Classical multivariate Hermite coordinate interpolation on [formula omitted]-dimensional grids

Abstract

In this work, we study the Hermite interpolation on n-dimensional non-equally spaced, rectilinear grids over a field k of characteristic zero, given the values of the function at each point of the grid and the partial derivatives up to a maximum degree. Initially, we prove the uniqueness of the interpolating polynomial, followed by deriving a concise closed expression that employs a solitary summation, independent of dimensionality, which is algebraically simpler than the only alternative closed form for the n-dimensional classical Hermite interpolation (Gasca and Sauer, 2000). We also provide the remainder of the interpolation in integral form; we derive the ideal of the interpolation and express the interpolation remainder using only polynomial divisions, in the case of interpolating a polynomial function. Moreover, we prove the continuity of Hermite polynomials defined on adjacent n-dimensional grids, thus establishing spline behavior. Finally, we perform illustrative numerical examples to showcase the applicability and high accuracy of the proposed interpolant, in the simple case of few points, as well as hundreds of points on 3D-grids using a spline-like interpolation, which compares favorably to state-of-the-art spline interpolation methods.