Implicit and fully discrete approximation of the supercooled Stefan problem in the presence of blow-ups

DOI10.1137/22M1509722arXiv2206.14641OpenAlexW4396774092MaRDI QIDQ6403523FDOQ6403523

Authors: Christa Cuchiero, C. Reisinger, Stefan Rigger 

Publication date: 29 June 2022

Abstract: We consider two implicit approximation schemes of the one-dimensional supercooled Stefan problem and prove their convergence, even in the presence of finite time blow-ups. All proofs are based on a probabilistic reformulation recently considered in the literature. The first scheme is a version of the time-stepping scheme studied in V. Kaushansky, C. Reisinger, M. Shkolnikov, and Z. Q. Song, arXiv:2010.05281, 2020, but here the flux over the free boundary and its velocity are coupled implicitly. Moreover, we extend the analysis to more general driving processes than Brownian motion. The second scheme is a Donsker-type approximation, also interpretable as an implicit finite difference scheme, for which global convergence is shown under minor technical conditions. With stronger assumptions, which apply in cases without blow-ups, we obtain additionally a convergence rate arbitrarily close to 1/2. Our numerical results suggest that this rate also holds for less regular solutions, in contrast to explicit schemes, and allow a sharper resolution of the discontinuous free boundary in the blow-up regime.

Full work available at URL: https://doi.org/10.1137/22m1509722

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Free boundary problems for PDEs (35R35) Finite difference methods for boundary value problems involving PDEs (65N06) Stefan problems, phase changes, etc. (80A22)

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