Classical multivariate Hermite coordinate interpolation on \(n\)-dimensional grids (Q6572444)

There is studied the Hermite integration on \(n\)-dimensional non-equally spaced grids. It is supposed given values of the function to be interpolated at each point of the grid and partial derivatives as well. There is proved the uniqueness of the interpolation polynomial. It is provided the remainder of the interpolation in integral form by using of polynomial divisions. Spline behavior of Hermite polynomials is considered. The illustrative numerical examples supporting the theory are given.