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Stefan problem with surface tension: global existence of physical solutions under radial symmetry

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Abstract

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 \(d\geqslant 3\), in the sense that none of the discontinuities in the solution can be decreased in magnitude. The detailed analysis of the discontinuities, via appropriate stochastic representations, differentiates this work from the previous literature on weak solutions to the Stefan problem with surface tension.

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Authors and Affiliations

  1. Department of Applied Mathematics, Illinois Institute of Technology, Chicago, IL, 60616, USA

    Sergey Nadtochiy

  2. ORFE Department, Bendheim Center for Finance, and Program in Applied & Computational Mathematics, Princeton University, Princeton, NJ, 08544, USA

    Mykhaylo Shkolnikov

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  1. Sergey Nadtochiy
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  2. Mykhaylo Shkolnikov
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Correspondence to Mykhaylo Shkolnikov.

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S. Nadtochiy is partially supported by the NSF CAREER Grant DMS-1651294. M. Shkolnikov is partially supported by the NSF grant DMS-2108680.

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Nadtochiy, S., Shkolnikov, M. Stefan problem with surface tension: global existence of physical solutions under radial symmetry. Probab. Theory Relat. Fields 187, 385–422 (2023). https://doi.org/10.1007/s00440-023-01206-8

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