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Gibbs overshoot at a piecewise C^1 jump

Statement

Assume the Axiom of Countable Choice (The Axiom of Countable Choice (ACω)).

Let f:RR be one-periodic and piecewise C1 on one period. Assume x0 is a jump point of f, and write

J:=f(x0+)f(x0).

Then

SNf ⁣(x0+12N+1)f(x0+)+J(Si(π)π12)(N),

where

Si(π):=0πsinuudu.

Here the integrand is assigned its continuous-extension value 1 at u=0.

In particular, when J>0 the nearby Dirichlet partial sums overshoot the right limit by the fixed amount

J(Si(π)π12)0.08949J.

Facts & Assumptions

Given: Countable Choice, a one-periodic real-valued piecewise C1 function f, a jump point x0, and the jump size J=f(x0+)f(x0).

[F1]

In the 2π-periodic normalization, Theorem 1.42 of Plonka--Potts--Steidl--Tasche states that if g is piecewise continuously differentiable, y0 is a jump point, and g(y0) is reset to the midpoint of its one-sided limits, then SNg ⁣(y0+2π2N+1)g(y0+)+(Si(π)π12)(g(y0+)g(y0)).

Proof

technique · direct
1.1

Put m:=(f(x0+)+f(x0))/2, and define f~(x):=m when xx0Z and f~(x):=f(x) otherwise. Membership in x0+Z is invariant under integer translation, so f~ is one-periodic; on each period it is piecewise C1 and has midpoint value m at the jump represented by x0. The exceptional set x0+Z={x0+n:nN}{x0n:nN} is countable and hence Lebesgue null by Every at most countable subset of Rn is Lebesgue null; in particular λ1(Q)=0. Thus f and f~ agree almost everywhere, so after multiplication by any character their integrals agree by Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree. Hence they have the same Fourier coefficients and the same partial sums in the normalization of Period-one Fourier coefficients, partial sums, and convolution on the torus. They also have the same one-sided limits and the same jump J.

givenconstruct
2.1

Apply [F1] to the 2π-periodic function g(y):=f~(y/(2π)) at y0:=2πx0. Its Fourier coefficients and partial sums correspond exactly to the period-one coefficients and partial sums of f~ under the substitution y=2πx, while the source offset 2π/(2N+1) becomes 1/(2N+1). Therefore SNf~ ⁣(x0+12N+1)f(x0+)+J(Si(π)π12). By step 1.1 the same limit holds for SNf.

F1step 1.1algebra
3.1

Since Si(π)1.85194, one has Si(π)π120.08949. Thus when J>0 the limiting value in step 2.1 lies above the right limit by the claimed fixed amount.

step 2.1algebra

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