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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 [458, Ch. 10].

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[How to cite and copy this work] 
``Physical Audio Signal Processing for Virtual Musical Instruments and Digital Audio Effects'', by Julius O. Smith III, (December 2005 Edition).
Copyright © 2006-07-01 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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