Fair Value Measurements - Schedule of Inputs into the Monte Carlo Simulation Model for the Warrant Liabilities and Convertible Promissory Note (Details)	Mar. 31, 2025	Dec. 31, 2024
Risk-free interest rate [Member]
Input
Warrant liabilities measurement inputs	4.11	4.18
Convertible promissory note measurement inputs	4.34	4.18
Expected term (years) [Member]
Input
Warrant liabilities measurement inputs	0.19	0.89
Convertible promissory note measurement inputs	0.19	0.27
Expected volatility [Member]
Input
Warrant liabilities measurement inputs
Convertible promissory note measurement inputs
Exercise price [Member]
Input
Warrant liabilities measurement inputs	11.5	11.5
Convertible promissory note measurement inputs	11.5	11.5
Fair value of Common Stock [Member]
Input
Warrant liabilities measurement inputs	12.43	12.12
Convertible promissory note measurement inputs	12.43	12.12
Convertible promissory note – Ascent [Member] \| Risk-free interest rate [Member]
Input
Convertible promissory note measurement inputs	3.94
Convertible promissory note – Ascent [Member] \| Expected term (years) [Member]
Input
Convertible promissory note measurement inputs	1.67
Convertible promissory note – Ascent [Member] \| Expected volatility [Member]
Input
Convertible promissory note measurement inputs
Convertible promissory note – Ascent [Member] \| Exercise price [Member]
Input
Convertible promissory note measurement inputs	11.5
Convertible promissory note – Ascent [Member] \| Fair value of Common Stock [Member]
Input
Convertible promissory note measurement inputs	12.1