Asymptotic expansion of the homogenized matrix in two weakly stochastic homogenization settings

DOI10.1093/AMRX/ABR011zbMATH Open1243.65007arXiv1102.3804OpenAlexW1931627250MaRDI QIDQ5389062FDOQ5389062

Authors: R. Costaouec 

Publication date: 24 April 2012

Published in: Applied Mathematics Research eXpress (Search for Journal in Brave)

Abstract: This article studies some numerical approximations of the homogenized matrix for stochastic linear elliptic partial differential equations in divergence form. We focus on the case when the underlying random field is a small perturbation of a reference periodic tensor. The size of such a perturbation is encoded by a real parameter eta. In this case, it has already been theoretically shown in the literature that the exact homogenized matrix possesses an expansion in powers of the parameter eta for both models considered in this article, the coefficients of which are deterministic. In practice, one cannot manipulate the exact terms of such an expansion. All objects are subjected to a discretization approach. Thus we need to derive a similar expansion for the approximated random homogenized matrix. In contrast to the expansion of the exact homogenized matrix, the expansion of the approximated homogenized matrix contains intrinsically random coefficients. In particular, the second order term is random in nature. The purpose of this work is to derive and study this expansion in function of the parameters of the approximation procedure (size of the truncated computational domain used, meshsize of the finite elements approximation).

Full work available at URL: https://arxiv.org/abs/1102.3804

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zbMATH Keywords

finite element methodMonte-Carlo methoddivergence formstochastic linear elliptic partial differential equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Boundary value problems for second-order elliptic equations (35J25) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Cited In (5)

• Special quasirandom structures: a selection approach for stochastic homogenization
• First-order expansion of homogenized coefficients under Bernoulli perturbations
• Numerical approximation of a class of problems in stochastic homogenization
• Elements of mathematical foundations for numerical approaches for weakly random homogenization problems
• Optimal approximation of the first-order corrector in multiscale stochastic elliptic PDE

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