Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem
The supercooled Stefan problem and its variants describe the freezing of a supercooled liquid in physics, as well as the large system limits of systemic risk models in finance and of integrate-and-fire models in neuroscience. Adopting the physics terminology, the supercooled Stefan problem is known...
Main Authors: | , , , |
---|---|
Format: | Journal article |
Language: | English |
Published: |
Institute of Mathematical Statistics
2023
|