×

Quantification of ergodicity in stochastic homogenization: optimal bounds via spectral gap on Glauber dynamics. (English) Zbl 1314.39020

The authors study quantitatively the effective large-scale behaviour of discrete elliptic equations on the lattice \(\mathbb Z^d\) with random coefficients. If the coefficients \(a(\cdot)\) are stationary and ergodic, then a qualitative homogenization result is known which says that as \(\varepsilon \downarrow0\) the elliptic operator \(-\nabla\cdot a(\cdot/\varepsilon)\nabla\) almost surely \(H\)-converges to the homogenized elliptic operator \(-\nabla\cdot a_{\text{hom}}\nabla\). The authors consider linear second-order difference equations with uniformly elliptic, bounded, diagonal random coefficients. Denote by \(\Omega_0=\{\text{diag}(a_1,\ldots,a_{d})\in \mathbb R^{d\times d}:\;\lambda\leq a_{j}\leq 1, j=1,\dots,d\}\) the set of admissible coefficient matrices, where \(\lambda>0\) is an ellipticity constant. A coefficient field, denoted by \(a\), is a function on \(\mathbb Z^{d}\) taking values in \(\Omega_0\). The authors endow \(\Omega=(\Omega_0)^{\mathbb Z^{d}}\) with the product topology. A probability measure on \(\Omega\) is called an ensemble and denote the associated ensemble average by \(\langle\cdot\rangle\).
For scalar fields \(\zeta:\;\mathbb Z^{d}\to \mathbb R\), vector fields \(\xi=(\xi_1,\dots,\xi_{d}):\;\mathbb Z^{d}\to \mathbb R^{d}\), the spatial derivatives \(\nabla_{i}\zeta(x)=\zeta(x+e_ i)-\zeta(x)\), \(\nabla\zeta=(\nabla_1\zeta,\dots,\nabla_{d}\zeta)\), \(\nabla_{i}^{*}\zeta(x)=\zeta(x-e_ i)-\zeta(x)\), \(\nabla^{*}\xi=\sum_{i=1}^{d}\nabla_{i}^{*}\xi_{i}\) are defined, where \((e_1,\dots,e_{d})\) denotes the canonical basis of \(\mathbb R^{d}\).
For scalar random variables \(\zeta:\;\Omega\to \mathbb R\), vector-valued random variables \(\xi=(\xi_1,\dots,\xi_{d}):\;\Omega\to \mathbb R^{d}\) let us define the horizontal derivatives \(D_{i}\zeta(a)=\zeta(a(\cdot+e_ i))-\zeta(a)\), \(D\zeta=(D_1\zeta,\dots,D_{d}\zeta)\), \(D^{*}_{i}\zeta(a)=\zeta(a(\cdot-e_{i})-\zeta(a)\), \(D^{*}\xi=\sum_{i=1}^{d}D^{*}_{i}\xi_{i}\).
With \(\langle\cdot\rangle\) the symmetric matrix of the homogenized coefficients \(a_{hom}\) via the minimization problem \(\forall e\in \mathbb R^{d}:\;e\cdot a_{hom}e=\inf_{\bar\phi}\langle(e+\nabla\bar\phi)\cdot a(e+\nabla\bar\phi)\rangle\) is associated, where the infimum runs over all stationary random fields \(\bar\phi:\;\Omega\times \mathbb Z^{d}\to \mathbb R\). The corrector equation has the form \(\nabla^{*}a(\nabla\bar\phi+e)=0\) on \(\mathbb Z^{d}\) and the homogenization formula \(a_{hom}e=\langle a(\nabla\bar\phi+e)\rangle\) holds true if a stationary corrector exists.
We say that \(\langle\cdot\rangle\) satisfies a spectral gap with constant \(\rho>0\) on the torus of size \(L\in \mathbb N\), in short \(SG_{L}(\rho)\), if for all \(\zeta\in L^2(\Omega)\) with \(\langle\zeta\rangle =0\) we have \(\langle\zeta^2\rangle\leq {1\over\rho}\sum_{y\in([0,L]\cap \mathbb Z)^{d}}\left\langle(\partial\zeta/\partial_{L}y)^2\right\rangle\), where \(\partial\zeta/\partial_{L}y=\zeta-\langle\zeta\rangle_{L,y}\), \(\langle\zeta\rangle_{L,y}\) is the conditional expectation of \(\zeta\) given \(a(x)\) for all \(x\in \mathbb Z^{d}\setminus\{y+L\mathbb Z^{d}\}\).
The main result of this paper is the following. Assume that \(\langle\cdot\rangle\) is stationary, \(L\)-periodic and satisfies \(SG_{L}(\rho)\). Then there exists an exponent \(1\leq p_0<\infty\) that only depends on the \(\lambda\) and \(d\geq2\) such that the following statement holds for every \(p\in(p_0,\infty)\):
For \(\xi\in C_{b}(\Omega)^{d}\) and \(t\geq0\) let us define \(u(t)=\exp(-tD^{*}a(0)D)D^{*}\xi\). Then we have \[ \langle| u(t)|^{2p}\rangle^{1/2p}\leq C(t+1)^{-({d\over4}+{1\over2})}\|\partial\xi\|_{l_{y}^1 L_{\langle\cdot\rangle}^{2p}}, \text{ where } \|\partial\xi\|_{l_{y}^1 L_{\langle\cdot\rangle}^{2p}}=\sum_{y\in([0,L]\cap \mathbb Z)^{d}}\left\langle\left|{\partial\xi\over\partial_{L}y}\right|^{2p}\right\rangle^{1/2p}, \] constant \(C\) depends only on \(p,\rho,\lambda\) and \(d\).

MSC:

39A50 Stochastic difference equations
39A14 Partial difference equations
35B27 Homogenization in context of PDEs; PDEs in media with periodic structure
39A12 Discrete version of topics in analysis
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
Full Text: DOI

References:

[1] Aronson, D.G.: Bounds for the fundamental solution of a parabolic equation. Bull. Am. Math. Soc. 73(6), 890-896 (1967) · Zbl 0153.42002 · doi:10.1090/S0002-9904-1967-11830-5
[2] Bourgeat, A., Piatnitski, A.: Estimates in probability of the residual between the random and the homogenized solutions of one-dimensional second-order operator. Asympt. Anal. 21(3-4), 303-315 (1999) · Zbl 0960.60057
[3] Biskup, M.: Recent progress on the Random Conductance Model. Probab. Surv. 8, 294-373 (2011) · Zbl 1245.60098 · doi:10.1214/11-PS190
[4] Bolthausen, E., Sznitman, A.-S.: Ten lectures on random media. DMV Seminar, vol. 32. Birkhäuser, Basel (2002) · Zbl 1075.60128
[5] Bourgeat, A., Piatnitski, A.: Approximations of effective coefficients in stochastic homogenization. Ann. I. H. Poincaré 40, 153-165 (2005) · Zbl 1058.35023 · doi:10.1016/j.anihpb.2003.07.003
[6] Conlon, J.G., Naddaf, A.: Greens functions for elliptic and parabolic equations with random coefficients. N. Y. J. Math. 6, 153-225 (2000) · Zbl 0963.35209
[7] Conlon, J.G., Spencer, T.: Strong convergence to the homogenized limit of elliptic equations with random coefficients. Trans. Am. Math. Soc. (2014, in press) · Zbl 1283.81102
[8] Delmotte, T.: Estimations pour les chaînes de Markov réversibles. C. R. Acad. Sci. Paris Sér. I Math. 324(9), 1053-1058 (1997) · Zbl 0872.62079
[9] Delmotte, T., Deuschel, J.-D.: On estimating the derivatives of symmetric diffusions in stationary random environment, with applications to \[\nabla \phi \]∇ϕ interface model. Probab. Theory Relat. Fields 133, 358-390 (2005) · Zbl 1083.60082 · doi:10.1007/s00440-005-0430-y
[10] Dobrushin, R.L., Shlosman, S.B.: Completely analytical Gibbs fields. In: Statistical physics and dynamical systems (Köszeg, 1984), Progr. Phys., vol. 10, pp. 371-403. Birkhäuser Boston, Boston (1985) · Zbl 0569.46043
[11] Dobrushin, R.L., Shlosman, S.B.: Constructive criterion for the uniqueness of Gibbs field. In: Statistical Physics and Dynamical Systems (Köszeg, 1984), Progr. Phys., vol. 10, pp. 347-370. Birkhäuser Boston, Boston (1985) · Zbl 0569.46042
[12] E, W., Ming, P.B., Zhang, P.W.: Analysis of the heterogeneous multiscale method for elliptic homogenization problems. J. Am. Math. Soc. 18, 121-156 (2005) · Zbl 1060.65118
[13] Egloffe, A.-C., Gloria, A., Mourrat, J.-C., Nguyen, T.N.: Random walk in random environment, corrector equation, and homogenized coefficients: from theory to numerics, back and forth. IMA J. Numer. Analy. doi:10.1093/imanum/dru010 · Zbl 1315.60116
[14] Fabes, E.B., Stroock, D.W.: A new proof of Moser’s parabolic harnack inequality using the old ideas of Nash. Arch. Ration. Mech. Anal. 96(4), 327-338 (1986) · Zbl 0652.35052 · doi:10.1007/BF00251802
[15] Funaki, T.: Stochastic interface models, Lectures on Probability Theory and Statistics. Lecture Notes Math. 1869, 103-274 (2005) · doi:10.1007/11429579_2
[16] Funaki, T., Spohn, H.: Motion by mean curvature from the GinzburgLandau \[\nabla \varphi \]∇φ interface models. Commun. Math. Phys. 185, 1-36 (1997) · Zbl 0884.58098 · doi:10.1007/s002200050080
[17] Giacomin, G., Olla, S., Spohn, H.: Equilibrium fluctuations for \[\nabla \varphi \]∇φ interface model. Ann. Probab. 29(3), 1138-1172 (2001) · Zbl 1017.60100 · doi:10.1214/aop/1015345600
[18] Gloria, A.: Numerical approximation of effective coefficients in stochastic homogenization of discrete elliptic equations. M2AN. Math. Model. Numer. Anal. 46(1), 1-38 (2012) · Zbl 1282.35038 · doi:10.1051/m2an/2011018
[19] Gloria, A., Mourrat, J.-C.: Spectral measure and approximation of homogenized coefficients. Probab. Theory Relat. Fields 154(1), 287-326 (2012) · Zbl 1264.35021 · doi:10.1007/s00440-011-0370-7
[20] Gloria, A., Neukamm, S., Otto, F.: Quantification of ergodicity in stochastic homogenization: optimal bounds via spectral gap on Glauber dynamics—long version. MPI (2013, preprint 3) · Zbl 1314.39020
[21] Gloria, A., Otto, F.: An optimal variance estimate in stochastic homogenization of discrete elliptic equations. Ann. Probab. 39(3), 779-856 (2011) · Zbl 1215.35025 · doi:10.1214/10-AOP571
[22] Gloria, A., Otto, F.: An optimal error estimate in stochastic homogenization of discrete elliptic equations. Ann. Appl. Probab. 22(1), 1-28 (2012) · Zbl 1387.35031 · doi:10.1214/10-AAP745
[23] Gloria, A., Otto, F.: Quantitative estimates on the corrector equation in stochastic homogenization (in preparation) · Zbl 1387.35032
[24] Kanit, T., Forest, S., Galliet, I., Mounoury, V., Jeulin, D.: Determination of the size of the representative volume element for random composites: statistical and numerical approach. Int. J. Solids Struct. 40, 3647-3679 (2003) · Zbl 1038.74605 · doi:10.1016/S0020-7683(03)00143-4
[25] Kipnis, C., Varadhan, S.R.S.: Central limit theorem for additive functional of reversible Markov processes and applications to simple exclusion. Commun. Math. Phys. 104, 1-19 (1986) · Zbl 0588.60058 · doi:10.1007/BF01210789
[26] Kozlov, S.M.: The averaging of random operators. Mat. Sb. (N.S.) 109(151), 188-202, 327 (1979) · Zbl 0415.60059
[27] Kozlov, S.M.: Averaging of difference schemes. Math. USSR Sbornik 57(2), 351-369 (1987) · Zbl 0639.65052 · doi:10.1070/SM1987v057n02ABEH003072
[28] Künnemann, R.: The diffusion limit for reversible jump processes on \[\mathbb{Z}^d\] Zd with ergodic random bond conductivities. Commun. Math. Phys. 90, 27-68 (1983) · Zbl 0523.60097 · doi:10.1007/BF01209386
[29] Meyers, N.: An \[L^p\] Lp-estimate for the gradient of solutions of second order elliptic divergence equations. Ann. Scuola Norm. Sup. Pisa Cl. Sci. (3) 17(3), 189-206 (1963) · Zbl 0127.31904
[30] Mourrat, J.-C.: Variance decay for functionals of the environment viewed by the particle. Ann. Inst. H. Poincaré Probab. Stat. 47(11), 294-327 (2011) · Zbl 1213.60163 · doi:10.1214/10-AIHP375
[31] Naddaf, A., Spencer, T.: On homogenization and scaling limits of some gradient perturbations of a massless free field. Commun. Math Phys. 183, 55-84 (1997) · Zbl 0871.35010 · doi:10.1007/BF02509796
[32] Naddaf, A., Spencer, T.: Estimates on the variance of some homogenization problems (1998, preprint) · Zbl 0871.35010
[33] Nash, J.: Continuity of solutions of parabolic and elliptic equations. Am. J. Math. 80(4), 931-954 (1958) · Zbl 0096.06902 · doi:10.2307/2372841
[34] Owhadi, H.: Approximation of the effective conductivity of ergodic media by periodization. Probab. Theory Relat. Fields 125, 225-258 (2003) · Zbl 1040.60025 · doi:10.1007/s00440-002-0240-4
[35] Papanicolaou, G.C., Varadhan, S.R.S.: Boundary value problems with rapidly oscillating random coefficients. In: Random Fields, vols. I, II (Esztergom, 1979), Colloq. Math. Soc. János Bolyai, vol. 27, pp. 835-873. North-Holland, Amsterdam (1981) · Zbl 0960.60057
[36] Stroock, D.W., Zegarliński, B.: The equivalence of the logarithmic Sobolev inequality and the Dobrushin-Shlosman mixing condition. Commun. Math. Phys. 144(2), 303-323 (1992) · Zbl 0745.60104 · doi:10.1007/BF02101094
[37] Stroock, D.W., Zegarliński, B.: The logarithmic Sobolev inequality for continuous spin systems on a lattice. J. Funct. Anal. 104(2), 299-326 (1992) · Zbl 0794.46025 · doi:10.1016/0022-1236(92)90003-2
[38] Stroock, D.W., Zegarliński, B.: The logarithmic Sobolev inequality for discrete spin systems on a lattice. Commun. Math. Phys. 149(1), 175-193 (1992) · Zbl 0758.60070 · doi:10.1007/BF02096629
[39] Yurinskii, V.V.: Vilnius Conference Abstracts (1978) · Zbl 0588.60058
[40] Yurinskii, V.V.: Averaging of symmetric diffusion in random medium. Sibirskii Matematicheskii Zhurnal 27(4), 167-180 (1986) · Zbl 0614.60051
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.