Based on variational properties, we generalize the approximation properties of the univariate natural cubic spline to splines in arbitrary dimensions. In one dimension, the solution of the variational problem { given a = x1 < · · · < xN = b and values f(x1), . . . , f(xN ) in R, find a function s with s(xi)=f(xi), i=1, . . . ,N , that minimizes ‖s‖L2([a,b]) is given by the natural univariate cu...