Discrete spline interpolation

In the mathematical field of numerical analysis, discrete spline interpolation is a form of interpolation where the interpolant is a special type of piecewise polynomial called a discrete spline. A discrete spline is a piecewise polynomial such that its central differences are continuous at the knots whereas a spline is a piecewise polynomial such that its derivatives are continuous at the knots. Discrete cubic splines are discrete splines where the central differences of orders 0, 1, and 2 are required to be continuous.