where A is the Laplacian and Q the region enclosed by the edge of the membrane. The fixed membrane problem and the analogous problem where A is replaced by a more general uniformly elliptic operator L are the problems to be treated. We approximate the eigenvalues A and eigenfunctions of such problems by the method of finite differences. A uniform mesh is placed on R and at the mesh points L is approximated by a difference operator. This leads to an algebraic eigenvalue problem which is generally easier to solve than the original problem. An important question is then how well the algebraic eigenvalues and eigenvectors approximate the A and their associated eigenfunctions. In this paper we give asymptotic estimates for this error as the mesh width tends to zero. The main results are Theorems 5.1 and 6.4, which are applied to specific examples in ? 7. As early as 1917 Richardson [31] gave an analysis for a difference approximation to the membrane problem on a rectangle (although claiming more general regions could be treated). Richardson showed boundedness and equicontinuity of the discrete eigenvectors with respect to the mesh, proving convergence to a continuous eigenfunction for some subsequence. In 1928, Courant, Friedrichs and Lewy [11], using some of Richardson's ideas, gave a more sophisticated analysis of a difference method for the Dirichlet problem for Laplace's equation on a general region with boundary having piecewise continuously-turning tangent. The boundary values were treated by transferring them to nearby mesh points. It was also indicated how the eigenvalue problem could be treated by the same method. Efimenko [14] in 1938 carried out these indications in detail. Lyusternik [26] has given a complete analysis for the type of approximation which transfers boundary data on regions whose boundaries are sufficiently smooth that any functions continuous on them can be continuously extended to the whole plane. None of the above papers estimate the asymptotic rate of convergence. Weinberger [40], [41] has demonstrated how boundary-transfer type approximations can be used to give upper and lower bounds to the eigenvalues of the membrane and more general problems by a very ingenious use of variational
Read full abstract