We analyze the random fluctuations of several multiscale algorithms, such as the multiscale finite element method (MsFEM) and the finite element heterogeneous multiscale method (HMM), that have been developed to solve partial differential equations with highly heterogeneous coefficients. Such multiscale algorithms are often shown to correctly capture the homogenization limit when the highly oscillatory random medium is stationary and ergodic. This paper is concerned with the random fluctuations of the solution about the deterministic homogenization limit. We consider the simplified setting of the one-dimensional elliptic equation, where the theory of random fluctuations is well understood. We develop a fluctuation theory for the multiscale algorithms in the presence of random environments with short-range and long-range correlations. For a given mesh size h, we show that the fluctuations converge in distribution in the space of continuous paths to Gaussian processes as the correlation length ε→0. We next derive the limit of such Gaussian processes as h→0 and compare this limit with the distribution of the random fluctuations of the continuous model. When such limits agree, we conclude that the multiscale algorithm captures the random fluctuations accurately and passes the corrector test. This property serves as an interesting benchmark to assess the behavior of the multiscale algorithm in practical situations where the assumptions necessary for the theory of homogenization are not met. What we find is that the computationally more expensive methods MsFEM, and HMM with a choice of parameter δ=h, correctly capture the random fluctuations both for short-range and long-range oscillations in the medium. The less expensive method HMM with δ<h correctly captures the fluctuations for long-range oscillations and strongly amplifies their size in media with short-range oscillations. We present a modified scheme with an intermediate computational cost that captures the random fluctuations in all cases.

We consider Green's functions $G(z):=(H-z)^{-1}$ of Hermitian random band matrices $H$ on the $d$-dimensional lattice $(\Z/L\Z)^d$. The entries $h_{xy}=\overline h_{yx}$ of $H$ are independent centered complex Gaussian random variables with variances $s_{xy}=\mathbb E|h_{xy}|^2$, which satisfy a banded profile so that $s_{xy}$ is negligible if $|x-y|$ exceeds the band width $W$. For any fixed $n\in \N$, we construct an expansion of the $T$-variable, $T_{xy}=|m|^2 \sum_{\alpha}s_{x\alpha}|G_{\alpha y}|^2$, with an error $\OO(W^{-nd/2})$, and use it to prove a local law on the Green's function. This $T$-expansion was the main tool to prove the delocalization and quantum diffusion of random band matrices for dimensions $d\ge 8$ in part I \cite{PartI_high} of this series.

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We study the random field Ising model on Z^2 where the external field is given by i.i.d. Gaussian variables with mean zero and positive variance. We show that the effect of boundary conditions on the magnetization in a finite box decays exponentially in the distance to the boundary.

Suppose that $\eta$ is a Schramm-Loewner evolution ($\SLE_\kappa$) in a smoothly bounded simply connected domain $D \subset \C$ and that $\phi$ is a conformal map from $\D$ to a connected component of $D \setminus \eta([0,t])$ for some $t>0$. The multifractal spectrum of $\eta$ is the function $(-1,1) \to [0,\infty)$ which, for each $s \in (-1,1)$, gives the Hausdorff dimension of the set of points $x \in \partial \D$ such that $|\phi'( (1-\epsilon) x)| = \epsilon^{-s+o(1)}$ as $\epsilon \to 0$. We rigorously compute the a.s.\ multifractal spectrum of $\SLE$, confirming a prediction due to Duplantier. As corollaries, we confirm a conjecture made by Beliaev and Smirnov for the a.s.\ bulk integral means spectrum of $\SLE$, we obtain the optimal H\"older exponent for a conformal map which uniformizes the complement of an $\SLE$ curve, and we obtain a new derivation of the a.s.\ Hausdorff dimension of the $\SLE$ curve for $\kappa \leq 4$. Our results also hold for the $\SLE_\kappa(\ul\rho)$ processes with general vectors of weight $\ul\rho$.

Abstract In this paper we develop a new martingale method to show the convergence of the regularized empirical measure of many particle systems in probability under a Sobolev norm to the corresponding mean field PDE. Our method works well for the simple case of Fokker Planck equation and we can estimate a lower bound of the rate of convergence. This method can be generalized to more complicated systems with interactions.

We consider the Ising model at its critical temperature with external magnetic field ha15/8 on the square lattice with lattice spacing a. We show that the truncated two-point function in this model decays exponentially with a rate independent of a as a ↓ 0. As a consequence, we show exponential decay in the near-critical scaling limit Euclidean magnetization field. For the lattice model with a = 1, the mass (inverse correlation length) is of order h8/15 as h ↓ 0; for the Euclidean field, it equals exactly Ch8/15 for some C. Although there has been much progress in the study of critical scaling limits, results on near-critical models are far fewer due to the lack of conformal invariance away from the critical point. Our arguments combine lattice and continuum FK representations, including coupled conformal loop and measure ensembles, showing that such ensembles can be useful even in the study of near-critical scaling limits. Thus we provide the first substantial application of measure ensembles.

In this paper, we consider particle systems with interaction and Brownian motion. We prove that when the initial data is from the sampling of Chorin's method, i.e., the initial vertices are on lattice points hi∈Rd with mass ρ0(hi)hd, where ρ0 is some initial density function, then the regularized empirical measure of the interacting particle system converges in probability to the corresponding mean-field partial differential equation with initial density ρ0, under the Sobolev norm of L∞(L2)∩L2(H1). Our result is true for all those systems when the interacting function is bounded, Lipschitz continuous and satisfies certain regular condition. And if we further regularize the interacting particle system, it also holds for some of the most important systems of which the interacting functions are not. For systems with repulsive Coulomb interaction, this convergence holds globally on any interval [0,t]. And for systems with attractive Newton force as interacting function, we have convergence within the largest existence time of the regular solution of the corresponding Keller-Segel equation.

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The height fluctuations of the models in the KPZ class are expected to converge to a universal process. The spatial process at equal time is known to converge to the Airy process or its variations. However, the temporal process, or more generally the two-dimensional space-time fluctuation field, is less well understood. We consider this question for the periodic TASEP (totally asymmetric simple exclusion process). For a particular initial condition, we evaluate the multitime and multilocation distribution explicitly in terms of a multiple integral involving a Fredholm determinant. We then evaluate the large-time limit in the so-called relaxation time scale.

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We consider Pólya urns with infinitely many colours that are of a random walk type, in two related versions. We show that the colour distribution a.s., after rescaling, converges to a normal distribution, assuming only second moments on the offset distribution. This improves results by Bandyopadhyay and Thacker (2014–2017; convergence in probability), and Mailler and Marckert (2017; a.s. convergence assuming exponential moment).

We consider the theory of correctors to homogenization in stationary transport equations with rapidly oscillating, random coefficients. Let ε << 1 be the ratio of the correlation length in the random medium to the overall distance of propagation. As ε↓0, we show that the heterogeneous transport solution is well-approximated by a homogeneous transport solution. We then show that the rescaled corrector converges in (probability) distribution and weakly in the space and velocity variables, to a Gaussian process as an application of a central limit result. The latter result requires strong assumptions on the statistical structure of randomness and is proved for random processes constructed by means of a Poisson point process.

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