A New Fourth-order Finite-difference Method for Computing Eigenvalues of Fourth-order Two-point Boundary-value Problems
M. M. Chawla · IMA Journal of Numerical Analysis · 1983
We present a new finite-difference method for computing eigenvalues of two-point boundary-value problems involving a fourth-order differential equation. Our finite-difference method leads to a generalized seven-diagonal symmetric-matrix eigenvalue problem and provides O(h4)-convergent approximations for the eigenvalues.