TITLE: How to sum $\sum_{n=0}^{\infty} \frac{(2n)!!}{(2n+1)!!} (2n+2)^{-2}$
QUESTION [6 upvotes]: While solving the following interesting integral (*) in MSE:
How to evaluate $\int _0^{\frac{\pi }{2}}x\ln \left(\sin \left(x\right)\right)\:dx$
I took another route and encountered the sum $$S=\sum_{n=0}^{\infty} \frac{(2n)!!}{(2n+1)!!} (2n+2)^{-2} ~~~~(1)$$
Using Walli's formula $S$ can also be expressed as
$$S=\sum_{n=0}^{\infty} \int_{0}^{\pi/2}\frac{\cos^{2n+1} \theta}{(2n+2)^2}~~~~~~~~~~(2)$$
Mathematica gives both (1) and (2) in terms of the hypergeometric series (fumction) as $$S=\frac{1}{4} ~_4F_3~[\{1,1,1,1\},\{3/2,2,2\};1]~~~~(3)$$
Interestingly, the said integral (*) is doable otherwise as
$$S=\frac{1}{16} [\pi^2 \ln 4-7 \zeta(3)]=0.329236..~~~~(4)$$
I have checked numerically that all of (1-4) are identical.
The question is how to show by hand that $S$ in (1) and (2) equals (4).

REPLY [4 votes]: Let $\mathcal{S}$ denote the sum of the following (convergent) infinite series:
$$\mathcal{S}:=4\sum_{n=0}^{\infty}\frac{(2n)!!}{(2n+1)!!}(2n+2)^{-2},\tag{1}$$
where here $n!!$ denotes the so-called double factorial of a number $n$.
(Note: My definition of $\mathcal{S}$ has an additional scalar factor of $4$ so as to simplify its expression in terms of the generalized hypergeometric function $_4F_3$.)
We'll make use of the following well-known integration formula for a subclass of Wallis' integrals (for proof see [wiki][1]):
$$\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,\cos^{2n+1}{\left(\varphi\right)}=\frac{(2n)!!}{(2n+1)!!};~~~\small{n\in\mathbb{Z}_{\ge0}}.$$

Recall the definition of the [polylogarithm][2] as an infinite series. Given $s\in\mathbb{C}\land z\in\mathbb{C}\land|z|<1$, the polylogarithm $\operatorname{Li}_{s}{\left(z\right)}$ of order $s$ and argument $z$ is given by the (absolutely convergent) power series
$$\operatorname{Li}_{s}{\left(z\right)}=\sum_{n=1}^{\infty}\frac{z^{n}}{n^{s}}.$$
For positive integer order, the polylogarithm can be defined iteratively by
$$\operatorname{Li}_{1}{\left(z\right)}:=-\ln{\left(1-z\right)};~~~\small{z\in\left(-\infty,1\right)},$$
$$\operatorname{Li}_{n+1}{\left(z\right)}:=\int_{0}^{z}\mathrm{d}t\,\frac{\operatorname{Li}_{n}{\left(t\right)}}{t};~~~\small{n\in\mathbb{N}\land z\in\left(-\infty,1\right]}.$$
Another useful integral representation for $\operatorname{Li}_{n+1}{\left(z\right)}$, which can be obtained from the previous one by repeated integration by parts, is
$$\operatorname{Li}_{n+1}{\left(z\right)}=\frac{(-1)^{n}}{n!}\int_{0}^{1}\mathrm{d}t\,\frac{z\ln^{n}{\left(t\right)}}{1-zt};~~~\small{n\in\mathbb{N}\land z\in\left(-\infty,1\right]}.$$
An important auxiliary function pertaining to the polylogarithm is the so-called Nielsen generalized polylogarithm, defined for positive integer parameters via the integral representation
$$S_{n,p}{\left(z\right)}:=\frac{(-1)^{n+p-1}}{(n-1)!\,p!}\int_{0}^{1}\mathrm{d}t\,\frac{\ln^{n-1}{\left(t\right)}\ln^{p}{\left(1-zt\right)}}{t};~~~\small{\left(n,p\right)\in\mathbb{N}^{2}\land z\in\left(-\infty,1\right]}.$$

The following integration formula will be useful to have on hand later:
$$\int_{0}^{1}\mathrm{d}t\,\frac{\ln{\left(1-t\right)}\ln{\left(1-zt\right)}}{t}=\operatorname{Li}_{3}{\left(z\right)}+S_{1,2}{\left(z\right)};~~~\small{z\in\left(-\infty,1\right]}.$$
Proof:
$$\begin{align}
\int_{0}^{1}\mathrm{d}t\,\frac{\ln{\left(1-t\right)}\ln{\left(1-zt\right)}}{t}
&=\int_{0}^{1}\mathrm{d}t\,\frac{\ln^{2}{\left(1-t\right)}+\ln^{2}{\left(1-zt\right)}-\left[\ln{\left(1-t\right)}-\ln{\left(1-zt\right)}\right]^{2}}{2t}\\
&=\int_{0}^{1}\mathrm{d}t\,\frac{\ln^{2}{\left(1-t\right)}}{2t}+\int_{0}^{1}\mathrm{d}t\,\frac{\ln^{2}{\left(1-zt\right)}}{2t}-\int_{0}^{1}\mathrm{d}t\,\frac{\ln^{2}{\left(\frac{1-t}{1-zt}\right)}}{2t}\\
&=\int_{0}^{1}\mathrm{d}t\,\frac{\ln^{2}{\left(1-t\right)}}{2t}+\int_{0}^{1}\mathrm{d}t\,\frac{\ln^{2}{\left(1-zt\right)}}{2t}\\
&~~~~~-\int_{0}^{1}\mathrm{d}u\,\frac{\left(1-z\right)}{\left(1-zu\right)^{2}}\cdot\frac{\ln^{2}{\left(u\right)}}{2\left(\frac{1-u}{1-zu}\right)};~~~\small{\left[t=\frac{1-u}{1-zu}\right]}\\
&=\int_{0}^{1}\mathrm{d}t\,\frac{\ln^{2}{\left(1-t\right)}}{2t}+\int_{0}^{1}\mathrm{d}t\,\frac{\ln^{2}{\left(1-zt\right)}}{2t}\\
&~~~~~-\int_{0}^{1}\mathrm{d}u\,\frac{\left(1-z\right)\ln^{2}{\left(u\right)}}{2\left(1-u\right)\left(1-zu\right)}\\
&=\int_{0}^{1}\mathrm{d}t\,\frac{\ln^{2}{\left(1-t\right)}}{2t}+\int_{0}^{1}\mathrm{d}t\,\frac{\ln^{2}{\left(1-zt\right)}}{2t}\\
&~~~~~-\int_{0}^{1}\mathrm{d}u\,\frac{\ln^{2}{\left(u\right)}}{2\left(1-u\right)}+\int_{0}^{1}\mathrm{d}u\,\frac{z\ln^{2}{\left(u\right)}}{2\left(1-zu\right)}\\
&=\frac12\int_{0}^{1}\mathrm{d}t\,\frac{z\ln^{2}{\left(t\right)}}{1-zt}+\frac12\int_{0}^{1}\mathrm{d}t\,\frac{\ln^{2}{\left(1-zt\right)}}{t}\\
&=\operatorname{Li}_{3}{\left(z\right)}+S_{1,2}{\left(z\right)}.\\
\end{align}$$

Using the technique of interchanging the order of summation and integration, we obtain an expression for the power series $\mathcal{S}$ as a definite integral.
$$\begin{align}
\mathcal{S}
&=4\sum_{n=0}^{\infty}\frac{(2n)!!}{(2n+1)!!}(2n+2)^{-2}\\
&=\sum_{n=0}^{\infty}\frac{1}{(n+1)^{2}}\cdot\frac{(2n)!!}{(2n+1)!!}\\
&=\sum_{n=0}^{\infty}\frac{1}{(n+1)^{2}}\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,\cos^{2n+1}{\left(\varphi\right)}\\
&=\sum_{n=0}^{\infty}\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,\frac{\cos^{2n+1}{\left(\varphi\right)}}{(n+1)^{2}}\\
&=\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,\sum_{n=0}^{\infty}\frac{\cos^{2n+1}{\left(\varphi\right)}}{(n+1)^{2}}\\
&=\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,\sum_{n=1}^{\infty}\frac{\cos^{2n-1}{\left(\varphi\right)}}{n^{2}}\\
&=\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,\frac{1}{\cos{\left(\varphi\right)}}\sum_{n=1}^{\infty}\frac{\left[\cos^{2}{\left(\varphi\right)}\right]^{n}}{n^{2}}\\
&=\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,\sec{\left(\varphi\right)}\operatorname{Li}_{2}{\left(\cos^{2}{\left(\varphi\right)}\right)}\\
&=\int_{0}^{\frac{\pi}{2}}\mathrm{d}\varphi\,\frac{\cos{\left(\varphi\right)}\operatorname{Li}_{2}{\left(1-\sin^{2}{\left(\varphi\right)}\right)}}{1-\sin^{2}{\left(\varphi\right)}}\\
&=\int_{0}^{1}\mathrm{d}x\,\frac{\operatorname{Li}_{2}{\left(1-x^{2}\right)}}{1-x^{2}};~~~\small{\left[\varphi=\arcsin{\left(x\right)}\right]}.\\
\end{align}$$
Then,
$$\begin{align}
\mathcal{S}
&=\int_{0}^{1}\mathrm{d}x\,\frac{\operatorname{Li}_{2}{\left(1-x^{2}\right)}}{1-x^{2}}\\
&=-\int_{0}^{1}\mathrm{d}x\,\frac{\ln{\left(\frac{1+x}{1-x}\right)}}{2}\cdot\frac{2x\ln{\left(x^{2}\right)}}{1-x^{2}};~~~\small{I.B.P.s}\\
&=\int_{0}^{1}\mathrm{d}x\,\frac{2x\ln{\left(x\right)}\ln{\left(\frac{1-x}{1+x}\right)}}{1-x^{2}}\\
&=\int_{0}^{1}\mathrm{d}x\,\frac{2x\ln{\left(x\right)}\ln{\left(1-x^{2}\right)}}{1-x^{2}}-\int_{0}^{1}\mathrm{d}x\,\frac{2x\ln{\left(x\right)}\ln{\left((1+x)^2\right)}}{1-x^{2}}\\
&=\frac12\int_{0}^{1}\mathrm{d}x\,\frac{2x\ln{\left(x^{2}\right)}\ln{\left(1-x^{2}\right)}}{1-x^{2}}-\int_{0}^{1}\mathrm{d}x\,\frac{4x\ln{\left(x\right)}\ln{\left(1+x\right)}}{1-x^{2}}\\
&=\frac12\int_{0}^{1}\mathrm{d}y\,\frac{\ln{\left(y\right)}\ln{\left(1-y\right)}}{1-y};~~~\small{\left[x^{2}=y\right]}\\
&~~~~~+\int_{0}^{1}\mathrm{d}x\,\frac{2\ln{\left(x\right)}\ln{\left(1+x\right)}}{1+x}-\int_{0}^{1}\mathrm{d}x\,\frac{2\ln{\left(x\right)}\ln{\left(1+x\right)}}{1-x}\\
&=\int_{0}^{1}\mathrm{d}t\,\frac{\ln{\left(t\right)}\ln{\left(1-t\right)}}{2t};~~~\small{\left[y=1-t\right]}\\
&~~~~~-\int_{0}^{1}\mathrm{d}x\,\frac{\ln^{2}{\left(1+x\right)}}{x};~~~\small{I.B.P.s}\\
&~~~~~-\int_{0}^{1}\mathrm{d}t\,\frac{2\ln{\left(1-t\right)}\ln{\left(2-t\right)}}{t};~~~\small{\left[x=1-t\right]}\\
&=\int_{0}^{1}\mathrm{d}t\,\frac{\ln{\left(t\right)}\ln{\left(1-t\right)}}{2t}-\int_{0}^{1}\mathrm{d}t\,\frac{\ln^{2}{\left(1+t\right)}}{t}\\
&~~~~~-\int_{0}^{1}\mathrm{d}t\,\frac{2\ln{\left(1-t\right)}\ln{\left(2\right)}}{t}-\int_{0}^{1}\mathrm{d}t\,\frac{2\ln{\left(1-t\right)}\ln{\left(1-\frac12t\right)}}{t}\\
&=\frac12\,S_{2,1}{\left(1\right)}-2S_{1,2}{\left(-1\right)}\\
&~~~~~+2\ln{\left(2\right)}\operatorname{Li}_{2}{\left(1\right)}-2\left[\operatorname{Li}_{3}{\left(\frac12\right)}+S_{1,2}{\left(\frac12\right)}\right]\\
&=3\ln{\left(2\right)}\,\zeta{\left(2\right)}-\frac74\,\zeta{\left(3\right)}.\blacksquare\\
\end{align}$$