C2 Tension Splines Construction Based on a Class of Sixth-Order Ordinary Differential Equations

Zhu，Yuanpeng1; Chen，Zhenbiao2; Han，Xuli3

2021

10.1007/s41980-020-00505-3

Bulletin of the Iranian Mathematical Society   影响因子和分区

1018-6301

1735-8515

In this work, we construct a class of Hermite-type interpolation basis functions based on the sixth-order ordinary differential equation S(t) - τS(t) = 0. Using them, we propose a kind of C tension interpolation splines with a local tension parameter τ. For C interpolation, the given interpolant has O(h) convergence. Some applications of the C tension interpolation splines on the construction of interest rate term structure in Chinese financial market are given. Moreover, a kind of generalized non-uniform B-splines of the space spanned by span { 1 , t, … , t, sin (τt) , cos (τt) , sinh (τt) , cosh (τt) } is constructed.

Approximation order C2 interpolation spline Convergence analysis Tension parameter Term structure of interest rate

SCI

英语

其他

National Natural Science Foundation of China[61802129,11771453] ; Natural Science Foundation Guangdong Province, China[2018A030310381]

Mathematics

Mathematics

WOS:000625716700001

SPRINGER SINGAPORE PTE LTD

2-s2.0-85102266082

Scopus

1.School of Mathematics,South China University of Technology,Guangzhou,510641,China
2.School of Business Administration,South China University of Technology,Guangzhou,510641,China
3.Department of Mathematics,Southern University of Science and Technology,Shenzhen,518055,China

Zhu，Yuanpeng,Chen，Zhenbiao,Han，Xuli. C2 Tension Splines Construction Based on a Class of Sixth-Order Ordinary Differential Equations[J]. Bulletin of the Iranian Mathematical Society,2021.

Zhu，Yuanpeng,Chen，Zhenbiao,&Han，Xuli.(2021).C2 Tension Splines Construction Based on a Class of Sixth-Order Ordinary Differential Equations.Bulletin of the Iranian Mathematical Society.

Zhu，Yuanpeng,et al."C2 Tension Splines Construction Based on a Class of Sixth-Order Ordinary Differential Equations".Bulletin of the Iranian Mathematical Society (2021).