An optimal quantitative two-scale expansion in stochastic homogenization of discrete elliptic equations
ESAIM: Mathematical Modelling and Numerical Analysis , Multiscale problems and techniques. Special Issue, Tome 48 (2014) no. 2, pp. 325-346.

We establish an optimal, linear rate of convergence for the stochastic homogenization of discrete linear elliptic equations. We consider the model problem of independent and identically distributed coefficients on a discretized unit torus. We show that the difference between the solution to the random problem on the discretized torus and the first two terms of the two-scale asymptotic expansion has the same scaling as in the periodic case. In particular the L2-norm in probability of the H1-norm in space of this error scales like ε, where ε is the discretization parameter of the unit torus. The proof makes extensive use of previous results by the authors, and of recent annealed estimates on the Green's function by Marahrens and the third author.

DOI : 10.1051/m2an/2013110
Classification : 35B27, 39A70, 60H25, 60F99
Mots-clés : stochastic homogenization, homogenization error, quantitative estimate
@article{M2AN_2014__48_2_325_0,
     author = {Gloria, Antoine and Neukamm, Stefan and Otto, Felix},
     title = {An optimal quantitative two-scale expansion in stochastic homogenization of discrete elliptic equations},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
     pages = {325--346},
     publisher = {EDP-Sciences},
     volume = {48},
     number = {2},
     year = {2014},
     doi = {10.1051/m2an/2013110},
     mrnumber = {3177848},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/m2an/2013110/}
}
TY  - JOUR
AU  - Gloria, Antoine
AU  - Neukamm, Stefan
AU  - Otto, Felix
TI  - An optimal quantitative two-scale expansion in stochastic homogenization of discrete elliptic equations
JO  - ESAIM: Mathematical Modelling and Numerical Analysis 
PY  - 2014
SP  - 325
EP  - 346
VL  - 48
IS  - 2
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/m2an/2013110/
DO  - 10.1051/m2an/2013110
LA  - en
ID  - M2AN_2014__48_2_325_0
ER  - 
%0 Journal Article
%A Gloria, Antoine
%A Neukamm, Stefan
%A Otto, Felix
%T An optimal quantitative two-scale expansion in stochastic homogenization of discrete elliptic equations
%J ESAIM: Mathematical Modelling and Numerical Analysis 
%D 2014
%P 325-346
%V 48
%N 2
%I EDP-Sciences
%U http://www.numdam.org/articles/10.1051/m2an/2013110/
%R 10.1051/m2an/2013110
%G en
%F M2AN_2014__48_2_325_0
Gloria, Antoine; Neukamm, Stefan; Otto, Felix. An optimal quantitative two-scale expansion in stochastic homogenization of discrete elliptic equations. ESAIM: Mathematical Modelling and Numerical Analysis , Multiscale problems and techniques. Special Issue, Tome 48 (2014) no. 2, pp. 325-346. doi : 10.1051/m2an/2013110. http://www.numdam.org/articles/10.1051/m2an/2013110/

[1] G. Allaire and M. Amar, Boundary layer tails in periodic homogenization. ESAIM: COCV 4 (1999) 209-243. | Numdam | MR | Zbl

[2] M. Avellaneda and F.-H. Lin, Compactness methods in the theory of homogenization. Commun. Pure Appl. Math. 40 (1987) 803-847. | MR | Zbl

[3] A. Bourgeat and A. Piatnitski, Estimates in probability of the residual between the random and the homogenized solutions of one-dimensional second-order operator. Asymptotic Anal. 21 (1999) 303-315. | MR | Zbl

[4] J.G. Conlon and T. Spencer, Strong convergence to the homogenized limit of elliptic equations with random coefficients. Trans. AMS, in press. | Zbl

[5] A. Gloria, Fluctuation of solutions to linear elliptic equations with noisy diffusion coefficients. Commun. Partial Differ. Eq. 38 (2013) 304-338. | MR | Zbl

[6] A. Gloria, S. Neukamm, and F. Otto, Quantification of ergodicity in stochastic homogenization: optimal bounds via spectral gap on Glauber dynamics. MPI Preprint 91 (2013). | MR

[7] A. Gloria, S. Neukamm and F. Otto, Approximation of effective coefficients by periodization in stochastic homogenization. In preparation.

[8] A. Gloria and F. Otto, Quantitative results on the corrector equation in stochastic homogenization of linear elliptic equations. In preparation.

[9] A. Gloria and F. Otto, An optimal variance estimate in stochastic homogenization of discrete elliptic equations. Ann. Probab. 39 (2011) 779-856. | MR | Zbl

[10] A. Gloria and F. Otto, An optimal error estimate in stochastic homogenization of discrete elliptic equations. Ann. Appl. Probab. 22 (2012) 1-28. | MR

[11] R.J. Leveque, Finite difference methods for ordinary and partial differential equations. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA (2007). | MR | Zbl

[12] S.M. Kozlov, The averaging of random operators. Mat. Sb. (N.S.) 109 (1979) 188-202, 327. | MR | Zbl

[13] R. Künnemann, The diffusion limit for reversible jump processes on Zd with ergodic random bond conductivities. Commun. Math. Phys. 90 (1983) 27-68. | MR | Zbl

[14] D. Marahrens and F. Otto, Annealed estimates on the Green's function. MPI Preprint 69 (2012).

[15] S.J.N. Mosconi, Discrete regularity for elliptic equations on graphs. CVGMT. Available at http://cvgmt.sns.it/papers/53 (2001).

[16] A. Naddaf and T. Spencer, Estimates on the variance of some homogenization problems. Preprint (1998).

[17] H. Owhadi, Approximation of the effective conductivity of ergodic media by periodization. Probab. Theory Relat. Fields 125 (2003) 225-258. | MR | Zbl

[18] G.C. Papanicolaou and S.R.S. Varadhan, Boundary value problems with rapidly oscillating random coefficients. In Random fields, Vol. I, II (Esztergom, 1979), vol. 27 of Colloq. Math. Soc. János Bolyai. North-Holland, Amsterdam (1981) 835-873. | MR | Zbl

[19] V.V. Yurinskiĭ, Averaging of symmetric diffusion in random medium. Sibirskii Matematicheskii Zhurnal 27 (1986) 167-180. | MR | Zbl

Cité par Sources :