Clamped cubic spline 2026-10-31
A clamped cubic spline is a cubic spline whose endpoint first derivatives are prescribed. A clamped cubic spline interpolant additionally matches prescribed values at its spline knots. Distinct spline knots, arbitrary nodal values and arbitrary endpoint slopes determine one such interpolant. The minimum roughness property of a clamped cubic spline proves uniqueness. Unlike the natural cubic spline, this construction prescribes endpoint slopes rather than zero endpoint second derivatives.
Let be a second cubic spline matching the same values and endpoint derivatives. The minimum roughness property of a clamped cubic spline applied with as the minimizing cubic spline gives , where . Applying the same argument with their roles exchanged gives . Hence equality holds, and the exact identity from part (i) yields
The integrand is continuous and nonnegative. If it were positive somewhere, it would have a positive integral over a small interval. It follows that everywhere. Consequently is an affine function. Its value and derivative vanish at , so it is identically zero. Thus , proving uniqueness of the clamped cubic spline with the prescribed data. Existence was assumed in the question; this argument establishes the remaining uniqueness claim.
Put . Matching interpolation data and endpoint derivatives gives
The endpoint slope constraints make a clamped cubic spline. The decisive step in its minimum roughness property of a clamped cubic spline is the orthogonality identity
Prove it separately on each interval. Two applications of integration by parts, using the vanishing fourth derivative of the cubic piece, give
The second boundary term is zero because vanishes at both endpoints of this interval. Sum over . At each interior spline knot, the two values of agree because both factors are continuous, so the contributions cancel. The remaining outer boundary terms vanish because is zero at both outer endpoints. This proves the identity.
Expanding the square now gives the stronger exact equality
The last integral is nonnegative, proving the required inequality. It measures the excess second derivative roughness penalty of over .
The argument applies directly to twice continuously differentiable competitors. More generally it holds when is an absolutely continuous function and is square-integrable, the usual finite-energy class for this second derivative roughness penalty. Mere existence of pointwise second derivatives does not by itself guarantee that all displayed integrals exist; the variational statement is understood for admissible competitors with this regularity.