Lipschitz regularity for elliptic equations with random coefficients
Scott N. Armstrong, Jean-Christophe Mourrat

TL;DR
This paper establishes a large-scale Lipschitz regularity theory for quasilinear elliptic equations with random coefficients, providing optimal stochastic estimates under various mixing conditions.
Contribution
It introduces a new regularity framework for elliptic equations with weak to strong mixing assumptions on random coefficients, including non-integrable correlations.
Findings
Large-scale $L^ abla$-type estimates for solutions' gradients.
Optimal stochastic integrability results.
Quenched $L^2$ estimates for homogenization errors.
Abstract
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 -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 (e.g., finite range of dependence). We also prove a quenched 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.
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