Lately, I have found several interesting problems involving Harmonic numbers such as \begin{equation*}\sum_{n=1}^{\infty}\frac{H_n^{(2)}}{n^2}=\frac{7\pi^4}{360}\end{equation*} I am not familiar with computing sums involving Harmonic numbers. Is there a general strategy for tackling such problems?
How can this series be evaluated by operating on the generating function for $H_n^{(2)}$?
You may evaluate it without using generating functions.
$$S=\sum\limits_{n=1}^{\infty} \frac{H_n^{(2)}}{n^2} = \sum\limits_{n=1}^{\infty}\sum\limits_{k=1}^{n}\frac{1}{n^2k^2}$$
By changing the order of summation, you may write it as:
$$\begin{align}S &= \sum\limits_{k=1}^{\infty}\sum\limits_{n=k}^{\infty}\frac{1}{n^2k^2}\\&= \sum\limits_{k=1}^{\infty}\frac{1}{k^2}\left(\sum\limits_{n=k}^{\infty}\frac{1}{n^2}\right)\\&= \sum\limits_{k=1}^{\infty}\frac{1}{k^2}\left(\sum\limits_{n=1}^{\infty}\frac{1}{n^2} - \sum\limits_{n=1}^{k-1}\frac{1}{n^2}\right) \\&= \sum\limits_{k=1}^{\infty}\frac{1}{k^2}\left(\zeta(2) - \sum\limits_{n=1}^{k-1}\frac{1}{n^2}\right)\\&= \sum\limits_{k=1}^{\infty}\frac{1}{k^2}\left(\zeta(2) + \frac{1}{k^2} - H_k^{(2)}\right)\\&= \zeta(2)\sum\limits_{k=1}^{\infty}\frac{1}{k^2} + \sum\limits_{k=1}^{\infty}\frac{1}{k^4} - \sum\limits_{k=1}^{\infty}\frac{H_k^{(2)}}{k^2} \\&= \zeta^2(2)+\zeta(4) - S\end{align}$$
Hence, $\displaystyle S = \frac{\zeta^2(2)+\zeta(4)}{2}$.
In general for any sequence $(a_n)_{n \ge 1}$ such that $\displaystyle \sum_{n=1}^{\infty} a_n$ converges absolutely,
We have $$\sum_{n=1}^{\infty}\left(a_n\sum_{k=1}^{n}a_k\right) = \frac{1}{2}\left(\sum_{n=1}^{\infty}a_n^2 + \left(\sum_{n=1}^{\infty}a_n\right)^2\right)$$ by using the same method as above.