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Stochastic Solutions of Stefan Problems with General Time-Dependent Boundary Conditions
Örebro University, School of Science and Technology.ORCID iD: 0000-0002-2630-7479
2023 (English)In: Stochastic Processes, Statistical Methods, and Engineering Mathematics: SPAS 2019, Västerås, Sweden, September 30–October 2 / [ed] Anatoliy Malyarenko; Ying Ni; Milica Rančić; Sergei Silvestrov, Springer, 2023, p. 669-687Chapter in book (Other academic)
Abstract [en]

This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic formulae when they exist, otherwise with numerical solutions from a finite difference method. The innovative part is to model the moving boundary with a random walk method. The results show statistical convergence for many random walkers when Δx→0. Stochastic methods are very competitive in large domains in higher dimensions and has the advantages of generality and ease of implementation. The stochastic method suffers from that longer execution times are required for increased accuracy. Since the code is easily adapted for parallel computing, it is possible to speed up the calculations. Regarding applications for Stefan problems, they have historically been used to model the dynamics of melting ice, and we give such an example here where the fixed boundary condition follows data from observed day temperatures at Örebro airport. Nowadays, there are a large range of examples of applications, such as climate models, the diffusion of lithium-ions in lithium-ion batteries and modelling steam chambers for petroleum extraction.

Place, publisher, year, edition, pages
Springer, 2023. p. 669-687
Series
Springer Proceedings in Mathematics & Statistics, ISSN 2194-1009, E-ISSN 2194-1017 ; 408
Keywords [en]
Stefan problem, moving boundary, free boundary, stochastic solution, heat equation
National Category
Computational Mathematics Energy Systems
Research subject
Physics; Mathematics
Identifiers
URN: urn:nbn:se:oru:diva-83659DOI: 10.1007/978-3-031-17820-7_29ISBN: 9783031178191 (print)ISBN: 9783031178221 (print)ISBN: 9783031178207 (electronic)OAI: oai:DiVA.org:oru-83659DiVA, id: diva2:1447600
Available from: 2020-06-26 Created: 2020-06-26 Last updated: 2023-01-31Bibliographically approved

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Ögren, Magnus

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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  • de-DE
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