A symmetric finite difference method for computing eigenvalues of Sturm- Liouville problems (Q2367571)

The Sturm-Liouville eigenvalue problem with real positive eigenvalues is considered. The authors look for a symmetric finite difference method with high orer eigenvalue approximation. They describe a new finite difference scheme which leads to a symmetric five-diagonal generalized matrix eigenvalue problem. It is proved that this matrix problem has positive eigenvalues for sufficiently small \(h\) and, moreover, the convergence of the eigenvalue approximation is of the order 3.