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A very famous reference for Hermite functions is [1].
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NewtonDividedDifference2.m generates the coefficients in Newton's Divided Difference method for Hermite interpolation.
In Figure 6 we plot the p-value obtained by comparing the Brutus distribution with the Hermite distribution versus time-step parameter η used for Hermite.
References for this article.
The effective region with respect to skewness and kurtosis is established for the Hermite model.
Standard deviation is minimum for Cubic Hermite interpolation polynomial followed by Lagrange and Neville models.
Chirikalov [2] computed the differentiation matrix for the Hermite basis.
For the Hermite scheme, we do not put such constraint.
Figure 5 Maximum relative energy error and the steps for the Hermite part against η.
For the Hermite part, if we choose (etalesssim0.2), the errors hardly depend on (Delta t_{max}).
Other than that, the differentiation matrix, (mathbf {D}), can be similarly found for the Hermite basis.
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