NASep 3, 2014
An optimal quantitative two-scale expansion in stochastic homogenization of discrete elliptic equationsAntoine Gloria, Stefan Neukamm, Felix Otto
We establish an optimal, linear rate of convergence for the stochastic homogenization of discrete linear elliptic equations. We consider the model problem of independent and identically distributed coefficients on a discretized unit torus. We show that the difference between the solution to the random problem on the discretized torus and the first two terms of the two-scale asymptotic expansion has the same scaling as in the periodic case. In particular the $L^2$-norm in probability of the \mbox{$H^1$-norm} in space of this error scales like $ε$, where $ε$ is the discretization parameter of the unit torus. The proof makes extensive use of previous results by the authors, and of recent annealed estimates on the Green's function by Marahrens and the third author.
MATH-PHAug 13, 2007
Convergence analysis of the Böl-Reese discrete model for rubberRoberto Alicandro, Marco Cicalese, Antoine Gloria
In a recent work, Böl and Reese have introduced a discrete model for polymer networks by means of a finite element modeling. They have also provided a comparison with real experiments. A key parameter of their model is the size h of the finite element mesh, that is meant to be small in practice. The aim of the present work is to study the asymptotic behaviour (and the convergence of the finite element method) when the meshsize goes to zero. In particular, we address the properties satisfied by the model at the limit, depending on the properties of the mesh.
PRAug 19, 2010
Spectral measure and approximation of homogenized coefficientsAntoine Gloria, Jean-Christophe Mourrat
This article deals with the numerical approximation of effective coefficients in stochastic homogenization of discrete linear elliptic equations. The originality of this work is the use of a well-known abstract spectral representation formula to design and analyze effective and computable approximations of the homogenized coefficients. In particular, we show that information on the edge of the spectrum of the generator of the environment viewed by the particle projected on the local drift yields bounds on the approximation error, and conversely. Combined with results by Otto and the first author in low dimension, and results by the second author in high dimension, this allows us to prove that for any dimension, there exists an explicit numerical strategy to approximate homogenized coefficients which converges at the rate of the central limit theorem.
NASep 3, 2014
Reduction of the resonance error in numerical homogenisation II: correctors and extrapolationAntoine Gloria, Zakaria Habibi
This paper is the companion article of [Gloria, M3AS, 21 (2011), No. 3, pp 1601-1630]. One common drawback among numerical homogenization methods is the presence of the so-called resonance error, which roughly speaking is a function of the ratio $\frac{\varepsilon}ρ$, where $ρ$ is a typical macroscopic lengthscale and $\varepsilon$ is the typical size of the heterogeneities. In the present work, we make a systematic use of regularization and extrapolation to reduce this resonance error at the level of the approximation of homogenized coefficients and correctors for general non-necessarily symmetric stationary ergodic coefficients. We quantify this reduction for the class of periodic coefficients, for the Kozlov subclass of almost periodic coefficients, and for the subclass of random coefficients that satisfy a spectral gap estimate (e.g. Poisson random inclusions). We also report on a systematic numerical study in dimension 2, which demonstrates the efficiency of the method and the sharpness of the analysis. Last, we combine this approach to numerical homogenization methods, prove the asymptotic consistency in the case of locally stationary ergodic coefficients and give quantitative estimates in the case of periodic coefficients.
PRJul 22, 2013
Quantitative version of the Kipnis-Varadhan theorem and Monte Carlo approximation of homogenized coefficientsAntoine Gloria, Jean-Christophe Mourrat
This article is devoted to the analysis of a Monte Carlo method to approximate effective coefficients in stochastic homogenization of discrete elliptic equations. We consider the case of independent and identically distributed coefficients, and adopt the point of view of the random walk in a random environment. Given some final time t>0, a natural approximation of the homogenized coefficients is given by the empirical average of the final squared positions re-scaled by t of n independent random walks in n independent environments. Relying on a quantitative version of the Kipnis-Varadhan theorem combined with estimates of spectral exponents obtained by an original combination of PDE arguments and spectral theory, we first give a sharp estimate of the error between the homogenized coefficients and the expectation of the re-scaled final position of the random walk in terms of t. We then complete the error analysis by quantifying the fluctuations of the empirical average in terms of n and t, and prove a large-deviation estimate, as well as a central limit theorem. Our estimates are optimal, up to a logarithmic correction in dimension 2.
NASep 3, 2014
When are increment-stationary random point sets stationary?Antoine Gloria
In a recent work, Blanc, Le Bris, and Lions defined a notion of increment-stationarity for random point sets, which allowed them to prove the existence of a thermodynamic limit for two-body potential energies on such point sets (under the additional assumption of ergodicity), and to introduce a variant of stochastic homogenization for increment-stationary coefficients. Whereas stationary random point sets are increment-stationary, it is not clear a priori under which conditions increment-stationary random point sets are stationary. In the present contribution, we give a characterization of the equivalence of both notions of stationarity based on elementary PDE theory in the probability space. This allows us to give conditions on the decay of a covariance function associated with the random point set, which ensure that increment-stationary random point sets are stationary random point sets up to a random translation with bounded second moment in dimensions $d>2$. In dimensions $d=1$ and $d=2$, we show that such sufficient conditions cannot exist.
NASep 3, 2014
Quantitative estimates on the periodic approximation of the corrector in stochastic homogenizationAntoine Gloria, Felix Otto
In the present contribution we establish quantitative results on the periodic approximation of the corrector equation for the stochastic homogenization of linear elliptic equations in divergence form, when the diffusion coefficients satisfy a spectral gap estimate in probability, and for $d>2$. The main difference with respect to the first part of [Gloria-Otto, arXiv:1409.0801] is that we avoid here the use of Green's functions and more directly rely on the De Giorgi-Nash-Moser theory.