A new non‐polynomial univariate interpolation formula of Hermite type

A new C∞ interpolant is presented for the univariate Hermite interpolation problem. It differs from the classical solution in that the interpolant is of non‐polynomial nature. Its basis functions are a set of simple, compact support, transcendental functions. The interpolant can be regarded as a truncated Multipoint Taylor series. It has essential singularities at the sample points, but is well behaved over the real axis and satisfies the given functional data. The interpolant converges to the underlying real‐analytic function when (i) the number of derivatives at each point tends to infinity and the number of sample points remains finite, and when (ii) the spacing between sample points tends to zero and the number of specified derivatives at each sample point remains finite.