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Floater–Hormann error bounds for a bounded-variation highest derivative
Statement
Let , , and be real nodes in . Put , , and if is even and if is odd. Let , set , and suppose has finite total variation as defined in Bounded variation and total variation on an interval. For a continuous on , write . If , then If , let be the local mesh ratio in Local mesh ratio for degree-zero Floater–Hormann interpolation. Then No mesh-ratio restriction is needed when . For , a fixed global mesh-ratio bound implies by A global mesh ratio bounds the local degree-zero ratio.
Facts & Assumptions
Given: Ordered distinct nodes , , , , and of finite total variation .
Floater–Hormann weights equal the local-polynomial blend weights and Newton remainder for a Floater–Hormann window polynomial: off the nodes, with and .
Bounded variation controls adjacent Hermite–Genocchi windows: the adjacent divided differences satisfy .
Hermite–Genocchi simplex formula for divided differences: an order- divided difference is the simplex integral of ; the simplex volume is .
Floater–Hormann barycentric denominator lower bound: on an open gap, if , and if .
Floater–Hormann interpolants have no real poles: the quotient is continuous on and interpolates the data at every node.
Bounded variation and total variation on an interval: is the supremum of the sums of absolute successive increments over all finite partitions of .
Higher derivatives and the classes and : means derivatives through order exist and are continuous on the closed interval; under the additional condition , the recursive definition gives .
Mean value theorem on a closed real interval: on every partition subinterval, a function continuous on the closed subinterval and differentiable on its interior has an increment equal to its derivative at an interior point times the interval length.
The natural numbers (von Neumann): contains and is closed under successor, so .
Extreme value theorem: a continuous real function on a nonempty compact subset of attains a greatest and a least value: a continuous real function on a nonempty compact interval has a finite attained maximum and minimum.
Proof
By [F9], . Fix in an open node gap. By [F7], the derivatives in [F1] exist and are continuous. By [F1], with . [F10] makes the derivative sup norm in the statement finite. Pair successive terms as . The sum of the absolute values of these pair differences is bounded by the full adjacent-increment sum in [F2], hence by . If is even there is one unpaired term ; otherwise there is none.
The integral formula [F3] and its simplex volume give . Thus in both parity cases This bounds the numerator in either parity case.
If , divide step 2.1 by the lower bound from [F4] to obtain This is the required open-gap bound for .
If , and [F4] instead gives This is the required open-gap bound for .
At every node the error is zero by [F5]. Since has no real poles, is continuous on the compact interval and has a finite supremum by [F10]. The estimates on the open gaps therefore imply the stated supremum bounds. If , then for any partition [F8] gives ; summing and taking the supremum yields .
Depends on
- Floater–Hormann barycentric interpolant
- Floater–Hormann weights equal the local-polynomial blend weights
- Newton remainder for a Floater–Hormann window polynomial
- Hermite–Genocchi simplex formula for divided differences
- Bounded variation controls adjacent Hermite–Genocchi windows
- Floater–Hormann barycentric denominator lower bound
- Floater–Hormann interpolants have no real poles
- Bounded variation and total variation on an interval
- Local mesh ratio for degree-zero Floater–Hormann interpolation
- A global mesh ratio bounds the local degree-zero ratio
- Higher derivatives and the classes $C^k$ and $C^\infty$
- The natural numbers $\mathbb{N}$ (von Neumann)
- Extreme value theorem: a continuous real function on a nonempty compact subset of $\mathbb{R}$ attains a greatest and a least value
- Mean value theorem on a closed real interval
Used by
Nothing in the library uses this result yet.
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Sources
- Michael S. Floater and Kai Hormann, Barycentric rational interpolation with no poles and high rates of approximation, Sections 2–3 (standard reference, not scraped)