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Hermite interpolation error formula
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Past exam of the Probability, statistics and options II course of the University of Oxford
/
2007
/
P
/
3
/
d
/
Solution
2026-10-31
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For nodes
0
,
1
and
f
(
x
)
=
e
x
, the cubic
Hermite interpolating polynomial
is
h
(
x
)
=
1
+
x
+
(
2
e
−
5
)
x
2
+
(
3
−
e
)
x
3
.
(1)
Indeed its values at zero and one are
1
,
e
, and its
derivatives
there are also
1
,
e
. The
Hermite interpolation error formula
gives
∣
e
x
−
h
(
x
)
∣
=
4
!
e
ξ
x
2
(
1
−
x
)
2
≤
24
e
(
4
1
)
2
=
384
e
,
(2)
since
0
≤
ξ
≤
1
and
x
(
1
−
x
)
≤
1/4
on
[
0
,
1
]
.
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