Gibbs Phenomenon
By Anne Gelb
A few decades ago spectral methods
emerged as an important way to approach a variety of numerical problems.
Particularly appealing are their highly accurate approximations to continuous
functions. While spectral methods yield exponential convergence for
continuous functions, the results for discontinuous functions are poor.
Spurious oscillations are exhibited at the jump discontinuities and
the overall convergence rate is reduced to O(1/N).
This is known as the Gibbs phenomenon.
A large part of my research has been devoted to restoring
the exponential convergence qualities to spectral methods for discontinuous
functions. Without this restoration, spectral methods would be limited
to solving simple smooth problems, and could not be applied in many physical
applications.
A method for removing the Gibbs
phenomenon for one dimensional discontinuous functions was successfully
developed by Gottlieb and Shu. They proved that
the knowledge of the first N spectral expansion coefficients of a
piecewise analytic function f(x) is enough to recover an exponentially
convergent approximation to the point values of f(x) in any subinterval
in which the function is analytic. My research includes the recovery
of piecewise analytic functions on spheres, as well as in higher dimensions.
One recent highlight for me
was collaborating with Dr. Antonio Navarra. We applied the elimination
of the Gibbs phenomenon technique to noisy spherical data in spectral climate
models. We have successfully recovered mountain data contaminated
by the Gibbs phenomenon, and our current efforts involve creating a robust
numerical method that will effectively reduce the Gibbs phenomenon in spectral
climate models. No other numerical approach has successfully eliminated
the Gibbs phenomenon in spectral climate models.
Another aspect of this research
involves detecting edges of discontinuous functions from spectral data,
an area in which I have been collaborating with Professor Eitan Tadmor.
We developed a general method of detecting the edges of a piecewise smooth
function from its (pseudo-)spectral coefficients. Later we enhanced
the method to “pinpoint” the edges of the piecewise smooth function, and
refer to it as the enhanced edge detection method. This research, together
with the elimination of the Gibbs phenomenon, makes spectral methods a
strong competitor in the arena of numerical methods for solving nonlinear
partial differential equations. In particular, we have utilized our
enhanced edge detection method in conjunction with the spectral viscosity
method in constructing a new procedure for the spectral approximations
of nonlinear conservation laws. This new numerical method, the enhanced
spectral viscosity method, displays highly accurate results for both scalar
and one-dimensional systems of nonlinear conservation laws, as well as
remarkably high resolution at the shock locations. Currently I am
interested in applying the results of the enhanced edge detection method
to numerically evaluate Stefan-like problems.