Forward invariance and Wong-Zakai approximation for stochastic moving boundary problems (Q2195112): Difference between revisions

Moving boundary problems allow for modeling of multi-phase systems with separating boundaries evolving in time. A classical example is the Stefan problem. In this paper, the authors study stochastic and semilinear extensions of the Stefan problem. They show that proper separation of phases is attained when started with the appropriate initial conditions. To extend results from deterministic settings to the stochastic case, they establish a Wong-Zakai type approximation. After a coordinate transformation the problems are reformulated and analysed in terms of stochastic evolution equations on domains of fractional powers of linear operators.