Stability of a Finite Difference Scheme

A finite difference scheme is said to be stable if it forms a digital filter which is at least marginally stable [460].

To distinguish between the stable and marginally stable cases, we may classify a finite difference scheme as strictly stable, marginally stable, or unstable.

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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.