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Gibbs overshoot at a piecewise C^1 jump
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let be one-periodic and piecewise on one period. Assume is a jump point of , and write
Then
where
Here the integrand is assigned its continuous-extension value at .
In particular, when the nearby Dirichlet partial sums overshoot the right limit by the fixed amount
Facts & Assumptions
Given: Countable Choice, a one-periodic real-valued piecewise function , a jump point , and the jump size .
In the -periodic normalization, Theorem 1.42 of Plonka--Potts--Steidl--Tasche states that if is piecewise continuously differentiable, is a jump point, and is reset to the midpoint of its one-sided limits, then
Proof
Put , and define when and otherwise. Membership in is invariant under integer translation, so is one-periodic; on each period it is piecewise and has midpoint value at the jump represented by . The exceptional set is countable and hence Lebesgue null by Every at most countable subset of is Lebesgue null; in particular . Thus and 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 .
Apply [F1] to the -periodic function at . Its Fourier coefficients and partial sums correspond exactly to the period-one coefficients and partial sums of under the substitution , while the source offset becomes . Therefore By step 1.1 the same limit holds for .
Since , one has Thus when the limiting value in step 2.1 lies above the right limit by the claimed fixed amount.
Depends on
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Period-one Fourier coefficients, partial sums, and convolution on the torus
- Every at most countable subset of $\mathbb{R}^n$ is Lebesgue null; in particular $\lambda_1(\mathbb{Q})=0$
- Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree
Used by
- Gibbs phenomenon Remark
Dependency tree · two levels
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Sources
- Loukas Grafakos, Classical Fourier Analysis, 3rd ed. (standard reference, not scraped)
- Richard S. Laugesen, Harmonic Analysis Lecture Notes (standard reference, not scraped)
- Gerlind Plonka, Daniel Potts, Gabriele Steidl, and Manfred Tasche, Numerical Fourier Analysis, Theorem 1.42 (standard reference, not scraped)