Binary alloy Stefan similarity solution 2026-10-14
A two-phase diffusion model with constant properties has similarity solutions built from the complementary error function in each half-line. Equilibrium gives and . The Stefan condition and interfacial solute balance determine and ; finite diffusion on both sides must be retained when constructing the narrow transition near .
Complementary error function Created 2026-10-05 Updated 2026-10-14
The complementary error function describes the Gaussian integral area remaining beyond the endpoint. For a real ,It is an entire function for complex arguments when defined by . On the real line it decreases from two to zero, with and .[ref]
For example, is a sizeable tail, whereas is extremely small. In the tested floating-point arithmetic, a direct evaluation of gives zero because the computed error function has already rounded to one. Evaluating the complementary error function directly preserves this tail. It is the useful quantity in an upper-tail normal distribution probability and in the decaying side of an error-function diffusion front.
For large positive real , the leading asymptotic expansion isThe first corrections are multiplying the leading term. This is an asymptotic expansion, not an assertion that summing arbitrarily many terms converges at a fixed .[ref] The complementary error function tail bound provides finite- inequalities instead.
Constant-concentration inlet solution 2026-10-07
The half-line solution of with initially zero concentration, unit inlet concentration for positive time, and decay at infinity at fixed time. Both complementary error functions are needed to satisfy the inlet exactly. A Laplace transform gives . A finite layer requires an additional downstream boundary condition.
Constant-flux tracer inlet solution Created 2026-10-07 Updated 2026-10-14
For a passive scalar on a half-line, impose constant total solute flux at its inlet, with initially zero concentration and constant positive advection speed and mass diffusivity . A Laplace transform in time givesWith , and , its inverse isThe complementary error function describes the smeared front. This is a flux boundary condition, not the constant-concentration inlet solution. At large axial Péclet number, both have the leading advancing front .
Error function Created 2026-09-24 Updated 2026-10-14
The error function records the signed area under a Gaussian function between zero and a variable endpoint:For a negative real number , reversing the integration limits makes this integral negative. The normalization uses the Gaussian integral: the full area of is , so its positive half contributes one after multiplication by . The same definition extends to a complex number along any path from zero to , giving an entire function.[ref]
For example, , , and . A finite positive endpoint captures only part of the positive Gaussian integral; approaches one as but never reaches it at a finite real .
The useful idea is to name a recurring integral once instead of carrying it through every calculation. The error function and the normal distribution express probabilities and quantiles through this area, while an error-function diffusion front describes how diffusion smooths a sharp jump. The complementary error function retains the small area left in the tail.
The fundamental theorem of calculus givesThus the real-axis error function is strictly increasing, with values in . Its integrand is an even function, so the error function is an odd function, . The derivative also gives : the curve is concave for and convex for . These real-axis properties do not imply boundedness throughout the complex plane; the existing quadrant asymptotics of the error function describe a different behavior in other directions.
Error function and the normal distribution 2026-10-14
For a standard normal random variable , its standard normal distribution function isThe change of variables and the symmetric distribution of the standard normal random variable give the second expression. For with , standardization of a normal random variable then givesIn particular, the intervals within one, two, and three standard deviations have calculated probabilities about , , and . These values depend on a normal distribution; they are not universal coverage guarantees for an arbitrary random variable. This is the direct connection between a Gaussian function area and the familiar central intervals.
For a small upper-tail probability, use the complementary error function directly:Computing this as instead can lose the tail to catastrophic cancellation. The Gaussian tail bound gives another useful estimate without requiring an exact error function value.
Faddeeva function Created 2026-10-05 Updated 2026-10-14
The Faddeeva function is an entire function built from the complementary error function. Its integral representation for is , as normalized in NIST's integral representation. Its reflection identity is , directly from the odd function property of the error function.
Gaussian integral Created 2026-09-24 Updated 2026-10-20
The Gaussian integral gives the exact area under a Gaussian function. For a positive real number ,This is a finite improper integral over the whole real line. For example, and . Increasing from one to four narrows the curve and halves its area, while its height at zero stays one. The change of variables explains the factor .
The useful consequence is an exact normalization. For and any real center ,This is a probability density function for a normal distribution with expected value and variance . A narrower probability density function must be taller to keep total probability one. In the usual notation , the prefactor is , where is the standard deviation.
The same area calculation makes the one-dimensional heat kernelintegrate to one in , with the diffusion coefficient. A spreading Gaussian function can therefore preserve total mass while its height falls. This links the Gaussian integral with both the normal distribution and the diffusion equation.
Finite intervals lead to the error function, rather than this single constant:The complementary tail is described by the complementary error function. These definitions and their real-axis limits are given in the NIST reference. [ref]
For the reduced quantum harmonic oscillator, and the ground-state energy is . Thus the classical turning points satisfy , giving . Normalizing the wavefunction gives , because . The Born rule therefore gives the harmonic-oscillator forbidden-region probabilityThe factor two includes both tails. Using the exact complementary error function gives . A stationary real wavefunction has zero probability current, so this result describes forbidden-region occupancy, not continuous loss of the bound particle.
Normalized ground-state probability with both classically forbidden tails shaded
. Details. Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 53 2 Solution Created 2026-10-03 Updated 2026-10-14
A simple fluid reduces to a linear viscoelastic fluid when its deformation and rotation over the relevant memory interval are small enough to linearize the constitutive history about an isotropic relaxed state. Small amplitude is essential; small frequency is not. For example, arbitrarily high-frequency oscillation can still be linear if its strain amplitude is sufficiently small. The relaxation modulus is the shear-stress response to a unit small step of shear strain.
Choose the harmonic convention . If the imposed shear rate is , the corresponding shear stress is . Substitution into the constitutive convolution gives the complex viscosity:For a nondecaying elastic part this formula is understood through the limit from a positive Laplace damping parameter. The complex shear modulus is , so is the storage modulus, the loss modulus, and in this convention.
Creep is the progressive deformation produced by a held stress. For a small step of shear stress, define the creep compliance by from a relaxed state. Writing hats for Laplace transforms, the same constitutive law gives . Since , this yieldsHere is the Heaviside step function. Inversion determines the full creep response, including any instantaneous elastic strain jump. Equivalently, the causal relaxation/creep convolution includes that jump through for .
For the Maxwell fluid, . Thus the two material responses areThe creep response is an elastic jump followed by constant-rate viscous deformation. The zero-frequency shear viscosity is .
For the wall problem, take and denote the shear component of stress by . The incompressibility constraint is satisfied, and the advective part of the material derivative vanishes because no field depends on . With no imposed longitudinal pressure gradient, momentum conservation and the linear Maxwell law giveThe initial conditions are in ; the no-slip boundary condition is , with decay as . Transforming these equations givesChoose the analytic square-root branch in with , so that the spatially increasing solution is excluded. The Maxwell start-up shear layer consequently hasThe Bromwich inversion formula now givesThe vertical Bromwich contour is directed upward and lies to the right of all singularities, including the origin and the branch points at and . A cut joining these branch points is a possible continuation into the left half-plane; inversion only requires the stated right-half-plane branch.
The Newtonian limit holds fixed while , so . Then . With , the inverse Laplace transform gives the complementary error function profileThis is diffusive momentum penetration in a Newtonian fluid, with thickness of order .
The elastic limit instead holds fixed while . Write . On the chosen branch, , so the Laplace transform time-shift rule yieldsAn elastic shear front travels at speed : the material ahead is at rest, while that behind moves at the wall speed. Indeed the limiting displacement is , whose shear strain is . A nonzero pointwise velocity gradient at the front is interpreted distributionally, or by smoothing the ideal wall start.
The use of linear viscoelasticity is conditional, rather than automatically justified for arbitrary . The material derivative simplifying to a time derivative does not remove the nonlinear constitutive effects of finite shear strain. In this Maxwell problem the rapid elastic response supplies the natural strain scale , which must be small for linearization through start-up. Away from the front, the strain accumulated over an effective memory interval must likewise be small. In the late diffusive regime its characteristic size is , which decreases with time. Large absolute wall displacement alone is not a disqualification for a fluid with finite memory; it is relative deformation during that memory that matters. In the elastic limit, where memory does not decay, the explicit strain behind the front confirms the condition . Without such a small-strain restriction, the computed field is a formal linear response and need not describe an arbitrary simple fluid.
Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 55 1 Solution Created 2026-10-03 Updated 2026-10-14
Write , and . The requested model neglects density differences and uses the same thermal transport coefficients in the interfacial balances. Let and . With no imposed heat gradient in the fresh liquid, its temperature remains . The prescribed linear temperature in the ice isThe salt and temperature fields in the lower liquid satisfy diffusion equations, and . For constant interfacial values and the proposed similarity solution, their decaying solutions areThese follow by substituting a variable into the diffusion equation, which gives ; integrating gives the complementary error function. Their values at and at infinity give the required boundary data.
For the upward-moving fresh-water/ice boundary, the Stefan condition is : negative means fresh water freezes. At the lower boundary the signed heat balance isSalt cannot enter the pure ice. With no bulk liquid motion its interfacial conservation law isThe derivatives and interface velocities areDefine . Substitution into all three balances givesTogether with , these determine the interfacial constants. In particular .
The physical branch has . Since is negative at negative arguments, the salt relation gives : lower-surface melting dilutes the brine. Combining the two heat balances eliminates the ice gradient and givesThus . The interface is at local liquidus equilibrium with diluted brine, while the undiluted far-field brine remains above its own liquidus. The similarity model describes a layer starting with zero thickness, or the long-time limit when an initial finite thickness no longer sets the dominant scale.
For the small-diffusivity-ratio limit, put and , keeping and the imposed concentrations fixed. Seek and . Then and . The upper heat balance givesIn the lower balance the two terms of order must cancel, givingConsequentlyand . Adding the two temperature differences yields . The negative root isThe resulting lies strictly between zero and . The salt relation therefore determines a finite negative , confirming its scaling. The top interface travels on the thermal scale , whereas the lower melting interface travels on the shorter solutal scale . This is the brine-ice sandwich with disparate diffusion scales; is the latent-to-sensible heat ratio, the reciprocal of the usual sensible-to-latent Stefan number convention.
The sketches show constant fresh-water temperature, a declining linear ice temperature, and a much broader thermal than solutal boundary layer in the brine. Concentration is zero in freshwater and pure ice, jumps to across the lower interface, and rises to . Accordingly the local liquidus is on the salt-free side, jumps to and falls rapidly to . In the phase diagram, the brine starts on the liquidus at and ends above it at ; the pure ice has concentration zero, and the interface tie-line joins it to the diluted brine.
Physically, the cold saline liquid permits freshwater to freeze above, but salt lowers the liquidus and allows the existing ice to melt into brine below even though that brine is colder than . Dilution raises the lower interfacial freezing temperature. Heat released by upper freezing supplies the lower melting and the conductive loss to the colder deep brine. With , upper freezing exceeds lower melting and the ice layer thickens as .
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 77 2 Solution Created 2026-10-03 Updated 2026-10-14
Use , and , with . Equal reference densities and constant material properties are implicit in these diffusion balances. Put and . The four similarity fields areHere the same letters on the right denote their far-field values. Substitution into the heat and solute diffusion equations verifies the fields; their interface values and far-field limits verify every boundary condition. The concentration has an equilibrium jump from to , whereas temperature is continuous.
The interfacial conservation laws areFor example,Since , dividing the two jump conditions by gives, for nonzero ,where . At , use the undivided flux conditions or the continuous limit, rather than divide by zero. The liquidus relation and the segregation coefficient also give the solidus .
For the thermal expansion, write and useKeeping the constant terms in these reciprocals is essential for the full first-order answer. The result isThe remainder has this form for bounded ; a looser statement is also valid in the distinguished scaling . Dropping the temperature-difference term while claiming first-order accuracy for fixed would be incorrect.
Solving the solute balance algebraically givesFor fixed positive , , and , with a positive exponentially small correction. For fixed negative , , andIt falls from as to zero as . The outer positive branch is zero. For finite the transition is rounded over ; the exact zero-speed limit is , not an actual concentration discontinuity.
To count speeds, take the leading distinguished thermal balance, set and , and combine with the thermal result:This is the intended leading approximation when and . The full first-order expression instead replaces by . Thus the printed threshold is asymptotic, not an exact criterion for finite .
For , put . The small-solid-diffusivity melting concentration is , soThe second term decreases strictly from to zero. One can check the strict decrease without guessing its shape. Set , so , , and . Direct differentiation givesThe bracket increases with on . Substituting its lower bound yields a polynomial with constant coefficient and all other coefficients positive. Hence , as claimed.
If , then and increases from zero to infinity. The freezing branch has and is also monotone. Together these give one speed for each imposed sum within the approximation. If , the melting branch initially decreases, has exactly one minimum and then increases to infinity. For sums between that minimum and zero there are two melting speeds plus one freezing speed: three solutions. At the lower fold there are two distinct speeds, one being a double solution. At zero the limiting outer branches join; finite solid diffusivity rounds the join into a nearby fold. Away from the fold values the other sums have one solution. At the threshold itself the initial slope vanishes; it is the transition between these cases.
For , the solution is on the melting branch . Its thermal layers have scale , much larger than the liquid-solute scale . Because the front is retreating, the solid solute layer is thinner still:This follows by expanding the large-positive-argument complementary error function ratio on the solid side: near , its decay length is . Using simply would miss the retreating-front compression of that layer.
Across this narrow layer, solid concentration drops from almost to , while temperature stays almost . At the interface . Moving slightly into the solid increases its concentration toward , lowering its solidus to , whereas the temperature has barely changed. Since and , . Thus an adjacent region can satisfy : constitutional superheating. Its existence is especially clear when far-field solid is initially stable but heat diffuses across the narrow composition layer.
The phase-diagram path goes from through a broad thermal rise, then nearly horizontally toward across the thin solid diffusion layer. At the interface it traverses the isothermal equilibrium tie line to . On the liquid side concentration falls to zero over the liquid-solute layer, while the remaining thermal adjustment to takes place over the much wider heat layer. The path of the depleted solid approaches the solidus from its superheated side. That region should melt at additional sites or develop a two-phase mushy layer; the original single-boundary similarity construction is then a mathematical branch rather than a physically stable description of the entire sample.
Past exam of the mathematics course of the University of Cambridge 2005 ii Paper 3 30A Solution Created 2026-09-24 Updated 2026-10-14
Watson lemma expands a Laplace integral by integrating the small- expansion term by term. More precisely, if with , and the tail satisfies bounds permitting this localization, thenFor ordinary powers , the coefficients are . For the Gaussian weight, put separately on the positive and negative half-lines. The integral becomes a Laplace integral with amplitude . Odd terms cancel and Watson lemma givesThese assertions concern asymptotic expansions, not necessarily convergent series.
For the complex integral in the lower half-plane, the identity and the Gaussian Fourier transform giveThe last expression, initially obtained by completing the square, is entire and therefore gives the requested analytic continuation. Expanding the denominator formally, with odd Gaussian moments zero, gives the algebraic expansionHere . The complementary error function expansion shows on closed subsectors of , using an unwrapped argument centered on the lower half-plane.
In the upper half-plane, the directly evaluated real-contour integral is . Since , continuation from below givesThe upper expansion for holds on closed subsectors of . The added term is the residue acquired by the continued contour passing the pole; it is exponentially dominant in the upper sector and exponentially small near either real ray. On the real axis the continued value is the principal-value integral plus .
To make the Stokes phenomenon convention explicit, the exponential switches its asymptotic multiplier across the real rays ; these are the Stokes switching lines. The diagonal rays separate exponential growth from decay and are often called anti-Stokes lines, or critical boundaries when regions are classified by dominance. Thus both sets of critical directions and the exact jump are specified, independently of which terminology is used. This is the Gaussian Cauchy transform and its Stokes jump.
Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 70 2 Solution Created 2026-10-03 Updated 2026-10-14
Far from the inner edge of a steady Keplerian accretion disk, the inner angular-momentum flux is negligible compared with . Since , the viscous torque in an accretion disk becomes . The steady balance therefore gives . With the stated surface density of a disk,Steady conservation of mass gives , and consequentlyBoth relations use the far-inner-edge approximation, rather than extrapolating the stress-free boundary profile to the inner edge.
For the trace passive scalar, put . Substitute this into the contaminant conservation equation and expand its advective flux:The braces multiplying vanish by background conservation of mass. Hence the concentration satisfiesThe small contaminant fraction ensures it does not alter the ambient disk dynamics. The surface-density model already averages vertically; an axisymmetric background and ring-like injection give . More generally, rapid differential orbital motion winds azimuthal structure and facilitates mixing, but radial-only dependence remains a symmetry or mixing assumption, not a property of every initial injection.
For the axisymmetric advection-diffusion equation, cylindrical geometry givesHere and are independent of radius. ThusLet , with any fixed reference length . Since and , this is the tracer diffusion in a power-law accretion disk equationAssume , , and write , . The change turns this into the heat equation . The radial Dirac delta function must be transformed with its Jacobian:Convolution with the Gaussian heat kernel givesThis full-line logarithmic solution extends the far-edge power-law model to . An actual finite inner boundary would require its own boundary condition and modified kernel.
The fraction must be computed with the contaminant mass measure, rather than with . IndeedThe total contaminant mass is the conserved quantity . Its normalized logarithmic radius is therefore a normal distribution with mean and variance . Integrating this tail gives, for ,The complementary error function accounts for the one-time mass fraction outside the specified radius.
For an outward target , put . Since is decreasing, maximize by minimizing . Its derivative has the sign of , so the unique maximum occurs at . At this time . Thus the printed expression is correctly derived as the maximum instantaneous exterior fraction:
It is not, however, the probability of ever reaching the radius. A tracer can pass through the target and later return; its history is not counted by a one-time exterior fraction. The underlying logarithmic diffusion process iswhere is standard Brownian motion. To compute its actual hitting probability, first put absorbing levels at and relative to . Conditioning on the first small time step gives the backward equation for the probability of reaching the upper level first, with , . Solving givesLetting the lower level tend to exhausts all finite-time upward-hitting paths. Therefore the correct eventual probability in this idealized model isFor example, if , the maximum exterior fraction is , whereas the actual hitting probability is . This is an explicit counterexample to the last inference in the question and an instance of maximum occupation is not a hitting probability.
For , the target is the initial radius and the hitting probability is one, while with no attained maximum. For , the inward drift ensures eventual hitting with probability one, and as . The square-root expression involving is therefore only meaningful for the outward-target case, and even there it describes occupancy rather than first passage.
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 82 3 Solution Created 2026-10-03 Updated 2026-10-14
Retaining the nonlinear factor determines the order- forcing and the matching constants. Write . The inner leading equation and its boundary condition at give . Matching to the far-field value fixes .
The tail becomes under , so a regular expansion in integer powers of cannot suffice. This is a matched expansion with square-root and logarithmic corrections. DefineThe exponential integral here is normalized by the displayed definite integral. Integration by parts also gives , using the complementary error function.
For the outer asymptotic expansion, put andThe transformed equation gives and , with both corrections vanishing at infinity. Matching the leading inner tail determines . Multiplying the equation for by its integrating factor yieldsFix the particular solution unambiguously byThen , , and has no term at zero. The general outer correction is , whereThe logarithm in this asymptotic expansion explains why the inner expansion needs an term.
For the inner asymptotic expansion, all corrections larger than order solve the homogeneous leading equation and vanish at . At order , the forcing isIntegration gives the particular solution , which vanishes at . Thus writeExpress this inner expansion in and compare the terms that survive in the overlap . The order- constant gives . At order , the term becomes , so . The singular term matches , giving . Finally, the regular constants give .
The requested expansions, including every correction through order , are thereforeThe inner formula satisfies the boundary condition at term by term; the outer formula satisfies the condition at infinity. Each formula has its own stated region of validity, and the matched asymptotic expansion relates them in their overlap.
The constant can also be made explicit. Integration by parts in the definition of gives , and . Squaring the complementary error function expression for separates the integral into three elementary pieces:The first piece is , where is the Euler--Mascheroni constant. Substitution makes the second integral tend to , because . Integration by parts in the third integral gives . ConsequentlyEquivalently, defining by its convergent integral already determines the same matching constant without needing this closed form.
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 78 3 a Solution Created 2026-10-03 Updated 2026-10-14
For zero viscosity the Inviscid Burgers equation is . Along a characteristic curve, and . Labelling a characteristic by its initial position givesWhere is differentiable, . The first characteristic crossing occurs at if the maximum positive slope exists. A multivalued continuation is not a physical wave: rewrite the equation as the conservation law and replace the overturning part by an entropy-admissible shock wave. The Rankine-Hugoniot conditions give its trajectoryThe states on either side are supplied by the characteristics meeting the shock. Conservation supplies the equal-area construction, and the entropy condition requires characteristics to enter the shock. Since the flux is concave, a jump with is compressive.
For the rising step, and , the left characteristics have slope zero and the right ones slope . They overlap immediately. The Burgers Riemann problem with negative flux is solved byIt is a shock, not a rarefaction wave; the minus sign in the nonlinear flux is decisive.
For positive viscosity, substitute into the viscous Burgers equation. Writing givesAn -dependent multiplicative factor in removes the possible integration function. The Cole-Hopf transformation therefore gives . Normalize its initial value continuously at zero:Split the heat kernel integral at zero. Completing the square in the positive-half integral yieldsWhen differentiating, the Gaussian terms from the two complementary error functions cancel, becauseThus the exact viscous Burgers step solution with negative flux isFor its denominator is positive, its tails tend to and , and it approaches the initial step as . At it equals . Its vanishing-viscosity limit gives the entropy shock above. At large near the moving shock center it approaches the travelling profile , with thickness of order .
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 60 4 i Solution Created 2026-10-03 Updated 2026-10-07
Let be the linear spherical-collapse threshold and let be the linear growth factor, normalized to one at the epoch to which the random density field has been extrapolated. The time-dependent barrier is . The smoothed matter density variance is the variance of the linear density contrast smoothed with a spherical top-hat window function whose comoving mass is . Both quantities must refer to the same linear normalization; equivalently use .
Let denote the comoving number density and write for the positive differential Press-Schechter halo mass function. With the mean comoving mass density, the mass fraction obeysDifferentiating the complementary error function and using givesThis is the requested mass function; is the abundance per unit natural logarithmic mass. For physical rather than comoving number density, multiply by . The normalization in the Press-Schechter formalism includes its factor of two relative to the positive Gaussian tail, so tends to one as the smoothing mass tends to zero when diverges. It is a collapse prescription, not the probability that an arbitrary already nonlinear density field stays Gaussian.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 70 3 b Solution Created 2026-10-03 Updated 2026-10-07
Set and use the sign-appropriate Cole-Hopf transformation . Direct differentiation givesThus the heat equation implies the viscous Burgers equation with the required negative nonlinear sign. Conversely, vanishing of the Burgers residual makes the final quotient depend only on , and a multiplicative time-dependent factor in removes it. The algebraic substitution works for any nonzero where .
For a forward dissipative initial-value solution, take and . This is essential for the supplied heat kernel: at , , its real Gaussian integral diverges even for . More generally that kernel requires . The physical viscosity convention selects the positive case; the mere condition does not justify a forward Gaussian function formula.
Integrating gives a positive continuous initial factor, normalized asIts heat kernel convolution converges for both signs of , since a Gaussian function dominates the one-sided exponential. DefineThe left half-line contributes ; completing the square on the right half-line gives . ThusWhen differentiating, the two moving-endpoint Gaussian function terms cancel, becauseOnly remains in the logarithmic derivative. The viscous Burgers step solution with negative flux is thereforeThe denominator is strictly positive, so lies between and , irrespective of the sign of . Its initial limits away from are the required step.
For the spatial limits, the Gaussian function tails must be compared with ; inspecting that exponential alone gives the wrong inference when . As , the complementary error function asymptotic givesAt , tends to zero even for , because its quadratic decay dominates any exponential linear in . Hence . At , use the identity above to obtainwhile approaches its full Gaussian integral. Thusfor both signs of .
Since is strictly decreasing, holds exactly when . At this point , so the midpoint symmetry of a viscous Burgers step givesMore generally the exact symmetry is . For , the midpoint follows the inviscid shock trajectory. For , it is instead the center of an expanding fan, not a shock.
The vanishing viscosity approximation makes the comparison precise. For fixed and , near both tail integrals tend to the full Gaussian integral, so andThe layer has width and tends to the entropy shock, with value at its center. Outside it the limits are and .
For , inside both Gaussian function tails have large positive lower limits. Their asymptotics giveOutside this interval the limits are on the left and on the right. Thus positive viscosity selects the rarefaction wave, including the same midpoint value as the inviscid fan. The two sign cases agree with the preceding entropy solution construction, while a negative diffusivity would not furnish this dissipative selection.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 71 1 Solution Created 2026-10-03 Updated 2026-10-14
Use a planar saline Stefan problem with upward coordinate , the initial contact at , and phase boundaries and enclosing pure ice, where . Fresh liquid occupies and brine occupies . We assume negligible bulk flow, equal constant mass density , specific heat capacity and thermal diffusivity in all regions, and zero salt content and salt transport in the ice. Equal densities remove phase-change volume flow; suppressing convection isolates the molecular-transport mechanism. Different material properties would change the numerical coefficients. Set for the common thermal conductivity and . Denote the brine salt diffusion coefficient by .
Use a linear ice liquidus, , with and the salt mass fraction. Assume the initial brine is a stable liquid, , and all concentrations considered are below the eutectic composition. Thus . These assumptions exclude independent nucleation in a supercooled brine or an eutectic system event, neither of which is specified by the initial data alone. Start with a negligible seed of ice and use local phase equilibrium without interfacial kinetics or curvature. Temperature differences may be in Celsius, since only differences enter this calculation.
WriteThe paper calls a Stefan number; it is the latent-to-sensible heat ratio, reciprocal to another common Stefan number convention. At the lower phase boundary, define and letThe liquidus relation is .
A similarity solution gives an explicit calculation of the two positions. Putand use , . The temperatures and salinities areThese error function and complementary error function profiles satisfy the heat equation and the salt diffusion equation, their far-field conditions, and the interfacial temperature conditions. The fresh-water temperature is constant because the interface and the far field are both at .
Salt conservation at the moving lower phase boundary requiresFor upward motion this is dilution by melting salt-free ice, rather than salt rejection by freezing brine. Substitution gives the dilution function for a melting saline Stefan front:For , , so the interfacial brine is fresher than the remote liquid.
The Stefan condition at the upper boundary is , since the fresh liquid has no temperature gradient. At the lower boundary it isThese signs follow from the jump in enthalpy: the upper front freezes liquid while a positive melts solid. With , they reduce toTogether with , these equations determine , and hence both positions, without discarding the salt-diffusion correction.
For the stated large latent-to-sensible heat ratio, the layer is thin relative to the thermal diffusion length. Expanding the thermal equations for givesConsequently a useful leading calculation iswhere the positive is obtained fromThe left side decreases with while the right side increases, and their values at zero and infinity guarantee a unique positive root for large . Thus this leading calculation includes the translation of the lower boundary as well as the increasing thickness.
If the scale separation also obeys , the familiar simpler result iswithThis last simplification needs the logarithmic refinement . The algebraic ordering alone should not be used to discard an arbitrarily large logarithmic correction; the preceding coupled equations remain the appropriate calculation when that refinement is unavailable. This distinction is captured by large latent heat in a freezing and melting ice layer.
Fresh-water freezing and basal ice melting with the temperature and salinity profiles on their distinct diffusion scales
. Details. The illustration uses , and . Solving the full equations gives , and . It shows the ice layer between freshwater and cold brine, with both fronts advancing upward and a strongly diluted lower liquid boundary.
Temperature-salinity trajectory from cold bulk brine to the ice liquidus and through salt-free ice to fresh water
. Details. The phase diagram shows the spatial path from remote brine to the lower interface: temperature first changes over at almost unchanged salinity, then salinity changes over its much smaller diffusion scale at nearly constant temperature. The liquid path ends on the liquidus at ; the solid has and its temperature rises from to . The eutectic position is schematic, with in the illustration, and is not used in the calculation. A point initially in the fresh layer freezes when reaches it, cools in the ice, and later melts when reaches it. The inset indicates this temporal path in the opposite direction through the solid branch and into the liquid.
The mechanism is simultaneous upper freezing and lower melting, with net growth of the ice thickness. Cold brine accepts most of the latent heat released by upper freezing. Salt reaching the lower contact lowers its equilibrium melting temperature, and melting freshens that liquid until its liquidus is close to . The heat delivered through the ice supplies the much smaller melting demand there. The remote brine remains liquid even though it is below the pure-water melting temperature, because it lies above its own saline liquidus. Thus “cold” does not by itself decide which phase is stable. These conclusions apply while the layers remain effectively deep and the stated no-convection, pure-ice and phase-equilibrium assumptions hold.







