I want to rewrite $\cos{2 n \theta}$ as $$ \cos{2 n \theta}=\sum_{m=0}^{M} a_m \sin^m\theta $$ How to determine $M$ and coefficients $a_m$. Any comment is much appreciated. Many thanks in advance.
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Do you mean $\sum_m a_m \sin m \theta$ ? – Hans Engler Mar 21 '15 at 13:18
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or do you mean $a_m \sin^m\theta$ ? because if you just say $sin\theta$ then you will have the recurrences relations :$$\sum_{i=0}^M a_i=\frac{2n\theta}{\sin \theta} $$ and there is no a unique sequance $a_m$ verifying this relation – Elaqqad Mar 21 '15 at 13:22
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@Elaqqad Oh, yes, I will edit – Peng Mar 21 '15 at 13:25
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@HansEngler I edit the mistake, for $\sin^m \theta$ – Peng Mar 21 '15 at 13:27
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maybe wikepedia will help – Elaqqad Mar 21 '15 at 13:28
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@HansEngler I want to give the analytic expression of the integration with respect to $\theta$, which i can not find in reference. $\int_0^\pi \sin^{2m} \theta \ln{\sin\theta} \cos{2n\theta} d\theta$ – Peng Mar 21 '15 at 13:34
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Work out the cases $n = 0, n =1, n = 2$ by hand and guess a pattern. – Hans Engler Mar 21 '15 at 13:34
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@HansEngler Yes, I have got the coefficients in these cases. However, i still can not find out the general form. – Peng Mar 21 '15 at 13:38
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Please post the question about the integral as a new problem. It is more interesting. – Hans Engler Mar 21 '15 at 13:40
3 Answers
You can use that $$\begin{align} \cos(2n\theta)+i\sin(2n\theta)&=(\cos\theta+i\sin\theta)^{2n}\\ &=(\cos^2\theta-\sin^2\theta+2i\cos\theta\sin\theta)^n\\ &=(1-2\sin^2\theta+i\sin2\theta)^n \end{align}$$ and expand using the binomial theorem. Then (thanks to Michael Burr for the suggestion) all the $\sin(2\theta)$ of the real part appear with an even power, so you can substitute the identity $$\sin^22\theta=1-(1-2\sin^2\theta)^2.$$

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Then, if you take the real part and notice that $\sin^k(2\theta)$ only appears to an even power so the form of $\sin^k(2\theta)$ is $\sin^{2l}(2\theta)$, you can rewrite it as $(1-\cos^2(2\theta))^l=(1-(1-2\sin^2(\theta))^l$. – Michael Burr Mar 21 '15 at 13:49
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This appears as an exercise in G. H. Hardy's A Course of Pure Mathematics, 10th edition, on page 397.
Let us start with an integral $$J_m=\int_0^x \sin^m t \sin a(x-t) \, dt\tag{1}$$ where $m$ is a non-negative integer and $$J_0=\int_0^x \sin a(x-t) \, dt=\frac{1-\cos ax} {a} \tag{2}$$ Now let $m\geq 2$ and we can write (via integration by parts) $$J_m=\frac{\sin^m x} {a} -\frac{m} {a} \int_0^x\sin^{m-1}t\cos t\cos a(x-t) \, dt$$ A further application of integration by parts gives us $$J_m=\frac{\sin^m x} {a} - \frac{m} {a^2} \int_0^x(-\sin^mt+(m-1)\sin^{m-2}\cos^2t)\sin a(x-t) \, dt$$ Rewriting $\cos^2t=1-\sin^2t$ in above integral we get $$J_m=\frac{\sin^mx} {a} + \frac{m} {a^2}J_m-\frac{m(m-1)}{a^2}J_{m-2}+\frac{m(m-1)}{a^2}J_m$$ ie $$m(m-1)J_{m-2}=a\sin^mx+(m^2-a^2)J_m\tag{3}$$ Putting $m=2,4,6, \dots$ we get $$2\cdot 1\cdot J_0=a\sin^2x+(2^2-a^2)J_2\\4\cdot 3 \cdot J_2=a\sin^4x+(4^2-a^2)J_4\\6\cdot 5\cdot J_4=a\sin^6x+(6^2-a^2)J_6\\ \dots$$ Noting the value of $J_0$ from $(2)$ we get $$\cos ax=1-\frac{a^2}{2!}\sin^2x+\frac{a^2(a^2-2^2)}{4! }\sin^4x-\frac{a^2(a^2-2^2)(a^2-4^2)}{6!}\sin^6x+\dots$$ The above series terminates when $a$ is an even integer (applicable to current question with $a=2n$) otherwise it is an infinite convergent series.
Another approach is to deal with the function $f(x) =\cos(a\arcsin x) $ and find its Taylor series. To that end we first find the differential equation for $y=f(x)$.
We have $$y'=-\frac{a} {\sqrt {1-x^2}}\sin(a\arcsin x) $$ or $$\sqrt{1-x^2}y'+a\sin(a\arcsin x) =0$$ Differentiating again we get $$\sqrt{1-x^2}y''-\frac{xy'}{\sqrt {1-x^2}}+\frac{a^2}{\sqrt {1-x^2}}\cos(a\arcsin x) =0$$ or $$(1-x^2)y''-xy'+a^2y=0\tag{4}$$ Differentiating the above $n$ times using Leibniz rule (and using notation $y_n=f^{(n)} (x)$) we get $$(1-x^2)y_{n+2}-2nxy_{n+1}-n(n-1)y_n-xy_{n+1}-ny_n+a^2y_n=0$$ or $$(1-x^2)y_{n+2}-(2n+1)xy_{n+1}+(a^2-n^2)y_n=0\tag{5}$$ It should be observed that the function $y=\sin(a\arcsin x) $ also satisfies the same differential equations $(4),(5)$. Putting $x=0$ in $(5)$ we get $$y_{n+2}(0)=-(a^2-n^2)y_n(0)$$ Noting that $y(0)=1,y_1(0)=0$ we get via Taylor's theorem $$\cos(a\arcsin x) =f(x) =1-\frac{a^2}{2!}x^2+\frac{a^2(a^2-2^2)}{4!}x^4-\dots$$ Replacing $x$ by $\sin x$ we get the desired series for $\cos(ax) $ in powers of $\sin x$. The issues of convergence/sum of the above series can be handled by using integral form of remainder in Taylor's theorem and one can prove that the formula holds for all values of $a, x$.
Using similar approach for $f(x) =\sin(a\arcsin x) $ we can get the series $$\sin(ax) =a\sin x-\frac{a(a^2-1^2)} {3!}\sin^3x+\frac{a(a^2-1^2)(a^2-3^2)}{5!} \sin^5x-\dots $$ The above series can also be obtained using purely algebraic manipulation and this approach was mentioned by S. L. Loney in Plane Trigonometry and has been discussed in this answer.

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Expanding De Moivre's theorem directly leads to $$ \begin{aligned} \cos(2n\theta)+i\sin(2n\theta)&=(\cos\theta+i\sin\theta)^{2n} \\ &=\sum\limits_{r=0}^{2n}{2n \choose r}\cos^r\theta (i\sin\theta)^{2n-r} \\ \end{aligned} $$ Taking the real part, we find that only the even powers of $\cos\theta$ and $\sin\theta$ survive, which yields $$ \cos(2n\theta)=\sum\limits_{r=0}^{n}(-1)^{n-r}{2n \choose 2r}\cos^{2r}\theta\sin^{2n-2r}\theta $$ Substitute $\sin\theta$ for $\cos\theta$ $$ \begin{aligned} \cos(2n\theta)&=\sum\limits_{r=0}^{n}(-1)^{n-r}{2n \choose 2r}(1-\sin^2\theta)^r\sin^{2n-2r}\theta \\ &=\sum\limits_{r=0}^{n}(-1)^{n-r}{2n \choose 2r}\sum\limits_{s=0}^r{r \choose s}(-1)^s\sin^{2s}\theta\sin^{2n-2r}\theta \end{aligned} $$ Collect the $\sin^{2m}\theta$ term with $s+n-r=m$, whose coefficient is $$ (-1)^m\sum\limits_{r=n-m}^{n}{2n \choose 2r}{r \choose r+m-n} $$ We can use the combinatorial identity $$ \sum\limits_{r=n-m}^{n}{2n \choose 2r}{r \choose r+m-n}=\frac{4n^2(4n^2-2)\cdots[4n^2-(2m-2)^2]}{(2m)!} $$
Putting all terms together, we finally obtain an explicit expansion of $\cos(2n\theta)$ in terms of $\sin^{2m}\theta$: $$ \cos(2n\theta)=\sum\limits_{m=0}^{n}(-1)^m\frac{4n^2(4n^2-2)\cdots[4n^2-(2m-2)^2]}{(2m)!}\sin^{2m}(\theta) $$
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1The final formula should be an alternating series. You are missing a $(-1)^m$ factor in each term. See my answer (based on a different idea). – Paramanand Singh Feb 17 '24 at 14:51
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@ParamanandSingh You are right. I’m going to add a proof of that combinatorial identity – Zhicheng ZHANG Feb 21 '24 at 01:57