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 [495, Ch. 10].

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written by Julius Orion Smith III
Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of Music and Associate Professor (by courtesy) of Electrical Engineering at Stanford's Center for Computer Research in Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music and audio systems. See http://ccrma.stanford.edu/~jos/ for details.