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We study the supercooled Stefan problem in arbitrary dimensions. First, we study general solutions and their irregularities, showing generic fractal freezing and nucleation, based on a novel Markovian gluing principle. In contrast, we then…

Analysis of PDEs · Mathematics 2025-12-12 Raymond Chu , Inwon Kim , Sebastian Munoz

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…

Probability · Mathematics 2022-03-21 Vadim Kaushansky , Christoph Reisinger , Mykhaylo Shkolnikov , Zhuo Qun Song

We derive two weak formulations for the supercooled Stefan problem with transport noise on a half-line: one captures a continuously evolving system, while the other resolves blow-ups by allowing for jump discontinuities in the evolution of…

Probability · Mathematics 2026-03-10 Sean Ledger , Andreas Sojmark

We study the free boundary in the supercooled Stefan problem, a classical model for the solidification of water below its freezing temperature. In contrast with the melting problem, physical experiments and heuristics indicate that the…

Analysis of PDEs · Mathematics 2025-12-12 Max Engelstein , Inwon Kim , Sebastian Munoz

Supercooled Stefan problems describe the evolution of the boundary between the solid and liquid phases of a substance, where the liquid is assumed to be cooled below its freezing point. Following the methodology of Delarue, Nadtochiy and…

Probability · Mathematics 2022-06-15 Christa Cuchiero , Stefan Rigger , Sara Svaluto-Ferro

The classical one-phase Stefan problem describes the temperature distribution in a homogeneous medium undergoing a phase transition, such as ice melting to water. This is accomplished by solving the heat equation on a time-dependent domain…

Analysis of PDEs · Mathematics 2013-10-22 Mahir Hadžić , Steve Shkoller

We study the regularity and well-posedness of physical solutions to the supercooled Stefan problem. Assuming only that the initial temperature is integrable, we prove that the free boundary, known to have jump discontinuities as a function…

Analysis of PDEs · Mathematics 2026-04-08 Sebastian Munoz

The two-phase Stefan problem describes the temperature distribution in a homogeneous medium undergoing a phase transition such as ice melting to water. This is accomplished by solving the heat equation on a time-dependent domain, composed…

Analysis of PDEs · Mathematics 2016-07-05 Mahir Hadzic , Gustavo Navarro , Steve Shkoller

We prove the global-time existence of weak solutions to the supercooled Stefan problem. Our result holds in general space dimensions and with a general class of initial data. In addition, our solution is maximal in the sense of a certain…

Analysis of PDEs · Mathematics 2026-04-21 Sunhi Choi , Inwon C. Kim , Young-Heon Kim

We study the one-dimensional one-phase Stefan problem for the heat equation with a nonlinear boundary condition. We show that all solutions fall into one of three distinct types: global-in-time solutions with exponential decay,…

Analysis of PDEs · Mathematics 2025-10-31 Kensho Araya , Kazuhiro Ishige

We study the Stefan problem with surface tension and radially symmetric initial data. In this context, the notion of a so-called physical solution, which exists globally despite the inherent blow-ups of the melting rate, has been recently…

Analysis of PDEs · Mathematics 2023-06-06 Yucheng Guo , Sergey Nadtochiy , Mykhaylo Shkolnikov

We prove uniqueness of the maximal weak solutions to the supercooled Stefan problem in 1 dimension. This follows by showing that in 1 dimension, the optimal solution of the corresponding free target optimal transport problem given in…

Analysis of PDEs · Mathematics 2026-01-05 Kai Hong Chau , Young-Heon Kim , Mathav Murugan

We study the one-phase one-dimensional supercooled Stefan problem with oscillatory initial conditions. In this context, the global existence of so-called physical solutions has been shown recently in [CRSF20], despite the presence of…

Probability · Mathematics 2023-11-14 Scander Mustapha , Mykhaylo Shkolnikov

This paper is devoted to the study of the regularity of solutions to some systems of reaction--diffusion equations, with reaction terms having a subquadratic growth. We show the global boundedness and regularity of solutions, without…

Analysis of PDEs · Mathematics 2009-01-29 M. Cristina Caputo , Alexis Vasseur

We consider the two dimensional free boundary Stefan problem describing the evolution of a spherically symmetric ice ball $\{r\leq \lambda(t)\}$. We revisit the pioneering analysis of [20] and prove the existence in the radial class of…

Analysis of PDEs · Mathematics 2017-12-04 Mahir Hadzic , Pierre Raphael

We consider two implicit approximation schemes of the one-dimensional supercooled Stefan problem and prove their convergence, even in the presence of finite time blow-ups. All proofs are based on a probabilistic reformulation recently…

Numerical Analysis · Mathematics 2022-06-30 Christa Cuchiero , Christoph Reisinger , Stefan Rigger

We consider (a variant of) the external multi-particle diffusion-limited aggregation (MDLA) process of Rosenstock and Marquardt on the plane. Based on the recent findings of [11], [10] in one space dimension it is natural to conjecture that…

Probability · Mathematics 2021-02-19 Sergey Nadtochiy , Mykhaylo Shkolnikov , Xiling Zhang

We formulate and solve a free target optimal Brownian stopping problem from a given distribution while the target distribution is free and is conditioned to satisfy a given density height constraint. The free target optimization problem…

Probability · Mathematics 2024-01-01 Inwon C. Kim , Young-Heon Kim

We study the regularity of the bounded self-similar solution to the one-phase Stefan problem with fractional diffusion posed on the whole line. In terms of the enthalpy $h(x,t)$, the evolution problem reads \[ \begin{cases} \partial_t h +…

Analysis of PDEs · Mathematics 2025-12-22 Marcos Llorca , Juan Luis Vázquez

We study a class of one-dimensional interacting particle systems with random boundaries as a microscopic model for Stefan's melting and freezing problem. We prove that under diffusive rescaling these particle systems exhibit a hydrodynamic…

Probability · Mathematics 2007-05-23 Claudio Landim , Glauco Valle
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