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A collocation method for eigenvalue problems
Authors:R Winther
Institution:1. Matematisk Institutt Avd. D, Universitetet I Oslo, Blindern, Oslo 3, Norway
Abstract:Approximations to the eigenvalues ofmth-order linear eigenvalue problems are determined by using a collocation method with piecewise-polynomial functions of degreem+d possessingm continuous derivatives as basis functions. It is shown that for a general class of problems the error in these approximations is at leastO(h(II)] d+1) whereh(II) is the maximal subinterval length. The question of stability of the discretized problems is also considered. It is not assumed that the eigenvalue problems are in any sense self-adjoint.
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