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Register a new userScaling limits and stochastic homogenization for some nonlinear parabolic equations
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The aim of this paper is twofold. The first is to study the asymptotics of a parabolically scaled, continuous and space-time stationary in time version of the well-known Funaki-Spohn model in Statistical Physics. After a change of unknowns requiring the existence of a space-time stationary eternal solution of a stochastically perturbed heat equation, the problem transforms to the qualitative homogenization of a uniformly elliptic, space-time stationary, divergence form, nonlinear partial differential equation, the study of which is the second aim of the paper. An important step is the construction of correctors with the appropriate behavior at infinity.
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We derive optimal-order homogenization rates for random nonlinear elliptic PDEs with monotone nonlinearity in the uniformly elliptic case. More precisely, for a random monotone operator on $mathbb{R}^d$ with stationary law (i.e. spatially homogeneous statistics) and fast decay of correlations on scales larger than the microscale $varepsilon>0$, we establish homogenization error estimates of the order $varepsilon$ in case $dgeq 3$, respectively of the order $varepsilon |log varepsilon|^{1/2}$ in case $d=2$. Previous results in nonlinear stochastic homogenization have been limited to a small algebraic rate of convergence $varepsilon^delta$. We also establish error estimates for the approximation of the homogenized operator by the method of representative volumes of the order $(L/varepsilon)^{-d/2}$ for a representative volume of size $L$. Our results also hold in the case of systems for which a (small-scale) $C^{1,alpha}$ regularity theory is available.
Let $ngeq 3$, $0le m<frac{n-2}{n}$, $rho_1>0$, $beta>beta_0^{(m)}=frac{mrho_1}{n-2-nm}$, $alpha_m=frac{2beta+rho_1}{1-m}$ and $alpha=2beta+rho_1$. For any $lambda>0$, we prove the uniqueness of radially symmetric solution $v^{(m)}$ of $La(v^m/m)+alpha_m v+beta xcdot abla v=0$, $v>0$, in $R^nsetminus{0}$ which satisfies $lim_{|x|to 0}|x|^{frac{alpha_m}{beta}}v^{(m)}(x)=lambda^{-frac{rho_1}{(1-m)beta}}$ and obtain higher order estimates of $v^{(m)}$ near the blow-up point $x=0$. We prove that as $mto 0^+$, $v^{(m)}$ converges uniformly in $C^2(K)$ for any compact subset $K$ of $R^nsetminus{0}$ to the solution $v$ of $Lalog v+alpha v+beta xcdot abla v=0$, $v>0$, in $R^nbs{0}$, which satisfies $lim_{|x|to 0}|x|^{frac{alpha}{beta}}v(x)=lambda^{-frac{rho_1}{beta}}$. We also prove that if the solution $u^{(m)}$ of $u_t=Delta (u^m/m)$, $u>0$, in $(R^nsetminus{0})times (0,T)$ which blows up near ${0}times (0,T)$ at the rate $|x|^{-frac{alpha_m}{beta}}$ satisfies some mild growth condition on $(R^nsetminus{0})times (0,T)$, then as $mto 0^+$, $u^{(m)}$ converges uniformly in $C^{2+theta,1+frac{theta}{2}}(K)$ for some constant $thetain (0,1)$ and any compact subset $K$ of $(R^nsetminus{0})times (0,T)$ to the solution of $u_t=Lalog u$, $u>0$, in $(R^nsetminus{0})times (0,T)$. As a consequence of the proof we obtain existence of a unique radially symmetric solution $v^{(0)}$ of $La log v+alpha v+beta xcdot abla v=0$, $v>0$, in $R^nsetminus{0}$, which satisfies $lim_{|x|to 0}|x|^{frac{alpha}{beta}}v(x)=lambda^{-frac{rho_1}{beta}}$.
Corrector estimates constitute a key ingredient in the derivation of optimal convergence rates via two-scale expansion techniques in homogenization theory of random uniformly elliptic equations. The present work follows up - in terms of corrector estimates - on the recent work of Fischer and Neukamm (arXiv:1908.02273) which provides a quantitative stochastic homogenization theory of nonlinear uniformly elliptic equations under a spectral gap assumption. We establish optimal-order estimates (with respect to the scaling in the ratio between the microscopic and the macroscopic scale) for higher-order linearized correctors. A rather straightforward consequence of the corrector estimates is the higher-order regularity of the associated homogenized monotone operator.
Let $(Omega, mu)$ be a probability space endowed with an ergodic action, $tau$ of $( {mathbb R} ^n, +)$. Let $H(x,p; omega)=H_omega(x,p)$ be a smooth Hamiltonian on $T^* {mathbb R} ^n$ parametrized by $omegain Omega$ and such that $ H(a+x,p;tau_aomega)=H(x,p;omega)$. We consider for an initial condition $fin C^0 ( {mathbb R}^n)$, the family of variational solutions of the stochastic Hamilton-Jacobi equations $$left{ begin{aligned} frac{partial u^{ varepsilon }}{partial t}(t,x;omega)+Hleft (frac{x}{ varepsilon } , frac{partial u^varepsilon }{partial x}(t,x;omega);omega right )=0 & u^varepsilon (0,x;omega)=f(x)& end{aligned} right .$$ Under some coercivity assumptions on $p$ -- but without any convexity assumption -- we prove that for a.e. $omega in Omega$ we have $C^0-lim u^{varepsilon}(t,x;omega)=v(t,x)$ where $v$ is the variational solution of the homogenized equation $$left{ begin{aligned} frac{partial v}{partial t}(x)+{overline H}left (frac{partial v }{partial x}(x) right )=0 & v (0,x)=f(x)& end{aligned} right.$$
In this paper we characterize viscosity solutions to nonlinear parabolic equations (including parabolic Monge-Amp`ere equations) by asymptotic mean value formulas. Our asymptotic mean value formulas can be interpreted from a probabilistic point of view in terms of Dynamic Programming Principles for certain two-player, zero-sum games.
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