NANACOMP-PHMay 7, 2012

A general recurrence relation for the weight-functions in Mühlbach-Neville-Aitken representions with application to WENO interpolation and differentiation

arXiv:1102.18265 citationsh-index: 23
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Provides a unified theoretical framework for computing weight-functions in WENO schemes, benefiting numerical analysts working on high-order interpolation and reconstruction.

The paper derives a general recurrence relation for weight-functions in Mühlbach-Neville-Aitken representations, enabling efficient computation for arbitrary stencil subdivisions. It proves positivity conditions for these weights, extending prior results, and applies the recurrence to Lagrange interpolation and differentiation.

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.

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