Hi Tamas, Thanks for your input! Indeed it appears that shape preserving interpolation in higher dimensions is a somewhat tricky problem. Most of the literature I've found is in applied maths journals and not a lot seems to have been transferred to economics, although there's a paper by Cai and Judd <http://books.google.co.uk/books?id=xDhO6L_Psp8C&pg=PA499&lpg=PA499&dq=shape+preserving+interpolation+higher+dimensions&source=bl&ots=8yLHXvILy-&sig=ykAEER_ahDcCckTBZmfcq1cMQUU&hl=en&sa=X&ei=ktplVOjSDcPmav4M&ved=0CDgQ6AEwAg#v=onepage&q=shape%20preserving%20interpolation%20higher%20dimensions&f=false> in the Handbook of Computational Economics, Vol. 3. In any case this discussion is not about Julia anymore, but if it turns out I really have to write some form of shape-preserving higher dimensional interpolation algorithm I'll make sure to make it as general as possible so that it can potentially be added to some Julia interpolation package.
Best, Nils