Algorithm for Solving the Sturm–Liouville Problem Based on Three-Point Difference Schemes with High Order of Accuracy
摘要
The eigenvalues and eigenfunctions of the Sturm–Liouville problem are found with the help of three-point difference schemes with high order of accuracy constructed on an arbitrary nonuniform grid. The Newton iterative method was developed for solving three-point difference schemes of this kind. Numerical experiments were performed, in particular, in order to compare the results obtained by using a difference scheme of the sixth order of accuracy with the results of a classical difference scheme of the second order of accuracy. The accumulated results confirm the efficiency of the proposed approach.