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In this paper we consider a one-dimensional one-phase Stefan problem corresponding to the solidification process of a semi-infinite material with a convective boundary condition at the fixed face. The exact solution of this problem,…

Analysis of PDEs · Mathematics 2018-08-09 Julieta Bollati , José A. Semitiel , Domingo A. Tarzia

Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…

Probability · Mathematics 2018-01-18 Martin Keller-Ressel , Marvin S. Mueller

In this paper we consider the one-phase Stefan problem with surface tension, set in a two-dimensional strip-like geometry, with periodic boundary conditions respect to the horizontal direction $x_1\in\mathbb{T}$. We prove that the system is…

Optimization and Control · Mathematics 2022-09-09 Borjan Geshkovski , Debayan Maity

In this article it is proved the existence of similarity solutions for a one-phase Stefan problem with temperature-dependent thermal conductivity and a Robin condition at the fixed face. The temperature distribution is obtained through a…

Analysis of PDEs · Mathematics 2017-06-22 Andrea N. Ceretani , Natalia N. Salva , Domingo A. Tarzia

In this paper, we derive a thermodynamically consistent non-isothermal diffuse interface model for phase transition and interface evolution involving heat transfer. This model is constructed by integrating concepts from classical…

Analysis of PDEs · Mathematics 2025-08-05 Chun Liu , Jan-Eric Sulzbach , Yiwei Wang

We consider the problem of recovering the initial condition in the one-dimensional one-phase Stefan problem for the heat equation from the knowledge of the position of the melting point. We first recall some properties of the free boundary…

Analysis of PDEs · Mathematics 2021-05-27 Chifaa Ghanmi , Saloua Mani Aouadi , Faouzi Triki

This paper addresses the problem of input-to-state stabilization for a class of parabolic equations with time-varying coefficients, as well as Dirichlet and Robin boundary disturbances. By using time-invariant kernel functions, which can…

Optimization and Control · Mathematics 2024-06-18 Yongchun Bi , Jun Zheng , Guchuan Zhu

From the one-dimensional consolidation of fine-grained soils with threshold gradient, it can be derived a special type of Stefan problems where the seepage front, due to the presence of this threshold gradient, exhibits the features of a…

Analysis of PDEs · Mathematics 2017-03-24 Julieta Bollati , Domingo A. Tarzia

In this article we study a mathematical model of the heat transfer in semi infinite material with a variable cross section, when the radial component of the temperature gradient can be neglected in comparison with the axial component is…

Analysis of PDEs · Mathematics 2022-07-05 Targyn A. Nauryz , Adriana C. Briozzo

The qualitative behavior of a thermodynamically consistent two-phase Stefan problem with surface tension and with or without kinetic undercooling is studied. It is shown that these problems generate local semiflows in well-defined state…

Analysis of PDEs · Mathematics 2015-05-27 Jan Pruess , Gieri Simonett , Rico Zacher

This paper addresses the problem of feedback stabilization of a cascade of two heat equations that are coupled in the boundary conditions, the input being a boundary control for the first component of the cascade. Two distinct control input…

Optimization and Control · Mathematics 2025-06-13 Hugo Lhachemi , Christophe Prieur , Emmanuel Trélat

We study the solutions of the one-phase supercooled Stefan problem with kinetic undercooling, which describes the freezing of a supercooled liquid, in one spatial dimension. Assuming that the initial temperature lies between the equilibrium…

Probability · Mathematics 2020-03-17 Graeme Baker , Mykhaylo Shkolnikov

We consider a probabilistic formulation of a singular two-phase Stefan problem in one space dimension, which amounts to a coupled system of two McKean-Vlasov stochastic differential equations. In the financial context of systemic risk, this…

Probability · Mathematics 2023-04-27 Graeme Baker , Mykhaylo Shkolnikov

The study of tree sap exudation, in which a (leafless) tree generates elevated stem pressure in response to repeated daily freeze-thaw cycles, gives rise to an interesting multi-scale problem involving heat and multiphase liquid/gas…

Analysis of PDEs · Mathematics 2018-07-24 Isabell Konrad , Malte A. Peter , John M. Stockie

This paper discusses the boundary feedback stabilization of a reaction-diffusion equation with Robin boundary conditions and in the presence of a time-varying state-delay. The proposed control design strategy is based on a…

Optimization and Control · Mathematics 2020-03-17 Hugo Lhachemi , Robert Shorten

The present article is dedicated to the forward and backward solution of a transient one-phase Stefan problem. In the forward problem, we compute the evolution of the initial domain for a Stefan problem where the melting temperature varies…

Numerical Analysis · Mathematics 2025-12-17 Marc Dambrine , Helmut Harbrecht

In this paper we formulate a Stefan problem appropriate when the thermophysical properties are distinct in each phase and the phase-change temperature is size or velocity dependent. Thermophysical properties invariably take different values…

Computational Physics · Physics 2019-04-12 Timothy G. Myers , Matthew G. Hennessy , Marc Calvo-Schwarzwälder

We present a novel methodology for designing output-feedback backstepping boundary controllers for an unstable 1-D diffusion-reaction partial differential equation with spatially-varying reaction. Using "folding" transforms the parabolic…

Optimization and Control · Mathematics 2019-08-23 Stephen Chen , Rafael Vazquez , Miroslav Krstic

In this article we consider a mathematical model of an initial stage of closure electrical contact that involves a metallic vaporization after instantaneous exploding of contact due to arc ignition with power $P_0$ on fixed face $z=0$ and…

Analysis of PDEs · Mathematics 2022-07-20 T. A. Nauryz

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