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Paper Title:
On an Autocorrection Phenomenon of the Eckhoff Interpolation
Author(s):
A. Poghosyan
Institute of Mathematics, National Academy
of Sciences,
24b Marshal Baghramian ave., Yerevan 0019,
Republic of Armenia
arnak@instmath.sci.am
Abstract:
The paper considers the Krylov-Lanczos and the Eckhoff interpolations of a function with a discontinuity at a known point. These interpolations are based on certain corrections associated with jumps in the first derivatives. In the Eckhoff interpolation, approximation of the exact jumps is accomplished by the solution of a system of linear equations. We show that in the regions where the 2-periodic extension of the interpolated function is smooth, the Eckhoff interpolation converges faster compared with the Krylov-Lanczos interpolation. This accelerated convergence is known as the autocorrection phenomenon. The paper presents a theoretical explanation of this phenomenon. Numerical experiments confirm theoretical estimates.
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