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We have looked at a number of methods for solving nonlinear ordinary differential equations, including explicit, implicit, and semi-implicit numerical integration methods. Specific methods included the explicit forward Euler (similar to the finite difference approximation of §7.3.1), backward Euler (implicit), trapezoidal rule (implicit, and equivalent to the bilinear transform of §7.3.2 in the LTI case), and semi-implicit variants of the backward Euler and trapezoidal methods.

As demonstrated and discussed further in [556], implicit methods are generally more accurate than explicit methods for nonlinear systems, with semi-implicit methods (§7.4.6) typically falling somewhere in between. Semi-implicit methods therefore provide a source of improved explicit methods. See [556] and the references therein for a discussion of accuracy and stability of such schemes, as well as applied examples.

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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