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Wilbraham-Gibbs Constant


The Wilbraham-Gibbs constant is the constant governing the limiting overshoot of Fourier partial sums at a jump discontinuity. Let a real-valued piecewise smooth function f be defined on [-pi,pi) and extended periodically, with only finitely many discontinuities in each period, all finite jumps. Its Fourier series has coefficients

a_k=1/piint_(-pi)^pif(t)cos(kt)dt
(1)
b_k=1/piint_(-pi)^pif(t)sin(kt)dt
(2)

For a nonnegative integer n, the nth partial sum is

 S_n(f,x)=1/2a_0+{sum_(k=1)^n[a_kcos(kx)+b_ksin(kx)]}.
(3)

Let a discontinuity be at x=c, with

 lim_(x->c^-)f(x)>lim_(x->c^+)f(x),
(4)

so

 D=[lim_(x->c^-)f(x)]-[lim_(x->c^+)f(x)]>0.
(5)

Define

 phi(c)=1/2[lim_(x->c^-)f(x)+lim_(x->c^+)f(x)],
(6)

and let x=x_n<c be the first local maximum of S_n(f,x) to the left of c and x=xi_n>c the first local minimum to the right of c (Finch 2003, p. 248). Then

 lim_(n->infty)S_n(f,x_n)=phi(c)+D/piG^'
(7)
 lim_(n->infty)S_n(f,xi_n)=phi(c)-D/piG^',
(8)

where

G^'=int_0^pisincthetadtheta
(9)
=Si(pi)
(10)
=1.851937051982...
(11)

(OEIS A036792). Here, sinc(x)=sinx/x for x!=0, with sinc(0)=1, is the sinc function and Si(x) is the sine integral.

For the periodic extension of y=x from [-pi,pi), every Fourier partial sum equals 0 at x=+/-pi. The adjacent extrema inside this interval tend to -2G^' near -pi and 2G^' near pi, rather than to the one-sided limits -pi and pi. These are moving-extremum limits, not the values of the series at the endpoints. Finch (2003, pp. 249-250) documents the observations of Wilbraham in 1848 and Gibbs in 1898 and 1899. The constant G^' is also known as the Gibbs constant.

A related constant sometimes also called the Gibbs constant is

 G=2/piG^'=1.17897974447216727...
(12)

(OEIS A036793; Le Lionnais 1983).


See also

Apodization, Fourier Series, Gibbs Phenomenon

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References

Carslaw, H. S. Introduction to the Theory of Fourier's Series and Integrals, 3rd ed. New York: Dover, 1930.Finch, S. R. "Gibbs-Wilbraham Constant." §4.1 in Mathematical Constants. Cambridge, England: Cambridge University Press, pp. 248-250, 2003.Le Lionnais, F. Les nombres remarquables. Paris, France: Hermann, pp. 36 and 43, 1983.Sloane, N. J. A. Sequences A036792 and A036793 in "The On-Line Encyclopedia of Integer Sequences."Zygmund, A. G. Trigonometric Series 1, 2nd ed. Cambridge, England: Cambridge University Press, 1959.

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Wilbraham-Gibbs Constant

Cite this as:

Weisstein, Eric W. "Wilbraham-Gibbs Constant." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/Wilbraham-GibbsConstant.html

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