6533b7d6fe1ef96bd1266ef6

RESEARCH PRODUCT

Discrete multiresolution based on hermite interpolation: computing derivatives

Antonio BaezaRosa DonatFrancesc Aràndiga

subject

Numerical AnalysisMathematical optimizationHermite splineApplied MathematicsMonotone cubic interpolationBirkhoff interpolationMultivariate interpolationCubic Hermite splineNearest-neighbor interpolationHermite interpolationModeling and SimulationApplied mathematicsMathematicsInterpolation

description

Abstract Harten’s framework for multiresolution representation of data has been extended by Warming and Beam in [SIAM J. Sci. Comp. 22 (2000) 1269] to include Hermite interpolation. It needs the point-values of the derivative, which are usually unavailable, so they have to be approximated. In this work we show that the way in which the derivatives are approximated is crucial for the success of the method, and we present a new way to compute them that makes the scheme adequate for non-smooth data.

https://doi.org/10.1016/s1007-5704(03)00116-3