Published online by Cambridge University Press: 07 February 2014
We consider the variant of stochastic homogenization theory introduced in [X. Blanc, C.Le Bris and P.-L. Lions, C. R. Acad. Sci. Série I 343 (2006)717–724.; X. Blanc, C. Le Bris and P.-L. Lions, J. Math. Pures Appl.88 (2007) 34–63.]. The equation under consideration is a standardlinear elliptic equation in divergence form, where the highly oscillatory coefficient isthe composition of a periodic matrix with a stochastic diffeomorphism. The homogenizedlimit of this problem has been identified in [X. Blanc, C. Le Bris and P.-L. Lions,C. R. Acad. Sci. Série I 343 (2006) 717–724.]. We firstestablish, in the one-dimensional case, a convergence result (with an explicit rate) onthe residual process, defined as the difference between the solution to the highlyoscillatory problem and the solution to the homogenized problem. We next return to themultidimensional situation. As often in random homogenization, the homogenized matrix isdefined from a so-called corrector function, which is the solution to a problem set on theentire space. We describe and prove the almost sure convergence of an approximationstrategy based on truncated versions of the corrector problem.