Optimal finite elements for ergodic stochastic two-scale elliptic equations

by   Viet Ha Hoang, et al.

We develop an essentially optimal finite element approach for solving ergodic stochastic two-scale elliptic equations whose two-scale coefficient may depend also on the slow variable. We solve the limiting stochastic two-scale homogenized equation obtained from the stochastic two-scale convergence in the mean (A. Bourgeat, A. Mikelic and S. Wright, J. reine angew. Math, Vol. 456, 1994), whose solution comprises of the solution to the homogenized equation and the corrector, by truncating the infinite domain of the fast variable and using the sparse tensor product finite elements. We show that the convergence rate in terms of the truncation level is equivalent to that for solving the cell problems in the same truncated domain. Solving this equation, we obtain the solution to the homogenized equation and the corrector at the same time, using only a number of degrees of freedom that is essentially equivalent to that required for solving one cell problem. Optimal complexity is obtained when the corrector possesses sufficient regularity with respect to both the fast and the slow variables. Although the regularity norm of the corrector depends on the size of the truncated domain, we show that the convergence rate of the approximation for the solution to the homogenized equation is independent of the size of the truncated domain. With the availability of an analytic corrector, we construct a numerical corrector for the solution of the original stochastic two-scale equation from the finite element solution to the truncated stochastic two-scale homogenized equation. Numerical examples of quasi-periodic two-scale equations, and a stochastic two-scale equation of the checker board type, whose coefficient is discontinuous, confirm the theoretical results.


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