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Felix Otto

Publications and source records attributed to Felix Otto.

At least 91 records · Page 5Linked to original sources

Interpolation inequalities in pattern formation

We prove some interpolation inequalities which arise in the analysis of pattern formation in physics. They are the strong version of some already known estimates in weak form that are used to give a lower bound of the energy in many contexts (coarsening and branching in micromagnetics and superconductors). The main ingredient in the proof of our inequalities is a geometric construction which was first used by Choksi, Conti, Kohn, and one of the authors in the study of branching in superconductors.

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An isoperimetric problem with Coulomb repulsion and attraction to a background nucleus

We study an isoperimetric problem the energy of which contains the perimeter of a set, Coulomb repulsion of the set with itself, and attraction of the set to a background nucleus as a point charge with charge $Z$. For the variational problem with constrained volume $V$, our main result is that the minimizer does not exist if $V - Z$ is larger than a constant multiple of $\max(Z^{2/3}, 1)$. The main technical ingredients of our proof are a uniform density lemma and electrostatic screening arguments.

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A higher-order large-scale regularity theory for random elliptic operators

We develop a large-scale regularity theory of higher order for divergence-form elliptic equations with heterogeneous coefficient fields $a$ in the context of stochastic homogenization. The large-scale regularity of $a$-harmonic functions is encoded by Liouville principles: The space of $a$-harmonic functions that grow at most like a polynomial of degree $k$ has the same dimension as in the constant-coefficient case. This result can be seen as the qualitative side of a large-scale $C^{k,α}$-regularity theory, which in the present work is developed in the form of a corresponding $C^{k,α}$-"excess decay" estimate: For a given $a$-harmonic function $u$ on a ball $B_R$, its energy distance on some ball $B_r$ to the above space of $a$-harmonic functions that grow at most like a polynomial of degree $k$ has the natural decay in the radius $r$ above some minimal radius $r_0$. Though motivated by stochastic homogenization, the contribution of this paper is of purely deterministic nature: We work under the assumption that for the given realization $a$ of the coefficient field, the couple $(ϕ,σ)$ of scalar and vector potentials of the harmonic coordinates, where $ϕ$ is the usual corrector, grows sublinearly in a mildly quantified way. We then construct "$k$th-order correctors" and thereby the space of $a$-harmonic functions that grow at most like a polynomial of degree $k$, establish the above excess decay and then the corresponding Liouville principle.

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Branched Microstructures in the Ginzburg-Landau Model of Type-I Superconductors

We consider the Ginzburg-Landau energy for a type-I superconductor in the shape of an infinite three-dimensional slab, with two-dimensional periodicity, with an applied magnetic field which is uniform and perpendicular to the slab. We determine the optimal scaling law of the minimal energy in terms of the parameters of the problem, when the applied magnetic field is sufficiently small and the sample sufficiently thick. This optimal scaling law is proven via ansatz-free lower bounds and an explicit branching construction which refines further and further as one approaches the surface of the sample. Two different regimes appear, with different scaling exponents. In the first regime, the branching leads to an almost uniform magnetic field pattern on the boundary; in the second one the inhomogeneity survives up to the boundary.

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Quantitative stochastic homogenization: local control of homogenization error through corrector

This note addresses the homogenization error for linear elliptic equations in divergence-form with random stationary coefficients. The homogenization error is measured by comparing the quenched Green's function to the Green's function belonging to the homogenized coefficients, more precisely, by the (relative) spatial decay rate of the difference of their second mixed derivatives. The contribution of this note is purely deterministic: It uses the expanded notion of corrector, namely the couple of scalar and vector potentials $(ϕ,σ)$, and shows that the rate of sublinear growth of $(ϕ,σ)$ at the points of interest translates one-to-one into the decay rate.

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Anchored Nash inequalities and heat kernel bounds for static and dynamic degenerate environments

We introduce anchored versions of the Nash inequality. They allow to control the $L^2$ norm of a function by Dirichlet forms that are not uniformly elliptic. We then use them to provide heat kernel upper bounds for diffusions in degenerate static and dynamic random environments. As an example, we apply our results to the case of a random walk with degenerate jump rates that depend on an underlying exclusion process at equilibrium.

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New bounds for the inhomogenous Burgers and the Kuramoto-Sivashinsky equations

We give a substantially simplified proof of near-optimal estimate on the Kuramoto-Sivashinsky equation from [F. Otto, "Optimal bounds on the Kuramoto-Sivashinsky equation", JFA 2009], at the same time slightly improving the result. The result in the above cited paper relied on two ingredients: a regularity estimate for capillary Burgers and an a novel priori estimate for the inhomogeneous inviscid Burgers equation, which works out that in many ways the conservative transport nonlinearity acts as a coercive term. It is the proof of the second ingredient that we substantially simplify by proving a modified Kármán-Howarth-Monin identity for solutions of the inhomogeneous inviscid Burgers equation. This gives a new interpretation of the results obtained in [F. Golse, B. Perthame "Optimal regularizing effect for scalar conservation laws", Rev. Mat. Iber., 2013].

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Upper bounds on Nusselt number at finite Prandtl number

We study Rayleigh Bénard convection based on the Boussinesq approximation. We are interested in upper bounds on the Nusselt number $\mathrm{Nu}$, the upwards heat transport, in terms of the Rayleigh number $\mathrm{Ra}$, that characterizes the relative strength of the driving mechanism and the Prandtl number $\mathrm{Pr}$, that characterizes the strength of the inertial effects. We show that, up to logarithmic corrections, the upper bound $\mathrm{Nu}\lesssim \mathrm{Ra}^{\frac{1}{3}}$ of Constantin and Doering in 1999 persists as long as $\mathrm{Pr}\gtrsim \mathrm{Ra}^{\frac{1}{3}}$ and then crosses over to $\mathrm{Nu}\lesssim\mathrm{Pr}^{-\frac{1}{2}}\mathrm{Ra}^{\frac{1}{2}}$. This result improves the one of Wang by going beyond the perturbative regime $\mathrm{Pr} \gg \mathrm{Ra}$. The proof uses a new way to estimate the transport nonlinearity in the Navier-Stokes equations capitalizing on the no-slip boundary condition. It relies on a new Calderón-Zygmund estimate for the non-stationary Stokes equations in $L^1$ with a borderline Muckenhoupt weight.

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Corrector estimates for elliptic systems with random periodic coefficients

We consider an elliptic system of equations on the torus $\left[ -\frac{L}{2}, \frac{L}{2} \right)^d$ with random coefficients $A$, that are assumed to be coercive and stationary. Using two different approaches we obtain moment bounds on the gradient of the corrector, independent of the domain size $L$. In the first approach we use Green function representation. For that we require $A$ to be locally Hölder continuous and distribution of $A$ to satisfy Logarithmic Sobolev inequality. The second method works for non-smooth (possibly discontinuous) coefficients, and it requires that statistics of $A$ satisfies Spectral Gap estimate.

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Quantitative estimates on the periodic approximation of the corrector in stochastic homogenization

In the present contribution we establish quantitative results on the periodic approximation of the corrector equation for the stochastic homogenization of linear elliptic equations in divergence form, when the diffusion coefficients satisfy a spectral gap estimate in probability, and for $d>2$. The main difference with respect to the first part of [Gloria-Otto, arXiv:1409.0801] is that we avoid here the use of Green's functions and more directly rely on the De Giorgi-Nash-Moser theory.

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An optimal quantitative two-scale expansion in stochastic homogenization of discrete elliptic equations

We establish an optimal, linear rate of convergence for the stochastic homogenization of discrete linear elliptic equations. We consider the model problem of independent and identically distributed coefficients on a discretized unit torus. We show that the difference between the solution to the random problem on the discretized torus and the first two terms of the two-scale asymptotic expansion has the same scaling as in the periodic case. In particular the $L^2$-norm in probability of the \mbox{$H^1$-norm} in space of this error scales like $ε$, where $ε$ is the discretization parameter of the unit torus. The proof makes extensive use of previous results by the authors, and of recent annealed estimates on the Green's function by Marahrens and the third author.

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Quantitative results on the corrector equation in stochastic homogenization

We derive optimal estimates in stochastic homogenization of linear elliptic equations in divergence form in dimensions $d\ge 2$. In previous works we studied the model problem of a discrete elliptic equation on $\mathbb{Z}^d$. Under the assumption that a spectral gap estimate holds in probability, we proved that there exists a stationary corrector field in dimensions $d>2$ and that the energy density of that corrector behaves as if it had finite range of correlation in terms of the variance of spatial averages - the latter decays at the rate of the central limit theorem. In this article we extend these results, and several other estimates, to the case of a continuum linear elliptic equation whose (not necessarily symmetric) coefficient field satisfies a continuum version of the spectral gap estimate. In particular, our results cover the example of Poisson random inclusions.

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Moment bounds for the corrector in stochastic homogenization of a percolation model

We study the corrector equation in stochastic homogenization for a simplified Bernoulli percolation model on $\mathbb{Z}^d$, $d>2$. 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 [GO1], where uniformly elliptic conductances are treated, to the degenerate case. With regard to the associated random conductance model, we obtain as a side result that the corrector not only grows sublinearly, but slower than any polynomial rate. Our argument combines a quantification of ergodicity by means of a Spectral Gap on Glauber dynamics with regularity estimates on the gradient of the elliptic Green's function.

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On annealed elliptic Green function estimates

We consider a random, uniformly elliptic coefficient field $a$ on the lattice $\mathbb{Z}^d$. The distribution $\langle \cdot \rangle$ of the coefficient field is assumed to be stationary. Delmotte and Deuschel showed that the gradient and second mixed derivative of the parabolic Green function $G(t,x,y)$ satisfy optimal annealed estimates which are $L^2$ resp. $L^1$ in probability, i.e. they obtained bounds on $\langle |\nabla_x G(t,x,y)|^2 \rangle^{\frac{1}{2}}$ and $\langle |\nabla_x \nabla_y G(t,x,y)| \rangle$, see T. Delmotte and J.-D. Deuschel: On estimating the derivatives of symmetric diffusions in stationary random environments, with applications to the $\nablaϕ$ interface model, Probab. Theory Relat. Fields 133 (2005), 358--390. In particular, the elliptic Green function $G(x,y)$ satisfies optimal annealed bounds. In a recent work, the authors extended these elliptic bounds to higher moments, i.e. $L^p$ in probability for all $p<\infty$, see D. Marahrens and F. Otto: {Annealed estimates on the Green function}, arXiv:1304.4408 (2013). In this note, we present a new argument that relies purely on elliptic theory to derive the elliptic estimates (see Proposition 1.2 below) for $\langle |\nabla_x G(x,y)|^2 \rangle^{\frac{1}{2}}$ and $\langle |\nabla_x \nabla_y G(x,y)| \rangle$.

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Annealed estimates on the Green function

We consider a random, uniformly elliptic coefficient field $a(x)$ on the $d$-dimensional integer lattice $\mathbb{Z}^d$. We are interested in the spatial decay of the quenched elliptic Green function $G(a;x,y)$. Next to stationarity, we assume that the spatial correlation of the coefficient field decays sufficiently fast to the effect that a logarithmic Sobolev inequality holds for the ensemble $\langle\cdot\rangle$. We prove that all stochastic moments of the first and second mixed derivatives of the Green function, that is, $\langle|\nabla_x G(x,y)|^p\rangle$ and $\langle|\nabla_x\nabla_y G(x,y)|^p\rangle$, have the same decay rates in $|x-y|\gg 1$ as for the constant coefficient Green function, respectively. This result relies on and substantially extends the one by Delmotte and Deuschel \cite{DeuschelDelmotte}, which optimally controls second moments for the first derivatives and first moments of the second mixed derivatives of $G$, that is, $\langle|\nabla_x G(x,y)|^2\rangle$ and $\langle|\nabla_x\nabla_y G(x,y)|\rangle$. As an application, we are able to obtain optimal estimates on the random part of the homogenization error even for large ellipticity contrast.

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A reduced model for domain walls in soft ferromagnetic films at the cross-over from symmetric to asymmetric wall types

We study the Landau-Lifshitz model for the energy of multi-scale transition layers -- called "domain walls" -- in soft ferromagnetic films. Domain walls separate domains of constant magnetization vectors $m^\pm \in \mathbb{S}^2$ that differ by an angle $2α$. Assuming translation invariance tangential to the wall, our main result is the rigorous derivation of a reduced model for the energy of the optimal transition layer, which in a certain parameter regime confirms the experimental, numerical and physical predictions: The minimal energy splits into a contribution from an asymmetric, divergence-free core which performs a partial rotation in $\mathbb{S}^2$ by an angle $2θ$, and a contribution from two symmetric, logarithmically decaying tails, each of which completes the rotation from angle $θ$ to $α$ in $\mathbb{S}^1$. The angle $θ$ is chosen such that the total energy is minimal. The contribution from the symmetric tails is known explicitly, while the contribution from the asymmetric core is analyzed in [7]. Our reduced model is the starting point for the analysis of a bifurcation phenomenon from symmetric to asymmetric domain walls. Moreover, it allows for capturing asymmetric domain walls including their extended tails (which were previously inaccessible to brute-force numerical simulation).

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Uniform logarithmic Sobolev inequalities for conservative spin systems with super-quadratic single-site potential

We consider a noninteracting unbounded spin system with conservation of the mean spin. We derive a uniform logarithmic Sobolev inequality (LSI) provided the single-site potential is a bounded perturbation of a strictly convex function. The scaling of the LSI constant is optimal in the system size. The argument adapts the two-scale approach of Grunewald, Villani, Westdickenberg and the second author from the quadratic to the general case. Using an asymmetric Brascamp-Lieb-type inequality for covariances, we reduce the task of deriving a uniform LSI to the convexification of the coarse-grained Hamiltonian, which follows from a general local Cramér theorem.

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Invariant measure of the stochastic Allen-Cahn equation: the regime of small noise and large system size

We study the invariant measure of the one-dimensional stochastic Allen-Cahn equation for a small noise strength and a large but finite system. We endow the system with inhomogeneous Dirichlet boundary conditions that enforce at least one transition from -1 to 1. (Our methods can be applied to other boundary conditions as well.) We are interested in the competition between the energy that should be minimized due to the small noise strength and the entropy that is induced by the large system size. Our methods handle system sizes that are exponential with respect to the inverse noise strength, up to the critical exponential size predicted by the heuristics. We capture the competition between energy and entropy through upper and lower bounds on the probability of extra transitions between -1 and 1. These bounds are sharp on the exponential scale and imply in particular that the probability of having one and only one transition from -1 to +1 is exponentially close to one. In addition, we show that the position of the transition layer is uniformly distributed over the system on scales larger than the logarithm of the inverse noise strength. Our arguments rely on local large deviation bounds, the strong Markov property, the symmetry of the potential, and measure-preserving reflections.

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