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Stability of a Finite-Difference Scheme

A finite-difference scheme is said to be stable if it forms a digital filter which is at least marginally stable [452].

To distinguish between the stable and marginally stable cases, we may classify a finite-difference scheme as strictly stable, marginally stable, or unstable.


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``Physical Audio Signal Processing'', by Julius O. Smith III, W3K Publishing, 2010, ISBN 978-0-9745607-2-4.
Copyright © 2014-06-11 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
CCRMA