arXiv subjects

Felix Otto

Publications and source records attributed to Felix Otto.

At least 55 records · Page 3Linked to original sources

arXiv2021

Representative volume elements for matrix-inclusion composites -- a computational study on periodizing the ensemble

We investigate volume-element sampling strategies for the stochastic homogenization of particle-reinforced composites and show, via computational experiments, that an improper treatment of particles intersecting the boundary of the computational cell may affect the accuracy of the computed effective properties. Motivated by recent results on a superior convergence rate of the systematic error for periodized ensembles compared to taking snapshots of ensembles, we conduct computational experiments for microstructures with circular, spherical and cylindrical inclusions and monitor the systematic errors in the effective thermal conductivity for snapshots of ensembles compared to working with microstructures sampled from periodized ensembles. We observe that the standard deviation of the apparent properties computed on microstructures sampled from the periodized ensembles decays at the scaling expected from the central limit theorem. In contrast, the standard deviation for the snapshot ensembles shows an inferior decay rate at high filler content. The latter effect is caused by additional long-range correlations that necessarily appear in particle-reinforced composites at high, industrially relevant, volume fractions. Periodized ensembles, however, appear to be less affected by these correlations. Our findings provide guidelines for working with digital volume images of material microstructures and the design of representative volume elements for computational homogenization.

cs.CE↗

arXiv2021

Sharp boundary $\varepsilon$-regularity of optimal transport maps

In this paper we develop a boundary $\varepsilon$-regularity theory for optimal transport maps between bounded open sets with $C^{1,α}$-boundary. Our main result asserts sharp $C^{1,α}$-regularity of transport maps at the boundary in form of a linear estimate under certain assumptions: The main quantitative assumptions are that the local nondimensionalized transport cost is small and that the boundaries are locally almost flat in $C^{1,α}$. Our method is completely variational and builds on the recently developed interior regularity theory.

math.AP↗

arXiv2020

On the existence of the Green function for elliptic systems in divergence form

We study the existence of the Green function for an elliptic system in divergence form $-\nabla\cdot a\nabla$ in $\mathbb{R}^d$, with $d>2$. The tensor field $a=a(x)$ is only assumed to be bounded and $λ$-coercive. For almost every point $y \in \mathbb{R}^d$, the existence of a Green's function $G(a; \cdot, y)$ centered in $y$ has been proven in [J. Conlon, A. Giunti and F.Otto, "Green's function for elliptic systems: Delmotte-Deuschel bounds", 2017]. In this paper, we show that the set of points $y \in \mathbb{R}^d$ for which $G(a; \cdot, y)$ does not exist has zero $p$-capacity, for an exponent $p >2$ depending only on the dimension $d$ and the ellipticity ratio of $a$.

math.AP↗

arXiv2020

The annealed Calderon-Zygmund estimate as convenient tool in quantitative stochastic homogenization

This article is about the quantitative homogenization theory of linear elliptic equations in divergence form with random coefficients. We derive gradient estimates on the homogenization error, i.e. on the difference between the actual solution and the two-scale expansion of the homogenized solution, both in terms of strong norms (oscillation) and weak norms (fluctuation). These estimates are optimal in terms of scaling in the ratio between the microscopic and the macroscopic scale. The purpose of this article is to highlight the usage of the recently introduced annealed Calderon-Zygmund (CZ) estimates in obtaining the above, previously known, error estimates. Moreover, the article provides a novel proof of these annealed CZ estimate that completely avoids quenched regularity theory, but rather relies on functional analysis. It is based on the observation that even on the level of operator norms, the Helmholtz projection is close to the one for the homogenized coefficient (for which annealed CZ estimates are easily obtained). In this article, we strive for simple proofs, and thus restrict ourselves to ensembles of coefficient fields that are local transformations of Gaussian random fields with integrable correlations and Hölder continuous realizations. As in earlier work, we use the natural objects from the general theory of homogenization, like the (potential and flux) correctors and the homogenization commutator. Both oscillation and fluctuation estimates rely on a sensitivity calculus, i.e. on estimating how sensitively the quantity of interest does depend on an infinitesimal change in the coefficient field, which is fed into the Spectral Gap inequality. In this article, the annealed CZ estimate is the only form in which elliptic regularity theory enters.

math.AP↗

arXiv2020

Uniform energy distribution in a pattern-forming system of surface charges

We consider a variational model for a charge density $u\in\{-1,1\}$ on a (hyper)plane, with a short-range attraction coming from the interfacial energy and a long-range repulsion coming from the electrostatic energy. This competition leads to pattern formation. We prove that the interfacial energy density is (asymptotically) equidistributed at scales large compared to the scale of the pattern. We follow the strategy laid out in [G. Alberti, R. Choksi, F. Otto, Uniform energy distribution for an isoperimetric problem with long-range interactions, J. A.M.S.]. The challenge comes from the reduced screening capabilities of surface charges compared to the volume charges considered in that paper.

math.AP↗

arXiv2019

Higher-order pathwise theory of fluctuations in stochastic homogenization

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.

math.AP↗

arXiv2019

The thresholding scheme for mean curvature flow and de Giorgi's ideas for minimizing movements

We consider the thresholding scheme and explore its connection to De Giorgi's ideas on gradient flows in metric spaces; here applied to mean curvature flow as the steepest descent of the interfacial area. The basis of our analysis is the observation by Esedoglu and the second author that thresholding can be interpreted as a minimizing movements scheme for an energy that approximates the interfacial area. De Giorgi's framework provides an optimal energy dissipation relation for the scheme in which we pass to the limit to derive a dissipation-based weak formulation of mean curvature flow. Although applicable in the general setting of arbitrary networks, here we restrict ourselves to the case of a single interface, which allows for a compact, self-contained presentation.

math.AP↗

arXiv2019

Robustness of the pathwise structure of fluctuations in stochastic homogenization

We consider a linear elliptic system in divergence form with random coefficients and study the random fluctuations of large-scale averages of the field and the flux of the solution operator. In the context of the random conductance model, we developed in a previous work a theory of fluctuations based on the notion of homogenization commutator: we proved that the two-scale expansion of this special quantity is accurate at leading order in the fluctuation scaling when averaged on large scales (as opposed to the two-scale expansion of the solution operator taken separately) and that the large-scale fluctuations of the field and the flux of the solution operator can be recovered from those of the commutator. This implies that the large-scale fluctuations of the commutator of the corrector drive all other large-scale fluctuations to leading order, which we refer to as the pathwise structure of fluctuations in stochastic homogenization. In the present contribution we extend this result in two directions: we treat continuum elliptic (possibly non-symmetric) systems and allow for strongly correlated coefficient fields (Gaussian-like with a covariance function that can display an arbitrarily slow algebraic decay at infinity). Our main result shows in this general setting that the two-scale expansion of the homogenization commutator is still accurate to leading order when averaged on large scales, which illustrates the robustness of the pathwise structure of fluctuations.

math.AP↗

arXiv2019

Quantitative estimates in stochastic homogenization for correlated coefficient fields

This paper is about the homogenization of linear elliptic operators in divergence form with stationary random coefficients that have only slowly decaying correlations. It deduces optimal estimates of the homogenization error from optimal growth estimates of the (extended) corrector. In line with the heuristics, there are transitions at dimension $d=2$, and for a correlation-decay exponent $β=2$; we capture the correct power of logarithms coming from these two sources of criticality. The decay of correlations is sharply encoded in terms of a multiscale logarithmic Sobolev inequality (LSI) for the ensemble under consideration --- the results would fail if correlation decay were encoded in terms of an $α$-mixing condition. Among other ensembles popular in modelling of random media, this class includes coefficient fields that are local transformations of stationary Gaussian fields. The optimal growth of the corrector $ϕ$ is derived from bounding the size of spatial averages $F=\int g\cdot\nablaϕ$ of its gradient. This in turn is done by a (deterministic) sensitivity estimate of $F$, that is, by estimating the functional derivative $\frac{\partial F}{\partial a}$ of $F$ w.~r.~t.~the coefficient field $a$. Appealing to the LSI in form of concentration of measure yields a stochastic estimate on $F$. The sensitivity argument relies on a large-scale Schauder theory for the heterogeneous elliptic operator $-\nabla\cdot a\nabla$. The treatment allows for non-symmetric $a$ and for systems like linear elasticity.

math.AP↗

arXiv2019

A regularity theory for random elliptic operators

Since the seminal results by Avellaneda \& Lin it is known that elliptic operators with periodic coefficients enjoy the same regularity theory as the Laplacian on large scales. In a recent inspiring work, Armstrong \& Smart proved large-scale Lipschitz estimates for such operators with random coefficients satisfying a finite-range of dependence assumption. In the present contribution, we extend the \emph{intrinsic large-scale} regularity of Avellaneda \& Lin (namely, intrinsic large-scale Schauder and Calderéron-Zygmund estimates) to elliptic systems with random coefficients. The scale at which this improved regularity kicks in is characterized by a stationary field $r_*$ which we call the minimal radius. This regularity theory is \textit{qualitative} in the sense that $r_*$ is almost surely finite (which yields a new Liouville theorem) under mere ergodicity, and it is \textit{quantifiable} in the sense that $r_*$ has high stochastic integrability provided the coefficients satisfy quantitative mixing assumptions. We illustrate this by establishing \emph{optimal} moment bounds on $r_*$ for a class of coefficient fields satisfying a multiscale functional inequality, and in particular for Gaussian-type coefficient fields with arbitrary slow-decaying correlations.

math.AP↗

arXiv2019

The structure of fluctuations in stochastic homogenization

Four quantities are fundamental in homogenization of elliptic systems in divergence form and in its applications: the field and the flux of the solution operator (applied to a general deterministic right-hand side), and the field and the flux of the corrector. Homogenization is the study of the large-scale properties of these objects. In case of random coefficients, these quantities fluctuate and their fluctuations are a priori unrelated. Depending on the law of the coefficient field, and in particular on the decay of its correlations on large scales, these fluctuations may display different scalings and different limiting laws (if any). In this contribution, we identify another crucial intrinsic quantity, motivated by H-convergence, which we refer to as the \emph{homogenization commutator} and is related to variational quantities first considered by Armstrong and Smart. In the simplified setting of the random conductance model, we show what we believe to be a general principle, namely that the homogenization commutator drives at leading order the fluctuations of each of the four other quantities in a strong norm in probability, which is expressed in form of a suitable two-scale expansion and reveals the \emph{pathwise structure} of fluctuations in stochastic homogenization. In addition, we show that the (rescaled) homogenization commutator converges in law to a Gaussian white noise, and we analyze to which precision the covariance tensor that characterizes the latter can be extracted from the representative volume element method. This collection of results constitutes a new theory of fluctuations in stochastic homogenization that holds in any dimension and yields optimal rates. Extensions to the (non-symmetric) continuum setting are also discussed, the details of which are postponed to forthcoming works.

math.AP↗

arXiv2019

Optimal $L^1$-type relaxation rates for the Cahn-Hilliard equation on the line

In this paper we derive optimal algebraic-in-time relaxation rates to the kink for the Cahn-Hilliard equation on the line. We assume that the initial data have a finite distance---in terms of either a first moment or the excess mass---to a kink profile and capture the decay rate of the energy and the perturbation. Our tools include Nash-type inequalities, duality arguments, and Schauder estimates.

math.AP↗

arXiv2019

Numerical study in stochastic homogenization for elliptic PDEs: convergence rate in the size of representative volume elements

We describe the numerical scheme for the discretization and solution of 2D elliptic equations with strongly varying piecewise constant coefficients arising in the stochastic homogenization of multiscale composite materials. An efficient stiffness matrix generation scheme based on assembling the local Kronecker product matrices is introduced. The resulting large linear systems of equations are solved by the preconditioned CG iteration with a convergence rate that is independent of the grid size and the variation in jumping coefficients (contrast). Using this solver we numerically investigate the convergence of the Representative Volume Element (RVE) method in stochastic homogenization that extracts the effective behavior of the random coefficient field. Our numerical experiments confirm the asymptotic convergence rate of systematic error and standard deviation in the size of RVE rigorously established in [6]. The asymptotic behavior of covariances of the homogenized matrix in the form of a quartic tensor is also studied numerically. Our approach allows laptop computation of sufficiently large number of stochastic realizations even for large sizes of the RVE.

math.NA↗

arXiv2018

Quasilinear SPDEs via rough paths

We are interested in (uniformly) parabolic PDEs with a nonlinear dependance of the leading-order coefficients, driven by a rough right hand side. For simplicity, we consider a space-time periodic setting with a single spatial variable: \begin{equation*} \partial_2u -P( a(u)\partial_1^2u - σ(u)f ) =0 \end{equation*} where $P$ is the projection on mean-zero functions, and $f$ is a distribution and only controlled in the low regularity norm of $ C^{α-2}$ for $α> \frac{2}{3}$ on the parabolic Hölder scale. The example we have in mind is a random forcing $f$ and our assumptions allow, for example, for an $f$ which is white in the time variable $x_2$ and only mildly coloured in the space variable $x_1$; any spatial covariance operator $(1 + |\partial_1|)^{-λ_1 }$ with $λ_1 > \frac13$ is admissible. On the deterministic side we obtain a $C^α$-estimate for $u$, assuming that we control products of the form $v\partial_1^2v$ and $vf$ with $v$ solving the constant-coefficient equation $\partial_2 v-a_0\partial_1^2v=f$. As a consequence, we obtain existence, uniqueness and stability with respect to $(f, vf, v \partial_1^2v)$ of small space-time periodic solutions for small data. We then demonstrate how the required products can be bounded in the case of a random forcing $f$ using stochastic arguments. For this we extend the treatment of the singular product $σ(u)f$ via a space-time version of Gubinelli's notion of controlled rough paths to the product $a(u)\partial_1^2u$, which has the same degree of singularity but is more nonlinear since the solution $u$ appears in both factors. The PDE ingredient mimics the (kernel-free) Krylov-Safanov approach to ordinary Schauder theory.

math.AP↗

arXiv2018

A large-scale regularity theory for the Monge-Ampere equation with rough data and application to the optimal matching problem

The aim of this paper is to obtain quantitative bounds for solutions to the optimal matching problem in dimension two. These bounds show that up to a logarithmically divergent shift, the optimal transport maps are close to be the identity at every scale. These bounds allow us to pass to the limit as the system size goes to infinity and construct a locally optimal coupling between the Lebesgue measure and the Poisson point process which retains the stationarity properties of the Poisson point process only at the level of second-order differences. Our quantitative bounds are obtained through a Campanato iteration scheme based on a deterministic and a stochastic ingredient. The deterministic part, which can be seen as our main contribution, is a regularity result for Monge-Ampère equations with rough right-hand side. Since we believe that it could be useful in other contexts, we prove it for general space dimensions. The stochastic part is a concentration result for the optimal matching problem which builds on previous work by Ambrosio, Stra and Trevisan.

math.AP↗

arXiv2018

The quantitative hydrodynamic limit of the Kawasaki dynamics

We derive for the first time in the literature a rate of convergence in the hydrodynamic limit of the Kawasaki dynamics for a one-dimensional lattice system. We use an adaptation of the two-scale approach. The main difference to the original two-scale approach is that the observables on the mesoscopic level are described by a projection onto splines of second order, and not by a projection onto piecewise constant functions. This allows us to use a more natural definition of the mesoscopic dynamics, which yields a better rate of convergence than the original two-scale approach.

math.PR↗

arXiv2018

Toward a quantitative theory of the hydrodynamic limit

This article provides non-trivial technical ingredients for the article "The quantitative hydrodynamic limit of the Kawasaki dynamics" by the same authors. In that work a quantitative version of the hydrodynamic limit is deduced using a refinement of the two-scale approach. In this work, we deduce the strict convexity of the coarse-grained Hamiltonian, a uniform logarithmic Sobolev inequality for the canonical ensemble and the convergence of the coarse-grained Hamiltonian to the macroscopic free energy of the system. We deduce those results following an approach developed by Grunewald, Otto, Villani and Westdickenberg. Because in our setting the associated coarse-graining operator is non-local, the arguments are much more subtle and need additional ingredients like the Brascamp-Lieb inequality and a multivariate local central-limit theorem.

math.PR↗

arXiv2018

Brakke's inequality for the thresholding scheme

We continue our analysis of the thresholding scheme from the variational viewpoint and prove a conditional convergence result towards Brakke's notion of mean curvature flow. Our proof is based on a localized version of the minimizing movements interpretation of Esedoğlu and the second author. We apply De Giorgi's variational interpolation to the thresholding scheme and pass to the limit in the resulting energy-dissipation inequality. The result is conditional in the sense that we assume the time-integrated energies of the approximations to converge to those of the limit.

math.AP↗