An iterative method for the numerical solution of two-parameter eigenvalue problems

Abstract

Two-parameter Sturm-Liouville (S-L) eigenvalue problems arise in solving the Helmholtz equation (also the Laplace equation) by separation of variables. This paper presents an iterative method for the numerical solution of discreted two-parameter eigenvalue problems and analyses the accuracy of finite difference approximations to the eigenvalues of two-parameter S-L eigenproblems. Some numerical results are also reported.

Keywords:

• Two-parameter eigenvalue problem
• generalized eigenvalue problem
• iteration
• dis-cretization error

C.R.Categories:

• G1.3
• G1.7