Skip to main content
Log in

A Regularity Theory for Random Elliptic Operators

  • Published:
Milan Journal of Mathematics Aims and scope Submit manuscript

Abstract

Since the seminal results by Avellaneda & Lin it is known that elliptic operators with periodic coefficients enjoy the same regularity theory as the Laplacian on large scales. In a recent inspiring work, Armstrong & Smart proved large-scale Lipschitz estimates for such operators with random coefficients satisfying a finite-range of dependence assumption. In the present contribution, we extend the intrinsic large-scale regularity of Avellaneda & Lin (namely, intrinsic large-scale Schauder and Calderón-Zygmund estimates) to elliptic systems with random coefficients. The scale at which this improved regularity kicks in is characterized by a stationary field r* which we call the minimal radius. This regularity theory is qualitative in the sense that r* is almost surely finite (which yields a new Liouville theorem) under mere ergodicity, and it is quantifiable in the sense thatr* has high stochastic integrability provided the coefficients satisfy quantitative mixing assumptions. We illustrate this by establishing optimal moment bounds on r* for a class of coefficient fields satisfying a multiscale functional inequality, and in particular for Gaussian-type coefficient fields with arbitrary slow-decaying correlations.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. S. Andres, J.-D. Deuschel, and M. Slowik. Heat kernel estimates for random walks with degenerate weights. Electron. J. Probab., 21:21 pp., 2016

  2. S. Andres and S. Neukamm. Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances. Stoch. Partial Differ. Equ. Anal. Comput., 7(2):240–296, 2019

    Article  MathSciNet  MATH  Google Scholar 

  3. S. N. Armstrong and J.-P. Daniel. Calderón-Zygmund estimates for stochastic homogenization. J. Funct. Anal., 270(1):312–329, 2016

    Article  MathSciNet  MATH  Google Scholar 

  4. S. N. Armstrong and J.-C. Mourrat. Lipschitz regularity for elliptic equations with random coefficients. Arch. Ration. Mech. Anal., 219(1):423–481, 2016

    Article  MathSciNet  MATH  Google Scholar 

  5. S. N. Armstrong and C. K. Smart. Quantitative stochastic homogenization of convex integral functionals. Ann. Sci. Éc. Norm. Supér (4)., 4(2), 423–481, 2016

  6. S. N. Armstrong, T. Kuusi and J.-C. Mourrat. Mesoscopic higher regularity and subadditivity in elliptic homogenization. Comm. Math. Phys., 347:315–361, 2016

  7. S. N. Armstrong, T. Kuusi and J.-C. Mourrat. The additive structure of elliptic homogenization. Invent. Math., 208:999–1154, 2017

    Article  MathSciNet  MATH  Google Scholar 

  8. S. Armstrong, T. Kuusi, and J.-C. Mourrat. Quantitative stochastic homogenization and large-scale regularity, volume 352 of Grundlehren der Mathematischen Wissenschaften. Springer, Cham, 2019.

  9. M. Avellaneda and F.-H. Lin. Compactness methods in the theory of homogenization. Comm. Pure and Applied Math., 40(6):803–847, 1987

    Article  MathSciNet  MATH  Google Scholar 

  10. M. Avellaneda and F.-H. Lin. Un théorème de Liouville pour des équations elliptiques à coefficients périodiques. C. R. Acad. Sci. Paris Sér. I Math., 309(5):245–250, 1989

  11. E. N. Barron, P. Cardaliaguet, and R. Jensen. Conditional essential suprema with applications. Appl. Math. Optim., 48(3):229–253, 2003

    Article  MathSciNet  MATH  Google Scholar 

  12. P. Bella, B. Fehrman, and F. Otto. A Liouville theorem for elliptic systems with degenerate ergodic coefficients. Ann. Applied Probab., 28(3):1379–1422, 2018

    Article  MathSciNet  MATH  Google Scholar 

  13. P. Bella, B. Fehrman, J. Fischer, and F. Otto. Stochastic Homogenization of Linear Elliptic Equations: Higher-Order Error Estimates in Weak Norms Via Second-Order Correctors. SIAM J. Math. Anal., 49(6):4658–4703, 2017

    Article  MathSciNet  MATH  Google Scholar 

  14. Bella, P., Giunti, A., Otto, F.: Effective Multipoles in Random media. Networks and Heterogeneous Media 13(1), 155–176 (2018)

    Article  MathSciNet  Google Scholar 

  15. P. Bella and F. Otto. Corrector Estimates for Elliptic Systems with Random Periodic Coefficients. Multiscale Model. Simul., 14(4):1434–1462, 2016

    Article  MathSciNet  MATH  Google Scholar 

  16. Ben-Artzi, J., Marahrens, D., Neukamm, S.: Moment bounds for the corrector in stochastic homogenization of discrete linear elasticity. Comm. Partial Differential Equations 42(2), 179–234 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  17. A. Benoit and A. Gloria. Long-time homogenization and asymptotic ballistic transport of classical waves. Ann. Sci. Éc. Norm. Supér. (4), 52:703–760, 2019

  18. A. Bensoussan, J. L. Lions, G. Papanicolaou. Asymptotic analysis for periodic structures. Studies in Mathematics and its Applications, Vol. 5, North-Holland Publishing Co., Amsterdam, 1978

  19. M. Biskup. Recent progress on the random conductance model. Probability Surveys, 8, 2011

    Article  MathSciNet  MATH  Google Scholar 

  20. I. Benjamini, H. Duminil-Copin, G. Kozma, and A. Yadin. Disorder, entropy and harmonic functions. Ann. Probab., 43(5):2332–2373, 2015

    Article  MathSciNet  MATH  Google Scholar 

  21. J. G. Conlon, A. Giunti, and F. Otto. Green’s function for elliptic systems: existence and Delmotte-Deuschel bounds. Calc. Var. Partial Differential Equations, 56(6), art. 163, 2017

  22. E. De Giorgi. Sulla convergenza di alcune successioni d’integrali del tipo dell’area. Rend. Mat. (6) , 8:277–294, 1975

  23. J.-D. Deuschel, T. A. Nguyen, and M. Slowik. Quenched invariance principles for the random conductance model on a random graph with degenerate ergodic weights. Probab. Theory Related Fields,170(1-2):363?386, 2018

    Article  MathSciNet  MATH  Google Scholar 

  24. De Giorgi, E., Colombini, F., Piccinini, L.C.: Frontiere orientate di misura minima e questioni collegate. Scuola Normale Superiore, Pisa (1972)

    MATH  Google Scholar 

  25. M. Duerinckx and A. Gloria. Multiscale functional inequalities: Concentration properties. To appear in ALEA, Lat. Am. J. Probab. Math. Stat. arXiv:1711.03148, 2017

  26. M. Duerinckx and A. Gloria. Multiscale functional inequalities: Constructive approach. To appear in Annales Henri Lebesgue. arXiv:1711.03152, 2017

  27. M. Duerinckx, A. Gloria and F. Otto. The structure of fluctuations in stochastic homogenization. To appear in Comm. Mat. Phys. arXiv:1602.01717, 2016

  28. M. Duerinckx, A. Gloria and F. Otto. Robustness of the pathwise structure of fluctuations in stochastic homogenization. arXiv:1807.11781, 2018

  29. M. Duerinckx, J. Fischer, and A. Gloria. Scaling limit of the homogenization commutator for correlated Gaussian coefficient fields. arXiv:1910.04088, 2019

  30. J. Fischer and F. Otto. A higher-order large-scale regularity theory for random elliptic operators Comm. Partial Differential Equations, 41(7):1108–1148, 2016

    Article  MathSciNet  MATH  Google Scholar 

  31. J. Fischer and F. Otto. Sublinear growth of the corrector in stochastic homogenization: optimal stochastic estimates for slowly decaying correlations. Stoch. Partial Differ. Equ. Anal. Comput. 5(2):220–255, 2017

    Article  MathSciNet  MATH  Google Scholar 

  32. J. Fischer and C. Raithel. Liouville principles and a large-scale regularity theory for random elliptic operators on the half-space. SIAM J. Math. Anal., 49(1):82–114, 2017

    Article  MathSciNet  MATH  Google Scholar 

  33. M. Giaquinta. Multiple integrals in the calculus of variations and nonlinear elliptic systems, volume 105 of Annals of Mathematics Studies. Princeton University Press, 1983

  34. Giaquinta, M., Martinazzi, L.: An Introduction to the Regularity Theory for Elliptic Systems. Harmonic Maps and Minimal Graphs. Pisa, Edizioni Della Normale (2012)

    MATH  Google Scholar 

  35. D. Gilbarg and N.S. Trudinger. Elliptic partial differential equations of second order. Classics in Mathematics. Springer-Verlag, Berlin, 2001. Reprint of the 1998 edition

    Chapter  MATH  Google Scholar 

  36. A. Gloria and Z. Habibi. Reduction in the resonance error in numerical homogenization II: Correctors and extrapolation. Found. Comput. Math., 16:217–296, 2016

    Article  MathSciNet  MATH  Google Scholar 

  37. A. Gloria and D. Marahrens. Annealed estimates on the Green functions and uncertainty quantification. Ann. Inst. H. Poincaré Anal. Non Linéaire, 33(5):1153–1197, 2016

    Article  MathSciNet  MATH  Google Scholar 

  38. A. Gloria, S. Neukamm, and F. Otto. Quantification of ergodicity in stochastic homogenization: optimal bounds via spectral gap on Glauber dynamics. Invent. Math., 199(2):455–515, 2015

    Article  MathSciNet  MATH  Google Scholar 

  39. A. Gloria, S. Neukamm, and F. Otto. A regularity theory for random elliptic operators. arXiv:1409.2678v1, 2014

  40. A. Gloria, S. Neukamm, and F. Otto. Quantitative estimates in stochastic homogenization for correlated fields. arXiv:1910.05530, 2019

  41. A. Gloria and F. Otto. An optimal variance estimate in stochastic homogenization of discrete elliptic equations. Ann. Probab., 39(3):779–856, 2011

    Article  MathSciNet  MATH  Google Scholar 

  42. A. Gloria and F. Otto. Quantitative estimates on the periodic approximation of the corrector in stochastic homogenization. Proceedings of the CEMRACS’13 “Modelling and simulation of complex systems: stochastic and deterministic approaches”

  43. A. Gloria and F. Otto. Quantitative results on the corrector equation in stochastic homogenization. J. Eur. Math. Soc., 19(11):3489–3548, 2017

    Article  MathSciNet  MATH  Google Scholar 

  44. A. Gloria and F. Otto. The corrector in stochastic homogenization: optimal rates, stochastic integrability, and fluctuations. arXiv:1510.08290, 2015

  45. Y. Gu and J. C. Mourrat. Scaling limit of fluctuations in stochastic homogenization. Multiscale Model. Simul. 14(1):452–481, 2016

    Article  MathSciNet  MATH  Google Scholar 

  46. Jikov, V.V., Kozlov, S.M., Oleinik, O.A.: Homogenization of Differential Operators and Integral Functionals. Springer-Verlag, Berlin (1994)

    Book  Google Scholar 

  47. V. Zhikov, S. Kozlov, O. Oleinik, K. Ngoan. Averaging and G-convergence of differential operators. Russian Math. Surveys 34:69–147, 1979

    Article  Google Scholar 

  48. S. M. Kozlov. The averaging of random operators. Mat. Sb. (N.S.), 109(151)(2):188–202, 327, 1979

  49. U. Krengel. Ergodic theorems, volume 6 of de Gruyter Studies in Mathematics. De Gruyter, 1985

  50. T. Kumagai. Random walks on disordered media and their scaling limits: École d’été de probabilités de Saint-Flour 2010. Lecture Notes in Mathematics, 2014

  51. M. Ledoux. Concentration of measure and logarithmic Sobolev inequalities. Notes (Berlin, 1997)

  52. M. Ledoux. The concentration of measure phenomenon, volume 89 of Mathematical Surveys and Monographs. American Mathematical Society, Providence, RI, 2001

  53. D. Marahrens and F. Otto. Annealed estimates on the Green’s function. Probab. Theory. Relat. Fields, 163(3-4):527–573, 2015

  54. F. Murat. H-convergence. Séminaire d’Analyse fonctionnelle et numérique, Univ. Alger, multigraphié, 1978

  55. F. Murat and L. Tartar. H-convergence. In A.V. Cherkaev and R.V. Kohn, editors, Topics in the Mathematical Modelling of Composites Materials, volume 31 of Progress in nonlinear differential equations and their applications, pages 21–44. Birkhäuser, 1997

  56. A. Naddaf and T. Spencer. Estimates on the variance of some homogenization problems. Preprint, 1998

  57. Nguyen, T.A.: The random conductance model under degenerate conditions. PhDThesis, TU Berlin (2017)

    Google Scholar 

  58. G.C. Papanicolaou and S.R.S. Varadhan. Boundary value problems with rapidly oscillating random coefficients. In Random fields, Vol. I, II (Esztergom, 1979), volume 27 of Colloq. Math. Soc. János Bolyai, pages 835–873. North-Holland, Amsterdam, 1981

  59. M. D. Penrose. Random parking, sequential adsorption, and the jamming limit. Comm. Math. Phys., 218(1):153–176, 2001

    Article  MathSciNet  MATH  Google Scholar 

  60. V. Sidoravicius and A.-S. Sznitman. Quenched invariance principles for walks on clusters of percolation or among random conductances. Probab. Theory Related Fields, 129(2):219–244, 2004

    Article  MathSciNet  MATH  Google Scholar 

  61. L. Simon. Schauder estimates by scaling. Calc. Var. Partial Differential Equations, 5(5):391–407, 1997

    Article  MathSciNet  MATH  Google Scholar 

  62. S. Spagnolo. Convergence in energy for elliptic operators. in Numerical Solutions of Partial Differential Equations, III (Proc. Third Sympos. (SYNSPADE), Univ. Maryland, College Park, Md., 1975), Academic Press, New York, 1976

  63. E. M. Stein. Harmonic analysis: real-variable methods, orthogonality, and oscillatory integrals. Princeton Mathematical Series, 1993

  64. L. Tartar. Cours Peccot au Collége de France, partially written by F. Murat in Séminaire d’Analyse Fonctionelle et Numérique de l’Université d’Alger, unpublished

  65. S. Torquato. Random heterogeneous materials, volume 16 of Interdisciplinary Applied Mathematics. Springer-Verlag, New York, 2002. Microstructure and macroscopic properties

  66. V. V. Yurinskiĭ. Averaging of symmetric diffusion in random medium. Sibirskii Matematicheskii Zhurnal, 27(4):167–180, 1986

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

We thank Peter Bella, Mitia Duerinckx, and Julian Fischer for suggestions on the manuscript. AG acknowledges financial support from the European Research Council under the European Community’s Seventh Framework Programme (FP7/2014-2019 Grant Agreement QUANTHOM 335410). SN acknowledges support by the DFG in the context of TU Dresden’s Institutional Strategy “The Synergetic University”. AG and FO acknowledge the hospitality of the Mittag-Leffler Institute and the support of the Chaire Schlumberger at IHÉS.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Antoine Gloria.

Additional information

Publisher’s Note.

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Lezione Leonardesca Lecture (November 20, 2017) and 6th RISM Course (July 24–27, 2018), delivered by Felix Otto.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Gloria, A., Neukamm, S. & Otto, F. A Regularity Theory for Random Elliptic Operators. Milan J. Math. 88, 99–170 (2020). https://doi.org/10.1007/s00032-020-00309-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00032-020-00309-4

Mathematics Subject Classification (2010)

Keywords

Navigation