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-down) which are optimal in both scaling and stochastic integrability. The proof of the additivity is a bootstrap argument, completing the program initiated in \cite{AKM}: using the regularity theory recently developed for stochastic homogenization, we reduce the error in additivity as we pass to larger and larger length scales. In the second part of the paper, we use the additivity to derive central limit theorems for these quantities by a reduction to sums of independent random variables. In particular, we prove that the first-order correctors converge, in the large-scale limit, to a variant of the 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…
We prove regularity and stochastic homogenization results for certain degenerate elliptic equations in nondivergence form. The equation is required to be strictly elliptic, but the ellipticity may oscillate on the microscopic scale and is only assumed to have a finite $d$th moment, where $d$ is the dimension. In the general stationary-ergodic framework, we show that the equation homogenizes to a deterministic, uniformly elliptic equation, and we obtain an explicit estimate of the effective ellipticity, which is new even in the uniformly elliptic context. Showing that such an equation behaves l…
We study the limiting probability distribution of the homogenization error for second order elliptic equations in divergence form with highly oscillatory periodic conductivity coefficients and highly oscillatory stochastic potential. The effective conductivity coefficients are the same as those of the standard periodic homogenization, and the effective potential is given by the mean. We show that in the short range correlation setting, the limiting distribution of the random part of the homogenization error, as random elements in proper Hilbert spaces, is Gaussian and can be characterized by t…
Operator-type estimates of homogenization are obtained for elliptic operators of arbitrary even order equal or greater than two. Operators under consideration are non-selfadjoint with lower-order terms.
We introduce a new method for studying stochastic homogenization of elliptic equations in nondivergence form. The main application is an algebraic error estimate, asserting that deviations from the homogenized limit are at most proportional to a power of the microscopic length scale, assuming a finite range of dependence. The results are new even for linear equations. The arguments rely on a new geometric quantity which is controlled in part by adapting elements of the regularity theory for the Monge-Ampère equation.
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 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…
We study the homogenization of elliptic systems of equations in divergence form where the coefficients are compositions of periodic functions with a random diffeomorphism with stationary gradient. This is done in the spirit of scalar stochastic homogenization by Blanc, Le Bris and P.-L. Lions. An application of the abstract result is given for Maxwell's equations in random dissipative bianisotropic media.
We derive optimal-order homogenization rates for random nonlinear elliptic PDEs with monotone nonlinearity in the uniformly elliptic case. More precisely, for a random monotone operator on $\mathbb{R}^d$ with stationary law (i.e. spatially homogeneous statistics) and fast decay of correlations on scales larger than the microscale $\varepsilon>0$, we establish homogenization error estimates of the order $\varepsilon$ in case $d\geq 3$, respectively of the order $\varepsilon |\log \varepsilon|^{1/2}$ in case $d=2$. Previous results in nonlinear stochastic homogenization have been limited to a sm…
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…
This work is devoted to the asymptotic behavior of eigenvalues of an elliptic operator with rapidly oscillating random coefficients on a bounded domain with Dirichlet boundary conditions. A sharp convergence rate is obtained for isolated eigenvalues towards eigenvalues of the homogenized problem, as well as a quantitative two-scale expansion result for eigenfunctions. Next, a quantitative central limit theorem is established for eigenvalue fluctuations; more precisely, a pathwise characterization of eigenvalue fluctuations is obtained in terms of the so-called homogenization commutator, in par…
We study the averaging behavior of nonlinear uniformly elliptic partial differential equations with random Dirichlet or Neumann boundary data oscillating on a small scale. Under conditions on the operator, the data and the random media leading to concentration of measure, we prove an almost sure and local uniform homogenization result with a rate of convergence in probability.
We consider an homogenization problem for the second order elliptic equation $- Δu^{\varepsilon} + \dfrac{1}{\varepsilon} V(./\varepsilon) u^{\varepsilon} + νu^{\varepsilon} =f$ when the highly oscillatory potential $V$ belongs to a particular class of non-periodic potentials. We show the existence of an adapted corrector and prove the convergence of $u^{\varepsilon}$ to its homogenized limit.
This paper is concerned with periodic homogenization of second-order elliptic systems in divergence form with oscillating Dirichlet data or Neumann data of first order. We prove that the homogenized boundary data belong to $W^{1, p}$ for any $1<p<\infty$. In particular, this implies that the boundary layer tails are Hölder continuous of order $α$ for any $α\in (0,1)$.
It is shown by means of reiterated two-scale convergence in the Sobolev-Orlicz setting, that the sequence of solutions of a class of highly oscillatory problems involving nonlinear elliptic operators with nonstandard growth, converges to a solution of a suitable homogeneous nonlinear elliptic equation associated to an operator with nonstandard growth.
The main purpose of this work is to study uniform regularity estimates for a family of elliptic operators $\{\mathcal{L}_\varepsilon, \varepsilon>0\}$, arising in the theory of homogenization, with rapidly oscillating periodic coefficients. We establish sharp $W^{1,p}$ estimates, Lipschitz estimates, and nontangential maximal function estimates, which are uniform in the parameter $\varepsilon$, on solutions with Neumann boundary conditions in $C^{1,α}$ domains.
The paper is mainly concerned with an approximate three-ball inequality for solutions in elliptic periodic homogenization. We consider a family of second order operators $\mathcal{L}_ε$ in divergence form with rapidly oscillating and periodic coefficients. It is the first time such an approximate three-ball inequality for homogenization theory is obtained. It implies an approximate quantitative propagation of smallness. The proof relies on a representation of the solution by the Poisson kernel and the Lagrange interpolation technique. Another full propagation of smallness result is also shown.
The focus in this paper is on elliptic homogenization of a certain kind of possibly non-periodic problems. A non-periodic and two-dimensional example is studied, where we numerically illustrate the homogenized matrix.
We give a simplified presentation of the obstacle problem approach to stochastic homogenization for elliptic equations in nondivergence form. Our argument also applies to equations which depend on the gradient of the unknown function. In the latter case, we overcome difficulties caused by a lack of estimates for the first derivatives of approximate correctors by modifying the perturbed test function argument to take advantage of the spreading of the contact set.
We introduce a new constructive method for establishing lower bounds on convergence rates of periodic homogenization problems associated with divergence type elliptic operators. The construction is applied in two settings. First, we show that solutions to boundary layer problems for divergence type elliptic equations set in halfspaces and with infinitely smooth data, may converge to their corresponding boundary layer tails as slow as one wish depending on the position of the hyperplane. Second, we construct a Dirichlet problem for divergence type elliptic operators set in a bounded domain, and…
In the whole space $R^d$, $d\ge 2$, we study homogenization of a divergence form elliptic operator $A_\varepsilon$ of order $2m\ge 4$ with measurable $\varepsilon$-periodic coefficients, where $\varepsilon$ is a small parameter. For the resolvent $(A_\varepsilon+1)^{-1}$, we construct an approximation with the remainder term of order $\varepsilon^2$ in the operator $(L^2{\to}H^m)$-norm, using the resolvent of the homogenized operator, solutions of several auxiliary periodic problems on the unit cube, and smoothing operators. The homogenized operator here differs from the one commonly employed …
In the whole space $R^d$ ($d\ge 2$), we study homogenization of a divergence-form matrix elliptic operator $L_\varepsilon$ of an arbitrary even order larger than 2 with measurable $\varepsilon$-periodic coefficients, where $\varepsilon$ is a small parameter. We constuct an approximation for the resolvent of $L_\varepsilon$ with the remainder term of order $\varepsilon^2$ in the operator $L^2$-norm. We impose no regularity conditions on the operator beyond ellipticity and boundedness of coefficients. We use two scale expansions with correctors regularized by the Steklov smoothing.
This paper is concerned with uniform measure estimates for nodal sets of solutions in elliptic homogenization. We consider a family of second-order elliptic operators $\{ \mathcal{L}_\e\}$ in divergence form with rapidly oscillating and periodic coefficients. We show that the $(d-1)$-dimensional Hausdorff measures of the nodal sets of solutions to $\mathcal{L}_\e (u_\e)=0$ in a ball in $\R^d$ are bounded uniformly in $\e>0$. The proof relies on a uniform doubling condition and approximation of $u_\e$ by solutions of the homogenized equation.
We introduce a new method for obtaining quantitative results in stochastic homogenization for linear elliptic equations in divergence form. Unlike previous works on the topic, our method does not use concentration inequalities (such as Poincaré or logarithmic Sobolev inequalities in the probability space) and relies instead on a higher ($C^{k}$, $k \geq 1$) regularity theory for solutions of the heterogeneous equation, which is valid on length scales larger than a certain specified mesoscopic scale. This regularity theory, which is of independent interest, allows us to, in effect, localize the…
We approximate the homogenization of fully nonlinear, convex, uniformly elliptic Partial Differential Equations in the periodic setting, using a variational formula for the optimal invariant measure, which may be derived via Legendre-Fenchel duality. The variational formula expresses $\bar H$ as an average of the operator against the optimal invariant measure, generalizing the linear case. Several nontrivial analytic formulas for $\bar H$ are obtained. These formulas are compared to numerical simulations, using both PDE and variational methods. We also perform a numerical study of convergence …
We consider a strongly nonlinear elliptic problem with the homogeneous Dirichlet boundary condition. The growth and the coercivity of the elliptic operator is assumed to be indicated by an inhomogeneous anisotropic $\mathcal{N}$-function. First, an existence result is shown under the assumption that the $\mathcal{N}$-function or its convex conjugate satisfies $Δ_2$-condition. The second result concerns the homogenization process for families of strongly nonlinear elliptic problems with the homogeneous Dirichlet boundary condition under above stated conditions on the elliptic operator, which is…
In this paper, for a family of second-order elliptic equations with rapidly oscillating periodic coefficients, we are interested in a Carleman-type inequality for these solutions satisfying an additional growth condition in elliptic periodic homogenization, which implies a three-ball inequality without an error term at a macroscopic scale. Moreover, if we replace the additional growth condition by the doubling condition at a macroscopic scale, then the three-ball inequality without an error term holds at any scale. The proof relies on the convergence of $H^1$-norm for the solution and the comp…
For a family of second-order elliptic systems of Maxwell's type with rapidly oscillating periodic coefficients in a $C^{1, α}$ domain $Ω$, we establish uniform estimates of solutions $u_\varep$ and $\nabla \times u_\varep$ in $L^p(Ω)$ for $1<p\le \infty$. The proof relies on the uniform $W^{1,p}$ and Lipschitz estimates for solutions of scalar elliptic equations with periodic coefficients.
In this paper we use the method of layer potentials to study $L^2$ boundary value problems in a bounded Lipschitz domain $Ω$ for a family of second order elliptic systems with rapidly oscillating periodic coefficients, arising in the theory of homogenization. Let $\mathcal{L}_\varepsilon=-\text{div}\big(A(\varepsilon^{-1}X)\nabla \big)$. Under the assumption that $A(X)$ is elliptic, symmetric, periodic and Hölder continuous, we establish the solvability of the $L^2$ Dirichlet, regularity, and Neumann problems for $\mathcal{L}_\varepsilon (u_\varepsilon)=0$ in $Ω$ with optimal estimates uniform…
In this work we study the homogenization problem for (nonlinear) eigenvalues of quasilinear elliptic operators. We prove convergence of the first and second eigenvalues and, in the case where the operator is independent of $\varepsilon$, convergence of the full (variational) spectrum together whit an explicit in $k$ and in $\varepsilon$ order of convergence.
We consider an elliptic equation with purely imaginary, highly heterogeneous, and large random potential with a sufficiently rapidly decaying correlation function. We show that its solution is well approximated by the solution to a homogeneous equation with a real-valued homogenized potential as the correlation length of the random medium $\varepsilon\rightarrow 0$ and estimate the size of the random fluctuations in the setting $d\geq3$.
This paper deals with the homogenization of fully nonlinear second order equation with an oscillating Dirichlet boundary data when the operator and boundary data are $\e$-periodic. We will show that the solution $u_\e$ converges to some function $\bar u(x)$ uniformly on every compact subset $K$ of the domain $D$. Moreover, $\bar u$ is a solution to some boundary value problem. For this result, we assume that the boundary of the domain has no (rational) flat spots and the ratio of elliptic constants $Λ/ λ$ is sufficiently large.
We study the homogenization process for families of strongly nonlinear elliptic systems with the homogeneous Dirichlet boundary conditions. The growth and the coercivity of the elliptic operator is assumed to be indicated by a general inhomogeneous anisotropic $N-$function, which may be possibly also dependent on the spatial variable, i.e., the homogenization process will change the characteristic function spaces at each step. Such a problem is well known and there exists many positive results for the function satisfying $Δ_2$ and $\nabla_2$ conditions an being in addition Hölder continuous wi…
We study the rate of convergence for (variational) eigenvalues of several non-linear problems involving oscillating weights and subject to different kinds of boundary conditions in bounded domains.
For a family of second-order elliptic systems in divergence form with rapidly oscillating almost-periodic coefficients, we obtain estimates for approximate correctors in terms of a function that quantifies the almost periodicity of the coefficients. The results are used to investigate the problem of convergence rates. We also establish uniform Hölder estimates for the Dirichlet problem in a bounded $C^{1, α}$ domain.
We establish quantitative homogenization, large-scale regularity and Liouville results for the random conductance model on a supercritical (Bernoulli bond) percolation cluster. The results are also new in the case that the conductivity is constant on the cluster. The argument passes through a series of renormalization steps: first, we use standard percolation results to find a large scale above which the geometry of the percolation cluster behaves (in a sense made precise) like that of Euclidean space. Then, following the work of Barlow, we find a succession of larger scales on which certain f…
In this paper we investigate homogenization results for the principal eigenvalue problem associated to $1$-homogeneous, uniformly elliptic, second-order operators. Under rather general assumptions, we prove that the principal eigenpair associated to an oscillatory operator converges to the eigenpair associated to the effective one. This includes the case of fully nonlinear operators. Rates of convergence for the eigenvalues are provided for linear and nonlinear problems, under extra regularity/convexity assumptions. Finally, a linear rate of convergence (in terms of the oscillation parameter) …
Periodic operators over a component domain and homogenization of some class of quasi-linear elliptic problems in two-component domain with interfacial resistance
In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case when the fractional diffusion has the same order as the drift term, and is weakly elliptic. The outcome of the paper is twofold. One one hand, we provide Lipschitz regularity results for weakly elliptic non-local HJB, extending the results previously obtained in [8]. On the other hand, we establish a convergence result, based on half relaxed limits and a comparison principle for the effective problem. The latter stro…
This is a preliminary version of a book which presents the quantitative homogenization and large-scale regularity theory for elliptic equations in divergence-form. The self-contained presentation gives new and simplified proofs of the core results proved in the last several years, including the algebraic convergence rate for the variational subadditive quantities, the large-scale Lipschitz and higher regularity estimates and Liouville-type results, optimal quantitative estimates on the first-order correctors and their scaling limit to a Gaussian free field. There are several chapters containin…
This paper investigates quantitative estimates in elliptic homogenization of non-divergence form with unbounded drift and an interface, which continues the study of the previous work by Hairer and Manson [Ann. Probab. 39(2011) 648-682], where they investigated the limiting long time/large scale behavior of such a process under diffusive rescaling. We determine the effective equation and obtain the size estimates of the gradient of Green functions as well as the optimal (in general) convergence rates. The proof relies on transferring the non-divergence form into the divergence-form with the coe…
Homogenization of a scalar elliptic equation in a bounded domain with Neuman boundary condition is studied. Coefficients of the operator are oscillating over two different groups of variables with different small periods $\varepsilon$ and $δ=δ(\varepsilon)$. We assume that $δ/{\varepsilon}$ tends to zero as $\varepsilon$ tends to zero. It is known that the limit problem is obtained through reiterated homogenization procedure and corresponds to an elliptic equation with constant coefficients. The difference for resolvents of the initial and the limit problems is estimated in operator $(L^2\to L…
This paper is concerned with the quantitative homogenization of $2m$-order elliptic systems with bounded measurable, rapidly oscillating periodic coefficients. We establish the sharp $O(\varepsilon)$ convergence rate in $W^{m-1, p_0}$ with $p_0=\frac{2d}{d-1}$ in a bounded Lipschitz domain in $\mathbb{R}^d$ as well as the uniform large-scale interior $C^{m-1, 1}$ estimate. With additional smoothness assumptions, the uniform interior $C^{m-1, 1}$, $W^{m,p}$ and $C^{m-1, α}$ estimates are also obtained. As applications of the regularity estimates, we establish asymptotic expansions for fundament…
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.
In this paper, we extend the nontangential maximal function estimate obtained by C. Kenig, F. Lin and Z. Shen in \cite{KFS1} to the nonhomogeneous elliptic operators with rapidly oscillating periodic coefficients. The result relies on the previous work \cite{X2}, and optimal boundary estimates which is based upon certain estimates on convergence rates. Compared to the homogeneous case, the additional bootstrap process seems inevitable, and the Neumann boundary corrector caused by the lower order term are still useful here.
In this note we study periodic homogenization of Dirichlet problem for divergence type elliptic systems when both the coefficients and the boundary data are oscillating. One of the key difficulties here is the determination of the fixed boundary data corresponding to the limiting (homogenized) problem. This issue has been addressed in recent papers by D. Gérard-Varet and N. Masmoudi, and by C. Prange, however, not much is known about the regularity of this fixed data. The main objective of this note is to initiate a study of this problem, and to prove several regularity results in this connect…
We consider a two-parameter averaging-homogenization type elliptic problem together with the stochastic representation of the solution. A limit theorem is derived for the corresponding diffusion process and a precise description of the two-parameter limit behavior for the solution of the PDE is obtained.
In this paper, we are interested in the reiterated homogenization of linear elliptic equations of the form $-\frac{\partial}{\partial x_{i}} \left(a_{i j} \left(\frac{x}{\varepsilon}, \frac{x}{\varepsilon^{2}}\right) \frac{\partial u_\varepsilon}{\partial x_{j}}\right)=f$ in $Ω$ with Dirichlet boundary conditions. We obtain error estimates $O(\varepsilon)$ for a bounded $C^{1,1}$ domain for this equation as well as the interior Lipschitz estimates at (very) large scale. Compared to the general homogenization problems, the difficulty in the reiterated homogenization is that we need to handle di…
We study and characterize the optimal rates of convergence in periodic homogenization of linear elliptic equations in non-divergence form. We obtain that the optimal rate of convergence is either $O(\varepsilon)$ or $O(\varepsilon^2)$ depending on the diffusion matrix $A$, source term $f$, and boundary data $g$. Moreover, we show that the set of diffusion matrices $A$ that give optimal rate $O(\varepsilon)$ is open and dense in the set of $C^{2,α}$ periodic, symmetric, and positive definite matrices, which means that generically, the optimal rate is $O(\varepsilon)$.
