Determining the Rolle function in Hermite interpolatory approximation by solving an appropriate differential equation

J. S. C. Prentice

We determine the pointwise error in Hermite interpolation by numerically solving an appropriate differential equation, derived from the error term itself. We use this knowledge to approximate the error term by means of a polynomial, which is then added to the original Hermite polynomial to form a more accurate approximation. An example demonstrates that improvements in accuracy are significant.

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