Correction of Numerov's eigenvalue estimates (Q760188)
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English | Correction of Numerov's eigenvalue estimates |
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Correction of Numerov's eigenvalue estimates (English)
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1985
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The error in the estimate of the kth eigenvalue of a regular Sturm- Liouville problem obtained by Numerov's method with mesh length h is \(O(k^ 6h^ 4)\). It is proved here that a simple asymptotic correction technique of the second author, \textit{F. R. de Hoog} and \textit{R. S. Anderssen} [Computing 26, 123-139 (1981; Zbl 0436.65063)] reduces the error to one of \(O(k^ 3h^ 4)\). The correction requires negligible extra effort and numerical results show that it is useful even for low values of k.
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regular Sturm-Liouville problem
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Numerov's method
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asymptotic correction technique
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numerical results
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