The ability to connect an accessory volume pedal is fairly common on upper-end and professional digital pianos. While the thought of a volume pedal attached to a piano may at first seem odd, it can actually add some interesting possibilities. Although it can be used to control the volume of the entire instrument, some models will allow you to select which aspects of the instrument are controlled by the pedal. One of my favorite ways to use the volume pedal is to layer an orchestral string voice with the piano voice and have the volume pedal control only the strings. This allows me to fade the strings in and out while the piano remains within its normal dynamic range.
While we're on the subject of pedals, it's worth noting that many instruments allow you to assign different functions to the standard piano pedals. As with the addition of the volume pedal above, this may initially strike you as a strange thing to do, but the presence of the non-piano voices can make sense of the situation. Some of the most common and handiest examples of alternate functions for the less-used sostenuto and soft pedals are pitch bend, rotary-speaker speed control, and triggering rhythm breaks.
Pitch bend, as the name suggests, allows you to temporarily raise or lower the pitch of a note, then allow the note to slide back to its normal pitch. The most common setting is to have a pedal set to lower the pitch of a note by a half step (the very next note below), then allow the pitch to slide back up to normal when the pedal is released. Think of the opening clarinet line in Gershwin's Rhapsody in Blue — the trill leads to an ascending scale, and the player slides to the last note at the top of the scale. This effect is duplicated by depressing the pedal (set for pitch bend) and playing the upper note of the slide at the time you would have played the lower note. The pitch bend will cause the key for the upper note to instead play the lower note; then lift the pedal and you'll slide from the lower note to the upper one. It requires some practice, but isn't as difficult as it sounds.
Setting a pedal for rotary-speaker speed control allows the digital piano player to duplicate the effect produced by the rotating baffle and horns of the classic Leslie speaker, typically used with "drawbar" or "jazz" organ sounds. One of the techniques used by players of this type of organ is switching between the slow Chorus rotation of the speaker and the fast Tremolo rotation. As this is done while playing, being able to tap a pedal to switch speeds makes the effect much easier to use.
One of the easiest and most useful pedal assignments is to trigger a rhythm break. The break is a brief variation in the rhythm or style in use at the time. Once again, the ability to activate a feature without taking your hands off the keyboard makes use of that feature much more spontaneous.
Special controls usually found only on professional stage pianos are the pitch bend and modulation wheels. The pitch-bend wheel acts in the same way as the pitch bend described above, but with a dedicated control instead of a pedal. A number of different effects can be assigned to a modulation wheel, depending on the voice in use or the player's choice. The most common default setting is vibrato, a repeating pattern of up-and-down pitch variation around a note, such as the wavering sound in a singer's voice. The modulation wheel allows the player to control the amount of vibrato in real time while playing. This is particularly useful in creating additional realism with solo instrumental voices such as Saxophone, Violin, and Guitar.