AN OPTIMAL ERROR ESTIMATE IN STOCHASTIC HOMOGENIZATION OF DISCRETE ELLIPTIC EQUATIONS

This paper is the companion article to [Ann. Probab. 39 (2011) 779-856]. We consider a discrete elliptic equation on the d-dimensional lattice Z(d) with random coefficients A of the simplest type: They are identically distributed and independent from edge to edge. On scales large w.r.t. the lattice spacing (i.e., unity), the solution operator is known to behave like the solution operator of a (continuous) elliptic equation with constant deterministic coefficients. This symmetric homogenized matrix A(hom) = a(hom) Id is characterized by xi . A(hom) xi = <(xi + del phi) . A(xi + del phi)> for any direction xi epsilon R-d, where the random field phi (the corrector) is the unique solution of -del* . A(xi + del phi) = 0 in Z(d) such that phi(0) = 0, del phi is stationary and = 0, <.> denoting the ensemble average (or expectation). In order to approximate the homogenized coefficients A(hom), the corrector problem is usually solved in a box Q(L) = [ L, L)(d) of size 2L with periodic boundary conditions, and the space averaged energy on Q(L) defines an approximation A(L) of A(hom). Although the statistics is modified (independence is replaced by periodic correlations) and the ensemble average is replaced by a space average, the approximation A(L) converges almost surely to A(hom) as L up arrow infinity. In this paper, we give estimates on both errors. To be more precise, we do not consider periodic boundary conditions on a box of size 2L, but replace the elliptic operator by T-1 - del* . A del with (typically) T similar to L-2, as standard in the homogenization literature. We then replace the ensemble average by a space average on Q(L), and estimate the overall error on the homogenized coefficients in terms of L and T.