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.
We study the regularity of the free boundary arising in a thermodynamically consistent two-phase Stefan problem with surface tension by means of a family of parameter-dependent diffeomorphisms, $L_p$-maximal regularity theory, and the implicit function theorem.
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 introduce a new velocity variable which extends the velocity of the moving free-boundary into the interior domain. The equation satisfied by this velocity is used for the analysis in place of the heat equation satisfied by the temperature. Solutions to the classical Stefan problem are then constructed as the limit of solutions to a carefully chosen sequence o…
The qualitative behavior of a thermodynamically consistent two-phase Stefan problem with surface tension and with or without kinetic undercooling is studied. It is shown that these problems generate local semiflows in well-defined state manifolds. If a solution does not exhibit singularities in a sense made precise below, it is proved that it exists globally in time and its orbit is relatively compact. In addition, stability and instability of equilibria is studied. In particular, it is shown that multiple spheres of the same radius are unstable, reminiscent of the onset of Ostwald ripening.
We prove strong convergence to singular limits for a linearized fully inhomogeneous Stefan problem subject to surface tension and kinetic undercooling effects. Different combinations of $σ\to σ_0$ and $δ\toδ_0$, where $σ,σ_0 \ge 0$ and $δ,δ_0 \ge 0$ denote surface tension and kinetic undercooling coefficients respectively, altogether lead to five different types of singular limits. Their strong convergence is based on uniform maximal regularity estimates.
We prove nonlinear asymptotic stability of steady spheres in the two-phase Stefan problem with surface tension. Our method relies on the introduction of appropriate orthogonality conditions in conjunction with a high-order energy method.
This paper has been withdrawn by the authors due to an error in the proof of Lemma 3.9. The correct proof of global stability is given in arXiv:1101.5177
We consider the Stefan problem with surface tension, also known as the Stefan-Gibbs-Thomson problem, in an ambient space of arbitrary dimension. Assuming the radial symmetry of the initial data we introduce a novel "probabilistic" notion of solution, which can accommodate the discontinuities in time (of the radius) of the evolving aggregate. Our main result establishes the global existence of a probabilistic solution satisfying the natural upper bound on the sizes of the discontinuities. Moreover, we prove that the upper bound is sharp in dimensions d>2, in the sense that none of the discontin…
The classical one-phase Stefan problem (without surface tension) allows for a continuum of steady state solutions, given by an arbitrary (but sufficiently smooth) domain together with zero temperature. We prove global-in-time stability of such steady states, assuming a sufficient degree of smoothness on the initial domain, but without any a priori restriction on the convexity properties of the initial shape. This is an extension of our previous result [28] in which we studied nearly spherical shapes.
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 whose boundary is transported by the normal derivative of the temperature along the evolving and a priori unknown free-boundary. We establish a global-in-time stability result for nearly spherical geometries and small temperatures, using a novel hybrid methodology, which combines energy estimates, decay estimates, and Hopf-type inequalities.
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 of two regions separated by an a priori unknown moving boundary which is transported by the difference (or jump) of the normal derivatives of the temperature in each phase. We establish local-in-time well-posedness and a global-in-time stability result for arbitrary sufficiently smooth domains and small initial temperatures. To this end, we develop a higher-o…
A thermodynamically consistent two-phase Stefan problem with temperature-dependent surface tension and with or without kinetic undercooling is studied. It is shown that these problems generate local semiflows in well-defined state manifolds. If a solution does not exhibit singularities, it is proved that it exists globally in time and converges towards an equilibrium of the problem. In addition, stability and instability of equilibria is studied. In particular, it is shown that multiple spheres of the same radius are unstable if surface heat capacity is small; however, if kinetic undercooling …
We consider the problem of recovering the initial condition in the one-dimensional one-phase Stefan problem for the heat equation from the knowledge of the position of the melting point. We first recall some properties of the free boundary solution. Then we study the uniqueness and stability of the inversion. The principal contribution of the paper is a new logarithmic type stability estimate that shows that the inversion may be severely ill-posed. The proof is based on integral equations representation techniques, and the unique continuation property for parabolic type solutions. We also pres…
We consider a one-dimensional one-phase inverse Stefan problem for the heat equation. It consists in recovering a boundary influx condition from the knowledge of the position of the moving front, and the initial state. We derived a logarithmic stability estimate that shows that the inversion is ill-posed. The proof is based on integral equations and unique continuation for holomorphic functions. We also proposed a direct algorithm with a regularization term to solve the nonlinear inverse problem. Several numerical tests using noisy data are provided with relative errors analysis.
We consider a family of multi-phase Stefan problems for a certain 1-d model of cell-to-cell adhesion and diffusion, which takes the form of a nonlinear forward-backward parabolic equation. In each material phase the cell density stays either high or low, and phases are connected by jumps across an `unstable' interval. We develop an existence theory for such problems which allows for the annihilation of phases and the subsequent continuation of solutions. Stability results for the long-time behaviour of solutions are also obtained, and, where necessary, the analysis is complemented by numerical…
We investigate the diffusion asymptotics of the Boltzmann equation for gaseous mixtures, in the perturbative regime around a local Maxwellian vector whose fluid quantities solve a flux-incompressible Maxwell-Stefan system. Our framework is the torus and we consider hard-potential collision kernels with angular cutoff. As opposed to existing results about hydrodynamic limits in the mono-species case, the local Maxwellian we study here is not a local equilibrium of the mixture due to cross-interactions. By means of a hypocoercive formalism and introducing a suitable modified Sobolev norm, we bui…
Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control problems is introduced via finite differences. Existence of the optimal control and the convergence of the sequence of discrete optimal control problems both with respect to functional and control is proved. In particular, convergence of the method of finite differences, and existence, uniqueness and stability estimations are established for the singular PDE pr…
We consider the inverse scattering problem on the energy interval in three dimensions. We are focused on stability and instability questions for this problem. In particular, we prove an exponential instability estimate which shows optimality of the logarithmic stability result of [Stefanov, 1990] (up to the value of the exponent).
We show stability of spherical caps (SCs) lying on a flat surface, where the motion is governed by the volume-preserving Mean Curvature Flow (MCF). Moreover, we introduce a dynamic boundary condition that models a line tension effect on the boundary. The proof is based on the generalized principle of linearized stability
In this paper we consider the one-phase Stefan problem with surface tension, set in a two-dimensional strip-like geometry, with periodic boundary conditions respect to the horizontal direction $x_1\in\mathbb{T}$. We prove that the system is locally null-controllable in any positive time, by means of a control supported within an arbitrary open and non-empty subset. We proceed by a linear test and duality, but quickly find that the linearized system is not symmetric and the adjoint has a dynamic coupling between the two states through the (fixed) boundary. Hence, motivated by a Fourier decompos…
In this paper, we prove a conditional Hölder stability estimate for the inverse spectral problem of the biharmonic operator. The proof employs the resolvent estimate and a Weyl-type law for the biharmonic operator which were obtained by the authors in \cite{LYZ}. This work extends nontrivially the result in \cite{stefanov} from the second order Schrödinger operator to the fourth order biharmonic operator.
This paper concerns the dynamics of a layer of incompressible viscous fluid lying above a rigid plane and with an upper boundary given by a free surface. The fluid is subject to a constant external force with a horizontal component, which arises in modeling the motion of such a fluid down an inclined plane, after a coordinate change. We consider the problem both with and without surface tension for horizontally periodic flows. This problem gives rise to shear-flow equilibrium solutions, and the main thrust of this paper is to study the asymptotic stability of the equilibria in certain paramete…
We consider the motion of two inviscid, compressible, and electrically conducting fluids separated by an interface across which there is no fluid flow in the presence of surface tension. The magnetic field is supposed to be nowhere tangential to the interface. This leads to the characteristic free boundary problem for contact discontinuities with surface tension in three-dimensional ideal compressible magnetohydrodynamics (MHD). We prove the nonlinear structural stability of MHD contact discontinuities with surface tension in Sobolev spaces by a modified Nash--Moser iteration scheme. The main …
This paper concerns the dynamics of two layers of compressible, barotropic, viscous fluid lying atop one another. The lower fluid is bounded below by a rigid bottom, and the upper fluid is bounded above by a trivial fluid of constant pressure. This is a free boundary problem: the interfaces between the fluids and above the upper fluid are free to move. The fluids are acted on by gravity in the bulk, and at the free interfaces we consider both the case of surface tension and the case of no surface forces. We establish a sharp nonlinear global-in-time stability criterion and give the explicit de…
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 the scaling limit of the growing aggregate in such a model is given by the growing solid phase in a suitable "probabilistic" formulation of the single-phase supercooled Stefan problem for the heat equation. To address this conjecture, we extend the probabilistic formulation from [10] to multiple space dimensions. We then show that the equation that characte…
We prove an analogue of a classical asymptotic stability result of standing waves of the Schrödinger equation originating in work by Soffer and Weinstein. Specifically, our result is a transposition on the lattice Z of a result by Mizumachi and it involves a discrete Schrödinger operator H. The decay rates on the potential are less stringent than in Mizumachi, since we require for the potential $q\in \ell ^{1,1}$. We also prove $|e^{itH}(n,m)|\le C < t > ^{-1/3}$ for a fixed $C$ requiring, in analogy to Goldberg and Schlag only $q\in \ell ^{1,1}$ if $H$ has no resonances and $q\in \ell ^{1,2}$…
This paper concerns the dynamics of a layer of incompressible viscous fluid lying above a vertically oscillating rigid plane and with an upper boundary given by a free surface. We consider the problem with gravity and surface tension for horizontally periodic flows. This problem gives rise to flat but vertically oscillating equilibrium solutions, and the main thrust of this paper is to study the asymptotic stability of these equilibria in certain parameter regimes. We prove that both with and without surface tension there exists a parameter regime in which sufficiently small perturbations of t…
Our study of the basic model for incompressible two-phase flows with phase transitions consistent with thermodynamics [10,11,12,16] is extended to the case of temperature-dependent surface tension. We prove well-posedness in an Lp-setting, study the stability of the equilibria of the problem, and show that a solution which does not develop singularities exists globally, and if its limit set contains a stable equilibrium it converges to this equilibrium in the natural state manifold for the problem as time goes to infinity.
We study the two-dimensional Muskat problem in a horizontally periodic setting and for fluids with arbitrary densities and viscosities. We show that in the presence of surface tension effects the Muskat problem is a quasilinear parabolic problem which is well-posed in the Sobolev space $H^r(\mathbb{S})$ for each $r\in(2,3)$. When neglecting surface tension effects, the Muskat problem is a fully nonlinear evolution equation and of parabolic type in the regime where the Rayleigh-Taylor condition is satisfied. We then establish the well-posedness of the Muskat problem in the open subset of $H^2(\…
Within the framework of variational modelling we derive a two-phase moving boundary problem that describes the motion of a semipermeable membrane separating two viscous liquids in a fixed container. The model includes the effects of osmotic pressure and surface tension of the membrane. For this problem we prove that the manifold of steady states is locally exponentially attractive.
This article is concerned with the dynamic behaviour of two immiscible and incompressible fluids in a cylindrical domain, which are separated by a sharp interface. In case that the heavy fluid is situated on top of the light fluid, one expects that the fluid on top sags down into the lower phase. This effect is known as the Rayleigh-Taylor-Instability. We present a rather complete analysis of the corresponding free boundary problem which involves a contact angle. Our main result implies the existence of a critical surface tension with the following property. In case that the surface tension of…
This paper focuses on the nonlinear Milne problem of the radiative heat transfer system on the half-space. The nonlinear model is described by a second order ODE for temperature coupled to transport equation for radiative intensity. The nonlinearity of the fourth power Stefan-Boltzmann law of black body radiation, bring additional difficulty in mathematical analysis, compared to the well-developed theory for Milne problem of linear transport equation. With the help of the monotonicity property of the second order ODE, we prove the existence of the nonlinear Milne problem on a finite interval u…
We study modulational stability and instability in the Whitham equation, combining the dispersion relation of water waves and a nonlinearity of the shallow water equations, and modified to permit the effects of surface tension and constant vorticity. When the surface tension coefficient is large, we show that a periodic traveling wave of sufficiently small amplitude is unstable to long wavelength perturbations if the wave number is greater than a critical value, and stable otherwise, similarly to the Benjamin-Feir instability of gravity waves. In the case of weak surface tension, we find inter…
We study an incompressible Darcy's free boundary problem, recently introduced in [22]. Our goal is to prove the existence of non-trivial traveling wave solutions and thus validate the interest of this model to describe cell motility. The model equations include a convection diffusion equation for the polarity marker concentration and the incompressible Darcy's equation. The mathematical novelty of this problem is the nonlinear destabilizing term in the boundary condition that describes the active character of the cell cytoskeleton. We first study the linear stability of this problem and we sho…
We prove the existence and the linear stability of small amplitude time {\it quasi-periodic} standing wave solutions (i.e. periodic and even in the space variable $ x $) of a $ 2 $-dimensional ocean with infinite depth under the action of gravity and surface tension. Such an existence result is obtained for all the values of the surface tension belonging to a Borel set of asymptotically full Lebesgue measure.
This paper concerns global existence for arbitrary nonzero surface tension of bubbles in a Hele-Shaw cell that translate in the presence of a pressure gradient. When the cell width to bubble size is sufficiently large, we show that a unique steady translating near-circular bubble symmetric about the channel centerline exists, where the bubble translation speed in the laboratory frame is found as part of the solution. We prove global existence for symmetric sufficiently smooth initial conditions close to this shape and show that the steady translating bubble solution is an attractor within this…
We determine the stability and instability of a sufficiently small and periodic traveling wave to long wavelength perturbations, for a nonlinear dispersive equation which extends a Camassa-Holm equation to include all the dispersion of water waves and the Whitham equation to include nonlinearities of medium amplitude waves. In the absence of the effects of surface tension, the result qualitatively agrees with the Benjamin-Feir instability of a Stokes wave. In the presence of the effects of surface tension, it qualitatively agrees with those from formal asymptotic expansions of the physical pro…
The problem of melting a crystal dendrite is modelled as a quasi-steady Stefan problem. By employing the Baiocchi transform, asymptotic results are derived in the limit that the crystal melts completely, extending previous results that hold for a special class of initial and boundary conditions. These new results, together with predictions for whether the crystal pinches off and breaks into two, are supported by numerical calculations using the level set method. The effects of surface tension are subsequently considered, leading to a canonical problem for near-complete-melting which is studied…
We present an existence and stability theory for gravity-capillary solitary waves with constant vorticity on the surface of a body of water of finite depth. Exploiting a rotational version of the classical variational principle, we prove the existence of a minimiser of the wave energy $\mathcal H$ subject to the constraint $\mathcal I=2μ$, where $\mathcal I$ is the wave momentum and $0< μ\ll 1$. Since $\mathcal H$ and $\mathcal I$ are both conserved quantities a standard argument asserts the stability of the set $D_μ$ of minimisers: solutions starting near $D_μ$ remain close to $D_μ$ in a suit…
The two-phase free boundary value problem for the isothermal Navier-Stokes system is studied for general bounded geometries in absence of phase transitions, external forces and boundary contacts. It is shown that the problem is well-posed in an Lp-setting, and that it generates a local semiflow on the induced phase manifold. If the phases are connected, the set of equilibria of the system forms a (n+1)-dimensional manifold, each equilibrium is stable, and it is shown that global solutions which do not develop singularities converge to an equilibrium as time goes to infinity. The latter is prov…