Finite Difference Approximation

A *finite difference approximation* (FDA) approximates derivatives with
finite differences, *i.e.*,

for sufficiently small .

Equation (7.2) is also known as the *backward difference*
approximation of differentiation.

See §C.2.1 for a discussion of using the FDA to model ideal vibrating strings.

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Center for Computer Research in Music and Acoustics (CCRMA), Stanford University