Math 2.0

Partial differential equations Example

Stefan problem as a variational inequality

Builds on Stefan problemVariational inequalityObstacle problem

Example

Take the one-dimensional one-phase Stefan problem in units with thermal diffusivity and conductivity equal to 11 and latent heat L>0L > 0. The liquid occupies 0<x<s(t)0 < x < s(t), with s(0)=0s(0) = 0 and ss increasing. The end x=0x = 0 is heated, with a given temperature u(0,t)>0u(0, t) > 0, and the temperature uu satisfies: ∂tu=∂x2u  for 0<x<s(t),u(s(t),t)=0,Ls′(t)=−∂xu(s(t),t).\partial_t u = \partial_x^2 u \ \text{ for } 0 < x < s(t), \qquad u(s(t), t) = 0, \qquad L s'(t) = -\partial_x u(s(t), t). Extend uu by 00 to the solid region x>s(t)x > s(t), and define the integrated temperature w(x,t)=∫0tu(x,τ) dτ.w(x, t) = \int_0^t u(x, \tau) \, d\tau. Then ww solves the obstacle-type system w≥0,∂tw−∂x2w+L≥0,w (∂tw−∂x2w+L)=0.w \ge 0, \qquad \partial_t w - \partial_x^2 w + L \ge 0, \qquad w \, \big(\partial_t w - \partial_x^2 w + L\big) = 0.

Check in the liquid: fix x>0x > 0 and let θ(x)\theta(x) be the time with s(θ(x))=xs(\theta(x)) = x, so u(x,τ)=0u(x, \tau) = 0 for τ≤θ(x)\tau \le \theta(x). Then w(x,t)=∫θ(x)tu(x,τ) dτw(x, t) = \int_{\theta(x)}^t u(x, \tau) \, d\tau for t>θ(x)t > \theta(x). Differentiating twice in xx and using u(x,θ(x))=0u(x, \theta(x)) = 0 gives ∂x2w=∫θ(x)t∂x2u dτ−∂xu(x,θ(x)) θ′(x)\partial_x^2 w = \int_{\theta(x)}^t \partial_x^2 u \, d\tau - \partial_x u(x, \theta(x)) \, \theta'(x). The Stefan condition and s′(θ(x)) θ′(x)=1s'(\theta(x)) \, \theta'(x) = 1 give −∂xu(x,θ(x)) θ′(x)=L-\partial_x u(x, \theta(x)) \, \theta'(x) = L. The heat equation turns the integral into u(x,t)=∂twu(x, t) = \partial_t w, so ∂tw−∂x2w=−L\partial_t w - \partial_x^2 w = -L where w>0w > 0. In the solid, w=0w = 0, so ∂tw−∂x2w+L=L>0\partial_t w - \partial_x^2 w + L = L > 0.

Remarks

For each time tt, the system is equivalent to a variational inequality over the convex set K={v≥0}K = \set{v \ge 0}: ∫(∂tw−∂x2w+L)(v−w) dx≥0for all v∈K.\int \big(\partial_t w - \partial_x^2 w + L\big) (v - w) \, dx \ge 0 \quad \text{for all } v \in K. Indeed, where w>0w > 0 the first factor vanishes, and where w=0w = 0 both factors are nonnegative. So the free boundary x=s(t)x = s(t) becomes the boundary of the set {w>0}\set{w > 0}, as in the obstacle problem, and it no longer appears explicitly among the unknowns. This change of unknown is due to Georges Duvaut, and it allows existence and regularity results for the Stefan problem through the theory of variational inequalities.

Reading path

To understand this page from the ground up, read these 25 pages in order. The foundations come first.

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Calculus of variations, concept, no evidence levelCalculus of variationsconceptCoercive bilinear form, concept, no evidence levelCoercive bilinear formconceptConvex set, concept, no evidence levelConvex setconceptEuclidean space, object, no evidence levelEuclidean spaceobjectFunction, concept, no evidence levelFunctionconceptHeat equation, concept, no evidence levelHeat equationconceptHilbert space, concept, no evidence levelHilbert spaceconceptMonotone operator, concept, no evidence levelMonotone operatorconceptPartial differential equation, concept, no evidence levelPartial differential …conceptSobolev space, concept, no evidence levelSobolev spaceconceptTotal derivative, concept, no evidence levelTotal derivativeconceptFunction of several variables, concept, no evidence levelFunction of several v…conceptVector-valued function, concept, no evidence levelVector-valued functionconceptVariational inequality, problem, no evidence levelVariational inequalityproblemStefan problem, problem, no evidence levelStefan problemproblemDifferentiable function of several variables, concept, no evidence levelDifferentiable functi…conceptPartial derivative, concept, no evidence levelPartial derivativeconceptVector field, concept, no evidence levelVector fieldconceptGradient, concept, no evidence levelGradientconceptDivergence, concept, no evidence levelDivergenceconceptLaplacian, concept, no evidence levelLaplacianconceptHarmonic function, concept, no evidence levelHarmonic functionconceptFree boundary problem, problem, no evidence levelFree boundary problemproblemObstacle problem, problem, no evidence levelObstacle problemproblemStefan problem as a variational inequality, example, no evidence levelStefan problem as a v…example
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Calculus of variations concept
  2. Coercive bilinear form concept
  3. Convex set concept
  4. Euclidean space object
  5. Function concept
  6. Heat equation concept
  7. Hilbert space concept
  8. Monotone operator concept
  9. Partial differential equation concept
  10. Sobolev space concept
  11. Total derivative concept
  12. Function of several variables concept
  13. Vector-valued function concept
  14. Variational inequality problem
  15. Stefan problem problem
  16. Differentiable function of several variables concept
  17. Partial derivative concept
  18. Vector field concept
  19. Gradient concept
  20. Divergence concept
  21. Laplacian concept
  22. Harmonic function concept
  23. Free boundary problem problem
  24. Obstacle problem problem
  25. Stefan problem as a variational inequality example

Further reading

  1. Web https://en.wikipedia.org/wiki/Stefan_problem
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IllustratesStefan problem, Variational inequality
UsesStefan problem, Variational inequality, Obstacle problem

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