Special Session 168: Stochastic Analysis and Large Scale Interacting Systems

The vanishing latent heat limit of a stochastic Stefan problem : An error estimate
Perla El Kettani
University of Toulon
France
Co-Author(s):    Ioana Ciotir, Dan Goreac, Danielle Hilhorst.
Abstract:
We extend an article by Hilhorst, Mimura and Schatzle about the limit as the latent heat coefficient tends to zero of a two-phase Stefan problem arising in biology. We introduce a one-dimensional additive white noise in time, and search for the limit of the solution of the corresponding stochastic Stefan problem as the latent heat coefficient vanishes. We first prove the existence and uniqueness of the weak solution of this problem, and then study the limit of the solution as the latent heat coefficient tends to zero. Our method of proof is based upon an error estimate between the solution of the Stefan problem with positive latent heat and the one of the Stefan problem with zero latent heat, which seems to be novel even in the deterministic case when no noise is added.