Thomas Blore | Search arXiv

arXiv2026

A transform approach to the supercooled Stefan problem

We consider a generalisation of the probabilistic reformulation of the supercooled Stefan problem from arXiv:1902.05174 allowing for non-integrable initial data. From an application of Ito's formula, we obtain a relationship between the Laplace transform of the initial data and a transform of the solution, together with its possibly discontinuous free boundary. Using this relationship we give a sharp existence result for global solutions, we extend previous results on the uniqueness of solutions, and we determine the asymptotic behaviour of solutions for a certain class of initial data.

math.PR↗

arXiv2025

Particle systems and the supercooled Stefan problem with non-integrable initial data

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 for the possibility of sequences of successive jumps to occur instantaneously. Under certain conditions, the scaling limit gives a representation for the supercooled Stefan problem and its free boundary. This allows us to give a precise asymptotic limit for the barrier and determine the rate of convergence, resolving a conjecture of arXiv:1112.6257. From this representation, we also investigate properties of the supercooled Stefan problem for initial data not in $L^1(\mathbb{R}^+)$. In a critical case, where the jump size matches the density of the Poisson process and the Stefan problem has an instantaneous explosion, we instead recover the same scaling limit result as in arXiv:1705.10017.

math.PR↗