Math 2.0

Partial differential equations Basic notions and classification Problem

Stefan problem

Builds on Heat equationPartial differential equation

Problem

The one-dimensional one-phase Stefan problem describes a solid at its melting temperature 00 that occupies the half-line x>0x > 0 and melts when heat enters at x=0x = 0. Let a>0a > 0 be the thermal diffusivity of the liquid, k>0k > 0 its thermal conductivity and L>0L > 0 the latent heat per unit volume. Let g ⁣:[0,∞)→[0,∞)g \colon [0, \infty) \to [0, \infty) be a given boundary temperature. Find a function s ⁣:[0,∞)→[0,∞)s \colon [0, \infty) \to [0, \infty) with s(0)=0s(0) = 0, the position of the interface, and a temperature u(x,t)u(x, t) defined for 0≤x≤s(t)0 \le x \le s(t), such that:

  1. ∂tu=a ∂x2u\partial_t u = a \, \partial_x^2 u for 0<x<s(t)0 < x < s(t) and t>0t > 0;
  2. u(0,t)=g(t)u(0, t) = g(t) for t>0t > 0;
  3. u(s(t),t)=0u(s(t), t) = 0 for t>0t > 0;
  4. L s′(t)=−k ∂xu(s(t),t)L \, s'(t) = -k \, \partial_x u(s(t), t) for t>0t > 0.

The unknown interface ss is the free boundary. Condition 4, the Stefan condition, says that the heat flux arriving at the interface is used to melt the solid.

Remarks

The problem is nonlinear, although the heat equation in clause 1 is linear, because the domain where it holds depends on the solution. For a constant boundary temperature g=T>0g = T > 0 there is an explicit similarity solution, due to Neumann. In units where a=k=L=1a = k = L = 1, it is s(t)=2λts(t) = 2 \lambda \sqrt{t} and u(x,t)=T(1−erf⁡(x/(2t))/erf⁡(λ))u(x, t) = T \left(1 - \operatorname{erf}\left(x / (2 \sqrt{t})\right) / \operatorname{erf}(\lambda)\right). Here λ>0\lambda > 0 is the unique root of λeλ2erf⁡(λ)=T/π\lambda e^{\lambda^2} \operatorname{erf}(\lambda) = T / \sqrt{\pi}, which comes from inserting uu and ss into the Stefan condition. The interface thus moves like t\sqrt{t}, as is typical for diffusion. Two-phase versions, in which the temperature of the solid also evolves, and versions in several space dimensions are studied as well. Lamé and Clapeyron had studied an equivalent problem in 1831.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Stefan_problem, Mathematical formulation
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MSC35R35, 80A22, 35R37
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AboutHeat equation
UsesHeat equation, Partial differential equation
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Changed2 November 2026

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