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The Stefan problem is a classical free-boundary problem that models phase-change processes and poses computational challenges due to its moving interface and nonlinear temperature-phase coupling. In this work, we develop a physics-informed…

Computational Physics · Physics 2025-12-17 Che-Chia Chang , Te-Sheng Lin , Ming-Chih Lai

The classical Stefan problem is one of the most studied free boundary problems of evolution type. Recently, there has been interest in treating the corresponding free boundary problem with nonlocal diffusion. We start the paper by reviewing…

Analysis of PDEs · Mathematics 2020-02-05 Félix del Teso , Jørgen Endal , Juan Luis Vázquez

We propose a level-set approach to characterize the region occupied by the solid in Stefan problems with and without surface tension, based on their recent probabilistic reformulation. The level-set function is parameterized by a…

Numerical Analysis · Mathematics 2023-06-21 Mykhaylo Shkolnikov , H. Mete Soner , Valentin Tissot-Daguette

Over the past years, inverse problems in partial differential equations have garnered increasing interest among scientists and engineers. However, due to the lack of conventional stability, nonlinearity and non-convexity, these problems are…

Numerical Analysis · Mathematics 2025-03-11 Feng Chen , Kegan Li , Yiran Meng , Zhiyi Xiao , Pengqi Wu

The inverse Stefan problem, as a typical phase-change problem with moving boundaries, finds extensive applications in science and engineering. Recent years have seen the applications of physics-informed neural networks (PINNs) to solving…

Machine Learning · Computer Science 2025-10-27 Pei-Zhi Zhuang , Ming-Yue Yang , Fei Ren , Hong-Ya Yue , He Yang

We introduce and analyze a nonlocal version of the one-phase Stefan problem in which, as in the classical model, the rate of growth of the volume of the liquid phase is proportional to the rate at which energy is lost through the…

Analysis of PDEs · Mathematics 2018-05-09 Carmen Cortázar , Fernando Quirós , Noemí Wolanski

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

We derive various novel free boundary problems as limits of a coupled bulk-surface reaction-diffusion system modelling ligand-receptor dynamics on evolving domains. These limiting free boundary problems may be formulated as Stefan-type…

Analysis of PDEs · Mathematics 2024-07-24 Amal Alphonse , Diogo Caetano , Charles M. Elliott , Chandrasekhar Venkataraman

We consider a one-dimensional one-phase inverse Stefan problem for the heat equation. It consists in recovering a boundary influx condition from the knowledge of the position of the moving front, and the initial state. We derived a…

Analysis of PDEs · Mathematics 2020-02-24 Chifaa Ghanmi , Saloua Mani-Aouadi , Faouzi Triki

This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…

Analysis of PDEs · Mathematics 2023-02-06 M. Ogren

Classical numerical methods for solving partial differential equations suffer from the curse dimensionality mainly due to their reliance on meticulously generated spatio-temporal grids. Inspired by modern deep learning based techniques for…

Machine Learning · Statistics 2018-04-20 Maziar Raissi

Many phenomena in physics, including light, water waves, and sound, are described by wave equations. Given their coefficients, wave equations can be solved to high accuracy, but the presence of the wavelength scale often leads to large…

Computational Physics · Physics 2025-02-19 Timo Gahlmann , Philippe Tassin

We develop a new variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework,…

Analysis of PDEs · Mathematics 2015-06-09 Ugur G. Abdulla

Inverse problems arise in a number of domains such as medical imaging, remote sensing, and many more, relying on the use of advanced signal and image processing approaches -- such as sparsity-driven techniques -- to determine their…

Machine Learning · Computer Science 2019-02-01 Jaweria Amjad , Zhaoyan Lyu , Miguel R. D. Rodrigues

We show how the Stefan type free boundary problem with random diffusion in one space dimension can be approximated by the corresponding free boundary problem with nonlocal diffusion. The approximation problem is a slightly modified version…

Analysis of PDEs · Mathematics 2020-03-13 Yihong Du , Wenjie Ni

We consider approximations of the Stefan-type condition by imbalances of volume closely around the inner interface and study convergence of the solutions of the corresponding semilinear stochastic moving boundary problems. After a…

Probability · Mathematics 2018-10-29 Marvin S. Mueller

We proposed the boundary-integral type neural networks (BINN) for the boundary value problems in computational mechanics. The boundary integral equations are employed to transfer all the unknowns to the boundary, then the unknowns are…

Machine Learning · Computer Science 2023-05-26 Jia Sun , Yinghua Liu , Yizheng Wang , Zhenhan Yao , Xiaoping Zheng

We report on a general purpose method for the scalar Stefan problem inspired by the standard boundary updating method used in several existence proofs. By suitably modifying it we can solve numerically any kind of Stefan problem. We present…

Numerical Analysis · Mathematics 2022-02-15 Evangelos F. Magirou , Paraskevas Vassalos , Nikolaos Barakitis

The boundary control problem is a non-convex optimization and control problem in many scientific domains, including fluid mechanics, structural engineering, and heat transfer optimization. The aim is to find the optimal values for the…

Machine Learning · Computer Science 2023-10-25 Zenin Easa Panthakkalakath , Juraj Kardoš , Olaf Schenk

We present PFNN, a penalty-free neural network method, to efficiently solve a class of second-order boundary-value problems on complex geometries. To reduce the smoothness requirement, the original problem is reformulated to a weak form so…

Numerical Analysis · Mathematics 2021-02-03 Hailong Sheng , Chao Yang
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