I am trying to reproduce the result of eq. (1.13) in Le Bellac's Thermal Field Theory book to compute the grand canonical potential of a gas of massless fermions:
$$ Ω = - \frac{V T^4}{6 π^2} \int_0^\infty dk\ k^3 \left[ \frac{1}{e^{\beta(k - \mu)} +1 } + \frac{1}{e^{\beta(k + μ)} + 1} \right] = -\frac{V}{6π^2} \left[ \frac{7 π^4 T^4}{60} + \frac{\mu^2 \pi^2 T^2}{2} + \frac{\mu^4}{4} \right]. $$
I know how to demonstrate that the Fermi-Dirac integral can be expressed in terms of $\Gamma$ function and polylogarithms if $\mu = 0$, see e.g. this answer for the Einstein-Bose statistics, showing that $$ \int_0^\infty dx \frac{x^{s-1}}{e^x - 1} = \zeta(s) \Gamma(s), $$
but I am not able to derive a similar relation for the case with $\mu \neq 0$.
Nevertheless this relation exists, see e.g. the DLMF:
$$ F_s = \frac{1}{\Gamma(s+1)} \int_0^\infty dt \frac{t^s}{e^{t-x} +1 } = - Li_{s+1}(-e^x). $$