$Id: sin_cos_forward.omh 3686 2015-05-11 16:14:25Z bradbell $ // BEGIN SHORT COPYRIGHT /* -------------------------------------------------------------------------- CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-15 Bradley M. Bell CppAD is distributed under multiple licenses. This distribution is under the terms of the Eclipse Public License Version 1.0. A copy of this license is included in the COPYING file of this distribution. Please visit http://www.coin-or.org/CppAD/ for information on other licenses. -------------------------------------------------------------------------- */ // END SHORT COPYRIGHT $begin sin_cos_forward$$ $spell sin cos sinh cosh Taylor $$ $section Trigonometric and Hyperbolic Sine and Cosine Forward Theory$$ $mindex sin, sinh, cos, cosh$$ $head Differential Equation$$ The $cref/standard math function differential equation /ForwardTheory /Standard Math Functions /Differential Equation /$$ is $latex \[ B(u) * F^{(1)} (u) - A(u) * F (u) = D(u) \] $$ In this sections we consider forward mode for the following choices: $table $pre $$ $cnext $cnext $latex F(u)$$ $cnext $cnext $latex \sin(u)$$ $cnext $cnext $latex \cos(u)$$ $cnext $cnext $latex \sinh(u)$$ $cnext $cnext $latex \cosh(u)$$ $rnext $cnext $cnext $latex A(u)$$ $cnext $cnext $latex 0$$ $cnext $cnext $latex 0$$ $cnext $cnext $latex 0$$ $cnext $cnext $latex 0$$ $rnext $cnext $cnext $latex B(u)$$ $cnext $cnext $latex 1$$ $cnext $cnext $latex 1$$ $cnext $cnext $latex 1$$ $cnext $cnext $latex 1$$ $rnext $cnext $cnext $latex D(u)$$ $cnext $cnext $latex \cos(u)$$ $cnext $cnext $latex - \sin(u)$$ $cnext $cnext $latex \cosh(u)$$ $cnext $cnext $latex \sinh(u)$$ $tend We use $latex a$$, $latex b$$, $latex d$$ and $latex f$$ for the Taylor coefficients of $latex A [ X (t) ]$$, $latex B [ X (t) ]$$, $latex D [ X (t) ] $$, and $latex F [ X(t) ] $$ respectively. It now follows from the general $xref/ ForwardTheory/ Standard Math Functions/ Taylor Coefficients Recursion Formula/ Taylor coefficients recursion formula/ 1 /$$ that for $latex j = 0 , 1, \ldots$$, $latex \[ \begin{array}{rcl} f^{(0)} & = & D ( x^{(0)} ) \\ e^{(j)} & = & d^{(j)} + \sum_{k=0}^{j} a^{(j-k)} * f^{(k)} \\ & = & d^{(j)} \\ f^{(j+1)} & = & \frac{1}{j+1} \frac{1}{ b^{(0)} } \left( \sum_{k=1}^{j+1} k x^{(k)} e^{(j+1-k)} - \sum_{k=1}^j k f^{(k)} b^{(j+1-k)} \right) \\ & = & \frac{1}{j+1} \sum_{k=1}^{j+1} k x^{(k)} d^{(j+1-k)} \end{array} \] $$ The formula above generates the order $latex j+1$$ coefficient of $latex F[ X(t) ]$$ from the lower order coefficients for $latex X(t)$$ and $latex D[ X(t) ]$$. $end