Mathematics > Probability
[Submitted on 12 Jun 2018 (v1), last revised 10 Apr 2019 (this version, v4)]
Title:Stefan Problems for Reflected SPDEs Driven by Space-Time White Noise
View PDFAbstract:We prove the existence and uniqueness of solutions to a one-dimensional Stefan Problem for reflected SPDEs which are driven by space-time white noise. The solutions are shown to exist until almost surely positive blow-up times. Such equations can model the evolution of phases driven by competition at an interface, with the dynamics of the shared boundary depending on the derivatives of two competing profiles at this point. The novel features here are the presence of space-time white noise; the reflection measures, which maintain positivity for the competing profiles; and a sufficient condition to make sense of the Stefan condition at the boundary. We illustrate the behaviour of the solution numerically to show that this sufficient condition is close to necessary.
Submission history
From: Jasdeep Kalsi [view email][v1] Tue, 12 Jun 2018 19:47:49 UTC (481 KB)
[v2] Fri, 15 Jun 2018 13:22:04 UTC (481 KB)
[v3] Sun, 19 Aug 2018 21:19:47 UTC (482 KB)
[v4] Wed, 10 Apr 2019 11:15:58 UTC (483 KB)
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