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Bibliographic Details
Main Authors: Blore, Thomas, Flynn, D. G. M, Hambly, Ben
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2507.16703
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author Blore, Thomas
Flynn, D. G. M
Hambly, Ben
author_facet Blore, Thomas
Flynn, D. G. M
Hambly, Ben
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2507_16703
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Particle systems and the supercooled Stefan problem with non-integrable initial data
Blore, Thomas
Flynn, D. G. M
Hambly, Ben
Probability
60K35 (Primary) 80A22, 82C22 (Secondary)
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.
title Particle systems and the supercooled Stefan problem with non-integrable initial data
topic Probability
60K35 (Primary) 80A22, 82C22 (Secondary)
url https://arxiv.org/abs/2507.16703