Abstract
All high-temperature phases of the known N=4 superstrings in five dimensions can be described by the universal thermal potential of an effective four-dimensional supergravity. This theory, in addition to three moduli s, t, u, contains non-trivial winding modes that become massless in certain regions of the thermal moduli space, triggering the instabilities at the Hagedorn temperature. In this context, we look for exact domain wall solutions of first order BPS equations. These solutions preserve half of the supersymmetries, in contrast to the usual finite-temperature weak-coupling approximation, and as such may constitute a new phase of finite-temperature superstrings. We present exact solutions for the type-IIA and type-IIB theories and for a self-dual hybrid type-II theory. While for the heterotic case the general solution cannot be given in closed form, we still present a complete picture and a detailed analysis of the behaviour around the weak and strong coupling limits and around certain critical points. In all cases these BPS solutions have no instabilities at any temperature. Finally, we address the physical meaning of the resulting geometries within the contexts of supergravity and string theory.