Nonlocal to Local Convergence of Stefan Problems Under Optimal Convergence Condition
Xinfu Chen, Fang Li, Maolin Zhou
TL;DR
This work analyzes a nonlocal version of the one‑phase Stefan problem with a diffusion kernel $k$, addressing when and how nonlocal dynamics converge to the classical local Stefan model. It establishes wellposedness, comparison and maximum principles, and robust apriori estimates for the nonlocal problem, and provides an exact equivalence between the optimal convergence condition $\hat{k}(\xi)=1-|\xi|^2+o(|\xi|^2)$ and moment constraints on the kernel. By recasting the nonlocal problem via a variational inequality and employing Fourier analysis, the authors prove that, under the stated optimal condition and suitable rescaling, the nonlocal Stefan problem converges to the classical Stefan problem; this includes a careful treatment of energy-like terms and weak convergence of source terms. The paper also reveals that lack of symmetry or convexity can cause jumping phenomena in the free boundary, highlighting the delicate balance between kernel structure and geometry in nonlocal free boundary problems. Overall, it provides a rigorous framework for nonlocal-to-local convergence and clarifies when nonlocal effects dissipate in the limit to the classical Stefan dynamics.
Abstract
In this paper, we consider a free boundary problem with a nonlocal diffusion kernel function $k(x)$. Due to the long distance exchange effect of nonlocal diffusion, the free boundary can expand discontinuously, which makes the problem rather complicated. Among other things, we propose the optimal convergence condition without assuming the symmetry or compactness of $k$, i.e., the Fourier transform of $k$ satisfies $$\hat{k}(ξ)=1-|ξ|^2+o(|ξ|^2)\ \ \mbox{ as }ξ\rightarrow 0,$$ and discover an equivalent characterization of this optimal condition. More importantly, by the employment of the variational inequality, the apriori estimates and the Fourier transform, we demonstrate that, along a series of properly rescaled kernel functions, the corresponding solutions to the nonlocal free boundary problems converge to the solution of the classical Stefan problem under the proposed optimal condition.
