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Newton remainder for a Floater–Hormann window polynomial

Statement

Let x∉{xi,…,xi+d}. For any real data at these nodes and at x, the local polynomial from Local polynomial in a Floater–Hormann window satisfies f(x)−pi(x)=(∏k=ii+d(x−xk))f[xi,…,xi+d,x].

Facts & Assumptions

Given: Distinct real nodes xi,…,xi+d,x, real data at them, and the local window polynomial pi.

[F1]

Local polynomial in a Floater–Hormann window and Floater–Hormann window polynomials interpolate their local data: pi has degree at most d and agrees with the data on the window nodes.

[F2]

Divided differences on distinct nodes and Divided differences are symmetric leading coefficients: the divided difference on d+2 nodes is the leading coefficient of their Lagrange interpolant.

[F3]

Cardinal-polynomial interpolation and Existence and uniqueness of the cardinal-polynomial interpolant: for r∈N, after sorting r+1 distinct real nodes and carrying their data along, the cardinal Lagrange sum is the unique polynomial of degree at most r taking the assigned values.

[F4]

The natural numbers N (von Neumann): N contains 0 and is closed under successor, so d+1∈N.

Proof

1.1givenF1F2F3F4construct

By [F4], d+1∈N, so sort the combined node/data list increasingly and apply [F3], which supplies the degree-at-most-(d+1) Lagrange interpolant qi through the d+2 nodes xi,…,xi+d,x. By [F2] its leading coefficient is c=f[xi,…,xi+d,x]. By [F1], qi−pi has degree at most d+1, has leading coefficient c, and vanishes at each of the d+1 window nodes.

2.1givenF3F4step 1.1algebra∎

Let R(t)=qi(t)−pi(t)−c∏k=ii+d(t−xk). The degree-(d+1) leading terms cancel by step 1.1, so R has degree at most d; it vanishes at all d+1 window nodes. By [F4], d∈N, and [F3] says the only degree-at-most-d polynomial with these zero values is 0. Thus R=0. Evaluating qi−pi=c∏k=ii+d(t−xk) at t=x, where qi(x)=f(x), proves the stated remainder.

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