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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

We investigate the dynamics of two interacting diffusing particles in an infinite effectively one dimensional system; the particles interact through a step-like potential of width b and height phi_0 and are allowed to pass one another. By…

Biomolecules · Quantitative Biology 2009-11-13 Tobias Ambjornsson , Robert J. Silbey

We consider an infinite system of coupled stochastic differential equations (SDE) describing dynamics of the following infinite particle system. Each partricle is characterised by its position $x\in \mathbb{R}^{d}$ and internal parameter…

Functional Analysis · Mathematics 2025-02-21 Georgy Chargaziya , Alexei Daletskii

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 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

This study investigates the melting process of a three-phase Stefan problem in a semi-infinite material, imposing a convective boundary condition at the fixed face. By employing a similarity-type transformation, the problem is reduced to a…

Analysis of PDEs · Mathematics 2025-02-11 Julieta Bollati , María Fernanda Natale , José Abel Semitiel , Domingo Alberto Tarzia

We propose an interacting particle system to model the evolution of a system of banks with mutual exposures. In this model, a bank defaults when its normalized asset value hits a lower threshold, and its default causes instantaneous losses…

Probability · Mathematics 2017-05-03 Sergey Nadtochiy , Mykhaylo Shkolnikov

In this work, we consider the outer Stefan problem for the short-time prediction of the spread of a volatile asset traded in a financial market. The stochastic equation for the evolution of the density of sell and buy orders is the Heat…

Probability · Mathematics 2023-02-21 D. C. Antonopoulou , D. Farazakis , G. Karali

The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…

Fluid Dynamics · Physics 2016-03-02 N Machicoane , M López-Caballero , L Fiabane , J-F Pinton , M Bourgoin , J Burguete , R Volk

This paper concerns the null controllability of the two-phase 1D Stefan problem with distributed controls. This is a free-boundary problem that models solidification or melting processes. In each phase, a parabolic equation, completed with…

Optimization and Control · Mathematics 2024-02-13 Raul K. C. Araújo , Enrique Fernández-Cara , Juan Límaco , Diego A. Souza

We consider the supercooled Stefan problem, which captures the freezing of a supercooled liquid, in one space dimension. A probabilistic reformulation of the problem allows to define global solutions, even in the presence of blow-ups of the…

Probability · Mathematics 2022-05-18 Francois Delarue , Sergey Nadtochiy , Mykhaylo Shkolnikov

We establish certain oscillation estimates for weak solutions to nonlinear, anomalous phase transitions modeled on the nonlocal two-phase Stefan problem. The problem is singular in time, is scaling deficient and influenced by far-off…

Analysis of PDEs · Mathematics 2025-04-25 Kyeongbae Kim , Ho-Sik Lee , Harsh Prasad

In this paper we study double phase problems with nonlinear boundary condition and gradient dependence. Under quite general assumptions we prove existence results for such problems where the perturbations satisfy a suitable behavior in the…

Analysis of PDEs · Mathematics 2021-05-19 Said El Manouni , Greta Marino , Patrick Winkert

This paper presents results for the sampled-data boundary feedback control to the Stefan problem. The Stefan problem represents a liquid-solid phase change phenomenon which describes the time evolution of a material's temperature profile…

Optimization and Control · Mathematics 2019-06-05 Shumon Koga , Iasson Karafyllis , Miroslav Krstic

In this paper a one-phase Stefan problem with size-dependent thermal conductivity is analysed. Approximate solutions to the problem are found via perturbation and numerical methods, and compared to the Neumann solution for the equivalent…

Other Condensed Matter · Physics 2019-01-04 Francesc Font

We consider the Skorokhod problem in a time-varying interval. We prove existence and uniqueness for the solution. We also express the solution in terms of an explicit formula. Moving boundaries may generate singularities when they touch. We…

Probability · Mathematics 2007-12-19 Krzysztof Burdzy , Weining Kang , Kavita Ramanan

We study a McKean--Vlasov equation arising from a mean-field model of a particle system with positive feedback. As particles hit a barrier they cause the other particles to jump in the direction of the barrier and this feedback mechanism…

Probability · Mathematics 2024-03-27 Ben Hambly , Sean Ledger , Andreas Sojmark

An active Brownian particle is a minimal model for a self-propelled colloid in a dissipative environment. Experiments and simulations show that, in the presence of boundaries and obstacles, active Brownian particle systems approach…

Soft Condensed Matter · Physics 2024-01-17 Caleb G. Wagner , Michael F. Hagan , Aparna Baskaran

In this contribution tracking control designs using output feedback are presented for a two-phase Stefan problem arising in the modeling of the Vertical Gradient Freeze process. The two-phase Stefan problem, consisting of two coupled free…

Optimization and Control · Mathematics 2025-02-14 Stefan Ecklebe , Frank Woittennek , Jan Winkler , Christiane Frank-Rotsch , Natasha Dropka

Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under moderate regularity conditions on the drift and diffusion coefficients. Both drift and diffusion depend on the marginal measure of the…

Probability · Mathematics 2023-01-02 Alexander Veretennikov
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