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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

We study self-similar solutions of a multi-phase Stefan problem, first in the case of one space variable, and then in the radial multidimensional case. In both these cases we prove that a nonlinear algebraic system for determination of the…

Analysis of PDEs · Mathematics 2024-01-30 Evgeny Yu. Panov

We consider a family of multi-phase Stefan problems for a certain 1-d model of cell-to-cell adhesion and diffusion, which takes the form of a nonlinear forward-backward parabolic equation. In each material phase the cell density stays…

Analysis of PDEs · Mathematics 2010-08-04 K. Anguige

We consider the Stefan problem with surface tension, also known as the Stefan-Gibbs-Thomson problem, in an ambient space of arbitrary dimension. Assuming the radial symmetry of the initial data we introduce a novel "probabilistic" notion of…

Probability · Mathematics 2022-03-30 Sergey Nadtochiy , Mykhaylo Shkolnikov

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

Many metal manufacturing processes involve phase change phenomena, which include melting, boiling, and vaporization. These phenomena often occur concurrently. A prototypical 1D model for understanding the phase change phenomena is the…

Materials Science · Physics 2026-02-11 Yavkreet Swami , Jacob Barajas , Amneet Pal Singh Bhalla

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

The non-local in space two-phase Stefan problem (a prototype in phase change problems) can be formulated via a singular nonlinear parabolic integro-differential equation which admits a unique weak solution. This formulation makes Stefan…

Analysis of PDEs · Mathematics 2021-12-01 Ioannis Athanasopoulos , Luis Caffarelli , Emmanouil Milakis

This paper presents the control design of the two-phase Stefan problem. The two-phase Stefan problem is a representative model of liquid-solid phase transition by describing the time evolutions of the temperature profile which is divided by…

Optimization and Control · Mathematics 2019-05-31 Shumon Koga , Miroslav Krstic

Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…

Probability · Mathematics 2018-10-31 Marvin S. Mueller

A one phase Stefan problem in nonlinear conduction is considered. The problem is shown to admit a unique solution for small times. An exact solution is obtained which is a travelling front moving with constant speed.

Mathematical Physics · Physics 2007-05-23 S. de Lillo , M. C. Salvatori

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 a one-dimensional one-phase Stefan problem with a Neumann boundary condition on the fixed part of the boundary. We construct the unique self-similar solution, and show that starting from arbitrary initial data, solution orbits…

Analysis of PDEs · Mathematics 2024-02-05 Danielle Hilhorst , Sabrina Roscani , Piotr Rybka

We consider an interacting particle system with two species under strong competition dynamics between the two species. Then, through the hydrodynamic limit procedure for the microscopic model, we derive a one-phase Stefan type free boundary…

Probability · Mathematics 2021-06-02 Kohei Hayashi

We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…

Probability · Mathematics 2019-07-18 Nils Detering , Jean-Pierre Fouque , Tomoyuki Ichiba

In this chapter we consider different approximations for the one-dimensional one-phase Stefan problem corresponding to the fusion process of a semi-infinite material with a temperature boundary condition at the fixed face and non-linear…

Statistical Mechanics · Physics 2019-06-21 Julieta Bollati , María F. Natale , José A. Semitiel , Domingo A. Tarzia

We investigate the regularizing behavior of two-phase Stefan problem near initial data. The main step in the analysis is to establish that in any given scale, the scaled solution is very close to a Lipschitz profile in space-time. We…

Analysis of PDEs · Mathematics 2010-12-07 Sunhi Choi , Inwon Kim

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 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

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
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