Stochastic homogenization of coarse-grained elliptic equations
Aidan Lau
TL;DR
The article develops quenched stochastic homogenization for divergence-form elliptic equations with stationary ergodic coefficients that may be degenerate or singular, by introducing coarse-grained ellipticity and a decomposition a = s + k. It constructs coarse-grained matrices from a variational energy $J(U,p,q)$, proves their convergence via an ergodic theorem, and shows that the homogenization error vanishes under a strong coarse-grained ellipticity condition, yielding almost sure homogenization for Dirichlet problems. A key contribution is a deterministic, scale-aware error bound in terms of coarse-grained constants, together with Besov-type and $L^p$ integrability criteria that guarantee the ellipticity hypothesis. The results unify and extend prior work by AK.HC and related authors, providing an alternative coarse-graining criterion and applicable homogenization theory for irregular coefficient fields with rigorous quenched guarantees and energy-based control. This framework advances the understanding of large-scale regularity and homogenization for complex random media and informs applications where ellipticity may fail pointwise but persists in a coarse-grained sense.
Abstract
We prove quenched stochastic homogenization for divergence-form elliptic equations, under the assumption that the coefficients are stationary, ergodic, integrable, and satisfy a coarse-grained ellipticity assumption. The ellipticity assumption requires that the coefficients remain bounded in a negative regularity sense on large scales. As a corollary, we recover a sufficient joint integrability condition on the symmetric and skew-symmetric parts of the coefficient field.
