The numerical solution of one-phase classical Stefan problem
boundary immobilisation methodfinite difference schemefree boundarynumerical experimentsstabilityStefan problemvariable space grid method
Heat equation (35K05) Free boundary problems for PDEs (35R35) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs (65M30) Stefan problems, phase changes, etc. (80A22)
The paper deals with the classical one-phase Stefan problem describing the melting of ice. The temperature \(U(x,t)\) of the liquid region is governed by the heat conducting equation \(U_t= U_{xx}\) for \(0< x< s(t)\), \(t>0\) subject to the boundary conditions \(U_x= -\exp(t)\) for \(x=0\), \(t>0\) and \(U=0\) for \(x=s(t)\), \(t>0\). The free boundary \(x=s(t)\) satisfies the Stefan conditions \(\dot s= -U_x\) for \(x=s(t)\), \(t>0\) and the initial condition \(s(0)=0\). Two difference methods are presented for solving this problem numerically: (1) a variable space grid method -- at fixed time the number of space grid points in the interval \([0, s(t)]\) is constant, so the grid size \(h\) depends on \(t\); (2) a boundary immobilisation method -- the problem is reformulated by introducing the new variable \(\xi= \frac{x}{s(t)}\) and then an explicit finite difference scheme is applied (as \(0<\xi <1\), the boundary in the reformulated problem is fixed). Numerical experiments using both described methods are presented. No attention is paid to the convergence of the presented schemes, only the stability conditions (as some bounds on the size of the time step) are given without proof.
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