We consider the classical Interpolating Moving Least Squares (IMLS) interpolant as defined by Lancaster and Šalkauskas [Math. Comp. 37 (1981) 141-158] and compute the first and second derivative of this interpolant at the nodes of a given grid with the help of a basic lemma on Shepard interpolants. We compare the difference formulae with those defining optimal finite difference methods and discuss their deviation from optimality.
@article{M2AN_2005__39_5_883_0,
author = {Sonar, Thomas},
title = {Difference operators from interpolating moving least squares and their deviation from optimality},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Mod\'elisation Math\'ematique et Analyse Num\'erique},
volume = {39},
year = {2005},
pages = {883-908},
doi = {10.1051/m2an:2005039},
mrnumber = {2178566},
zbl = {1085.39018},
language = {en},
url = {http://dml.mathdoc.fr/item/M2AN_2005__39_5_883_0}
}
Sonar, Thomas. Difference operators from interpolating moving least squares and their deviation from optimality. ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 39 (2005) pp. 883-908. doi : 10.1051/m2an:2005039. http://gdmltest.u-ga.fr/item/M2AN_2005__39_5_883_0/
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