You should take a look at http://en.wikipedia.org/wiki/Bezier_curve
Or just http://upload.wikimedia.org/wikipedia/commons/thumb/2/2d/Bezier_2_big.gif/240px-Bezier_2_big.gif
If the coordinates of the start/end points of the two lines are known, you can simply calculate an bezier curve follows the methods in the link above.
If not (for example with an bitmap like what you post), you can do Hough Transform first to extract the coordinates