Related papers: Existence for the Supercooled Stefan Problem in Ge…
We address the problem of well-posedness for physical and minimal solutions to a probabilistic reformulation of the supercooled Stefan problem by investigating the sensitivity of these solutions to changes in the initial data. We show that…
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…
A thermal analogue of the classical brachistochrone problem, which minimizes the connection time between two equilibrium states of harmonically confined Brownian particles, has recently been solved theoretically. Here we report its…
We consider a probabilistic formulation of a singular two-phase Stefan problem in one space dimension, which amounts to a coupled system of two McKean-Vlasov stochastic differential equations. In the financial context of systemic risk, this…
We study the solutions of the one-phase supercooled Stefan problem with kinetic undercooling, which describes the freezing of a supercooled liquid, in one spatial dimension. Assuming that the initial temperature lies between the equilibrium…
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…
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…
We consider the inverse multiphase Stefan problem with homogeneous Dirichlet boundary condition on a bounded Lipschitz domain, where the density of the heat source is unknown in addition to the temperature and the phase transition…
We study the problem of stopping a Brownian motion at a given distribution $\nu$ while optimizing a reward function that depends on the (possibly randomized) stopping time and the Brownian motion. Our first result establishes that the set…
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…
We introduce a notion of viscosity solutions for the two-phase Stefan problem, which incorporates possible existence of a mushy region generated by the initial data. We show that a comparison principle holds between viscosity solutions, and…
We study solutions of a class of one-dimensional continuous reflected backward stochastic Volterra integral equations driven by Brownian motion, where the reflection keeps the solution above a given stochastic process (lower obstacle). We…
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…
We study the nonlocal Stefan problem, where the phase transition is described by a nonlocal diffusion as well as the change of enthalpy functions. By using a stochastic optimization approach introduced for the local case, we construct…
The two-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, composed…
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…
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…
In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show the existence and uniqueness of the solutions to a number…
A logarithmic type modulus of continuity is established for weak solutions to a two-phase Stefan problem, up to the parabolic boundary of a cylindrical space-time domain. For the Dirichlet problem, we merely assume that the spatial domain…
In this paper we consider the one-phase Stefan problem with surface tension, set in a two-dimensional strip-like geometry, with periodic boundary conditions respect to the horizontal direction $x_1\in\mathbb{T}$. We prove that the system is…