On a correction of Numerov-like eigenvalue approximations for Sturm- Liouville problems (Q1184789)

For the Sturm-Liouville problem \((py')'-ry=-\lambda\rho y\) with boundary conditions of the form \(\sigma_ 1y'(a)+\sigma_ 2y(a)=\sigma_ 3y'(b)+\sigma_ 4y(b)=0\) (or with another kind of non-separated boundary conditions), the authors propose to apply a finite difference scheme which replaces the solution by a mixed classical and trigonometric polynomial of the following form: \(a\cos(\bar kx)+b\cos (\bar kx)+\sum^{q-2}_{i=0}c_ ix^ i\). The coefficient \(\bar k\) is related to the approximatively periodic character of the eigenfunction to be found and, in general, its values near to optimal should depend on the given eigenpair. General formulas for such a finite difference scheme were derived in another paper of the authors [Numer. Math. 59, No. 3, 243-254 (1991; Zbl 0707.65059)]. Here the authors propose to replace the coefficient \(\bar k\) by some variable coefficient \(\bar k_ p\) depending on the grid point \(x_ p=x_ 0+hp\). This suggested choice is such that corresponding remainder term vanishes at \(x_ p\). The paper contains several numerical examples showing that such a choice improves the accuracy with respect to the method using the constant \(\bar k\).