English
Related papers

Related papers: A singular two-phase Stefan problem and particles …

200 papers

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 study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…

Probability · Mathematics 2026-02-12 Graeme Baker , Ben Hambly , Philipp Jettkant

In this paper, we derive fully implementable first order time-stepping schemes for McKean--Vlasov stochastic differential equations (McKean--Vlasov SDEs), allowing for a drift term with super-linear growth in the state component. We propose…

Probability · Mathematics 2021-04-28 Jianhai Bao , Christoph Reisinger , Panpan Ren , Wolfgang Stockinger

One dimensional Stefan problems for a semi-infinite material with temperature dependent thermal coefficients are considered. Existence and uniqueness of solution are obtained imposing a Dirichlet or a Robin type condition at fixed face…

Analysis of PDEs · Mathematics 2019-08-29 Julieta Bollati , María Fernanda Natale , José Abel Semitiel , Domingo Alberto Tarzia

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 prove the existence and uniqueness of solutions to a one-dimensional Stefan Problem for reflected SPDEs which are driven by space-time white noise. The solutions are shown to exist until almost surely positive blow-up times. Such…

Probability · Mathematics 2019-04-11 Ben Hambly , Jasdeep Kalsi

We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…

Probability · Mathematics 2023-08-16 Viktor Bezborodov , Luca Di Persio , Martin Friesen , Peter Kuchling

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

The classical one-phase Stefan problem (without surface tension) allows for a continuum of steady state solutions, given by an arbitrary (but sufficiently smooth) domain together with zero temperature. We prove global-in-time stability of…

Analysis of PDEs · Mathematics 2015-01-05 Mahir Hadžić , Steve Shkoller

A thermodynamically consistent two-phase Stefan problem with temperature-dependent 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 2016-12-20 Jan Pruess , Gieri Simonett , Mathias Wilke

We prove strong convergence to singular limits for a linearized fully inhomogeneous Stefan problem subject to surface tension and kinetic undercooling effects. Different combinations of $\sigma \to \sigma_0$ and $\delta \to\delta_0$, where…

Analysis of PDEs · Mathematics 2016-12-20 Jan Pruess , Juergen Saal , Gieri Simonett

We argue that the celebrated Stefan condition on the moving interphase, accepted in mathematical physics up to now, can not be imposed if energy sources are spatially distributed in the volume. A method based on Tikhonov and Samarskii's…

Mathematical Physics · Physics 2007-05-23 B. F. Kostenko , J. Pribis , I. V. Puzynin

We study multi-phase Stefan problem with increasing Riemann initial data and with generally negative latent specific heats for the phase transitions. We propose the variational formulation of self-similar solutions, which allows to find…

Analysis of PDEs · Mathematics 2023-08-15 Evgeny Yu. Panov

In this paper, we investigate the deterministic multidimensional Skorokhod problem with normal reflection in a family of time-dependent convex domains that are c\`adl\`ag with respect to the Hausdorff metric. We then show the existence and…

Probability · Mathematics 2024-06-11 Imane Jarni , Badr Missaoui , Youssef Ouknine

We develop a new approach to study the long time behaviour of solutions to nonlinear stochastic differential equations in the sense of McKean, as well as propagation of chaos for the corresponding mean-field particle system approximations.…

Probability · Mathematics 2022-11-15 Alain Durmus , Andreas Eberle , Arnaud Guillin , Katharina Schuh

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

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

In this paper, a one-phase Stefan-type problem for a semi-infinite material which has as its main feature a variable latent heat that depends on the power of the position and the velocity of the moving boundary is studied. Exact solutions…

Analysis of PDEs · Mathematics 2018-10-24 Julieta Bollati , Domingo A. Tarzia

Taking into account the recent works \cite{RoTaVe:2020} and \cite{Rys:2020}, we consider a phase-change problem for a one dimensional material with a non-local flux, expressed in terms of the Caputo derivative, which derives in a…

Analysis of PDEs · Mathematics 2021-11-15 Sabrina Roscani , Katarzyna Ryszewska , Lucas Venturato

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