Math 2.0

Harmonic analysis on Euclidean spaces Definition

Gibbs phenomenon

Builds on Fourier seriesJump discontinuityConvergence of Fourier series

Definition

Let f ⁣:ℝ→ℝf \colon \R \to \R be a 2π2\pi-periodic function that is piecewise continuously differentiable. Let x0x_0 be a point of jump discontinuity of ff, with jump J=f(x0+)−f(x0−)≠0J = f(x_0^+) - f(x_0^-) \ne 0. Let SNfS_N f be the partial sums of the Fourier series of ff. The Gibbs phenomenon is the following behaviour of SNfS_N f near x0x_0: lim⁡N→∞SNf(x0+πN)=f(x0+)+J(1π∫0πsin⁡tt dt−12).\lim_{N \to \infty} S_N f\left(x_0 + \frac{\pi}{N}\right) = f(x_0^+) + J \left( \frac{1}{\pi} \int_0^{\pi} \frac{\sin t}{t} \, dt - \frac{1}{2} \right). The symmetric formula holds at x0−πNx_0 - \frac{\pi}{N}, where f(x0−)f(x_0^-) and −J-J replace f(x0+)f(x_0^+) and JJ.

Remarks

The constant 1π∫0πsin⁡tt dt−12\frac{1}{\pi} \int_0^\pi \frac{\sin t}{t} \, dt - \frac{1}{2} is about 0.08950.0895, so the partial sums overshoot the jump by about 9%9\% of ∣J∣\abs{J} on each side. So sup⁡x0<x<x0+δSNf(x)\sup_{x_0 < x < x_0 + \delta} S_N f(x) stays away from f(x0+)f(x_0^+) for every δ>0\delta > 0, and the convergence is not uniform on any interval with x0x_0 as an endpoint, although SNf(x)→f(x)S_N f(x) \to f(x) at each point of continuity. Example: for the square wave equal to sgn⁡x\operatorname{sgn} x on (−π,π)(-\pi, \pi), with J=2J = 2 at x0=0x_0 = 0, one gets SNf(π/N)→2π∫0πsin⁡tt dt≈1.179S_N f(\pi/N) \to \frac{2}{\pi} \int_0^\pi \frac{\sin t}{t} \, dt \approx 1.179. Non-example: for a continuous piecewise smooth function such as ∣x∣\abs{x} on [−π,π][-\pi, \pi], there is no jump, the Fourier series converges uniformly, and there is no overshoot of this kind. The Fejér means of the Fourier series show no Gibbs phenomenon. They are averages against a nonnegative kernel of mass 11, so they stay between the infimum and supremum of ff.

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  1. Convergence of Fourier series concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Gibbs_phenomenon
About this page
Tag9JVJKJTXDE
URIm2://9JVJKJTXDE
Kinddefinition
WritingW0 stub
MSC42A20, 42A16
DefinesGibbs phenomenon
UsesFourier series, Jump discontinuity, Convergence of Fourier series

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