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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 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

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

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 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

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

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 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 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 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 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…

Probability · Mathematics 2020-03-17 Graeme Baker , Mykhaylo Shkolnikov

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 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…

Analysis of PDEs · Mathematics 2026-04-21 Raymond Chu , Inwon Kim , Young-Heon Kim , Kyeongsik Nam

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

The heat transfer model for a one-dimensional supercooled melt during the final stage of solidification is considered. The Stefan problem for the determination of the temperature distribution is solved under the condition that (i) the…

Materials Science · Physics 2012-08-27 G. L. Buchbinder , V. A. Volkov

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

The classical one-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…

Analysis of PDEs · Mathematics 2013-10-22 Mahir Hadžić , Steve Shkoller

We propose a level-set approach to characterize the region occupied by the solid in Stefan problems with and without surface tension, based on their recent probabilistic reformulation. The level-set function is parameterized by a…

Numerical Analysis · Mathematics 2023-06-21 Mykhaylo Shkolnikov , H. Mete Soner , Valentin Tissot-Daguette

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

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
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