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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

Two fractional Stefan problems are considered by using Riemann-Liouville and Caputo derivatives of order $\alpha \in (0,1)$ such that in the limit case ($\alpha =1$) both problems coincide with the same classical Stefan problem. For the one…

Analysis of PDEs · Mathematics 2018-10-25 Sabrina D. Roscani , Domingo A. Tarzia

We derive the fractional version of one-phase one-dimensional Stefan model. We assume that the diffusive flux is given by the time-fractional Riemann-Liouville derivative, i.e. we impose the memory effect in the examined model.

Mathematical Physics · Physics 2019-11-13 Adam Kubica , Katarzyna Ryszewska

Solving the Stefan problem, also referred as the heat conduction problem with phase change, is a necessary step to solve phase change problems with convection. In this article, we are interested in using the Lattice Boltzmann Method (LBM)…

Numerical Analysis · Mathematics 2025-05-20 Francky Luddens , Corentin Lothodé , Ionut Danaila

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

We study the existence of traveling wave solutions for a numerical counterpart of the KPP equation. We obtain the existence of monostable fronts for all super-critical speeds in the regime where the spatial step size is small. The key…

Numerical Analysis · Mathematics 2024-12-24 Louis Garénaux , Hermen Jan Hupkes

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

In this paper, we consider stochastic two-phase Stefan problem driven by general jump L\'evy noise. We first obtain the existence and uniqueness of the strong solution and then establish the ergodicity of the stochastic Stefan problem.…

Probability · Mathematics 2024-08-05 Xiaotian Ge , Shijie Shang , Jianliang Zhai , Tusheng Zhang

This paper concerns the null controllability of the two-phase 1D Stefan problem with distributed controls. This is a free-boundary problem that models solidification or melting processes. In each phase, a parabolic equation, completed with…

Optimization and Control · Mathematics 2024-02-13 Raul K. C. Araújo , Enrique Fernández-Cara , Juan Límaco , Diego A. Souza

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 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 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

The inflow problem for the full two-phase model in a half line is investigated in this paper. The existence and uniqueness of the stationary solution is shown by applications of center manifold theory, and its nonlinear stablility of the…

Analysis of PDEs · Mathematics 2021-08-25 Hai-Liang Li , Shuang Zhao

One proves that the moving interface of a two-phase Stefan problem on $\ooo\subset\rr^d$, $d=1,2,3,$ is controllable at the end time $T$ by a Neumann boundary controller $u$. The phase-transition region is a mushy region $\{\sigma^u_t;\…

Analysis of PDEs · Mathematics 2020-08-27 Viorel Barbu

This work investigates a class of moving boundary problems related to a nonlinear evolution equation featuring an exponential source term. We establish a connection to Stefan-type problems, for different boundary conditions at the fixed…

Analysis of PDEs · Mathematics 2025-01-16 Julieta Bollati , Ernesto A. Borrego Rodriguez , Adriana C. Briozzo , Colin Rogers

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 deals with the exact controllability to the trajectories of the one--phase Stefan problem in one spatial dimension. This is a free-boundary problem that models solidification and melting processes. It is assumed that the physical…

Analysis of PDEs · Mathematics 2024-02-02 Jon Asier Bárcena-Petisco , Enrique Fernández-Cara , Diego A. Souza

We consider front solutions of the Swift-Hohenberg equation $\partial_t u= -(1+\partial_x^2)^2 u +\epsilon ^2 u -u^3$. These are traveling waves which leave in their wake a periodic pattern in the laboratory frame. Using renormalization…

Pattern Formation and Solitons · Physics 2016-09-07 Jean-Pierre Eckmann , Guido Schneider

We show that the parametrically driven nonlinear Schroedinger equation has wide classes of travelling soliton solutions, some of which are stable. For small driving strengths nonpropogating and moving solitons co-exist while strongly forced…

Pattern Formation and Solitons · Physics 2009-10-31 I. V. Barashenkov , E. V. Zemlyanaya , M. Baer

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
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