Conjecture on sensitivity to initial data for minimal solutions of the supercooled Stefan problem

Let X0X_{0-} be a random variable with EX0<\mathbb{E}|X_{0-}|<\infty. For xRx\in\mathbb{R}, let Λx\underline{\Lambda}^x denote the minimal solution to the McKean–Vlasov equation with shifted initial condition X0+xX_{0-}+x.

Sensitivity conjecture. The map

xΛxx\mapsto \underline{\Lambda}^x

is continuous from R\mathbb{R} to (D([1,)),M1)(D([-1,\infty)),\operatorname{M1}).

This conjecture concerns sensitivity of the minimal solution to perturbations of the initial condition. The preceding result identifies the minimal solution as a physical solution when EX0<\mathbb{E}|X_{0-}|<\infty; continuity in the Skorokhod M1\operatorname{M1} topology remains conjectural in the stated setting.

Sources & referencesView supporting material

Primary source

Graeme Baker, “Sensitivity to Initial Data for Physical and Minimal Solutions of the Supercooled Stefan Problem”, arXiv:2308.01935 (2023).

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