Die Konvergenz des Rand- und Eigenwertproblems linearer gewöhnlicher Differenzengleichungen

Summary In this paper the convergence of finite difference approximations for the general eigenvalue and boundary value problem of ordinary differential equations is proved under the condition of consistency and stability. The eigenvalues are shown to converge preserving multiplicity. Estimates are given for the rate of convergence of difference quotients and eigenvalues.