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Positive partition of unity and interpolation error for periodic multilinear interpolation
Statement
For the interpolant of Periodic Cartesian grids and tensor-product multilinear interpolation, every cell weight is nonnegative and the weights sum to one by Periodic multilinear interpolation is convex and L-infinity contractive. Hence on grid nodes implies , and . If and , then
Facts & Assumptions
Given: The periodic grid and tensor interpolant, nodal arrays , and a periodic function .
The local grid is the unit-period specialization of the periodic tensor grid, with , and its interpolant has nonnegative tensor weights summing to one, hence is order-preserving and -contractive (Periodic Cartesian grids and tensor-product multilinear interpolation, Periodic multilinear interpolation is convex and L-infinity contractive).
If the second derivative of a function is bounded by on an interval, its first-order Taylor remainder from an endpoint has magnitude at most (A uniform derivative bound gives a uniform Taylor remainder bound).
Proof
The supplier result in [F1] says each evaluation is a convex combination of the corner data. Applying this to proves order preservation, and applying it to and proves the sup-norm bound.
In one coordinate, let with and let . Taylor-expand both endpoints about . By [F2], the linear terms cancel after weighting and This calculation also holds on the periodic seam by taking a periodic lift of the cell.
Write the tensor interpolant as the product of the one-coordinate interpolation operators . Each has sup-norm at most one by step 1.1. The identity and the one-dimensional bound of step 1.2 give the claimed sum of errors. This proves the statement.
Depends on
Used by
- Positive-interpolation semi-Lagrangian update for first-order HJB equations Algorithm
- Initial trace for the positive-interpolation and upwind HJB schemes Lemma
- Localization of strict half-relaxed contacts to periodic mesh nodes Lemma
- Convergence of the positive-interpolation and upwind first-order HJB schemes Theorem
- Monotonicity, L-infinity stability, and consistency of the semi-Lagrangian HJB step Theorem
Dependency tree · two levels
11 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Kristian Debrabant and Espen R. Jakobsen, Semi-Lagrangian schemes for linear and fully non-linear Hamilton-Jacobi-Bellman equations (standard reference, not scraped)