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Double-node Hermite interpolation has the stated pointwise remainder

Statement

Let m≥1, let a<b, let x1<⋯<xm lie in (a,b), and let f∈C2m([a,b],R). Let ℓi be the Lagrange cardinal polynomials for these nodes as in Cardinal-polynomial interpolation. Define H(t):=∑i=1m[f(xi)(1−2ℓi′(xi)(t−xi))+f′(xi)(t−xi)]ℓi(t)2. Then H has degree at most 2m−1, and H(xi)=f(xi) and H′(xi)=f′(xi) for every i. If x∈[a,b] is not a node, there is ξx∈(a,b) such that f(x)−H(x)=f(2m)(ξx)(2m)!R∏i=1m(x−xi)2, where (2m)!R:=∏j=12mj. At a node the interpolation error and the displayed node product are both zero.

Facts & Assumptions

Given: Distinct interior nodes x1<⋯<xm, f∈C2m([a,b]), and a query x∈[a,b].

[F1]

Cardinal-polynomial interpolation and Cardinal interpolation functions are polynomials of the stated degrees: ℓi is a polynomial of degree at most m−1, ℓi(xj)=1 when i=j and 0 otherwise, and the node product ω(t)=∏i(t−xi) is nonzero off the nodes.

[F2]

Higher derivatives and the classes Ck and C∞: all derivatives of f through order 2m exist on [a,b] and are continuous there.

[F5]

Higher-order Rolle theorem: a function with n+1 distinct ordered zeros, continuous on their closed span and n-times differentiable in its interior, has an nth-derivative zero between the extreme zeros.

[F6]

A finite product of monic linear factors is monic: the product of 2m monic linear factors is monic of degree 2m.

[F7]

The highest derivative of a polynomial: a polynomial of degree at most 2m has constant 2mth derivative equal to (2m)!R times its coefficient of X2m.

[F8]

Degree inequalities for sums and products over a commutative ring and The reals form a field: sums and products of the displayed polynomial factors have the stated degree bounds and coefficient arithmetic.

Proof

1.1F1F3algebra

For each i, set hi(t)=(1−2ℓi′(xi)(t−xi))ℓi(t)2,ki(t)=(t−xi)ℓi(t)2. At xi, ℓi(xi)=1, so hi(xi)=1, hi′(xi)=0, ki(xi)=0, and ki′(xi)=1 by the product rule [F3]. At xj with j≠i, ℓi(xj)=0, so both ℓi2 and its derivative vanish there; hence hi(xj)=hi′(xj)=ki(xj)=ki′(xj)=0. Therefore the displayed sum defining H satisfies every value and first-derivative condition.

1.2F1F8construct

Each ℓi has degree at most m−1 by [F1]. Thus ℓi2 has degree at most 2m−2, and multiplication by an affine polynomial gives degree at most 2m−1 by [F8]. The finite sum H also has degree at most 2m−1.

2.1F1F3step 1.1constructalgebra

Suppose x is not a node. By [F1], ω(x)2≠0, so put c=(f(x)−H(x))/ω(x)2 and define g(t)=f(t)−H(t)−cω(t)2. At every node, step 1.1 and ω(xi)=0 give g(xi)=0 and g′(xi)=0, since (ω2)′=2ωω′ by [F3]; by the choice of c, also g(x)=0.

3.1F2F3F4step 2.1choose

Sort the m nodes and x as z0<⋯<zm. Rolle's theorem on each consecutive interval gives a zero of g′ strictly between its endpoints; these m zeros are distinct and are not nodes. Along with g′(xi)=0 at the m nodes from step 2.1, this gives 2m distinct ordered zeros of g′.

4.1F2F3F4F5step 3.1

The function g′ is continuous on the closed span of those zeros and is (2m−1)-times differentiable on its interior by [F2]–[F4]. Apply [F5] to those 2m zeros. There is ξx∈(a,b) with g(2m)(ξx)=0.

5.1F6F7step 1.2step 2.1step 4.1algebra

By step 1.2, H(2m)=0. By [F6], ω2 is monic of degree 2m, so [F7] gives (ω2)(2m)=(2m)!R. Differentiating the definition of g in step 2.1 at ξx therefore gives 0=f(2m)(ξx)−c(2m)!R.

6.1F1F9step 1.1step 2.1step 5.1algebra∎

By [F9], (2m)!R≠0, so step 5.1 gives c=f(2m)(ξx)/(2m)!R. Substituting this into the definition of c in step 2.1 proves the remainder formula. At a node, step 1.1 gives zero interpolation error and ω=0.

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