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PDEs

A partial differential equation (PDE) extends ODEs by adding one or more independent variables (usually spatial variables). For example, the wave equation for the ideal vibrating string adds one spatial dimension $ x$ (along the axis of the string) and may be written as follows:

$\displaystyle K\, y''(x,t) = \epsilon \, {\ddot y}(t)$   (Restoring Force = Inertial Force)$\displaystyle , \protect$ (2.1)

where $ y(x,t)$ denotes the transverse displacement of the string at position $ x$ along the string and time $ t$, and $ y'(x,t)\isdeftext \partial y(x,t)/\partial x$ denotes the partial derivative of $ y$ with respect to $ x$.2.7 The physical parameters in this case are string tension $ K$ and string mass-density $ \epsilon $. This PDE is the starting point for both digital waveguide models (Chapter 6) and finite difference schemesC.2.1).


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About the Author: 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.


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