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Fourier series expansion

Valuing double barrier options with time-dependent parameters by Fourier series expansion

Valuing double barrier options with time-dependent parameters by Fourier series expansion

... the Fourier series expansion to price double-barrier options with time-dependent pa- ...of Fourier series to the valuation of barrier op- tions with time-varying parameters, although ...

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Diffusion in Semiconductors by Using Fourier Series Expansion Technique 

Diffusion in Semiconductors by Using Fourier Series Expansion Technique 

... Doping by diffusion is still one of acceptable and important methods that have essential technological applications. A theoretical approach to study diffusion in semi-conductors is introduced. The diffusion equation ...

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Cosine Integrals for the Clausen Function and Its Fourier Series Expansion

Cosine Integrals for the Clausen Function and Its Fourier Series Expansion

... Here in this note, I derive exact closed-form expressions for this integral and then I show that they can be taken as Fourier coefficients for the series expansion of a periodic extensio[r] ...

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A Study on Fourier Series with Maple

A Study on Fourier Series with Maple

... In this paper, we use the mathematical software Maple as a problem-solving tool to study the Fourier series expansion problem of absolutely integrable periodic functions. The way we study is to get ...

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Fourier series of higher order Bernoulli functions and their applications

Fourier series of higher order Bernoulli functions and their applications

... the Fourier series expansion of the Bernoulli functions are useful in computing the special values of Dirichlet L-functions, we would like to see some applications to a certain gener- alization of ...

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High Accurate Fourth Order Finite Difference Solutions of the Three Dimensional Poisson’s Equation in Cylindrical Coordinate

High Accurate Fourth Order Finite Difference Solutions of the Three Dimensional Poisson’s Equation in Cylindrical Coordinate

... truncated Fourier series expansion, where the differential equations of the Fourier coefficients are solved by the compact fourth-order finite difference scheme; Mittal and Gahlaut [2] have ...

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Semi-analytical solution for dynamic behavior of a fluid-conveying pipe with different boundary conditions

Semi-analytical solution for dynamic behavior of a fluid-conveying pipe with different boundary conditions

... that the developed method quickly converges when there are more than 9 sample points. The validity of the developed method is checked again in this section. The results obtained by the developed method are compared with ...

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Fourier series of sums of products of ordered Bell and poly Bernoulli functions

Fourier series of sums of products of ordered Bell and poly Bernoulli functions

... their Fourier series ...The Fourier series expansion of the ordered Bell and poly-Bernoulli functions are useful in computing the special values of the poly-zeta and multiple zeta ...

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An Analytical Procedure for Buckling Load Determination of an Axisymmetric Cylinder with Non-Uniform Thickness Using Shear Deformation Theory

An Analytical Procedure for Buckling Load Determination of an Axisymmetric Cylinder with Non-Uniform Thickness Using Shear Deformation Theory

... the Fourier series expansion and the perturbation technique, analytical formulas for buckling load of cylindrical shells with a variable thickness under time-dependent external pressure were ...and ...

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Discrete Inequalities on LCT

Discrete Inequalities on LCT

... 2010 Novel Uncertainty Relations in Fractional Fourier Transform Domain for Real Signals.. 1999 Fractional Fourier Series Expansion for Finite Signals and Dual Extension to Discrete-Time[r] ...

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Portfolio Optimization of Financial Services Stocks in the Nigerian Stock Exchange

Portfolio Optimization of Financial Services Stocks in the Nigerian Stock Exchange

... Therefore, the representations with shift, (9) and (10), and the ones without shift, (15) and (17), are equivalent. As can be seen from the above proofs, the value of the shift does not affect the results. Hence, we can ...

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HILBERT SPACES AND FOURIER SERIES

HILBERT SPACES AND FOURIER SERIES

... Which means that the coefficients of each k will equal the inner product of a vector and an orthonormal sequence. Furthermore, let {f k } ∞ k=1 be an orthonormal sequence in V, and let f ∈ V . Then the Fourier ...

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Further Discussion on the Calculation of Fourier Series

Further Discussion on the Calculation of Fourier Series

... Fourier series is an important mathematical ...Fourier series. The existing literature only pointed that its Fourier series is sine series when the function is an odd ...

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Fourier Series and Filtering Periodic Signals

Fourier Series and Filtering Periodic Signals

... c) Plot the output vector using its Fourier series representation. Start with N = 5 and gradually increase N until you see what is happening (and you get a good graph). If N becomes too large you will not ...

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Fourier Series and Filtering Periodic Signals

Fourier Series and Filtering Periodic Signals

... c) Plot the output vector using its Fourier series representation. Start with N = 5 and gradually increase N until you see what is happening (and you get a good graph). If N becomes too large you will not ...

7

Local properties of Fourier series

Local properties of Fourier series

... the Fourier series at t = x is a local property of f ...the Fourier series at t = x by any regular linear summability method is also a local property of ...factored Fourier ...

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The Computation of Fourier Transform via Gauss-Regularized Fourier Series

The Computation of Fourier Transform via Gauss-Regularized Fourier Series

... regularized Fourier series, that is the Gauss-regularized Fourier ...regularized Fourier series can be used to compute the Fourier transforms of bandlimited ...regularized ...

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Fourier series of higher order Daehee and Changhee functions and their applications

Fourier series of higher order Daehee and Changhee functions and their applications

... the Fourier series related to various types of Bernoulli functions in [, –, ...the Fourier series related to higher- order Daehee and Changhee functions and establish some new identities ...

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Product Summability Transform of Conjugate Series of Fourier Series

Product Summability Transform of Conjugate Series of Fourier Series

... E, 1C, 1 product summability means of conjugate series of Fourier series has been estab- lished which is in more general form than that of Nigam and Sharma 9. We also note some errors appearing in ...

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On Double Summability of Double Conjugate Fourier Series

On Double Summability of Double Conjugate Fourier Series

... Rajagopal 1 previously proved a theorem on the N ¨orlund summability of Fourier series. Result of Rajagopal 1 contained various results due to Hardy 2 , Hirokowa 3 , Hirokowa and Kayashima 4 , Pati 5 , ...

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