A non-separable progressive multivariate WENO-2r point value

The weighted essentially non-oscillatory technique using a stencil of 2r points (WENO-2r) is an interpolatory method that consists in obtaining a higher approximation order from the non-linear combination of interpolants of $r+1$ nodes. The result is an interpolant of order 2r at the smooth parts and order $r+1$ when an isolated discontinuity falls at any grid interval of the large stencil except at the central one. Recently, a new WENO method based on Aitken-Neville's algorithm has been designed for interpolation of equally spaced data at the mid-points and presents progressive order of accuracy close to discontinuities. This paper is devoted to constructing a general progressive WENO method for non-necessarily uniformly spaced data and several variables interpolating in any point of the central interval. Also, we provide explicit formulas for linear and non-linear weights and prove the order obtained. Finally, some numerical experiments are presented to check the theoretical results.