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Gibbs phenomenon

A Fourier partial sum's persistent overshoot near a jump, which never shrinks away as more terms are added.

Near a jump discontinuity of size J, a Fourier partial sum S_N overshoots the jump on the near side by an amount that does not shrink to 0 as N\to\infty -- instead it converges to a fixed fraction of J (the Gibbs constant), while the ripple's location slides toward the jump and its width shrinks like 1/N. This is the Gibbs phenomenon: an exact, provable feature of every Fourier partial sum near every jump, not a numerical error.

Examples

  • A square wave's Fourier partial sums always overshoot each jump by about 9%, no matter how many terms are added.

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