This was part of Laplacian Growth Models

Propagation of minimality in the supercooled Stefan problem

Sara Svaluto-Ferro, University of Verona

Tuesday, June 27, 2023


Supercooled Stefan problems describe the evolution of the boundary between the solid and liquid phases of a substance, where the liquid is assumed to be cooled below its freezing point. Following the methodology of Delarue, Nadtochiy and Shkolnikov, we construct solutions to the one-phase one-dimensional supercooled Stefan problem through a certain McKean-Vlasov equation, which allows to define global solutions even in the presence of blow-ups. Solutions to the McKean-Vlasov equation arise as mean-field limits of particle systems interacting through hitting times, which is important for systemic risk modeling. During the presentation we will illustrate two of our main results. The first one consists in a general tightness theorem for the Skorokhod M1-topology which applies to processes that can be decomposed into a continuous and a monotone part. The second one concerns the propagation of chaos for a perturbed version of the particle system for general initial conditions.