Lipschitz Regularity for Elliptic Equations with Random Coefficients

By S. Armstrong, Jean-Christophe Mourrat. 2014

128 citations recorded by the source corpus.

We develop a higher regularity theory for general quasilinear elliptic equations and systems in divergence form with random coefficients. The main result is a large-scale L∞-type estimate for the gradient of a solution. The estimate is proved with optimal stochastic integrability under a one-parameter family of mixing assumptions, allowing for very weak mixing with non-integrable correlations to very strong mixing (for example finite range of dependence). We also prove a quenched L2 estimate for the error in homogenization of Dirichlet problems. The approach is based on subadditive arguments which rely on a variational formulation of general quasilinear divergence-form equations.

Subfields: Applied Mathematics, Computational Theory and Mathematics, Finance

View Paper: https://www.semanticscholar.org/paper/cc1e9cb583eef5ab3622b83c528a95e99dfdde7a

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In Applied Mathematics

  1. S. Armstrong
  2. Jean-Christophe Mourrat
  3. Tuomo Kuusi
  4. Felix Otto
  5. Stefan Neukamm
  6. Antoine Gloria
  7. Zhongwei Shen
  8. Alexandre Bordas

In Computational Theory and Mathematics

  1. Jean-Christophe Mourrat
  2. S. Armstrong
  3. Felix Otto
  4. Antoine Gloria
  5. Tuomo Kuusi
  6. Stefan Neukamm
  7. Zhongwei Shen
  8. Alexandre Bordas

In Finance

  1. Zhongwei Shen
  2. Tuomo Kuusi
  3. Jean-Christophe Mourrat
  4. Felix Otto
  5. Antoine Gloria
  6. Stefan Neukamm
  7. S. Armstrong
  8. Alexandre Bordas

Citations in the corpus