Related papers: Barycentric Hermite Interpolation
Accurate interpolation of functions and derivatives is crucial in solving partial differential equations (PDEs). The Radial Basis Function (RBF) method has become an extremely popular and robust approach for interpolation on scattered data.…
Hermite spectral method plays an important role in the numerical simulation of various partial differential equations (PDEs) on unbounded domains. In this work, we study the superconvergence properties of Hermite spectral interpolation,…
A new effective solution to the problem of Hermite $G^1$ interpolation with a clothoid curve is here proposed, that is a clothoid that interpolates two given points in a plane with assigned unit tangent vectors. The interpolation problem is…
Let $m_{2}<m_{1}$ be two given nonnegative integers with $n=m_{1}+m_{2}+1$. For suitably differentiable $f$, we let $P,Q\in \pi_{n}$ be the Hermite polynomial interpolants to $f$ which satisfy $P^{(j)}(a)=f^{(j)}(a),j=0,1,...,m_{1}$ and…
We consider a system of coupled free boundary problems for pricing American put options with regime-switching. To solve this system, we first employ the logarithmic transformation to map the free boundary for each regime to multi-fixed…
This paper presents new fast algorithms for Hermite interpolation and evaluation over finite fields of characteristic two. The algorithms reduce the Hermite problems to instances of the standard multipoint interpolation and evaluation…
We extend the work by Mastroianni and Szabados regarding the barycentric interpolant introduced by J.-P. Berrut in 1988, for equally spaced nodes. We prove fully their first conjecture and present a proof of a weaker version of their second…
We compute minimal bases of solutions for a general interpolation problem, which encompasses Hermite-Pad\'e approximation and constrained multivariate interpolation, and has applications in coding theory and security. This problem asks to…
We present a Hermite interpolation problem via splines of odd-degree which, to the best knowledge of the authors, has not been considered in the literature on interpolation via odd-degree splines. In this new interpolation problem, we…
Gaussian radial basis functions can be an accurate basis for multivariate interpolation. In practise, high accuracies are often achieved in the flat limit where the interpolation matrix becomes increasingly ill-conditioned. Stable…
We propose a novel Hermite-Taylor correction function method to handle embedded boundary and interface conditions for Maxwell's equations. The Hermite-Taylor method evolves the electromagnetic fields and their derivatives through order $m$…
We develop heuristic interpolation methods for the functions $t \mapsto \log \det \left( \mathbf{A} + t \mathbf{B} \right)$ and $t \mapsto \operatorname{trace}\left( (\mathbf{A} + t \mathbf{B})^{p} \right)$ where the matrices $\mathbf{A}$…
Numerical integration methods are central to the study of self-gravitating systems, particularly those comprised of many bodies or otherwise beyond the reach of analytical methods. Predictor-corrector schemes, both multi-step methods and…
The Hermite-Taylor method evolves all the variables and their derivatives through order $m$ in time to achieve a $2m+1$ order rate of convergence. The data required at each node of the staggered Cartesian meshes used by this method makes…
The main contribution of this paper is twofold: On the one hand, a general framework for performing Hermite interpolation on Riemannian manifolds is presented. The method is applicable, if algorithms for the associated Riemannian…
In multicentric representation of piecewise holomorphic functions one combines Lagrange interpolation at roots of a polynomial $p$ with convergent power series of $p$ as the "coefficients" multiplying the Lagrange basis polynomials. When…
Motivated by classical results of approximation theory, we define an Hermite-type interpolation in terms of $n$-dimensional subspaces of the space of $n$ times continuously differentiable functions. In the main result of this paper, we…
We present a Hermite interpolation based partial differential equation solver for Hamilton-Jacobi equations. Many Hamilton-Jacobi equations have a nonlinear dependency on the gradient, which gives rise to discontinuities in the derivatives…
In this work we propose two Hermite-type optimization methods, Hermite least squares and Hermite BOBYQA, specialized for the case that some partial derivatives of the objective function are available and others are not. The main objective…
Gaussian kernels can be an efficient and accurate tool for multivariate interpolation. In practice, high accuracies are often achieved in the flat limit where the interpolation matrix becomes increasingly ill-conditioned. Stable evaluation…