Abstract:
We are given a uniformly elliptic coefficient field that we regard as a realization of a stationary and finite-range (say, range unity) ensemble of coefficient fields. Given a (deterministic) right-hand-side supported in a ball of size $\ell \gg 1$ and of vanishing average, we are interested in an algorithm to compute the (gradient of the) solution near the origin, just using the knowledge of the (given realization of the) coefficient field in some large box of size $L \gg \ell$. More precisely, we are interested in the most seamless (artificial) boundary condition on the boundary of the computational domain of size $L$.
Our algorithm is motivated by the recently introduced multipole expansion in random media. We rigorously establish an error estimate (on the level of the gradient) in terms of $L \gg \ell \gg 1$, using recent results in quantitative stochastic homogenization. More precisely, our error estimate has an a priori and an a posteriori aspect: With a priori overwhelming probability, the (random) prefactor can be bounded by a constant that is computable without much further effort, on the basis of the given realization in the box of size $L$.
We also rigorously establish that the order of the error estimate in both $L$ and $\ell$ is optimal. This amounts to a lower bound on the variance of the quantity of interest when conditioned on the coefficients inside the computational domain, and relies on the deterministic insight that a sensitivity analysis wrt a defect commutes with (stochastic) homogenization.
Numerical experiments show that the optimal convergence rate already sets in at only moderately large $L$, and that more naive boundary conditions perform worse both in terms of rate and prefactor. Joint work with Felix Otto. |