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Find the following sum:

$$\sum_{k=1}^\infty \frac{1}{k^2}\frac{x^k}{k!}$$

where $x$ is a real number. This is a power series in $x$. In particular, I'm interested in the case $x>0$.

Disclaimer: This is not a homework exercise, I do not know if a closed form solution exists. If it doesn't, exist, then an approximation in terms of well-known functions (not the all-mighty general hypergeometric $_pF_q$, something simpler please) would be desired.

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  • $\begingroup$ Very similar to this: math.stackexchange.com/questions/1711318/… $\endgroup$ – orion Nov 8 '16 at 22:40
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    $\begingroup$ Hint: Look at the power series of $e^x$, multiply / divide by $x$ and integrate / differentiate as suitable to get your series. $\endgroup$ – Arthur Nov 8 '16 at 22:43
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    $\begingroup$ ${}_3F_3$, but Not an elementary function. $\endgroup$ – GEdgar Nov 8 '16 at 22:47
  • $\begingroup$ Hehe, if you want an approximation, I can tell you it is less than $e^x$. $\endgroup$ – Simply Beautiful Art Nov 8 '16 at 22:57
  • $\begingroup$ $\sum _{k=1}^{\infty } \frac{x^k}{k^2 k!}=\int_0^{\infty } \left(-\gamma +\text{Ei}\left(e^{-t} x\right)+t-\log (x)\right) \, dt$ $\endgroup$ – Mariusz Iwaniuk Nov 8 '17 at 19:38
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We know that

$$e^x=1+\sum_{k=1}^\infty\frac{x^k}{k!}$$

Divide both sides to get

$$\frac{e^x}x=\frac1x+\sum_{k=1}^\infty\frac{x^{k-1}}{k!}$$

Integrate both sides to get

$$\int_1^x\frac{e^y}ydy+c_1=\ln(x)+\sum_{k=1}^\infty\frac1k\frac{x^k}{k!}$$

Divide both sides again.

$$\frac1x\left(\int_1^x\frac{e^y}ydy+c_1-\ln(x)\right)=\sum_{k=1}^\infty\frac1k\frac{x^{k-1}}{k!}$$

Integrate both sides to get

$$\int_1^x\frac1z\left(\int_1^z\frac{e^y}ydy+c_1-\ln(z)\right)dz+c_2=\sum_{k=1}^\infty\frac1{k^2}\frac{x^k}{k!}$$

which is quite messy?

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This is a trick i discovered recently that allows you to express this kind of sum as an integral (not sure how helpful you'll find this): We have

$$ \sum_{k=1}^{\infty} \frac{1}{k^2}\frac{x^k}{k!} = \sum_{k=1}^{\infty}\frac{x^k}{k!} \int_{0}^{1}\int_{0}^{1} y^{k-1}z^{k-1} \mathrm{d}y\;\mathrm{d}z$$ As $x > 0$, we may interchange summation and integration to obtain

$$ \int_{0}^{1}\int_{0}^{1}\frac{1}{yz}\sum_{k=1}^{\infty}\frac{(xyz)^k}{k!} \mathrm{d}y\;\mathrm{d}z = \int_{0}^{1}\int_{0}^{1}\frac{\exp(xyz)-1}{yz} \mathrm{d}y\;\mathrm{d}z$$

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