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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