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Floater–Hormann error bounds for a bounded-variation highest derivative

Statement

Let n≥1, 0≤d<n, and x0<⋯<xn be real nodes in [a,b]=[x0,xn]. Put h=max⁡0≤j<n(xj+1−xj), m=n−d, and ϵ=1 if m is even and ϵ=0 if m is odd. Let f∈Cd+1([a,b]), set g=f(d+1), and suppose g has finite total variation V=Var⁡[a,b](g) as defined in Bounded variation and total variation on an interval. For a continuous q on [a,b], write ∥q∥∞=sup⁡x∈[a,b]∣q(x)∣. If d≥1, then ∥f−rd∥∞≤hd+1d+1(V+ϵ∥g∥∞), If d=0, let β be the local mesh ratio in Local mesh ratio for degree-zero Floater–Hormann interpolation. Then ∥f−r0∥∞≤h(1+β)(V+ϵ∥f′∥∞). No mesh-ratio restriction is needed when d≥1. For d=0, a fixed global mesh-ratio bound ρ=h/hmin⁡ implies β≤ρ by A global mesh ratio bounds the local degree-zero ratio.

Facts & Assumptions

Given: Ordered distinct nodes x0,…,xn, n≥1, 0≤d<n, f∈Cd+1([x0,xn]), and g=f(d+1) of finite total variation V.

[F1]

Floater–Hormann weights equal the local-polynomial blend weights and Newton remainder for a Floater–Hormann window polynomial: off the nodes, f(x)−rd(x)=(∑i=0n−d(−1)iGi)/D(x) with Gi=f[xi,…,xi+d,x] and D(x)=∑iλi(x).

[F2]

Bounded variation controls adjacent Hermite–Genocchi windows: the adjacent divided differences satisfy ∑i=0n−d−1∣Gi+1−Gi∣≤V/(d+1)!.

[F3]

Hermite–Genocchi simplex formula for divided differences: an order-(d+1) divided difference is the simplex integral of g; the simplex volume is 1/(d+1)!.

[F4]

Floater–Hormann barycentric denominator lower bound: on an open gap, ∣D(x)∣≥1/(d!hd+1) if d≥1, and ∣D(x)∣≥1/[h(1+β)] if d=0.

[F5]

Floater–Hormann interpolants have no real poles: the quotient is continuous on [a,b] and interpolates the data at every node.

[F6]

Bounded variation and total variation on an interval: V is the supremum of the sums of absolute successive increments over all finite partitions of [a,b].

[F7]

Higher derivatives and the classes Ck and C∞: Cd+1 means derivatives through order d+1 exist and are continuous on the closed interval; under the additional condition f∈Cd+2, the recursive definition gives g′=f(d+2).

[F8]

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.

[F9]

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

[F10]

Extreme value theorem: a continuous real function on a nonempty compact subset of R attains a greatest and a least value: a continuous real function on a nonempty compact interval has a finite attained maximum and minimum.

Proof

1.1givenF1F2F9F10algebra

By [F9], d+1∈N. Fix x in an open node gap. By [F7], the derivatives in [F1] exist and are continuous. By [F1], f(x)−rd(x)=N(x)/D(x) with N(x)=∑i=0m(−1)iGi. [F10] makes the derivative sup norm in the statement finite. Pair successive terms as (G0−G1)+(G2−G3)+⋯. The sum of the absolute values of these pair differences is bounded by the full adjacent-increment sum in [F2], hence by V/(d+1)!. If m is even there is one unpaired term Gm; otherwise there is none.

2.1givenF3F10step 1.1algebra

The integral formula [F3] and its simplex volume give ∣Gm∣≤∥g∥∞/(d+1)!. Thus in both parity cases ∣N(x)∣≤V+ϵ∥g∥∞(d+1)!. This bounds the numerator in either parity case.

3.1givenF1F4step 2.1algebra

If d≥1, divide step 2.1 by the lower bound ∣D(x)∣≥1/(d!hd+1) from [F4] to obtain ∣f(x)−rd(x)∣≤hd+1d+1(V+ϵ∥g∥∞). This is the required open-gap bound for d≥1.

3.2givenF1F4step 2.1algebra

If d=0, g=f′ and [F4] instead gives ∣f(x)−r0(x)∣≤h(1+β)(V+ϵ∥f′∥∞). This is the required open-gap bound for d=0.

4.1givenF5F6F7F8F10step 3.1step 3.2algebra∎

At every node the error is zero by [F5]. Since rd has no real poles, f−rd 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 f∈Cd+2, then for any partition [F8] gives ∣g(ti+1)−g(ti)∣≤∥f(d+2)∥∞(ti+1−ti); summing and taking the supremum yields V≤(b−a)∥f(d+2)∥∞.

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