NAMay 7, 2012
A general recurrence relation for the weight-functions in Mühlbach-Neville-Aitken representions with application to WENO interpolation and differentiationG. A. Gerolymos
In several applications, such as \tsc{weno} interpolation and reconstruction [Shu C.W.: SIAM Rev. 51 (2009) 82--126], we are interested in the analytical expression of the weight-functions which allow the representation of the approximating function on a given stencil (Chebyshev-system) as the weighted combination of the corresponding approximating functions on substencils (Chebyshev-subsystems). We show that the weight-functions in such representations [Mühlbach G.: Num. Math. 31 (1978) 97--110] can be generated by a general recurrence relation based on the existence of a 1-level subdivision rule. As an example of application we apply this recurrence to the computation of the weight-functions for Lagrange interpolation [Carlini E., Ferretti R., Russo G.: SIAM J. Sci. Comp. 27 (2005) 1071--1091] for a general subdivision of the stencil ${x_{i-M_-},...,x_{i+M_+}}$ of $M+1:=M_-+M_++1$ distinct ordered points into $K_\mathrm{s}+1\leq M:=M_-+M_+>1$ (Neville) substencils ${x_{i-M_-+k_\mathrm{s}},...,x_{i+M_+-K_\mathrm{s}+k_\mathrm{s}}}$ ($k_\mathrm{s}\in{0,...,K_\mathrm{s}}$) all containing the same number of $M-K_\mathrm{s}+1$ points but each shifted by 1 cell with respect to its neighbour, and give a general proof for the conditions of positivity of the weight-functions (implying convexity of the combination), extending previous results obtained for particular stencils and subdvisions [Liu Y.Y., Shu C.W., Zhang M.P.: Acta Math. Appl. Sinica 25 (2009) 503--538]. Finally, we apply the recurrence relation to the representation by combination of substencils of derivatives of arbitrary order of the Lagrange interpolating polynomial.
NAFeb 14, 2012
Representation of the Lagrange reconstructing polynomial by combination of substencilsG. A. Gerolymos
The Lagrange reconstructing polynomial [Shu C.W.: {\em SIAM Rev.} {\bf 51} (2009) 82--126] of a function $f(x)$ on a given set of equidistant ($Δx=\const$) points $\bigl\{x_i+\ellΔx;\;\ell\in\{-M_-,...,+M_+\}\bigr\}$ is defined [Gerolymos G.A.: {\em J. Approx. Theory} {\bf 163} (2011) 267--305] as the polynomial whose sliding (with $x$) averages on $[x-\tfrac{1}{2}Δx,x+\tfrac{1}{2}Δx]$ are equal to the Lagrange interpolating polynomial of $f(x)$ on the same stencil. We first study the fundamental functions of Lagrange reconstruction, show that these polynomials have only real and distinct roots, which are never located at the cell-interfaces (half-points) $x_i+n\tfrac{1}{2}Δx$ ($n\in\mathbb{Z}$), and obtain several identities. Using these identities, by analogy to the recursive Neville-Aitken-like algorithm applied to the Lagrange interpolating polynomial, we show that there exists a unique representation of the Lagrange reconstructing polynomial on $\{i-M_-,...,i+M_+\}$ as a combination of the Lagrange reconstructing polynomials on the $K_\mathrm{s}+1\leq M:=M_-+M_+>1$ substencils $\{i-M_-+k_\mathrm{s},...,i+M_+-K_\mathrm{s}+k_\mathrm{s}\}$ ($k_\mathrm{s}\in\{0,...,K_\mathrm{s}\}$), with weights $σ_{R_1,M_-,M_+,K_\mathrm{s},k_\mathrm{s}}(ξ)$ which are rational functions of $ξ$ ($x=x_i+ξΔx$) [Liu Y.Y., Shu C.W., Zhang M.P.: {\em Acta Math. Appl. Sinica} {\bf 25} (2009) 503--538], and give an analytical recursive expression of the weight-functions. We then use the analytical expression of the weight-functions $σ_{R_1,M_-,M_+,K_\mathrm{s},k_\mathrm{s}}(ξ)$ to obtain a formal proof of convexity (positivity of the weight-functions) in the neighborhood of $ξ=\tfrac{1}{2}$, under the condition that all of the substencils contain either point $i$ or point $i+1$ (or both).
NAOct 5, 2010
Approximation error of the Lagrange reconstructing polynomialG. A. Gerolymos
The reconstruction approach [Shu C.W.: {\em SIAM Rev.} {\bf 51} (2009) 82--126] for the numerical approximation of $f'(x)$ is based on the construction of a dual function $h(x)$ whose sliding averages over the interval $[x-\tfrac{1}{2}Δx,x+\tfrac{1}{2}Δx]$ are equal to $f(x)$ (assuming an homogeneous grid of cell-size $Δx$). We study the deconvolution problem [Harten A., Engquist B., Osher S., Chakravarthy S.R.: {\em J. Comp. Phys.} {\bf 71} (1987) 231--303] which relates the Taylor polynomials of $h(x)$ and $f(x)$, and obtain its explicit solution, by introducing rational numbers $τ_n$ defined by a recurrence relation, or determined by their generating function, $g_τ(x)$, related with the reconstruction pair of ${\rm e}^x$. We then apply these results to the specific case of Lagrange-interpolation-based polynomial reconstruction, and determine explicitly the approximation error of the Lagrange reconstructing polynomial (whose sliding averages are equal to the Lagrange interpolating polynomial) on an arbitrary stencil defined on a homogeneous grid.