<p>In this paper, we address the Hermite interpolation problem on the space of probability measures <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\mathcal {P}_{+}(I)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi mathvariant="script">P</mi> <mo>+</mo> </msub> <mrow> <mo stretchy="false">(</mo> <mi>I</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> equipped with a Hilbert manifold structure. We derive explicit theoretical expressions for fundamental geometric structures on <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\mathcal {P}_{+}(I)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi mathvariant="script">P</mi> <mo>+</mo> </msub> <mrow> <mo stretchy="false">(</mo> <mi>I</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation>, including the Levi-Civita connection, minimal geodesics, parallel transport, the exponential map, and the logarithm map. The Hermite interpolation spline is then constructed by extending the classical Hermite interpolation framework through these geodesic operations.</p>

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Cubic Hermite Splines on the Hilbert manifold of Probability Measures

  • Ines Adouani

摘要

In this paper, we address the Hermite interpolation problem on the space of probability measures \(\mathcal {P}_{+}(I)\) P + ( I ) equipped with a Hilbert manifold structure. We derive explicit theoretical expressions for fundamental geometric structures on \(\mathcal {P}_{+}(I)\) P + ( I ) , including the Levi-Civita connection, minimal geodesics, parallel transport, the exponential map, and the logarithm map. The Hermite interpolation spline is then constructed by extending the classical Hermite interpolation framework through these geodesic operations.