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Author: Neukamm, Stefan × Subject: Stochastic homogenization ×

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Now showing 1 - 5 of 5
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    Moment bounds for the corrector in stochastic homogenization of a percolation model
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2013) Lamacz, Agnes; Neukamm, Stefan; Otto, Felix
    We study the corrector equation in stochastic homogenization for a simplified Bernoulli percolation model on Zd, d > 2. The model is obtained from the classical {0,1}-Bernoulli bond percolation by conditioning all bonds parallel to the first coordinate direction to be open. As a main result we prove (in fact for a slightly more general model) that stationary correctors exist and that all finite moments of the corrector are bounded. This extends a previous result in [8], where uniformly elliptic conductances are treated, to the degenerate case. Our argument is based on estimates on the gradient of the elliptic Green's function.
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    Stochastic two-scale convergence and Young measures
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2021) Heida, Martin; Neukamm, Stefan; Varga, Mario
    In this paper we compare the notion of stochastic two-scale convergence in the mean (by Bourgeat, Mikelić and Wright), the notion of stochastic unfolding (recently introduced by the authors), and the quenched notion of stochastic two-scale convergence (by Zhikov and Pyatnitskii). In particular, we introduce stochastic two-scale Young measures as a tool to compare mean and quenched limits. Moreover, we discuss two examples, which can be naturally analyzed via stochastic unfolding, but which cannot be treated via quenched stochastic two-scale convergence.
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    Moment bounds on the corrector of stochastic homogenization of non-symmetric elliptic finite difference equations
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2014) Ben-Artzi, Jonathan; Marahrens, Daniel; Neukamm, Stefan
    We consider the corrector equation from the stochastic homogenization of uniformly elliptic finite-difference equations with random, possibly non-symmetric coefficients. Under the assumption that the coefficients are stationary and ergodic in the quantitative form of a Logarithmic Sobolev inequality (LSI), we obtain optimal bounds on the corrector and its gradient in dimensions d ≥ 2. Similar estimates have recently been obtained in the special case of diagonal coefficients making extensive use of the maximum principle and scalar techniques. Our new method only invokes arguments that are also available for elliptic systems and does not use the maximum principle. In particular, our proof relies on the LSI to quantify ergodicity and on regularity estimates on the derivative of the discrete Green's function in weighted spaces.
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    Stochastic unfolding and homogenization
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2017) Heida, Martin; Neukamm, Stefan; Varga, Mario
    The notion of periodic two-scale convergence and the method of periodic un- folding are prominent and useful tools in multiscale modeling and analysis of PDEs with rapidly oscillating periodic coecients. In this paper we are interested in the theory of stochastic homogenization for continuum mechanical models in form of PDEs with random coecients, describing random heterogeneous materials. The notion of periodic two-scale convergence has been extended in dierent ways to the stochastic case. In this work we introduce a stochastic unfolding method that fea- tures many similarities to periodic unfolding. In particular it allows to characterize the notion of stochastic two-scale convergence in the mean by mere convergence in an extended space. We illustrate the method on the (classical) example of stochastic homogenization of convex integral functionals, and prove a stochastic homogeniza- tion result for an non-convex evolution equation of Allen-Cahn type. Moreover, we discuss the relation of stochastic unfolding to previously introduced notions of (quenched and mean) stochastic two-scale convergence. The method descibed in the present paper extends to the continuum setting the notion of discrete stochastic unfolding, as recently introduced by the second and third author in the context of discrete-to-continuum transition.
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    Stochastic homogenization of Lambda-convex gradient flows
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2019) Heida, Martin; Neukamm, Stefan; Varga, Mario
    In this paper we present a stochastic homogenization result for a class of Hilbert space evolutionary gradient systems driven by a quadratic dissipation potential and a Λ-convex energy functional featuring random and rapidly oscillating coefficients. Specific examples included in the result are Allen--Cahn type equations and evolutionary equations driven by the p-Laplace operator with p ∈ in (1, ∞). The homogenization procedure we apply is based on a stochastic two-scale convergence approach. In particular, we define a stochastic unfolding operator which can be considered as a random counterpart of the well-established notion of periodic unfolding. The stochastic unfolding procedure grants a very convenient method for homogenization problems defined in terms of (Λ-)convex functionals.