Special quasirandom structures: a selection approach for stochastic homogenization (Q254494)

The authors propose and investigate a variance reduction approach for the homogenization of elliptic equations in divergence form \[ -\operatorname{div}\left(A\left({\cdot\over\varepsilon},\omega\right)\nabla u^{\varepsilon}(\cdot,\omega)\right)=f \text{ in } D\subset\mathbb R^d, \quad u^{\varepsilon}(\cdot,\omega)=0\text{ on } \partial D, \] where the domain \(D\) is bounded and regular, \(f\in H^{-1}(D)\) is deterministic function, the field \(A\) is a fixed matrix-valued uniformly elliptic, uniformly bounded and stationary in a discrete sense random field and \(\varepsilon>0\) is a small parameter. Let us consider the corrector problem \(-\operatorname{div}[A(p+\nabla w_{p})]=0\) in \(\mathbb R^d\) almost surely with \(\int_{Q}\mathrm{E}(\nabla w_{p})=0\), \(Q=(0,1)^d\) and \(\nabla w_{p}\) stationary. The solution to the corrector problem gives the deterministic and constant coefficient \(A^*\) of the homogenized equation that in turn serves as the approximation of the given problem for the elliptic equation. The deterministic homogenized matrix \(A^*\) is approximated by the random variable \(A^*_{N}(\omega)\) defined by \[ A^*_{N}(\omega)p={1\over| Q_{N}|}\int_{Q_{N}}A(\cdot,\omega)(p+\nabla w_{p}^{N}(\cdot,\omega)) \quad \text{for all } p\in\mathbb R^d,\quad Q_{N}=(0,N)^d. \] The main theoretical result of this paper is the following. Let \((X_{k})_{k\in\mathbb Z^d}\) be a sequence of i.i.d. scalar random variables following a common law \(\mu\). Let us assume that \(\mu\) is absolutely continuous with respect to the Lebesgue measure on \(\mathbb R\), and that, for any \(k\in\mathbb Z^d\), \(X_{k}(\omega)\in [-1,1]\) almost surely. Let us consider the stationary random field \[ A(y,\omega)=C_0+\sum\limits_{k\in\mathbb Z^d}X_{k}(\omega){\mathbf 1}_{Q+k}(y)C_1(y), \] where \(C_0\) is constant and \(C_1\) is \(\mathbb Z^d\)-periodic and bounded. If \(C_0+C_1(y)\) and \(C_0-C_1(y)\) are uniformly coercive, \(C_0\) and \(C_1\) are symmetric, and let \(f:\mathbb R\to\mathbb R, f\neq \text{ constant}\), be a measurable function with compact level sets. Then, \[ \mathrm{E}\left[A^*_{N}\left|{1\over| Q_{N}|}\sum\limits_{k\in Q_{N}\cap\mathbb Z^d}f(X_{k})=\mathrm{E}[f(X_0)]\right.\right]\to A^*, \] as \(N\to\infty\), where \[ A^* p=\mathrm{E}\left[\int_{Q}A(x,\cdot)(p+\nabla w_{p}(x,\cdot))dx\right], \text{ for all } p\in\mathbb R^d. \] The conclusions from the presented numerical tests are the following. The systematic error is kept approximately constant by the approach, while the variance is reduced by several orders of magnitude.