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What are the proofs of existence and uniqueness of Hermite interpolation polynomial? suppose $x_{0},...,x_{n}$ are distinct nodes and $i=1 , ... ,n$ and $m_{i}$ are in Natural numbers. prove exist uniqueness polynomial $H_{N}$ with degree N=$m_{1}+...+m_{n}$-1 satisfying $H_{N}^{(k)}$=$y_{i}^{(k)}$ k=0,1,...,$m_{i}$ & i=$0,1,\ldots,n$ ?

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1 Answer 1

I think you've got your indices mixed up a bit; they're sometimes starting at $0$ and sometimes at $1$. I'll assume that the nodes are labeled from $1$ to $n$ and the first $m_i$ derivatives at $x_i$ are determined, that is, the derivatives from $0$ to $m_i-1$.

A straightforward proof consists in showing how to construct a basis of polynomials $P_{ik}$ that have non-zero $k$-th derivative at $x_i$ and zero for all other derivatives and nodes. For given $i$, start with $k=m_i-1$ and set

$$P_{i,m_i-1}=(x-x_i)^{m_i-1}\prod_{j\ne i}(x-x_j)^{m_j}\;.$$

Then decrement $k$ in each step. Start with

$$Q_{i,k}=(x-x_i)^k\prod_{j\ne i}(x-x_j)^{m_j}\;,$$

which has zero derivatives up to $k$ at $x_i$, and subtract out multiples of the $P_{i,k'}$ with $k'\gt k$, which have already been constructed, to make the $k'$-th derivatives at $x_i$ with $k'\gt k$ zero. Doing this for all $i$ yields a basis whose linear combinations can have any given values for the derivatives.

Uniqueness follows from the fact that the number of these polynomials is equal to the dimension $d=\sum_i m_i$ of the vector space of polynomials of degree up to $d-1$. Since the $P_{ik}$ are linearly independent, there's no more room for one more that also satisfies one of the conditions, since it would have to be linearly independent of all the others.

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