Non-Iterative Solvers For Nonlinear Problems: The Case of Collisions

Michele Ducceschi; Stefan Bilbao
DAFx-2019 - Birmingham
Nonlinearity is a key feature in musical instruments and electronic circuits alike, and thus in simulation, for the purposes of physics-based modeling and virtual analog emulation, the numerical solution of nonlinear differential equations is unavoidable. Ensuring numerical stability is thus a major consideration. In general, one may construct implicit schemes using well-known discretisation methods such as the trapezoid rule, requiring computationally-costly iterative solvers at each time step. Here, a novel family of provably numerically stable time-stepping schemes is presented, avoiding the need for iterative solvers, and thus of greatly reduced computational cost. An application to the case of the collision interaction in musical instrument modeling is detailed.