Vector field interpolation

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Given a discrete set of vectors in $\mathbb{R}^2$, there seem to be algorithms (https://mathematica.stackexchange.com/questions/77701/interpolate-a-discrete-vector-field) that can 'interpolate' these vectors and give a smooth vector field on all of $\mathbb{R}^2$ that matches with the original vectors at their points. How exactly does this work?