Parallel mesh methods for tension splines

This paper addresses the problem of shape preserving spline interpolation formulated as a differential multipoint boundary value problem (DMBVP for short). Its discretization by mesh method yields a five-diagonal linear system which can be ill-conditioned for unequally spaced data. Using the superposition principle we split this system in a set of tridiagonal linear systems with a diagonal dominance. The latter ones can be stably solved either by direct (Gaussian elimination) or iterative methods (SOR method and finite-difference schemes in fractional steps) and admit effective parallelization. Numerical examples illustrate the main features of this approach.