Computing eigenvalues of singular Sturm-Liouville problems (Q1178513)

Several theorems are presented regarding the convergence of eigenvalues of a sequence of regular Sturm-Liouville problems to the eigenvalues of a singular problem. The singular problem is assumed to be in the limit circle case with separated boundary conditions. The singular system is of the form: (i) \(Ly(t)=\lambda w(t)y(t)\), \(t\in (a,b)\), \(Ly=-(py')'+qy\), (ii) \(U_ 1(y(a))=U_ 2(y(b))=0\), with \(U_ 1\lim_{t\to a}(A_ 1[y,u](t)+A_ 2[y,v](t))\), \(U_ 2\lim_{t\to b}(B_ 1[y,u](t)+B_ 2[y,v](t))\), where \(u\), \(v\) are solutions of (i) for some real \(\lambda_ 0\) and \(A_ 1^ 2+A^ 2_ 2>0\), \(B^ 2_ 1+B^ 2_ 2>0\). The approximating sequence of problems are the same except defined on closed subintervals \([\alpha_ k,\beta_ k]\), \(\alpha_ k\to a\), \(\beta_ k\to b\), \(\alpha_{k+1}<\alpha_ k\), \(\beta_{k+1}>\beta_ k\), \(k=1,2,\dots\). The main result is that every open interval about the eigenvalue \(\lambda_ n(a,b)\) of the singular problem \(n=0,\pm1,\pm2,\dots\) contains an eigenvalue \(\lambda_ k\) of the regular problem \(P(\alpha_ k,\beta_ k)\) for all sufficiently large integers \(k\). The authors develop an algorithm to select \(k(l)\), \(l=0,1,2,\dots\), such that the eigenvalues \(\lambda_{k(l)}\) converge to \(\lambda_ n(a,b)\). A brief description is given of a new code SLEIGN 2 based on the above results which extends the present code SLEIGN, for computation of eigenvalues and eigenfunctions of both regular and singular Sturm- Liouville problems, by allowing the user a free choice of boundary conditions in the limit circle case [cf. \textit{P. B. Bailey, M. K. Gordon, L. F. Shampine}, ACM Trans. Math. Software 4, 193-208 (1978; Zbl 0384.65045)]. Results obtained with the new code are reported.