Correlation structure of the corrector in stochastic homogenization

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.Comment: Published at http://dx.doi.org/10.1214/15-AOP1045 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Corrector Analysis of a Heterogeneous Multi-scale Scheme for Elliptic Equations with Random Potential

This paper analyzes the random fluctuations obtained by a heterogeneous multi-scale first-order finite element method applied to solve elliptic equations with a random potential. We show that the random fluctuations of such solutions are correctly estimated by the heterogeneous multi-scale algorithm when appropriate fine-scale problems are solved on subsets that cover the whole computational domain. However, when the fine-scale problems are solved over patches that do not cover the entire domain, the random fluctuations may or may not be estimated accurately. In the case of random potentials with short-range interactions, the variance of the random fluctuations is amplified as the inverse of the fraction of the medium covered by the patches. In the case of random potentials with long-range interactions, however, such an amplification does not occur and random fluctuations are correctly captured independent of the (macroscopic) size of the patches. These results are consistent with those obtained by the authors for more general equations in the one-dimensional setting and provide indications on the loss in accuracy that results from using coarser, and hence less computationally intensive, algorithms

Pointwise two-scale expansion for parabolic equations with random coefficients

We investigate the first-order correction in the homogenization of linear parabolic equations with random coefficients. In dimension $3$ and higher and for coefficients having a finite range of dependence, we prove a pointwise version of the two-scale expansion. A similar expansion is derived for elliptic equations in divergence form. The result is surprising, since it was not expected to be true without further symmetry assumptions on the law of the coefficients.Comment: 25 pages. Minor revisions, to appear in PTR

Fluctuations of Parabolic Equations with Large Random Potentials

In this paper, we present a fluctuation analysis of a type of parabolic equations with large, highly oscillatory, random potentials around the homogenization limit. With a Feynman-Kac representation, the Kipnis-Varadhan's method, and a quantitative martingale central limit theorem, we derive the asymptotic distribution of the rescaled error between heterogeneous and homogenized solutions under different assumptions in dimension $d\geq 3$. The results depend highly on whether a stationary corrector exits.Comment: 44 pages; reorganized the structure and extended the results; to appear in SPDE: Analysis and Computation