Estimating the Eigenvalues of Sturm–Liouville Problems by Approximating the Differential Equation

This paper is concerned with computing accurate approximations to the eigenvalues and eigenfunctions of regular Sturm–Liouville differential equations. The method consists of replacing the coefficient functions of the given problem by piecewise polynomial functions and then solving the resulting simplified problem. Error estimates in terms of the approximate solutions are established and numerical results are displayed. Since the asymptotic properties for Sturm–Liouville systems are preserved by the approximation, the relative error in the higher eigenvalues is much more uniform than is the case for finite difference or Rayleigh–Ritz methods.