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Philosophical transactions. Series A, Mathematical, physical, and engineering sciences logoLink to Philosophical transactions. Series A, Mathematical, physical, and engineering sciences
. 2015 Sep 13;373(2050):20140279. doi: 10.1098/rsta.2014.0279

A Stefan problem on an evolving surface

Amal Alphonse 1,, Charles M Elliott 1
PMCID: PMC4535267  PMID: 26261364

Abstract

We formulate a Stefan problem on an evolving hypersurface and study the well posedness of weak solutions given L1 data. To do this, we first develop function spaces and results to handle equations on evolving surfaces in order to give a natural treatment of the problem. Then, we consider the existence of solutions for Inline graphic data; this is done by regularization of the nonlinearity. The regularized problem is solved by a fixed point theorem and then uniform estimates are obtained in order to pass to the limit. By using a duality method, we show continuous dependence, which allows us to extend the results to L1 data.

Keywords: free boundary problems, Stefan problem, parabolic equations on moving hypersurfaces, function spaces for evolving domains

1. Introduction

The Stefan problem is the prototypical time-dependent free boundary problem. It arises in various forms in many models in the physical and biological sciences [14]. In this paper, we present the theory of weak solutions associated with the so-called enthalpy approach [1] to the Stefan problem on an evolving curved hypersurface.

Our interest is in the existence, uniqueness and continuous dependence of weak solutions to the Stefan problem

1. 1.1

posed on a moving compact hypersurface Inline graphic evolving with (given) velocity field w, where the energy Inline graphic is defined by

1.

Note that Inline graphic is a maximal monotone graph in the sense of Brézis [5].

In (1.1), ∂e means the material derivative of e (which we shall also write as Inline graphic), and ∇Ω(t) and ΔΩ(t) are, respectively, the surface gradient and Laplace–Beltrami operators on Ω(t). The novelty of this work is that the Stefan problem itself is formulated on a moving hypersurface and our chosen method to treat this problem, which we believe is naturally suited to equations on moving domains, requires the use of some new function spaces and results that we shall introduce, building upon the spaces and concepts presented in [6,7]. There is, as alluded to above, a rich literature associated to Stefan-type problems [813]. We will show that arguments similar to those used in the standard setting are also amenable to our problem on a moving hypersurface, thanks in part to the function spaces we decide to use. Let us remark that the techniques and functional analysis we develop here can be directly applied to study many other nonlinear PDE problems posed on moving domains.

Let us work out a possible pointwise formulation of (1.1). Start by supposing Ω(t)=Ωl(t)∪Ωs(t)∪Γ(t), where Ωl(t) and Ωs(t) divide Ω(t) into a liquid and a solid phase (respectively) with an a priori unknown interface Γ(t). The quantity of interest is the temperature Inline graphic, which we suppose satisfies

1.

and thus u=0 is the critical temperature where the change of phase occurs. Define

1.

and Qs similarly. Given f and u0, we formally elucidate in remark 2.12 the relationship between (1.1) and the following model describing the temperature u:

1. 1.2

where us denotes the trace of the restriction u|Ωs to the interface Γ (likewise with ul), V (t) is the conormal velocity of Γ(t) and μ(t) is the unit conormal vector pointing into Ωl(t) (this vector is tangential to Ω(t) and normal to ∂Ωl(t)).

We now introduce some notions of a weak solution, similar to [10]. The function spaces Inline graphic below will be made precise in §2 but for now can be thought of as generalizations of Bochner spaces Lp(0,T;X0), where now Inline graphic implies u(t)∈X(t) for almost all t (for a suitable family {X(t)}t∈[0,T]).

Definition 1.1 (Weak solution) —

Given Inline graphic and e0L1(Ω0), a weak solution of (1.1) is a pair Inline graphic such that Inline graphic and there holds

graphic file with name rsta20140279-e6.jpg

for all Inline graphic with Inline graphic and η(T)=0.

Definition 1.2 (Bounded weak solution) —

Given Inline graphic and Inline graphic, a bounded weak solution of (1.1) is a pair Inline graphic such that (u,e) is a weak solution of (1.1) satisfying

graphic file with name rsta20140279-e7.jpg 1.3

for all ηW(H1,L2) with η(T)=0.

We prove the following results.

Theorem 1.3 (Existence of bounded weak solutions) —

If Inline graphic Inline graphic and Inline graphic then there exists a bounded weak solution to (1.1).

Theorem 1.4 (Uniqueness and continuous dependence of bounded weak solutions) —

If for i=1,2, (ui,ei) are two bounded weak solutions of (1.1) with data Inline graphic then

graphic file with name rsta20140279-e8.jpg

for almost all t.

Theorem 1.5 (Well posedness of weak solutions) —

If Inline graphic e0L1(Ω0) and Inline graphic then there exists a unique weak solution to (1.1). Furthermore, if for i=1,2, Inline graphic are two weak solutions of (1.1) with data Inline graphic then

graphic file with name rsta20140279-e9.jpg

Below, we shall use the notation ↪ and Inline graphic to denote (respectively) a continuous embedding and a compact embedding. We will at times refer to the electronic supplementary material where more explanation can be found for the interested reader.

2. Preliminaries

(a). Abstract evolving function spaces

In [6], we generalized some concepts from [14] and defined the Hilbert space Inline graphic given a sufficiently smooth parametrized family of Hilbert spaces {H(t)}t∈[0,T]. We need a generalization of this theory to Banach spaces.

For each t∈[0,T], let X(t) be a real Banach space with X0:=X(0). We informally identify the family {X(t)}t∈[0,T] with the symbol X. Let there be a linear homeomorphism ϕt: X0X(t) for each t∈[0,T] (with the inverse ϕt: X(t)→X0) such that ϕ0 is the identity. We assume that there exists a constant CX independent of t∈[0,T] such that

(a). 2.1

We assume for all uX0 that the map Inline graphic is measurable.

Definition 2.1 —

Define the Banach spaces

graphic file with name rsta20140279-e11.jpg

endowed with the norm

graphic file with name rsta20140279-e12.jpg 2.2

Note that we made an abuse of notation after the definition of the first space and identified Inline graphic with Inline graphic. That (2.2) defines a norm is easy to see once one checks that the integrals are well defined (the case Inline graphic is easy), which can be shown by a straightforward adaptation of the proof of theorem 2.8 in [6] for the case when each X(t) is separable (see also electronic supplementary material, S1) and the proof of lemma 3.5 in [14] for the non-separable case. The fact that Inline graphic is a Banach space follows from lemma 2.3 below.

Important Notation 2.2 —

Given a function Inline graphic, the notation Inline graphic will be used to mean the pullback Inline graphic, and vice versa.

Lemma 2.3 —

The spaces Lp(0,T;X0) and Inline graphic are isomorphic via ϕ(⋅) with an equivalence of norms:

graphic file with name rsta20140279-e13.jpg

Proof. —

We show the case Inline graphic here; an adaptation of the p=2 case done in [6] easily proves the lemma for Inline graphic (see also electronic supplementary material, S2). Let Inline graphic. Measurability of Inline graphic follows as Inline graphic. Now, by definition, we have that for all t∈[0,T]∖N, Inline graphic, where N is a null set and Inline graphic This means that for all t∈[0,T]∖N, Inline graphic by the assumption (2.1), i.e.

graphic file with name rsta20140279-e14.jpg

so Inline graphic. Similarly, we conclude that if Inline graphic then Inline graphic. ▪

Remark 2.4 —

The dual operator Inline graphic is also a linear homeomorphism with Inline graphic and Inline graphic [15, theorem 4.5-2 and §4.5], and if X0 is separable, Inline graphic is measurable for Inline graphic; thus, in the separable setting, the dual operator also satisfies the same boundedness properties as ϕt. This means that the spaces Inline graphic are also well-defined Banach spaces given separable {X(t)}t∈[0,T] (the map Inline graphic plays the same role as ϕ(⋅) did for the spaces Inline graphic).

The following subspaces will be of use later:

(a).

and

(a).

(i). Dual spaces

In this subsection, we assume that {X(t)}t∈[0,T] is reflexive. In order to retrieve weakly convergent subsequences from sequences that are bounded in Inline graphic, we need Inline graphic to be reflexive. This leads us to consider a characterization of the dual spaces. We let Inline graphic and (p,q) be a conjugate pair in this section.

Theorem 2.5 —

The space Inline graphic is isometrically isomorphic to Inline graphic and hence we may identify Inline graphic and the duality pairing of Inline graphic with Inline graphic is given by

graphic file with name rsta20140279-e17.jpg

To prove this theorem, although we can exploit the fact that the pullback is in a Bochner space, showing that the natural duality map is isometric is not so straightforward because ϕ(⋅) is not assumed to be an isometry. In fact, we have to go back to the foundations and emulate the proof for the dual space identification for Bochner spaces [16], §IV.

Lemma 2.6 —

For every Inline graphic the expression

graphic file with name rsta20140279-e18.jpg 2.3

defines a functional Inline graphic such that Inline graphic.

Proof. —

Let Inline graphic and define Inline graphic by (2.3); the integral is well defined by similar reasoning as before (see lemma 2.13 in [6] and the electronic supplementary material, S3). By Hölder’s inequality, we have Inline graphic so Inline graphic and Inline graphic We now show the reverse inequality. First suppose g has the form Inline graphic where the Inline graphic and the Ei are measurable, pairwise disjoint and partition [0,T]. It is clear that Inline graphic Let Inline graphic which satisfies Inline graphic and Inline graphic hence for any ϵ>0 we have

graphic file with name rsta20140279-e19.jpg 2.4

Now choose xi,tX(t), Inline graphic (see electronic supplementary material, S4) such that

graphic file with name rsta20140279-e20.jpg 2.5

Define Inline graphic by Inline graphic and note that Inline graphic We obtain using (2.5) and (2.4) that Inline graphic This proves that Inline graphic whenever Inline graphic is of the stated form. Now suppose Inline graphic is arbitrary. Then there exist Inline graphic with Inline graphic such that Inline graphic in Inline graphic and so the sequence Inline graphic satisfies gng in Inline graphic. Because the Inline graphic, we know by our efforts above that Inline graphic defined by Inline graphic has norm Inline graphic. We also have

graphic file with name rsta20140279-e21.jpg

which implies Inline graphic and also Inline graphic ▪

We have shown that Inline graphic defined by Inline graphic is isometric: Inline graphic. We now show that Inline graphic is onto. Given Inline graphic, define Inline graphic by Inline graphic for all Inline graphic. It is obvious that Inline graphic and by the dual space identification for Bochner spaces, there exists an Inline graphic such that

(i).

so Inline graphic, where Inline graphic Hence Inline graphic is onto, and we have proved theorem 2.5.

(b). Function spaces on evolving surfaces

We now make precise the assumptions on the evolving surface Ω(t) our Stefan problem is posed on and we discuss function spaces in the context of the previous subsections. For each t∈[0,T], let Inline graphic be an orientable compact (i.e. no boundary) n-dimensional hypersurface of class C3, and assume the existence of a flow Inline graphic such that for all t∈[0,T], with Ω0:=Ω(0), the map Inline graphic is a C3-diffeomorphism that satisfies Inline graphic and Inline graphic for a given C2 velocity field Inline graphic, which we assume satisfies the uniform bound |∇Ω(t)w(t)|≤C for all t∈[0,T]. A C2 normal vector field on the hypersurfaces is denoted by Inline graphic. It follows that the Jacobian Inline graphic is C2 and is uniformly bounded away from zero and infinity.

For Inline graphic and Inline graphic, define the pushforward Inline graphic and pullback Inline graphic, where Inline graphic. We showed in [7] that ϕt: L2(Ω0)→L2(Ω(t)) and ϕt: H1(Ω0)→H1(Ω(t)) are linear homeomorphisms (with uniform bounds) and (thus) with L2≡{L2(Ω(t))}t∈[0,T], H1≡{H1(Ω(t))}t∈[0,T] and Inline graphic the spaces Inline graphic, Inline graphic and Inline graphic are well defined (see [7,17] for an overview of Lebesgue and Sobolev spaces on hypersurfaces) and we let Inline graphic be a Gelfand triple.

A function Inline graphic has a strong material derivative defined by Inline graphic Given a function Inline graphic, we say that it has a weak material derivative Inline graphic if

(b).

holds, and we write Inline graphic or ∂u instead of g. Define the Hilbert spaces (see [6,7] for more details)

(b).

endowed with the natural inner products. For subspaces XH1 and YH−1, we also define the subset W(X,Y)⊂W(H1,H−1) in the natural manner.

Lemma 2.7 (See [6,7]) —

Let either X=W(H1,H−1) and Inline graphic or X=W(H1,L2) and Inline graphic. For such pairs, the space X is isomorphic to X0 via ϕ−(⋅) with an equivalence of norms:

graphic file with name rsta20140279-e25.jpg

We showed in [6,7] that, for u, vW(H1,H−1), the map t↦(u(t),v(t))L2(Ω(t)) is absolutely continuous, and

(b).

holds for almost all t, where the duality pairing is between H−1(Ω(t)) and H1(Ω(t)).

(i). Some useful results

In this subsection, p and q are not necessarily conjugate. The first part of the following lemma is a particular realization of lemma 2.3. Consult the electronic supplementary material, S5–S7, for more details of the next three results.

Lemma 2.8 —

For p, Inline graphic the spaces Inline graphic and Lp(0,T;Lq(Ω0)) are isomorphic via the map ϕ(⋅) with an equivalence of norms. If Inline graphic, the spaces are isometrically isomorphic. The embedding Inline graphic is continuous.

Lemma 2.9 —

The space W(H1,H−1) is compactly embedded in Inline graphic.

Theorem 2.10 (Dominated convergence theorem for Inline graphic) —

Let p, Inline graphic. Let {wn} and w be functions such that Inline graphic and Inline graphic are measurable (e.g. membership of Inline graphic will suffice). If for almost all t∈[0,T],

graphic file with name rsta20140279-e27.jpg

then wnw in Inline graphic.

Lemma 2.11 —

If uW(H1,H−1), then

graphic file with name rsta20140279-e28.jpg 2.6
Proof. —

By density, we can find {un}⊂W(H1,L2) with unu in W(H1,H−1). It follows that Inline graphic (this is sensible because wH1(Ω) implies w+H1(Ω)) and therefore (2.6) holds for un (see electronic supplementary material, S8). As Inline graphic, it follows that Inline graphic in L2(Ω(t)) (for example see [18], lemma 2.88 or [19], lemma 1.22). So we can pass to the limit in the first two terms on the right-hand side.

Now we just need to show that Inline graphic in Inline graphic. It is easy to show the convergence in Inline graphic, so we need only to check the convergence of the gradient. Let g(r)=χ{r>0}. Then, using g≤1,

graphic file with name rsta20140279-e29.jpg

For the second term, let us note that as unu in Inline graphic, for almost all t, un(t,x)→u(t,x) almost everywhere in Ω(t) for a subsequence (which we have not relabelled). Let us fix t. Then for almost every xΩ(t), it follows that g(un(t,x))∇Ωu(t,x)→g(u(t,x))∇Ωu(t,x) pointwise (see electronic supplementary material, S9). Because g≤1, the dominated convergence theorem gives overall Inline graphic in Inline graphic. ▪

(c). Preliminary results

Remark 2.12 —

It is well known in the standard setting that a mushy region (the interior of the set where the temperature is zero) can arise in the presence of heat sources [1,20]; with no heat sources, the initial data may give rise to mushy regions. We will content ourselves with the following heuristic calculations under the assumption that there is no mushy region.

Let the bounded weak solution of (1.1) (in the sense of definition 1.2) have the additional regularity uW(H1,L2) and Inline graphic and suppose that the sets Ωl(t)={u>0} and Ωs(t)={u<0} divide Ω(t) with a common interface Γ(t), which we assume is a sufficiently smooth n-dimensional hypersurface (of measure zero with respect to the surface measure on Ω(t)). Then the bounded weak solution is also a classical solution in the sense of (1.2). To see this, suppose that (u,e) is a weak solution satisfying the equality in (1.3). The integration by parts formula on each subdomain of Ω implies

graphic file with name rsta20140279-e30.jpg 2.7

With e(t)η(t)∇Ωw=∇Ω⋅(e(t)η(t)w)−w⋅∇Ω(e(t)η(t)) and the divergence theorem [17], §2.2,

graphic file with name rsta20140279-e31.jpg

We use this result in the formula for integration by parts over time over Ωs:

graphic file with name rsta20140279-e32.jpg

A similar expression over Ωl can also be derived this way, the difference being that the term with μ has the opposite sign. Then, using Inline graphic es(t)|Γ(t)=0, and el(t)|Γ(t)=1, we get

graphic file with name rsta20140279-e33.jpg 2.8

Since by the partial integration formula Inline graphic, we have (with g=wie(t)η(t)) that the fourth term in the right-hand side of (2.8) is

graphic file with name rsta20140279-e34.jpg

so the calculation (2.8) becomes

graphic file with name rsta20140279-e35.jpg 2.9

Now, taking the weak formulation (1.3) and substituting (2.9) together with the expression for the spatial term (2.7), we get for η with η(T)=η(0)=0

graphic file with name rsta20140279-e36.jpg

Taking η to be compactly supported in Qs, and afterwards taking η compactly supported in Ql, we recover exactly the first two equations in (1.2). So we may drop the first integral on the left- and the right-hand side. Then with a careful choice of η, we will obtain precisely the interface condition in (1.2).

Lemma 2.13 —

Given ξC1(Ω0) and Inline graphic satisfying 0<ϵαα0 a.e., there exists a unique solution φW(H1,L2) with Inline graphic to

graphic file with name rsta20140279-e37.jpg 2.10

satisfying Inline graphic and (cf. [21, ch. V, §9])

graphic file with name rsta20140279-e38.jpg 2.11

Proof. —

Define the bilinear form Inline graphic which is clearly bounded and coercive on H1(Ω(t)). Split a(t;⋅,⋅) into the forms Inline graphic and Inline graphic One sees that as(t;η,η)≥0 and that both Inline graphic and Inline graphic are bounded. Also, letting Inline graphic, where Inline graphic are the normalized eigenfunctions of −ΔΩ0, we have for Inline graphic, Inline graphic, αjAC([0,T]) and αj′∈L2(0,T)}

graphic file with name rsta20140279-e39.jpg

where r is such that Inline graphic (see [17], lemma 2.1; note that Inline graphic and thus Inline graphic). Hence by [6, theorem 3.13], we have the unique existence of φW(H1,L2). Rearranging equation (2.10) shows that Inline graphic. As α is uniformly bounded by positive constants, it follows that Inline graphic.

The Inline graphic bound. Let Inline graphic. Test the equation with (φK)+:

graphic file with name rsta20140279-e40.jpg

which becomes, through the use of Young’s inequality with δ,

graphic file with name rsta20140279-e41.jpg

An application of Gronwall’s inequality and noticing Inline graphic yields Inline graphic. Repeating this process with (−φ(t)−K)+ allows us to conclude.

The inequality (2.11). Multiply equation (2.10) by ΔΩφ and integrate: formally,

graphic file with name rsta20140279-e42.jpg 2.12

See [17], lemma 2.1 or [7] for the definition of the matrix D(w). This calculation is merely formal because we have not shown that Inline graphic; however, the end result of the calculation is still valid by lemma 2.14. We also have by squaring (2.10), integrating and using (2.12):

graphic file with name rsta20140279-e43.jpg

Adding the last two inequalities then we obtain

graphic file with name rsta20140279-e44.jpg

Gronwall’s inequality can be used to deal with the last term on the right-hand side. ▪

Lemma 2.14 —

With φW(H1,L2) from the previous lemma, the following inequality holds:

graphic file with name rsta20140279-e45.jpg 2.13

Proof. —

Let Inline graphic. We start with a few preliminary results. Let us show Inline graphic Take Inline graphic so that Inline graphic. By smoothness of Inline graphic, it follows that Inline graphic, and Inline graphic because Inline graphic. So ηW(H2,H1).

Let us also prove that Inline graphic is dense. Let wW(H2,L2); then Inline graphic since Inline graphic by smoothness of Inline graphic and since Inline graphic (because Inline graphic). By [22], lemma II.5.10, there exists Inline graphic with Inline graphic in Inline graphic. Then, Inline graphic (by definition) and

graphic file with name rsta20140279-e46.jpg

where we used the smoothness of Inline graphic and the reasoning behind assumption 2.37 of [6] (see also [6, theorem 2.33]).

Given φW(H2,L2), by the density result, there exists Inline graphic such that φnφ in W(H2,L2) with φn satisfying (2.13):

graphic file with name rsta20140279-e47.jpg 2.14

We know that Inline graphic in Inline graphic (this is just how we construct the sequence φn; see above), and Inline graphic [22], lemma II.5.14 implies φn(t)→φ(t) in H1(Ω(t)). Now we can pass to the limit in every term in (2.14). ▪

3. Well posedness

We can approximate Inline graphic by Inline graphic bi-Lipschitz functions Inline graphic such that (e.g. [12,13])

3.

(where Inline graphic is the Lipschitz constant of the approximation to the Heaviside function). We write Inline graphic and Inline graphic. In order to prove theorem 1.3, that of the well posedness of Inline graphic weak solutions given bounded data, we consider the following approximation of (1.1).

Definition 3.1 —

Find for each ϵ>0 a function eϵW(H1,H−1) such that

graphic file with name rsta20140279-e49.jpg

Theorem 3.2 —

Given Inline graphic and e0L2(Ω0), the problem (Pϵ) has a weak solution eϵW(H1,H−1).

Proof. —

Using the chain rule on the nonlinear term leads us to consider for fixed wW(H1,H−1)

graphic file with name rsta20140279-e50.jpg

If S denotes the solution map of (P(w)) that takes wSw, then we seek a fixed point of S. First, note that, since the bilinear form involving the surface gradients is bounded and coercive, the solution SwW(H1,H−1) of (P(w)) does indeed exist by [6, theorem 3.6], and, moreover, it satisfies the estimate

graphic file with name rsta20140279-e51.jpg 3.1

where the constant C does not depend on w because Inline graphic is uniformly bounded from below (in w). Then the set Inline graphic which is a closed, convex and bounded subset of X:=W(H1,H−1), is such that S(E)⊂E by (3.3). We now show that S is weakly continuous. Let Inline graphic in W(H1,H−1) with wnE. From the estimate (3.3), we know that Swn is bounded in W(H1,H−1), so for a subsequence

graphic file with name rsta20140279-e52.jpg

and

graphic file with name rsta20140279-e53.jpg

by the compact embedding of lemma 2.9. Now we show that χ=Sw. Due to Inline graphic, Inline graphic in Inline graphic. This implies Inline graphic in L2(Ω0) (to see this consider for arbitrary fL2(Ω0) the functional Inline graphic defined by Inline graphic). As Swnj(0)=e0, it follows that

graphic file with name rsta20140279-e54.jpg 3.2

On the other hand, as wn are weakly convergent in W1(H1,H−1), they are bounded in the same space. Now, Inline graphic, hence wnw in Inline graphic. It follows that the subsequence wnjw in Inline graphic too, and so there is a subsequence such that, for almost every t∈[0,T], wnjk(t)→w(t) a.e. in Ω(t). By continuity, for a.a. t, Inline graphic a.e., and also we have Inline graphic with the right-hand side in Inline graphic. Thus, we can use the dominated convergence theorem (theorem 2.10), which tells us that Inline graphic in Inline graphic. Now we pass to the limit in the equation (P(w)) with w replaced by wnjk to get

graphic file with name rsta20140279-e55.jpg

which, along with (3.4), shows that χ=S(w), so Inline graphic. However, we have to show that the whole sequence converges, not just a subsequence. Let xn=S(wn) and equip the space X=W(H1,H−1) with the weak topology. Let xnm=S(wnm) be a subsequence. By the bound of S, it follows that xnm is bounded, hence it has a subsequence such that

graphic file with name rsta20140279-e56.jpg

By similar reasoning as before, we identify x*=S(w), and theorem 3.3 tells us that indeed Inline graphic. Then by the Schauder–Tikhonov fixed point theorem [23, theorem 1.4, p. 118], S has a fixed point. ▪

Theorem 3.3 —

Let xn be a sequence in a topological space X such that every subsequence xnj has a subsequence xnjk converging to xX. Then the full sequence xn converges to x.

(a). Uniform estimates

We set Inline graphic. Below we denote by M a constant such that Inline graphic.

Lemma 3.4 —

The following bound holds independent of ϵ:

graphic file with name rsta20140279-e57.jpg

Proof. —

We substitute w(t)=e−λteϵ(t) in (Pϵ) and use Inline graphic to get

graphic file with name rsta20140279-e58.jpg

Let Inline graphic and Inline graphic and define v(t)=αt+β. Note that Inline graphic and v(0)=β. Subtracting Inline graphic from the above and testing with (w(t)−v(t))+, we get

graphic file with name rsta20140279-e59.jpg 3.3

Note that Inline graphic because ∇Ωv(t)=0. Set Inline graphic, then the last term on the left-hand side of (3.5) is non-negative because, if w>v, w>0 since v≥0. So we can throw away that and the gradient term to find

graphic file with name rsta20140279-e60.jpg

Integrating this and using lemma 2.11, we find

graphic file with name rsta20140279-e61.jpg

as Inline graphic and Inline graphic. The use of Gronwall’s inequality gives Inline graphic almost everywhere on Ω(t). So we have shown that for all t∈[0,T]∖N1, w(t,x)≤C for all Inline graphic, where Inline graphic A similar argument yields for all t∈[0,T]∖N2, w(t,x)≥−C for all Inline graphic, where Inline graphic Taking these statements together tells us that for all t∈[0,T]∖N, |w(t,x)|≤C on Ω(t)∖Mt, where N=N1N2 and Inline graphic have measure zero. This gives Inline graphic. From this and Inline graphic, we obtain the bound on uϵ. The bound on Inline graphic follows from Inline graphic. ▪

Lemma 3.5 —

The following bound holds independent of ϵ:

graphic file with name rsta20140279-e62.jpg 3.4

Proof. —

Testing with Inline graphic in (Pϵ), using Inline graphic, integrating over time and using the previous estimate, we find

graphic file with name rsta20140279-e63.jpg

The bound on the time derivative follows by taking supremums. See the electronic supplementary material, S10, for more details. ▪

Lemma 3.6 —

Define Inline graphic. The following limit holds uniformly in ϵ:

graphic file with name rsta20140279-e64.jpg

Proof. —

We follow the proof of theorem A.1 in [8] here. Fix h∈(0,T) and consider

graphic file with name rsta20140279-e65.jpg 3.5

with the last inequality by (3.6). Now, as the Inline graphic are uniformly bounded above, they are uniformly equicontinuous. Therefore, for fixed δ, there is a σδ (depending solely on δ) such that

graphic file with name rsta20140279-e66.jpg 3.6

So in the set Inline graphic we must have Inline graphic (this is the contrapositive of (3.8)). This implies from (3.7) that

graphic file with name rsta20140279-e67.jpg

Writing Inline graphic, note that

graphic file with name rsta20140279-e68.jpg

Taking the limit as h→0, using the arbitrariness of δ>0 and the fact that the right-hand side of the above does not depend on ϵ gives us the result. ▪

(b). Existence of bounded weak solutions

With all the uniform estimates acquired, we can extract (weakly) convergent subsequences. In fact, we find (we have not relabelled subsequences)

(b). 3.7

where only the first strong convergence listed requires an explanation. Indeed, the point is to apply [24, theorem 5] with H1(Ω0) c ’−→L1(Ω0)⊂L1(Ω0), which gives us a subsequence Inline graphic strongly in L1(0,T;L1(Ω0)). It follows that uϵjρ in Inline graphic, whence, for a.a. t, uϵjk(t)→ρ(t) a.e. in Ω(t). We also know that, for a.a. t, |uϵjk(t)|≤C a.e. in Ω(t) by lemma 3.4, and so, for a.a. t, the limit satisfies |ρ(t)|≤C a.e. in Ω(t) too. By theorem 2.10, uϵjkρ in Inline graphic for all p, Inline graphic. As Inline graphic (subsequences have the same weak limit), it must be the case that ρ=u.

Proof of theorem 1.3 —

In (Pϵ), we can test with a function ηW(H1,L2) with η(T)=0, integrate by parts and then pass to the limit to obtain

graphic file with name rsta20140279-e70.jpg

and it remains to be seen that Inline graphic or equivalently Inline graphic By monotonicity of Inline graphic, we have for any Inline graphic

graphic file with name rsta20140279-e71.jpg

Because Inline graphic uniformly, for a.a. t, Inline graphic a.e. in Ω(t), and Inline graphic, and the dominated convergence theorem shows that Inline graphic in Inline graphic. Using this and (3.9), we can easily pass to the limit in this inequality and obtain

graphic file with name rsta20140279-e72.jpg

By Minty’s trick we find Inline graphic; see the electronic supplementary material, S11, for more details. To see why Inline graphic, we have from the estimate in lemma 3.4 that, for a.a. t∈[0,T], Inline graphic giving Inline graphic in Inline graphic and (by weak-* lower semi-continuity) Inline graphic for a.a. t, and we just need to identify Inline graphic. It follows from (3.9) that Inline graphic in Inline graphic by Lions–Aubin, and so, for a.e. t and for a subsequence (not relabelled), Inline graphic in H−1(Ω(t)). This allows us to conclude that χ=ζ (the weak-* convergence of Inline graphic to Inline graphic also gives weak convergence in any Lp(Ω(t)) to the same limit). ▪

(c). Continuous dependence and uniqueness of bounded weak solutions

The next lemma, which has an extended proof in the electronic supplementary material, S12, allows us to drop the requirement for our test functions to vanish at time T.

Lemma 3.7 —

If (u,e) is a bounded weak solution (satisfying (1.3)), then (u,e) also satisfies

graphic file with name rsta20140279-e73.jpg

for all ηW(H1,L2).

Proof. —

To see this, for s∈(0,T], consider the function Inline graphic which has a weak derivative χϵ,s′(t)=−ϵ−1χ(sϵ,s)(t). Take the test function in (1.3) to be χϵ,Tη, where ηW(H1,L2), send ϵ→0 and use the Lebesgue differentiation theorem. ▪

We can finally prove theorem 1.4. See the electronic supplementary material, S13–S16, for additional comments on the proof.

Proof of theorem 1.4 —

We can prove the continuous dependence as in [21], ch. V, §9. As explained in lemma 3.7, we drop the requirement η(T)=0 in our test functions and we now suppose that Inline graphic. Suppose for i=1,2 that (ui,ei) is the solution to the Stefan problem with data Inline graphic, so

graphic file with name rsta20140279-e74.jpg 3.8

Define a=(u1u2)/(e1e2) when e1e2 and a=0 otherwise, and note that 0≤a(x,t)≤1. Let ηϵ solve in Inline graphic the equation

graphic file with name rsta20140279-e75.jpg 3.9

with ξC1(Ω0) and where aϵ satisfies ϕ−(⋅)aϵC2([0,TΩ0) and 0≤aϵ≤1 a.e. and Inline graphic. This is well posed by lemma 2.13. Equation (3.10) can be written in terms of aϵ, and if we choose η=ηϵ and use (3.11), we find

graphic file with name rsta20140279-e76.jpg 3.10

using the Inline graphic bound from lemma 2.13. We can estimate the first integral on the right-hand side:

graphic file with name rsta20140279-e77.jpg

and

graphic file with name rsta20140279-e78.jpg

by the results in lemma 2.13. Sending ϵ→0 in (3.12) gives us (recalling ξ≤1)

graphic file with name rsta20140279-e79.jpg

Now pick ξ=ξn, where ξn(x)→sign(e1(t,x)−e2(t,x))∈L2(Ω(t)) a.e. in Ω(t). ▪

(d). Well posedness of weak solutions

Proof of theorem 1.5 —

Suppose Inline graphic are data and consider functions Inline graphic and Inline graphic satisfying

graphic file with name rsta20140279-e80.jpg

The existence of fn holds because, by density, there exist Inline graphic such that Inline graphic in L1((0,TΩ0)≡L1(0,T;L1(Ω0)). Denote by (un,en) the respective (bounded weak) solutions to the Stefan problem with the data (e0n,fn). By virtue of these solutions satisfying the continuous dependence result, it follows that {en}n is a Cauchy sequence in Inline graphic and thus enχ in Inline graphic for some χ. Recall that Inline graphic, so, by consideration of an appropriate Nemytskii map, we find Inline graphic. Now we can pass to the limit in

graphic file with name rsta20140279-e81.jpg

and doing so gives

graphic file with name rsta20140279-e82.jpg

overall this shows that there exists a pair Inline graphic which is a weak solution of the Stefan problem. For these integrals to make sense, we need Inline graphic with Inline graphic.

Now suppose that (u1,e1) and (u2,e2) are two weak solutions of class L1 to the Stefan problem with data Inline graphic and Inline graphic in Inline graphic respectively. We know that there exist approximations Inline graphic, Inline graphic of the data satisfying

graphic file with name rsta20140279-e83.jpg

These approximate data give rise to the approximate solutions Inline graphic and Inline graphic, both of which are elements of Inline graphic. It follows from above that Inline graphic and Inline graphic in Inline graphic. Now consider the continuous dependence result that Inline graphic and Inline graphic satisfy:

graphic file with name rsta20140279-e84.jpg 3.11

Regarding the right-hand side, by writing Inline graphic (and similarly for the Inline graphic) and using triangle inequality, along with the fact that Inline graphic in Inline graphic, we can take the limit in (3.13) as Inline graphic and we are left with what we desired. ▪

Supplementary Material

Electronic supplementary material for the paper “A Stefan problem on an evolving surface”
rsta20140279supp1.pdf (215.7KB, pdf)

Acknowledgements

This work was initiated at the Isaac Newton Institute in Cambridge, UK during the Free Boundary Problems and Related Topics programme (January–July 2014). The authors are grateful to the referees for their useful feedback and encouragement.

Funding

A.A. was supported by the Engineering and Physical Sciences Research Council (EPSRC) grant no. EP/H023364/1 within the MASDOC Centre for Doctoral Training.

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Electronic supplementary material for the paper “A Stefan problem on an evolving surface”
rsta20140279supp1.pdf (215.7KB, pdf)

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