Abstract
We consider linear elliptic equations in divergence form with stationary random coefficients of integrable correlations. We characterize the fluctuations of a macroscopic observable of a solution to relative order \(\frac{d}{2}\), where d is the spatial dimension; the fluctuations turn out to be Gaussian. As for previous work on the leading order, this higher-order characterization relies on a pathwise proximity of the macroscopic fluctuations of a general solution to those of the (higher-order) correctors, via a (higher-order) two-scale expansion injected into the “homogenization commutator”, thus confirming the scope of this notion. This higher-order generalization sheds a clearer light on the algebraic structure of the higher-order versions of correctors, flux correctors, two-scale expansions, and homogenization commutators. It reveals that in the same way as this algebra provides a higher-order theory for microscopic spatial oscillations, it also provides a higher-order theory for macroscopic random fluctuations, although both phenomena are not directly related. We focus on the model framework of an underlying Gaussian ensemble, which allows for an efficient use of (second-order) Malliavin calculus for stochastic estimates. On the technical side, we introduce annealed Calderón–Zygmund estimates for the elliptic operator with random coefficients, which conveniently upgrade the known quenched large-scale estimates.
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Notes
We systematically use Einstein’s summation rule on repeated indices.
For \(n=1\) the notation \({\bar{{\varvec{a}}}}^{*,n}_{ji_1\ldots i_{n-2}}e_{i_{n-1}}\) stands for \({\bar{{\varvec{a}}}}^{*,1}e_{j}\), and we use a similar unifying notation throughout in the sequel.
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The work of MD was supported by F.R.S.-FNRS and by the CNRS-Momentum program.
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Appendix A. More Malliavin calculus
Appendix A. More Malliavin calculus
In this appendix, we include for completeness a short, essentially self-contained proof of Proposition 4.1.
Proof of Proposition 4.1
We split the proof into four steps.
Step 1. Proof of (i).
In terms of the Ornstein–Uhlenbeck semigroup \(e^{-t\mathcal {L}}\) (e.g. [44, Section 1.4]), we may write
where Mehler’s formula (e.g. [44, (1.67)]) indeed ensures that \(\mathbb {E}\left[ (e^{-t\mathcal {L}}X)^2 \right] \rightarrow \mathbb {E}\left[ X \right] ^2\) as \(t\uparrow \infty \). Computing the derivative in t yields
hence, appealing to the commutation relation (4.5) in the form \(De^{-t\mathcal {L}}=e^{-t}e^{-t\mathcal {L}}D\),
and the positivity of \(\mathcal {L}\) leads to the conclusion,
Step 2. Proof of (ii).
Let \(X,Y\in \mathbb {D}^{1,2}\) with \(\mathbb {E}\left[ X \right] =\mathbb {E}\left[ Y \right] =0\). First note that the Poincaré inequality (i) implies that the restriction of \(\mathcal {L}\) to \({\text {L}}^2(\Omega )/{\mathbb {C}}:=\{U\in {\text {L}}^2(\Omega ):\mathbb {E}\left[ U \right] =0\}\) is invertible. In particular, there exists \(Z\in {\text {L}}^2(\Omega )\) such that \(Y=\mathcal {L}Z\). By definition of the adjoint \(D^*\) (cf. (4.4)), we then find
Appealing to the commutator relation (4.5) in the form \(DY=D\mathcal {L}Z=(1+\mathcal {L})DZ\), we conclude
Step 3. Proof of (iii).
Similarly as in Step 1, in terms of the Ornstein–Uhlenbeck semigroup \(e^{-t\mathcal {L}}\), we may write
hence, by the commutation relation (4.5) in the form \(De^{-t\mathcal {L}}=e^{-t}e^{-t\mathcal {L}}D\),
Appealing to Mehler’s formula for the Ornstein–Uhlenbeck semigroup \(e^{-t\mathcal {L}}\) (e.g. [44, (1.67)]), the Cauchy–Schwarz inequality leads to
so that the above becomes
which proves the logarithmic Sobolev inequality. Next, higher integrability is deduced by integration as e.g. in [2, Theorem 3.4]: we write
so that the logarithmic Sobolev inequality implies
and the conclusion follows from the Poincaré inequality (i).
Step 4. Proof of (iv).
Let \(X\in {\text {L}}^2(\Omega )\) with \(\mathbb {E}\left[ X \right] =0\) and \({\mathrm{Var}}\left[ X\right] =1\). For \(h\in {\text {L}}^\infty ({\mathbb {R}})\), we define its Stein transform \(S_h\) as the solution of Stein’s equation
As in Step 2, there exists \(Z\in {\text {L}}^2(\Omega )\) such that \(Y=\mathcal {L}Z\). We then compute
and hence, integrating by parts and using (A.1) in the form \(\mathbb {E}\left[ \langle DZ,DX\rangle _{\mathfrak {H}} \right] ={\mathrm{Var}}\left[ X\right] =1\),
Noting that \(\Vert S_h'\Vert _{{\text {L}}^\infty }\le 2\Vert h\Vert _{{\text {L}}^\infty }\) (e.g. [42, Theorem 3.3.1]) and taking the supremum over all \(h\in {\text {L}}^\infty ({\mathbb {R}})\), we deduce
Noting that for h Lipschitz-continuous there holds \(\Vert S_h'\Vert _{{\text {L}}^\infty }\le \sqrt{\frac{2}{\pi }}\Vert h'\Vert _{{\text {L}}^\infty }\) (e.g. [42, Proposition 3.5.1]), we can deduce a similar bound on the 1-Wasserstein distance. The corresponding bound on the 2-Wasserstein distance takes the form
its proof is of a different nature and is based on an optimal transport argument in density space (cf. [35, Proposition 3.1]).
It remains to estimate the variance \({\mathrm{Var}}\left[ \langle DZ,DX\rangle _{\mathfrak {H}}\right] \). For that purpose, we apply the first-order Poincaré inequality (i) in the form
Noting that the commutation relation (4.5) leads to \(DX=(1+\mathcal {L})DZ\) and \(D^2X=(2+\mathcal {L})D^2Z\), we deduce
Noting as in [38, Proposition 3.2] that \((1+\mathcal {L})^{-1}\) and \((2+\mathcal {L})^{-1}\) have operator norms on \({\text {L}}^4(\Omega )\) bounded by 1 and \(\frac{1}{2}\), respectively, the conclusion follows. \(\square \)
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Duerinckx, M., Otto, F. Higher-order pathwise theory of fluctuations in stochastic homogenization. Stoch PDE: Anal Comp 8, 625–692 (2020). https://doi.org/10.1007/s40072-019-00156-4
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DOI: https://doi.org/10.1007/s40072-019-00156-4