Spectral corrections for Sturm–Liouville problems

Abstract

The numerical solution of the Sturm–Liouville problem can be achieved using shooting to obtain an eigenvalue approximation as a solution of a suitable nonlinear equation and then computing the corresponding eigenfunction. In this paper we use the shooting method both for eigenvalues and eigenfunctions. In integrating the corresponding initial value problems we resort to the boundary value method. The technique proposed seems to be well suited to supplying a general formula for the global discretization error of the eigenfunctions depending on the discretization errors arising from the numerical integration of the initial value problems. A technique to estimate the eigenvalue errors is also suggested, and seems to be particularly effective for the higher-index eigenvalues. Numerical experiments on some classical Sturm–Liouville problems are presented.