I would like to prove that $\displaystyle\sum_{\substack{n=1\\n\text{ odd}}}^{\infty}\frac{n}{e^{n\pi}+1}=\frac1{24}$.
I found a solution by myself 10 hours after I posted it, here it is:
$$f(x)=\sum_{\substack{n=1\\n\text{ odd}}}^{\infty}\frac{nx^n}{1+x^n},\quad\quad g(x)=\displaystyle\sum_{n=1}^{\infty}\frac{nx^n}{1-x^n},$$
then I must prove that $f(e^{-\pi})=\frac1{24}$. It was not hard to find the relation between $f(x)$ and $g(x)$, namely $f(x)=g(x)-4g(x^2)+4g(x^4)$.
Note that $g(x)$ is a Lambert series, so by expanding the Taylor series for the denominators and reversing the two sums, I get
$$g(x)=\sum_{n=1}^{\infty}\sigma(n)x^n$$
where $\sigma$ is the divisor function $\sigma(n)=\sum_{d\mid n}d$.
I then define for complex $\tau$ the function $$G_2(\tau)=\frac{\pi^2}3\Bigl(1-24\sum_{n=1}^{\infty}\sigma(n)e^{2\pi in\tau}\Bigr)$$ so that $$f(e^{-\pi})=g(e^{-\pi})-4g(e^{-2\pi})+4g(e^{-4\pi})=\frac1{24}+\frac{-G_2(\frac i2)+4G_2(i)-4G_2(2i)}{8\pi^2}.$$
But it is proven in Apostol "Modular forms and Dirichlet Series", page 69-71 that $G_2\bigl(-\frac1{\tau}\bigr)=\tau^2G_2(\tau)-2\pi i\tau$, which gives $\begin{cases}G_2(i)=-G_2(i)+2\pi\\ G_2(\frac i2)=-4G_2(2i)+4\pi\end{cases}\quad$. This is exactly was needed to get the desired result.
Hitoshigoto oshimai !
I find that sum fascinating. $e,\pi$ all together to finally get a rational. This is why mathematics is beautiful!
Thanks to everyone who contributed.
We will use the Mellin transform technique. Recalling the Mellin transform and its inverse
Now, let's consider the function
Taking the Mellin transform of $f(x)$, we get
where $\zeta(s)$ is the zeta function . Representing the function in terms of the inverse Mellin Transform, we have
Substituting $x=2n+1$ and summing yields
$$\sum_{n=0}^{\infty}\frac{2n+1}{e^{\pi (2n+1)}+1}=\frac{1}{2\pi i}\int_{C}{\pi}^{-s-1}\Gamma \left( s+1 \right)\left(1-{2}^{-s} \right) \zeta\left( s+1 \right) \sum_{n=0}^{\infty}(2n+1)^{-s}ds$$
$$ = \frac{1}{2\pi i}\int_{C}{\pi }^{-s-1}\Gamma \left( s+1 \right) \left(1-{2}^{-s} \right)^2\zeta\left( s+1 \right) \zeta(s)ds.$$
Now, the only contribution of the poles comes from the simple pole $s=1$ of $\zeta(s)$ and the residue equals to $\frac{1}{24}$. So, the sum is given by
$$ \sum_{n=0}^{\infty}\frac{2n+1}{e^{\pi (2n+1)}+1}=\frac{1}{24} $$
Notes: 1)
2) The residue of the simple pole $s=1$, which is the pole of the zeta function, can be calculated as
$$ r = \lim_{s=1}(s-1)({\pi }^{-s-1}\Gamma \left( s+1 \right) \left({2}^{-s}-1 \right)^2\zeta\left( s+1 \right) \zeta(s))$$
$$ = \lim_{s\to 1}(s-1)\zeta(s)\lim_{s\to 1} {\pi }^{-s-1}\Gamma \left( s+1 \right) \left({2}^{-s}-1 \right)^2\zeta\left( s+1 \right) = \frac{1}{24}. $$
For calculating the above limit, we used the facts
$$ \lim_{s\to 1}(s-1)\zeta(s)=1, \quad \zeta(2)=\frac{\pi^2}{6}. $$
3) Here is the technique for computing the Mellin transform of $f(x)$.