In mathematics and its applications, particularly to phase transitions in matter, a Stefan problem (also Stefan task) is a particular kind of boundary value problem for a partial differential equation (PDE), adapted to the case in which a phase boundary can move with time. The classical Stefan problem aims to describe the temperature distribution in a homogeneous medium undergoing a phase change, for example ice passing to water: this is accomplished by solving the heat equation imposing the initial temperature distribution on the whole medium, and a particular boundary condition, the Stefan condition, on the evolving boundary between its two phases. Note that this evolving boundary is an unknown (hyper-)surface: hence, Stefan problems are examples of free boundary problems.
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Historical note
The problem is named after Josef Stefan (Jožef Stefan), the Slovenian physicist who introduced the general class of such problems around 1890, in relation to problems of ice formation. This question had been considered earlier, in 1831, by Lamé and Clapeyron.
Premises to the mathematical description
From a mathematical point of view, the phases are merely regions in which the solutions of the underlying PDE are continuous and differentiable up to the order of the PDE. In physical problems such solutions represent properties of the medium for each phase. The moving boundaries (or interfaces) are infinitesimally thin surfaces that separate adjacent phases; therefore, the solutions of the underlying PDE and its derivatives may suffer discontinuities across interfaces.
The underlying PDE is not valid at phase change interfaces; therefore, an additional condition—the Stefan condition—is needed to obtain closure. The Stefan condition expresses the local velocity of a moving boundary, as a function of quantities evaluated at both sides of the phase boundary, and is usually derived from a physical constraint. In problems of heat transfer with phase change, for instance, the physical constraint is that of conservation of energy, and the local velocity of the interface depends on the heat flux discontinuity at the interface.
The one-dimensional one-phase Stefan problem
Consider a semi-infinite one-dimensional block of ice initially at melting temperature u ≡ 0 for x ∈ [0, +∞). Heat flux of f(t) is introduced at the left boundary of the domain causing the block to melt down leaving an interval [0, s(t)] occupied by water. The melted depth of the ice block, denoted by s(t), is an unknown function of time; the solution of the Stefan problem consists of finding u and s such that
Applications
Apart from the modelling of melting of solids, Stefan problems are also used as models for the asymptotic behaviour with respect to time of more complex problems: for example, Pego uses matched asymptotic expansions to prove that Cahn-Hilliard solutions for phase separation problems behave as solutions to a nonlinear Stefan problem at an intermediate time scale. Additionally, the solution of the Cahn–Hilliard equation for a binary mixture is reasonably comparable with the solution of a Stefan problem. In this comparison, the Stefan problem was solved using a front-tracking, moving-mesh method with homogeneous Neumann boundary conditions at the outer boundary. Also, Stefan problems can be applied to describe phase transformations.
The Stefan problem also has a rich inverse theory: in such problems, the meting depth (or curve or hypersurface) s is the known datum and the problem is to find u or f.