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Lax-Richtmyer equivalence theorem

The Lax-Richtmyer equivalence theorem states that ``a consistent finite-difference scheme for a partial differential equation for which the initial-value problem is well posed is convergent if and only if it is stable.'' For a proof, see [483, Ch. 10].


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``Physical Audio Signal Processing'', by Julius O. Smith III, W3K Publishing, 2010, ISBN 978-0-9745607-2-4.
Copyright © 2014-03-23 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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