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Finite Difference Approximation (FDA)

Consider the simple differential equation relating velocity and force for an ideal mass:


\epsfig{file=eps/lmass.eps,width=6in}


\begin{eqnarray*}
f(t)=m\frac{dv}{dt}
\end{eqnarray*}

Finite Difference Approximation:

\begin{eqnarray*}
\frac{dv}{dt} &\approx& \frac{v_n-v_{n-1}}{T}
\qquad\quad\hb...
...{v_{n+1}-v_{n-1}}{2T}
\qquad\hbox{(\lq\lq centered difference'')}\\
\end{eqnarray*}

E.g.,

$\displaystyle v_n=v_{n-1} + \frac{T}{m} f_n, \quad n=0,1,2,\ldots\,.
$

(FDA for a force-driven mass)



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``Recent Developments in Musical Sound Synthesis Based on a Physical Model'', by Julius O. Smith III, (Stockholm Musical Acoustics Conference (SMAC-03), August 6--9, 2003).
Copyright © 2006-02-19 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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