On the accuracy of polynomial interpolation in Hilbert space with disturbed nodal values of the operator

DOI10.1023/A:1015560619575MaRDI QIDQ1407355zbMATH OpenOpenAlexFDO

Authors V. V. Khlobystov, E. Kashpur

Publication date 16 September 2003

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1015560619575

zbMATH Keywords

accuracydistributed nodal valuesHilbert spacepolynomial interpolation

Mathematics Subject Classification ID

Interpolation in approximation theory (41A05) Multilinear and polynomial operators (47H60) Numerical interpolation (65D05)

Review text

Let \(X\) be a separable Hilbert space, \(Y\) a pre-Hilbert space, and \(\mu\) a Gaussian measure on \(X\) whose first moment is equal to 0. Then the correlation operator \(B\) of \(\mu\) is nuclear. Using \(\mu\), it is possible to define a scalar product on \(\Pi_n\), the space of all continuous polynomials from \(X\) into \(Y\) of degree \( \leq n\). An operator \(F\) from \(X\) into \(Y\) is given by its values \(F(Bx_i)\), \(i = 0,\ldots,N\), where the \(x_i\)'s depend on the eigenvalues \(\lambda_k\) and the associated orthonormal system of eigenvectors \(e_k\) of \(B\).\newline The authors consider the following problem. Find a polynomial \(P_n \in \Pi_n\) with \(P_n(Bx_i)=F(Bx_i)\) for all \(i = 0,\ldots,N\). A solution \(P_n^I\) can be constructed by the method of orthogonal moments, see, for example, \textit{V. V. Khlobystov} and \textit{E. F. Kashpur} [Cybern. Syst. Anal. 32, No. 3, 398--403 (1996; Zbl 0887.41005)]. In Theorem 1 it is given an error estimate of \(\| F-\widetilde{P}_n^I\| _H\) in terms of the eigenvalues of \(B\) and the accuracy \(\delta\) of the values of \(\widetilde{F}\) in the nodes. Theorem 2 shows that in the special case of \(\lambda_k=q^k\) \((0<q<1)\) there is a natural number \(m_0\) such that the interpolation accuracy cannot be improved if more than \(m_0\) of the largest eigenvalues of \(B\) are considered.

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