A finite difference method for free boundary problems |
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| Authors: | Bengt Fornberg |
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| Affiliation: | University of Colorado, Department of Applied Mathematics, 526 UCB, Boulder, CO 80309, USA |
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| Abstract: | Fornberg and Meyer-Spasche proposed some time ago a simple strategy to correct finite difference schemes in the presence of a free boundary that cuts across a Cartesian grid. We show here how this procedure can be combined with a minimax-based optimization procedure to rapidly solve a wide range of elliptic-type free boundary value problems. |
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| Keywords: | 65N06 |
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