Limiting distribution of elliptic homogenization error with periodic diffusion and random potential

From MaRDI portal
Publication:2634835



Abstract: We study the limiting probability distribution of the homogenization error for second order elliptic equations in divergence form with highly oscillatory periodic conductivity coefficients and highly oscillatory stochastic potential. The effective conductivity coefficients are the same as those of the standard periodic homogenization, and the effective potential is given by the mean. We show that in the short range correlation setting, the limiting distribution of the random part of the homogenization error, as random elements in proper Hilbert spaces, is Gaussian and can be characterized by the homogenized Green's function, the homogenized solution and the statistics of the random potential. Similar results hold for random potentials that are functions of long range correlated Gaussian random fields. These results generalize previous ones in the setting with slowly varying diffusion coefficients, and the current setting with fast oscillations in the differential operator requires new methods to prove compactness of the probability distributions of the random fluctuation.


This paper deals with the limiting distribution of the elliptic homogenization error with periodic diffusion and random potential. Let \(D\subset \mathbb{R}^{d}\) be an open bounded \(C^{1,1}\) domain and \(u^{\varepsilon}\),\(u\) be the solutions to the problem \[ \begin{cases} -\dfrac{\partial}{\partial x_{i}}\left(a_{ij}\left(\dfrac{x}{\varepsilon}\right)\dfrac{\partial u^{\varepsilon}}{\partial x_{j}}(x,\omega)\right)+q(\dfrac{x}{\varepsilon},\omega)u^{\varepsilon}(x,\omega)=f(x), & x\in D, \\ u^{\varepsilon}(x)=0, & x\in\partial D,\end{cases} \] and to the deterministic homogenized problem \[ \begin{cases} -\bar a_{ij}\dfrac{\partial^2 u}{\partial x_{i}\partial x_{j}}(x)+\bar q u(x)=f(x), & x\in D,\\ u(x)=0, & x\in\partial D,\end{cases} \] respectively. Here, \[ \bar a_{ij}=\int_{[0,1]^{d}}a_{ik}(y)\left(\delta_{kj}+\dfrac{\partial\chi^{k}}{\partial x_{j}}(y)\right)dy, \] \(\chi^{k}\) is the unique solution of the corrector equation, \(\bar q=E(q(0,\omega))\). Suppose that the diffusion coefficients \(A=(a_{ij}):\mathbb{R}^{d}\to \mathbb{R}^{d\times d}\) are smooth, periodic and satisfy the condition of uniform ellipticity, the random potential \(q(x,\omega)\) satisfies the conditions of stationarity, ergodicity and has short-range correlations, \(f\in L^2(D)\) and \(2\leq d\leq7\). Then, there exists \(C>0\), such that \(E\| u^{\varepsilon}-u\|_{L^2}\leq C\varepsilon\| f\|_{L^2}\). Moreover, \[ E\| u^{\varepsilon}-Eu^{\varepsilon}\|_{L^2}\leq C\varepsilon^{2\wedge (d/2)}\| f\|_{L^2} \quad\text{if } d\neq 4 \] and \[ E\| u^{\varepsilon}-Eu^{\varepsilon}\|_{L^2}\leq C\varepsilon^{2}|\log\varepsilon|^{1/2}\| f\|_{L^2}\quad\text{if }d=4. \] Furthermore, for any \(\phi\in L^2(D)\), \(E|(u^{\varepsilon}-Eu^{\varepsilon},\phi)_{L^2}|\leq C\varepsilon^{d/2}\|\phi\|_{L^2}\| f\|_{L^2}\). Let us denote by \(q(x,\omega)=\bar q+\nu(x,\omega)\), \(R(x)=E(\nu(x+y,\omega)\nu(y,\omega))\), \(\sigma^2=\int_{R^{d}}R(x)dx\) and let \(G(x,y)\) be the Green's function of the homogenized problem. Let \(W(y)\) denote the standard \(d\)-parameter Wiener process. Then, for \(d=2,3\), as \(\varepsilon\to0\), \((u^{\varepsilon}-Eu^{\varepsilon})/\varepsilon^{d/2}\) converges in distribution to \[ \sigma\int_{D}G(x,y)u(y)dW(y)\quad\text{ in }L^2(D). \] For \(d=4,5\), as \(\varepsilon\to0\), the above holds as convergence in law in \(H^{-1}(D)\).











This page was built for publication: Limiting distribution of elliptic homogenization error with periodic diffusion and random potential

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2634835)