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By using a Cahn-Hoffman $\boldsymbol{\xi}$-vector formulation, we propose a sharp-interface approach for solving solid-state dewetting problems in two dimensions. First, based on the thermodynamic variation and smooth vector-field…

Soft Condensed Matter · Physics 2019-03-27 Wei Jiang , Quan Zhao

We study the existence and properties of solutions and free boundaries of the one-phase Stefan problem with fractional diffusion posed in $\mathbb{R}^N$. In terms of the enthalpy $h(x,t)$, the evolution equation reads $\partial_t…

Analysis of PDEs · Mathematics 2022-08-22 Félix del Teso , Jørgen Endal , Juan Luis Vázquez

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 financial model proposed involves the liquidation process of a portfolio of $n$ assets through sell or (and) buy orders with volatility. We present the rigorous mathematical formulation of this model in a financial setting resulting to…

Probability · Mathematics 2020-12-29 Dimitra C. Antonopoulou , Marina Bitsaki , Georgia Karali

We prove existence and uniqueness of strong solutions to the two-phase Stefan problem with Gibbs-Thomson law where the free interface forms a ninety degree contact angle with the fixed boundary. We also discuss existence of global solutions…

Analysis of PDEs · Mathematics 2020-01-20 Maximilian Rauchecker

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

We propose an efficient numerical method for the simulation of multi-phase flows with moving contact lines in three dimensions. The mathematical model consists of the incompressible Navier-Stokes equations for the two immiscible fluids with…

Fluid Dynamics · Physics 2023-02-08 Quan Zhao , Shixin Xu , Weiqing Ren

We investigate the three-dimensional melting dynamics of an initially spherical particle translating in a warmer liquid using sharp-interface simulations that fully resolve both solid and fluid phases with the Stefan condition. A wide…

Fluid Dynamics · Physics 2025-12-19 Zhong-Han Xue , Jie Zhang

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

We consider the problem of heat conduction with phase change, that is essential for permafrost modeling in Land Surface Models and Dynamic Global Vegetation Models. These models require minimal computational effort and an extremely robust…

Numerical Analysis · Mathematics 2025-04-04 David Hötten , Jenny Niebsch , Ronny Ramlau , Walter Zulehner

In microfluidic devices, droplets serving as carriers for chemical reactors or biomass can form stably encapsulated particles during the freezing process, holding significant importance in pharmaceuticals and microchemical reaction control.…

Fluid Dynamics · Physics 2025-08-11 Dahu Li , zhiliang Wang

We study a class of one-dimensional interacting particle systems with random boundaries as a microscopic model for Stefan's melting and freezing problem. We prove that under diffusive rescaling these particle systems exhibit a hydrodynamic…

Probability · Mathematics 2007-05-23 Claudio Landim , Glauco Valle

Stefan problems relevant to burning oil-water systems are formulated. Two moving boundary sub-problems are defined: burning liquid surface and formation of a distillation ("hot zone") layer beneath it. The basic model considers a heat…

Mathematical Physics · Physics 2010-12-14 Jordan Hristov

This paper proposes a Cartesian grid-based boundary integral method for efficiently and stably solving two representative moving interface problems, the Hele-Shaw flow and the Stefan problem. Elliptic and parabolic partial differential…

Numerical Analysis · Mathematics 2026-04-22 Han Zhou , Shuwang Li , Wenjun Ying

We develop a high-order energy method to prove asymptotic stability of flat steady surfaces for the Stefan problem with surface tension - also known as the Stefan problem with Gibbs-Thomson correction.

Analysis of PDEs · Mathematics 2008-01-08 Mahir Hadzic , Yan Guo

We present accurate and mathematically consistent formulations of a diffuse-interface model for two-phase flow problems involving rapid evaporation. The model addresses challenges including discontinuities in the density field by several…

Computational Engineering, Finance, and Science · Computer Science 2024-11-04 Magdalena Schreter-Fleischhacker , Peter Munch , Nils Much , Martin Kronbichler , Wolfgang A. Wall , Christoph Meier

We critically compare the practicality and accuracy of numerical approximations of phase field models and sharp interface models of solidification. Particular emphasis is put on Stefan problems, and their quasi-static variants, with…

Computational Physics · Physics 2015-06-02 John W. Barrett , Harald Garcke , Robert Nürnberg

A phase-field model that allows for quantitative simulations of low-speed eutectic and peritectic solidification under typical experimental conditions is developed. Its cornerstone is a smooth free-energy functional, designed so that the…

Materials Science · Physics 2009-11-11 R. Folch , M. Plapp

The purpose of this paper is to establish the well-posedness of the stochastic Stefan problem on moving hypersurfaces. Through a specially designed transformation, it turns out we need to solve stochastic partial differential equations on a…

Probability · Mathematics 2025-03-05 Tianyi Pan , Wei Wang , Jianliang Zhai , Tusheng Zhang

We employ adaptive mesh refinement, implicit time stepping, a nonlinear multigrid solver and parallel computation, to solve a multi-scale, time dependent, three dimensional, nonlinear set of coupled partial differential equations for three…

Mathematical Physics · Physics 2015-06-22 P. C. Bollada , C. E. Goodyer , P. K. Jimack , A. M. Mullis , F. W. Yang
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