We investigate the regularizing behavior of two-phase Stefan problem near initial data. The main step in the analysis is to establish that in any given scale, the scaled solution is very close to a Lipschitz profile in space-time. We introduce a new decomposition argument to generalize the preceding ones by Choi, Jerion and Kim([CJK1], [CJK2]) and by Choi and Kim([CK]) on one-phase problems.
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.
Taking into account the recent works \cite{RoTaVe:2020} and \cite{Rys:2020}, we consider a phase-change problem for a one dimensional material with a non-local flux, expressed in terms of the Caputo derivative, which derives in a space-fractional Stefan problem. We prove existence of a unique solution to a phase-change problem with the fractional Neumann boundary condition at the fixed face $x=0$, where the domain, at the initial time, consists of liquid and solid. Then we use this result to prove the existence of a limit solution to an analogous problem with solid initial domain, when it is n…
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…
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.
We consider the nonlinear Stefan problem $$ \left \{ \begin{array} {ll} -d Δu=a u-b u^2 \;\; & \mbox{for } x \in Ω(t), \; t>0, \\ u=0 \mbox{ and } u_t=μ|\nabla_x u |^2 \;\;&\mbox{for } x \in \partialΩ(t), \; t>0, \\ u(0,x)=u_0 (x) \;\; & \mbox{for } x \in Ω_0, \end{array}\right. $$ where $Ω(0)=Ω_0$ is an unbounded smooth domain in $\mathbb R^N$, $u_0>0$ in $Ω_0$ and $u_0$ vanishes on $\partialΩ_0$. When $Ω_0$ is bounded, the long-time behavior of this problem has been rather well-understood by \cite{DG1,DG2,DLZ, DMW}. Here we reveal some interesting different behavior for certain unbounded $Ω_…
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…
While there is a long history of employing moving boundary problems in physics, in particular via Stefan problems for heat conduction accompanied by a change of phase, more recently such approaches have been adapted to study biological invasion. For example, when a logistic growth term is added to the governing partial differential equation in a Stefan problem, one arrives at the Fisher-Stefan model, a generalisation of the well-known Fisher-KPP model, characterised by a leakage coefficient $κ$ which relates the speed of the moving boundary to the flux of population there. This Fisher-Stefan m…
In this work, we consider the fractional Stefan-type problem in a Lipschitz bounded domain $Ω\subset\mathbb{R}^d$ with time-dependent Dirichlet boundary condition for the temperature $\vartheta=\vartheta(x,t)$, $\vartheta=g$ on $Ω^c\times]0,T[$, and initial condition $η_0$ for the enthalpy $η=η(x,t)$, given in $Ω\times]0,T[$ by \[\frac{\partial η}{\partial t} +\mathcal{L}_A^s \vartheta= f\quad\text{ with }η\in β(\vartheta),\] where $\mathcal{L}_A^s$ is an anisotropic fractional operator defined in the distributional sense by \[\langle\mathcal{L}_A^su,v\rangle=\int_{\mathbb{R}^d}AD^su\cdot D^sv…
Extinction rates for nonradial solutions to the Stefan problem
Universita degli Studi di Torino（都灵大学）；ICREA（加泰罗尼亚高级研究院）；Universitat de Barcelona（巴塞罗那大学）；Centre de Recerca Matemàtica（数学研究中心）；Instituto de Ciencias Matemáticas Consejo Superior de Investigaciones Científicas（西班牙高等科学理事会数学科学研究所）
We consider a lattice regularization for an ill-posed diffusion equation with trilinear constitutive law and study the dynamics of phase interfaces in the parabolic scaling limit. Our main result guarantees for a certain class of single-interface initial data that the lattice solutions satisfy asymptotically a free boundary problem with hysteretic Stefan condition. The key challenge in the proof is to control the microscopic fluctuations that are inevitably produced by the backward diffusion when a particle passes the spinodal region.
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…
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 freezing point and the characteristic invariant temperature throughout the liquid our main theorem shows that, as the kinetic undercooling parameter tends to zero, the free boundary converges to the (possibly irregular) free boundary in the supercooled Stefan problem without kinetic undercooling, whose uniqueness has been recently established in [DNS19], [L…
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 physics terminology, the supercooled Stefan problem is known to feature a finite-time blow-up of the freezing rate for a wide range of initial temperature distributions in the liquid. Such a blow-up can result in a discontinuity of the liquid-solid boundary. In this paper, we prove that the natural Euler time-stepping scheme applied to a probabilistic formula…
A generalized Neumann solution for the two-phase fractional Lamé--Clapeyron--Stefan problem for a semi--infinite material with constant initial temperature and a particular heat flux condition at the fixed face is obtained, when a restriction on data is satisfied. The fractional derivative in the Caputo sense of order $\al \in (0,1)$ respect on the temporal variable is considered in two governing heat equations and in one of the conditions for the free boundary. Furthermore, we find a relationship between this fractional free boundary problem and another one with a constant temperature conditi…
In this article we consider a mathematical model of an initial stage of closure electrical contact that involves a metallic vaporization after instantaneous exploding of contact due to arc ignition with power $P_0$ on fixed face $z=0$ and heat transfer in material with a variable cross section, when the radial component of the temperature gradient can be neglected in comparison with the axial component with heat flux and convective boundary conditions prescribed at the known free boundary $z = α(t)$. The temperature field in the liquid region of such kind of material can be modelled by Stefan …
The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and unbounded domains is derived using the embedding method. The solution of the initial-boundary value problem, expressed in terms of a two-parameter auxiliary function, is used to obtain analytical solutions of moving boundary problems. In particular, a 'fractional' analogue of the Neumann solution to a classical Stefan problem for melting ice is found.
We study the Euler-Poincaré equations that are the regularized Euler equations derived from the Euler-Poincaré framework. It is noteworthy to remark that the Euler-Poincaré equations are a generalization of two well-known regularizations, the vortex blob method and the Euler-$α$ equations. We show the global existence of a unique weak solution for the two-dimensional (2D) Euler-Poincaré equations with the initial vorticity in the space of Radon measure. This is a remarkable feature of these equations since the existence of weak solutions with the Radon measure initial vorticity has not been es…
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 $\partial_t h+(-Δ)^sΦ(h) =0$, while the temperature is defined as $u:=Φ(h):=\max\{h-L,0\}$ for some constant $L>0$ called the latent heat, and $(-Δ)^s$ stands for the fractional Laplacian with exponent $s\in(0,1)$. We prove the existence of a continuous and bounded selfsimilar solution of the form $h(x,t)=H(x\,t^{-1/(2s)})$ which exhibits a free boundary at the change-of-phase le…
We consider the semiclassical limit of nonlinear Schrödinger equations with wavepacket initial data. We recover the Wigner measure of the problem, a macroscopic phase-space density which controls the propagation of the physical observables such as mass, energy and momentum. Wigner measures have been used to create effective models for wave propagation in random media, quantum molecular dynamics, mean field limits, and the propagation of electrons in graphene. In nonlinear settings, the Vlasov-type equations obtained for the Wigner measure are often ill-posed on the physically interesting space…
In this paper, the authors show the existence of global in time classical solutions to the 3D quasi-geostrophic system with Ekman pumping for any smooth initial value (possibly large). This system couples an inviscid transport equation in $\mathbb{R}^3_+$ with an equation on the boundary satisfied by the trace. The proof combines the De Giorgi regularization effect on the boundary $z=0$ -similar to the so called surface quasi-geostrophic equation- with Beale-Kato-Majda techniques to propagate regularity for $z>0$. A potential theory argument is used to strengthen the regularization effect on t…
We propose a data assimilation algorithm for the 2D Navier-Stokes equations, based on the Azouani, Olson, and Titi (AOT) algorithm, but applied to the 2D Navier-Stokes-Voigt equations. Adapting the AOT algorithm to regularized versions of Navier-Stokes has been done before, but the innovation of this work is to drive the assimilation equation with observational data, rather than data from a regularized system. We first prove that this new system is globally well-posed. Moreover, we prove that for any admissible initial data, the $L^2$ and $H^1$ norms of error are bounded by a constant times a …
We are concerned with the nonlinear problem $u_t=u_{xx}+f(u)$, where $f$ is of combustion type, coupled with the Stefan-type free boundary $h(t)$. According to [4,5], for some critical initial data, the transition solution $u$ locally uniformly converges to $θ$, which is the ignition temperature of $f$, and the free boundary satisfies $h(t)=C\sqrt{t}+o(1)\sqrt{t}$ for some positive constant $C$ and all large time $t$. In this paper, making use of two different approaches, we establish more accurate upper and lower bound estimates on $h(t)$ for the transition solution, which suggest that the no…
We study the well-posedness of the initial value problem for fully nonlinear evolution equations, $u_{t}=f[u],$ where $f$ may depend on up to the first three spatial derivatives of $u.$ We make three primary assumptions about the form of $f:$ a regularity assumption, a dispersivity assumption, and an assumption related to the strength of backwards diffusion. Because the third derivative of $u$ is present in the right-hand side and we effectively assume that the equation is dispersive, we say that these fully nonlinear evolution equations are of KdV-type. We prove the well-posedness of the init…
