Abstract

We consider finite difference approximations of solutions of inverse Sturm-Liouville problems in bounded intervals. Using three-point finite difference schemes, we discretize the equations on so-called optimal grids constructed as follows: For a staggered grid with 2k points, we ask that the finite difference operator (a k × k Jacobi matrix) and the Sturm-Liouville differential operator share the k lowest eigenvalues and the values of the orthonormal eigenfunctions at one end of the interval. This requirement determines uniquely the entries in the Jacobi matrix, which are grid cell averages of the coefficients in the continuum problem. If these coefficients are known, we can find the grid, which we call optimal because it gives, by design, a finite difference operator with a prescribed spectral measure. We focus attention on the inverse problem, where neither the coefficients nor the grid are known. A key question in inversion is how to parametrize the coefficients, i.e., how to choose the grid. It is clear that, to be successful, this grid must be close to the optimal

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