相关论文: Convergence of a time-stepping scheme to the free …
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…
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…
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…
This paper presents results for the sampled-data boundary feedback control to the Stefan problem. The Stefan problem represents a liquid-solid phase change phenomenon which describes the time evolution of a material's temperature profile…
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…
We study the supercooled Stefan problem in arbitrary dimensions. First, we study general solutions and their irregularities, showing generic fractal freezing and nucleation, based on a novel Markovian gluing principle. In contrast, we then…
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…
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…
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…
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…
This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…
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 consider the two dimensional free boundary Stefan problem describing the evolution of a spherically symmetric ice ball $\{r\leq \lambda(t)\}$. We revisit the pioneering analysis of [20] and prove the existence in the radial class of…
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…
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…
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…
The dissolution of solids has created spectacular geomorphologies ranging from centimeter-scale cave scallops to the kilometer-scale "stone forests" of China and Madagascar. Mathematically, dissolution processes are modeled by a Stefan…
This paper presents the control design of the two-phase Stefan problem. The two-phase Stefan problem is a representative model of liquid-solid phase transition by describing the time evolutions of the temperature profile which is divided by…
This paper establishes the convergence of a time-steeping scheme for time fractional diffusion problems with nonsmooth data. We first analyze the regularity of the model problem with nonsmooth data, and then prove that the time-steeping…
We introduce and analyze a nonlocal version of the one-phase Stefan problem in which, as in the classical model, the rate of growth of the volume of the liquid phase is proportional to the rate at which energy is lost through the…