Math 2.0

Approximations and expansions Definition

Hermite interpolation

Builds on Polynomial interpolationDerivativeDegree of a polynomialMultiplicity of a root

Definition

Let m≥0m \ge 0, let x0,…,xm∈ℝx_0, \dots, x_m \in \R be pairwise distinct, and let k0,…,km≥1k_0, \dots, k_m \ge 1 be integers with N=k0+⋯+kmN = k_0 + \cdots + k_m. For each ii and each 0≤j≤ki−10 \le j \le k_i - 1 let a real number yi(j)y_i^{(j)} be given. The Hermite interpolation polynomial of these data is the polynomial pp with real coefficients such that:

  1. p=0p = 0 or deg⁡p≤N−1\deg p \le N - 1;
  2. p(j)(xi)=yi(j)p^{(j)}(x_i) = y_i^{(j)} for all 0≤i≤m0 \le i \le m and 0≤j≤ki−10 \le j \le k_i - 1, where p(j)p^{(j)} is the jj-th derivative.

Remarks

Such a pp exists and is unique. Uniqueness: the difference qq of two solutions is 00 or has degree at most N−1N - 1. It has a root of multiplicity at least kik_i at each xix_i, so at least NN roots counted with multiplicity, and hence q=0q = 0. Existence follows because the conditions form a square linear system whose only solution for zero data is 00. If all ki=1k_i = 1 this is polynomial interpolation; if m=0m = 0 the solution is the Taylor polynomial of order k0−1k_0 - 1 at x0x_0.

Example: m=1m = 1, nodes 00 and 11, k0=k1=2k_0 = k_1 = 2, data p(0)=0p(0) = 0, p′(0)=0p'(0) = 0, p(1)=1p(1) = 1, p′(1)=0p'(1) = 0. Then N=4N = 4 and p(x)=3x2−2x3p(x) = 3x^2 - 2x^3: indeed p(0)=0p(0) = 0, p′(x)=6x−6x2p'(x) = 6x - 6x^2 gives p′(0)=p′(1)=0p'(0) = p'(1) = 0, and p(1)=1p(1) = 1.

Non-example: 3x2−2x3+x2(x−1)23x^2 - 2x^3 + x^2 (x - 1)^2 satisfies clause 2 for the same data, since the added term has double roots at 00 and 11, but its degree is 4>34 > 3, so clause 1 fails.

The conditions must cover consecutive derivative orders 0,1,…,ki−10, 1, \dots, k_i - 1 at each node; dropping this gives Birkhoff interpolation, where uniqueness can fail.

Reading path

To understand this page from the ground up, read these 5 pages in order. The foundations come first.

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  1. Degree of a polynomial concept
  2. Derivative concept
  3. Multiplicity of a root concept
  4. Polynomial interpolation concept
  5. Hermite interpolation definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Hermite_interpolation
About this page
TagDZQ4EW6907
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Kinddefinition
WritingW0 stub
MSC41A05, 65D05
DefinesHermite interpolation
UsesPolynomial interpolation, Derivative, Degree of a polynomial, Multiplicity of a root

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