Computing minimal interpolants in C^1,1(R^d)

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Publication:520710



Abstract: We consider the following interpolation problem. Suppose one is given a finite set EsubsetmathbbRd, a function f:EightarrowmathbbR, and possibly the gradients of f at the points of E. We want to interpolate the given information with a function FinC1,1(mathbbRd) with the minimum possible value of mathrmLip(ablaF). We present practical, efficient algorithms for constructing an F such that mathrmLip(ablaF) is minimal, or for less computational effort, within a small dimensionless constant of being minimal.


In this paper the authors study an algorithm for computing interpolations of data consisting of a subset \(E\) of \(\mathbb R^d\) and either a real function \(f\) on \(E\) with function \(F\) whose derivatives are Lipschitz such that \(\mathrm{Lip}(\mathrm{grad}(F))\) is minimal. This is a very efficient algorithm.





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