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    18.03 Gibbs' Phenomenon: Jeremy Orloff

    Uploaded by

    Keivan Karimi
    Gibbs' phenomenon describes how the truncated Fourier series of a discontinuous function like a square wave will overshoot the true value at the point of discontinuity. Specifically, for a standard square wave that jumps between -1 and 1, the maximum value of the truncated Fourier series approaches 1.18 as more terms are included. This represents an overshoot of 0.18 or 9% of the size of the jump. The proof involves taking the derivative of the truncated Fourier series, rewriting it as a geometric series, and then evaluating its maximum value by relating it to an integral of sin(x)/x, which can be estimated using power series techniques.

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    18.03 Gibbs' Phenomenon: Jeremy Orloff

    Uploaded by

    Keivan Karimi
    33 views2 pages
    Gibbs' phenomenon describes how the truncated Fourier series of a discontinuous function like a square wave will overshoot the true value at the point of discontinuity. Specifically, for a standard square wave that jumps between -1 and 1, the maximum value of the truncated Fourier series approaches 1.18 as more terms are included. This represents an overshoot of 0.18 or 9% of the size of the jump. The proof involves taking the derivative of the truncated Fourier series, rewriting it as a geometric series, and then evaluating its maximum value by relating it to an integral of sin(x)/x, which can be estimated using power series techniques.

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    Gibbs' phenomenon describes how the truncated Fourier series of a discontinuous function like a square wave will overshoot the true value at the point of discontinuity. Specifically, for a standard square wave that jumps between -1 and 1, the maximum value of the truncated Fourier series approaches 1.18 as more terms are included. This represents an overshoot of 0.18 or 9% of the size of the jump. The proof involves taking the derivative of the truncated Fourier series, rewriting it as a geometric series, and then evaluating its maximum value by relating it to an integral of sin(x)/x, which can be estimated using power series techniques.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    33 views2 pages

    18.03 Gibbs' Phenomenon: Jeremy Orloff

    Uploaded by

    Keivan Karimi
    Gibbs' phenomenon describes how the truncated Fourier series of a discontinuous function like a square wave will overshoot the true value at the point of discontinuity. Specifically, for a standard square wave that jumps between -1 and 1, the maximum value of the truncated Fourier series approaches 1.18 as more terms are included. This represents an overshoot of 0.18 or 9% of the size of the jump. The proof involves taking the derivative of the truncated Fourier series, rewriting it as a geometric series, and then evaluating its maximum value by relating it to an integral of sin(x)/x, which can be estimated using power series techniques.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    18.

    03 Gibbs’ Phenomenon
    Jeremy Orloff

    Gibbs’ Phenonemon says that the truncated Fourier series near a jump discontinuity over-
    shoots the jump by about 9% of the size of the jump. Thus, for the standard square wave
    (which jumps between -1 and 1) the peak value of the truncated Fourier series is about 1.18.
    The proof is an elaborate and tricky calculus exercise.
    Start with the square wave
    4 X sin(nx)
    f (x) =
    π n
    n odd
    The trunctated Fourier series is
     
    4 sin(3x) sin((2N − 1)x)
    fN (x) = sin(x) + + ... +
    π 3 2N − 1
    Taking the derivative

    0 4
    fN (x) = (cos(x) + cos(3x) + . . . + cos((2N − 1)x))
    π

    0 2 sin(2N x)
    Claim: fN (x) = · .
    π sin(x)
    eix + e−ix eix − e−ix
    Proof: Using complex arithmetic: cos(x) = , sin(x) = .
    2 2i
    !
    0 4 e(−2N +1)ix + e(−2N +3)ix + . . . e(2N −3)ix + e(2N −1)ix
    ⇒ fN (x) = .
    π 2
    This is a geometric series with ratio e2ix ⇒

    0 2 e(−2N +1)ix − e(2N +1)ix


    fN (x) = · .
    π 1 − e2ix
    Multiply top and bottom by e−ix and use the formula for sin(x) in terms of complex expo-
    nentials to get

    0 2 e(−2N )ix − e(2N )ix 2 sin(2N x)


    fN (x) = · −ix ix
    = · . QED
    π e −e π sin(x)
    The maximum overshoot of fN (x) is its first positive maximum. The formula for fN 0 (x)
    π
    shows this is at . Since, fN (0) = 0 and all the terms in the sum for fN (π/2N ) are positive
    2N
    we conclude that x = π/2N is a local maximum (it is, in fact, the absolute maximum).
    We now set about estimating fN (π/2N ), i.e., the maximum value of fN (x). First we
    manipulate the series for fN (π/2N ).
     π  4  sin(π/2N ) sin(3π/2N ) sin((2N − 1)π/2N )
    
    fN = + + ... +
    2N π 1 3 2N − 1
     
    2 π sin(π/2N ) sin(3π/2N ) sin((2N − 1)π/2N )
    = · + + ... +
    π N π/2N 3π/2N (2N − 1)π/2N

    1
    18.03 Gibbs’ Phenomenon 2

    This last is a Riemman sum (using midpoints) for

    2 π sin(x)
    Z
    dx, with ∆x = π/N.
    π 0 x

    Since ∆x → 0 as N → ∞ we get
    Z π
    2 sin(x)
    lim fN (π/2N ) = dx.
    N →∞ π 0 x

    In words, as N increases the overshoot goes to the value of the integral.


    All that’s left is to estimate the value of the integral. For this we integrate the power series
    sin(x)
    for . We have
    x
    sin(x) x2 x4 x6
    =1− + − + ...
    x 3! 5! 7!
    Which gives
    2 π sin(x) π2 π4 π6
    Z  
    dx = 2 1 − + − + ...
    π 0 x 3 · 3! 5 · 5! 7 · 7!

    This series converges very rapidly and after five terms we have the value 1.18 correct to 2
    decimal places.
    We have seen that as N gets large the maximum value of fN (x) becomes 1.18. That is it
    overshoots the correct value by 0.18, which is 9% of the jump from -1 to 1.

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