We consider the supercooled Stefan problem, which captures the freezing of a
supercooled liquid, in one space dimension. A probabilistic reformulation of the
problem allows us to define global solutions, even in the presence of blow-ups of the
freezing rate. We provide a complete description of such solutions, by relating the
temperature distribution in the liquid to the regularity of the ice growth process. The
latter is shown to transition between (i) continuous differentiability, (ii) Hölder
continuity, and (iii) discontinuity. In particular, in the second regime we rediscover
the square root behavior of the growth process pointed out by Stefan in his seminal
1889 paper for the ordinary Stefan problem. In our second main theorem, we
establish the uniqueness of the global solutions, a first result of this kind in the
context of growth processes with singular self-excitation when blow-ups are
present.
Keywords
blow-ups, free boundary problem, heat equation, interacting
particle systems, mean-field interaction, physical
solutions, probabilistic reformulation, self-excitation,
supercooled Stefan problem, zero set