Quantitative estimates in stochastic homogenization for correlated coefficient fields

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This paper is about the homogenization of linear elliptic operators in divergence form with stationary random coefficients that have only slowly decaying correlations. It deduces optimal estimates of the homogenization error from optimal growth estimates of the (extended) corrector. In line with the heuristics, there are transitions at dimension d = 2, and for a correlation-decay exponent beta = 2 we capture the correct power of logarithms coming from these two sources of criticality.

The decay of correlations is sharply encoded in terms of a multiscale logarithmic Sobolev inequality (LSI) for the ensemble under consideration-the results would fail if correlation decay were encoded in terms of an alpha-mixing condition. Among other ensembles popular in modeling of random media, this class includes coefficient fields that are local transformations of stationary Gaussian fields.

The optimal growth of the corrector phi is derived from bounding the size of spatial averages F = integral g.del phi of its gradient. This in turn is done by a (deterministic) sensitivity estimate of F, that is, by estimating the functional derivative partial derivative F/partial derivative a of F with respect to the coefficient field a. Appealing to the LSI in form of concentration of measure yields a stochastic estimate on F. The sensitivity argument relies on a large-scale Schauder theory for the heterogeneous elliptic operator -del.a del. The treatment allows for nonsymmetric a and for systems like linear elasticity.


Original languageEnglish
Pages (from-to)2497-2537
Number of pages42
JournalAnalysis & PDE
Issue number8
Publication statusPublished - 2021

External IDs

Scopus 85104111117



  • stochastic homogenization, convergence rates, fat tails, CORRECTOR, CONVERGENCE, REGULARITY, INTEGRALS, BOUNDS

Library keywords