Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 69 / 5 / a

Write $g_t(y)=(y-t{)}_{+}^{k-1}$. Begin with distinct increasing knots so ordinary polynomial interpolation is unambiguous. The two interpolants agree at the $k-1$ common knots $t_{i+1},\dots ,t_{i+k-1}$. Their difference is consequently a scalar multiple of the monic polynomial ${\omega }_i$ of degree $k-1$.

The leading coefficient of an interpolant is its highest divided difference. Thus this scalar isThe equality is precisely the divided-difference recurrence. This proves the Lee interpolation identity:For $k=1$ the common-knot product is empty; the same argument is a difference of constants. Interpret $(y-t{)}_{+}^0$ as $1_{y>t}$ 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 $i=1,\dots ,n$. The right side telescopes to ${\ell }_{n+1}(x,t)-{\ell }_1(x,t)$. When $t_k<t<t_{n+1}$, the first interpolation nodes all lie below $t$, so ${\ell }_1=0$. The last interpolation nodes all lie above $t$, so ${\ell }_{n+1}$ interpolates the polynomial $(x-t{)}^{k-1}$ of degree $k-1$ and equals it identically. Hence the Marsden identity follows: