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We prove uniqueness of the maximal weak solutions to the supercooled Stefan problem in 1 dimension. This follows by showing that in 1 dimension, the optimal solution of the corresponding free target optimal transport problem given in…

Analysis of PDEs · Mathematics 2026-01-05 Kai Hong Chau , Young-Heon Kim , Mathav Murugan

We formulate and solve a free target optimal Brownian stopping problem from a given distribution while the target distribution is free and is conditioned to satisfy a given density height constraint. The free target optimization problem…

Probability · Mathematics 2024-01-01 Inwon C. Kim , Young-Heon Kim

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 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 study the one-phase one-dimensional supercooled Stefan problem with oscillatory initial conditions. In this context, the global existence of so-called physical solutions has been shown recently in [CRSF20], despite the presence of…

Probability · Mathematics 2023-11-14 Scander Mustapha , Mykhaylo Shkolnikov

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 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

We study the regularity and well-posedness of physical solutions to the supercooled Stefan problem. Assuming only that the initial temperature is integrable, we prove that the free boundary, known to have jump discontinuities as a function…

Analysis of PDEs · Mathematics 2026-04-08 Sebastian Munoz

We assume that the Stefan problem with undercooling has a classical solution until the moment of contact of free boundaries and the free boundaries have finite velocities until the contact. Under these assumptions, we construct a smooth…

Mathematical Physics · Physics 2007-05-23 V. G. Danilov

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

We consider (a variant of) the external multi-particle diffusion-limited aggregation (MDLA) process of Rosenstock and Marquardt on the plane. Based on the recent findings of [11], [10] in one space dimension it is natural to conjecture that…

Probability · Mathematics 2021-02-19 Sergey Nadtochiy , Mykhaylo Shkolnikov , Xiling Zhang

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 consider an infinite system of particles on the positive real line, initiated from a Poisson point process, which move according to Brownian motion up until the hitting time of a barrier. The barrier increases when it is hit, allowing…

Probability · Mathematics 2025-07-23 Thomas Blore , D. G. M Flynn , Ben Hambly

We assume that the Stefan problem with undercooling has a classical solution until the moment of contact of free boundaries and the free boundaries have continuous velocities until the moment of contact. Under these assumptions, we…

Analysis of PDEs · Mathematics 2007-05-23 V. G. Danilov , V. Yu. Rudnev

We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…

Optimization and Control · Mathematics 2017-07-07 Erhan Bayraktar , Christopher W. Miller

We consider the inverse multiphase Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundaries. Optimal control framework is pursued, where boundary…

Analysis of PDEs · Mathematics 2019-09-23 Ugur G. Abdulla , Bruno Poggi

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

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

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

We study the free boundary in the supercooled Stefan problem, a classical model for the solidification of water below its freezing temperature. In contrast with the melting problem, physical experiments and heuristics indicate that the…

Analysis of PDEs · Mathematics 2025-12-12 Max Engelstein , Inwon Kim , Sebastian Munoz
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