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We consider a new Stefan-type problem for the classical heat equation with a latent heat and phase-change temperature depending of the variable time. We prove the equivalence of this Stefan problem with a class of boundary value problems…

Analysis of PDEs · Mathematics 2022-07-20 Adriana C. Briozzo , Colin Rogers , Domingo A. Tarzia

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

Moving boundary problems of Stefan-type for a novel third order nonlinear evolution equation with temporal modulation are here shown to be amenable to exact Airy-type solution via a classical Ermakov equation with its admitted nonlinear…

Analysis of PDEs · Mathematics 2025-10-22 Colin Rogers , Adriana C. Briozzo

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

Here classes of moving boundary problems of Stefan-type for both an established non-linear evolution equation of cuspon theory and novel reciprocally linked solitonic equations are shown to be solvable via Painleve' II symmetry reduction.

Exactly Solvable and Integrable Systems · Physics 2026-05-26 Colin Rogers , Sandra Carillo

We consider a one-dimensional one-phase inverse Stefan problem for the heat equation. It consists in recovering a boundary influx condition from the knowledge of the position of the moving front, and the initial state. We derived a…

Analysis of PDEs · Mathematics 2020-02-24 Chifaa Ghanmi , Saloua Mani-Aouadi , Faouzi Triki

We study a space-fractional Stefan problem with the Dirichlet boundary conditions. It is a model that describes superdiffusive phenomena. Our main result is the existence of the unique classical solution to this problem. In the proof we…

Analysis of PDEs · Mathematics 2023-08-08 S. D. Roscani , K. Ryszewska , L. D. Venturato

Free boundary problems appear naturally in numerous areas of mathematics, science and engineering. These problems present a great computational challenge because they necessitate numerical methods that can yield an accurate approximation of…

Numerical Analysis · Mathematics 2020-12-29 Sifan Wang , Paris Perdikaris

We discuss a class of stochastic second-order PDEs in one space-dimension with an inner boundary moving according to a possibly non-linear, Stefan-type condition. We show that proper separation of phases is attained, i.e., the solution…

Probability · Mathematics 2018-01-17 Martin Keller-Ressel , Marvin S. Mueller

We consider approximations of the Stefan-type condition by imbalances of volume closely around the inner interface and study convergence of the solutions of the corresponding semilinear stochastic moving boundary problems. After a…

Probability · Mathematics 2018-10-29 Marvin S. Mueller

The (1+1)-dimensional nonlinear boundary value problem, modeling the process of melting and evaporation of metals, is studied by means of the classical Lie symmetry method. All possible Lie operators of the nonlinear heat equation, which…

Mathematical Physics · Physics 2012-11-30 Roman Cherniha , Sergii Kovalenko

The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…

Analysis of PDEs · Mathematics 2023-01-04 M. Rodrigo

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 present the group classification of one class of (1+3)-dimensional nonlinear boundary-value problems of the Stefan type that simulate the processes of melting and evaporation of metals. The results obtained are used for the construction…

Mathematical Physics · Physics 2014-08-01 S. S. Kovalenko

This article is concerned with two inverse problems on determining moving source profile functions in evolution equations with a derivative order $\alpha\in(0,2]$ in time. In the first problem, the sources are supposed to move along known…

Analysis of PDEs · Mathematics 2023-01-03 Yikan Liu , Guanghui Hu , Masahiro Yamamoto

We consider a one-dimensional free boundary problem governed by a nonlinear diffusion - convection equation with a Neumann condition at fixed face $x=0$, which is variable in time and a like Stefan convective condition on the free boundary.…

Analysis of PDEs · Mathematics 2024-10-07 Adriana C. Briozzo

We review some fractional free boundary problems that were recently considered for modeling anomalous phase-transitions. All problems are of Stefan type and involve fractional derivatives in time according to Caputo's definition. We survey…

Analysis of PDEs · Mathematics 2020-02-18 Andrea N. Ceretani

We prove the existence and uniqueness of strong solutions to the equation $u u_x - u_{yy} = f$ in the vicinity of the linear shear flow, subject to perturbations of the source term and lateral boundary conditions. Since the solutions we…

Analysis of PDEs · Mathematics 2025-10-03 Anne-Laure Dalibard , Frédéric Marbach , Jean Rax

We study a class of elliptic problems with homogeneous Dirichlet boundary condition and a nonlinear reaction term $f$ which is nonlocal depending on the $L^{p}$-norm of the unknown function. The nonlinearity $f$ can make the problem…

Analysis of PDEs · Mathematics 2020-06-25 Leszek Gasiński , João R. Santos Junior , Gaetano Siciliano

Consider the Navier-Stokes flow past a rotating obstacle with a general time-dependent angular velocity and a time-dependent outflow condition at infinity. After rewriting the problem on a fixed domain, one obtains a non-autonomous system…

Analysis of PDEs · Mathematics 2011-07-05 Matthias Geissert , Tobias Hansel
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