This note addresses the homogenization error for linear elliptic equations in divergence-form with random stationary coefficients. The homogenization error is measured by comparing the quenched Green's function to the Green's function belonging to the homogenized coefficients, more precisely, by the (relative) spatial decay rate of the difference of their second mixed derivatives. The contribution of this note is purely deterministic: It uses the expanded notion of corrector, namely the couple of scalar and vector potentials $(ϕ,σ)$, and shows that the rate of sublinear growth of $(ϕ,σ)$ at the points of interest translates one-to-one into the decay rate.
In the homogenization of divergence-form equations with random coefficients, a central role is played by the corrector. We focus on a discrete space setting and on dimension 3 and more. Completing the argument started in previous work, we identify the scaling limit of the corrector, which is akin to a Gaussian free field.
Corrector estimates constitute a key ingredient in the derivation of optimal convergence rates via two-scale expansion techniques in homogenization theory of random uniformly elliptic equations. The present work follows up - in terms of corrector estimates - on the recent work of Fischer and Neukamm (arXiv:1908.02273) which provides a quantitative stochastic homogenization theory of nonlinear uniformly elliptic equations under a spectral gap assumption. We establish optimal-order estimates (with respect to the scaling in the ratio between the microscopic and the macroscopic scale) for higher-o…
In this paper, we study high order correctors in stochastic homogenization. We consider elliptic equations in divergence form on $\mathbb{Z}^d$, with the random coefficients constructed from i.i.d. random variables. We prove moment bounds on the high order correctors and their gradients under dimensional constraints. It implies the existence of stationary correctors and stationary gradients in high dimensions. As an application, we prove a two-scale expansion of the solutions to the random PDE, which identifies the first and higher order random fluctuations in a strong sense.
Recently, the quantification of errors in the stochastic homogenization of divergence-form operators has witnessed important progress. Our aim now is to go beyond error bounds, and give precise descriptions of the effect of the randomness, in the large-scale limit. This paper is a first step in this direction. Our main result is to identify the correlation structure of the corrector, in dimension $3$ and higher. This correlation structure is similar to, but different from that of a Gaussian free field.
We consider the corrector equation from the stochastic homogenization of uniformly elliptic finite-difference equations with random, possibly non-symmetric coefficients. Under the assumption that the coefficients are stationary and ergodic in the quantitative form of a Logarithmic Sobolev inequality (LSI), we obtain optimal bounds on the corrector and its gradient in dimensions $d \geq 2$. Similar estimates have recently been obtained in the special case of diagonal coefficients making extensive use of the maximum principle and scalar techniques. Our new method only invokes arguments that are …
We prove, under some assumptions, the existence of correctors for the stochastic homoge-nization of of " viscous " possibly degenerate Hamilton-Jacobi equations in stationary ergodic media. The general claim is that, assuming knowledge of homogenization in probability, correctors exist for all extreme points of the convex hull of the sublevel sets of the effective Hamiltonian. Even when homogenization is not a priori known, the arguments imply existence of correctors and, hence, homogenization in some new settings. These include positively homogeneous Hamiltonians and, hence, geometric-type eq…
We consider uniformly elliptic coefficient fields that are randomly distributed according to a stationary ensemble of a finite range of dependence. We show that the gradient and flux $(\nablaϕ,a(\nabla ϕ+e))$ of the corrector $ϕ$, when spatially averaged over a scale $R\gg 1$ decay like the CLT scaling $R^{-\frac{d}{2}}$. We establish this optimal rate on the level of sub-Gaussian bounds in terms of the stochastic integrability, and also establish a suboptimal rate on the level of optimal Gaussian bounds in terms of the stochastic integrability. The proof unravels and exploits the self-averagi…
In the homogenization of monotone parabolic partial differential equations with oscillations in both the space and time variables the gradients converges only weakly in $L^p$. In the present paper we construct a family of correctors, such that, up to a remainder which converges to zero strongly in $L^p$, we obtain strong convergence of the gradients in $L^p$.
We establish sublinear growth of correctors in the context of stochastic homogenization of linear elliptic PDEs. In case of weak decorrelation and "essentially Gaussian" coefficient fields, we obtain optimal (stretched exponential) stochastic moments for the minimal radius above which the corrector is sublinear. Our estimates also capture the quantitative sublinearity of the corrector (caused by the quantitative decorrelation on larger scales) correctly. The result is based on estimates on the Malliavin derivative for certain functionals which are basically averages of the gradient of the corr…
The present paper concerns a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of corrector results (i.e., strong convergences of solutions with corrector terms) for gradients, diffusion fluxes and time-derivatives without assumptions for smoothness of coefficients. Proofs of the main results are based on the space-time version of the unfolding method, which is deeply concerned with the strong two-scale convergence theory.
We carry out a comprehensive study of quantitative homogenization of second-order elliptic systems with bounded measurable coefficients that are almost-periodic in the sense of H. Weyl. We obtain uniform local $L^2$ estimates for the approximate correctors in terms of a function that quantifies the almost-periodicity of the coefficient matrix. We give a condition that implies the existence of (true) correctors. These estimates as well as similar estimates for the dual approximate correctors yield optimal or near optimal convergence rates in $H^1$ and $L^2$.The $L^2$-based Hölder and Lipschitz …
We study the corrector equation in stochastic homogenization for a simplified Bernoulli percolation model on $\mathbb{Z}^d$, $d>2$. The model is obtained from the classical $\{0,1\}$-Bernoulli bond percolation by conditioning all bonds parallel to the first coordinate direction to be open. As a main result we prove (in fact for a slightly more general model) that stationary correctors exist and that all finite moments of the corrector are bounded. This extends a previous result in [GO1], where uniformly elliptic conductances are treated, to the degenerate case. With regard to the associated ra…
This Note aims at presenting a simple and efficient procedure to derive the structure of high-order corrector estimates for the homogenization limit applied to a semi-linear elliptic equation posed in perforated domains. Our working technique relies on monotone iterations combined with formal two-scale homogenization asymptotics. It can be adapted to handle more complex scenarios including for instance nonlinearities posed at the boundary of perforations and the vectorial case, when the model equations are coupled only through the nonlinear production terms.
We show that certain linear elliptic equations (and systems) in divergence form with almost periodic coefficients have bounded, almost periodic correctors. This is proved under a new condition we introduce which quantifies the almost periodic assumption and includes (but is not restricted to) the class of smooth, quasiperiodic coefficient fields which satisfy a Diophantine-type condition previously considered by Kozlov. The proof is based on a quantitative ergodic theorem for almost periodic functions combined with the new regularity theory recently introduced by the first author and Shen for …
We derive optimal estimates in stochastic homogenization of linear elliptic equations in divergence form in dimensions $d\ge 2$. In previous works we studied the model problem of a discrete elliptic equation on $\mathbb{Z}^d$. Under the assumption that a spectral gap estimate holds in probability, we proved that there exists a stationary corrector field in dimensions $d>2$ and that the energy density of that corrector behaves as if it had finite range of correlation in terms of the variance of spatial averages - the latter decays at the rate of the central limit theorem. In this article we ext…
In this study, we prove results on the weak solvability and homogenization of a microscopic semi-linear elliptic system posed in perforated media. The model presented here explores the interplay between stationary diffusion and both surface and volume chemical reactions in porous media. Our interest lies in deriving homogenization limits (upscaling) for alike systems and particularly in justifying rigorously the obtained averaged descriptions. Essentially, we prove the well-posedness of the microscopic problem ensuring also the positivity and boundedness of the involved concentrations and then…
We are concerned with the homogenization of second-order linear elliptic equations with random coefficient fields. For symmetric coefficient fields with only short-range correlations, quantified through a logarithmic Sobolev inequality for the ensemble, we prove that when measured in weak spatial norms, the solution to the homogenized equation provides a higher-order approximation of the solution to the equation with oscillating coefficients. In the case of nonsymmetric coefficient fields, we provide a higher-order approximation (in weak spatial norms) of the solution to the equation with osci…
We consider the corrector equation associated, in homogenization theory , to a linear second-order elliptic equation in divergence form --$\partial$i(aij$\partial$ju) = f , when the diffusion coefficient is a locally perturbed periodic coefficient. The question under study is the existence (and uniqueness) of the corrector, strictly sublinear at infinity, with gradient in L r if the local perturbation is itself L r , r < +$\infty$. The present work follows up on our works [7, 8, 9], providing an alternative, more general and versatile approach , based on an a priori estimate, for this well-pos…
We prove an upper bound for the convergence rate of the homogenization limit $ε\to 0$ for a linear transmission problem for a advection-diffusion(-reaction) system posed in areas with low and high diffusivity, where $ε$ is a suitable scale parameter. On this way, we justify the formal homogenization asymptotics obtained by us earlier by proving an upper bound for the convergence rate (a corrector estimate). The main ingredients of the proof of the corrector estimate include integral estimates for rapidly oscillating functions with prescribed average, properties of the macroscopic reconstructio…
This paper concerns the diffusion-homogenization of transport equations when both the adimensionalized scale of the heterogeneities $α$ and the adimensionalized mean-free path $\eps$ converge to 0. When $α=\eps$, it is well known that the heterogeneous transport solution converges to a homogenized diffusion solution. We are interested here in the situation where $0<\eps\llα\ll1$ and in the respective rates of convergences to the homogenized limit and to the diffusive limit. Our main result is an approximation to the transport solution with an error term that is negligible compared to the maxim…
This paper deals with the limit behaviour of the solutions of quasi-linear equations of the form \ $\ds -\limfunc{div}\left(a\left(x, x/{\varepsilon _h},Du_h\right)\right)=f_h$ on $Ω$ with Dirichlet boundary conditions. The sequence $(\varepsilon _h)$ tends to $0$ and the map $a(x,y,ξ)$ is periodic in $y$, monotone in $ξ$ and satisfies suitable continuity conditions. It is proved that $u_h\rightarrow u$ weakly in $H_0^{1,2}(Ω)$, where $u$ is the solution of a homogenized problem \ $-\limfunc{div}(b(x,Du))=f$ on $Ω$. We also prove some corrector results, i.e. we find $(P_h)$ such that $Du_h-P_h…
Consider an elliptic operator in divergence form with symmetric coefficients.If the diffusion coefficients are periodic, the Bloch theorem allows one to diagonalize the elliptic operator, which is key to the spectral properties of the elliptic operator and the usual starting point for the study of its long-time homogenization.When the coefficients are not periodic (say, quasi-periodic, almost periodic, or random with decaying correlations at infinity), the Bloch theorem does not hold and both the spectral properties and the long-time behavior of the associatedoperator are unclear.At low freque…
$C^α$ and $W^{1,\infty}$ estimates for the first-order and second-order correctors in the homogenization are presented based on the translation invariant and Li-Vogelius's gradient estimate for the second order linear elliptic equation with piecewise smooth coefficients. If the data are smooth enough, the error of the first-order expansion for piecewise smooth coefficients is locally $O(ε)$ in the Hölder norm; it is locally $O(ε)$ in $W^{1,\infty}$ when coefficients are Lipschitz continuous. It can be partly extended to the nonlinear parabolic equation.
We investigate corrector estimates for the solutions of a thermoelasticity problem posed in a highly heterogeneous two-phase medium and its corresponding two-scale thermoelasticity model which was derived in an earlier paper by two-scale convergence arguments. The medium in question consists of a connected matrix with disconnected, initially periodically distributed inclusions separated by a sharp interface undergoing a priori known phase transformations. While such estimates seem not to be obtainable in the fully coupled setting, we show that for some simplified scenarios optimal convergence …
This work concerns the analysis of wave propagation in random media. Our medium of interest is sea ice, which is a composite of a pure ice background and randomly located inclusions of brine and air. From a pulse emitted by a source above the sea ice layer, the main objective of this work is to derive a model for the backscattered signal measured at the source/detector location. The problem is difficult in that, in the practical configuration we consider, the wave impinges on the layer with a non-normal incidence. Since the sea ice is seen by the pulse as an effective (homogenized) medium, the…
We consider linear elliptic equations in divergence form with stationary random coefficients of integrable correlations. We characterize the fluctuations of a macroscopic observable of a solution to relative order $\frac{d}{2}$, where $d$ is the spatial dimension; the fluctuations turn out to be Gaussian. As for previous work on the leading order, this higher-order characterization relies on a pathwise proximity of the macroscopic fluctuations of a general solution to those of the (higher-order) correctors, via a (higher-order) two-scale expansion injected into the homogenization commutator, t…
We prove quantitative estimates for the stochastic homogenization of linear uniformly elliptic equations in nondivergence form. Under strong independence assumptions on the coefficients, we obtain optimal estimates on the subquadratic growth of the correctors with stretched exponential-type bounds in probability. Like the theory of Gloria and Otto \cite{GO1,GO2} for divergence form equations, the arguments rely on nonlinear concentration inequalities combined with certain estimates on the Green's functions and derivative bounds on the correctors. We obtain these analytic estimates by developin…
In this paper, we consider the homogenization of the p--Laplace equation with a periodic coefficient that is perturbed by a local defect. This setting has been introduced in [6, 7] in the linear setting p = 2. We construct the correctors and we derive convergence results to the homogenized solution in the case p > 2 under the assumption that the periodic correctors are non degenerate.
We establish higher order convergence rates in periodic homogenization of fully nonlinear uniformly parabolic Cauchy problems accompanied with rapidly oscillating initial data. Such result is new even for linear problems. Here we construct higher order initial layer and interior correctors, which describe the oscillatory behavior near the initial and interior time zone of the domain. To construct higher order correctors, we develop a regularity theory in macroscopic scales, and prove an exponential decay estimate for initial layer correctors. The higher order expansion requires an iteration pr…
We present an introduction to periodic and stochastic homogenization of ellip- tic partial differential equations. The first part is concerned with the qualitative theory, which we present for equations with periodic and random coefficients in a unified approach based on Tartar's method of oscillating test functions. In partic- ular, we present a self-contained and elementary argument for the construction of the sublinear corrector of stochastic homogenization. (The argument also applies to elliptic systems and in particular to linear elasticity). In the second part we briefly discuss the repr…
In this paper, we determine the convergence speed of an upscaling of a pseudo-parabolic system containing drift terms with scale separation of size $ε\ll 1$. Both the upscaling and convergence speed determination exploit a natural spatial-temporal decomposition, which splits the pseudo-parabolic system into a spatial elliptic partial differential equation and a temporal ordinary differential equation. We extend the applicability to space-time domains that are a product of spatial and temporal domains, such as a time-independent perforated spatial domain. Finally, for special cases we show conv…
In $L_2(\mathbb{R}^d;\mathbb{C}^n)$, consider a self-adjoint matrix second order elliptic differential operator $\mathcal{B}_\varepsilon$, $0<\varepsilon \leqslant 1$. The principal part of the operator is given in a factorised form, the operator contains first and zero order terms. The operator $\mathcal{B}_\varepsilon$ is positive definite, its coefficients are periodic and depend on $\mathbf{x}/\varepsilon$. We study the behaviour in the small period limit of the operator exponential $e^{-\mathcal{B}_\varepsilon t}$, $t\geqslant 0$. The approximation in the $(L_2\rightarrow L_2)$-operator n…
This paper is devoted to the asymptotic analysis of boundary layers in periodic homogenization. We investigate the behaviour of the boundary layer corrector, defined in the half-space $Ω_{n,a}:=\{y\cdot n-a>0\}$, far away from the boundary and prove the convergence towards a constant vector field, the boundary layer tail. This problem happens to depend strongly on the way the boundary $\partialΩ_{n,a}$ intersects the underlying microstructure. Our study complements the previous results obtained on the one hand for $n\in\mathbb R\mathbb Q^d$, and on the other hand for $n\notin\mathbb R\mathbb Q…
We follow-up on our works devoted to homogenization theory for linear second-order elliptic equations with coefficients that are perturbations of periodic coefficients. We have first considered equations in divergence form in [6, 7, 8]. We have next shown, in our recent work [9], using a slightly different strategy of proof than in our earlier works, that we may also address the equation --aij$\partial$iju = f. The present work is devoted to advection-diffusion equations: --aij$\partial$iju + bj$\partial$ju = f. We prove, under suitable assumptions on the coefficients aij, bj, 1 $\le$ i, j $\l…
In stochastic homogenization of elliptic equations, the corrector plays a central role. Under a finite range of dependence assumption on the coefficient field, we show that the large-scale spatial averages of the corrector approach those of a variant of the Gaussian free field. In contrast to previous work, the argument does not rely on an underlying product structure of the probability measure. Instead, we rely on the additivity of energy quantities to show central limit theorems for these, and derive the large-scale behavior of the corrector as a consequence.
We study homogenization of multiscale Maxwell wave equation that depends on $n$ separable microscopic scales in a domain $D\subset{\mathbb R}^d$ on a finite time interval $(0,T)$. Due to the non-compactness of the embedding of $H_0(\curl,D)$ in $L^2(D)^d$, homogenization of Maxwell wave equation can be significantly more complicated than that of scalar wave equations in the $H^1(D)$ setting, and requires analysis uniquely for Maxwell wave equations. We employ multiscale convergence. The homogenized Maxwell wave equation and the initial condition are deduced from the multiscale homogenized equa…
This article is concerned with uniform $C^{1,α}$ and $C^{1,1}$ estimates in periodic homogenization of fully nonlinear elliptic equations. The analysis is based on the compactness method, which involves linearization of the operator at each approximation step. Due to the nonlinearity of the equations, the linearized operators involve the Hessian of correctors, which appear in the previous step. The involvement of the Hessian of the correctors deteriorates the regularity of the linearized operator, and sometimes even changes its oscillating pattern. These issues are resolved with new approximat…
In this paper, we consider a microscopic semilinear elliptic equation posed in periodically perforated domains and associated with the Fourier-type condition on internal micro-surfaces. The first contribution of this work is the construction of a reliable linearization scheme that allows us, by a suitable choice of scaling arguments and stabilization constants, to prove the weak solvability of the microscopic model. Asymptotic behaviors of the microscopic solution with respect to the microscale parameter are thoroughly investigated in the second theme, based upon several cases of scaling. In p…
In this contribution we are interested in the quantitative homogenization properties of linear elliptic equations with homogeneous Dirichlet boundary data in polygonal domains with corners. To begin our study of this situation, we consider the setting of an angular sector in 2 dimensions : Unlike in the whole-space, on such a sector there exist non-smooth harmonic functions (these depend on the angle of the sector). Here, we construct extended homogenization correctors corresponding to these harmonic functions and prove growth estimates for these which are quasi-optimal, namely optimal up to a…
We establish higher order convergence rates in the theory of periodic homogenization of both linear and fully nonlinear uniformly elliptic equations of non-divergence form. The rates are achieved by involving higher order correctors which fix the errors occurring both in the interior and on the boundary layer of our physical domain. The proof is based on a viscosity method and a new regularity theory which captures the stability of the correctors with respect to the shape of our limit profile.
In this paper, we analyze the random fluctuations in a one dimensional stochastic homogenization problem and prove a central limit result, i.e., the first order fluctuations can be described by a Gaussian process that solves an SPDE with additive spatial white noise. Using a probabilistic approach, we obtain a precise error decomposition up to the first order, which helps to decompose the limiting Gaussian process, with one of the components corresponding to the corrector obtained by a formal two scale expansion.
We derive in this note a high-order corrector estimate for the homogenization of a microscopic semi-linear elliptic system posed in perforated domains. The major challenges are the presence of nonlinear volume and surface reaction rates. This type of correctors justifies mathematically the convergence rate of formal asymptotic expansions for the two-scale homogenization settings. As main tool, we follow the standard approach by the energy-like method to investigate the error estimate between the micro and macro concentrations and micro and macro concentration gradients. This work aims at gener…
In this paper, for a family of second-order elliptic equations with rapidly oscillating periodic coefficients and rapidly oscillating periodic potentials, we are interested in the $H^1$ convergence rates and the Dirichlet eigenvalues and bounds of the normal derivatives of Dirichlet eigenfunctions. The $H^1$ convergence rates rely on the Dirichlet correctors and the first-order corrector for the oscillating potentials. And the bound results rely on an $O(\varepsilon)$ estimate in $H^1$ for solutions with Dirichlet condition.
A central question in numerical homogenization of partial differential equations with multiscale coefficients is the accurate computation of effective quantities, such as the homogenized coefficients. Computing homogenized coefficients requires solving local corrector problems followed by upscaling relevant local data. The most naive way of computing homogenized coefficients is by solving a local elliptic problem, which is known to suffer from the so-called resonance error dominating all other errors inherent in multiscale computations. A far more efficient modelling strategy, based on adding …
One of the principal difficulties in stochastic homogenization is transferring quantitative ergodic information from the coefficients to the solutions, since the latter are nonlocal functions of the former. In this paper, we address this problem in a new way, in the context of linear elliptic equations in divergence form, by showing that certain quantities associated to the energy density of solutions are essentially additive. As a result, we are able to prove quantitative estimates on the weak convergence of the gradients, fluxes and energy densities of the first-order correctors (under blow-…
The full Landau-Lifshitz-Gilbert equation with periodic material coefficients and natural boundary condition is employed to model the magnetization dynamics in composite ferromagnets. In this work, we establish the convergence between the homogenized solution and the original solution via a Lax equivalence theorem kind of argument. There are a few technical difficulties, including: 1) it is proven the classic choice of corrector to homogenization cannot provide the convergence result in the $H^1$ norm; 2) a boundary layer is induced due to the natural boundary condition; 3) the presence of str…
We study the large scale behavior of elliptic systems with stationary random coefficient that have only slowly decaying correlations. To this aim we analyze the so-called corrector equation, a degenerate elliptic equation posed in the probability space. In this contribution, we use a parabolic approach and optimally quantify the time decay of the semigroup. For the theoretical point of view, we prove an optimal decay estimate of the gradient and flux of the corrector when spatially averaged over a scale R larger than 1. For the numerical point of view, our results provide convenient tools for …
We consider periodic homogenization of nonlinearly elastic composite materials. Under suitable assumptions on the stored energy function (frame indifference; minimality, non-degeneracy and smoothness at identity; $p\geq d$-growth from below), and on the microgeometry of the composite (covering the case of smooth, periodically distributed inclusions with touching boundaries), we prove that in an open neighbourhood of the set of rotations, the multi-cell homogenization formula of non-convex homogenization reduces to a single-cell formula that can be represented with help of a corrector. This gen…
For a class of linear elliptic equations of general type with rapidly oscillating coefficients, we use the sigma-convergence method to prove the homogenization result and a corrector-type result. In the case of asymptotic periodic coefficients we derive the optimal convergence rates for the zero order approximation of the solution with no smoothness on the coefficients, in contrast to what has been done up to now in the literature. This follows as a result of the existence of asymptotic periodic correctors for general nonsmooth coefficients. The homogenization process is achieved through a com…
This work develops a quantitative homogenization theory for random suspensions of rigid particles in a steady Stokes flow, and completes recent qualitative results. More precisely, we establish a large-scale regularity theory for this Stokes problem, and we prove moment bounds for the associated correctors and optimal estimates on the homogenization error; the latter further requires a quantitative ergodicity assumption on the random suspension. Compared to the corresponding quantitative homogenization theory for divergence-form linear elliptic equations, substantial difficulties arise from th…
In this paper, we find some error estimates for periodic homogenization of p-Laplace type equations under the same structure assumption on homogenized equations. The main idea is that by adjusting the size of the difference quotient of the correctors to make the convergence rate visible. In order to reach our goal, the corresponding flux corrector with some properties are developed. Meanwhile, the shift-arguments is in fact applied down to $\varepsilon$ scale, which leads to a new weighted type inequality for smoothing operator with the weight satisfying Harnack's inequality in small scales. A…
This paper is about the homogenization of linear elliptic operators in divergence form with stationary random coefficients that have only slowly decaying correlations. It deduces optimal estimates of the homogenization error from optimal growth estimates of the (extended) corrector. In line with the heuristics, there are transitions at dimension $d=2$, and for a correlation-decay exponent $β=2$; we capture the correct power of logarithms coming from these two sources of criticality. The decay of correlations is sharply encoded in terms of a multiscale logarithmic Sobolev inequality (LSI) for t…
