A new-polynomial univariate interpolation formula of Hermite type (Q1293228)

The interpolant mentioned in the title represents a real analytic function \(f\) on a subset \(\Omega\) of the real line as a linear combination of certain basis functions \(U_n^k\) with coefficients \(f_n^k \) which are the derivatives \(f_n^k = f^{(k)}(x_n)\) of \(f\) at certain grid points \(x_n\in \Omega\). The basis functions \(U_n^k\) have compact support. The interpolant is infinitely differentiable. It can be interpreted as a truncated multipoint Taylor (MT) series. It converges to \(f\) when either 1) for a fixed grid the number of derivatives tends to \(\infty\) and the MT series converges, or 2) when for a given number of derivatives the spacing of the grid tends to 0. Numerical examples show that the new interpolant has sometimes advantages over polynomial Hermite interpolation. In particular, it seems to work also for cases where Hermite interpolation becomes unstable.