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An artificial ground freezing (AGF) technique in the horizontal direction has been employed in Naples (Italy), in order to ensure the stability and waterproofing of soil during the excavation of two tunnels in a real underground station. The artificial freezing technique consists of letting a coolant fluid, with a temperature lower than the surrounding ground, circulate inside probes positioned along the perimeter of the gallery. In this paper, the authors propose an efficient numerical model to analyze heat transfer during the whole excavation process for which this AGF technique was used. The model takes into account the water phase change process, and has been employed to analyze phenomena occurring in three cross sections of the galleries. The aim of the work is to analyze the thermal behavior of the ground during the freezing phases, to optimize the freezing process, and to evaluate the thickness of frozen wall obtained. The steps to realize the entire excavation of the tunnels, and the evolution of the frozen wall during the working phases, have been considered. In particular, the present model has allowed us to calculate the thickness of the frozen wall equal to 2.1 m after fourteen days of nitrogen feeding.