A fourth order method for the Sturm-Liouville eigenproblem (Q918157)

The authors extend the finite difference analogue given by \textit{A. A. Samarskij} and \textit{V. B. Andreev} [Difference methods for elliptic equations (1976); see the review of the French translation (1978; Zbl 0377.35004)] for the Sturm-Liouville two-point boundary value problem to the eigenproblem. Using a correction procedure, it is shown that the errors for each eigenvalue and its corresponding eigenfunction are \(O(h^ 4)\).