Stieltjes polynomial interpolation

Abstract

We show Lagrange and Hermite interpolation are possible using Stieltjes polynomials, linear combinations of iterated Stieltjes integrals of a constant function. We introduce divided differences via Newton interpolation and provide an explicit error formula of Peano kernel type via a new Taylor formula. Finally, we use the properties the space of Stieltjes polynomials has to recover two fundamental approximating properties: the uniqueness of the best uniform polynomial approximant and the Chebyshev equioscillation theorem.