H. Krauss et R. Rabenstein, APPLICATION OF MULTIDIMENSIONAL WAVE DIGITAL-FILTERS TO BOUNDARY-VALUE-PROBLEMS, IEEE signal processing letters, 2(7), 1995, pp. 138-140
The application of multidimensional wave digital filter principles to
the numerical solution of partial differential equations has been intr
oduced in various recent publications. However, the examples presented
so far did not explicitly consider boundary conditions. This letter s
hows how to incorporate boundary values into a multidimensional wave d
igital filter. A lossy transmission line of finite extent with given t
erminations is chosen as an example.