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Positive partition of unity and interpolation error for periodic multilinear interpolation

Statement

For the interpolant Ih 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 V≤W on grid nodes implies IhV≤IhW, and ∥IhV∥∞≤∥V∥∞. If ϕ∈C2(Td) and Vi=ϕ(xi), then ∥IhV−ϕ∥∞≤18∑j=1dhj2∥∂jjϕ∥∞.

Facts & Assumptions

Given: The periodic grid and tensor interpolant, nodal arrays V,W, and a periodic C2 function ϕ.

[F1]

The local grid is the unit-period specialization of the periodic tensor grid, with Nj≥3, and its interpolant has nonnegative tensor weights summing to one, hence is order-preserving and L∞-contractive (Periodic Cartesian grids and tensor-product multilinear interpolation, Periodic multilinear interpolation is convex and L-infinity contractive).

[F2]

If the second derivative of a C2 function is bounded by M on an interval, its first-order Taylor remainder from an endpoint has magnitude at most M∣x−a∣2/2 (A uniform derivative bound gives a uniform Taylor remainder bound).

Proof

1.1F1algebra

The supplier result in [F1] says each evaluation is a convex combination of the corner data. Applying this to W−V≥0 proves order preservation, and applying it to V and −V proves the sup-norm bound.

1.2F2algebra

In one coordinate, let x=xi+θh with 0≤θ≤1 and let Lhϕ(x)=(1−θ)ϕ(xi)+θϕ(xi+h). Taylor-expand both endpoints about x. By [F2], the linear terms cancel after weighting and ∣Lhϕ(x)−ϕ(x)∣≤h22∥ϕ′′∥∞((1−θ)θ2+θ(1−θ)2)=h22θ(1−θ)∥ϕ′′∥∞≤h28∥ϕ′′∥∞. This calculation also holds on the periodic seam by taking a periodic lift of the cell.

2.1step 1.1step 1.2algebra∎

Write the tensor interpolant as the product of the one-coordinate interpolation operators Ij. Each Ij has sup-norm at most one by step 1.1. The identity I1⋯Id−I=∑j=1dI1⋯Ij−1(Ij−I) and the one-dimensional bound of step 1.2 give the claimed sum of errors. This proves the statement.

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