Algebraic error estimates for the stochastic homogenization of uniformly parabolic equations (Q500401)

This paper deals with quantitative stochastic homogenization of a fully nonlinear, uniformly parabolic equation of the form \(u^{\varepsilon}_{t}+F(D^2 u^{\varepsilon},x/\varepsilon,t/\varepsilon^2,\omega)=0\) in \(U_{T}\), \(u^{\varepsilon}=g\) on \(\partial_{p}U_{T}\), where \(F\) is a random uniformly elliptic operator, \(U_{T}=U\times(0,T]\subset\mathbb R^{d+1}\) is a compact domain, and \(\partial_{p}U_{T}\) is the parabolic boundary. Let us assume that there exists an underlying probability space \((\Omega,{\mathcal F},P)\) such that \(\Omega=\{F:\;S^{d}\times\mathbb R^{d+1}\to\mathbb R\}\) satisfies conditions of finite range of dependence, stationarity, uniform ellipticity, boundedness and regularity of \(F\). Here, \(S^{d}\) denotes the space of \(d\times d\) symmetric matrices with real entries. The main result of this paper is the following. Let the previous conditions on \(\Omega\) be fulfilled, and the domain \(U_{T}\) and the constant \(M_0\) be fixed. Then, there exists \(C\) and random variable \({\mathcal X}:\;\Omega\to\mathbb R\) with \(E[\exp({\mathcal X})]\leq C\) such that, if \(u^{\varepsilon}\) solves considered problem, \(u\) solves \(u_{t}+\bar F(D^ 2u)=0\) in \(U_{T}\), \(u=g\) in \(\partial_{p} U_{T}\), and \(1+K_0+\| g\|_{C^{0,1}(\partial_{p} U_{T})}\leq M_0\), where \(\text{ess}\,\sup_{\omega\in\Omega}\sup_{(y,s)\in\mathbb R^{d+1}}| F(0,y,s,\omega)|<K_0\), then for any \(p<d+2\), there exists \(\beta>0\), such that \(\sup_{U_{T}}| u(x,t)-u^{\varepsilon}(x,t,\omega)|\leq C[1+\varepsilon^{p}{\mathcal X}(\omega)]\varepsilon^{\beta}\).