Stochastic two-scale convergence and Young measures
Martin Heida, Stefan Neukamm, Mario Varga

TL;DR
This paper compares different notions of stochastic two-scale convergence, introduces stochastic two-scale Young measures to relate mean and quenched limits, and discusses examples highlighting the applicability of stochastic unfolding.
Contribution
It introduces stochastic two-scale Young measures and compares mean, quenched, and unfolding approaches to stochastic two-scale convergence.
Findings
Stochastic two-scale Young measures effectively compare mean and quenched limits.
Examples demonstrate stochastic unfolding's advantages over quenched convergence.
The paper clarifies relationships among various stochastic two-scale convergence concepts.
Abstract
In this paper we compare the notion of stochastic two-scale convergence in the mean (by Bourgeat, Mikeli\'c and Wright), the notion of stochastic unfolding (recently introduced by the authors), and the quenched notion of stochastic two-scale convergence (by Zhikov and Pyatnitskii). In particular, we introduce stochastic two-scale Young measures as a tool to compare mean and quenched limits. Moreover, we discuss two examples, which can be naturally analyzed via stochastic unfolding, but which cannot be treated via quenched stochastic two-scale convergence.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
