An optimal error estimate in stochastic homogenization of discrete elliptic equations

Details An optimal error estimate in stochastic homogenization of discrete elliptic equations An optimal error estimate in stochastic homogenization of discrete elliptic equations

2012-03-05

arxiv.org/abs/1203.0908v1

Annals of Applied Probability 2012, Vol. 22, No. 1, 1-28

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/10-AAP745 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Inst

Scientific paper

10.1214/10-AAP745

This paper is the companion article to [Ann. Probab. 39 (2011) 779--856]. We consider a discrete elliptic equation on the $d$-dimensional lattice $\mathbb{Z}^d$ with random coefficients $A$ of the simplest type: They are identically distributed and independent from edge to edge. On scales large w.r.t. the lattice spacing (i.e., unity), the solution operator is known to behave like the solution operator of a (continuous) elliptic equation with constant deterministic coefficients. This symmetric "homogenized" matrix $A_{\mathrm{hom}}=a_{\mathrm{hom}}\mathrm{Id}$ is characterized by $\xi\cdot A_{\mathrm{hom}}\xi=<(\xi+\nabla\phi)\cdot A(\xi+\nabla\phi)>$ for any direction $\xi\in\mathbb{R}^d$, where the random field $\phi$ (the "corrector") is the unique solution of $-\nabla^*\cdot A(\xi+\nabla\phi)=0$ in $\mathbb{Z}^d$ such that $\phi(0)=0$, $\nabla\phi$ is stationary and $<\nabla\phi>=0$, $<\cdot>$ denoting the ensemble average (or expectation).

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