The one-phase fractional Stefan problem

Abstract

We study the existence and properties of solutions and free boundaries of the one-phase Stefan problem with fractional diffusion posed in $\mathbb{R}^N$. In terms of the enthalpy $h(x,t)$, the evolution equation reads $\partial_t h+(-\Delta)^s\Phi(h) =0$, while the temperature is defined as $u:=\Phi(h):=\max\{h-L,0\}$ for some constant $L>0$ called the latent heat, and $(-\Delta)^s$ stands for the fractional Laplacian with exponent $s\in(0,1)$. We prove the existence of a continuous and bounded selfsimilar solution of the form $h(x,t)=H(x\,t^{-1/(2s)})$ which exhibits a free boundary at the change-of-phase level $h(x,t)=L$. This level is located at the line (called the free boundary) $x(t)=\xi_0 t^{1/(2s)}$ for some $\xi_0>0$. The construction is done in 1D, and its extension to $N$-dimensional space is shown. We also provide well-posedness and basic properties of very weak solutions for general bounded data $h_0$ in several dimensions. The temperatures $u$ of these solutions are continuous functions that have finite speed of propagation, with possible free boundaries. We obtain estimates on the growth in time of the support of $u$ for solutions with compactly supported initial temperatures. Besides, we show the property of conservation of positivity for $u$ so that the support never recedes. On the contrary, the enthalpy $h$ has infinite speed of propagation and we obtain precise estimates on the tail. The limits $L\to0^+$, $L\to +\infty$, $s\to0^+$ and $s\to 1^-$ are also explored, and we find interesting connections with well-studied diffusion problems. Finally, we propose convergent monotone finite-difference schemes and include numerical experiments aimed at illustrating some of the obtained theoretical results, as well as other interesting phenomena.