Numerical solution of multiparameter spectral problems by high order finite different schemes

We report on the progress achieved in the numerical simulation of self-adjoint multiparameter spectral problems for ordinary differential equations. We describe how to obtain a discrete problem by means of High Order Finite Difference Schemes and discuss its numerical solution. Based on this approach, we also define a recursive algorithm to compute approximations of the parameters by means of the solution of a set of problems converging to the original one