相关论文: Free boundary regularity and well-posedness of phy…
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…
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…
We consider the one-phase Stefan problem describing the evolution of melting ice. On the one hand, we focus on understanding the evolution of the free boundary near isolated singular points, and we establish for the first time upper and…
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…
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…
We develop a framework for a unified treatment of well-posedness for the Stefan problem with or without surface tension. In the absence of surface tension, we establish well-posedness in Sobolev spaces for the classical Stefan problem. We…
We give a new proof of the fact that the value function of the finite time horizon American put option for a jump diffusion, when the jumps are from a compound Poisson process, is the classical solution of a free boundary equation. We also…
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…
In this paper we consider a free boundary problem for the melting of ice where we assume that the heat is transported by conduction in both the liquid and the solid part of the material and also by radiation in the solid. Specifically, we…
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…
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…
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…
We show that the free boundary of a solution of the Stefan problem in $\mathbb R^{4+1}$ is a $3$-dimensional manifold of class $C^\infty$ in $\mathbb R^4$ for almost every time. This is achieved by showing that for all dimensions $n$ the…
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.…
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…
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…
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…
Different one-phase Stefan problems for a semi-infinite slab are considered, involving a moving phase change material as well as temperature dependent thermal coefficients. Existence of at least one similarity solution is proved imposing a…
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…
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…