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Interpolation of data on non-Euclidean spaces is an active research area fostered by its numerous applications. This work considers the Hermite interpolation problem: finding a sufficiently smooth manifold curve that interpolates a…

Numerical Analysis · Mathematics 2024-02-27 Axel Séguin , Daniel Kressner

In this paper, we propose Hermite collocation method for solving Thomas-Fermi equation that is nonlinear ordinary differential equation on semi-infinite interval. This method reduces the solution of this problem to the solution of a system…

Numerical Analysis · Mathematics 2016-04-07 Fattaneh Bayatbabolghani , Kourosh Parand

The Hermite pseudospectral method is applied to solve the Navier-Stokes equations on a two-dimensional infinite domain. The feature of Hermite function allows us to adopt larger time steps than other spectral methods, but also leads to some…

Fluid Dynamics · Physics 2013-11-08 Zhaohua Yin

The Hermite-Birkhoff interpolation problem of a function given on arbitrarily distributed points on the sphere and other manifolds is considered. Each proposed interpolant is expressed as a linear combination of basis functions, the…

Numerical Analysis · Mathematics 2017-05-03 Giampietro Allasia , Roberto Cavoretto , Alessandra De Rossi

In this work, we study the Hermite interpolation on $n$-dimensional non-equally spaced, rectilinear grids over a field $\Bbbk $ of characteristic zero, given the values of the function at each point of the grid and the partial derivatives…

We are interested in numerically solving the Hamilton-Jacobi (HJ) equations, which arise in optimal control and many other applications. Oftentimes, such equations are posed in high dimensions, and this poses great numerical challenges.…

Numerical Analysis · Mathematics 2021-04-14 Wei Guo , Juntao Huang , Zhanjing Tao , Yingda Cheng

In this paper, we propose two methods for multivariate Hermite interpolation of manifold-valued functions. On the one hand, we approach the problem via computing suitable weighted Riemannian barycenters. To satisfy the conditions for…

Numerical Analysis · Mathematics 2022-12-15 Ralf Zimmermann , Ronny Bergmann

We propose a novel, mesh-free, and gradient-free fixed-point approach for computing viscosity solutions of high-dimensional Hamilton-Jacobi (HJ) equations. By leveraging the Hopf-Lax formula, our approach iteratively solves the associated…

Numerical Analysis · Mathematics 2026-02-06 Yesom Park , Stanley Osher

We propose a Hermite spectral method for the inelastic Boltzmann equation, which makes two-dimensional periodic problem computation affordable by the hardware nowadays. The new algorithm is based on a Hermite expansion, where the expansion…

Numerical Analysis · Mathematics 2023-08-15 Ruo Li , Yixiao Lu , Yanli Wang

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…

Computational Finance · Quantitative Finance 2011-02-17 Jan Hendrik Witte , Christoph Reisinger

A tensor decomposition approach for the solution of high-dimensional, fully nonlinear Hamilton-Jacobi-Bellman equations arising in optimal feedback control of nonlinear dynamics is presented. The method combines a tensor train approximation…

Optimization and Control · Mathematics 2021-03-17 Sergey Dolgov , Dante Kalise , Karl Kunisch

Hermite methods, as introduced by Goodrich et al., combine Hermite interpolation and staggered (dual) grids to produce stable high order accurate schemes for the solution of hyperbolic PDEs. We introduce three variations of this Hermite…

Numerical Analysis · Mathematics 2015-09-29 Arturo Vargas , Jesse Chan , Thomas Hagstrom , Tim Warburton

Aims. We use Hermite splines to interpolate pressure and its derivatives simultaneously, thereby preserving mathematical relations between the derivatives. The method therefore guarantees that thermodynamic identities are obeyed even…

Solar and Stellar Astrophysics · Physics 2019-06-26 V. A. Baturin , W. Däppen , A. V. Oreshina , S. V. Ayukov , A. B. Gorshkov

We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…

Numerical Analysis · Mathematics 2026-05-13 Olivier Bokanowski , Carlos Esteve-Yagüe , Richard Tsai

For solving linear ill-posed problems regularization methods are required when the right hand side is with some noise. In the present paper regularized solutions are obtained by implicit iteration methods in Hilbert scales. % By exploiting…

Numerical Analysis · Mathematics 2015-05-20 Qinian Jin , Ulrich Tautenhahn

The method of constructing Hermite trigonometric polynomials, which interpolate the values of a certain periodic function and its derivatives up to (including ) the -th ( ) order in nodes of a uniform grid, is considered. The proposed…

Numerical Analysis · Mathematics 2019-02-13 V. P. Denysiuk

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.…

Numerical Analysis · Mathematics 2025-05-23 Amirhossein Fashamiha , David Salac

A trademark of nonlinear, time-dependent, convection-dominated problems is the spontaneous formation of non-smooth macro-scale features, like shock discontinuities and non-differentiable kinks, which pose a challenge for high-resolution…

Numerical Analysis · Mathematics 2025-10-20 Eitan Tadmor

The method of constructing trigonometric Hermite splines, which interpolate the values of some periodic function and its derivatives in the nodes of a uniform grid, is considered. The proposed method is based on the periodicity properties…

Numerical Analysis · Mathematics 2021-10-12 V. P. Denysiuk

Spline interpolation has been used in several applications due to its favorable properties regarding smoothness and accuracy of the interpolant. However, when there exists a discontinuity or a steep gradient in the data, some artifacts can…

Numerical Analysis · Mathematics 2021-12-21 Francesc Aràndiga , Antonio Baeza , Dionisio F. Yáñez