I was doing some homework and worked out a closed form for $T(n) = 2T\left(\frac{n}{2}\right) + n\log(n)$ and got:
$T(n)=n+n\left(\log(n)+\log\left(\frac{n}{2}\right)+\log\left(\frac{n}{4}\right)+\log\left(\frac{n}{8}\right)+\cdots+ 1\right)$
as closed form.
I was able to prove that $T(n)$ is in big O of $n\log^2(n)$ by:
$T(n) < n + n\log(n)\leq a\log^2(n)$ for some constant $a\geq 1$
But I don't know how $T(n)$ is in big omega of $n\log^2(n)$ since I have to go the other way and cannot see how:
$T(n)\geq a\log^2(n)$
in order to prove that $T(n)$ is in big omega of $n\log^2(n)$ and therefore in big theta of $n\log^2(n)$.
Am I missing something here?
Let $k = \lfloor \frac12 \log n\rfloor$, which is $\Omega(\log n)$. Then if we just take the first $k+1$ terms of the sum, that is $$ \log n + \log \frac n2 + \log \frac n4 + \dots + \log \frac n{2^k}, $$ we already get something that's $\Omega(\log^2 n)$.
That's because $\frac{n}{2^k} \ge \sqrt n$, so $\log \frac{n}{2^k} \ge \log \sqrt{n} = \frac12 \log n$, which is $\Omega(\log n)$ - and that's the smallest term. Summing $\Omega(\log n)$ terms, on which we have an $\Omega(\log n)$ lower bound, we get $\Omega(\log^2 n)$.