A Collocation/Quadrature-Based Sturm-Liouville Problem Solver

Abstract

We present a computational method for solving a class of boundary-value problemsin Sturm-Liouville form. The algorithms are based on global polynomialcollocation methods and produce discrete representationsof the eigenfunctions. Error control is performed by evaluating theeigenvalue problem residuals generated when the eigenfunctions are interpolatedto a finer discretization grid; eigenfunctions thatproduce residuals exceeding an infinity-norm bound are discarded.Because the computational approach involves the generationof quadrature weights and discrete differentiation operations, our computationalmethods provide a convenient framework for solving boundary-value problemsby eigenfunction expansion and other projection methods.