hn Hn − Hn−1 Hn−1 + 3 Hn − Hn−1
i
(4)
−6 Hn(4) − Hn−1 xn
2.1. Generating Functions 73
∞
!
X (2)
1 4Hn 2Hn 6
= 6 + − 4 xn
1−x
n=1 n3 n2 n
| {z }
S1
∞
!
(2) (3)
Hn3 3H 2
X 3Hn Hn 2Hn 3
− 2n + 4 n
+4 − + x .
n=1
n n n n n
| {z }
S2
The sum S1 is the Cauchy product of Li22 (x) given in (2.83). For S2 , by collecting
the results from (2.14), (2.18), and (2.21), we have
∞
3Hn2
X
3 (2) (3) 3
Hn − 3Hn Hn + 2Hn − + 3 xn
n=1
n n
x ln3 (1 − x)
=− + 3 ln(1 − x) Li2 (x).
1−x
xn
Divide both sides of the latter identity by x then integrate using xn−1 dx =
R
n ,
∞
!
(2) (3)
X Hn3 3Hn Hn 2Hn 3Hn2 3
− + − 2 + 4 xn := S2
n=1
n n n n n
3
ln (1 − x) ln(1 − x) Li2 (x)
Z Z
=− dx + 3 dx
1−x x
1 3
= ln4 (1 − x) − Li22 (x) + C.
4 2
Setting x = 0 gives C = 0. Collect S1 and S2 to complete the proof.
For another proof, check [28, p. 355].
P∞
2.1.18 n=1 H n xn
Proof.
ln(1 + x) 1
= (ln(1 + x))
1−x 1−x
74 Chapter 2. Generating Functions and Powerful Identities
P∞ Hn n
2.1.19 n=1 n
x
xn
xn−1 dx =
R
by x then integrate using n ,
∞ Z Z Z
X Hn n ln(1 + x) ln(1 + x) ln(1 + x)
x = dx = dx + dx
n=1
n x(1 − x) x 1−x
1+x
write ln(1 + x) = ln + ln(2) in the second integral
2
ln 1+x
Z Z Z
ln(1 + x) 2 ln(2)
= dx − dx + dx
x 1−x 1−x
Z
1−x
= − Li2 (−x) − d Li2 − ln(2) ln(1 − x)
2
1−x
= − Li2 (−x) − Li2 − ln(2) ln(1 − x) + C.
2
2.1. Generating Functions 75
1
The proof finishes on extracting C = Li2 2 by setting x = 0.
P∞ Hn n
2.1.20 n=1 n2 x
xn
xn−1 dx =
R
Proof. Divide both sides of (2.29) by x then integrate using n ,
∞ 1−x
1
Li2 − Li2
Z
X Hn n 2 2
2
x = dx
n=1
n x
| {z }
IBP
ln(1 − x)
Z Z
Li2 (−x)
− dx − ln(2) dx
x x
Z
1−x 1 ln(x) ln(1 + x)
= ln(x) Li2 − Li2 − dx
2 2 1−x
ln(1 − x)
Z Z Z
ln(x) Li2 (−x)
+ ln(2) dx − dx − ln(2) dx
1−x x x
Z
1−x 1 ln(x) ln(1 + x)
= ln(x) Li2 − Li2 − dx
2 2 1−x
+ ln(2) Li2 (1 − x) − Li3 (−x) + ln(2) Li2 (x). (2.31)
For the remaining integral, set a = ln(x) and b = ln(1 + x) in the algebraic identity:
2ab = a2 + b2 − (a − b)2 ,
2 2 2 x
2 ln(x) ln(1 + x) = ln (x) + ln (1 + x) − ln .
1+x
Divide both sides by 1 − x then integrate,
Z Z 2 Z 2 Z ln2 x
ln(x) ln(1 + x) ln (x) ln (1 + x) 1+x
2 dx = dx + dx − dx .
1−x 1−x 1−x 1−x
| {z } | {z } | {z }
I1 I2 I3
76 Chapter 2. Generating Functions and Powerful Identities
1
For I1 , expand 1−x in series,
∞ Z
ln2 (x)
Z X
dx = xn−1 ln2 (x)dx
1−x n=1
∞ n
xn xn
IBP
X x
= ln2 (x) − 2 ln(x) 2 + 2 3
n=1
n n n
= − ln2 (x) ln(1 − x) − 2 ln(x) Li2 (x) + 2 Li3 (x). (2.32)
For I2 , substitute 1 + x = y,
Substitute this integral in (2.31) then factor ln(1 + x), ln(x), and ln(2) out,
∞
X Hn n 2x x 1+x
x = Li3 − Li3 − Li3 − Li3 (−x)
n=1
n2 1+x 1+x 2
2x x 1+x
− Li3 (x) + ln(1 + x) Li2 − Li2 + Li2
1+x 1+x 2
2x x 1−x
− ln(x) Li2 − Li2 − Li2 − Li2 (x)
1+x 1+x 2
1 1 2 1−x
+ Li2 + ln(2)[Li2 (x) + Li2 (1 − x)] + ln (1 + x) ln
2 2 2
1 2 x 1 2
− ln ln(1 − x) + ln (x) ln(1 − x) + C
2 1+x 2
{substitute the relations from (1.128), (1.129), and (1.119) }
2x x 1+x
= Li3 − Li3 − Li3 − Li3 (−x)
1+x 1+x 2
1
− Li3 (x) + ln(1 + x) Li2 (x) + Li2 + ln(2) ln(1 + x)
2
− ln(x) [ln(1 − x) ln(1 + x) − ln(2) ln(1 − x)]
1 2 1−x
+ ln(2)[ζ(2) − ln(x) ln(1 − x)] + ln (1 + x) ln
2 2
1 x 1
− ln2 ln(1 − x) + ln2 (x) ln(1 − x) + C.
2 1+x 2
Therefore,
∞
X Hn n 2x x 1+x
x = Li3 − Li3 − Li3 − Li3 (−x)
n=1
n2 1+x 1+x 2
1 1
− Li3 (x) + Li3 + ln(1 + x) Li2 (x) + Li2 + ln(2) ln(1 + x)
2 2
− ln(x) [ln(1 − x) ln(1 + x) − ln(2) ln(1 − x)]
1 2 1−x
+ ln(2)[ζ(2) − ln(x) ln(1 − x)] + ln (1 + x) ln
2 2
1 2 x 1 2
− ln ln(1 − x) + ln (x) ln(1 − x) − ln(2)ζ(2).
2 1+x 2
The proof completes on simplifying the last three lines to − 21 ln(2) ln2 (1 + x).
A different proof may be found in [8, p. 9].
P∞
2.1.21 n=1 H n2 xn
Proof. His proof starts with considering the integral form of the harmonic number,
∞ ∞ Z 1 ∞
n Z 1 !
X
n
X 1−y2 n 1 X
n √ n
H n2 x = dy x = x − (x y) dy
n=1 n=1 0 1−y 0 1−y n=1
Z 1 √ √ Z 1
1 x x y y=u 2u x xu
= − √ dy = 2
− du.
0 1−y 1−x 1−x y 0 1−u 1 − x 1 − xu
x ln(1 − u2 )
Z Z Z
x du x du 2x du
=− − − + 2
1−x 1−x 1−u 1+x 1+u 1−x 1 − xu
x ln(1 − u2 ) x ln(1 − u) x ln(1 + u) 2 ln(1 − xu)
=− + − −
1−x 1−x 1+x 1 − x2
x ln(1 + u) x ln(1 + u) 2 ln(1 − xu)
=− − −
1−x 1+x 1 − x2
2x ln(1 + u) 2 ln(1 − xu)
=− − .
1 − x2 1 − x2
Thus, we have
∞ Z 1
X 2u x xu
H n2 xn = − du
n=1 0 1 − u2 1 − x 1 − xu
u=1
2x ln(1 + u) 2 ln(1 − xu) 2 ln(2)x 2 ln(1 − x)
=− − =− − .
1 − x2 1 − x2 u=0 1 − x2 1 − x2
P∞ Hn
2.1.22 n=1 n
2
xn
xn
xn−1 dx =
R
by x then integrating using n ,
∞
H n2 n 2 ln(1 − x)
Z Z
X dx
x = −2 ln(2) 2
− dx
n=1
n 1 − x x(1 − x2 )
ln(1 − x) ln(1 − x) ln(1 − x)
Z Z Z Z
2 dx
= ln(2) − − 2 dx + dx − dx
1 − x2 x 1+x 1−x
1−x ln(1 − x)
Z
1
= ln(2) ln + 2 Li2 (x) + dx + ln2 (1 − x).
1+x 1+x 2
80 Chapter 2. Generating Functions and Powerful Identities
ln(1 − x)
Z Z
ln(1 + x)
dx = ln(1 + x) ln(1 − x) + dx
1+x 1−x
1+x
write ln(1 + x) = ln + ln(2)
2
ln 1+x
Z Z
2 ln(2)
= ln(1 + x) ln(1 − x) + dx + dx
1−x 1−x
1−x
= ln(1 + x) ln(1 − x) + Li2 − ln(2) ln(1 − x)
2
1−x 1−x
= Li2 + ln(1 + x) ln .
2 2
P∞ Hn
2.1.23 n=1 n2
2
xn
1
+ ln2 (1 − x) + ln(1 + x) ln(1 − x)
2
1 2 1 2 2 1 2
use ln (1 − x) + ln(1 + x) ln(1 − x) = ln (1 − x ) − ln (1 + x)
2 2 2
1−x 1
= Li2 − Li2 + 2 Li2 (x) − ln(2) ln(1 + x)
2 2
1 1
+ ln2 (1 − x2 ) − ln2 (1 + x).
2 2
Combine this identity and (2.29) then replace x by y,
∞ ∞
X H n2 n X Hn n 1
y − y = 2 Li2 (y) + Li2 (−y) + ln2 (1 − y 2 )
n=1
n n=1
n 2
1 1−y
− ln2 (1 + y) + ln(2) ln . (2.36)
2 1+y
Rx n
Divide both sides by y then integrate from y = 0 to x using 0 y n−1 dy = xn ,
∞ ∞
X H n2 n X Hn n
2
x − x
n=1
n n=1
n2
1 x ln2 (1 − y 2 ) 1 x ln2 (1 + y)
Z Z
= 2 Li3 (x) + Li3 (−x) + dy − dy
2 0 y 2 0 y
| {z } | {z }
I1 I2
For I1 , substitute 1 − y 2 = t,
x
ln2 (1 − y 2 ) 1
ln2 (t)
Z Z
1
I1 = dy = dt
0 y 2 1−x2 1−t
{recall the result from (2.32)}
1
1 2
= − ln (t) ln(1 − t) − 2 ln(t) Li2 (t) + 2 Li3 (t)
2 1−x2
= ζ(3) + ln(x) ln2 (1 − x2 ) + ln(1 − x2 ) Li2 (1 − x2 ) − Li3 (1 − x2 ).
1
For I2 , substitute 1+y = t,
x
ln2 (1 + y) 1
ln2 (t) 1
ln2 (t) 1
ln2 (t)
Z Z Z Z
I2 = dy = dt = dt + dt
0 y 1
1+x
t(1 − t) 1
1+x
t 1
1+x
1−t
{recall the result from (2.32) for the second integral}
82 Chapter 2. Generating Functions and Powerful Identities
1
1 3
= ln (t) − ln2 (t) ln(1 − t) − 2 ln(t) Li2 (t) + 2 Li3 (t)
3 1
1+x
1 1
= 2ζ(3) − 2 Li3 − 2 ln(1 + x) Li2
1+x 1+x
2
+ ln(x) ln2 (1 + x) − ln3 (1 + x).
3
Plug in the results of I1 and I2 along with the result from (2.30) in (2.37), the proof
is finalized.
P∞ (2n
n)
2.1.24 n=1 4n
Hn xn
∞ 2n
∞ Z 1
1 − yn
X
n
X 1 2n
n
Hn x = dy xn
n=1
4n n=1
4 n n 0 1 − y
∞ ∞
!
1 2n 2n
Z
1 X
n n
X
n n
= x − (xy) dy
0 1 − y n=1 4n n=1
4n
{recall Taylor series for the two sums}
Z 1
1 1 1
= √ −√ dy.
0 1−y 1−x 1 − xy
Let’s find both integrals indefinitely starting with the first one:
ln(1 − y)
Z
1
√ dy = − √ .
(1 − y) 1 − x 1−x
√
For the second integral, make the change of variable 1 − xy = t,
Z Z
1 dt 2 t
√ dy = 2 = √ arctanh √
(1 − y) 1 − xy 1 − x − t2 1−x 1−x
p
{substitute t = 1 − xy back}
√
2 1 − xy
=√ arctanh √
1−x 1−x
2.1. Generating Functions 83
1+z
use 2 arctanh z = ln
1−z
√ √
1 1 − x + 1 − xy
=√ ln √ √
1−x 1 − x − 1 − xy
√ √
1 − x + 1 − xy
multiply the argument of the log by √ √
1 − x + 1 − xy
√ √
( 1 − x + 1 − xy)2
1
=√ ln .
1−x −x(1 − y)
P∞ (2n
n ) Hn
2.1.25 n=1 4n n
xn
xn
xn−1 dx =
R
Proof. Divide both sides of (2.38) by x then integrate using n ,
∞ 2n
√
1+ 1−x
Z
X
nHn n 2
x = √ ln √ dx
n=1
4n n 1−x 2 1−x
√ Z ln 1+y
y= 1−t ln(1 − t)
Z
1−x=y 2y 1+t
= −2 2
dy = −2 dt
1−y t
√
1−y 1− 1−x
= 2 Li2 (t) = 2 Li2 = 2 Li2 √ + C.
1+y 1+ 1−x
84 Chapter 2. Generating Functions and Powerful Identities
P∞ (2n
n ) Hn
2.1.26 n=1 4n n2
xn
P∞ 2H2n −Hn 2n
2.1.27 n=1 n
x
P∞ H2n 2n+1
2.1.28 n=1 2n+1 x
Proof.
1
arctanh(x) ln(1 − x2 ) = {ln(1 + x) − ln(1 − x)}{ln(1 + x) + ln(1 − x)}
2
1 1
= ln2 (1 + x) − ln2 (1 − x)
2 2
{expand both squared logs in series given in (2.6)}
∞ ∞
X Hn−1 n X Hn−1 n
= (−1)n x − x
n=1
n n=1
n
∞ ∞ ∞
( )
X X X
n
use (−1) an − an = −2 a2n+1 given in (1.7)
n=1 n=1 n=0
∞
X H2n 2n+1
= −2 x
n=0
2n +1
{let the index start from 1, since H0 = 0}
∞
X H2n 2n+1
= −2 x ,
n=1
2n + 1
∞ Z x
(−1)n H2n 2n+1 ln(1 + t2 ) 2t arctan t
X
2 x =− + dt
n=1
2n + 1 0 1 + t2 1 + t2
Z x
=− d(ln(1 + t2 ) arctan t)
0
2 x
= − ln(1 + t ) arctan t 0
= − ln(1 + x2 ) arctan x.
P∞ Hn −H2n 1
2.1.30 n=1 n
− 2n2
x2n
we get
∞
ln(1 − y) X
= (−1)n H n y n .
1+y n=1
we have
∞ ∞
X (−1)n H n xn+1 X H n xn+1
ln(1 − x) ln(1 + x) = −
n=1
n+1 n=1
n+1
∞ ∞ ∞
( )
X X X
n
use (−1) an − an = −2 a2n−1 given in (1.8)
n=1 n=1 n=1
∞
X H 2n−1 2n
= −2 x
n=1
2n
(−1)n
use H n−1 = H n + given in (1.161)
n
∞ 1
X H 2n + 2n
=− x2n ,
n=1
n
∞ 2n
X
n z 2n+1
= + C.
n=0
4n 2n + 1
x= π2
1 z cos(x)
= −√ arctan √
1 − z2 1 − z 2 x=0
1 z arcsin(z)
=√ arctan √ = √ .
1−z 2 1−z 2 1 − z2
z
To justify the last step, differentiate arctan √1−z 2
then integrate back.
If we integrate both sides of (2.49) from z = 0 to z, we get
∞
1 X 4n z 2n
arcsin2 (z) = 2, |z| ≤ 1. (2.50)
2 n=1 2n
n
n
2.2. Series Expansion of Powers of arcsin(z) 91
and write
(2n)!2
2n (2n)!
= 2
= 2 ,
n n! n! (2n)!
we have
∞ ∞
X (2n)!2 sin2n+1 (x) X 2
x= = bn fn (x), (2.52)
n=0
4n n!2 (2n + 1)! n=0
where
sin2n+1 (x) (2n)!
fn (x) = , bn = .
(2n + 1)! 2n n!
Note that
∞ ∞
1X 1X
= an b2n fn−1 (x) − (2n + 1)2 an b2n fn (x)
6 n=1 6 n=1
{shift the index n by +1 in the first sum}
{and let n start from 0 in the second sum, since we assumed a0 = 0}
∞ ∞
1X 1X
= an+1 b2n+1 fn (x) − (2n + 1)2 an b2n fn (x)
6 n=0 6 n=0
{substitute bn+1 given in (2.54) in the first sum}
∞ ∞
1 X 1X
= (2n + 1)2 an+1 b2n fn (x) − (2n + 1)2 an b2n fn (x)
6 n=0 6 n=0
∞
X (2n + 1)2 [an+1 − an ] 2
= bn fn (x). (2.57)
n=0
6
Finally, substitute fn (x) and bn back and let x = arcsin(z) to finish the proof.
we get
∞
2 1 X 4n sin2n (x)
x = .
2 n=1 2n n2
n
Since
2n (2n)! (2n)! (2n)!
= 2
= 2
= 2 ,
n (n!) (n(n − 1)!) n (n − 1)!2
we have
∞ ∞
1X n sin2n (x) 1X 2
x2 = (2 (n − 1)!)2 = b fn (x), (2.60)
2 n=1 (2n)! 2 n=1 n
where
sin2n (x)
fn (x) = , bn = 2n (n − 1)!.
(2n)!
Note that
fn00 (x) = fn−1 (x) − (2n)2 fn (x), (2.61)
bn+1 = 2nbn . (2.62)
In light of (2.60), write
∞
41X
x = an b2n fn (x). (2.63)
2 n=1
Assuming a1 = 0 allows the index n to start from 2,
∞
41X
x = an b2n fn (x). (2.64)
2 n=2
Differentiating both sides of (2.64) twice with respect to x then dividing by 12,
∞
1 X
x = 2
an b2n fn00 (x)
24 n=2
{substitute the result of fn00 (x) from (2.61)}
∞ ∞
1 X 1 X
= an b2n fn−1 (x) − an (2n)2 b2n fn (x)
24 n=2 24 n=2
{shift the index n of the first sum by +1 }
{and let n start from 1 in the second sum, since we assumed a1 = 0}
94 Chapter 2. Generating Functions and Powerful Identities
∞ ∞
1 X 1 X
= an+1 b2n+1 fn (x) − an (2n)2 b2n fn (x)
24 n=1 24 n=1
{substitute bn+1 given in (2.62) in the first sum}
∞ ∞
1 X 1 X
(2n)2 an+1 b2n fn (x) − (2n)2 an b2n fn (x)
24 n=1 24 n=1
∞
1 X (2n)2 [an+1 − an ] 2
= bn fn (x). (2.65)
2 n=1 12
(2n)2 [an+1 − an ]
1=
12
or
3
an+1 − an = .
n2
Using (1.145), we find
(2)
an = 3Hn−1 . (2.66)
Notice that an in (2.66) meets our assumption (a1 = 0).
Substitute (2.66) in (2.63), we obtain
∞
3 X (2) 2
x4 = H b fn (x).
2 n=1 n−1 n
Plugging fn (x) and bn back in and letting x = arcsin(z) completes the proof.
By differentiating both sides of (2.51) and (2.59), we obtain
∞ 2n
arcsin2 (z)
X
n (2) 1 (2) 2n
√ =2 H − H z |z| < 1 (2.67)
1 − z2 n=1
4n 2n
4 n
and
∞ (2)
arcsin3 (z) 3 X 4n Hn−1 z 2n−1
√ = . |z| < 1. (2.68)
4 n=1 2n
1 − z2 n
n
2.3. Identities by Beta Function 95
z
by Γ(z+n+1) and use Γ(z + 1) = zΓ(z), we obtain
n
Γ(z + 1) Y 1
= .
Γ(z + n + 1) z+k
k=1
where the last form follows from shifting the index k by +1.
or
n−1
∂ X 1
B(m, n) = − B(n, m) . (2.74)
∂m k+m
k=0
∂
Substitute the result ofB(n, m) from (2.74),
∂m
!2 n−1
2 n−1
∂ X 1 X 1
B(m, n) = B(n, m) + . (2.75)
∂m2 k+m (k + m)2
k=0 k=0
n−1
!2 n−1
! n−1
!
X 1 X 1 X 1
+8
k+m k+m (k + m)3
k=0 k=0 k=0
2.3. Identities by Beta Function 97
n−1
! n−1
#
X 1 X 1
+3 +6 . (2.77)
(k + m)2 (k + m)4
k=0 k=0
Γ(1)Γ(n) Γ(n)Γ(1) 1
B(1, n) = = =
Γ(n + 1) nΓ(n) n
and
n−1 n
X 1 X 1
a
= = Hn(a) ,
(k + 1) ka
k=0 k=1
we get
∂ Hn
B(m, n) =− ;
∂m m=1 n
2 (2)
Hn2 + Hn
∂
B(m, n) = ;
∂m2 m=1 n
3 (2) (3)
Hn3 + 3Hn Hn + 2Hn
∂
B(m, n) = − ;
∂m3 m=1 n
4 (2) (3) (2) (4)
H 4 + 6Hn2 Hn + 8Hn Hn + 2(Hn )2 + 6Hn
∂
4
B(m, n) = n .
∂m m=1 n
we have
Z 1
∂ ∂ n−1 m−1
B(m, n) = x (1 − x) dx .
∂m m=1 ∂m 0 m=1
A special case of Leibniz’s integral rule (see [43]) is differentiation under the integral
sign theorem:
Z b Z b
d ∂
f (x, m)dx = f (x, m)dx. (2.78)
dm a a ∂m
Since the beta function has three variables (m, n, x), using (2.78), we have
Z b Z b
∂ ∂
B(x, m, n)dx = B(x, m, n)dx. (2.79)
∂m a a ∂m
98 Chapter 2. Generating Functions and Powerful Identities
Proof.
∞ ∞
! !
X X
an xn bn xn
n=1 n=1
= a1 x + a2 x2 + a3 x3 + · · · b1 x + b2 x2 + b3 x3 + · · ·
1 1
employ the Cauchy product in (2.80) where an = 2 and bn =
n n
∞ n
!
X X 1
= xn+1 2 (n − k + 1)
n=1
k
k=1
{use the partial fraction decomposition for the inner sum}
∞ n
!
X
n+1
X 1 1 1
= x + +
n=1
(n + 1)k 2 (n + 1)2 k (n + 1)2 (n − k + 1)
k=1
( n n n
)
X 1 X 1 X1
use 2
= Hn(2) and = = Hn given in (1.3)
k n−k+1 k
k=1 k=1 k=1
∞
!
(2)
X
n+1 Hn 2Hn
= x +
n=1
(n + 1) (n + 1)2
(2)
{let the index n start from 0, since H0 = H0 = 0}
∞
!
(2)
X Hn 2Hn
= xn+1 +
n=0
n + 1 (n + 1)2
{shift the index n by −1}
∞ (2)
!
X
n Hn−1 2Hn−1
= x +
n=1
n n2
∞ (2)
!
1 2
X Hn − n2 2Hn −
= xn + n
n=1
n n2
∞ (2) ∞ ∞
X Hn n X Hn n X xn
= x +2 2
x − 3
n=1
n n=1
n n=1
n3
∞ (2) ∞
X Hn n X Hn n
= x +2 x − 3 Li3 (x).
n=1
n n=1
n2
xn
xn−1 dx =
R
by x then integrate using n ,
∞ ∞ (2)
X Hn n X Hn n
2 x + x − 3 Li4 (x)
n=1
n3 n=1
n2
− ln(1 − x) Li2 (x)
Z
1
= dx = Li22 (x) + C.
x 2
The proof finishes on extracting C = 0 by setting x = 0.
Proof.
∞ ∞
!!
X Xxn xn
(Li3 (x))(− ln(1 − x)) =
n=1
n3
n=1
n
1 1
employ (2.80) where an = 3 and bn =
n n
∞ n
!
X X 1
= xn+1 3
n=1
k (n − k + 1)
k=1
{make use of the partial fraction decomposition for the inner sum}
∞ n
X
n+1
X1 1 1
= x 3
+ 2 k2
+
n=1
(n + 1)k (n + 1) (n + 1)3 k
k=1
1
+
(n + 1)3 (n − k + 1)
∞
!
(3) (2)
X
n+1 Hn Hn 2Hn
= x + +
n=1
n + 1 (n + 1)2 (n + 1)3
n o
(3) (2)
let the index n start from 0, since H0 = H0 = H0 = 0
102 Chapter 2. Generating Functions and Powerful Identities
∞
!
(3) (2)
X Hn Hn 2Hn
= xn+1 + +
n=0
n + 1 (n + 1)2 (n + 1)3
{shift the index n by −1}
∞ (3) (2)
!
X Hn−1 H 2Hn−1
= x n
+ n−1 +
n=1
n n2 n3
∞ (3) (2)
!
1 1 1
X
n Hn − n3 Hn − n2 Hn − n
= x + +2
n=1
n n n2
∞ (3) ∞ (2) ∞ ∞
X Hn X Hn n X Hn n X xn
= xn + 2
x + 2 3
x − 4
n=1
n n=1
n n=1
n n=1
n4
∞ (3) ∞ (2) ∞
X Hn n X Hn n X Hn n
= x + 2
x + 2 x − 4 Li4 (x).
n=1
n n=1
n n=1
n3
Proof (i).
∞ ∞
! !
X xn X xn
Li3 (x) Li2 (x) =
n=1
n3 n=1
n2
∞ n
!
X X 1
= xn+1
n=1
k 3 (n − k + 1)2
k=1
∞ n
X X 1 2 1
= xn+1 + +
n=1
(n + 1)2 k 3 (n + 1)3 k 2 (n + 1)3 (n − k + 1)2
k=1
3 3
+ +
(n + 1)4 k (n + 1)4 (n − k + 1)
∞
!
(3) (2)
X
n+1 Hn Hn Hn
= x +3 +6
n=1
(n + 1)2 (n + 1)3 (n + 1)4
∞ (3) (2)
!
X H n−1 H n−1 H n−1
= xn +3 3 +6 4
n=1
n2 n n
2.4. Identities by Cauchy Product 103
∞ (3) (2)
!
1 1 1
X
n Hn − n3 Hn − n2 Hn − n
= x +3 +6
n=1
n2 n3 n4
∞ (3) ∞ (2) ∞ ∞
X Hn n X Hn n X Hn n X xn
= 2
x + 3 3
x + 6 x − 10
n=1
n n=1
n n=1
n4 n=1
n5
∞ ∞ (2) ∞ (3)
X Hn n X Hn n X Hn n
= 6 x + 3 x + x − 10 Li5 (x).
n=1
n4 n=1
n3 n=1
n2
Proof (ii).
Z
Li2 (x) Li3 (x) = d(Li2 (x) Li3 (x))
Z
1
Li22 (x) − ln(1 − x) Li3 (x) dx
=
x
{substitute the results from (2.83) and (2.84)}
∞ ∞ ∞
!
Z (2) (3)
1 X Hn n X Hn n X Hn n
= 6 x +3 x + x − 10 Li4 (x) dx
x n=1
n3 n=1
n2 n=1
n
xn
Z
interchange integration and summation then use xn−1 dx =
n
∞ ∞ (2) ∞ (3)
X Hn n X Hn n X Hn
=6 4
x +3 3
x + − 10 Li5 (x) + C.
n=1
n n=1
n n=1
n2
by x then integrate,
∞ ∞ (2) ∞ (3)
X Hn n X Hn n X Hn n
6 x + 3 x + x − 10 Li6 (x)
n=1
n5 n=1
n4 n=1
n3
104 Chapter 2. Generating Functions and Powerful Identities
Z
Li2 (x) Li3 (x) 1
= dx = Li23 (x) + C,
x 2
and the proof follows as C = 0.
∞ (4)
X Hn n
+ x − 15 Li6 (x); (2.88)
n=1
n2
∞ ∞ (2) ∞ (3)
X Hn n X Hn n X Hn n
Li3 (x) Li4 (x) = 20 x + 10 x + 4 x
n=1
n6 n=1
n5 n=1
n4
∞ (4)
X Hn n
+ x − 35 Li7 (x); (2.89)
n=1
n3
∞ ∞ (2) ∞ (3)
X Hn n X Hn n X Hn n
Li24 (x) = 40 x + 20 x + 8 x
n=1
n7 n=1
n6 n=1
n5
∞ (4)
X Hn n
+2 x − 70 Li8 (x). (2.90)
n=1
n4
Note that (2.90) follows from dividing both sides of (2.89) by x then integrating.
Pn
Proof. By the given sum, An = i=1 ai , one can write
k
X
Ak = ai = a1 + a2 + ... + ak−1 + ak
i=1
and so
k−1
X
Ak−1 = ai = a1 + a2 + ... + ak−1 .
i=1
Ak − Ak−1 = ak . (2.92)
n
X n
X
= Ak bk − Ak−1 bk .
k=m k=m
n
X n−1
X
For the first sum, use the fact that f (k) = f (n) + f (k),
k=m k=m
n
X n−1
X
Ak bk = An bn + Ak bk ,
k=m k=m
n
X n
X
and for the second sum, use f (k) = f (m) + f (k),
k=m k=m+1
n
X n
X
Ak−1 bk = Am−1 bm + Ak−1 bk
k=m k=m+1
n−1
X
= An bn + Am−1 bm − Ak (bk+1 − bk ) ,
k=m
For the two cases m = 0 and m = 1, we have Am−1 = 0. So, (2.91) becomes:
n
X n−1
X
ak bk = An bn − Ak (bk+1 − bk ) , (2.93)
k=0 k=0
n
X n−1
X
ak bk = An bn − Ak (bk+1 − bk ) . (2.94)
k=1 k=1
Also note that the index k in the RHS of (2.94) can start from 0, since A0 = 0. Thus,
n
X n−1
X n
X
ak bk = An bn − Ak (bk+1 − bk ) , An = ai . (2.95)
k=1 k=0 i=1
2.5. Identities by Abel’s Summation 107
You may find in [6, Theorem 2.20, p. 55] a proof for a similar formula:
n
X n
X
ak bk = An bn+1 + Am−1 bm − Ak (bk+1 − bk ) .
k=m k=m
1 (p)
Proof. Let ak = kq and bk = Hk in (2.95),
n (p) n
! n−1 k
!
X H X 1 X X 1
(p) (p)
k
= Hn(p) − Hk+1 − Hk
kq i=1
iq i=1
iq
k=1 k=0
(p) 1
(p)
use Hk+1
= + Hk given in (1.145)
(k + 1)p
n−1
X (q)
(q) (p) 1
= Hn Hn − Hk
(k + 1)p
k=0
{shift the index k by −1}
n (q)
X Hk−1
= Hn(q) Hn(p) −
kp
k=1
X H (q)
n
− 1
k kq
= Hn(q) Hn(p) −
kp
k=1
n (q)
!
X Hk 1
= Hn(q) Hn(p) − − p+q
kp k
k=1
n (q)
X H
= Hn(q) Hn(p) + ζ(q + p) − k
.
kp
k=1
Examples
∞ (2)
X H k ζ 2 (2) + ζ(4) 7
= = ζ(4); (2.98)
k2 2 4
k=1
∞ (3)
X H k ζ 2 (3) + ζ(6)
= ; (2.99)
k3 2
k=1
∞ (4)
X Hk ζ 2 (4) + ζ(8) 13
= = ζ(8), (2.100)
k4 2 12
k=1
where we used ζ 2 (2) = 25 ζ(4) and ζ 2 (4) = 76 ζ(8) given in (1.62) and (1.65).
2
1 (p)
Proof. Let ak = kp and bk = Hk in (2.95),
2
n (p) n
! n−1 k
!
Hk 1 2 1 2 2
(p) (p)
X X X X
= Hn(p) − Hk+1 − Hk
kp i=1
ip
i=1
i p
k=1 k=0
2.5. Identities by Abel’s Summation 109
(p) (p) 1
use Hk+1 = Hk + given in (1.145)
(k + 1)p
n−1 (p)
!
2 2Hk 1
(p)
X
= Hn(p) Hn(p) − Hk p
+
(k + 1) (k + 1)2p
k=0
{shift the index k by −1}
(p)
n
!
3 X
(p) 2H k−1 1
= Hn(p) − Hk−1 + 2p
kp k
k=1
n (p)
!
2Hk − k2p
3 X
(p) (p) 1 1
= Hn − Hk − p + 2p
k kp k
k=1
2
n (p) n
3 X Hk X Hk
(p)
= Hn(p) − 2 + 3 − Hn(3p) .
kp k 2p
k=1 k=1
Examples
2
∞ (2) ∞
X Hk X H
(2)
ζ 3 (2) − ζ(6) 9
k
− = = ζ(6); (2.102)
k2 k4 3 8
k=1 k=1
2
∞ (3) ∞
X Hk X Hk
(3)
ζ 3 (3) − ζ(9)
3
− 6
= ; (2.103)
k k 3
k=1 k=1
2
∞ (4) ∞
X Hk X Hk
(4)
ζ 3 (4) − ζ(12) 493
4
− 8
= = ζ(12), (2.104)
k k 3 5528
k=1 k=1
110 Chapter 2. Generating Functions and Powerful Identities
35 7007
where we used ζ 3 (2) = 8 ζ(6) and ζ 3 (4) = 5528 ζ(12) given in (1.63) and (1.70)
respectively.
∞ (q) ∞ (p)
X Hk −p −p q−1
XH
k
= (1 − 2 )ζ(q)ζ(p) + (2 − 2 )
(2k + 1)p kq
k=1 k=1
∞ (p)
X (−1)k Hk
−2q−1 . (2.105)
n=1
kq
n (q)
X H − ζ(q)k
(2k − 1)p
k=1
n n−1 k
!
X 1 X X 1
(q) (q)
= (Hn(q) − ζ(q)) p
− Hk+1 − Hk .
i=1
(2i − 1) i=1
(2i − 1)p
k=0
∞ ∞
(q) k
!
X H − ζ(q)
k
X X 1
(q) (q)
=0− Hk+1 − Hk
(2k − 1)p i=1
(2i − 1)p
k=1 k=0
( k
)
X 1 (p) −p (p)
use = H2k − 2 Hk given in (1.148)
i=1
(2i − 1)p
(q) (q) 1
and Hk+1 − Hk =
(k + 1)q
∞ (p) ∞ (p)
X Hk X H2k
= 2−p −
(k + 1)q (k + 1)q
k=0 k=0
{shift both indexes by −1}
∞ (p) ∞ (p)
X Hk−1 X H2k−2
= 2−p −
kq kq
k=1 k=1
∞ (p) 1 ∞ H (p) − 1
− 1
−p
X H − k kp
X 2k (2k)p (2k−1)p
=2 −
kq kq
k=1 k=1
2.5. Identities by Abel’s Summation 111
∞ (p) ∞ (p) ∞
X H X H X 1
= 2−p k
− 2k
+
kq kq k q (2k − 1)p
k=1 k=1 k=1
{use (1.5) for the second sum}
∞ (p) ∞ (p) ∞ (p) ∞
X H X H X (−1)k H X 1
= 2−p k
− 2q−1 k
− 2q−1 k
+
nq kq kq k q (2k − 1)p
k=1 k=1 k=1 k=1
∞ (p) ∞ (p) ∞
X H X (−1)k H X 1
= 2−p − 2q−1 k
− 2q−1 k
+ . (2.106)
kq kq k q (2k − 1)p
k=1 k=1 k=1
Let f (x) be a function with a period of 2p and integrable on the interval [−p, p].
Then its Fourier series is given by
∞ ∞
X nπx X nπx
f (x) = a0 + an cos + bn sin , (2.108)
n=1
p n=1
p
where
Z p
1
a0 = f (x)dx,
2π −p
1 p 1 p
Z Z
nπx nπx
an = f (x) cos dx, bn = f (x) sin dx.
π −p p π −p p
py
Proof. Suppose f π is a 2π–periodic function and expand it in cosine and sine
series,
py ∞
X ∞
X
f = An cos(ny) + Bn sin(ny),
π n=0 n=0
where An and Bn are the coefficients of the two series. Separate the first term of
both series and use cos(0) = 1 and sin(0) = 0,
py ∞
X ∞
X
f = A0 + An cos(ny) + Bn sin(ny). (2.109)
π n=1 n=1
Since
( Ra
Z a
2 0 f (x)dx if f (x) is even function (f (−x) = f (x)),
f (x)dx =
−a 0 if f (x) is odd function (f (−x) = −f (x))
(2.110)
2.6. Identities By Fourier Series 113
{the first two integrals are 0, since their integrand is an odd function}
∞ π ∞ ∞
X 2ny − sin(2ny) X sin(2nπ) X
= Bn = Bn π − =π Bn ,
n=1
4n −π n=1
2n n=1
1 π py
Z
Bn = f sin(ny)dy. (2.113)
π −π π
Plugging the results from (2.111), (2.112), and (2.113) in (2.109) yields
py Z π ∞ Z π
1 py X 1 py
f = f dy + f cos(ny)dy cos(ny)
π 2π −π π n=1
π −π π
∞
1 π py
X Z
+ − f sin(ny)dy sin(ny). (2.114)
n=1
π −π π
py
Substitute π = x in (2.114),
Z p ∞ Z p
1 X 1 nπx nπx
f (x) = f (x)dx + f (x) cos dx cos
2p −p p −p p p
| {z } n=1 | {z }
ao an
∞ Z p
X 1 nπx nπx
+ f (x) sin dx sin
n=1 |
p −p p p
{z }
bn
∞ ∞
X nπx X nπx
= a0 + an cos + bn sin .
n=1
p n=1
p
(continued)
2.6. Identities By Fourier Series 115
where
Z p Z p
1 2 nπx
a0 = f (x)dx, an = f (x) cos dx.
π 0 π 0 p
Z p
1 nπx
an = f (x) cos dx
π −p p
{the integrand is an even function}
2 p
Z
nπx
= f (x) cos dx.
π 0 p
Z p
1 nπx
bn = f (x) sin dx
π −p p
{the integrand is an odd function}
= 0.
Let f (x) be an odd function with a period of 2p and integrable on the interval
[−p, p]. Then its Fourier series is given by
∞
X nπx
f (x) = bn sin , (2.116)
n=1
p
where Z p
2 nπx
bn = f (x) sin dx.
π 0 p
Z p
1
a0 = f (x)dx
2π −p
{the integrand is an odd function}
= 0.
Z p
1 nπx
an = f (x) cos dx
π −p p
{the integrand is an odd function}
= 0.
Z p
1 nπx
bn = f (x) sin dx
π −p p
{the integrand is an even function}
2 p
Z
nπx
= f (x) sin dx,
π 0 p
where Z p Z p
1 2 nπx
a0 = f (x)dx, an = f (x) cos dx.
π 0 π 0 p
Since cos(zx) = cos(zx + 2π), which indicates that the period of the function is 2π
and so p = π, its Fourier expansion is given by
∞
X
cos(zx) = a0 + an cos(nx). (2.118)
n=1
2.6. Identities By Fourier Series 117
2 π
Z
an = cos(zx) cos(nx)dx
π 0
{make use of 2 cos(x) cos(y) = cos(x − y) + cos(x + y)}
1 π
Z
= [cos((z − n)x) + cos((z + n)x)]dx
π 0
π
1 sin((z − n)x) sin((z + n)x)
= +
π z−n z+n
0
1 sin((z − n)π) sin((z + n)π)
= +
π z−n z+n
{use sin(x ± y) = sin(x)cos(y) ± cos(x) sin(y)}
2 n cos(πz) sin(πn) − z sin(πz) cos(πn)
=
π n2 − z 2
{write cos(nπ) = (−1)n and sin(nπ) = 0, since n is an integer}
2(−1)n z sin(πz)
=− .
π(n2 − z 2 )
Since sin(zx) = sin(zx + 2π), which indicates that the period of the function is 2π
and so p = π, its Fourier expansion is given by
∞
X
sin(zx) = bn sin(nx). (2.120)
n=1
118 Chapter 2. Generating Functions and Powerful Identities
Let’s find bn :
2 π
Z
bn = sin(zx) sin(nx)dx
π 0
{make use of 2 sin(x) sin(y) = cos(x − y) − cos(x + y)}
1 π
Z
= [cos((z − n)x) − cos((z + n)x)]dx
π 0
π
1 sin((z − n)x) sin((z + n)x)
= −
π z−n z+n
0
1 sin((z − n)π) sin((z + n)π)
= −
π z−n z+n
{use sin(x ± y) = sin(x)cos(y) ± cos(x) sin(y)}
2 z cos(πz) sin(πn) − n sin(πz) cos(πn)
=
π n2 − z 2
{write cos(nπ) = (−1)n and sin(nπ) = 0 for integer n}
2(−1)n n sin(πz)
=− .
π(n2 − z 2 )
Proof (i). Since ln | sin x| is an even function and has a period of π as ln | sin x| =
ln | sin(x + π)| and so p = π/2. Thus, based on (2.115), its Fourier expansion is
given by
X∞
ln | sin x| = a0 + an cos(2nx), (2.122)
n=1
where
Z π Z π
2 2 4 2
a0 = ln | sin x|dx, an = ln | sin x| cos(2nx)dx.
π 0 π 0
We have
Z π
2 2
a0 = ln | sin x|dx
π 0
2.6. Identities By Fourier Series 119
The proof follows on noticing that ln | sin x| = ln(sin x) for 0 < x < π.
Proof (ii). By considering the real parts of Euler’s formula in (1.16), we have
cos(x) = Reix .
Therefore,
∞ ∞ ∞
X cos(2nx) X e2inx X (e2ix )n
=R =R
n=1
n n=1
n n=1
n
2ix
= −R ln 1 − e
{write e2ix = cos(2x) + i sin(2x)}
= −R ln (1 − cos(2x) − i sin(2x))
1 y
use ln(x + iy) = ln(x2 + y 2 ) + i arctan , x > 0 given in (1.15)
2 x
{since 1 − cos(2x) > 0 for 0 < x < π}
1 − sin(2x)
= −R ln[(1 − cos(2x))2 + sin2 (2x)] + i arctan
2 1 − cos(2x)
120 Chapter 2. Generating Functions and Powerful Identities
Replace x by x/2
∞
X sin(nx) π x
= − . (2.124)
n=1
n 2 2
The latter identity is very useful. To show that, integrate both sides,
∞
X cos(nx) π x2
− = x − + C.
n=1
n2 2 4
Therefore,
∞
X cos(nx) x2 π π2
= − x + , 0 ≤ x ≤ 2π. (2.125)
n=1
n2 4 2 6
Integrating the latter identity from x = 0 to x gives
∞
X sin(nx) x3 π 2 π2
= − x + x, 0 ≤ x ≤ 2π, (2.126)
n=1
n3 12 4 6
and so on.
2.6. Identities By Fourier Series 121
π
For |x| < 2, we have
∞
X (−1)n cos(2nx)
ln(cos x) = − ln(2) − . (2.127)
n=1
n
π
Proof (i). Let x = 2 − y in (2.121),
∞
π X cos(πn − 2ny)
ln sin −y = − ln(2) − .
2 n=1
n
The proof follows on using cos(πn) = (−1)n and sin(πn) = 0 for integer n.
Proof (ii).
∞ ∞ ∞
X (−1)n cos(2nx) X (−1)n e2inx X (−e2ix )n
=R =R
n=1
n n=1
n n=1
n
= −R ln 1 + e2ix = −R ln (1 + cos(2x) + i sin(2x))
1 y
use ln(x + iy) = ln(x2 + y 2 ) + i arctan , x > 0 given in (1.15)
2 x
{since 1 + cos(2x) > 0 for |x| < π/2}
1 sin(2x)
= −R ln[(1 + cos(2x))2 + sin2 (2x)] + i arctan
2 1 + cos(2x)
{use 1 + cos(2x) = 2 cos2 x and sin(2x) = 2 sin x cos x}
1 2 sin x cos x
= −R ln[4 cos4 x + 4 sin2 x cos2 x] + i arctan
2 2 cos2 x
1
= −R ln[4 cos2 x(cos2 x + sin2 x)] + i arctan (tan x)
2
1
= −R ln(2 cos x)2 + ix
2
= R {− ln(2 cos x) − ix} (2.128)
= − ln(2 cos x) = − ln(2) − ln(cos x).
122 Chapter 2. Generating Functions and Powerful Identities
cos(2nx)
Proof. Set an = n in (1.7):
∞
X ∞
X ∞
X
2 a2n+1 = an − (−1)n an ,
n=0 n=1 n=1
we have
∞ ∞ ∞
X cos(4n + 2)x) X cos(2nx) X (−1)n cos(2nx)
2 = −
n=0
2n + 1 n=1
n n=1
n
{collect the results from (2.121) and (2.127)}
= − ln(2) − ln(sin x) − (− ln(2) − ln(cos x))
= − ln(sin x) + ln(cos x)
sin x
= − ln = − ln(tan x).
cos x
π
2.6.9 Series Representation of sin(πz)
we have
∞ Z x ∞ 2 −1 ∞ 2 −1
X 2z X n − x2 Y n − x2
dz = ln = ln ,
n=1 0 n2 − z 2 n=1
n2 n=1
n2
x πx
= ln + ln(π) = ln .
sin(πx) sin(πx)
Exponentiating both sides with base e then replacing x by z completes the proof.
If we replace z by iz in (2.133) and use sin(iz) = −i sinh(z), we obtain
∞ 2 −1
πz Y n + z2
=− , z ∈ C. (2.134)
sinh(πz) n=1
n2
π
2.6.12 Series Representation of sec 2
z
The LHS:
sin π2 z sin π2 z
1 1 π
= = = sec z .
2 sin π2 z cos π π
sin(πz) 2z 2 cos 2 z 2 2
Proof. The proof follows from (2.119) on setting z = 1/2 then replacing x by 2x.
∞
!
Z ∞
2ix−2y n
X
=2 tanh(y) J e dy
0 n=1
∞
e2ix−2y
Z
=2 tanh(y) J dy
0 1 − e2ix−2y
Z ∞
1 sin(2x)
=2 tanh(y) dy
0 2 cosh(2y) − cos(2x)
Z 1
sinh(y)
= sin(2x) 2 dx
0 cosh(y)(2 cosh (y) − 1 − cos(2x))
{set cosh(y) = 1/t}
Z 1
t
= sin(2x) 2
dt
0 2 − (1 + cos(2x))t
{use 1 + cos(2x) = 2 cos2 (x)}
Z 1
1 t
= sin(2x) 2 (x)t2
dt
2 0 1 − cos
t=1
ln(1 − cos2 (x)t2 )
1
= sin(2x) −
2 2 cos2 x t=0
1 ln(sin x)
= − · 2 sin x cos x = − tan x ln(sin x).
2 cos2 x
Note that the value x = π/2 is included in the domain of tan x ln(sin x), since
lim tan x ln(sin x) = 0 by L’Hopital’s rule.
x→0
Further, by letting x → π2 −x in (2.138) and using sin( π2 −x) = cos(x), tan( π2 −x) =
cot(x), and sin(2n( π2 − x)) = −(−1)n sin(2nx) for integer n, we get
∞ Z 1
X 1 − t n−1 π
(−1)n t dt sin(2nx) = cot x ln(cos x), |x| < . (2.139)
n=1 0 1+t 2
Also note the fact lim cot x ln(cos x) = 0 justifies why the value x = 0 is included
x→0
in the domain of the function.
π
For |x| < 2, we have
∞
X Hn−1
ln2 (2 cos x) = x2 + 2 (−1)n cos(2nx). (2.140)
n=1
n
2.6. Identities By Fourier Series 127
Logarithmic Integrals
1
Proof. Expand 1−x in series then interchange integration and summation,
∞ Z 1
1
lna (x)
Z X
dx = xn−1 lna (x)dx
0 1−x n=1 0
{make use of (1.31)}
∞
a
X 1
= (−1) a! a+1
= (−1)a a!ζ(a + 1).
n=1
n
Examples
Z 1
ln(x)
dx = −ζ(2); (3.2)
0 1−x
1
ln2 (x)
Z
dx = 2ζ(3); (3.3)
0 1−x
1
ln3 (x)
Z
dx = −6ζ(4); (3.4)
0 1−x
128
3.1. Generalized Logarithmic Integrals 129
1
ln4 (x)
Z
dx = 24ζ(5); (3.5)
0 1−x
1
ln5 (x)
Z
dx = −120ζ(6). (3.6)
0 1−x
R1 lna (x)
3.1.2 0 1+x
dx
Examples
Z 1
ln(x) 1
dx = − ζ(2); (3.8)
0 1+x 2
1
ln2 (x)
Z
3
dx = ζ(3); (3.9)
0 1+x 2
1
ln3 (x)
Z
21
dx = − ζ(4); (3.10)
0 1+x 4
1
ln4 (x)
Z
45
dx = ζ(5); (3.11)
0 1+x 2
1
ln5 (x)
Z
465
dx = − ζ(6). (3.12)
0 1+x 4
130 Chapter 3. Logarithmic Integrals
R1 lna ( 1−x
1+x )
3.1.3 0 x
dx
1−x
Proof. By making the substitution 1+x = y,
Z 1 lna 1−x
1+x lna (y)
Z 1
dx = 2
2
dy (3.14)
x 0 1−y
0
1 1 y
write = −
1 − y2 1 − y 1 − y2
Z 1 a
y lna (y)
Z 1
ln (y)
=2 dy − 2 dy
0 1−y 1 − y2
|0 {z }
y 2 →y
a
1
lna (y) 1
Z Z
ln (y)
=2 dy − 2−a dy
0 1−y 0 1−y
Z 1 a
ln (y)
= (2 − 2−a ) dy
0 1−y
{make use of (3.1)}
= (2 − 2−a )(−1)a a!ζ(a + 1).
Examples
1−x
Z 1 ln 3
1+x
dx = − ζ(2); (3.15)
0 x
2
2
Z 1 ln 1−x
1+x 7
dx = ζ(3); (3.16)
0 x 2
Z 1 ln3 1−x
1+x 45
dx = − ζ(4); (3.17)
0 x 4
Z 1 ln4 1−x
1+x 93
dx = ζ(5); (3.18)
0 x 2
Z 1 ln5 1−x
1+x 945
dx = − ζ(6). (3.19)
0 x 4
3.1. Generalized Logarithmic Integrals 131
R1 ln( 1−x
1+x )
lna−1 (x)
3.1.4 0 x
dx
The latter integral appeared in (3.14). Collecting its result gives the proof.
Examples
1−x
Z 1 ln 1+x 3
dx = − ζ(2); (3.21)
0 x 2
1−x
Z 1 ln 1+x ln(x) 7
dx = ζ(3); (3.22)
0 x 4
Z 1 ln 1−x 2
1+x ln (x) 15
dx = − ζ(4); (3.23)
0 x 4
Z 1 ln 1−x
1+x ln3 (x) 93
dx = ζ(5); (3.24)
0 x 8
Z 1 ln 1−x ln4 (x)
1+x 189
dx = − ζ(6). (3.25)
0 x 4
R1 lna (1−x)
3.1.5 0 1+x
dx
lna (1 − x)
Z 1 Z 1 a
ln (t)
dx = dt
0 1+x 0 2−t
∞ n−1
( )
1 X t
expand in series as then swab integration and summation
2−t n=1
2n
∞ Z 1
X 1
= n
tn−1 lna (t)dt
n=1
2 0
Examples
1
ln(1 − x)
Z
1 1 1
dx = − Li2 = − ζ(2) + ln2 (2); (3.27)
0 1+x 2 2 2
1 2
ln (1 − x)
Z
1 7 1
dx = 2 Li3 = ζ(3) − ln(2)ζ(2) + ln3 (2); (3.28)
0 1+x 2 4 3
Z 1 3
ln (1 − x) 1
dx = −6 Li4 ; (3.29)
0 1 + x 2
Z 1 4
ln (1 − x) 1
dx = 24 Li5 . (3.30)
0 1+x 2
R1 lna (x)
3.1.6 0
2
1−x
dx
Proof. Substituting x = y2 ,
1
lna (x) 1
[ln(y) − ln(2)]a
Z 2
Z
dx = dy
0 1−x 0 2−y
( a
)
a
X a a−k k
use the binomial theorem (x − y) = (−y) x
k
k=0
a Z 1 k !
X a a−k ln (y)
= (− ln(2)) dy
k=0
k 0 2−y
1
expand in series then swab integration and summation
2−y
∞
n
!
1 1 i−1 k
Z
X a a−k
X
= (− ln(2)) y ln (y)dy
k i=1
2i 0
k=0
{make use of (1.31) for the integral}
∞
a !
X a a−k k
X 1
= (− ln(2)) (−1) k!
k i=1
2i ik+1
k=0
a
X a 1
= (− ln(2))a−k (−1)k k! Lik+1 .
k 2
k=0
Examples
Z 1
ln(x)
2 1 1
dx = − ln(2) Li1 − Li2
0 1 − x 2 2
1 1
= − ζ(2) − ln2 (2); (3.32)
2 2
Z 12 2
ln (x) 1 1 1
dx = ln2 (2) Li1 + 2 ln(2) Li2 + 2 Li3
0 1 − x 2 2 2
7 1
= ζ(3) + ln3 (2); (3.33)
4 3
1
ln3 (x)
Z
2
3 1 2 1 1
dx = − ln (2) Li1 − 3 ln (2) Li2 − 6 ln(2) Li3
0 1−x 2 2 2
1
−6 Li4
2
3 2 21 1 4 1
= ln (2)ζ(2) − ln(2)ζ(3) − ln (2) − 6 Li4 ; (3.34)
2 4 2 2
1
ln4 (x)
Z
2 1 1 1
dx = ln4 (2) Li1 + 4 ln3 (2) Li2 + 12 ln2 (2) Li3
0 1−x 2 2 2
134 Chapter 3. Logarithmic Integrals
1 1
+24 ln(2) Li4 + 24 Li5
2 2
21 2 3 5 1
= ln (2)ζ(3) − 4 ln (2)ζ(2) + ln (2) + 24 ln(2) Li4
2 2
1
+24 Li5 . (3.35)
2
In the calculations above, we used the value Li1 12 = ln(2), which follows from
R1 lna (1+x)
3.1.7 0 x
dx
lna (1 + x)
1
lna (y)
Z Z 1
a
dx = (−1) dy
x 1 y(1 − y)
0 2
Z 1 a Z 1 a
ln (y) ln (y)
= (−1)a dy + (−1)a dy
1
2
y 1
2
1−y
| {z }
R1 R 1/2
0
− 0
Z 21 a
lna+1 (2)
Z 1 a
ln (y) ln (y)
= (−1)a (−1)a + (−1)a dy − (−1)a dy
a+1 0 1 − y 0 1−y
{recall the result from (3.1) for the first integral}
Z 12 a
lna+1 (2) a ln (y)
= + a!ζ(a + 1) − (−1) dy,
a+1 0 1−y
1
ln3 (1 + x)
Z
21 3 1
dx = 6ζ(4) − ln(2)ζ(3) + ln2 (2)ζ(2) − ln4 (2)
0 x 4 2 4
1
−6 Li4 ; (3.39)
2
1
ln4 (1 + x)
Z
21 2 4
dx = 24ζ(5) − ln (2)ζ(3) + 4 ln3 (2)ζ(2) − ln5 (2)
0 x 2 5
1 1
−24 ln(2) Li4 − 24 Li5 . (3.40)
2 2
x
R1 ln2a−1 ( 1−x )
3.1.8 0 1+x
dx
x
Proof. Start with the change of variable 1−x = y,
1 ln2a−1 ( 1−x
x
) ∞
ln2a−1 (y)
Z Z
dx = dy
0 1+x 0 (1 + y)(1 + 2y)
∞
1
ln2a−1 (y) ln2a−1 (y)
Z Z
= dy + dy
0 (1 + y)(1 + 2y) (1 + y)(1 + 2y)
|1 {z }
y→1/y
2a−1
1
ln2a−1 (y)
1
Z Z
ln (y)
= dy − dy
0 (1 + y)(1 + 2y) 0 (1 + y)(2 + y)
{decompose both integrands}
1 2a−1 Z 1 1 2a−1 Z 1 2a−1
2 ln (y)
Z
2 ln (y) ln (y)
= dy + 1 dy − 2 dy
0 1 + 2y 0 1 + 2 y 0 1 + y
{make use of (1.111) for the first two integrals}
{and make use of (1.79) for the last integral}
1
= (2a − 1)! Li2a (−2) + Li2a − + 2(2a − 1)!η(2a).
2
Set z = 2 in (1.134) then write Li2n (−1) = −η(2n) to complete the proof.
136 Chapter 3. Logarithmic Integrals
Examples
1 ln3 ( 1−x
x
)
Z
1 4
dx = −3 ln2 (2)ζ(2) − ln (2); (3.42)
0 1+x 4
1 ln5 ( 1−x
x
)
Z
1 6
dx = −105 ln2 (2)ζ(4) − 5 ln4 (2)ζ(2) − ln (2); (3.43)
0 1+x 6
1 ln7 ( 1−x
x
) ln8 (2)
Z
9765 2 735 4
dx = − ln (2)ζ(6) − ln (2)ζ(4) − 7 ln6 (2)ζ(2) − .
0 1+x 2 2 8
(3.44)
R∞ lna (1+x)
3.1.9 0 1+x2
dx
R1 lna (1−x)
3.1.10 0 1+x2
dx
Proof.
lna (1 − x)
1
lna (y)
Z Z 1
1−x=y
dx = dy
0 1 + x2 0 1 + (1 − y)
2
1 i
notice that = J
1 + (1 − y)2 1 + i − iy
Z 1 a
i ln (y)
=J dy
0 1 + i − iy
{ to get this inegral, set z = −i in (1.112)}
−i
= (−1)a a! J Lia+1
−i − 1
1+i
= (−1)a a! J Lia+1 .
2
Examples
1
ln(1 − x)
Z
1+i
dx = − J Li2 ; (3.50)
0 1 + x2 2
Z 1 2
ln (1 − x) 1+i
dx = 2 J Li3 ; (3.51)
0 1 + x2 2
Z 1 3
ln (1 − x) 1+i
2
dx = −6 J Li4 . (3.52)
0 1+x 2
R∞ ln2a (x)
3.1.11 0 1+x2
dx
Examples
∞
ln2 (x) π3
Z
2
dx = ; (3.54)
0 1+x 8
∞
ln4 (x) 5π 5
Z
dx = ; (3.55)
0 1 + x2 32
∞
ln6 (x) 61π 7
Z
dx = ; (3.56)
0 1 + x2 128
∞
ln8 (x) 1385π 9
Z
dx = . (3.57)
0 1 + x2 512
R∞ Lia (−x)
3.1.12 0 1+x2
dx
(−1)a 1
x lna−1 (y)
Z
Lia (−x) = dy.
(a − 1)! 0 1 + xy
(−1)a π 1
lna−1 (x) (−1)a 1
lna (y)
Z Z
= a+1 dx − dy.
2 (a − 1)! 0 1+x (a − 1)! 0 1 + y2
Gathering the results from (3.7) and (1.80), the proof is finalized.
Examples
∞
π3
Z
Li2 (−x)
dx = − − 2β(3); (3.60)
1 + x2 96
Z ∞0
Li3 (−x) 3π
2
dx = − ζ(3) − 3β(4); (3.61)
0 1 + x 64
Z ∞
Li4 (−x) 7π 5
2
dx = − − 4β(5); (3.62)
0 1+x 23040
Z ∞
Li5 (−x) 15π
2
dx = − ζ(5) − 5β(6). (3.63)
0 1 + x 1024
140 Chapter 3. Logarithmic Integrals
R1 Li2a+1 (−x)
3.1.13 0 1+x2
dx
Proof.
Z 1 Z ∞ Z ∞
Li2a+1 (−x) Li2a+1 (−x)
dx = − dx
0 1 + x2 0 1 1 + x2
Z ∞ Z ∞
Li2a+1 (−x) Li2a+1 (−x)
= 2
dx − dx
0 1 + x 1 1 + x2
| {z }
x7→1/x
Z ∞ Z 1
Li2a+1 (−x) Li2a+1 (−1/x)
= dx − dx
0 1 + x2 0 1 + x2
Z 1
Li2a+1 (−x)
add dx to both sides then divide by 2
0 1 + x2
1 ∞ Li2a+1 (−x) 1 1 Li2a+1 (−x) − Li2a+1 (−1/x)
Z Z
= dx + dx.
2 0 1 + x2 2 0 1 + x2
use (1.81) for the two integrals and Li2n (−1) = (21−2n − 1)ζ(2n)
3.1. Generalized Logarithmic Integrals 141
a
X
= β(2a + 2) + 2 (1 − 21−2n )ζ(2n)β(2a − 2n + 2), (3.66)
n=1
where
1
ln2a (y)
Z
dy = (2a)!β(2a + 1)
0 1 + y2
follows from (1.81) and
Examples
1
ln2 (x) ln(1 + x)
Z
dx = ζ(2)β(2) + ln(2)β(3) − 2β(4); (3.72)
0 1 + x2
1
ln4 (x) ln(1 + x)
Z
dx = 21ζ(4)β(2) + 12ζ(2)β(4) + 12 ln(2)β(5) − 48β(6);
0 1 + x2
(3.73)
Z 1 6
ln (x) ln(1 + x) 1395
2
dx = ζ(6)β(2) + 630ζ(4)β(4) + 360ζ(2)β(6)
0 1+x 2
+360 ln(2)β(7) − 2160β(8). (3.74)
R∞ Lia (−x2 )
3.1.15 0 1+x2
dx
(−1)a 1
x2 lna−1 (y)
Z
Lia (−x2 ) = dy,
(a − 1)! 0 1 + x2 y
3.1. Generalized Logarithmic Integrals 143
R1 Li2a+1 (−x2 )
3.1.16 0 1+x2
dx
Proof.
1 Z ∞ Z ∞
Li2a+1 (−x2 ) Li2a+1 (−x2 )
Z
2
dx = − dx
0 1+x 0 1 1 + x2
Z ∞ Z ∞
Li2a+1 (−x2 ) Li2a+1 (−x2 )
= 2
dx − dx
0 1+x 1 1 + x2
| {z }
x→1/x
∞ 1
Li2a+1 − x12
Z 2 Z
Li2a+1 (−x )
= dx − dx
0 1 + x2 0 1 + x2
1
Li2a+1 (−x2 )
Z
add dx to both sides then divide by 2
0 1 + x2
1 ∞ Li2a+1 (−x2 ) 1 1 Li2a+1 (−x2 ) − Li2a+1 − x12
Z Z
= dx + dx,
2 0 1 + x2 2 0 1 + x2
144 Chapter 3. Logarithmic Integrals
Thus,
Gather (3.77) and (3.78) and write Li2n (−1) = (21−2n − 1)ζ(2n) to complete the
proof.
Plug in the result from (3.76) then divide both sides by 22a+1 to finish the proof.
Examples
1
ln2 (x) arctan(x)
Z
7π 1
2
dx = ζ(3) − ζ(2)β(2) − β(4); (3.80)
0 1−x 16 4
1
ln4 (x) arctan(x)
Z
93π 21
dx = ζ(5) − ζ(4)β(2) − 3ζ(2)β(4) − 12β(6);
0 1 − x2 16 16
(3.81)
1
ln6 (x) arctan(x)
Z
5715π 1395 315
dx = ζ(7) − ζ(6)β(2) − ζ(4)β(4)
0 1 − x2 32 128 8
−90ζ(2)β(6) − 360β(8). (3.82)
we have ∞
xm−1 Γ(m)Γ(n − m)
Z
n
dx = .
0 (1 + x) Γ(n)
Differentiate both sides 2a times with respect to m and once with respect to n,
Z∞
∂ 2a ∂ Γ(m)Γ(n − m) ∂ 2a ∂ xm−1
= dx
∂m2a ∂n Γ(n) ∂m2a ∂n (1 + x)n
0
{use differentiation under the integral sign theorem given in (2.79)}
Z∞ 2a
∂ ∂ xm−1
= dx
∂m2a ∂n (1 + x)n
0
Z∞
ln2a (x) ln(1 + x)xm−1
=− dx.
(1 + x)n
0
Proof.
Z ∞ Z ∞ 2a
1
ln2a (x) ln(1 + x2 ) ln (x) ln(1 + x2 )
Z
dx = − dx
0 1 + x2 0 1 1 + x2
Z ∞ 2a ∞
ln (x) ln(1 + x2 ) ln2a (x) ln(1 + x2 )
Z
= dx − dx
0 1 + x2 1 + x2
|1 {z }
x→1/x
∞ 2a 2 1 2a
ln (x) ln(1 + x2 )
Z Z
ln (x) ln(1 + x )
= 2
dx − dx
0 1+x 0 1 + x2
Z 1 2a
ln (x) ln(x)
+2 dx
0 1 + x2
ln2a (x) ln(1 + x2 )
1
Z
add dx to both sides then divide by 2
0 1 + x2
Z ∞ 2a Z 1 2a+1
1 ln (x) ln(1 + x2 ) ln (x)
= 2
dx + dx
2 0 1+x 0 1 + x2
{set x2 → x in the first integral and use (1.81) for the second one}
Z ∞ 2a
ln (x) ln(1 + x)
= 4−a−1 √ dx − (2a + 1)!β(2a + 2).
0 x(1 + x)
Proof.
1
lna (1 − x) lna (x)
Z
dx
0 x(1 − x)
lna (1 − x) lna (x)
Z 1 a
1
ln (1 − x) lna (x)
Z
= dx + dx
1−x x
|0 {z } 0
1−x→x
ln (1 − x) lna (x)
a Z 1 a
1
ln (1 − x) lna (x)
Z
= dx + dx
0 x 0 x
Z 1 a
ln (1 − x) lna (x)
=2 dx.
0 x
lna (x)
by x then integrate from x = 0 to 1,
∞
1
lna (x) ln(1 − x)
Z X Z 1
dx = − Hn xn−1 lna (x)dx
0 x(1 − x) n=1 0
150 Chapter 3. Logarithmic Integrals
∞ ∞
(−1)a a!
X X Hn
=− Hn = (−1)a−1 a! .
n=1
na+1 n=1
n a+1
lna (x)
Multiply both sides by x then integrate from x = 0 to 1,
∞
1
lna (x) ln(1 + x)
Z X Z 1
dx = − n
(−1) Hn xn−1 lna (x)dx
0 x(1 + x) n=1 0
∞
X (−1)n Hn
= (−1)a−1 a! .
n=1
na+1
∞ ∞
!
1
lna (x) xn
Z X 1 X
= − dx
0 1−x
n=1
n2n n=1 n2n
Z 1 a
ln (x) x
= ln(2) + ln 1 − dx
0 1−x 2
lna (x) ln(2 − x)
1 Z 1 a
ln (1 − x) ln(1 + x)
Z
1−x→x
= dx = dx.
0 1−x 0 x
Proof.
The first two integrals are calculated in (3.1) and (3.87). For the third integral, expand
Li2 (y)
1−y in series given in (2.3),
∞
1
lna (y) Li2 (y)
Z Z 1
(2)
X
dy = Hn−1 y n−1 lna (y)dy
0 1−y n=1 0
3.1. Generalized Logarithmic Integrals 153
∞ ∞ (2)
(−1)a a! Hn − n12
(2)
X X
= Hn−1 = (−1)a a!
n=1
na+1 n=1
na+1
∞ ∞ ∞
" # " #
(2) (2)
X Hn X 1 X Hn
= (−1)a a! − a
= (−1) a! − ζ(a + 3) .
n=1
na+1 n=1
na+3 n=1
na+1
∞
ln2a−1 (x) ln(1 + x)
Z
dx = (2a − 1)!(1 + 2a)(1 − 2−2a )ζ(2a + 1)
0 x(1 + x)
∞
X (−1)n Hn
+2(2a − 1)! . (3.94)
n=1
n2a
Let’s find Ia :
∞ ∞
ln2a−1 (x) ln(1 + x) ln2a−1 (x) ln(1 + x)
Z Z
Ia = dx − dx
0 x(1 + x) x(1 + x)
|1 {z }
x7→1/x
∞
ln2a−1 (x) ln(1 + x) 1
ln2a−1 (x) ln(1 + x) 1
ln2a (x)
Z Z Z
= dx + dx − dx.
0 x(1 + x) 0 1+x 0 1+x
By adding
∞
ln2a−1 (x) ln(1 + x) 1 + 2a 1 ln2a (x)
Z Z
= dx − dx
0 x(1 + x) 2a 0 1+x
{make use of (3.7) for the second integral}
∞
ln2a−1 (x) ln(1 + x)
Z
1 + 2a
= dx − (2a)!(1 − 2−2a )ζ(2a + 1).
0 x(1 + x) 2a
(2a)!
Divide both sides by 2 and use 2a = (2a − 1)!,
∞
ln2a−1 (x) ln(1 + x)
Z
1 1 + 2a
Ia = dx − (2a − 1)!(1 − 2−2a )ζ(2a + 1).
2 0 x(1 + x) 2
x2n
R1
3.1.30 0 1+x
dx
or
1
H2n − Hn
Z
x2n−1 ln(1 + x)dx = . (3.97)
0 2n
An alternative proof for (3.97) may be found in [25].
xn
R1
3.1.31 0 1+x
dx
R1
3.1.32 0
x2n−1 arctanh(x)dx
1 a−1
ζ(a − k + 1)
Z
Hn X
xn−1 Lia (x)dx = (−1)a−1 − (−1)k . (3.102)
0 na nk
k=1
Third integral:
1
xn 1 1 n−1
Z Z
1
xn−1 Li4 (x)dx = Li4 (x) 0 − x Li3 (x)dx
0 n n 0
{substitute the result from (3.104)}
ζ(4) ζ(3) ζ(2) Hn
= − 2 + 3 − 4. (3.105)
n n n n
So in general we have
1
ζ(a) ζ(a − 1)
Z
ζ(2) Hn
xn−1 Lia (x)dx = − 2
+ .... + (−1)a a−1 + (−1)a−1 a
0 n n n n
a−1
X ζ(a − k + 1) Hn
= (−1)k−1 k
+ (−1)a−1 a ,
n n
k=1
Show that Z π
2 π
sin(2nx) cot(x)dx = , n ∈ Z+ . (3.106)
0 2
Solution Since cos x = Reix , which follows from Euler’s formula, we have
n−1 n−1
( n−1 )
2ix k
X X X
(2k+1)ix ix
cos((2k + 1)x) = R e =R e e
k=0 k=0 k=0
{use the geometric series formula}
1 − e2ixn
= R eix
1 − e2ix
{make use of eix = cos x + i sin x and simplify}
sin2 (nx)
sin(2nx) sin(2nx)
=R +i = .
2 sin x sin x 2 sin x
For n ∈ Z+ , we have
n−1
X sin(kπ) sin(π) sin(2π) sin((n − 1)π)
= + + ··· + = 0 + 0 + · · · + 0 = 0,
k 1 2 n−1
k=1
and the same applies to the second sum. Therefore, the integral is π/2.
Rπ
3.2.2 0
2
ln(sin x)dx
Show that Z π
2 π
ln(sin x)dx = − ln(2). (3.107)
0 2
Rb Rb
Solution (i) By the rule a f (x)dx = a f (a + b − x)dx, which can be proved by
setting a + b − x = y then changing y to x, we have
Z π Z π Z π
2 2 π 2
ln(sin x)dx = ln sin −x dx = ln(cos x)dx.
0 0 2 0
R π
Add the integral 0
2
ln(sin x)dx to both sides,
Z π Z π Z π
2 2 2
2 ln(sin x)dx = ln(sin x)dx + ln(cos x)dx
0 0 0
Z π
2
= ln(sin x cos x)dx
0
sin(2x)
use sin x cos x =
2
Z π2 Z π2
= ln(sin(2x))dx − ln(2)dx
|0 {z } 0
2x→x
160 Chapter 3. Logarithmic Integrals
Z π
1 π
ln(sin x)dx − ln(2)
=
0 2 2
Z π2 Z π !
1 π
= + ln(sin x)dx − ln(2)
2 0 π
2
2
Z π2 Z π
1 1 π
= ln(sin x)dx + ln(sin x)dx − ln(2)
2 0 2 π2 2
| {z }
x=π−y
Z π Z π
1 2 1 2 π
= ln(sin x)dx + ln(sin y)dy − ln(2)
2 0 2 2
|0 {z }
y=x
Z π
2 π
= ln(sin x)dx − ln(2).
0 2
Therefore, Z π Z π
2 2 π
2 ln(sin x)dx = ln(sin x)dx − ln(2),
0 0 2
R π
and the solution completes on subtracting 2
0
ln(sin x)dx from both sides.
Rπ
3.2.3 0
2
ln2 (sin x)dx
Show that π
π3
Z 2 π 2
ln2 (sin x)dx = ln (2) + . (3.108)
0 2 24
or
ln2 (sin x) = ln2 (2 sin x) − 2 ln(2) ln(sin x) − ln2 (2).
Integrate both sides from x = 0 to π/2,
Z π Z π Z π Z π
2 2 2 2
ln2 (sin x)dx = ln2 (2 sin x)dx − 2 ln(2) ln(sin x)dx − ln2 (2)dx.
0 0 0 0
The third integral is π2 ln2 (2) and the second integral is − π2 ln(2) given in (3.107).
For the first one, integrate both sides of (2.141):
π 2 ∞
X Hn−1
ln2 (2 sin x) = −x +2 cos(2nx)
2 n=1
n
∂ 2 Γ(a)Γ(b)
The Mathematica command for lim is
a→1/2 ∂b2 Γ(a + b)
b→1/2
Normal[Series[D[Gamma[a]Gamma[b]/Gamma[a+b],{a,0},{b,2}]
,{a,1/2,0},{b,1/2,0}]]//FullSimplify//Expand
Rπ
3.2.4 0
2
ln(sin x) ln(cos x)dx
Show that π
π3
Z 2 π 2
ln(sin x) ln(cos x)dx = ln (2) − . (3.109)
0 2 48
Rb
The second integral is equivalent to the first one by using the rule a
f (x)dx =
Rb
a
f (a + b − x)dx. For the third integral, let tan x = y, we have
π π
∞
ln2 (y)
Z Z Z
2 2 1
ln(sin x) ln(cos x)dx = ln2 (sin x)dx − dy.
0 0 2 0 1 + y2
∂ 2 Γ(a)Γ(b)
The Mathematica command for lim is
a→1/2 ∂a∂b Γ(a + b)
b→1/2
Normal[Series[D[Gamma[a]Gamma[b]/Gamma[a+b],{a,1},{b,1}]
,{a,1/2,0},{b,1/2,0}]]//FullSimplify//Expand
R1 ln(x) ln(1−x)
3.2.5 0
√
x 1−x
dx
Show that
1
ln(x) ln(1 − x)
Z
√ dx = 7ζ(3) − 6 ln(2)ζ(2). (3.110)
0 x(1 − x)
√
Solution (i) Make the change of variable 1 − x = y,
1 1
ln(x) ln(1 − x) ln(y) ln(1 − y 2 )
Z Z
√ dx = 4 dy
0 x(1 − x) 1 − y2
0
Z 1 ln 1−x ln 4x
y= 1−x
1+x 1+x (1+x)2
= 2 dx
0 x
164 Chapter 3. Logarithmic Integrals
1−x 1−x
Z 1 ln 1+x
Z 1 ln(x) ln 1+x
Z 1
ln2 (1 + x)
= 4 ln(2) dx + 2 dx + 4 dx
0 x 0 x 0 x
1
ln(1 − x) ln(1 + x)
Z
−4 dx.
0 x
All these integrals are given in (3.21), (3.22), (3.38), and (3.115) respectively.
Γ(a)Γ(b) h i
= lim (ψ(a) − ψ(a + b))(ψ(b) − ψ(a + b)) − ψ (1) (a + b)
b→0 Γ(a + b)
Γ(1 + b) 1
write Γ(b) = and ψ(b) = ψ(1 + b) −
b b
{given in (1.32) and (1.173)}
Γ(a)Γ(1 + b)
= lim ×
b→0 Γ(a + b)
(ψ(a) − ψ(a + b))(ψ(1 + b) − 1b − ψ(a + b)) − ψ (1) (a + b)
lim
b→0 b
Γ(a)Γ(1 + b) Γ(a)Γ(1)
note that lim = =1
b→0 Γ(a + b) Γ(a)
(ψ(a) − ψ(a + b))(ψ(1 + b) − 1b − ψ(a + b)) − ψ (1) (a + b)
= lim
b→0 b
{multiply by b/b}
(ψ(a) − ψ(a + b))(bψ(1 + b) − 1 − bψ(a + b)) − bψ (1) (a + b)
= lim
b→0 b2
{now we can apply L’Hopital’s rule, since we have 0/0}
1 n (1)
= lim ψ (a + b) [bψ(a + b) − bψ(1 + b)] + [ψ(a) − ψ(a + b)]
b→0 2b
o
[ψ(1 + b) − ψ(a + b) − ψ (1) (a + b) + bψ (1) (1 + b)] − bψ (2) (a + b)
3.2. Results of Logarithmic Integrals 165
Of course solution (i) is much easier than solution (ii), but the latter is more useful
because it involves the identity (3.111), which allows us to adjust the power of ln(x)
in the numerator by differentiating both sides with respect to a.
Moreover, by setting x = sin2 u in (3.111), we obtain
Z π
2 1 (1) 1
sin2a−2 (u) tan u ln(sin u) ln(cos u)du =
ψ (a)[ψ(a) + γ] − ψ (2) (a).
0 8 16
(3.112)
R1
Remark: We know that the beta function, B(a, b) = 0 xa−1 (1 − x)b−1 dx, is
defined for R(a) > 0. However, its derivative in (3.111) is defined for R(a) > −1
due to the analytic continuation (see[35]).
Show that
∞
ln2 (x) ln(1 + x2 ) π3
Z
7
2
dx = ln(2) + πζ(3). (3.113)
0 1+x 4 4
166 Chapter 3. Logarithmic Integrals
π (2) 1 π
(1) 1
=− π
2ψ + 4π cot ψ
2 sin 2
2 2 2
π 1
+π 2 csc2 ψ − ψ(1) (cos(π) + 3)
2 2
π 1 1
=− 2ψ (2) + π2 ψ − ψ(1) (−1 + 3)
2 2 2
{recall the results from (1.188) and (1.172)}
= 2π 3 ln(2) + 14πζ(3).
Show that
1
ln(1 − x) ln(1 + x)
Z
5
dx = − ζ(3). (3.115)
0 x 8
1−x2 =y
Z 1 ln2 1−x
1 1 ln2 (y)
Z
1+x
= dy − dx.
8 0 1−y 0 x
{gather the results from (3.3) and (3.16)}
5
= − ζ(3),
8
which matches (3.115).
168 Chapter 3. Logarithmic Integrals
Show that
Z 1
ln(x) ln(1 − x) ln(1 + x) 1 27 7
dx = 2 Li4 − ζ(4) + ln(2)ζ(3)
0 x 2 16 4
1 2 1 4
− ln (2)ζ(2) + ln (2). (3.116)
2 12
and the solution finalizes on gathering the results from (4.6) and (3.143).
ln(x)
by x then integrate from x = 0 to 1,
1
ln(1 − x) ln(1 + x) ln(x)
Z
dx
0 x
∞ Z 1
X H2n − Hn 1
=− + 2 x2n−1 ln(x)dx
n=1
n 2n 0
∞
X H2n − Hn 1 1
=− + 2 −
n=1
n 2n (2n)2
∞ ∞
X H2n 1 X Hn 1
=2 3
− 3
+ ζ(4)
n=1
(2n) 4 n=1
n 8
{make use of (1.5) for the first sum}
∞ ∞
X (−1)n Hn 3 X Hn 1
= 3
+ 3
+ ζ(4).
n=1
n 4 n=1
n 8
Show that
1
ln(1 − x) ln2 (1 + x)
Z
3
dx = − ζ(4). (3.117)
0 x 8
ln(1 − x) ln2 (1 + x)
1
Z
dx
0 x
3 1−x
1
ln3 (1 − x2 ) 1 1 ln 1+x 1 1 ln3 (1 − x)
Z Z Z
1
= dx + dx − dx
6 x 6 0 x 3 0 x
|0 {z } | {z }
1−x2 =y 1−x=y
3 1−x
ln3 (y)
1
1 1 ln 1+x 1 1 ln3 (y)
Z Z Z
1
= dy + dx − dy
12 0 1−y 6 0 x 3 0 1−y
3 1−x
1 1 ln3 (y) 1 1 ln 1+x
Z Z
=− dy + dx.
6 0 1−y 4 0 x
170 Chapter 3. Logarithmic Integrals
The solution completes on putting together the results from (3.4) and (3.17).
Show that
ln2 (1 − x) ln(1 + x)
Z 1
1 5 7
dx = 2 Li4 − ζ(4) + ln(2)ζ(3)
0 x 2 8 4
1 2 1 4
− ln (2)ζ(2) + ln (2). (3.118)
2 12
ln2 (1 − x) ln(1 + x)
1
Z
dx
0 x
3 1−x
1
ln3 (1 − x2 ) 1 1 ln 1+x 1 1 ln3 (1 + x)
Z Z Z
1
= dx − dx − dx
6 x 6 0 x 3 0 x
|0 {z }
1−x2 =y
1
Z 1 3
ln (y) 1
Z 1 ln3 1−x
1+x 1
Z 1
ln3 (1 + x)
= dy − dx − dx.
12 0 1−y 6 0 x 3 0 x
Show that
Z 1 3
ln (1 − x) ln(1 + x) 1 1 81
dx = 6 Li5 + 6 ln(2) Li4 − ζ(5)
0 x 2 2 16
21 21 2 1
− ζ(2)ζ(3) + ln (2)ζ(3) − ln3 (2)ζ(2) + ln5 (2). (3.119)
8 8 5
we have
1
ln4 (1 − x) 1
ln4 (1 + x) 1
ln4 (1 − x2 )
Z Z Z
1 1 1
I= dx − dx + dx
4 x 4 x 16 x
|0 {z } 0
|0 {z }
1−x=y 1−x2 =y
5
Z 1 ln4 1−x
1+x 1
Z 1 ln3 1−x
1+x ln(1 + x)
− dx − dx
16 0 x 2 0 x
| {z }
(1−x)/(1+x)=y
9
Z 1 4
ln (y) 1 ln (1 + x)
Z
51 4 Z 1 ln4 1−x
1+x
= dy − dx − dx
32 0 1−y 4 0 x 16 0 x
Z 1 3
ln (y) ln 1+y
2
+ dy .
1 − y2
|0 {z }
J
3 1+y
1
ln3 (y) 1 1 ln (y) ln 2
Z Z
1
J = − ln(2) dy + dy
2 1+y 2 0 1−y
|0 {z } | {z }
J1 J2
Z 1 3
1 ln (y) ln(1 + y)
+ dy.
2 1+y
|0 {z }
J3
∞ (4)
X (−1)n Hn
Setting a = 3 in (3.92) gives J2 = −6 , and setting a = 3 in (3.89)
n=1
n
∞
45 X (−1)n Hn
gives J3 = − ζ(5) − 6 .
8 n=1
n4
Collecting the values of J2 and J3 along with the value of J1 given in (3.10),
∞ (4) ∞
21 45 X (−1)n Hn X (−1)n Hn
J= ln(2)ζ(4) − ζ(5) − 3 −3
8 16 n=1
n n=1
n4
{recall the relation involving the first sum from (4.155)}
172 Chapter 3. Logarithmic Integrals
∞ ∞
3 21 X Hn X (−1)n Hn
= − ζ(2)ζ(3) − 4
− 9
4 8 n=1 n n=1
n4
{ substitute the results from (4.6) and (4.150)}
279 21
= ζ(5) − ζ(2)ζ(3). (3.121)
32 8
On plugging (3.121) in (3.120), the solution is completed.
Show that
ln(1 − x) ln3 (1 + x)
Z 1
1 1 3
dx = −6 Li5 − 6 ln(2) Li4 + ζ(5)
0 x 2 2 4
21 21 2 1
+ ζ(2)ζ(3) − ln (2)ζ(3) + ln3 (2)ζ(2) − ln5 (2). (3.122)
8 8 5
ln(1 − x) ln3 (1 + x)
1
Z
dx
0 x
4 1−x
ln4 (1 − x2 ) 1 1 ln 1+x
1 Z 1 3
ln (1 − x) ln(1 + x)
Z Z
1
= dx − dx − dx
8 x 8 0 x x
|0 {z } 0
1−x2 =y
1
Z 1 4
ln (y) 1
Z 1 ln4 1−x
1+x
Z 1
ln3 (1 − x) ln(1 + x)
= dy − dx − dx.
16 0 1−y 8 0 x 0 x
Show that
Z 1 3
ln (1 + x) ln(x) 1 1 99
dx = −12 Li5 − 12 ln(2) Li4 + ζ(5)
0 x 2 2 16
21 2 3 2 5
+3ζ(2)ζ(3) − ln (2)ζ(3) + 2 ln (2)ζ(2) − ln (2). (3.123)
4 5
3.2. Results of Logarithmic Integrals 173
1−t
Solution Put x = t then replace t by x,
Z 1 3
ln3 (1 + x) ln(x)
1
ln (x) ln( 1−x
x )
Z
dx = − dx
0 x 1
2
x(1 − x)
Z 1 4 Z 1 4 Z 1 3
ln (x) ln (x) ln (x) ln(1 − x)
= dx + dx − dx
1
2
x 1
2
1 − x 1
2
x
| {z }
IBP
1
ln3 (x) ln(1 − x)
Z
− dx
1 1−x
|2 {z }
1−x→x
!
4
1 1
ln4 (x)
Z Z
1 ln (x) 1 5 1
= ln5 (2) + dx − ln (2) + dx
5 1
2
1−x 4 4 1
2
1−x
Z 12 3
ln (1 − x) ln(x)
− dx
x
|0 {z }
R1 R1
0
− 1/2
1 4 Z 1 3
ln (1 − x) ln(x)
Z
1 5 3 ln (x)
=− ln (2) + dx − dx
20 4 1 1−x 0 x
|2 {z } | {z }
R1 R 1/2 1−x→x
0
− 0
ln3 (1 − x) ln(x)
1
Z
+ dx
1
2
x
Z 1
3 1 ln4 (x) 3 2 ln4 (x)
Z
1
= − ln5 (2) + dx − dx
20 4 0 1−x 4 0 1−x
Z 1 3 Z 1 3
ln (x) ln(1 − x) ln (1 − x) ln(x)
− dx + dx
0 1 − x 1
2
x
{recall the relation involving the last integral from (3.146)}
Z 1
3 1 ln4 (x) 1 2 ln4 (x)
Z
1 5 93
= ln (2) − ζ(5) + dx − dx
10 16 4 0 1−x 2 0 1−x
1 1 ln3 (x) ln(1 − x)
Z
− dx.
2 0 1−x
The first and second integrals are given in (3.5) and (3.35).
To get the latter, set a = 3 in (3.87),
∞
1
ln3 (x) ln(1 − x)
Z X Hn
dx = −6ζ(5) + 6
0 1−x n=1
n4
{this sum is given in (4.6)}
174 Chapter 3. Logarithmic Integrals
R1 ln(x) ln(1+x)
3.2.14 0 1−x
dx
Show that Z 1
ln(x) ln(1 + x) 3
dx = ζ(3) − ln(2)ζ(2). (3.125)
0 1−x 2
R1 ln(x) ln(1−x)
3.2.15 0 1+x
dx
Show that
1
ln(x) ln(1 − x)
Z
13 3
dx = ζ(3) − ln(2)ζ(2). (3.129)
0 1+x 8 2
Group the results from (3.125) and (3.115) to end the solution.
Show that
ln(x) ln2 (1 − x)
Z 1
1 11 1
dx = −6 Li4 + ζ(4) − ln4 (2); (3.130)
0 1 + x 2 4 4
Z 1 2
ln (x) ln(1 − x) 1 1
dx = −4 Li4 + ζ(4) + ln2 (2)ζ(2) − ln4 (2).
0 1 + x 2 6
(3.131)
Solution Let
1
ln(x) ln2 (1 − x)
Z
P = dx;
0 1+x
1
ln2 (x) ln(1 − x)
Z
Q= dx.
0 1+x
176 Chapter 3. Logarithmic Integrals
1 1+x 1 x
To evaluate Y1 , use 1−x = 1−x2 = 1−x2 + 1−x2 ,
1
ln(x) ln2 (1 − x2 ) x ln(x) ln2 (1 − x2 )
1
Z Z
Y1 = dx + dx
0 1 − x2 0 1 − x2
1
ln(x) ln2 (1 − x) 1 1 ln(x) ln2 (1 − x)
Z Z
x2 →x 1
= √ dx + dx
4 0 x(1 − x) 4 0 1−x
| {z }
1−x→x
1 2 1 2
ln(x) ln (1 − x) ln(1 − x) ln (x)
Z Z
1 1
= √ dx + dx
4 0 x(1 − x) 4 x
|0 {z }
IBP
1 2 1 3
ln(x) ln (1 − x)
Z Z
1 1 ln (x)
= √ dx + dx
4 0 x(1 − x) 12 0 1 − x
{collect the results from (3.141) and (3.4)}
17
= − ζ(4) + 7 ln(2)ζ(3) − 3 ln2 (2)ζ(2).
4
3.2. Results of Logarithmic Integrals 177
1−x
For Y2 , let 1+x → x,
Z 1 ln(x) ln2 1−x
1+x
Y2 = dx
0 x(1 + x)
Z 1 ln 1−x
1+x ln2 (x) Z 1
ln(1 − x) ln2 (x)
Z 1
ln(1 + x) ln2 (x)
= dx − dx + dx
0 x 1+x 1+x
|0 {z } 0
Q
R1 ln2 (1+x) R1 R1
3.2.17 0 1+x2
dx, 0 ln(1−x) ln(1+x)
1+x2
dx, & 0 ln(x)1+x
ln(1+x)
2 dx
Show that
Z 1 2
ln (1 + x) 7π 3 3π 2
2
dx = J Li3 (1 + i) − − ln (2) − 2 ln(2)G; (3.135)
0 1+x 64 16
Z 1
ln(1 − x) ln(1 + x) π3
2
dx = J Li3 (1 + i) − − ln(2)G; (3.136)
0 1+x 32
Z 1
ln(x) ln(1 + x) 5π 3 3π 2
2
dx = 3 J Li3 (1 + i) − − ln (2) − 2 ln(2)G.
0 1 + x 64 16
(3.137)
Solution
1−x
First relation: By the substitution x → 1+x ,
Z 1 2
ln (x)
Z 1 ln2 1−x
1+x
dx = dx
0 1 + x2 0 1 + x2
178 Chapter 3. Logarithmic Integrals
1
ln2 (1 − x) 1
ln(1 − x) ln(1 + x) 1
ln2 (1 + x)
Z Z Z
= dx − 2 dx + dx.
0 1 + x2 0 1 + x2 0 1 + x2
1−x
For the last integral, let x → 1+x ,
1−x
Z 1 ln 1+x
Z 1
ln(x)
dx = dx = −G,
0 1+ x2 0 1 + x2
where the last step is given in (1.207). Substitute this integral back,
1
ln2 (1 + x) 1
ln(1 − x) ln(1 + x) 1
Z Z Z
ln(x) ln(1 + x)
dx − dx − dx
0 1 + x2 0 1 + x2 0 1 + x2
= ln(2)G. (3.139)
Third relation:
Z ∞ Z ∞ 2
1
ln2 (1 + x)
Z
ln (1 + x)
dx = − dx
0 1 + x2 0 1 1 + x2
Z ∞ 2 Z ∞ 2
ln (1 + x) ln (1 + x)
= 2
dx − dx
0 1+x 1 + x2
|1 {z }
x→1/x
∞ 2 1
ln2 1+x
Z Z
ln (1 + x) x
= dx − dx
0 1 + x2 0 1 + x2
3.2. Results of Logarithmic Integrals 179
2 1+x
expand ln
x
∞
ln2 (1 + x) ln2 (1 + x)
1 1
Z Z Z
ln(x) ln(1 + x)
= dx − dx + 2 dx
0 1 + x2 0 1 + x2 0 1 + x2
Z 1 2
ln (x)
− dx.
0 1 + x2
Combine the three relations in (3.138), (3.139), and (3.140) to finalize the solution.
Show that
ln(x) ln2 (1 − x)
Z 1
√ dx = −15ζ(4) +28 ln(2)ζ(3)−12 ln2 (2)ζ(2). (3.141)
0 x(1 − x)
√
Solution Make the change of variable 1 − x = y,
ln(x) ln2 (1 − x)
1
ln(y) ln2 (1 − y 2 )
Z Z 1
√ dx = 4 dy
0 x(1 − x) 1 − y2
0
Z 1 ln 1−x ln2 4x
y= 1−x
1+x 1+x (1+x)2
= 2 dx
0 x
Z 1 ln 1−x Z 1 ln 1−x ln(x)
1+x 1+x
= 8 ln2 (2) dx + 8 ln(2) dx
0 x 0 x
ln(x) ln2 (1 + x)
Z 1 Z 1
ln(x) ln(1 − x) ln(1 + x)
−8 dx + 8 dx
0 x 0 x
Z 1 Z 1 2
ln(1 − x) ln(1 + x) ln (1 + x)
−16 ln(2) dx + 16 ln(2) dx
0 x 0 x
ln(1 − x) ln2 (1 + x)
Z 1 Z 1 3
ln (1 + x)
+8 dx − 8 dx.
0 x 0 x
All these integrals are given in (3.21), (3.22), (3.116), (3.115), (3.38), (3.117), and
(3.39). Regarding the fourth integral, integrate it by parts,
1
ln(x) ln2 (1 + x) 1
ln2 (x) ln(1 + x)
Z Z
dx = − dx,
0 x 0 1+x
180 Chapter 3. Logarithmic Integrals
but lengthy calculations will be involved and we had better let Mathematica do it.
∂ 3 Γ(a)Γ(b)
The Mathematica command for lim is
a→1/2 ∂a∂b2 Γ(a + b)
b→0
Normal[Series[D[Gamma[a]Gamma[b]/Gamma[a+b],{a,1},{b,2}]
,{a,1/2,0},{b,0,0}]]//FullSimplify//Expand
Show that
1
ln2 (x) ln(1 − x)
Z 2 1 1
dx = − ln4 (2) − ζ(4). (3.142)
0 1−x 4 4
Show that
Z 1 2
ln (x) ln(1 + x) 1 15 7
dx = 4 Li4 − ζ(4) + ln(2)ζ(3) − ln2 (2)ζ(2)
0 1 + x 2 4 2
1 4
+ ln (2). (3.143)
6
x
Solution By making the change of variable y = 1+x ,
Z 1 2
ln (x) ln(1 + x)
Z 1
2 ln2
ln(1 − y)y
1−y
dx = − dy
0 1+x 0 1−y
1 Z 12 2 Z 21 3
ln(y) ln2 (1 − y) ln (y) ln(1 − y) ln (1 − y)
Z 2
=2 dy − dy − dy .
1−y 1−y 1−y
|0 {z } |0 {z } |0 {z }
I1 I2 I3
Show that
Z 1 3
ln (1 − x) ln(x) 1 1 3
dx = 6 Li5 + 6 ln(2) Li4 + ζ(5)
1
2
x 2 2 16
21 2 9 5
−3ζ(2)ζ(3) + ln (2)ζ(3) − ln3 (2)ζ(2) + ln (2). (3.144)
8 20
182 Chapter 3. Logarithmic Integrals
ln4 (1 − x)
1 Z 1 4 Z 1
1 4 1−x
Z
ln (x)
4I = dx + dx − ln dx
1 x 1 x 1 x x
|2 {z } | 2
{z } | 2
{z }
1−x→x 1
ln5 (2) (1−x)/x=y
5
3
1
ln(1 − x) ln (x) 1
ln (1 − x) ln2 (x)
2
Z Z
−4 dx + 6 dx
1 x 1 x
|2 {z } | 2
{z }
IBP J
1
Z 4 Z 1 4 Z 1 4
2 ln (x) ln (x) ln (y) 4
= dx − dx − dy − ln5 (2) + J
0 1−x 1
2
1−x 0 1+y 5
| {z }
R1 R 1/2
0
− 0
1
Z 4 Z Z 1 4
1 4
2 ln (x) ln (x) ln (y) 4
=2 dx − dx − dy − ln5 (2) + J
0 1−x 0 1 − x 0 1 + y 5
{recall the results from (3.5) and (3.11)}
Z 12 4
93 4 5 ln (x)
= − ζ(5) − ln (2) + 2 dx + J. (3.145)
2 5 0 1−x
Let’s compute J:
1
ln2 (1 − x) ln2 (x) 1
ln3 (x) ln(1 − x)
Z Z
IBP
J =6 dx = 2 ln5 (2) + 4 dx
1
2
x 1 1−x
|2 {z }
1−x→x
1
3
ln (1 − x) ln(x)
Z 2
= 2 ln5 (2) + 4 dx
x
|0 {z }
R1 R1
0
− 1/2
1 3 Z 1 3
ln (1 − x) ln(x) ln (1 − x) ln(x)
Z
5
= 2 ln (2) + 4 dx −4 dx
x 1 x
|0 {z } | 2
{z }
1−x→x I
1 3
ln (x) ln(1 − x)
Z
= 2 ln5 (2) + 4 dx − 4I.
0 1−x
3.2. Results of Logarithmic Integrals 183
Gather the results from (3.124) and (3.35) to finish the solution.
R1 Li2 (−x)
3.2.22 0 1+x2
dx
Show that
Z 1
Li2 (−x) 7π 3 3π 2 3
2
dx = + ln (2) + ln(2)G − 3 J Li3 (1 + i). (3.147)
0 1+x 96 16 2
R1 x ln(y)
Solution Write Li2 (−x) = 0 1+xy dy, which follows from replacing x by −x in
(1.111),
Z 1 Z 1 Z 1
Li2 (−x) 1 x ln(y)
dx = dy dx
0 1 + x2 0 1 + x2 0 1 + xy
{change the order of integration}
Z 1Z 1
x
= ln(y) 2
dx dy
0 0 (1 + x )(1 + xy)
{evaluate the inner integral by partial fraction decomposition}
Z 1
π y ln(2) 1 ln(1 + y)
= ln(y) + − dy
0 4 1 + y2 2 1 + y2 1 + y2
π 1 y ln(y) ln(2) 1 ln(y)
Z Z Z 1
ln(y) ln(1 + y)
= 2
dy + 2
dy − dy
4 0 1+y 2 0 1+y 0 1 + y2
| {z }
√
y= x
Z 1 Z 1 Z 1
π ln(x) ln(2) ln(y) ln(y) ln(1 + y)
= dx + dy − dy. (3.148)
16 0 1+x 2 0 1 + y2 0 1 + y2
and the solution finalizes on recalling the results from (3.8), (1.207), and (3.137).
R1 ln(x) arctan x
3.2.23 0 1+x
dx
Show that
1
π3
Z
ln(x) arctan x 1
dx = ln(2)G − . (3.149)
0 1+x 2 64
184 Chapter 3. Logarithmic Integrals
Show that
1
ln2 (x) arctan x π3
Z
7π
dx = ln(2) − ζ(3) + β(4). (3.150)
0 x(1 + x2 ) 16 64
∞
ln2 (x) arctan x
Z 1 2
1 1 ln3 (x)
Z Z
1 π ln (x)
= dx − dx − dx
2 0 x(1 + x2 ) 32 0 1 + x 6 0 1 + x2
{recall the results from (3.9) and (1.88)}
1 ∞ ln2 (x) arctan x
Z
3π
= dx − ζ(3) + β(4). (3.151)
2 0 x(1 + x2 ) 64
R1 x
For the remaining integral, write arctan x = 0 1+x2 y 2
dy,
∞ Z ∞
ln2 (x) arctan x ln2 (x)
Z Z 1
x
dx = dy dx
0 x(1 + x2 ) 0 x(1 + x2 ) 0 1+x y
2 2
y2
1 1 1
write = −
(1 + x2 )(1 + x2 y 2 ) 1 − y 2 1 + x2 1 + x2 y 2
{then change the order of integration}
Z 1 Z ∞ 2 Z ∞ 2 2
1 ln (x) y ln (x)
= dx − dx dy
1 − y 2 0 1 + x2 1 + x 2 y2
0
} |0
| {z {z }
x=t xy=t
∞ 2 ∞
1
y ln2 (t/y)
Z Z Z
1 ln (t)
= dt − dt dy
0 1 − y2 0 1 + t2 0 1 + t2
{write ln2 (t/y) = ln2 (t) − 2 ln(y) ln(t) + ln2 (y)}
Z 1 Z ∞ 2 Z ∞
1 ln (t) y ln(y) ln(t)
= 2
(1 − y) 2
dt + 2 dt
0 1 − y 0 1 + t 0 1 + t2
Z ∞
y ln2 (y)
− dt dy
0 1 + t2
{recall the result of the first integral from (3.54)}
{and note that the second integral is 0 by using (3.58)}
πy ln2 (y)
Z 1
π3
1
= 2
(1 − y) − dy
0 1−y 8 2
π3 1 1 − y π 1 y ln2 (y)
Z Z
= dy − dy
8 0 1 − y2 2 0 1 − y2
| {z }
y 2 =x
π3 1
ln2 (x) 1
Z Z
dy π
= − dx
8 0 1 + y 16 0 1 − x
{recall the result from (3.3)}
π3 π
= ln(2) − ζ(3).
8 8
Plugging this result in (3.151) completes the solution.
186 Chapter 3. Logarithmic Integrals
R1 Li2
2 (−x)
3.2.25 0 x
dx
Show that
1
Li22 (−x)
Z
3 17
dx = ζ(2)ζ(3) − ζ(5). (3.152)
0 x 4 16
Gather the results from (4.6) and (4.150) to finish the solution.
3.2. Results of Logarithmic Integrals 187
R1 Li2
2 (−x)
3.2.26 0
2
x
dx
and the solution completes on collectingthe result from (3.119) along with writing
Li2 21 = 21 ζ(2) − 21 ln2 (2) and Li3 12 = 78 ζ(3) − 12 ln(2)ζ(2) + 16 ln3 (2) given
in (1.120) and (1.132).
188 Chapter 3. Logarithmic Integrals
Show that
1
ln2 (1 − x) Li2 (x)
Z
dx = 2ζ(2)ζ(3) − ζ(5). (3.155)
0 x
Putting together the results from (4.6) and (4.102) completes the solution.
Show that
1
ln3 (1 − x) Li2 (x)
Z
1
dx = − ζ(6) − 6ζ 2 (3). (3.156)
0 x 2
Collecting the results from (4.7) and (4.114) finalizes the solution.
Show that
Z 1 4
ln (1 − x) Li2 (x)
dx = 24ζ(2)ζ(5) + 72ζ(3)ζ(4) − 96ζ(7). (3.157)
0 x
and solution finishes on gathering the results from (4.127) and (4.8).
Chapter 4
Harmonic Series
Proof.
∞ ∞
!
X H np 1X 1 H np
= n
n=1
nq p n=1 nq−1 p
189
190 Chapter 4. Harmonic Series
∞
1 1 pn−1
X Z
= y Liq−1 (y)dy
n=1
n 0
{make use of (3.102) for the integral}
∞ q−2
X 1 H pn
X ζ(q − j)
= (−1)q q−1
− (−1)j j
n=1
n (pn) j=1
(pn)
∞ q−2 ∞
!
q
X Hpn X
−j
X 1
= (−1) p q
− (−p) ζ(q − j) j+1
n=1
(pn) j=1 n=1
n
∞ q−2
X Hpn X
= (−1)q p q
− (−p)−j ζ(q − j)ζ(j + 1),
n=1
(pn) j=1
P∞ Hn
4.1.2 n=1 nq
∞ m−1
X X ∞
X ∞
X
By using the f (m, n) = f (m, n) given in (1.14), the first double
m=1 n=1 n=1 m=n+1
sum in (4.3) becomes
∞ m−1
X X 1 1
−
m=1 n=1
nmq−1 (n − m) mnq−1 (n − m)
∞ ∞
X X 1 1
= q−1 (n − m)
− q−1 (n − m)
n=1 m=n+1
nm mn
{swab the variables n and m}
∞ ∞
X X 1 1
= −
m=1 n=m+1
mnq−1 (m − n) nmq−1 (m − n)
{write m − n = −(n − m) in both terms}
∞ ∞
X X 1 1
= q−1 (n − m)
− q−1 (n − m)
.
m=1 n=m+1
nm mn
∞ X
∞ ∞ X∞
X 1 X 1
= (q − 2)ζ(q + 1) + 2 q−1 n
−2 .
m=1 n=1
(n + m)m m=1 n=1
m(n + m)q−1 n
| {z } | {z }
S1 S2
For S1 ,
∞ X
∞ ∞ ∞
!
X 1 X 1 X m
S1 = q−1 n
= q
m=1 n=1
(n + m)m m=1
m n=1
n(n + m)
{recall the definition of Hm in (1.155)}
∞
X Hm
= .
m=1
mq
For S2 ,
∞
∞ X
X 1
S2 =
m=1 n=1
m(n + m)q−1 n
n+m
multiply by
n+m
∞ X ∞
X n+m
=
m=1 n=1
m(n + m)q n
∞
∞ X ∞ X ∞
X 1 X 1
= q
+
m=1 n=1
m(n + m) m=1 n=1
(n + m)q n
{swap the variables m and n in the first double sum}
{and change the order of summations in the second double sum}
∞ X ∞
X 1
=2
n=1 m=1
n(n + m)q
{shift the index m by −n}
∞ ∞
X X 1
=2 q
n=1 m=n+1
nm
∞ ∞
( )
X X
use f (m) = f (m) − f (n) for the inner sum
m=n+1 m=n
∞ ∞ ∞ X
∞ ∞
!
X X 1 1 X 1 X 1
=2 q
− q+1 =2 q
− 2 q+1
n=1 m=n
nm n n=1 m=n
nm n=1
n
∞ X
∞ ∞ X
( m
)
X X
use f (n, m) = f (n, m) given in (1.13) for the first term
n=1 m=n m=1 n=1
4.1. Generalized Harmonic Series 193
∞ X ∞
m m
!
X 1 X 1 X 1
=2 q
− 2ζ(q + 1) = 2 q
− 2ζ(q + 1)
m=1 n=1
nm m=1
m n=1
n
∞
X Hm
=2 − 2ζ(q + 1).
m=1
mq
Examples
∞
X Hn
= 2ζ(3); (4.4)
n=1
n2
∞
X Hn 5
3
= ζ(4); (4.5)
n=1
n 4
∞
X Hn
= 3ζ(5) − ζ(2)ζ(3); (4.6)
n=1
n4
∞
X Hn 7 1
5
= ζ(6) − ζ 2 (3); (4.7)
n=1
n 4 2
∞
X Hn
= 4ζ(7) − ζ(2)ζ(5) − ζ(3)ζ(4); (4.8)
n=1
n6
∞
X Hn
= 5ζ(9) − ζ(2)ζ(7) − ζ(3)ζ(6) − ζ(4)ζ(5). (4.9)
n=1
n8
∞ q−2
X Hn 1X
q
= − (−1)i ζ(q − i)ζ(i + 1). (4.10)
n=1
n 2 i=1
1 q−2
ζ(q − i)
Z
n−1 qHn X
x Liq−1 (x)dx = (−1) q−1 − (−1)i .
0 n i=1
ni
194 Chapter 4. Harmonic Series
For even q, the LHS sum becomes zero. For odd q, we have
∞ q−2
X Hn X
q
(2) = − (−1)i ζ(q − i)ζ(i + 1).
n=1
n i=1
P∞ Hn
4.1.3 n=1 nq
Proof. We follow Rob Johnson’s approach in (4.2), but here we begin with expanding
η(q − j) and η(j + 1) in series,
q−2 q−2 ∞
! ∞ !
X X X (−1)m−1 X (−1)n−1
S= η(q − j)η(j + 1) =
j=1 j=1 m=1
mq−j n=1
nj+1
{change the order of summations}
∞ X ∞ Xq−2
X (−1)m+n
=
m=1 n=1 j=1
mq−j nj+1
{break up the middle sum}
∞ m−1 ∞
! q−2
X X X X (−1)m+n
= + an=m +
m=1 n=1 n=m+1 j=1
mq−j nj+1
{pull out the terms for n = m}
q−2
∞ X ∞ m−1 ∞
! q−2
X 1 X X X X (−1)m+n
= q+1
+ +
m=1 j=1
m m=1 n=1 n=m+1 j=1
mq−j nj+1
q−2 ∞ ∞ ∞ q−2
! m−1
!
X X 1 X X X (−1)m+n X mj
= + +
j=1 m=1
mq+1 m=1 n=1 n=m+1
mq n j=1
nj
q−2 ∞ ∞
m−1
!
X X X X (−1)m+n (−1)m+n
= ζ(q + 1) + + −
j=1 m=1 n=1 n=m+1
nm (n − m) mnq−1 (n − m)
q−1
∞ m−1
X X (−1)m+n (−1)m+n
= (q − 2)ζ(q + 1) + −
m=1 n=1
nm (n − m) mnq−1 (n − m)
q−1
∞ ∞
X X (−1)m+n (−1)m+n
+ − .
m=1 n=m+1
nmq−1 (n − m) mnq−1 (n − m)
∞ m−1
X X ∞
X ∞
X
By using f (m, n) = f (m, n) given in (1.14), the first double
m=1 n=1 n=1 m=n+1
sum in the latter equality becomes:
∞ m−1
X X (−1)m+n (−1)m+n
−
m=1 n=1
nm (n − m) mnq−1 (n − m)
q−1
∞ ∞
X X (−1)m+n (−1)m+n
= −
n=1 m=n+1
nm (n − m) mnq−1 (n − m)
q−1
∞ ∞
X X (−1)n+m (−1)n+m
= −
m=1 n=m+1
mn (m − n) nmq−1 (m − n)
q−1
∞ ∞
X X (−1)n+m (−1)n+m
= − .
m=1 n=m+1
nmq−1 (n − m) mnq−1 (n − m)
Thus,
∞ ∞
X X (−1)n+m (−1)n+m
S = (q − 2)ζ(q + 1) + 2 −
m=1 n=m+1
nmq−1 (n − m) mnq−1 (n − m)
{shift the index n by +m}
∞ X ∞
X (−1)n (−1)n
= (q − 2)ζ(q + 1) + 2 −
m=1 n=1
(n + m)m n m(n + m)q−2 n
q−2
∞
∞ X ∞ X∞
X (−1)n X (−1)n
= (q − 2)ζ(q + 1) + 2 −2 .
m=1 n=1
(n + m)mq−1 n m=1 n=1
m(n + m)q−1 n
| {z } | {z }
S1 S2
For S1 ,
∞ X
∞ ∞ ∞
!
X (−1)n X 1 X (−1)n m
S1 = q−1 n
= q
m=1 n=1
(n + m)m m=1
m n=1
n(n + m)
∞ ∞ ∞
!
X 1 X (−1)n X (−1)n
= −
m=1
mq n=1
n n=1
n+m
{recall the result of the second sum from (1.166)}
∞
X 1
− ln(2) − (−1)m H m − ln(2)
= q
m=1
m
∞
X (−1)m H m
= − ln(2)ζ(q) − ln(2)η(q) − .
m=1
mq
For S2 ,
∞ X
∞
X (−1)n
S2 =
m=1 n=1
m(n + m)q−1 n
n+m
multiply by
n+m
∞ X ∞
X (−1)n (n + m)
=
m=1 n=1
m(n + m)q n
4.1. Generalized Harmonic Series 197
∞ X
∞ ∞ X ∞
X (−1)n X (−1)n
= q
+
m=1 n=1
m(n + m) m=1 n=1
(n + m)q n
{swap the variables m and n in the first double sum}
{and change the order of summations in the second double sum}
∞ X ∞
X (−1)m + (−1)n
=
n=1 m=1
n(n + m)q
{shift the index m by −n}
∞ ∞
X X (−1)m−n + (−1)n
=
n=1 m=n+1
nmq
∞ ∞
( )
X X
use f (m) = f (m) − f (n)
m=n+1 m=n
∞ ∞
!
X X (−1)m−n + (−1)n 1 + (−1)n
= q
−
n=1 m=n
nm nq+1
∞ X ∞ ∞
X (−1)m−n + (−1)n X 1 + (−1)n
= −
n=1 m=n
nmq n=1
nq+1
∞ X
∞ ∞ X
( m
)
X X
use f (n, m) = f (n, m) given in (1.13) for the first term
n=1 m=n m=1 n=1
∞ X m
X (−1)m−n + (−1)n
= − ζ(q + 1) + η(q + 1)
m=1 n=1
nmq
∞ m
!
X 1 X (−1)m−n + (−1)n
= − ζ(q + 1) + η(q + 1)
m=1
mq n=1 n
{recall the definition of H n in (1.160) for the inner sum}
∞
X 1
−(−1)m H m − H m − ζ(q + 1) + η(q + 1)
= q
m=1
m
∞ ∞
X (−1)m H m X Hm
=− q
− − ζ(q + 1) + η(q + 1).
m=1
m m=1
mq
∞
X (−1)m H m
By combining S1 and S2 , the sum cancels out,
m=1
mq
q−2
X
η(q − j)η(j + 2) = (q)ζ(q + 1) − 2 ln(2)[η(q) + ζ(q)]
j=1
198 Chapter 4. Harmonic Series
∞
X Hm
−2η(q + 1) + 2 ,
m=1
mq
and the proof follows on using η(s) = (1 − 21−s )ζ(s) given in (1.75).
For other proofs, check [19, Theorem 3.5, p. 9] and [11, Theorem 7.1 (i), p. 32].
Examples
∞
X Hn 3 1
2
= ln(2)ζ(2) − ζ(3); (4.12)
n=1
n 2 4
∞
X Hn 7 5
3
= ln(2)ζ(3) − ζ(4); (4.13)
n=1
n 4 16
∞
X Hn 15 3 17
4
= ln(2)ζ(4) + ζ(2)ζ(3) − ζ(5); (4.14)
n=1
n 8 8 16
∞
X Hn 31 9 49
5
= ln(2)ζ(5) + ζ 2 (3) − ζ(6); (4.15)
n=1
n 16 32 64
∞
X Hn 63 21 15 129
6
= ln(2)ζ(6) + ζ(3)ζ(4) + ζ(2)ζ(5) − ζ(7). (4.16)
n=1
n 32 32 32 64
P∞ (−1)n Hn
4.1.4 n=1 n2q
∞ ∞ Z 1 n
X (−1)n X 1 x
= ln(2) 2q
− 2q
dx
n=1
n n=1
n 0 1 +x
{make use of the identity in (3.96) for the integral}
∞
X 1
= − ln(2)η(2q) − 2q
(ln(2) + H n2 − Hn )
n=1
n
∞ ∞
X H n2 X Hn
= − ln(2)η(2q) − ln(2)ζ(2q) − 2q
+ . (4.18)
n=1
n n=1
n2q
Hn
To establish another relation, let an = n2q in (1.5):
∞ ∞ ∞
X 1X 1X
a2n = an + (−1)n an ,
n=1
2 n=1 2 n=1
we obtain
∞ ∞ ∞
X (−1)n H n X H n X H 2n
2q
+ 2q
= 2 2q
n=1
n n=1
n n=1
(2n)
{substitute H 2n = H2n − Hn given in (1.162)}
∞ ∞
X H2n X Hn
=2 2q
− 2
n=1
(2n) n=1
(2n)2q
{employ (1.5) for the first sum}
∞ ∞ ∞
X (−1)n Hn X Hn X Hn
= 2q
+ 2q
− 2
n=1
n n=1
n n=1
(2n)2q
200 Chapter 4. Harmonic Series
∞ ∞
X (−1)n Hn 1−2q
X Hn
= 2q
+ (1 − 2 ) 2q
.
n=1
n n=1
n
The proof follows on substituting the results from (4.11) and (4.2) and using η(s) =
(1 − 21−s )ζ(s).
Check [4, II.1, pp. 4–7] and [23] for other proofs with a different closed form, which
is well-known in the mathematical literature.
Examples
∞
X (−1)n Hn 5
2
= ζ(3); (4.22)
n=1
n 8
∞
X (−1)n Hn 1 59
4
= ζ(2)ζ(3) − ζ(5); (4.23)
n=1
n 2 32
∞
X (−1)n Hn 1 7 377
6
= ζ(2)ζ(5) + ζ(3)ζ(4) − ζ(7); (4.24)
n=1
n 2 8 128
∞
X (−1)n Hn 1 31 7 2039
8
= ζ(2)ζ(7) + ζ(3)ζ(6) + ζ(4)ζ(5) − ζ(9); (4.25)
n=1
n 2 32 8 512
∞
X (−1)n Hn 1 127 7 31
10
= ζ(2)ζ(9) + ζ(3)ζ(8) + ζ(4)ζ(7) + ζ(5)ζ(6)
n=1
n 2 128 8 32
10229
−ζ(11); (4.26)
2048
∞
X (−1)n Hn 1 511 7 127
12
= ζ(2)ζ(11) + ζ(3)ζ(10) + ζ(4)ζ(9) + ζ(5)ζ(8)
n=1
n 2 512 8 128
31 49139
+ ζ(6)ζ(7) − ζ(13). (4.27)
32 8192
4.1. Generalized Harmonic Series 201
P∞ (−1)n H n
4.1.5 n=1 n2q
P∞ Hn
4.1.6 n=1 n2q
2
Examples
∞
X H n2 11
2
= ζ(3); (4.36)
n=1
n 8
∞
X H n2 37 1
4
= ζ(5) − ζ(2)ζ(3); (4.37)
n=1
n 32 4
∞
X H n2 135 1 1
6
= ζ(7) − ζ(2)ζ(5) − ζ(3)ζ(4); (4.38)
n=1
n 128 16 4
∞
X H n2 521 1 1 1
8
= ζ(9) − ζ(2)ζ(7) − ζ(3)ζ(6) − ζ(4)ζ(5); (4.39)
n=1
n 512 64 4 16
∞
X H n2 2059 ζ(2) 1 1 1
10
= ζ(11) − ζ(9) − ζ(3)ζ(8) − ζ(4)ζ(7) − ζ(5)ζ(6).
n=1
n 2048 256 4 64 16
(4.40)
P∞ (−1)n H n
4.1.7 n=1 n2q
2
Hn
Proof. Set an = 2
n2q in (1.5):
∞
X ∞
X ∞
X
2 a2n = an + (−1)n an ,
n=1 n=1 n=1
we get
∞ ∞ ∞
X Hn X H n2 X Hn
2 2q
= 2q
+ (−1)n 2q2
n=1
(2n) n=1
n n=1
n
or
∞ ∞ ∞
X (−1)n H n2 1−2q
X Hn X H n2
= 2 − .
n=1
n2q n=1
n2q n=1 n2q
On gathering the results from (4.2) and (4.35), the proof is complete.
Examples
∞
X (−1)n H n2 3
2
= − ζ(3); (4.42)
n=1
n 8
∞
X (−1)n H n2 1 25
4
= ζ(2)ζ(3) − ζ(5); (4.43)
n=1
n 8 32
∞
X (−1)n H n2 1 7 119
6
= ζ(2)ζ(5) + ζ(3)ζ(4) − ζ(7); (4.44)
n=1
n 32 32 128
∞
X (−1)n H n2 1 31 7 501
8
= ζ(2)ζ(7) + ζ(3)ζ(6) + ζ(4)ζ(5) − ζ(9);
n=1
n 128 128 128 512
(4.45)
∞ n n
X (−1) H 2 1 127 7 31
10
= ζ(2)ζ(9) + ζ(3)ζ(8) + ζ(4)ζ(7) + ζ(5)ζ(6)
n=1
n 512 512 512 512
2035
− ζ(11). (4.46)
2048
P∞ (q)
ζ(q)−Hn
4.1.8 n=1 n
(−1)q−1 1
xn lnq−1 (x)
Z
ζ(q) − Hn(q) = dx
(q − 1)! 0 1−x
Substitute the generalized Euler sum given in (4.2) to complete the proof.
(q) 1
Proof (ii). Let bk = ζ(q) − Hk and ak = k in (2.95):
n
X n−1
X n
X
ak bk = An bn − Ak (bk+1 − bk ) , An = ai ,
k=1 k=0 i=1
we have
n (q) n n−1 k
!
X ζ(q) − H X 1 X X 1
(q) (q)
k
= (ζ(q) − Hn(q) ) − −Hk+1 + Hk
k i=1
i i=1
i
k=1 k=0
n−1
X −1
= (ζ(q) − Hn(q) )Hn − (Hk ) .
(k + 1)q
k=0
∞ (q) ∞
X ζ(q) − H k
X Hk
=0+
k (k + 1)q
k=1 k=0
{shift the index k by −1}
∞ ∞ ∞
X Hk−1 X Hk − k1 X Hk
= = = − ζ(q + 1).
kq kq kq
k=1 k=1 k=1
4.1. Generalized Harmonic Series 205
Examples
∞ (2)
X ζ(2) − Hn
= ζ(3); (4.48)
n=1
n
∞ (3)
X ζ(3) − Hn 1
= ζ(4); (4.49)
n=1
n 4
∞ (4)
X ζ(4) − Hn
= 2ζ(5) − ζ(2)ζ(3); (4.50)
n=1
n
∞ (5)
X ζ(5) − Hn 3 1
= ζ(6) − ζ 2 (3); (4.51)
n=1
n 4 2
∞ (6)
X ζ(6) − Hn
= 3ζ(7) − ζ(2)ζ(5) − ζ(3)ζ(4). (4.52)
n=1
n
P∞ (2)
Hn
4.1.9 n=1 n2q+1
with respect to n using the derivative of the harmonic number given in (1.157),
(2) Z 1
Hn Hn ζ(2) d
+ − = xn−1 ln(1 − x)dx
n2 n n dn 0
{use differentiation under the integral sign theorem given in (2.78)}
Z 1
∂ n−1
= x ln(1 − x)dx
0 ∂n
Z 1
= xn−1 ln(x) ln(1 − x)dx.
0
206 Chapter 4. Harmonic Series
Thus, we have
(2) Z 1
Hn Hn ζ(2)
+ − = xn−1 ln(x) ln(1 − x)dx. (4.54)
n2 n n 0
Examples
∞ (2)
X Hn 9
3
= 3ζ(2)ζ(3) − ζ(5); (4.56)
n=1
n 2
∞ (2)
X Hn
= 5ζ(2)ζ(5) + 2ζ(3)ζ(4) − 10ζ(7).; (4.57)
n=1
n5
∞ (2)
X Hn 35
7
= 7ζ(2)ζ(7) + 2ζ(3)ζ(6) + 4ζ(4)ζ(5) − ζ(9); (4.58)
n=1
n 2
∞ (2)
X Hn
= 9ζ(2)ζ(9) + 2ζ(3)ζ(8) + 6ζ(4)ζ(7) + 4ζ(5)ζ(6) − 27ζ(11); (4.59)
n=1
n9
∞ (2)
X Hn
= 11ζ(2)ζ(11) + 2ζ(3)ζ(10) + 8ζ(4)ζ(9) + 4ζ(5)ζ(8) + 6ζ(6)ζ(7)
n=1
n11
77
− ζ(13). (4.60)
2
P∞ (2q+1)
Hn
4.1.10 n=1 n2
we have
∞ (2q+1) ∞ (2)
X Hn X Hn
+ = ζ(2)ζ(2q + 1) + ζ(2q + 3).
n=1
n2 n=1
n2q+1
P∞ Hn2
4.1.11 n=1 n2q+1
P∞ (2)
Hn
Set a = 2q and recall the relation involving n=1 n2q+1 from (4.53),
∞ ∞
X Hn2 2q + 5 X Hn
3 = − ζ(2)ζ(2q + 1)
n=1
n2q+1 2 n=1 n2q+2
2q−1 ∞
" #
X
k k+4 X Hn
+ (−1) ζ(2q − k + 1) ζ(k + 2) − 2 .
2 n=1
nk+1
k=1
Substituting the generalized Euler sum given in (4.2) completes the proof.
Examples
∞
X Hn2 7
3
= ζ(5) − ζ(2)ζ(3); (4.68)
n=1
n 2
210 Chapter 4. Harmonic Series
∞
X Hn2 5
5
= 6ζ(7) − ζ(2)ζ(5) − ζ(3)ζ(4); (4.69)
n=1
n 2
∞
X Hn2 55 7 1 5
7
= ζ(9) − ζ(2)ζ(7) − ζ(3)ζ(6) + ζ 3 (3) − ζ(4)ζ(5); (4.70)
n=1
n 6 2 3 2
∞
X Hn2 9 5 7
9
= 11ζ(11) − ζ(2)ζ(9) − ζ(3)ζ(8) − ζ(4)ζ(7) − ζ(5)ζ(6)
n=1
n 2 2 2
+ζ 2 (3)ζ(5); (4.71)
∞
X Hn2 35 5
11
= ζ(13) − ζ(2)ζ(11) + ζ(3)ζ 2 (5) + ζ 2 (3)ζ(7) − ζ(4)ζ(9)
n=1
n 2 2
9 7 11
− ζ(5)ζ(8) − ζ(6)ζ(7) − ζ(3)ζ(10). (4.72)
2 2 2
P∞ Hn
4.1.12 n=1 (2n+1)q
Hn
Proof. Set an = nq in (1.4):
∞
X ∞
X ∞
X
an = a2n+1 + a2n ,
n=1 n=0 n=1
we obtain
∞ ∞ ∞
X Hn X H 2n+1 X H 2n
q
= q
+ .
n=1
n n=0
(2n + 1) n=1
(2n)q
∞ ∞ ∞
1 X Hn+1 1 X (−1)n Hn+1 X Hn
= + −
2 n=0 (n + 1)q 2 n=0 (n + 1)q n=1
(2n + 1)q
{shift the index n of the first and second sums by −1}
∞ ∞ ∞
1 X Hn 1 X (−1)n Hn X Hn
= − − .
2 n=1 nq 2 n=1 nq n=1
(2n + 1)q
and the proof follows on collecting the results from (4.2) and (4.11).
Examples
∞
X Hn 7 3
2
= ζ(3) − ln(2)ζ(2); (4.74)
n=1
(2n + 1) 4 2
∞
X Hn 45 7
3
= ζ(4) − ln(2)ζ(3); (4.75)
n=1
(2n + 1) 32 4
∞
X Hn 31 15 21
4
= ζ(5) − ln(2)ζ(4) − ζ(2)ζ(3); (4.76)
n=1
(2n + 1) 8 8 16
∞
X Hn 315 31 49
5
= ζ(6) − ln(2)ζ(5) − ζ 2 (3); (4.77)
n=1
(2n + 1) 128 16 64
∞
X Hn 381 63 93 105
6
= ζ(7) − ln(2)ζ(6) − ζ(2)ζ(5) − ζ(3)ζ(4).
n=1
(2n + 1) 64 32 64 64
(4.78)
212 Chapter 4. Harmonic Series
(q)
P∞ (−1)n Hn
4.1.13 n=1 n
(−1)q−1 1
xn lnq−1 (x)
Z
Hn(q) = ζ(q) − dx,
(q − 1)! 0 1−x
(−1)n
by n then consider the summation over n ≥ 1,
∞ ∞ ∞
!
(q)
(−1)n Hn (−1)n (−1)q−1 1 lnq−1 (x) X (−x)n
X X Z
= ζ(q) − dx
n=1
n n=1
n (q − 1)! 0 1 − x n=1
n
(−1)q−1 1 lnq−1 (x)
Z
= − ln(2)ζ(q) − (− ln(1 + x)) dx
(q − 1)! 0 1 − x
∞
( )
ln(1 + x) X n
write = H n x given in (2.28)
1−x n=1
∞ Z 1
(−1)q−1 X
= − ln(2)ζ(q) + Hn xn lnq−1 (x)dx
(q − 1)! n=1 0
∞
X Hn
= − ln(2)ζ(q) +
n=1
(n + 1)q
{let the index start from 0, since H 0 = 0}
∞
X Hn
= − ln(2)ζ(q) +
n=0
(n + 1)q
{shift the index by −1}
∞
X H n−1
= − ln(2)ζ(q) +
n=1
nq
(−1)n
use H n−1 = H n + given in (1.161)
n
∞ ∞
X H n X (−1)n
= − ln(2)ζ(q) + +
n=1
nq n=1
nq+1
4.1. Generalized Harmonic Series 213
∞
X Hn
= − ln(2)ζ(q) + − η(q + 1).
n=1
nq
Substituting the result from (4.11) and writing η(q + 1) = (1 − 2−q )ζ(q + 1) finalizes
the proof.
Using integral manipulations, Cornel Vălean managed to provide a different proof,
which you may find in [26]. He also derived, in the same reference, a closed form for
∞ (q)
X (−1)n H2n
.
n=1
n
Examples
∞ (2)
X (−1)n Hn 1
= ln(2)ζ(2) − ζ(3); (4.80)
n=1
n 2
∞ (3)
X (−1)n Hn 3 19
= ln(2)ζ(3) − ζ(4); (4.81)
n=1
n 4 16
∞ (4)
X (−1)n Hn 7 3
= ln(2)ζ(4) + ζ(2)ζ(3) − 2ζ(5); (4.82)
n=1
n 8 8
∞ (5)
X (−1)n Hn 15 9 111
= ln(2)ζ(5) + ζ 2 (3) − ζ(6); (4.83)
n=1
n 16 32 64
∞ (6)
X (−1)n Hn 15 21 31
= ζ(2)ζ(5) + ζ(3)ζ(4) + ln(2)ζ(6) − 3ζ(7). (4.84)
n=1
n 32 32 32
(2q+1)
P∞ (−1)n Hn
4.1.14 n=1 2n+1
R1 1
Integrate both sides from x = 0 to 1 using 0
x2n dx = 2n+1 ,
∞ (2q+1) Z 1
X (−1)n Hn Li2q+1 (−x2 )
= dx.
n=1
2n + 1 0 1 + x2
Examples
∞ (3)
X (−1)n Hn 3π
= 4β(4) + ζ(2)β(2) − ζ(3); (4.86)
n=1
2n + 1 2
∞ (5)
X (−1)n Hn 7 15π
= 16β(6) + 4ζ(2)β(4) + ζ(4)β(2) − ζ(5); (4.87)
n=1
2n + 1 4 2
∞ (7)
X (−1)n Hn 31 63π
= 64β(8) + 16ζ(2)β(6) + 7ζ(4)β(4) + ζ(6)β(2) − ζ(7);
n=1
2n + 1 16 2
(4.88)
∞ (9)
X (−1)n Hn 31
= 256β(10) + 64ζ(2)β(8) + 28ζ(4)β(6) + ζ(6)β(4)
n=1
2n + 1 4
127 255π
+ ζ(8)β(2) − ζ(9); (4.89)
64 2
∞ (11)
X (−1)n Hn
= 1024β(12) + 256ζ(2)β(10) + 112ζ(4)β(8) + 31ζ(6)β(6)
n=1
2n + 1
127 511 1023π
+ ζ(8)β(4) + ζ(10)β(2) − ζ(11). (4.90)
16 256 2
P∞ (−1)n Hn
4.1.15 n=1 (2n+1)2q+1
in (1.186).
216 Chapter 4. Harmonic Series
Show that
∞
X Hn
= 2ζ(3). (4.97)
n=1
n2
P∞ (2)
Hn
4.2.2 n=1 n2
Show that
∞ (2)
X Hn 17
2
= ζ(4). (4.98)
n=1
n 4
The solution completes on recalling the result from (4.5). Note that Lia (1) = ζ(a)
given in (1.100) and Li22 (1) = ζ 2 (2) = 25 ζ(4) given in (1.62).
Check (2.98) for a different solution.
4.2. Non–Alternating Harmonic Series 217
P∞ 2
Hn
4.2.3 n=1 n2
Show that
∞
X Hn2 17
2
= ζ(4). (4.99)
n=1
n 4
ln(1−x)
by x then integrate from x = 0 to 1,
∞
1
ln3 (1 − x)
Z Z 1
1 X Hn−1
dx = xn−1 ln(1 − x)dx
2 0 x n=1
n 0
The solution finalizes on substituting the values from (4.5) and (3.4).
Solution (iii) Multiply both sides of (2.11):
∞
ln2 (1 − x) X 2
= (Hn − Hn(2) )xn
1−x n=1
R1
by − ln(x)
x then integrate using − 0
xn−1 ln(x)dx = 1
n2 ,
∞ (2) Z 1 2
X Hn2 − Hn ln (1 − x) ln(x)
2
= − dx
n=1
n 0 (1 − x)x
Z 1 2
1−x=y ln (y) ln(1 − y)
= − dy
0 y(1 − y)
{set a = 2 in (3.88)}
∞
X Hn
=2 .
n=1
n3
P∞ Hn H2n
4.2.4 n=1 n2
Show that
∞
X Hn H2n 1 13 7 1
2
= 4 Li 4 + ζ(4) + ln(2)ζ(3) − ln2 (2)ζ(2) + ln4 (2).
n=1
n 2 8 2 6
(4.100)
P∞ (2)
Hn
4.2.5 n=1 n3
Show that
∞ (2)
X Hn 9
3
= 3ζ(2)ζ(3) − ζ(5). (4.102)
n=1
n 2
Take the difference of the two relations in (4.103) and (4.104) then divide by 2 to end
the solution. Also see (4.56) for another method.
P∞ (3)
Hn
4.2.6 n=1 n2
Show that
∞ (3)
X Hn 11
2
= ζ(5) − 2ζ(2)ζ(3). (4.105)
n=1
n 2
Solution Combine the two relations in (4.103) and (4.104) after multiplying the
latter by −3.
P∞ Hn2
4.2.7 n=1 n 3
Show that
∞
X Hn2 7
3
= ζ(5) − ζ(2)ζ(3). (4.106)
n=1
n 2
4.2. Non–Alternating Harmonic Series 221
ln2 (x) R1
by 2x then integrate using 1
2 0
xn−1 ln2 (x)dx = 1
n3 ,
∞ (2)
Hn2 − Hn 1 1 ln2 (x) ln2 (1 − x)
X Z
= dx
n=1
n3 2 0 x(1 − x)
{set a = 2 in (3.85)}
Z 1 2
ln (1 − x) ln2 (x)
= dx
0 x
{expand ln2 (1 − x) in series given in (2.6)}
∞ ∞
Hn−1 1 n−1 2 Hn − n1
Z
X IBP
X 2
=2 x ln (x)dx = 2 3
n=1
n 0 n=1
n n
∞ ∞ ∞
X Hn X 1 X Hn
=4 4
− 4 5
= 4 − 4ζ(5).
n=1
n n=1
n n=1
n4
yn
Ry
by x then integrate from x = 0 to y using 0
xn−1 dx = n ,
∞
1 y ln2 (1 − x)
Z
X Hn−1 n
y = dx.
n=1
n2 2 0 x
1 1 y ln2 (1 − x) ln(1 − y)
Z Z
=− dxdy
2 0 0 xy
{change the order of integration}
1 1 ln2 (1 − x)
Z 1
ln(1 − y)
Z
=− dy dx
2 0 x x y
Z 1 2
1 ln (1 − x)
=− (Li2 (x) − ζ(2)) dx
2 0 x
Z 1 2
ln (1 − x) 1 1 ln2 (1 − x) Li2 (x)
Z
1
= ζ(2) dx − dx
2 x 2 0 x
|0 {z }
1−x=y
Z 1 2
1 1 ln2 (1 − x) Li2 (x)
Z
1 ln (y)
= ζ(2) dy − dx
2 0 1−y 2 0 x
{collect the results from (3.3) and (3.155)}
∞ ∞ (2)
1 X Hn2 1 X Hn
= ζ(2)ζ(3) − − .
2 n=1 n3 2 n=1 n3
P∞ (2)
Hn Hn
4.2.8 n=1 n2
Show that
∞ (2)
X Hn Hn
= ζ(5) + ζ(2)ζ(3). (4.107)
n=1
n2
1
ln3 (1 − x) 1
ln4 (x)
Z Z
1−x→x
=− (− ln(1 − x)) dx = dx = 24ζ(5),
0 x 0 1−x
R1
by − ln(x)
x then integrate using − 0
xn−1 ln(x)dx = 1
n2 ,
∞ ∞ (2) ∞ (3)
X Hn3 X Hn Hn X Hn
− 3 + 2
n=1
n2 n=1
n2 n=1
n2
ln3 (1 − x) ln(x)
1 Z 1 3
ln (y) ln(1 − y)
Z
1−x=y
= dx = dy
0 x(1 − x) 0 y(1 − y)
{set a = 3 in (3.88) to get the integral}
∞
X Hn
=6
n=1
n4
{substitute the result from (4.6)}
= 18ζ(5) − 3ζ(2)ζ(3).
Then, we have
∞ ∞ (2) ∞ (3)
X Hn3 X Hn Hn X Hn
− 3 + 2 = 18ζ(5) − 6ζ(2)ζ(3). (4.109)
n=1
n2 n=1
n2 n=1
n2
Take the difference of the two relations in (4.109) and (4.108) then divide by 6 to
finish the solution.
∞
1 x ln2 (1 − y)
Z
X Hn−1 n
x = dy. (4.110)
n=1
n2 2 0 y
224 Chapter 4. Harmonic Series
Hn−1
Multiply both sides by n then take the summation over n ≥ 1,
∞ X
∞ ∞
X Hn−1 X Hn−1 (2)
= ζ(2) − Hn
n=1 k=1
n2 (n + k)2 n=1
n2
∞ ∞ (2) ∞ (2)
X Hn−1 X Hn Hn X Hn
= ζ(2) − + . (4.112)
n=1
n2 n=1
n2 n=1
n3
4.2. Non–Alternating Harmonic Series 225
P∞ 3
Hn
4.2.9 n=1 n2
Show that
∞
X Hn3
= 10ζ(5) + ζ(2)ζ(3). (4.113)
n=1
n2
P∞ (2)
Hn
4.2.10 n=1 n4
Show that
∞ (2)
X Hn 1
4
= ζ 2 (3) − ζ(6). (4.114)
n=1
n 3
Gathering the results from (2.99) and (4.8) finalizes the solution.
226 Chapter 4. Harmonic Series
P∞ 2
Hn
4.2.11 n=1 n4
Show that
∞
X Hn2 97
4
= ζ(6) − 2ζ 2 (3). (4.115)
n=1
n 24
All these sums are given in (4.4), (4.5), (4.7), and (4.114) respectively.
The two series in (4.114) and (4.115) may be found evaluated differently in [22].
P∞ (4)
Hn
4.2.12 n=1 n2
Show that
∞ (4)
X Hn 37
2
= ζ(6) − ζ 2 (3). (4.116)
n=1
n 12
4.2. Non–Alternating Harmonic Series 227
gather the value from (4.114) to finalize the solution. Note that ζ(2)ζ(4) = 47 ζ(6)
given in (1.64).
(2) 2
P∞ Hn
4.2.13 n=1 n2
Show that 2
∞ (2)
X Hn 35
= ζ(6) − ζ 2 (3). (4.117)
n=1
n2 24
P∞ (3)
Hn Hn
4.2.14 n=1 n2
Show that
∞ (3)
X Hn Hn 227 3
2
= ζ(6) − ζ 2 (3). (4.118)
n=1
n 48 2
{expand Li3 (x) and ln(1 − x) in series in first and second integral}
∞ Z 1 ∞ Z 1
1
X X 1 1 1
=− 4
x n−1
ln(1 − x)dx + 3
xn−1 ln2 (1 − x)dx − Li32 (x) 0
n=1
n 0 n=1
n 0 6
{make use of (2.70) and (2.71) for the first two integrals}
∞ ∞
!
(2)
1 Hn2
X
X 1 Hn Hn 1
=− 4
− + 3
+ − ζ 3 (2)
n=1
n n n=1
n n n 6
∞ ∞ ∞ (2)
X Hn X Hn2 X Hn 35
= 5
+ 4
+ 4
− ζ(6).
n=1
n n=1
n n=1
n 48
Gather the results from (4.115), (4.114) and (4.7) to finish the solution. Note that we
used ζ 3 (2) = 35
8 ζ(6) given in (1.63).
Also check [28, p. 414–419] for an alternative solution.
P∞ 2H (2)
Hn n
4.2.15 n=1 n2
Show that
∞ (2)
X Hn2 Hn 41
2
= ζ(6) + 2ζ 2 (3). (4.119)
n=1
n 12
1
ln5 (y) 1
ln3 (1 − x) Li2 (x)
Z Z
1
=− dy − dx.
2 0 1−y 0 x
yn
Ry
by x then integrate from x = 0 to y using 0
xn−1 dx = n ,
∞ (2) (3)
y
ln3 (1 − x) Hn3 − 3Hn Hn + 2Hn n
Z X
− dx = y .
0 x(1 − x) n=1
n
R1
Multiply both sides by − ln(1−y)
y then integrate using − 0
y n−1 ln(1 − y)dy = Hn
n ,
∞ ∞ (2) ∞ (3) Z 1Z y 3
X Hn4 X Hn2 Hn X Hn Hn ln (1 − x) ln(1 − y)
2
− 3 2
+ 2 2
= dxdy
n=1
n n=1
n n=1
n 0 0 xy(1 − x)
{change the order of integration}
1 3 Z 1 Z 1 3
ln (1 − x) ln(1 − y) ln (1 − x)
Z
= dy dx = (Li2 (x) − ζ(2)) dx
0 x(1 − x) x y 0 x(1 − x)
1 1 1
write = +
x(1 − x) x 1−x
Z 1 3 Z 1 3
ln (1 − x) ln (1 − x)
= (Li2 (x) − ζ(2)) dx + (Li2 (x) − ζ(2)) dx
0 x 1−x
|0 {z }
IBP
3 3
1
ln (1 − x) Li2 (x) 1
ln (1 − x) 1 1 ln5 (1 − x)
Z Z Z
= dx − ζ(2) dx − dx
0 x x 4 0 x
|0 {z } | {z }
1−x=y 1−x=y
3 3
1
ln (1 − x) Li2 (x) 1 1
ln5 (y)
Z Z Z
ln (y) 1
= dx − ζ(2) dy − dy.
0 x 0 1−y 4 0 1−y
P∞ 4
Hn
4.2.16 n=1 n2
Show that
∞
X Hn4 979
2
= ζ(6) + 3ζ 2 (3). (4.122)
n=1
n 24
P∞ (2)
Hn Hn
4.2.17 n=1 n3
Show that
∞ (2)
X Hn Hn 101 5
3
=− ζ(6) + ζ 2 (3). (4.123)
n=1
n 48 2
ln(x) R1
by 2x then integrate using 1
2 0
xn−1 ln2 (x)dx = 1
n3 ,
∞ ∞ (2) ∞ (3)
X Hn3 X Hn Hn X Hn
− 3 + 2
n=1
n3 n=1
n3 n=1
n3
Z 1 2
ln (x) ln3 (1 − x) 1 1 ln3 (y) ln2 (1 − y)
Z
1 1−x=y
=− dx = − dy
2 0 x(1 − x) 2 0 y(1 − y)
ln2 (1 − y)
expand in series given in (2.11)
1−y
∞ Z 1
1 X
=− 2
Hn − Hn (2)
y n−1 ln3 (y)dy
2 n=1 0
∞ 3!
1X
2 (2)
=− Hn − Hn − 4
2 n=1 n
∞ ∞ (2)
X Hn2 X Hn
=3 − 3 . (4.125)
n=1
n4 n=1
n4
Take the difference of the two relations in (4.124) and (4.125) then divide by 6,
∞ (2) ∞ (2) ∞
1 X Hn2 1 1 ln3 (1 − x) Li2 (x)
Z
X Hn Hn 1 X Hn
= − − dx.
n=1
n3 2 n=1 n4 2 n=1 n4 6 0 x
and the solution completes on gathering the results from (4.114), (4.115), and (3.156).
For another approach, check [28, p. 411–414] .
P∞ 3
Hn
4.2.18 n=1 n3
Show that
∞
X Hn3 93 5
3
= ζ(6) − ζ 2 (3). (4.126)
n=1
n 16 2
P∞ (2)
Hn
4.2.19 n=1 n5
Show that
∞ (2)
X Hn
= 5ζ(2)ζ(5) + 2ζ(3)ζ(4) − 10ζ(7). (4.127)
n=1
n5
(3)
P∞ Hk
On rearranging the terms, the sum k=1 k4 cancels out from both sides,
∞ (2) ∞
X H k 5 1 X Hk
= ζ(2)ζ(5) − ζ(3)ζ(4) − ,
k5 2 2 k6
k=1 k=1
and the remaining sum is given in (4.8). For an alternative solution, see (4.69).
P∞ 2
Hn
4.2.20 n=1 n5
Show that
∞
X Hn2 5
5
= 6ζ(7) − ζ(2)ζ(5) − ζ(3)ζ(4). (4.128)
n=1
n 2
Gather the results from (4.127), (4.4), (4.5), (4.6), and (4.8) to end the solution.
234 Chapter 4. Harmonic Series
P∞ (3)
Hn
4.2.21 n=1 n4
Show that
∞ (3)
X Hn
= 18ζ(7) − 10ζ(2)ζ(5). (4.129)
n=1
n4
∞ ∞ (2) ∞ (3) Z 1 2
X Hn X Hn X Hn Li3 (x)
12 6
+6 5
+2 4
− 20ζ(7) = dx
n=1
n n=1
n n=1
n 0 x
{expand Li3 (x) in series}
∞ Z 1
X 1
= 3
xn−1 Li3 (x)dx
n=1
n 0
P∞ (4)
Hn
4.2.22 n=1 n3
Show that
∞ (4)
X Hn
= ζ(3)ζ(4) + 10ζ(2)ζ(5) − 17ζ(7). (4.130)
n=1
n3
4.2. Non–Alternating Harmonic Series 235
P∞ 2H (2)
Hn n
4.2.23 n=1 n3
Show that
∞ (2)
X Hn2 Hn 19
3
= ζ(3)ζ(4) − 2ζ(2)ζ(5) − 7ζ(7). (4.131)
n=1
n 2
ln2 (x) R1
by 2x then integrate using 1
2 0
xn−1 ln2 (x)dx = 1
n3 , we obtain
∞ 2
X 1 4 2 (2) (3)
(2) (4)
H n − 6H H
n n + 8H n Hn + 3 Hn − 6H n
n=1
n3
1 1 ln2 (x) ln4 (1 − x)
Z 1 2
ln (1 − y) ln4 (y)
Z
1−x=y 1
= dx = dx
2 0 x(1 − x) 2 0 y(1 − y)
ln2 (1 − y)
expand in series given in (2.11)
1−y
236 Chapter 4. Harmonic Series
∞ Z 1
1 X 2
= Hn − Hn(2) y n−1 ln4 (y)dy
2 n=1 0
∞ ∞
X H2 ∞ (2)
1X 4! n
X Hn
= Hn2 − Hn(2) = 12 − 12 . (4.133)
2 n=1 n5 n=1
n5 n=1
n5
Substitute the results from (3.157), (4.130), (4.128), and (4.127) to complete the
solution. Check [28, p. 456] for another solution.
P∞ (2)
Hn
4.2.24 n=1 n7
Show that
∞ (2)
X Hn 35
7
= 7ζ(2)ζ(7) + 2ζ(3)ζ(6) + 4ζ(4)ζ(5) − ζ(9). (4.134)
n=1
n 2
∞ ∞ (2)
X Hk X H k
= ζ(2)ζ(7) − 7 + 6ζ(2)ζ(7) − − 3ζ(3)ζ(6) + ζ(4)ζ(5).
k8 k7
k=1 k=1
The latter sum is given in (4.9). Another approach may be found in (4.70).
Remark: For integers p and q, where p > 1, q 6= p, and p + q is even > 6, there
∞ (p)
X Hn
does not exist a closed form for the series .
n=1
nq
238 Chapter 4. Harmonic Series
Show that
∞
X (−1)n Hn 1 1
= ln2 (2) − ζ(2). (4.135)
n=1
n 2 2
and the solution finalizes on using Li2 12 = 12 ζ(2) − 12 ln2 (2) given in (1.120).
For a different approach, set x = −1 in (2.7) and use Li2 (−1) = − 12 ζ(2).
P∞ (−1)n H2n
4.3.2 n=1 n
Show that
∞
X (−1)n H2n 5 1
= − ζ(2) + ln2 (2). (4.136)
n=1
n 8 4
The values of these two terms are given in (1.108) and (1.25).
4.3. Alternating Harmonic Series 239
we get
∞
X 2H2n − Hn
(−1)n = −2 arctan2 (1)
n=1
n
π 2 π2 3
= −2 =− = − ζ(2).
4 8 4
Substitute the result from (4.135) to finalize the solution.
P∞ (−1)n Hn
4.3.3 n=1 n2
Show that
∞
X (−1)n Hn 5
2
= − ζ(3). (4.137)
n=1
n 8
The values of Li3 (−1), Li3 (2), and Li2 (2) are given in (1.103), (1.141), and (1.140).
Solution (ii) Replace x by −x in (2.7),
∞
X (−)n Hn n 1
x = Li2 (−x) + ln2 (1 + x).
n=1
n 2
R1 1
Divide both sides by x then integrate using 0
xn−1 dx = n,
∞
1 1 ln2 (1 + x)
Z 1
(−1)n Hn
Z
X Li2 (−x)
= dx + dx
n=1
n2 0 x 2 0 x
1 1 ln2 (1 + x)
Z
= Li3 (−1) + dx.
2 0 x
This integral is calculated in (3.38) and Li3 (−1) = − 34 ζ(3) given in (1.103).
An alternative solution may be found in [28, pp. 508–509] and (4.22).
240 Chapter 4. Harmonic Series
P∞ (−1)n H2n
4.3.4 n=1 n2
Show that
∞
X (−1)n H2n 23
2
= ζ(3) − πG. (4.138)
n=1
n 16
Solution
∞ ∞
X (−1)n H2n X (−1)n H2n
2
= 4
n=1
n n=1
(2n)2
Hn
let an = 2 in (1.9)
n
∞ n
X i Hn
= 4R
n=1
n2
{set x = i in the generating function in (2.8)}
1
= 4 R Li3 (i) − Li3 (1 − i) + ln(1 − i) Li2 (1 − i) + ln(i) ln2 (1 − i) + ζ(3) .
2
π2
3
2 π π 2
ln(i) ln (1 − i) = ln(2) − − ln (2) i; (4.139)
8 32 8
π2 π3
π 1 π 2
ln(1 − i) Li2 (1 − i) = − G − ln(2) − ln(2)G + + ln (2) i.
4 32 2 64 8
(4.140)
Collect the values from (1.109), (4.139), and (4.140) to finish the solution.
(2)
P∞ (−1)n Hn
4.3.5 n=1 n
Show that
∞ (2)
X (−1)n Hn 1
= ln(2)ζ(2) − ζ(3). (4.141)
n=1
n 2
The solution completes on collecting the values from (4.137), (1.102), and (1.103).
4.3. Alternating Harmonic Series 241
(3)
P∞ (−1)n Hn
4.3.6 n=1 n
Show that
∞ (3)
X (−1)n Hn 3 19
= ln(2)ζ(3) − ζ(4). (4.142)
n=1
n 4 16
The values of these polylogarithm functions are given (1.104), (1.103), and (1.102).
For another solution, see (4.81).
P∞ (−1)n Hn
4.3.7 n=1 n3
Show that
∞
(−1)n Hn
X 1 11 7 1 1
3
= 2 Li4 − ζ(4)+ ln(2)ζ(3)− ln2 (2)ζ(2)+ ln4 (2).
n=1
n 2 4 4 2 12
(4.143)
For I3 ,
1
ln2 (y) ln(1 − y)
Z
IBP 1 4 2
I3 = ln (2) + dy
2 0 1−y
1
ln(y) ln2 (1 − y)
Z
1−y→y 1 4
= ln (2) + dy
2 1
2
y
( 1
)
ln(y) ln2 (1 − y)
Z 2
add I3 := dy to both sides then divide by 2
0 y
Z 1
1 2 ln(y) ln2 (1 − y) 1 1 ln(y) ln2 (1 − y)
Z
1
= ln4 (2) + dy + dy
4 2 0 y 2 21 y
1 1 ln(y) ln2 (1 − y)
Z
1
= ln4 (2) + dy
4 2 0 y
| {z }
1−y=x
∞
X (−1)n Hn
Remark: For odd q > 3, there does not exist a closed form for .
n=1
nq
4.3. Alternating Harmonic Series 243
(2)
P∞ (−1)n Hn
4.3.8 n=1 n2
Show that
∞ (2)
(−1)n Hn
X 1 51 7 1
2
= −4 Li4 + ζ(4)− ln(2)ζ(3)+ln2 (2)ζ(2)− ln4 (2).
n=1
n 2 16 2 6
(4.144)
Substituting the results from (4.143), (1.102), and (1.104) completes the solution.
Also Check [28, pp. 505–506] for a different method.
P∞ (−1)n Hn
2
4.3.9 n=1 n2
Show that
∞
(−1)n Hn2
X 1 41 7 1 1
2
= 2 Li 4 − ζ(4)+ ln(2)ζ(3)− ln2 (2)ζ(2)+ ln4 (2).
n=1
n 2 16 4 2 12
(4.145)
The values of these two terms are computed in (3.117) and (4.143).
Also check [28, pp. 506–508] for a different solution.
(2)
P∞ (−1)n Hn Hn
4.3.10 n=1 n
Show that
∞ (2)
(−1)n Hn Hn
X 1 7 1
= −2 Li4 + ζ(4) − ln(2)ζ(3) + ln2 (2)ζ(2)
n=1
n 2 8 4
1 4
− ln (2). (4.146)
12
∞ ∞ (2) ∞ (3)
X (−1)n Hn3 X (−1)n Hn Hn X (−1)n Hn
−3 +2
n=1
n n=1
n n=1
n
Z 1 3 Z 1 3 Z 1 3
ln (1 + x) ln (1 + x) ln (1 + x)
=− dx = dx − dx
0 x(1 + x) 0 1+x 0 x
{the first integral is ln4 (2)/4 and the second one is given in (3.39)}
4.3. Alternating Harmonic Series 245
1 21 3 1
= 6 Li4 − 6ζ(4) + ln(2)ζ(3) − ln2 (2)ζ(2) + ln4 (2). (4.148)
2 4 2 2
Take the difference of (4.147) and (4.148) then divide by 6 to finalize the solution.
P∞ (−1)n Hn
3
4.3.11 n=1 n
Show that
∞
X (−1)n Hn3 5 9 3 1
= − ζ(4) + ln(2)ζ(3) − ln2 (2)ζ(2) + ln4 (2). (4.149)
n=1
n 8 8 4 4
P∞ (−1)n Hn
4.3.12 n=1 n4
Show that
∞
X (−1)n Hn 1 59
4
= ζ(2)ζ(3) − ζ(5). (4.150)
n=1
n 2 32
(2)
P∞ (−1)n Hn
4.3.13 n=1 n3
Show that
∞ (2)
X (−1)n Hn 11 5
3
= ζ(5) − ζ(2)ζ(3). (4.152)
n=1
n 32 8
1 ∞ ∞ (2)
Li22 (−x) (−1)n Hn (−1)n Hn
Z X X 45
dx = 4 4
+ 2 3
+ ζ(5).
0 x n=1
n n=1
n 8
Substitute the relation involving the integral from (3.153) then rearrange the terms,
∞ (2) ∞ ∞
X (−1)n Hn 45 5 7 X Hn X (−1)n Hn
= ζ(5) + ζ(2)ζ(3) + − .
n=1
n3 16 16 16 n=1 n4 n=1
n4
P∞ (−1)n Hn
2
4.3.14 n=1 n3
Show that
∞
(−1)n Hn2
X 1 1 19 11
3
= −4 Li5 − 4 ln(2) Li4 + ζ(5) + ζ(2)ζ(3)
n=1
n 2 2 32 8
7 2 2 5
− ln2 (2)ζ(3) + ln3 (2)ζ(2) − ln (2). (4.153)
4 3 15
1
ln2 (1 + x) ln2 (x) 1
ln(x) ln3 (1 + x)
Z Z
1 IBP 1
=− dx = dx.
2 0 1+x 3 0 x
Distribute then reorder the terms,
∞ ∞ (2) ∞
X (−1)n Hn2 X (−1)n Hn X (−1)n Hn
3
= −2 Li5 (−1) + 3
+ 2
n=1
n n=1
n n=1
n4
1 1 ln(x) ln3 (1 + x)
Z
+ dx.
3 0 x
These terms are calculated in (1.105), (4.152), (4.150), and (3.123) respectively.
Check [28, pp. 517–519] for an alternative approach.
(4)
P∞ (−1)n Hn
4.3.15 n=1 n
Show that
∞ (4)
X (−1)n Hn 7 3
= −2ζ(5) + ln(2)ζ(4) + ζ(2)ζ(3). (4.154)
n=1
n 8 8
∞ (4) Z 1 Z 1 Z 1
X (−1)n Hn Li4 (−x) Li4 (−x) Li4 (−x)
= dx = dx − dx
n 0 x(1 + x) 0 x 1+x
n=1 |0 {z }
IBP
Z 1
ln(1 + x) Li3 (−x)
= Li5 (−1) − ln 2 Li4 (−1) + dx
0 x
Z 1 2
IBP Li2 (−x)
= Li5 (−1) − ln(2) Li4 (−1) − Li2 (−1) Li3 (−1) + dx
0 x
Z 1 2
15 7 3 Li2 (−x)
= − ζ(5) + ln(2)ζ(4) − ζ(2)ζ(3) + dx
16 8 8 0 x
{recall the relation involving the latter integral from (3.153)}
∞ ∞
15 7 1 7 X Hn X (−1)n Hn
= − ζ(5) + ln(2)ζ(4) + ζ(2ζ(3) + 4
+ 2 . (4.155)
16 8 4 8 n=1 n n=1
n4
4.3. Alternating Harmonic Series 249
The solution finalizes on recalling the results from (4.6) and (4.150).
For different approaches, see [28, p. 516] and (4.82).
(3)
P∞ (−1)n Hn
4.3.16 n=1 n2
Show that
∞ (3)
X (−1)n Hn 21 3
2
= ζ(5) − ζ(2)ζ(3). (4.156)
n=1
n 32 4
∞ (3)
X (−1)n Hn
n=1
n2
1 1 1
Li22 (−x)
Z Z Z
Li4 (−x) ln(1 + x) Li3 (−x) 1
= dx − dx − dx
0 x x 2 x
|0 {z } 0
IBP
3 1 Li22 (−x)
Z
= Li5 (−1) + Li2 (−1) Li3 (−1) − dx
2 0 x
3 1 Li22 (−x)
Z
3 15
= ζ(2)ζ(3) − ζ(5) − dx.
8 16 2 0 x
The latter integral is given in (3.152). Also, check [28, pp. 513–515] for different
methods for both series in (4.156) and (4.152).
(2)
P∞ (−1)n Hn Hn
4.3.17 n=1 n2
Show that
∞ (2)
(−1)n Hn Hn
X 1 1 23 7
2
= 4 Li 5 + 4 ln(2) Li 4 − ζ(5) + ln2 (2)ζ(3)
n=1
n 2 2 8 4
2 15 2 5
− ln3 (2)ζ(2) − ζ(2)ζ(3) + ln (2). (4.157)
3 16 15
250 Chapter 4. Harmonic Series
∞ ∞ (2) ∞ (3)
X (−1)n Hn3 X (−1)n Hn Hn X (−1)n Hn
− 3 + 2
n=1
n2 n=1
n2 n=1
n2
Z 1 3
ln (1 + x) ln(x)
= dx
0 x(1 + x)
Z 1 3 Z 1 3
ln (1 + x) ln(x) ln (1 + x) ln(x)
= dx − dx
0 x 1+x
|0 {z }
IBP
1
ln3 (1 + x) ln(x) 1
ln4 (1 + x)
Z Z
1
= dx + dx. (4.159)
0 x 4 0 x
Take the difference of the two relations in (4.158) and (4.159) then divide by 6,
∞ (2)
1 1 ln3 (1 − x) ln(1 + x)
Z 1 4
(−1)n Hn Hn
Z
X 1 ln (1 + x)
2
= dx + dx
n=1
n 6 0 x 24 0 x
1 1 ln3 (1 + x) ln(x)
Z
+ dx.
6 0 x
P∞ (−1)n Hn
3
4.3.18 n=1 n2
Show that
∞
(−1)n Hn3
X 1 1 9 27
2
= −6 Li5 − 6 ln(2) Li 4 + ζ(5) + ζ(2)ζ(3)
n=1
n 2 2 4 16
21 2 1
− ln (2)ζ(3) + ln3 (2)ζ(2) − ln5 (2). (4.160)
8 5
These terms are given in (3.119), (3.40), (3.123), and (4.156) respectively.
To see the two series in (4.152) and (4.160) computed differently, check [28, pp.
520–523].
252 Chapter 4. Harmonic Series
Show that
∞
X Hn 1
n
= ζ(2). (4.161)
n=1
n2 2
P∞ Hn
4.4.2 n=1 n2 2n
Show that
∞
X Hn 1
2 n
= ζ(3) − ln(2)ζ(2). (4.162)
n=1
n 2 2
Therefore,
∞ ∞
1 1 ln2 (x)
Z
X Hn X Hn
2 2n
= dx − ln(2) n
.
n=1
n 2 0 1 − x n=1
n2
Gather the results from (3.3) and (4.161) to finish the solution.
A different approach may be found in [28, p. 500].
P∞ (2)
Hn
4.4.3 n=1 n2n
Show that
∞ (2)
X Hn 5
n
= ζ(3). (4.163)
n=1
n2 8
P∞ Hn2
4.4.4 n=1 n2n
Show that
∞
X Hn2 7
n
= ζ(3). (4.164)
n=1
n2 8
Substituting the results from (3.9) and (4.163) completes the solution.
An alternative solution is by setting x = 1/2 in the generating function in (2.14).
P∞ Hn
4.4.5 n=1 n3 2n
Show that
∞
X Hn 1 1 1 1 4
3 n
= Li4 + ζ(4) − ln(2)ζ(3) + ln (2). (4.165)
n=1
n 2 2 8 8 24
Grouping the results from (4.161), (4.162), (3.34), and (3.142) finalizes the solution.
Check [28, pp. 500–501] for another solution.
P∞ (2)
Hn
4.4.6 n=1 n2 2n
Show that
∞ (2)
X Hn 1 1 1 1 1 4
2 n
= Li4 + ζ(4) + ln(2)ζ(3) − ln2 (2)ζ(2) + ln (2).
n=1
n 2 2 16 4 4 24
(4.166)
and the solution finishes on collecting the values from (4.165) and (1.120).
256 Chapter 4. Harmonic Series
P∞ Hn2
4.4.7 n=1 n2 2n
Show that
∞
Hn2
X 1 37 7 1 1 4
2 2n
= − Li4 + ζ(4) − ln(2)ζ(3) + ln2 (2)ζ(2) − ln (2).
n=1
n 2 16 4 4 24
(4.167)
Then, we have
∞ ∞ (2) ∞ (3)
X Hn2 X Hn X (−1)n Hn
= − − 2 .
n=1
n2 2n n=1
n2 2n n=1
n
P∞ (3)
Hn
4.4.8 n=1 n2n
Show that
∞ (3)
X Hn 1 5 7 1 1 4
n
= Li4 − ζ(4) + ln(2)ζ(3) − ln2 (2)ζ(2) + ln (2).
n=1
n2 2 16 8 4 24
(4.168)
4.4. Harmonic Series with Powers of 2 in the Denominator 257
where the values of Li3 ( 21 ) and Li2 ( 12 ) are given in (1.120) and (1.132).
Solution (ii) Put a = 2 in (3.91),
∞ (3)
1 1 ln2 (1 − x) ln(1 + x)
Z
X Hn
= dx,
n=1
n2n 2 0 x
P∞ Hn
4.4.9 n=1 n4 2n
Show that
∞
X Hn 1 1 1 1
4 n
= 2 Li5 + ln(2) Li4 − ln3 (2)ζ(2) + ln2 (2)ζ(3)
n=1
n 2 2 2 6 2
1 1 1 1 5
− ln(2)ζ(4) − ζ(2)ζ(3) + ζ(5) + ln (2). (4.169)
8 2 32 40
1
ln4 (x) 1
ln3 (1 − x) ln(x)
Z Z
1 1 2
= − ln5 (2) + dx + dx
4 4 0 1−x 1
2
x
{recall the relation involving of the latter integral from (3.146)}
Z 1
1 2 ln4 (x) 1 1 ln3 (x) ln(1 − x)
Z
93 1 5
= − ζ(5) − ln (2) − dx + dx
16 10 2 0 1−x 2 0 1−x
{plug in the results from (3.35) and (3.124)}
1 1 3 21 2
= 12 Li5 + 12 ln(2) Li4 + ζ(5) + ln (2)ζ(3) − 2 ln3 (2)ζ(2)
2 2 16 4
2
−3ζ(2)ζ(3) + ln5 (2).
5
Put together the results from (4.161), (4.162), and (4.165) to finish the solution.
For a different approach, see [28, pp. 501–502].
P∞ (4)
Hn
4.4.10 n=1 n2n
P∞ (2)
Hn
4.4.11 n=1 n3 2n
Gather the values from (1.120), (1.132), (4.169), and (4.170) to finalize the solution.
1
1
xn−1 dx =
R
by x then integrate from x = 0 to 1/2, using 2
0 n2n ,
∞ (2) Z 1 ∞
1 2 Li22 (x)
X Hn X Hn 1
3 2n
= dx − 2 4 2n
+ 3 Li5 .
n=1
n 2 0 x n=1
n 2
P∞ (3)
Hn
4.4.12 n=1 n2 2n
Put together the values from (1.120), (1.132), and (4.170) to finalize the solution.
P∞ Hn2
4.4.13 n=1 n3 2n
Show that
∞
Hn2
X 1 1 279 37
3 n
= −2 Li5 − ln(2) Li4 + ζ(5) − ln(2)ζ(4)
n=1
n 2 2 2 64 16
9 7 2 1 3 1 5
− ζ(2)ζ(3) + ln (2)ζ(3) + ln (2)ζ(2) − ln (2). (4.175)
16 16 12 40
2
ln (x)
by x then integrate from x = 0 to 1/2,
1 ∞ Z 12
ln2 (1 − x) ln2 (x)
Z 2 X
dx = Hn2 − Hn(2) xn−1 ln2 (x)dx
0 x(1 − x) n=1 0
∞ ln2 (2) 2 ln(2)
IBP
X 2
= Hn2 − Hn(2) + +
n=1
n2n n2 2n n3 2 n
∞ ∞ (2)
Hn2 − Hn
X
2 (2) ln(2) 2 X
= ln(2) (Hn − Hn ) + + 2
n=1
n2n n2 2 n n=1
n3 2n
( Z 12 )
ln(2) 2 n−1
write + 2 n =− x (ln(2) + 2 ln(x))dx
n2n n 2 0
∞ ∞
Z 21 !
(2)
X
(2) 2 n−1
X Hn2 − Hn
= ln(2) (Hn − Hn ) x (ln(2) + 2 ln(x))dx + 2
n=1 0 n=1
n3 2n
{reverse the order of integration and summation}
∞ ∞
1
!
(2)
Hn2 − Hn
Z 2 ln(2) + 2 ln(x) X (2) 2 n
X
= ln(2) (Hn − Hn )x dx + 2
0 x n=1 n=1
n3 2 n
{recall the generation function in (2.11)}
4.4. Harmonic Series with Powers of 2 in the Denominator 261
1 ∞ (2)
ln2 (1 − x) Hn2 − Hn
Z
ln(2) + 2 ln(x)
2 X
= ln(2) − dx + 2
0 x 1−x n=1
n3 2n
Z 12 2 Z 21
ln (1 − x) ln(x) ln2 (1 − x)
= − ln2 (2) dx − 2 ln(2) dx
0 x(1 − x) 0 x(1 − x)
∞ ∞ (2)
X Hn2 X Hn
+2 − 2
n=1
n3 2 n n=1
n3 2n
For I2 ,
1
ln(x) ln2 (1 − x) 1
ln(1 − y) ln2 (y)
Z 2
Z
1−x=y
I2 = dx = dy
0 x(1 − x) 1 y(1 − y)
|2 {z }
R1 R 1/2
0
− 0
Z 21
ln(1 − y) ln2 (y)
1
ln(1 − y) ln2 (y)
Z
= dy − dy
0 y(1 − y) 0 y(1 − y)
{set a = 2 in (3.88) to get the first integral}
1 1 1
and write = + in the second one
y(1 − y) y 1−y
262 Chapter 4. Harmonic Series
∞ Z 12 Z 12
X Hn ln(1 − y) ln2 (y) ln(1 − y) ln2 (y)
= −2 − dy − dy
n3 y 1−y
n=1 |0 {z } 0
IBP
∞ Z 1 Z 21
X Hn 1 4 1 2 ln3 (y) ln(1 − y) ln2 (y)
= −2 − ln (2) − dy − dy
n=1
n3 3 3 0 1−y 0 1−y
{recall the results from (4.5), (3.34), and (3.142)}
1 9 7 1 1 4
= 2 Li4 − ζ(4) + ln2 (2)ζ(3) + − ln2 (2)ζ(2) + ln (2).
2 4 4 2 12
For I3 ,
1
ln2 (1 − x) ln2 (y)
Z 2
Z 1
1−x=y
I3 = dx = dy
0 x(1 − x) 1 (1 − y)y
2
Z 1 2 Z 1 2
ln (y) ln (y)
= dy + dy
1
2
y 1
2
1−y
| {z }
R1 R 1/2
0
− 0
1
Z 1 2 Z 2
1 ln (y) 2 ln (y)
= ln3 (2) + dy − dy
3 0 1−y 0 1−y
{collect the results from (3.3) and (3.33)}
1
= ζ(3).
4
Substitute the results of I1 , I2 , and I3 along with the result from (4.171) in (4.176)
to complete the solution. For a different method, check [21].
P∞ (2)
Hn Hn
4.4.14 n=1 n2 2n
1
1
xn−1 dx =
R
by x, then integrate using 0
2
n2n ,
∞ (2) (3) Z 12 3
X Hn3 − 3Hn Hn + 2Hn ln (1 − x)
n
= − dx. (4.180)
n=1
n2 0 x(1 − x)
1
ln3 (1 − x) ln(x)
Z 2
dx
0 x(1 − x)
∞ Z 12 !
X
3 (2) (3) n−1
= Hn − 3Hn Hn + 2Hn − x ln(x)dx
n=1 0
∞
IBP
X ln(2) 1
= Hn3 − 3Hn Hn(2) + 2Hn(3) + 2 n .
n=1
n2n n 2
1 ∞ (2) (3)
ln3 (1 − x) ln(x) Hn3 − 3Hn Hn + 2Hn
Z 2 X
= dx − ln(2)
0 x(1 − x) n=1
n2n
( Z 12 3 )
ln (1 − x)
the latter sum is equal to − dx given in (4.180)
0 x(1 − x)
Z 21 3 Z 21 3
ln (1 − x) ln(x) ln (1 − x)
= dx + ln(2) dx .
x(1 − x) x(1 − x)
|0 {z } |0 {z }
I1 I2
For I1 ,
1 1
ln3 (1 − x) ln(x) ln3 (1 − x) ln(x)
Z 2
Z 2
dx + dx
0 x 1−x
|0 {z }
IBP
Z 1! 3 1
1
ln (1 − x) ln(x) ln4 (1 − x)
Z Z
1 1 2
= − dx + ln5 (2) + dx
0 1 x 4 4 x
2 |0 {z }
1−x→x
1 3 1 3
ln (1 − x) ln(x) ln (1 − x) ln(x)
Z Z
1
= dx − dx + ln5 (2)
x 1 x 4
|0 {z } 2
1−x→x
1
ln4 (x)
Z
1
+ dx
4 1 1−x
|2 {z }
R1 R 1/2
0
− 0
3
1
ln (x) ln(1 − x) ln3 (1 − x) ln(x) 1
Z Z
1
= dx − dx + ln5 (2)
0 1 − x 1
2
x 4
Z 1 4 Z 1
1 ln (x) 1 2 ln4 (x)
+ dx − dx
4 0 1−x 4 0 1−x
{recall the relation involving the second integral from (3.146)}
Z 1
1 1 ln3 (x) ln(1 − x) 1 2 ln4 (x) 1 1 ln4 (x)
Z Z
= dx − dx + dx
2 0 1−x 2 0 1−x 4 0 1−x
3 1 5
− ζ(5) + ln (2)
8 10
{put together the results from (3.124), (3.35), and (3.5)}
1 1 285 21 2
= −12 Li5 − 12 ln(2) Li4 + ζ(5) − 3ζ(2)ζ(3) − ln (2)ζ(3)
2 2 16 4
2
+2 ln3 (2)ζ(2) − ln5 (2).
5
4.4. Harmonic Series with Powers of 2 in the Denominator 265
For I2 ,
1
ln3 (1 − x) 1
ln3 (y) 1
ln3 (y) 1
ln3 (y)
Z 2
Z Z Z
1−x=y
dx = dy = dy + dy
0 x(1 − x) 1
2
y(1 − y) 1
2
y 1 1−y
|2 {z }
R1 R 1/2
0
− 0
1
Z 1 3 Z 3
1 ln (y) ln (y)2
= − ln4 (2) + dy − dy
4 0 1 − y 0 1−y
{collect the results from (3.4) and (3.34)}
1 21 3 1
= 6 Li4 − 6ζ(4) + ln(2)ζ(3) − ln2 (2)ζ(2) + ln4 (2).
2 4 2 4
P∞ Hn3
4.4.15 n=1 n2 2n
Show that
∞
X (−1)n H2n+1 π
= G − ln(2). (4.183)
n=0
2n + 1 8
Hn
Solution Set an = n in (1.11):
∞
X ∞
X
n
(−1) a2n+1 = J in an ,
n=0 n=1
we have
∞ ∞ n
X (−1)n H2n+1 X i Hn
=J
n=0
2n + 1 n=1
n
{let x = i in the generating function in (2.7)}
1 2
= J Li2 (i) + ln (1 − i) .
2
Gather the values from (1.108) and (1.25) to finish the solution.
P∞ (−1)n H2n+1
4.5.2 n=0 (2n+1)2
Show that
∞
X (−1)n H2n+1 π 2 1
2
= −J Li3 (1 − i) − ln (2) − ln(2)G. (4.184)
n=0
(2n + 1) 16 2
Hn
Solution Let an = n2 in (1.11),
∞ ∞ n
X (−1)n H2n+1 X i Hn
2
= J
n=0
(2n + 1) n=1
n2
{set x = i in the generating function in (2.8)}
1 2
= J Li3 (i) − Li3 (1 − i) + ln(1 − i) Li2 (1 − i) + ln(i) ln (1 − i) + ζ(3) .
2
Gather the values from (1.109), (4.140), (1.26), and (1.25) to finish the solution.
4.5. Harmonic Series with Powers of 2n + 1 in the denominator 267
(2)
P∞ (−1)n H2n+1
4.5.3 n=0 2n+1
Show that
∞ (2)
X (−1)n H2n+1 17π 3 π 2 1
= 2 J Li3 (1 − i) + + ln (2) + ln(2)G. (4.185)
n=0
2n + 1 192 8 2
(2)
Hn
Solution Set an = n in (1.11),
∞ (2) ∞ n (2)
X (−1)n H2n+1 X i Hn
=J
n=0
2n + 1 n=1
n
{employ the generating function in (2.10)}
= J {Li3 (i) + 2 Li3 (1 − i) − ln(1 − i) Li2 (1 − i) − ζ(2) ln(1 − i) − 2ζ(3)} .
Show that
∞
X Hn 7 3
2
= ζ(3) − ln(2)ζ(2). (4.186)
n=1
(2n + 1) 4 2
we obtain
∞ Z 1
X Hn ln(x) ln(1 − x2 )
= dx
n=1
(2n + 1)2 0 1 − x2
√ Z 1
x= y 1 ln(y) ln(1 − y)
= √ dy.
4 0 y 1−y
P∞ (−1)n Hn
4.5.5 n=0 (2n+1)2
Show that
∞
X (−1)n Hn 3π 3 π
2
= 2 J Li3 (1 − i) + + ln2 (2) − ln(2)G. (4.187)
n=0
(2n + 1) 32 8
1
Solution Substitute H2n = H2n+1 − 2n+1 in (3.96),
1
x2n
Z
1
ln(2) + Hn − H2n+1 + = dx.
2n + 1 0 1+x
(−1)n
Multiply both sides by (2n+1)2 then take the summation over n ≥ 0,
∞ ∞ ∞ ∞
X (−1)n X (−1)n Hn X (−1)n H2n+1 X (−1)n
ln(2) + − +
n=0
(2n + 1)2 n=0 (2n + 1)2 n=0 (2n + 1)2 n=0
(2n + 1)3
∞
Z 1 !
1 X (−1)n x2n
= dx
0 1+x n=0
(2n + 1)2
{multiply the sum by x/x}
∞
!
1
1 X (−1)n x2n+1
Z
1
= dx
0 1+x x n=0 (2n + 1)2
∞ ∞
( )
X X
n n
use (−1) a2n+1 = J i an given in (1.11)
n=0 n=1
∞ n n
!
Z 1
1 1 X i x
= J dx
0 1+x x n=1 n2
Z 1
1 Li2 (ix)
= J dx
0 1+x x
{make use of (1.111) for Li2 (ix)}
Z 1 Z 1
1 i ln(y)
= J − dy dx
0 1+x 0 1 − ixy
i 1
use the fact that J =
1 − ixy 1 + x2 y 2
Z 1 Z 1
1 ln(y)
= − dy dx
0 1+x 0 1 + x2 y 2
Z 1Z x
xy=t ln(x/t)
= dt dx
0 0 x(1 + x)(1 + t2 )
4.5. Harmonic Series with Powers of 2n + 1 in the denominator 269
Put together the results from (4.184), (1.205), and (3.147) to end the solution.
(2)
P∞ (−1)n Hn
4.5.6 n=0 2n+1
∞ (2)
X (−1)n Hn 5π 3 π
= 4 J Li3 (1 − i) + + ln2 (2) + 2 ln(2)G. (4.189)
n=0
2n + 1 48 4
∞
(−1)n 1 ∂ 1 x2n
X Z
= dx
n=0
2n + 1 0 ∂n 2 1 + x
{use differentiation under the integral sign theorem given in (2.78)}
∞ Z 1 2n
1 X (−1)n d x
= dx
2 n=0 2n + 1 dn 0 1 + x
{recall the result from (3.96)}
∞
1 X (−1)n d
= (Hn − H2n + ln 2)
2 n=0 2n + 1 dn
{use the derivative of the harmonic number given in (1.157)}
∞
1 X (−1)n (2)
= 2H2n − Hn(2) − ζ(2)
2 n=0 2n + 1
∞ (2) ∞ (2) ∞
X (−1)n H2n 1 X (−1)n Hn 1 X (−1)n
= − − ζ(2)
n=0
2n + 1 2 n=0 2n + 1 2 n=0
2n + 1
(2) (2) 1
write H2n = H2n+1 − in the first sum
(2n + 1)2
∞ (2) ∞ (2) ∞ ∞
X (−1)n H2n+1 1 X (−1)n Hn X (−1)n 1 X (−1)n
= − − 3
− ζ(2) .
n=0
2n + 1 2 n=0 2n + 1 n=0
(2n + 1) 2 n=0
2n + 1
(4.190)
Gather the results from (4.185), (1.93), and (3.149) to finish the solution.
4.5. Harmonic Series with Powers of 2n + 1 in the denominator 271
P∞ (−1)n H2n+1
4.5.7 n=0 (2n+1)3
Show that
∞
X (−1)n H2n+1 35π
3
= 2β(4) − ζ(3). (4.192)
n=0
(2n + 1) 128
∞ Z 1
(−1)n Hn
X 1 x
= 3
+ − 2
ln2 (x) arctan x dx
n=0
(2n + 1) 0 x 1 + x
∞ n Z 1 2
X (−1) Hn ln (x) arctan x
= 3
+ dx.
n=0
(2n + 1) 0 x(1 + x2 )
Collect the results from (4.93) and (3.150) then divide by 2 to finish the solution.
(2)
P∞ (−1)n H2n+1
4.5.8 n=0 (2n+1)2
Show that
∞ (2)
X (−1)n H2n+1 35π π2
2
= −β(4) + ζ(3) − G. (4.193)
n=0
(2n + 1) 64 48
Solution Set x = i in (2.83) then take the imaginary parts of both sides,
∞ ∞ (2)
X Hn i X Hn i
J Li22 (i) = 4 J x + 2 J x − 6 J Li4 (i).
n=1
n3 n=1
n2
∞
X ∞
X
Use J in an = (−1)n a2n+1 given in (1.11),
n=1 n=0
∞ (2) ∞
X (−1)n H2n+1 1 2
X (−1)n H2n+1
2
= 3 J Li4 (i) + J Li2 (i) − 2 .
n=0
(2n + 1) 2 n=0
(2n + 1)3
π2
5
Li22 (i) = ζ(4) − G2 − G i.
128 24
Collect this result along with these from (1.110) and (4.192), the solution is finished.
P∞ (2)
Hn
4.5.9 n=1 (2n+1)2
Show that
∞ (2)
X Hn 1 121 1
= 8 Li4 − ζ(4)+7 ln(2)ζ(3)−2 ln2 (2)ζ(2)+ ln4 (2).
n=1
(2n + 1)2 2 16 3
(4.194)
4.5. Harmonic Series with Powers of 2n + 1 in the denominator 273
(2)
Multiply both sides by Hn then take the summation over n ≥ 1,
∞ (2) ∞ Z 1
X Hn X
(2)
2
= − Hn x2n ln(x)dx
n=1
(2n + 1) n=1 0
∞
Z 1 !
X
=− ln(x) (x2 )n Hn(2) dx
0 n=1
{replace x by x2 in the generating function in (2.2)}
Z 1
ln(x) Li2 (x2 )
=− dx
0 1 − x2
write Li2 (x2 ) = 2 Li2 (x) + 2 Li2 (−x) given in (1.115)
Z 1 Z 1
ln(x) Li2 (x) ln(x) Li2 (−x)
= −2 2
dx − 2 dx
0 1−x 0 1 − x2
Z 1 Z 1 Z 1
ln(x) Li2 (x) ln(x) Li2 (x) ln(x) Li2 (−x)
=− dx − dx − dx
1−x 1+x 1−x
|0 {z } |0 {z } |0 {z }
I1 I2 I3
Z 1
ln(x) Li2 (−x)
− dx .
0 1+x
| {z }
I4
For I1 ,
Z 1
ln(x) Li2 (x)
I1 = dx
0 1−x
∞
( )
Li2 (x) X (2) n−1
write = Hn−1 x given in (2.3)
1−x n=1
∞ Z 1 ∞ (2)
X (2)
X Hn−1
= Hn−1 xn−1 ln(x)dx = −
n=1 0 n=1
n2
∞ (2) 1 ∞ (2)
X Hn − n2
X Hn
=− =− + ζ(4).
n=1
n2 n=1
n2
For I2 ,
Z 1
ln(x) Li2 (x)
I2 = dx
0 1+x
274 Chapter 4. Harmonic Series
For I3 ,
Z 1
ln(x) Li2 (−x)
I3 = dx
0 1−x
{expand Li2 (−x) in series }
∞
(−1)n 1 xn ln(x)
X Z
= dx
n=1
n2 0 1−x
{set a = 2 in (1.153) to get the integral}
∞
X (−1)n (2)
= H n − ζ(2) .
n=1
n2
For I4 ,
Z 1
ln(x) Li2 (−x)
I4 = dx
0 1+x
∞
( )
Li2 (x) X (2) n−1
replace x by −x in = Hn−1 x given in (2.3)
1−x n=1
∞ Z 1
(2)
X
=− (−1)n Hn−1 xn−1 ln(x)dx
k=1 0
∞ (2) ∞ (2) 1
Hn−1 n Hn −
X X
n2
= (−1)n = (−1)
n=1
n2 n=1
n2
∞ (2)
X (−1)n Hn 7
= 2
+ ζ(4).
n=1
n 8
Combining the results from (4.143), (4.144), and (2.98) completes the solution.
4.5. Harmonic Series with Powers of 2n + 1 in the denominator 275
and the solution finalizes on substituting the results from (4.144) and (2.98).
P∞ Hn2
4.5.10 n=1 (2n+1)2
Show that
∞
Hn2
X 1 61 1
= 8 Li4 − ζ(4) + ln2 (2)ζ(2) + ln4 (2). (4.195)
n=1
(2n + 1)2 2 16 3
Substitute the results from (4.194) and (3.141) to complete the solution.
P∞ (2)
Hn
4.5.11 n=1 (2n+1)3
Show that
∞ (2)
X Hn 49 93
3
= ζ(2)ζ(3) − ζ(5). (4.196)
n=1
(2n + 1) 8 8
276 Chapter 4. Harmonic Series
P∞ (3)
Hn
4.5.12 n=1 (2n+1)2
Show that
∞ (3)
X Hn 31
2
= ζ(5) − 8ζ(2)ζ(3). (4.197)
n=1
(2n + 1) 2
(3) (3)
P∞ Hn P∞ (−1)n Hn
4.5.13 n=1 (2n+1)3 +4 n=1 n3
Show that
∞ (3) ∞ (3)
X Hn X (−1)n Hn 17 31
3
+ 4 3
= − ζ 2 (3) − ζ(6). (4.198)
n=1
(2n + 1) n=1
n 16 16
Show that
∞
X (−1)n H n 1 1
= − ζ(2) − ln2 (2). (4.199)
n=1
n 2 2
∞ Z 1 Z 1 Z 1
X (−1)n H n ln(1 − x) ln(1 − x) ln(1 − x)
= dx = dx − dx
n 0 x(1 + x) x 1+x
n=1 |0 {z } 0
1−x=y
1 1
ln(1 − x)
Z Z
ln(y)
= dy − dx.
0 1−y 0 1+x
Put together the results from (3.2) and (3.27) to complete the solution.
For an alternative solution, set x = −1 in the generating function in (2.29).
P∞ Hn
4.6.2 n=1 n3
Show that
∞
X Hn 1 3 1 1 4
3
= 2 Li4 − ζ(4) − ln2 (2)ζ(2) + ln (2). (4.201)
n=1
n 2 2 2 12
ln2 (x)
Solution Multiply both sides of (2.28) by 2x then integrate using
Z 1
1 1
xn−1 ln2 (x)dx = ,
2 0 n3
∞
1 1 ln(1 + x) ln2 (x)
Z
X Hn
= dx
n=1
n3 2 0 x(1 − x)
278 Chapter 4. Harmonic Series
1
ln(1 + x) ln2 (x) 1 1 ln(1 + x) ln2 (x)
Z Z
1
= dx + dx
2 x 2 0 1−x
|0 {z } | {z }
IBP IBP
1
ln3 (x)
Z 1
ln(x) ln(1 + x) ln(1 − x)
Z
1
=− dx + dx
6 0 1+x 0 x
1 1 ln(1 − x) ln2 (x)
Z
+ dx.
2 0 1+x
Put together the results from (3.10), (3.116), and (3.130) to finish the solution.
For a different method, see (4.13).
P∞ (−1)n H n
4.6.3 n=1 n3
Show that
∞
(−1)n H n
X 1 3 1 1 4
3
= 2 Li4 − ζ(4) − ln2 (2)ζ(2) + ln (2). (4.202)
n=1
n 2 2 2 12
ln2 (x)
Solution (i) Multiply both sides of (4.200) by 2x then integrate using
Z 1
1 1
xn−1 ln2 (x)dx = ,
2 0 n3
∞
(−1)n H n 1 1 ln(1 − x) ln2 (x)
X Z
= dx
n=1
n3 2 0 x(1 + x)
1 1 ln(1 − x) ln2 (x) 1 1 ln(1 − x) ln2 (x)
Z Z
= dx − dx
2 0 x 2 0 1+x
| {z }
IBP
1
ln3 (x) 1
ln(1 − x) ln2 (x)
Z Z
1 1
= dx − dx,
6 0 1−x 2 0 1+x
and the solution completes on putting together the results from (3.4) and (3.131).
Solution (ii) Put a = 3 in (4.21),
∞ ∞ ∞ ∞
X (−1)n H n X (−1)n Hn X H n 3 X Hn
= − + .
n=1
n3 n=1
n3 n=1
n3 4 n=1 n3
P∞ (−1)n H n Hn
4.6.4 n=1 n
Show that
∞
X (−1)n H n Hn 1 1
= ln3 (2) − ln(2)ζ(2) − ζ(3). (4.203)
n=1
n 3 4
The solution finalizes on combining the results from (4.135), (3.28), and (3.115).
P∞ H n Hn
4.6.5 n=1 n2
Show that
∞
X H n Hn 1 43 3 1
2
= −3 Li4 + ζ(4) + ln2 (2)ζ(2) − ln4 (2). (4.204)
n=1
n 2 16 4 8
For the integral, utilize the generating function in (2.8) for the sum,
∞
Z 1 ! Z 1 Z 1
1 X Hn (−x)n Li3 (−x) Li3 (1 + x)
2
dx = dx − dx
0 1+x n 1+x 1+x
n=1 |0 {z } |0 {z }
I1 I2
1
1 1 ln(−x) ln2 (1 + x)
Z Z Z 1
ln(1 + x) Li2 (1 + x) ζ(3)
+ dx + dx + dx .
1+x 2 0 1+x 1+x
|0 {z } | {z } | 0 {z }
I3 I4 I5
For I1 ,
Z 1
IBP 1 ln(1 + x) Li2 (−x)
I1 = ln(1 + x) Li3 (−x) 0
− dx
0 x
3 1 1 3 5
= − ln(2)ζ(3) + Li22 (−x) 0
= − ln(2)ζ(3) + ζ(4).
4 2 4 16
For I2 ,
1
I2 = Li4 (1 + x) 0
= Li4 (2) − ζ(4).
For I3 ,
Z
IBP 1 Li3 (1 + x)
I3 = Li3 (1 + x) ln(1 + x) 0
− dx
1+x
1
= ln(2) Li3 (2) − Li4 (1 + x) 0
= ln(2) Li3 (2) − Li4 (2) + ζ(4).
4.6. Skew Harmonic Series 281
For I4 ,
Z 1
IBP 2 1 Li2 (1 + x) ln(1 + x)
I4 = − Li2 (1 + x) ln (1 + x) 0
+2 dx
0 1+x
IBP 2
= − ln (2) Li2 (2) + 2 ln(2) Li3 (2) − 2 Li4 (2) + 2ζ(4).
For I5 ,
1
I5 = ζ(3) ln(1 + x) 0
= ln(2)ζ(3).
Group all integrals (I1 to I5 ) along with the result from (4.4),
∞
X H n Hn 7 53 1
2
= ln(2)ζ(3) − ζ(4) + 3 Li4 (2) − 2 ln(2) Li3 (2) + ln2 (2) Li2 (2).
n=1
n 4 16 2
Collect the values of Li4 (2), Li3 (2), and Li2 (2) given in (1.142), (1.141), and (1.140)
respectively to finalizes the solution.
P∞ (−1)n H n Hn
4.6.6 n=1 n2
Show that
∞
(−1)n H n Hn
X 1 29 3 1
2
= 3 Li 4 − ζ(4) − ln2 (2)ζ(2) + ln4 (2).
n=1
n 2 16 4 8
(4.205)
(−1)n Hn
Solution Multiply both sides of (1.164) by n2 then take the summation,
∞ ∞ ∞
Z 1 !
X (−1)n H n Hn X (−1)n Hn 1 X Hn n
= ln(2) − x dx.
n=1
n2 n=1
n2 0 1 + x n=1 n2
1
For I1 , expand 1+x in series,
Z 1 ∞ Z 1
Li3 (x) X
n
I1 = dx = − (−1) xn−1 Li3 (x)dx
0 1+x n=1 0
For I2 ,
1 1
Li3 (1 − x)
Z Z
1−x=y Li3 (y)
I2 = dx = dy
0 1+x 0 2−y
∞
( )
1 X y n−1
expand in series as
2−y n=1
2n
∞ Z 1
X 1
= n
y n−1 Li3 (y)dy
n=1
2 0
For I3 ,
1 Z 1
ln(1 − x) Li2 (1 − x)
Z
1−x=y ln(y) Li2 (y)
I3 = dx = dy
0 1+x 0 2−y
∞ Z 1
X 1
= n
y n−1 ln(y) Li2 (y)dy (4.206)
n=1
2 0
∞ Z 1
X 1 ∂ n−1
= n
y Li2 (y)dy
n=1
2 0 ∂n
{use differentiation under the integral sign theorem given in (2.78)}
∞ Z 1
X 1 d
= n dn
y n−1 Li2 (y)dy
n=1
2 0
∞
X 1 d ζ(2) Hn
= −
n=1
2n dn n n2
{use the derivative of the harmonic number given in (1.157)}
∞
!
(2)
X 1 2Hn Hn 2ζ(2)
= + 2 −
n=1
2n n3 n n2
∞ ∞ (2)
X Hn X Hn 1
=2 n n3
+ n n2
− 2ζ(2) Li2 . (4.207)
n=1
2 n=1
2 2
For I4 ,
ln(x) ln2 (1 − x)
1
ln(1 − y) ln2 (y)
Z Z 1
1−x=y
I4 = dx = dy
0 1+x 0 2−y
∞ Z 1
X 1
= n
y n−1 ln(1 − y) ln2 (y)dy
n=1
2 0
∞ Z 1 2
X 1 ∂
= n 2
y n−1 ln(1 − y)dy
n=1
2 0 ∂n
∞ Z 1
X 1 d2
= n dn2
y n−1 ln(1 − y)dy
n=1
2 0
∞
1 d2
X Hn
= −
n=1
2n dn2 n
∞
!
(2) (3)
X 1 2ζ(3) 2ζ(2) 2Hn 2Hn 2Hn
= + − 3 − −
n=1
2n n n2 n n2 n
∞ ∞ (2) ∞ (3)
1 X Hn X Hn X Hn
= 2 ln(2)ζ(3) + 2ζ(2) Li2 −2 − 2 − 2 .
2 n=1
2n n3 n=1
2n n2 n=1
2n n
(4.208)
For I5 ,
I5 = ζ(3) ln(1 + x)|10 = ln(2)ζ(3).
Combine the results of all integrals (I1 to I5 ) and rearrange the terms,
∞
X (−1)n H n Hn 5
2
= ζ(4) − 2 ln(2)ζ(3)
n=1
n 4
∞ ∞ ∞ (3)
X (−1)n Hn X (−1)n Hn X Hn
+ ln(2) + + .
n=1
n2 n=1
n3 n=1
2n n
Grouping the results from (4.137), (4.143), and (4.168) finishes the solution.
284 Chapter 4. Harmonic Series
P∞ H 2n H2n
4.6.7 n=1 n2
Show that
∞
X H 2n H2n 7
2
= ζ(4). (4.209)
n=1
n 4
H n Hn
Solution Put an = n2 in (1.5):
∞ ∞ ∞
X 1X 1X
a2n = an + (−1)n an ,
n=1
2 n=1 2 n=1
we have
∞ ∞ ∞
X H 2n H2n 1 X H n Hn 1 X (−1)n H n Hn
= + .
n=1
(2n)2 2 n=1 n2 2 n=1 n2
Gather the results from (4.204) and (4.205) then multiply through by 4.
4.7. Harmonic Series with Rational Argument 285
Show that
∞
X (−1)n H n2 1
= ln2 (2) − ζ(2). (4.210)
n=1
n 2
H n2
Z 1
=− y n−1 ln(1 − y 2 )dy. (4.212)
n 0
1 1
ln(1 − y)
Z Z
ln(1 + y)
= dy + dy.
0 1+y 0 1+y
2
The first integral is 21 ln (2) and the second one is given in (3.27).
For a different approach, set x = −1 in the generating function in (2.34).
P∞ Hn
4.7.2 n=1 n2
2
Show that
∞
X H n2 11
2
= ζ(3). (4.213)
n=1
n 8
P∞ (−1)n H n
4.7.3 n=1 n2
2
Show that
∞
X (−1)n H n2 3
2
= − ζ(3). (4.214)
n=1
n 8
(−1)n
Solution Multiply both sides of (4.212) by n then take the summation,
∞ ∞
(−1)n H n2
Z 1
X ln(1 − y 2 ) X (−y)n
= − dy
n=1
n2 0 y n=1
n
4.7. Harmonic Series with Rational Argument 287
1
ln(1 − y 2 ) ln(1 + y)
Z
= dy
0 y
{write ln(1 − y 2 ) = ln(1 − y) + ln(1 + y)}
Z 1 2 Z 1
ln (1 + y) ln(1 + y) ln(1 − y)
= dy + dy,
0 y 0 y
Gathering the results from (3.38) and (3.115) finishes the solution.
Check (4.42) for a different approach.
P∞ Hn
4.7.4 n=1 n3
2
Show that
∞
H n2
X 1 11 7 1 1 4
3
= −2 Li4 + ζ(4) − ln(2)ζ(3) + ln2 (2)ζ(2) − ln (2).
n=1
n 2 4 4 2 12
(4.215)
P∞ Hn
Since n=1 n3 = 54 ζ(4) (given in (4.5)) and ζ(2)η(2) = 54 ζ(4), we have
∞ ∞
X H n2 X (−1)n Hn
= − .
n=1
n3 n=1
n3
P∞ (−1)n H n
4.7.5 n=1 n3
2
Show that
∞
(−1)n H n2
X 1 27 7 1 1
3
= 2 Li4 − ζ(4)+ ln(2)ζ(3)− ln2 (2)ζ(2)+ ln4 (2).
n=1
n 2 8 4 2 12
(4.216)
(−1)n
Solution Multiply both sides of (4.211) by n2 then consider the summation,
∞ ∞ ∞
(−1)n Hn X (−1)n H n2
Z 1
X ln(1 + x) X (−x)n
− = dx
n=1
n3 n=1
n3 0 x n=1
n2
Z 1
ln(1 + x) Li2 (−x) 1 5
=− dx = Li22 (−1) = ζ(4),
0 x 2 8
P∞ Hn H n
4.7.6 n=1 n2
2
Show that
∞
Hn H n2
X 1 97 21 3 1
2
= −3 Li4 + ζ(4)− ln(2)ζ(3)+ ln2 (2)ζ(2)− ln4 (2).
n=1
n 2 16 8 4 8
(4.217)
Hn
Solution Multiply both sides of (4.211) by n then consider the summation,
∞ ∞ ∞
Z 1 !
X Hn2 X Hn H n2 ln(1 + x) X Hn n
− = x dx
n=1
n2 n=1
n2 0 x n=1
n
{recall the generating function in (2.7)}
Z 1
ln(1 + x) 1 2
= ln (1 − x) + Li2 (x) dx
0 x 2
Z 1 2 Z 1
1 ln(1 + x) ln (1 − x) ln(1 + x) Li2 (x)
= dx + dx.
2 0 x 0 x
4.7. Harmonic Series with Rational Argument 289
The solution finalizes on collecting the results from (4.99), (4.143), and (3.118).
P∞ (−1)n Hn H n
4.7.7 n=1 n2
2
Show that
∞
(−1)n Hn H n2
X 1 21 35 5
2
= 5 Li4 − ζ(4) + ln(2)ζ(3) − ln2 (2)ζ(2)
n=1
n 2 4 8 4
5 4
+ ln (2). (4.218)
24
(−1)n Hn
Solution Multiply both sides of (4.211) by n then take the summation,
∞ ∞ ∞
!
(−1)n Hn2 X (−1)n Hn H n2
Z 1
X ln(1 + x) X Hn n
− = (−x) dx
n=1
n2 n=1
n2 0 x n=1
n
{replace x by −x in (2.7) to get the sum}
Z 1
ln(1 + x) 1 2
= ln (1 + x) + Li2 (−x) dx
0 x 2
Z 1 3 Z 1
1 ln (1 + x) ln(1 + x) Li2 (−x)
= dx + dx
2 0 x 0 x
1 1 ln3 (1 + x)
Z
1
= dx − Li22 (−x)|10
2 0 x 2
290 Chapter 4. Harmonic Series
1
ln3 (1 + x)
Z
1 5
= dx − ζ(4).
2 0 x 16
Substituting the results from (4.145) and (3.39) finishes the solution.
P∞ (−1)n H n
4.7.8 n=1 n4
2
Show that
∞
X (−1)n H n2 1 25
4
= ζ(2)ζ(3) − ζ(5). (4.219)
n=1
n 8 32
(−1)n
Solution Multiply both sides of (4.211) by n4 then take the summation,
∞ ∞ ∞
(−1)n Hn X (−1)n H n2
Z 1
X ln(1 + x) X (−x)n
− = dx
n=1
n4 n=1
n4 0 x n=1
n3
Z 1 Z 1 2
ln(1 + x) Li3 (−x) IBP 3 Li2 (−x)
= dx = − ζ(2)ζ(3) + dx.
0 x 8 0 x
Collecting the results from (4.6) and (4.150) completes the solution.
For a different solution, see (4.43).
4.8. Harmonic Series with Binomial Coefficient in the Numerator 291
Show that
∞ 2n
X
n Hn
= 2ζ(2). (4.220)
n=1
4n n
or
∞ 2n
X 1
n
xn = √
− 1. (4.221)
n=1
4n
1 −x
R1
Multiply through by − ln(1−x)
x then integrate using − 0 xn−1 ln(1 − x)dx = Hnn ,
∞ 2n
1 Z 1
ln(1 − x) ln(1 − x)
Z
X
n Hn
=− √ dx + dx
4n n x 1−x x
n=1 |0 {z } |0 {z }
√
1−x=y 1−x=y
Z 1 Z 1
ln(y) ln(y)
= −4 2
dy + dy
0 1−y 0 1−y
2 1 1
write = +
1 − y2 1−y 1+y
Z 1 Z 1
ln(y) ln(y)
=− dy − 2 dy,
0 1−y 0 1+y
we have
∞ 2n
X
n Hn
= 2 Li2 (1) = 2ζ(2).
n=1
4n n
292 Chapter 4. Harmonic Series
P∞ (2n
n ) (−1) Hn
n
4.8.2 n=1 4n n
Show that
∞ 2n
√
X
n (−1)n Hn
= 2 Li2 2 2 − 3 , (4.222)
n=1
4n n
P∞ (2n
n ) Hn
4.8.3 n=1 4n n2
Show that
∞ 2n
X
n Hn 9
= ζ(3) − 4 ln(2)ζ(2). (4.223)
n=1
4n n 2 2
Substitute this integral back and note that the second integral is ln(x),
∞ 2n
X
n x
n √
n n
= −2 ln(1 + 1 − x) + C,
n=1
4
4.8. Harmonic Series with Binomial Coefficient in the Numerator 293
∞ 2n
1 √ Z 1
1 − x) ln(1 − x) ln(1 − x)
Z
X
n Hn ln(1 +
=2 dx −2 ln(2) dx
4n n2 x x
n=1 |0 {z } | 0
{z }
√
1−x=y 1−x=y
Z 1 Z 1
y ln(1 + y) ln(y) ln(y)
=8 2
dy − 2 ln(2) dy
0 1−y 0 1−y
2y 1 1
{write = − in the first integral}
1 − y2 1−y 1+y
Z 1 Z 1 Z 1
ln(1 + y) ln(y) ln(1 + y) ln(y) ln(y)
=4 dy − 4 dy −2 ln(2) dy
0 1−y 1 + y 1 −y
|0 {z } 0
IBP
Z 1 Z 1 2 Z 1
ln(1 + y) ln(y) ln (1 + y) ln(y)
=4 dy + 2 dy − 2 ln(2) dy.
0 1−y 0 y 0 1−y
Putting together the results from (3.125), (3.38), and (3.2) finalizes the solution.
P∞ (2n
n ) Hn
(2)
4.8.4 n=1 4n n
Show that
∞ 2n
(2)
X
n Hn 3
= ζ(3). (4.225)
n=1
4n n 2
(2n
n)
by 4n then take the summation over n ≥ 1,
∞ 2n
∞ 2n
(2) ∞ 2n
X
nHn X n Hn X
n 1
+ − ζ(2)
n=1
4nn2 n=1
4n n n=1
4n n
∞
!
Z 1 2n
ln(x) ln(1 − x) X n n
= x dx
0 x n=1
4n
{recall the generating function in (4.221)}
Z 1
ln(x) ln(1 − x) 1
= √ − 1 dx
0 x 1−x
Z 1 Z 1
ln(x) ln(1 − x) ln(x) ln(1 − x)
= √ dx − dx
0 x 1 − x 0 x
| {z } | {z }
1−x→x IBP
1 1 2
ln(x) ln(1 − x)
Z Z
1 ln (x)
= √ dx − dx.
0 x(1 − x) 2 0 1−x
{substitute the results from (3.110) and (3.3)}
= 6ζ(3) − 6 ln(2)ζ(2),
and the solution completes on collecting the result from (4.223) and writing
∞ 2n
n 1
X
= 2 ln(2),
n=1
4n n
P∞ (2n
n ) H2n
(2)
4.8.5 n=1 4n n
Show that
∞ 2n
(2)
X
n H2n 31
= 2πG + ζ(3). (4.226)
n=1
4n n 8
R1 1
by x then integrate using 2 0
x2n−1 dx = n,
∞ 2n (2) (2) Z π2
H2n − 14 Hn 1
arcsin2 (x)
Z
x=sin u
X
n
√ = dx = u2 csc u du
n=1
4n n 0 x 1−x
2
0
u π2 Z π2 u
IBP 2
= u ln tan −2 u ln tan du
2 0 0 2
| {z }
0
{use the Fourier series of ln(tan x) given in (2.129)}
∞
Z π2 !
X cos((2n + 1)u)
= −2 u −2 du
0 n=0
2n + 1
∞ Z π2
X 1
=4 u cos((2n + 1)u)du
n=0
2n + 1 0
∞
X 1 π cos(nπ) sin(nπ) 1
=4 − −
n=0
2n + 1 2(2n + 1) (2n + 1)2 (2n + 1)2
{write cos(nπ) = (−1)n and sin(nπ) = 0, since n is an integer}
∞ ∞
X (−1)n X 1
= 2π 2
+4
n=0
(2n + 1) n=0
(2n + 1)3
{the first sum is the definition of the Catalan’s constant (see 1.205)}
{and the second sum can be obtained from (1.85)}
7
= 2πG + ζ(3).
2
Thus,
∞ 2n
(2) ∞ 2n
(2)
X
n H2n 7 1 X n Hn
= 2πG + ζ(3) + .
n=1
4n n 2 4 n=1 4n n
The latter sum is given in (4.225).
P∞ (2n
n ) Hn
2
4.8.6 n=1 4n n
Show that
∞ 2n
X
n Hn2 21
= ζ(3). (4.227)
n=1
4n n 2
1 2n
by 4n n then take the summation,
∞ ∞ ∞
(2) !
2n 2n Z 1 2 2n
X
n Hn2 X n Hn ln (1 − x) X
n n
+ = x dx
n=1
4n n n=1
4 n n 0 x n=1
4n
{recall the generating function in (4.221)}
Z 1 2
ln (1 − x) 1
= √ − 1 dx
0 x 1−x
Z 1 2 Z 1 2
ln (1 − x) ln (1 − x)
= √ dx − dx
0 x 1−x 0 x
| {z } | {z }
√
1−x=y 1−x=y
2
1 1
ln2 (y)
Z Z
ln (y)
=8 dy − dy
0 1 − y2 0 1−y
1
ln2 (y) 1
ln2 (y)
Z Z
=4 dy + 3 dy.
0 1+y 0 1−y
Gathering the results from (3.9), (3.3), and (4.225) completes the solution.
∞ 2n
1 √
Hn2
ln(1 − x) 1+ 1−x
X Z
n
= −2 √ ln √ dx
n=1
4n n 0 x 1−x 2 1−x
√ Z 1
1−x=y ln(y) 1+y
= −8 2
ln dy
0 1−y 2y
Z 1 2 Z 1
y= 1−x
1+x ln (1 − x) ln(1 − x) ln(1 + x)
= 4 dx −4 dx
x x
|0 {z } 0
1−x=y
1 2 1
ln(1 − x) ln(1 + x)
Z Z
ln (y)
=4 dx − 4 dx.
0 1−y 0 x
P∞ (2n
n ) Hn
2
4.8.7 n=1 4n n2
Show that
∞ 2n
H2
X 1 4
n n
= 32 Li4 −14ζ(4)+7 ln(2)ζ(3)−8 ln2 (2)ζ(2)+ ln4 (2).
n=1
4n n2 2 3
(4.228)
For I1 ,
1 1 5
I1 = − Li22 (x)|10 = − ζ 2 (2) = − ζ(4).
2 2 4
For I2 , expand ln(1 + x) in series,
∞
(−1)n−1 1 n−1
X Z
I3 = x Li2 (x)dx
n=1
n 0
∞ ∞
(−1)n−1 ζ(2) Hn (−1)n Hn
X X
= − 2 = ζ(2)η(2) +
n=1
n n n n=1
n3
{collect the result from (4.143)}
1 3 7 1 1 4
= 2 Li4 − ζ(4) + ln(2)ζ(3) − ln2 (2)ζ(2) + ln (2).
2 2 4 2 12
1 1 ln2 (1 + x) ln(1 − x)
Z
1 2
I3 = ln (2)ζ(2) + dx
2 2 0 x
{this integral is given in (3.117)}
1 3
= ln2 (2)ζ(2) − ζ(4).
2 16
For I4 , make use of the dilogarithm reflection formula in (1.119),
1
ln(1 − x)[ζ(2) − ln(x) ln(1 − x) − Li2 (1 − x)]
Z
I4 = dx
0 1+x
ln(x) ln2 (1 − x)
Z 1 Z 1 Z 1
ln(1 − x) ln(1 − x) Li2 (1 − x)
= ζ(2) dx − dx − dx
0 1 + x 0 1 + x 0 1+x
{these three integrals are given in (3.27), (4.208), and (4.207)}
∞ (3) ∞ (2)
5 1 X Hn X Hn
= − ζ(4) − 2 ln(2)ζ(3) + ln2 (2)ζ(2) + 2 +
4 2 n=1
n2n n=1
n2 2 n
{collect the results from (4.168) and (4.166)}
1 29 1 1
= 3 Li4 − ζ(4) − ln2 (2)ζ(2) + ln4 (2).
2 16 4 8
Show that
∞
X 4n Hn 7
2n n2 = 6 ln(2)ζ(2) + 2 ζ(3). (4.229)
n=1 n
we have
1
2xn−1 Γ2 (n)
Z
2
dx = = 2n
0 (1 + x)2n Γ(2n) n n
or
1 1 n
xn−1
Z Z
1 1 x
2n
= dx = dx. (4.230)
n n 0 (1 + x)2n 0 x (1 + x)2
4n Hn
Multiply both sides by then consider the summation over n ≥ 1,
n
∞ Z 1 ∞ n !
4n Hn
X 1 X Hn 4x
2n n2 = (1 + x)2
dx
n=1 n 0 x n=1
n
{make use of (2.7) for the sum}
Z 1
1 4x 1 2 4x
= Li2 + ln 1 − dx
0 x (1 + x)2 2 (1 + x)2
Z 1
IBP 2 + 2x 1−x
= ln(x) ln dx
0 x(1 − x) 1+x
Z 1
2 4 1−x
= + ln(x) ln dx
0 x 1−x 1+x
1 Z 1 Z 1
ln(x) ln(1 − x) ln(x) ln(1 − x)
Z
ln(x) ln(1 + x)
=2 dx + 4 dx −2 dx
0 x 1 − x x
|0 {z } 0
1−x→x
Z 1
ln(x) ln(1 + x)
−4 dx
0 1−x
300 Chapter 4. Harmonic Series
1 Z 1 Z 1
ln(x) ln(1 − x)
Z
ln(x) ln(1 + x) ln(x) ln(1 + x)
=6 dx −2 dx −4 dx
x x 1−x
|0 {z } | 0
{z } 0
IBP IBP
1
ln2 (x) 1
ln2 (x) 1
Z Z Z
ln(x) ln(1 + x)
=3 dx + dx − 4 dx,
0 1−x 0 1+x 0 1−x
and the solution completes on grouping the results from (3.3), (3.9), and (3.125).
∞ Z 1 √
X 4n Hn arcsin( x) ln(1 − x)
2n n2
= −4 √ √ dx
n=1 n 0 x 1−x
√ Z π2
x=sin u
= −8 u ln(cos u)du
0
{use the Fourier series of ln(cos u) given in (2.127)}
Z π2 " ∞
#
X (−1)n cos(2nu)
= −8 u − ln(2) − du
0 n=1
n
Z π2 ∞ Z π2
X (−1)n
= 8 ln(2) u du + 8 u cos(2nu)du
0 n=1
n 0
2 ∞
(−1)n
π X 1 cos(nπ) π sin(nπ)
= 8 ln(2) +8 − 2+ +
8 n=1
n 4n 4n2 4n
{we have cos(nπ) = (−1)n and sin(nπ) = 0 for integer n}
∞ ∞
X (−1)n X 1
= 6 ln(2)ζ(2) − 2 3
+2 3
n=1
n n=1
n
= 6 ln(2)ζ(2) − 2 Li3 (−1) + 2ζ(3).
P∞ 4n H2n
4.9.2 n=1 (2n) n2
n
Show that
∞
X 4n H2n 35
2n
2 = 3 ln(2)ζ(2) + ζ(3). (4.231)
n=1 n
n 4
∞ Z 1
X 4n H2n arcsin x ln(1 − x)
2n
2
= −4 √ dx
n=1 n
n 0 1 − x2
Z π2
x=sin u
= −4 u ln(1 − sin u)du
0
Z π
2 π u
= −4 u ln 2 sin2 − du
0 4 2
Z π
π u
4 − 2 =t
4
= (16t − 4π) ln(2 sin2 t)dt
0
Z π Z π
4 4
= ln(2) (16t − 4π)dt + 2 (16t − 4π) ln(sin t)dt
0 0
{use the Fourier serier of ln(sin t) given in (2.121)}
∞
Z π Z π4 " #
4 X cos(2nt)
= ln(2) (16t − 4π)dt + 2 (16t − 4π) − ln(2) − dt
0 0 n=1
n
Z π4 ∞ Z π4
X 1
= − ln(2) (16t − 4π)dt − 2 (16t − 4π) cos(2nt)dt
0 n=1
n 0
∞ π
π2
X 1 4 cos(2nt) 2π sin(2nt) 8t sin(2nt) 4
= − ln(2) − −2 − +
2 n=1
n n2 n n 0
∞
" #
nπ
X 1 4 cos 4
2
= 3 ln(2)ζ(2) − 2 2
− 2
n=1
n n n
∞
X cos nπ
∞
X 1
2
= 3 ln(2)ζ(2) − 8 3
+8
n=1
n n=1
n3
∞ ∞
( )
X nπ X
note that an cos = 0 − a2 + 0 + a4 + · · · = (−1)n a2n
n=1
2 n=1
302 Chapter 4. Harmonic Series
∞ ∞
X (−1)n X 1
= 3 ln(2)ζ(2) − 8 3
+ 8 3
n=1
(2n) n=1
n
∞ ∞
X (−1)n X 1
= 3 ln(2)ζ(2) − 3
+ 8 3
n=1
n n=1
n
= 3 ln(2)ζ(2) − Li3 (−1) + 8ζ(3)
3
= 3 ln(2)ζ(2) + ζ(3) + 8ζ(3)
4
35
= 3 ln(2)ζ(2) + ζ(3).
4
P∞ 4n Hn
4.9.3 n=1 (2n) n3
n
Show that
∞
4n Hn
X 1 1
2n n3
= −8 Li4 + ζ(4) + 8 ln2 (2)ζ(2) − ln4 (2). (4.232)
n=1 n
2 3
√
Solution Set z = x in (2.50),
∞
√ 1 X 4n xn
arcsin2 ( x) = 2.
2 n=1 2n
n
n
R1
Multiply through by − ln(1−x)
x then integrate using − 0
xn−1 ln(1 − x)dx = Hn
n ,
∞ Z 1 √
X 4n Hn arcsin2 ( x) ln(1 − x)
2n n3 = 2 dx
n=1 n 0 x
√ Z π2
x=sin θ
= −8 x2 cot x ln(cos x)dx. (4.233)
0
To compute this integral, recall the Fourier series of cot x ln(cos x) given in (2.139):
∞ Z 1
X 1 − t n−1
cot x ln(cos x) = (−1)n t dt sin(2nx), 0 < x < π.
n=1 0 1+t
∞ Z 1 Z π
X 1 − t n−1 2 2
(−1)n
= t dt x sin(2nx)dx
0 1+t
n=1 |0 {z }
IBP
∞ Z 1
X 1 − t n−1 cos(nπ) 3ζ(2) cos(nπ)
= (−1)n t dt −
n=1 0 1+t 4n3 4n
1 π sin(nπ)
− 3+
4n 4n2
{note that cos(nπ) = (−1)n and sin(nπ) = 0 for integer n}
∞ Z 1
(−1)n 3ζ(2)(−1)n
X 1 − t n−1 1
= (−1)n t dt − − + 0
n=1 0 1+t 4n3 4n 4n3
{change the order of integration and summation}
∞
!
1 1 1−t tn 3ζ(2)tn (−t)n
Z X
= − − dt
4 0 t(1 + t) n=1 n3 n n3
1 1 1
Z
2
= − (Li3 (t) + 3ζ(2) ln(1 − t) − Li3 (−t)) dt
4 0 t 1+t
1 1 Li3 (t) − Li3 (−t) 1 1 Li3 (t) − Li3 (−t)
Z Z
= dt − dt
4 0 t 2 0 1+t
| {z } | {z }
I1 I2
1 Z 1
ln(1 − t) ln(1 − t)
Z
3 3
+ ζ(2) dt − ζ(2) dt .
4 t 2 1+t
|0 {z } |0 {z }
I3 I4
For I1 ,
7 15
I1 = Li4 (1) − Li4 (−1) = ζ(4) + ζ(4) = ζ(4).
8 8
For I2 ,
Z 1 Z 1
7
IBP ln(1 + t) Li2 (t) ln(1 + t) Li2 (−t)
I2 = ln(2)ζ(3) − dt + dt
4 0 t 0 t
∞
(−1)n 1 n−1
Z
7 X 1 1
= ln(2)ζ(3) + t Li2 (t)dt − Li22 (−t) 0
4 n=1
n 0 2
{recall the result from (3.103)}
∞
(−1)n ζ(2) Hn
7 X 5
= ln(2)ζ(3) + − 2 − ζ(4)
4 n=1
n n n 16
∞
7 5 X (−1)n Hn 5
= ln(2)ζ(3) − ζ(4) − 3
− ζ(4)
4 4 n=1
n 16
304 Chapter 4. Harmonic Series
For I3 ,
I3 = − Li2 (1) = −ζ(2).
For I4 ,
1 1 ∞ Z 1
ln(1 − t) 1−x=y
Z Z
ln(y) X 1
I4 = dt = dy = n
y n−1 ln(y)dy
0 1+t 0 2−y n=1
2 0
∞
X 1 1 1 2 1
=− 2 n
= − Li2 = ln (2) − ζ(2).
n=1
n 2 2 2 2
(2)
P∞ 4n Hn
4.9.4 n=1 (2n) n2
n
Show that
∞ (2)
4n Hn
X 1 1
2n
2 = 8 Li4 − ζ(4) + 4 ln2 (2)ζ(2) + ln4 (2). (4.234)
n=1 n
n 2 3
4n
by n(2n
then consider the summation,
n)
∞ ∞ (2) ∞
X 4n Hn X 4n Hn X 4n 1
2n n3 + 2n − ζ(2) 2n n2
n2
n=1 n n=1 n n=1 n
∞
Z 1 !
ln(x) ln(1 − x) X 4n xn
= 2n n
dx
0 x n=1 n
√
{replace z by x in (2.49) to get the sum} (4.235)
4.9. Harmonic Series with Binomial Coefficient in the Denominator 305
1 √ √
ln(x) ln(1 − x) 2 x arcsin x
Z
= √ dx
0 x 1−x
√ Z π2
x=sin θ
= 16 θ ln(sin θ) ln(cos θ)dθ.
0
π
Let θ → 2 − θ using cos( π2 − θ) = sin θ and sin( π2 − θ) = cos θ,
Z π Z π
2 2 π
θ ln(sin θ) ln(cos θ)dθ = − θ ln(cos θ) ln(sin θ)dθ
0 0 2
Z π Z π2
π 2
= ln(cos θ) ln(sin θ)dθ − θ ln(cos θ) ln(sin θ)dθ.
2 0 0
( Z π
)
2
add θ ln(sin θ) ln(cos θ)dθ to both sides then divide by 2
0
Z π
π 2
= ln(sin θ) ln(cos θ)dθ
4 0
{substitute the result from (3.109)}
3 15
= ln2 (2)ζ(2) − ζ(4). (4.236)
4 32
Therefore,
∞ ∞ (2) ∞
X 4n Hn X 4n Hn X 4n 1 15
2n n3
+ 2n
2
− ζ(2) 2n
2 = 12 ln2 (2)ζ(2) − ζ(4).
n=1 n n=1 n
n n=1 n
n 2
We have
∞
4n 1
2
X π 15
ζ(2) 2n n2
= ζ(2) = ζ(4)
n=1 n
2 2
follows from (2.50) on setting z = 1. On collecting this result along with (4.232),
the solution is finalized. A different solution may be found in [28, p. 334]
2
P∞ 4n Hn
4.9.5 n=1 2n 2
( )n n
Show that
∞
4n Hn2
X 1 81
2n n2
= −24 Li4 + ζ(4) + 12 ln2 (2)ζ(2) − ln4 (2). (4.237)
n=1 n
2 2
306 Chapter 4. Harmonic Series
∞ ∞ ∞
!
(2) Z 1 2
X 4n Hn2 X 4n Hn ln (1 − x) X 4n xn
2n n2 +
2n
2 = 2n n
dx
n=1 n n=1 n
n 0 x n=1 n
√
{replace z by x in (2.49) to get the sum}
Z 1 2 √ √
ln (1 − x) x arcsin x
= 2 √ dx
0 x 1−x
√ Z π2
x=sin u
= 16 u ln2 (cos u)du
0
Z π
u= π
π
2 −x
2
= 16 − x ln2 (sin x)dx
0 2
Z π Z π
2 2
2
= 8π ln (sin x)dx − 16 x ln2 (sin x)dx,
0 0
where
π
ln2 (t) arcsin t 1
Z 2
Z
sin x=t
x ln2 (sin x)dx √ = dt
0 0 1 − t2
Z 1
IBP ln(t) arcsin2 t
= − dt
0 t
{recall the series expansion of arcsin2 t in (2.50)}
∞ Z 1 ∞
1 X 4n 1 2n−1 1 X 4n 1
=− t ln(t)dt = 4.
2 n=1 2n n2 0 8 n=1 2n
n n
n
we obtain
∞ ∞ (2)
X 4n 1 X 4n Hn 15
2n n4
= 2n
2
− ζ(4). (4.238)
n=1 n n=1 n
n 4
4.9. Harmonic Series with Binomial Coefficient in the Denominator 307
Then, we have
π ∞ (2)
1 X 4n Hn
Z 2 15
x ln2 (sin x)dx = − ζ(4).
8 n=1 2n 2
0 n
n 32
The solution ends on gathering the results from (3.108) and (4.234).
P∞ 4n H2n
4.9.6 n=1 (2n) n3
n
Show that
∞
4n H2n
X 1 65 5
2n
3
= −20 Li4 + ζ(4)+8 ln2 (2)ζ(2)− ln4 (2). (4.239)
n=1 n
n 2 8 6
with respect to n,
Z 1 n
d 1 d 1 x
= dx
dn n 2n
n
dn 0 x (1 + x)2
{use differentiation under the integral sign theorem given in (2.78)}
Z 1 n
1 ∂ x
= dx
0 x ∂n (1 + x)2
Z 1 n
1 x x
= ln dx.
0 x (1 + x)2 (1 + x)2
Let’s find the derivative of n 12n : By the definition of the central binomial coefficient:
(n)
a Γ(a + 1)
= ,
b Γ(b + 1)Γ(a − b + 1)
we have
1 1 Γ2 (n + 1)
2n =
· .
n n
n Γ(2n + 1)
308 Chapter 4. Harmonic Series
1 1 n2 Γ2 (n) Γ2 (n)
2n =
· = .
n n
n 2nΓ(2n) 2Γ(2n)
d 1 d Γ2 (n)
=
dn n 2n
n
dn 2Γ(2n)
{use Γ0 (n) = Γ(n)ψ(n) given in (1.167)}
2Γ(2n)Γ2 (n)ψ(n) − 2Γ(2n)Γ2 (n)ψ(2n)
=
2Γ2 (2n)
Γ2 (n)
= (ψ(n) − ψ(2n))
Γ(2n)
{use ψ(n + 1) = Hn − γ given in (1.169)}
2
= (Hn−1 − γ − H2n−1 + γ) 2n
n n
1
write Hn−1 = Hn −
n
1 1 2
= Hn − − H2n +
2n n 2n
n n
2Hn 2H2n 1
= 2n − 2n − 2 2n .
n n n n n n
Therefore, we have
Z 1 n
2Hn 2H2n 1 1 x x
2n − 2n − 2 2n = ln
(1 + x)2 (1 + x)2
dx. (4.240)
n n n n n n 0 x
4n
Now multiply both sides of (4.240) by 2n2 then consider the summation,
∞ ∞ ∞
X 4n Hn X 4n H2n 1 X 4n 1
2n n3 − 2n
3 −
2 n=1 2n
4
n=1 n n=1 n
n n
n
| {z }
S
n
∞ 4x
1 11
Z X
x (1+x)2
= ln dx
2 0 x (1 + x)2 n=1
n 2
Z 1
1 1 x 4x
= ln Li2 dx
2 0 x (1 + x)2 (1 + x)2
4.9. Harmonic Series with Binomial Coefficient in the Denominator 309
1
2(x − 1) 1−x
Z
IBP 5 1 1 2
= − ζ(4) − ln (x) + 2 Li2 (−x) ln dx
4 2 0 2 x(1 + x) 1+x
1 1 ln2 (x) ln(1 − x) 1 1 ln2 (x) ln(1 + x)
Z Z
5
= − ζ(4) + dx − dx
4 2 0 x 2 0 x
| {z } | {z }
I1 I2
1 1
ln(1 − x) Li2 (−x)
Z Z
ln(1 + x) Li2 (−x)
+2 dx −2 dx
x x
|0 {z } |0 {z }
I3 I4
1 2 1 2
ln (x) ln(1 − x)
Z Z
ln (x) ln(1 + x)
− dx + dx
1+x 1+x
|0 {z } |0 {z }
I5 I6
1 1
ln(1 − x) Li2 (−x)
Z Z
ln(1 + x) Li2 (−x)
−4 dx +4 dx .
1+x 1+x
|0 {z } |0 {z }
I7 I8
For I4 ,
1 5
I4 = − Li22 (−1) = − ζ(4).
2 16
I5 is given in (3.131).
Li2 (−x)
For I7 , expand 1+x in series given in (2.3),
∞ Z 1
(2)
X
n
I7 = − (−1) Hn−1 xn−1 ln(1 − x)dx
n=1 0
∞ (2)
X (−1)n Hn−1 Hn
=
n=1
n
∞ (2) ∞
X (−1)n Hn Hn X (−1)n Hn
= − .
n=1
n n=1
n3
1 1 ln3 (1 + x)
Z
1 2
I8 = − ln (2)ζ(2) + dx
4 2 0 x
{substitute the result from (3.39)}
21 1 1 1
= 3ζ(4) − ln(2)ζ(3) + ln2 (2)ζ(2) − ln4 (2) − 3 Li4 .
8 2 8 2
4n
by n(2n
then take the summation,
n)
∞ ∞ (2) ∞
X 4n Hn X 4n Hn X 4n 1
2n n3
+ 2n
2
− ζ(2) 2n n2
n=1 n n=1 n
n n=1 n
∞
Z 1 !
ln(x) ln(1 − x) X 4n xn
= 2n n
dx
0 x n=1 n
{make use of (2.49) for the sum}
1 √ √
ln(x) ln(1 − x) 2 x arcsin x
Z
= √ dx
0 x 1−x
√ Z π2
x=sin θ
= 16 θ ln(sin θ) ln(cos θ)dθ
0
{recall the result from (4.236)}
15
= 12 ln2 (2)ζ(2) − ζ(4). (4.241)
2
4.9. Harmonic Series with Binomial Coefficient in the Denominator 311
Substituting the results from (4.146), (4.143), and (4.232) completes the solution.
P∞
Remark: Usually the two Mathematica commands for approximating n=1 f (n):
NSum[f(n),{n,1,Infinity}]
NSum[f(n),{n,1,Infinity},WorkingPrecision->10]
don’t give the right approximation for series involving the binomial coefficient due to
the slow convergence. The following replacement works fine and with high accuracy:
major=Normal@Series[f(n),{n,Infinity,12}];
majorsum=Sum[major,{n,Infinity}];
majorsum+NSum[f(n)-major,{n,1,Infinity},NSumTerms->20,
WorkingPrecision->20,Method->"WynnEpsilon"]
On reaching the end of the book, I would like to say that there are still a wide range
of results about the harmonic series left to be discovered by the reader by employing
and manipulating the identities provided in the second chapter. Even though the book
has presented different solutions for several problems, there are still more paths to
take to reach the same results, since the realm of harmonic series is full of hidden
secrets and magic.
Table of Mathematica
Commands
R{expression} ComplexExpand[Re[expression]]
J{expression} ComplexExpand[Im[expression]]
sin(x) Sin[x]
sin(x) Cos[x]
tan(x) Tan[x]
sec(x) Sec[x]
csc(x) Csc[x]
cot(x) Cot[x]
arcsin(x) ArcSin[x]
arccos(x) ArcCos[x]
arctan(x) ArcTan[x]
a
b Binomial[a,b]
Γ(x) Gamma[x]
ζ(x) Zeta[x]
β(x) DirichletBeta[x]
η(x) DirichletEta[x]
ln(x) Log[x]
Lia (x) PolyLog[a,x]
Hx HarmonicNumber[x]
(a)
Hx HarmonicNumber[x,a]
Hx Log[2]-(-1)ˆx LerchPhi[-1,1,x+1]
ψ(x) PolyGamma[0,x]
ψ (a) (x) PolyGamma[a,x]
limx→a f (x) Limit[f(x),{x->a}]
limx→a f (x, y) Limit[f(x,y),{x,y}->{a,b}]
y→b
da
dxa f (x) D[f(x),{x,a}]
∂5
∂x2 ∂y 3 f (x, y) D[f(x,y),{x,2},{y,3}]
5
limx→a ∂x∂2 ∂y3 f (x, y) Normal[Series[D[f(x,y),{x,2},{y,3}],{x,a,0}
y→b
,{y,b,0}]]//FullSimplify//Expand
312
Table of Mathematica Commands 313
Rb
f (x)dx Integrate[f(x),{x,a,b}]
Rab
a
f (x) ≈ NIntegrate[f(x),{x,a,b}] (or)
NIntegrate[f(x),{x,a,b},WorkingPrecision
P∞ ->12]
Pn=1 f (n) Sum[f(n),{n,1,Infinity}]
∞
n=1 f (n) ≈ NSum[f(n),{n,1,Infinity}] (or)
NSum[f(n),{n,1,Infinity},WorkingPrecision
->12] (or)
major=Normal@Series[f(n),{n,Infinity,12}];
majorsum=Sum[major,{n,Infinity}];
majorsum+NSum[f(n)-major,{n,1,Infinity},
NSumTerms->20,WorkingPrecision->20,Method
->"WynnEpsilon"]
γ EulerGamma
G Catalan
e E
π
√ Pi
−1 I
References
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3645
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Index
A Polylogarithm, 30
Abel’s summation, 105, 110, 204, 275 Riemann zeta, 19, 22
Analytic continuation, 165 Functional equation, 10
C
I
Cauchy product, 23, 58, 73, 99, 100, 103, 104
Identity
Central binomial coefficient, 17, 83, 299, 302,
Algebraic, 167, 170, 182
305, 307
Beta symmetry, 18
Constant
Catalan’s, 54, 177, 178, 238, 240, 266, Beta–Gamma, 17
267, 272 Digamma–Harmonic Number, 48, 155,
Euler–Mascheroni, 49, 55 308
Landen’s dilogarithm, 35, 38, 66
Landen’s trilogarithm, 37, 63
E
Euler’s definition of gamma, 13 Trigonometric, 117, 118, 305
Infinite product, 13, 124
Integral
F
Finite product, 6 Caussian, 12
Formula Divergent, 32
Digamma reflection, 47 Double, 21, 224
Dilogarithm inversion, 36 Generalized improper logarithmic, 145
Dilogarithm reflection, 34, 61, 66, 152 Generalized improper polylogarithmic,
Euler’s, 8, 119, 158 139
Euler’s product, 123 Generalized inverse hyperbolic tangent,
Euler’s reflection, 14, 47, 138, 146, 166 156
Geometric series, 20, 23, 26, 90, 158, Generalized inverse tangent, 144
254 Generalized logarithmic, 141
Geometric sries, 7 Generalized polylogarithmic, 140
Legendre duplication, 16 Integration by parts, 10, 20, 69, 153, 154, 175,
Polylogarithm inversion, 39, 144 187, 303, 309
Polylogarithm symmetry, 33
Geometric series, 263 L
Function L’Hopital’s rule, 34, 126, 164
Beta, 17, 95, 161, 166, 299
Digamma, 47, 160
Dirichlet beta, 26 N
Dirichlet eta, 25 Number
Gamma, 10 Complex, 8
Generating, 57, 59, 61, 63, 68, 70, 72, Harmonic, 40, 154, 156
75, 78, 80, 82, 86, 88, 280 Rational harmonic, 78, 202, 285
Polygamma, 50 Skew harmonic, 44, 73, 194, 201, 277
316
Index 317