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The natural interpolant of x squared has a second-order endpoint error

Example

For H>0, interpolate f(x)=x2 naturally at 0,H,2H. The error on the first interval is H2/16 at its midpoint, even though f(4)=0. The clamped interpolant with exact endpoint slopes is f itself. This displays why the fourth-order bound for the clamped method requires compatible boundary data.

Facts & Assumptions

Given: H>0, the data (0,0), (H,H2), (2H,4H2) for x2, and the natural endpoint conditions.

[F1]

Natural cubic interpolation at distinct knots gives the natural second-derivative system and the cubic piece formula.

[F2]

Clamped cubic spline interpolation exists uniquely: for strictly increasing knots and prescribed endpoint slopes there is a unique clamped cubic interpolant.

[F3]

Boundary-compatible clamped cubic interpolation is fourth order in the maximum norm gives the fourth-order bound when the endpoint slopes equal those of the target function.

[A1]

The knots are 0,H,2H and the target function is f(x)=x2.

Verification

1.1A1F1algebra

The interval lengths are both H, and the two secant slopes are H and 3H. The natural endpoint second derivatives are zero. The single interior equation from [F1] is 4HM1=6(3H−H)=12H, hence M1=3.

2.1A1F1step 1.1algebra

Substituting M0=0, M1=3, y0=0, and y1=H2 into the first-interval formula in [F1] gives s(x)=x3/(2H)+Hx/2. Thus s(H/2)=5H2/16 whereas f(H/2)=H2/4=4H2/16, so the absolute error is H2/16>0.

3.1A1F2F3step 2.1algebra∎

Since f(4)=0, a general natural-boundary estimate of the form CH4∥f(4)∥∞ would force zero error, contradicting step 2.1. The polynomial f has the prescribed clamped slopes f′(0)=0 and f′(2H)=4H, so [F2] makes it the unique clamped interpolant; [F3] also gives zero error.

Depends on

Used by

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