Sturm?Liouville eigenvalue problems

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1: 28.34 Methods of Computation
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§28.34(ii) Eigenvalues
►Methods for computing the eigenvalues a n ⁡ ( q ) , b n ⁡ ( q ) , and λ ν ⁡ ( q ) , defined in §§28.2(v) and 28.12(i), include: … ►
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    Solution of the matrix eigenvalue problem for each of the five infinite matrices that correspond to the linear algebraic equations (28.4.5)–(28.4.8) and (28.14.4). See Zhang and Jin (1996, pp. 479–482) and §3.2(iv).

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    Asymptotic approximations by zeros of orthogonal polynomials of increasing degree. See Volkmer (2008). This method also applies to eigenvalues of the Whittaker–Hill equation (§28.31(i)) and eigenvalues of Lamé functions (§29.3(i)).

  • … ►Also, once the eigenvalues a n ⁡ ( q ) , b n ⁡ ( q ) , and λ ν ⁡ ( q ) have been computed the following methods are applicable: …
    2: 12.16 Mathematical Applications
    … ►Sleeman (1968b) considers certain orthogonality properties of the PCFs and corresponding eigenvalues. In Brazel et al. (1992) exponential asymptotics are considered in connection with an eigenvalue problem involving PCFs. …
    3: 28.33 Physical Applications
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    §28.33(ii) Boundary-Value Problems
    ►Physical problems involving Mathieu functions include vibrational problems in elliptical coordinates; see (28.32.1). …The general solution of the problem is a superposition of the separated solutions. … ►
    §28.33(iii) Stability and Initial-Value Problems
    … ►References for other initial-value problems include: …
    4: Hans Volkmer
    … ►His book Multiparameter Eigenvalue Problems and Expansion Theorems was published by Springer as Lecture Notes in Mathematics No. …
    5: 3.7 Ordinary Differential Equations
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    §3.7(ii) Taylor-Series Method: Initial-Value Problems
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    §3.7(iii) Taylor-Series Method: Boundary-Value Problems
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    §3.7(iv) Sturm–Liouville Eigenvalue Problems
    … ►The Sturm–Liouville eigenvalue problem is the construction of a nontrivial solution of the system … ►This converts the problem into a tridiagonal matrix problem in which the elements of the matrix are polynomials in λ ; compare §3.2(vi). …
    6: 28.2 Definitions and Basic Properties
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    §28.2(v) Eigenvalues a n , b n
    ►For given ν and q , equation (28.2.16) determines an infinite discrete set of values of a , the eigenvalues or characteristic values, of Mathieu’s equation. When ν ^ = 0 or 1 , the notation for the two sets of eigenvalues corresponding to each ν ^ is shown in Table 28.2.1, together with the boundary conditions of the associated eigenvalue problem. … ►
    Distribution
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    Change of Sign of q
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    7: 3.2 Linear Algebra
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    §3.2(iv) Eigenvalues and Eigenvectors
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    §3.2(v) Condition of Eigenvalues
    … ►When 𝐀 is a symmetric matrix, the left and right eigenvectors coincide, yielding κ ⁡ ( λ ) = 1 , and the calculation of its eigenvalues is a well-conditioned problem. … ►
    §3.2(vii) Computation of Eigenvalues
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    8: Bibliography H
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  • E. Hairer, S. P. Nørsett, and G. Wanner (1993) Solving Ordinary Differential Equations. I. Nonstiff Problems. 2nd edition, Springer Series in Computational Mathematics, Vol. 8, Springer-Verlag, Berlin.
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  • E. Hairer, S. P. Nørsett, and G. Wanner (2000) Solving Ordinary Differential Equations. I. Nonstiff Problems. 2nd edition, Springer-Verlag, Berlin.
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  • E. Hairer and G. Wanner (1996) Solving Ordinary Differential Equations. II. Stiff and Differential-Algebraic Problems. 2nd edition, Springer Series in Computational Mathematics, Vol. 14, Springer-Verlag, Berlin.
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  • G. H. Hardy and J. E. Littlewood (1925) Some problems of “Partitio Numerorum” (VI): Further researches in Waring’s Problem. Math. Z. 23, pp. 1–37.
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  • C. Hunter (1981) Two Parametric Eigenvalue Problems of Differential Equations. In Spectral Theory of Differential Operators (Birmingham, AL, 1981), North-Holland Math. Stud., Vol. 55, pp. 233–241.
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    9: 28.7 Analytic Continuation of Eigenvalues
    §28.7 Analytic Continuation of Eigenvalues
    ►As functions of q , a n ⁡ ( q ) and b n ⁡ ( q ) can be continued analytically in the complex q -plane. The only singularities are algebraic branch points, with a n ⁡ ( q ) and b n ⁡ ( q ) finite at these points. …The normal values are simple roots of the corresponding equations (28.2.21) and (28.2.22). … ► …
    10: 29.21 Tables
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    Ince (1940a) tabulates the eigenvalues a ν m ⁡ ( k 2 ) , b ν m + 1 ⁡ ( k 2 ) (with a ν 2 ⁢ m + 1 and b ν 2 ⁢ m + 1 interchanged) for k 2 = 0.1 , 0.5 , 0.9 , ν = − 1 2 , 0 ⁢ ( 1 ) ⁢ 25 , and m = 0 , 1 , 2 , 3 . Precision is 4D.

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    Arscott and Khabaza (1962) tabulates the coefficients of the polynomials P in Table 29.12.1 (normalized so that the numerically largest coefficient is unity, i.e. monic polynomials), and the corresponding eigenvalues h for k 2 = 0.1 ⁢ ( .1 ) ⁢ 0.9 , n = 1 ⁢ ( 1 ) ⁢ 30 . Equations from §29.6 can be used to transform to the normalization adopted in this chapter. Precision is 6S.