On the eigenvectors of a finite-difference approximation to the Sturm-Liouville eigenvalue problem

Author:

Gekeler Eckart

Abstract

This paper is concerned with a centered finite-difference approximation to to the nonselfadjoint Sturm-Liouville eigenvalue problem \[ L [ u ] = [ a ( x ) u x ] x b ( x ) u x + c ( x ) u = λ u , 0 > x > 1 , u ( 0 ) = u ( 1 ) = 0. \begin {array}{*{20}{c}} {L[u] = - {{[a(x){u_x}]}_x} - b(x){u_x} + c(x)u = \lambda u,\quad 0 > x > 1,} \hfill \\ {u(0) = u(1) = 0.} \hfill \\ \end {array} \] It is shown that the eigenvectors W p {W_p} of the M × M M \times M -matrix ( Δ x = 1 / ( M + 1 ) \Delta x = 1/(M + 1) mesh size), which approximates L, are bounded in the maximum norm independent of M if they are normalized so that | W p | 2 = 1 |{W_p}{|_2} = 1 .

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Reference11 articles.

1. Über Konvergenzsätze, die sich bei der Anwendung eines Differenzenverfahrens auf ein Sturm-Liouvillesches Eigenwertproblem ergeben;Bückner, H.;Math. Z.,1948

2. Finite-difference methods and the eigenvalue problem for nonselfadjoint Sturm-Liouville operators;Carasso, Alfred;Math. Comp.,1969

3. An analysis of “boundary-value techniques” for parabolic problems;Carasso, Alfred;Math. Comp.,1970

4. R. COURANT & D. HILBERT, Methoden der Mathematischen Physik. Vol. 1, Interscience, New York, 1953. MR 16, 426.

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