Newton-product integration for a two-phase Stefan problem with kinetics

MaRDI QIDQ2249189zbMATH OpenFDO

Authors Yanyan Li

Publication date 9 July 2014

Published in Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

convergencenumerical exampleNewton's methodnonlinear Volterra integral equationstwo-phase Stefan problemproduct integrationkinetic function

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Systems of nonlinear integral equations (45G15) Stefan problems, phase changes, etc. (80A22)

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Cited in

(4)

• Solution of the time discretized Stefan problem by Newton's method
• Numerical solution of one-phase Stefan problem for the non-classical heat equation with a convective condition
• Numerical solution for system of singular nonlinear Volterra integro-differential equations by Newton-Product method
• Robust numerical algorithm to the European option with illiquid markets

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