Numerical integration of partial differential equations by means of multidimensional wave digital filters

A method is proposed for simulating a continuous-domain passive physical system (described by partial differential equations (PDEs)) by means of a discrete-domain passive system (described by difference equations). The latter can be realized according to the principles of multidimensional wave digital filters. This leads to an approach for numerical integration of PDEs that preserves all aspects of robustness (i.e. stability etc.) and is applicable to situations with nonconstant parameters and arbitrary boundary conditions