On boundary immobilization for one-dimensional Stefan-type problems with a moving boundary having initially parabolic-logarithmic behaviour
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DOI: 10.1016/j.amc.2022.127803
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- R. Company & V. N. Egorova & L. Jódar, 2014. "Solving American Option Pricing Models by the Front Fixing Method: Numerical Analysis and Computing," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-9, April.
- J. D. Evans & R. Kuske & Joseph B. Keller, 2002. "American options on assets with dividends near expiry," Mathematical Finance, Wiley Blackwell, vol. 12(3), pages 219-237, July.
- Mitchell, S.L. & Vynnycky, M., 2021. "An accuracy-preserving numerical scheme for parabolic partial differential equations subject to discontinuities in boundary conditions," Applied Mathematics and Computation, Elsevier, vol. 400(C).
- Florio, B.J. & Vynnycky, M. & Mitchell, S.L. & O’Brien, S.B.G., 2015. "Mould-taper asymptotics and air gap formation in continuous casting," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 1122-1139.
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- Casabán, M.-C. & Company, R. & Egorova, V.N. & Jódar, L., 2024. "A random free-boundary diffusive logistic differential model: Numerical analysis, computing and simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 221(C), pages 55-78.
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Keywords
Stefan problem; Boundary immobilization; Moving boundary; Parabolic-logarithmic behaviour;All these keywords.
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