Error analysis in the approximation of Sturm-Liouville spectral density functions (Q1815460)

An analysis is made of the order of error in a method of numerical approximation to the spectral function for the singular Sturm-Liouville (SL) problem on a half infinite interval. Let \(\rho(t)\) be the spectral function of the singular problem on \([a,\infty)\) and let \(\rho_b(t)\) be the spectral function for the regular truncated problem defined on \([a,b]\). \(\widehat \rho_b(t)\) will be a computed approximation to \(\rho_b(t)\) and \(\widehat I\widehat \rho_b(t)\) an approximation to \(\rho(t)\) obtained by interpolation of \(\widehat \rho_b(t)\). We may write (i) \(|\rho(t)-\widehat I\widehat \rho_b(t)|=E_1(t)+E_2(t)\) where \(E_1=|I\rho_b(t)-\widehat I\widehat \rho_b(t)|\), \(E_2=|\rho(t)-I\rho_b(t)|\) and \(I\rho_b(t)\) is the interpolation scheme applied to \(\rho_b(t)\). Let \(h_i^\ell\), \(i=0,1,\dots,2^\ell N\), \(\ell=0,1,\dots,\) be mesh lengths associated with a sequence of meshes on \([a,b]\) which are generated recursively by bisection, \(H_\ell=\max_i h_i^\ell\). The authors prove that if the coefficients of the SL operators are \(C^4[a,b]\) then (i) \(|\rho_b(t)-\widehat\rho_b(t)|=O(H_\ell^2)\), \(\ell\to \infty\), (ii) \(E_1(t)=|I\rho_b^\ell(t)-\widehat I\widehat\rho_b^\ell(t)|= O(H_\ell^2)\), \(\ell\to\infty\), where \(I\) is one of three possible interpolation procedures. Asymptotic behavior of \(E_2(t)\) is studied for three SL systems. For the first no asymptotic formula is obtained. In the second \(E_2(t)=O(1/b)\), \(b\to \infty\), and in the third \(E_2(t)=O(1/\text{ln}^2b)\), \(b\to \infty\). The analysis applies to the author's package SLEDGE used for computation of spectral functions [ACM Trans. Math. Software, 19, 360-376 (1993)].