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

TL;DR

This paper models an infinite particle system to analyze the supercooled Stefan problem, providing new asymptotic limits, convergence rates, and insights into initial data with non-integrable properties, resolving existing conjectures.

Contribution

It introduces a particle system representation for the supercooled Stefan problem, including cases with non-integrable initial data, and establishes precise asymptotic behavior and convergence rates.

Findings

Derived a scaling limit representation for the supercooled Stefan problem.

Resolved a conjecture regarding the asymptotic behavior of the barrier.

Analyzed properties of the Stefan problem with non-$L^1$ initial data.

Abstract

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.