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- Title
C2 Tension Splines Construction Based on a Class of Sixth-Order Ordinary Differential Equations.
- Authors
Zhu, Yuanpeng; Chen, Zhenbiao; Han, Xuli
- Abstract
In this work, we construct a class of Hermite-type interpolation basis functions based on the sixth-order ordinary differential equation S (6) (t) - τ 4 S (2) (t) = 0 . Using them, we propose a kind of C 2 tension interpolation splines with a local tension parameter τ i . For C 2 interpolation, the given interpolant has O (h 2) convergence. Some applications of the C 2 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 n - 4 , sin (τ t) , cos (τ t) , sinh (τ t) , cosh (τ t) is constructed.
- Subjects
SPLINE theory; YIELD curve (Finance); SPLINES; ORDINARY differential equations
- Publication
Bulletin of the Iranian Mathematical Society, 2022, Vol 48, Issue 1, p127
- ISSN
1018-6301
- Publication type
Article
- DOI
10.1007/s41980-020-00505-3