Semi-Implicit Methods

A semi-implicit method for numerical integration is based on an implicit method by using only one iteration of Newton's method [354,555]. This effectively converts the implicit method into a corresponding explicit method. Best results are obtained for highly oversampled systems (i.e., is larger than typical audio sampling rates).

---

Previous: Newton's Method of Nonlinear Minimization
Next: Semi-Implicit Backward Euler

Order a Hardcopy of Physical Audio Signal Processing

---

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.