Lee interpolation identity Created 2026-10-06 Updated 2026-10-14
For distinct increasing knots, let interpolate on and let . Adjacent interpolants share values; their difference is a multiple of . Its leading coefficient, by the divided difference recurrence, is the order- B-spline . Thus . Telescoping proves the Marsden identity. Repeated knots require the well-defined confluent or limiting convention.
Marsden dual functional Created 2026-09-25 Updated 2026-10-06
The Marsden dual functionals extract coefficients in a B-spline expansion. If is the knot polynomial in the Marsden identity, then on polynomials of degree at most one such functional is
and the right-hand side is independent of .
For order B-splines, comparison of coefficients in the Marsden identity gives
on the basic knot interval. Here is the elementary symmetric polynomial, with . The case is partition of unity; the coefficients are the Greville abscissae.
The ordinary interpolation formulation is unambiguous for strictly increasing knots; repeated knots require specified confluent interpolation or a limiting convention. First take distinct knots and , and for fixed write . The two degree-at-most- Lagrange interpolation polynomials and agree at the shared knots . Their difference is therefore
This remains valid if their difference has lower degree: the coefficient is then zero. The leading coefficient of a degree-at-most- interpolant is its order- divided difference. Comparing leading coefficients and using the divided-difference recursion gives
Consequently the Lee interpolation identity holds for every real :
No differentiability of the truncated power in its argument was needed for this distinct-node proof.
Sum the identity over . The right side telescopes, giving . When , all the nodes for lie below , so its interpolation data are zero and . All the nodes for lie above , where is already a polynomial of the admissible degree. Uniqueness of polynomial interpolation gives . Therefore the Marsden identity is
For order one the empty product is one, the interpolants are constants and a consistent half-open interval convention for gives the same telescoping proof. Nondecreasing repeated-knot sequences can be treated by the appropriate confluent or limiting convention wherever that definition is valid; merely specifying repeated data values does not uniquely determine the interpolation polynomials. The basic open knot interval in the Marsden identity avoids endpoint convention ambiguity.
For fixed , put , a truncated power function. Begin with distinct increasing knots. The two interpolation polynomials and agree at their shared knots. Their difference has degree at most , so
For the empty product is one and the same assertion holds for constant interpolants. The leading coefficient of a degree-at-most- interpolant on nodes is its order- divided difference, by the Newton interpolation polynomial. Therefore
This proves the Lee interpolation identity
The identity holds for every real , with the usual convention for the order-zero truncated power. Admissible repeated knots are handled by the corresponding confluent divided differences and consistent one-sided limits at breakpoints; taking these limits preserves the Lee interpolation identity.
Sum over to telescope:
If , the first knot values of are zero, so . At the last knots , the function agrees with the polynomial , so uniqueness of polynomial interpolation gives . Thus the Marsden identity is
Let and let denote the elementary symmetric polynomial of degree in the interior knots , with . Expand the two sides of the Marsden identity as polynomials in :
and
Comparing the coefficient of and cancelling the common sign gives the monomial B-spline coefficients
Equivalently,
In particular , giving partition of unity on the interior interval. For , , and the highest-degree coefficient is the product of those interior knots. The formulas also cover through empty products.
The Korovkin theorem states that if positive linear operators on continuous functions satisfy
then for every real continuous function .
Let and . For the B-splines in this question, and their sum is one on the basic interval. Thus the Schoenberg spline operator is linear and positive. To verify the three test functions, suppress the index and write the Marsden identity with . Comparing the coefficients of gives the monomial B-spline coefficients
where
The first coefficient is the partition of unity; the second is the Greville abscissa. Every internal knot and the sample point lie in , of width at most . Consequently . Since all these numbers lie in , for any two internal knots we also have
Averaging gives . Nonnegative weights of sum one now yield
Here the spline order is fixed, so all three errors tend to zero. The Korovkin theorem therefore proves
No special selection such as the Greville abscissae is required for the sample points. In fact the local-support error bound for a Schoenberg spline operator also gives . Under the usual continuous-spline convention the operators have the codomain required by the stated theorem. If the permissive knot notation is taken to allow full interior multiplicities and hence discontinuous splines, the same conclusion in the uniform norm still follows from this direct bound, although each approximant need not then be continuous.
Set , with for the final linear-reproduction assertion, and use the normalized knot polynomial . Differentiate the Marsden identity times with respect to the auxiliary variable , for . This gives
The Taylor polynomial expansion of an arbitrary polynomial of degree at most about is exact:
Substitute the differentiated identity into each term and collect the B-spline coefficients. The result is
This is the normalized Marsden dual functional. There is no extra factorial outside the sum, because it is already included in .
To prove independence of directly, differentiate the finite sum. The contribution from differentiating in term cancels the contribution from differentiating in term . Explicitly,
The two uncancelled endpoint terms vanish because . Thus the coefficient functional is constant in the auxiliary variable, as required.
The leading two terms of the knot polynomial give
For a linear polynomial , only survive, whence
The coefficient points are the Greville abscissae. Inserting these coefficients proves exact linear reproduction:
All identities hold on the basic knot interval , including the endpoints with the standard continuous endpoint convention. Repeated knots cause no difficulty in these polynomial differentiations.
Fix and let . Initially assume distinct spline knots, so the ordinary polynomial interpolation definitions are unambiguous. The two interpolants and agree with at their shared nodes . Their difference has degree at most and all these roots, hence
For the product is empty and the same statement concerns constants. The leading coefficient of an interpolating polynomial is its highest-order divided difference, so the divided difference recurrence gives
This proves Lee's formula:
Summing over telescopes to . If , the first interpolation nodes are all smaller than , so their truncated-power data vanish and . The last nodes are larger than , so their data are values of the polynomial and uniqueness gives . Thus the telescoped identity is
the Marsden identity, valid for every real .
If repeated spline knots are allowed, ordinary value interpolation at repeated nodes does not specify uniquely. The standard extension uses confluent divided differences and Hermite interpolation, or limits of distinct knots: the same polynomial identity then persists wherever these quantities are defined. At a maximally repeated knot where the truncated power lacks the required derivative, the appropriate one-sided spline convention must be fixed; an unspecified classical derivative is not part of the proof. For distinct knots, the printed identity requires no such qualification.
Put and let be the elementary symmetric polynomial of degree in the interior spline knots , with . Expanding the knot polynomial gives
Compare the coefficient of in the Marsden identity. The left coefficient is ; the right coefficient is . Cancelling the common sign therefore gives the monomial B-spline coefficients:
Equivalently, for the numerator is . In particular , so the order-zero case reproduces constants, and for the linear coefficients are , the Greville abscissae. At , the coefficient is the product of all interior knots. Each formula holds on the basic knot interval used in the Marsden identity.
Write . Begin with distinct increasing knots so ordinary polynomial interpolation is unambiguous. The two interpolants agree at the common knots . Their difference is consequently a scalar multiple of the monic polynomial of degree .
The leading coefficient of an interpolant is its highest divided difference. Thus this scalar is
The equality is precisely the divided-difference recurrence. This proves the Lee interpolation identity:
For the common-knot product is empty; the same argument is a difference of constants. Interpret as to obtain the usual half-open order-one B-splines. Repeated knots use the standard confluent or limiting interpretation, where the interpolation data are defined.
Sum over . The right side telescopes to . When , the first interpolation nodes all lie below , so . The last interpolation nodes all lie above , so interpolates the polynomial of degree and equals it identically. Hence the Marsden identity follows:
Set and let be the elementary symmetric polynomial of degree in the interior knots, with . Expand the Marsden identity in powers of . The coefficient of on the left is ; that coefficient in is . Comparing and cancelling the sign proves the monomial B-spline coefficients:
For this gives partition of unity on the basic interval. For it gives the Greville abscissae, the arithmetic means of the interior knots. For the top degree it gives their product. When , only occurs and the empty symmetric polynomial is one.
Use the standard partition normalization of B-splines, not rescaling each spline to have supremum exactly one. Let . Then . In the ordinary real inner product, the mixed-normalization spline Gram matrix is , where and . Since the form a basis, is positive definite; is invertible, so is invertible. The undeclared upper index in the printed matrix should be .
We need the standard positivity and normalization properties with their justification. The Cox-de Boor recurrence is
with zero-width terms interpreted as zero. It starts from nonnegative interval indicators. On each lower-order spline's support, its recurrence coefficients are nonnegative, so induction gives . Extend the finite knots outside their endpoints to a full knot sequence. In the full sum, coefficients of each lower-order spline add to one, so the recurrence preserves partition of unity. Our finite collection is a subset of nonnegative B-splines; therefore everywhere. The Marsden identity gives equality on the basic knot interval.
The divided-difference definition also gives support in : below the left endpoint the knot-data function is a polynomial of degree , whose order- divided difference vanishes; above the right endpoint the knot data vanish. Choose and . Integrating in and then taking the divided difference in its knot variable gives
because an order- divided difference of a monic degree- polynomial is one. The support lies inside , so .
Orthogonality of to the spline space gives , with . Since and has unit integral, . The induced matrix maximum norm is the absolute row-sum norm, so
Taking the supremum over nonzero proves the maximum-norm bound for spline projection:
The range is , so the printed phrase “onto ” must mean into , and onto . Continuity of the range requires continuous B-splines, for example and internal multiplicities at most . For order-one or discontinuous B-splines, the same bound is valid with codomain rather than .
Put , so the Marsden identity is
Differentiating times with respect to gives
The exact Taylor formula for a polynomial is
Substitution of the differentiated Marsden identities yields
where
Differentiating this expression for produces two sums whose adjacent terms cancel. The uncancelled endpoints contain and , both zero because the two functions have degree at most . Thus
so the Marsden dual functional is independent of the auxiliary point .
Let denote the th elementary symmetric polynomial of . Expanding both sides of the Marsden identity in powers of and equating the coefficient of gives
Thus , while and are respectively the means of the interior knots and of their pairwise products.