Generalized Harmonic Summation

I have solved it by $4$ methods. One is Summation By Parts, other are the following :

First, expand the summation, using the definition of $\displaystyle H_{r}^{(m)}$ , to see that $\displaystyle \sum_{r=1}^{n} \dfrac{H_{r}^{(m)}}{r^m} = \sum_{r=1}^{n} \dfrac{1}{r^{2m}} + \sum_{r < j} \sum_{j=2}^{n} \dfrac{1}{rj} = H_{n}^{(2m)} + \sum_{r < j} \sum_{j=2}^{n} \dfrac{1}{rj}$

Also,

$\displaystyle [H_{n}^{(m)}]^2 = H_{n}^{(2m)} + 2\sum_{r < j} \sum_{j=2}^{n} \dfrac{1}{rj}$

Eliminating $\displaystyle \sum_{r < j} \sum_{j=2}^{n} \dfrac{1}{rj}$ from the above equations, we have,

$\displaystyle \sum_{r=1}^{n} \dfrac{H_{r}^{(m)}}{r^m} =\dfrac{1}{2} \left( [H_{n}^{(m)}]^2 + H_{n}^{(2m)} \right) \tag{*}$

Now take limit to infinity to get the desired result.

Also note that $(*)$ holds for $m=1$ as well (but the infinite sum diverges).

My other two methods use integral representations of $\displaystyle H_{r}^{(m)}$ and $\dfrac{1}{r^m}$. For instance, I have used one of them here.

$\displaystyle S=\lim _{ n\rightarrow \infty }{ \sum _{ r=1 }^{ n }{ \frac { { H }_{ r }^{ \left( m \right) } }{ { r }^{ m } } } }$

By Summation by parts, we get:

$\displaystyle S=\lim _{ n\rightarrow \infty }{ { H }_{ n }^{ \left( m \right) }{ H }_{ n+1 }^{ \left( m \right) }-\sum _{ r=1 }^{ n }{ { H }_{ r }^{ \left( m \right) }\left( { H }_{ r+1 }^{ \left( m \right) }-{ H }_{ r }^{ \left( m \right) } \right) } }$

Now we use ${ H }_{ r+1 }^{ \left( m \right) }={ H }_{ r }^{ \left( m \right) }+\frac { 1 }{ { \left( r+1 \right) }^{ m } }$

$\displaystyle S=\lim _{ n\rightarrow \infty }{ { H }_{ n }^{ \left( m \right) }{ H }_{ n+1 }^{ \left( m \right) }-\sum _{ r=1 }^{ n }{ \frac { { H }_{ r }^{ \left( m \right) } }{ { \left( r+1 \right) }^{ m } } } }$

Again, we use ${ H }_{ r+1 }^{ \left( m \right) }={ H }_{ r }^{ \left( m \right) }+\frac { 1 }{ { \left( r+1 \right) }^{ m } }$

$\displaystyle S=\lim _{ n\rightarrow \infty }{ { H }_{ n }^{ \left( m \right) }{ H }_{ n+1 }^{ \left( m \right) }-S+1+\sum _{ r=1 }^{ n }{ \frac { 1 }{ { \left( r+1 \right) }^{ 2m } } } }$

On simplifying, we get:

$\boxed{S=\frac { { \zeta }^{ 2 }\left( m \right) +\zeta \left( 2m \right) }{ 2 } }$

I now one value of this.

Which is the first one.

Nice note!