Some variance reduction methods for numerical stochastic homogenization

We overview a series of recent works devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires solving a set of problems at the micro scale, the so-called corrector problems. In a random environment, these problems are stochastic and therefore need to be repeatedly solved, for several configurations of the medium considered. An empirical average over all configurations is then performed using the Monte-Carlo approach, so as to approximate the effective coefficients necessary to determine the macroscopic behavior. Variance severely affects the accuracy and the cost of such computations. Variance reduction approaches, borrowed from other contexts of the engineering sciences, can be useful. Some of these variance reduction techniques are presented, studied and tested here

Error estimates and convergence rates for the stochastic homogenization of Hamilton-Jacobi equations

We present exponential error estimates and demonstrate an algebraic convergence rate for the homogenization of level-set convex Hamilton-Jacobi equations in i.i.d. random environments, the first quantitative homogenization results for these equations in the stochastic setting. By taking advantage of a connection between the metric approach to homogenization and the theory of first-passage percolation, we obtain estimates on the fluctuations of the solutions to the approximate cell problem in the ballistic regime (away from flat spot of the effective Hamiltonian). In the sub-ballistic regime (on the flat spot), we show that the fluctuations are governed by an entirely different mechanism and the homogenization may proceed, without further assumptions, at an arbitrarily slow rate. We identify a necessary and sufficient condition on the law of the Hamiltonian for an algebraic rate of convergence to hold in the sub-ballistic regime and show, under this hypothesis, that the two rates may be merged to yield comprehensive error estimates and an algebraic rate of convergence for homogenization. Our methods are novel and quite different from the techniques employed in the periodic setting, although we benefit from previous works in both first-passage percolation and homogenization. The link between the rate of homogenization and the flat spot of the effective Hamiltonian, which is related to the nonexistence of correctors, is a purely random phenomenon observed here for the first time.Comment: 57 pages. Revised version. To appear in J. Amer. Math. So

Homogenization techniques for population dynamics in strongly heterogeneous landscapes

An important problem in spatial ecology is to understand how population-scale patterns emerge from individual-level birth, death, and movement processes. These processes, which depend on local landscape characteristics, vary spatially and may exhibit sharp transitions through behavioural responses to habitat edges, leading to discontinuous population densities. Such systems can be modelled using reaction–diffusion equations with interface conditions that capture local behaviour at patch boundaries. In this work we develop a novel homogenization technique to approximate the large-scale dynamics of the system. We illustrate our approach, which also generalizes to multiple species, with an example of logistic growth within a periodic environment. We find that population persistence and the large-scale population carrying capacity is influenced by patch residence times that depend on patch preference, as well as movement rates in adjacent patches. The forms of the homogenized coefficients yield key theoretical insights into how large-scale dynamics arise from the small-scale features

Homogenization of the Schrodinger equation with a time oscillating potential

We study the homogenization of a Schrodinger equation in a periodic medium with a time dependent potential. This is a model for semiconductors excited by an external electromagnetic wave. We prove that, for a suitable choice of oscillating (both in time and space) potential, one can partially transfer electrons from one Bloch band to another. This justifies the famous "Fermi golden rule" for the transition probability between two such states which is at the basis of various optical properties of semiconductors. Our method is based on a combination of classical homogenization techniques (two-scale convergence and suitable oscillating test functions) and of Bloch waves theory

Asymptotic analysis of a semi-linear elliptic system in perforated domains: well-posedness and correctors for the homogenization limit

In this study, we prove results on the weak solvability and homogenization of a microscopic semi-linear elliptic system posed in perforated media. The model presented here explores the interplay between stationary diffusion and both surface and volume chemical reactions in porous media. Our interest lies in deriving homogenization limits (upscaling) for alike systems and particularly in justifying rigorously the obtained averaged descriptions. Essentially, we prove the well-posedness of the microscopic problem ensuring also the positivity and boundedness of the involved concentrations and then use the structure of the two scale expansions to derive corrector estimates delimitating this way the convergence rate of the asymptotic approximates to the macroscopic limit concentrations. Our techniques include Moser-like iteration techniques, a variational formulation, two-scale asymptotic expansions as well as energy-like estimates.Comment: 22 pages, 1 figur

Fractal homogenization of multiscale interface problems

Inspired by continuum mechanical contact problems with geological fault networks, we consider elliptic second order differential equations with jump conditions on a sequence of multiscale networks of interfaces with a finite number of non-separating scales. Our aim is to derive and analyze a description of the asymptotic limit of infinitely many scales in order to quantify the effect of resolving the network only up to some finite number of interfaces and to consider all further effects as homogeneous. As classical homogenization techniques are not suited for this kind of geometrical setting, we suggest a new concept, called fractal homogenization, to derive and analyze an asymptotic limit problem from a corresponding sequence of finite-scale interface problems. We provide an intuitive characterization of the corresponding fractal solution space in terms of generalized jumps and gradients together with continuous embeddings into L2 and Hs, s<1/2. We show existence and uniqueness of the solution of the asymptotic limit problem and exponential convergence of the approximating finite-scale solutions. Computational experiments involving a related numerical homogenization technique illustrate our theoretical findings

Application of Hierarchical Matrix Techniques To The Homogenization of Composite Materials

In this paper, we study numerical homogenization methods based on integral equations. Our work is motivated by materials such as concrete, modeled as composites structured as randomly distributed inclusions imbedded in a matrix. We investigate two integral reformulations of the corrector problem to be solved, namely the equivalent inclusion method based on the Lippmann-Schwinger equation, and a method based on boundary integral equations. The fully populated matrices obtained by the discretization of the integral operators are successfully dealt with using the H-matrix format

Homogenization Techniques for Periodic Structures

International audienceWe describe a selection of mathematical techniques and results that suggest interesting links between the theory of gratings and the theory of homogenization, including a brief introduction to the latter. We contrast the "classical" homogenization, which is well suited for the description of composites as we have known them since their advent until about a decade ago, and the "non-standard" approaches, high-frequency homogenization and high-contrast homogenization, developing in close relation to the study of photonic crystals and metamaterials, which exhibit properties unseen in conventional composite media, such as negative refraction allowing for super-lensing through a flat heterogeneous lens, and cloaking, which considerably reduces the scattering by finite size objects (invisibility) in certain frequency range. These novel electromagnetic paradigms have renewed the interest of physicists and applied mathematicians alike in the theory of gratings