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+ x8 8! ? note y = cos x is an even function (i e cos(?x) =
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function apx=costaylor(xn) Calculates the Maclaurin series approximaton to cos(x) using the first n terms in the expansion apx=0; for i=0:n-1
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Two-dimensional Fourier cosine series expansion method for pricing financial options M J Ruijter? C W Oosterlee† October 26 2012 Abstract
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7 jan 2011 · sum of cosines the Fourier cosine series For a function f(x) defined on x ? [0?] The resulting cosine-series expansion is plotted in
[PDF] (123) 1 Sine and Cosine Series Expansions: Let f(x) be an even
)dx is called the cosine series expansion of f(x) or f(x) is said to be expanded in a cosine series Similarly let f(x) be an odd function on "p
A GENERALIZATION OF THE FOURIER COSINE SERIES*
throughout the same interval in terms of the second set of functions {cos X„ x} finally to substitute the latter series into the expansion of the
[PDF] 104 Fourier Cosine and Sine Series - Berkeley Math
This extension is called the odd 2L-periodic extension of f(x) The resulting Fourier series expansion is called a half-range expansion for f(x) because it
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Hence cos x is a periodic function of the period 2 ? 5 5 Conditions for a Fourier series expansion coefficients are given by Euler's formula
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Transforming Fourier Series Half-range Expansions This yields ?1 + 2 ? ( ? 2 ? 4 ? ? ? k=0 cos((2k + 1)?(x ? 1)/2) (2k + 1)2 ) The cosine
[PDF] 1 (a) Show that the Fourier cosine series expansion for cosax on [0
1 (a) Show that the Fourier cosine series expansion for cosax on [0?] is given by cosax = 2asin a? ? [ 1 2a2 ? cosx a2 ? 12 + cos 2x a2 ? 22 ? ···]
10.4 Fourier Cosine and Sine Series
To solve a partial dierential equation, typically we represent a function by a trigonometric series consisting
of only sine functions or only cosine functions.Recall that the Fourier series for an odd function dened on [L;L] consists entirely of sine terms. Thus
we might achieve f(x) =1X n=1a nsinnxL (1)by articially extending the functionf(x);0< x < Lto the interval (L;L) in such a way that the extended
function is odd. That is, f o(x) =f(x);0< x < L; f(x);L < x <0; and extendingfo(x) to allxusing 2L-periodicity.fo(x) is an extension off(x) becausefo(x) =f(x) on(0;L). This extension is called theodd2L-periodic extensionoff(x). The resulting Fourier series expansion
is called a half-range expansion forf(x) because it represents the functionf(x) on (0;L). Similarly, theeven2L-periodic extensionoff(x) as the function f e(x) =f(x);0< x < L; f(x);L < x <0; withfe(x+ 2L) =fe(x). To illustrate the various extensions, let's consider the functionf(x) =x;0< x < . If we extendf(x) to the interval (;) using-periodicity, then the extensionfis given by e f(x) =x;0< x < x+; < x <0; with ef(x+ 2) =ef(x). In the previous quiz we saw that the Fourier series foref(x) is e f(x)2 1X k=11k sin2kx;which consists of both odd functions (the sine terms) and even functions (the constant term), because the
-periodic extensionef(x) is neither an even nor an odd function. The odd 2-periodic extension off(x) is
justfo(x) =x; < x < , which has the Fourier series expansion f o(x)21X n=1(1)n+1n sinnx:(2) Becausefo(x) =f(x) on the interval (0;), the expansion in (2) is a half-range expansion forf(x). The even 2-periodic extension off(x) is the functionfe(x) =jxj; < x < , which has the Fourier series expansion f e(x) =2 4 1 X k=11(2k1)2cos(2k1)x(3) (see Example 2 inx10.3 lecture notes). The preceding three extensions, the-periodic functionef(x), the odd 2-periodic functionfo(x), andthe even 2-periodic functionfe(x), are natural extensions off(x). The Fourier series expansions forfo(x)
andfe(x), given in (2) and (3) equalf(x) on the interval (0;). This motivates the following denitions.
1 Denition.Letf(x)be piecewise continuous on the interval[0;L]. The Fourier cosine series off(x)on [0;L]is a 02 +1X n=1a ncosnxL ;(4) where a n=2L Z L 0 f(x)cosnxL dx; n= 0;1;::::(5)The Fourier sine series off(x)on[0;L]is
1 X n=1b nsinnxL ;(6) where b n=2L Z L 0 f(x)sinnxL dx; n= 1;2;::::(7)The trigonometric series in (4) is the Fourier series forfe(x), the even 2L-periodic extension off(x). The
trigonometric series in (6) is the Fourier series forfo(x), the odd 2L-periodic extension off(x). These are
calledhalf-range expansionsforf(x). Example 1.Determine (a) the-periodic extensionef, (b) the odd2-periodic extensionfo, and (c) the even2-periodic extensionfe, forf(x) =x;0< x < . Example 2.Compute the Fourier sine series forf(x) =x;0< x < . Example 3.Compute the Fourier cosine series forf(x) =ex;0< x <1.A mathematical model for source-less the heat
ow in a uniform wire whose ends are kept at constanttemperature 0 is the following initial value problem, whereu(x;t) is the temperature in the wire at location
xand timet: @u@t (x;t) =@2u@x2(x;t);0< x < L;t >0 (8)
u(0;t) =u(L;t) = 0; t >0 (9) u(x;0) =f(x);0< x < L:(10) Using the method of separation of variables, we may derive the following solution: u(x;t) =1X n=1c ne(n=L)2tsinnxL :(11)Example 4.Find the solution to the heat problem
@u@t = 5@2u@x2;0< x < ;t >0
u(0;t) =u(;t) = 0; t >0 u(x;0) =x(x);0< x < : 2quotesdbs_dbs17.pdfusesText_23[PDF] cosinus formule
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