A class of monotone interpolation schemes (Q1201037)

Assume that a sufficiently continuous field \(\psi:\mathbb{R}^ M\to\mathbb{R}^ 1\) is known a priori in points \(x_ i\) of a uniform mesh in \(\mathbb{R}^ M\). To interpolate \(\psi\) in a point \(x_ 0\) different from \(x_ i\), Stokes' theorem is involved to get \[ \psi(x_ 0)-\psi(x_ i)=\int_ C dx\circ\nabla\psi(x).\tag{1} \] Choosing as contour \(C\) the line segment \(x(x_ i,\tau)=-(x_ i-x_ 0)\tau+x_ i\), \(\tau\in[0,1]\), and introducing the function \(\phi(x_ i,\tau):=\psi(x(x_ i,\tau))\) in (1) results in the formal integral of the advection equation \[ (\partial \phi/\partial\tau)+\nabla\circ(U\phi)=0\tag{2} \] over the \(\tau\) interval \([0,1]\) at the grid-point \(x_ i\), where \(U:=x_ i-x_ 0\). Using explicit monotone advection algorithms for (2), one thus gets shape preserving interpolation schemes for \(\psi\). Classes of such schemes are discussed, examples of applications of monotone interpolators are presented.