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Local central limit theorem for gradient field models

Wei Wu Mathematics Department, NYU Shanghai & NYU-ECNU Institute of Mathematical Sciences, China wei.wu@nyu.edu
Abstract.

We consider the gradient field model in [N,N]22\left[-N,N\right]^{2}\cap\mathbb{Z}^{2} with a uniformly convex interaction potential. Naddaf-Spencer [22] and Miller [20] proved that the macroscopic averages of linear statistics of the field converge to a continuum Gaussian free field. In this paper we prove the distribution of ϕ(0)/logN\phi(0)/\sqrt{\log N} converges uniformly in \mathbb{R} to a Gaussian density, with a Berry-Esseen type bound. This implies the distribution of ϕ(0)\phi(0) is sufficiently ‘Gaussian like’ between [logN,logN][-\sqrt{\log N},\sqrt{\log N}].

1. Introduction

In this paper we study a two dimensional gradient interface field with a nearest neighbor potential VV. Explicitly, let QN:=[N,N]22Q_{N}:=\left[-N,N\right]^{2}\cap\mathbb{Z}^{2} and let the boundary QN\partial Q_{N} consist of the vertices in QNQ_{N} that are connected to 2QN\mathbb{Z}^{2}\setminus Q_{N} by an edge. The gradient field on QNQ_{N} with zero boundary condition is a random field denoted by ϕQN,0\phi^{Q_{N},0}, whose distribution is given by the Gibbs measure

(1.1) dμN=ZN1exp[vQNi=12V(iϕ(v))]vQN\QNdϕ(v)vQNδ0(ϕ(v)),d\mu_{N}=Z_{N}^{-1}\exp\left[-\sum_{v\in Q_{N}}\sum_{i=1}^{2}V\left(\nabla_{i}\phi\left(v\right)\right)\right]\prod_{v\in Q_{N}\backslash\partial Q_{N}}d\phi\left(v\right)\prod_{v\in\partial Q_{N}}\delta_{0}\left(\phi\left(v\right)\right),

where iϕ(v)=ϕ(v+ei)ϕ(v)\nabla_{i}\phi\left(v\right)=\phi\left(v+e_{i}\right)-\phi\left(v\right), e1=(1,0)e_{1}=(1,0) and e2=(0,1)e_{2}=(0,1), and we set ϕ(v)=0\phi\left(v\right)=0 for all v2QNv\in\mathbb{Z}^{2}\setminus Q_{N}. Here ZNZ_{N} is the normalizing constant ensuring that μN\mu_{N} is a probability measure, i.e. μN(|QN|)=1\mu_{N}(\mathbb{R}^{|Q_{N}|})=1. We denote expectation and variance with respect to μN\mu_{N} by μN\langle\cdot\rangle_{\mu_{N}} and varμN\operatorname{var}_{\mu_{N}}, respectively.

We assume the interaction potential V:V:\mathbb{R}\to\mathbb{R} in (1.1) satisfies the following:

  1. (i)

    Symmetry: for every tt\in\mathbb{R}, we have V(t)=V(t)V(t)=V(-t).

  2. (ii)

    Uniform convexity: for every tt\in\mathbb{R}, we have 0<λV′′(t)Λ<0<\lambda\leq V^{\prime\prime}(t)\leq\Lambda<\infty.

  3. (iii)

    Regularity: VC2,1()V\in C^{2,1}(\mathbb{R}). In other words, 𝖵′′\mathsf{V}^{\prime\prime} is Lipschitz continuous with Lipschitz constant LL.

The Gibbs measure (1.1) was introduced in the 1970s by Brascamp, Lieb and Lebowitz [11], in the name of anharmonic crystals. Since then, numerous efforts have been made to study the large-scale (macroscopic) statistical behavior of the field ϕ\nabla\phi. Notable progress was made by Naddaf and Spencer [22], who studied the infinite volume limit of the Gibbs measure (1.1) (the infinite volume Gibbs states were rigorously characterized by Funaki and Spohn [15]), and proved a central limit for (rescaled) linear functions of ϕ\nabla\phi. More precisely, they consider, for R1R\geq 1, the random variable

(1.2) FR(ϕ):=Rd2xdi=1dfi(xR)(ϕ(x+ei)ϕ(x)),F_{R}(\nabla\phi):=R^{-\frac{d}{2}}\sum_{x\in\mathbb{Z}^{d}}\sum_{i=1}^{d}f_{i}\left(\frac{x}{R}\right)\left(\phi(x+e_{i})-\phi(x)\right),

where for each i{1,,d}i\in\{1,\ldots,d\}, take fi:df_{i}:{\mathbb{R}^{d}}\to\mathbb{R} to be a compactly supported, smooth, deterministic function, and proved that the random variable FRF_{R} converges in law to a normal random variable. Later, the result of [22] has been generalized to dynamical settings [16] and also to finite volume measures such that the boundary condition has at most poly-logarithmic fluctuations [20]. We also mention the related work [14] which characterizes the Wulff shape and the large deviation principle for macroscopic profiles of ϕ\nabla\phi, and results that are related to the extension of the Gibbs measure (1.1) to non-uniformly convex settings [25, 9, 1, 21, 18, 6, 7], the study of the maximum of the random field (1.1) [8, 26], and to spin models which is related to a Gibbs measure with convex interaction by a duality transform [13].

A natural question arises is whether the Gaussian limit established in [22] holds on much smaller scales, given that the microscopic interaction is not Gaussian. Under an additional assumption on the ellipticity contrast for VV, namely Λ<2λ\Lambda<2\lambda, Conlon and Spencer proved a stronger result [12], which states that for the infinite volume gradient Gibbs measure μ\mu,

|logexp(t(ϕ(0)ϕ(x)))μt22varμ(ϕ(0)ϕ(x))|Ct3supx|V′′′(x)|.\left|\log\left\langle\exp(t(\phi(0)-\phi(x)))\right\rangle_{\mu}-\frac{t^{2}}{2}\operatorname{var}_{\mu}(\phi(0)-\phi(x))\right|\leq Ct^{3}\sup_{x\in\mathbb{R}}|V^{\prime\prime\prime}(x)|.

The result suggests that under these assumptions of VV, the pointwise distribution of ϕ(x)ϕ(0)\phi(x)-\phi(0) is close to a Gaussian, and one has to move to a large deviation regime to see non-Gaussian tails.

In this paper we are able to bring down the scale to R=1R=1, and prove a local central limit theorem of the gradient Gibbs measure (1.1), under the assumptions on the potential VV given at the beginning of the paper.

Theorem 1.1.

Let ϕ\phi be sampled from the Gibbs measure (1.1). Assume the potential 𝖵()\mathsf{V}\left(\cdot\right) satisfies the coniditions (i) -(iii). Then the density function gNg_{N} of ϕ(0)/logN\phi(0)/\sqrt{\log N} converges uniformly in \mathbb{R} to 12πe12𝐠x2\frac{1}{\sqrt{2\pi}}e^{-\frac{1}{2\mathbf{g}}x^{2}}. Moreover, there exists C<C<\infty such that |gN(x)12πe12𝐠x2|ClogN|g_{N}(x)-\frac{1}{\sqrt{2\pi}}e^{-\frac{1}{2\mathbf{g}}x^{2}}|\leq\frac{C}{\sqrt{\log N}}

We remark here the same proof (with a slightly modification of the multiscale argument in Section 5 ) also gives the local CLT at other locations inside the bulk. Namely, for any xNQNx_{N}\in Q_{N} such that the graph distance between xNx_{N} and QN\partial Q_{N} tends to infinity, the density of ϕ(xN)logdist(xN,QN)\frac{\phi(x_{N})}{\sqrt{\log\text{dist}(x_{N},\partial Q_{N})}} converges uniformly in \mathbb{R} to the same Gaussian limit. The same proof also works in the inifnite volume setting, gives the local CLT for ϕ(0)ϕ(x)(log|x|)12\frac{\phi(0)-\phi(x)}{(\log|x|)^{\frac{1}{2}}} as |x||x|\to\infty.

Notice that if ϕ(0)\phi(0) can be written as X1+XlogNX_{1}+\cdots X_{\log N}, where XiX_{i} are i.i.d random variables, then the Berry-Esseen Theorem gives |gN(x)12πe12𝐠x2|C𝔼[|X1|3]logN|g_{N}(x)-\frac{1}{\sqrt{2\pi}}e^{-\frac{1}{2\mathbf{g}}x^{2}}|\leq\frac{C\mathbb{E}[|X_{1}|^{3}]}{\sqrt{\log N}}. We will see in Section 5 that the analogues of XiX_{i} are increments of harmonic averages of ϕ\phi, which are not independent but have certain decoupling properties (thanks to [20]), and Theorem 1.1 gives a Berry-Esseen type estimate for the density function. An immediate consequence of Theorem 1.1 is that the distribution of ϕ(0)\phi(0) is sufficiently spreadout in [logN,logN][-\sqrt{\log N},\sqrt{\log N}]. Indeed, given any a[logN,logN]a\in[-\sqrt{\log N},\sqrt{\log N}], we apply Theorem 1.1 to obtain

alogNa+1logNgN(x)𝑑xalogNa+1logN12πe12𝐠x2𝑑x=O(1logN)\int_{\frac{a}{\sqrt{\log N}}}^{\frac{a+1}{\sqrt{\log N}}}g_{N}(x)\,dx-\int_{\frac{a}{\sqrt{\log N}}}^{\frac{a+1}{\sqrt{\log N}}}\frac{1}{\sqrt{2\pi}}e^{-\frac{1}{2\mathbf{g}}x^{2}}\,dx=O(\frac{1}{\log N})

Thus

(ϕ(0)[a,a+1])=12πlogNe12𝐠a2logN+O(1logN)\mathbb{P}(\phi(0)\in[a,a+1])=\frac{1}{\sqrt{2\pi\log N}}e^{-\frac{1}{2\mathbf{g}}\frac{a^{2}}{\log N}}+O(\frac{1}{\log N})

Why do we expect a local CLT at scale O(1)O(1)? The argument to prove a macroscopic CLT in [22] was based on a beautiful observation that the scaling limit can be derived from an elliptic homogenization problem via the Helffer-Sjöstrand representation [17]. With Armstrong [5], we extend and quantify the homogenization argument by Naddaf and Spencer, based on the quantitative theory for homogenization developed by Armstrong, Kuusi and Mourrat [3, 4]. In particular, we obtained the convergence of the Hessian of the surface tension with an algebraic rate, resolve an open question posed by Funaki and Spohn [15] regarding the C2C^{2} regularity of surface tension, and the fluctuation-dissipation conjecture of [16]. Following the approach of [5] and [4], we are able to obtain a quantitative homogenization of the Helffer-Sjöstrand PDE, thus estimate the covariance structure of μN\mu_{N}, as NN gets large, with a high precision (we also refer to [2] for some further applications of the quantitative homgenization ideas to the ϕ\nabla\phi-model). To obtain a Gaussian limit of ϕ(0)/logN\phi(0)/\sqrt{\log N}, we apply the harmonic approximation result by Miller [20], which enables us to write ϕ(0)\phi(0) as the sum of logN\log N increments, with certain decoupling properties. These are the two main ingredients behind the proof of Theorem 1.1.

We remark here that the key estimate for proving Theorem 1.1 is the characteristic function asymptotics for exp(itlogNϕ(0))μN\left\langle\exp\left(i\frac{t}{\sqrt{\log N}}\phi(0)\right)\right\rangle_{\mu_{N}}, given in Lemma 2.1. If one has the convergence stated in Lemma 2.1 for tt\in\mathbb{R}, without quantifying the rate of convergence (namely, a CLT for ϕ(0)/logN\phi(0)/\sqrt{\log N}), then it implies a local CLT without any rate of convergence. The rate of convergence for the local CLT depdends on the convergence rate and the validity of the tt region such that Lemma 2.1 holds. In this paper we present a proof with a convergence rate using quantitative homogenization, and explain briefly in the next section how it can be simplified if one only aims for a qualitative local CLT.

The proof of Theorem 1.1 presented in this paper implies the asymptotics for the characteristic function for the distribution of ϕ(0)\phi(0), namely there exists some 𝐠=𝐠(V)>0\mathbf{g}=\mathbf{g}(V)>0, such that

(1.3) exp(isϕ(0))μNes22𝐠logN,\left\langle\exp\left(is\phi(0)\right)\right\rangle_{\mu_{N}}\approx e^{-\frac{s^{2}}{2}\mathbf{g}\log N},

as long as s=O((logN)14)s=O((\log N)^{-\frac{1}{4}}). Using the same major ingredients, but with a more elaborate multiscale argument, we may improve the (1.3) so that it holds for ss within a small neighborhood of the origin, with radius independent of NN. It would be very interesting to extend the characteristic function estimates (1.3) beyond |s|=1|s|=1. For this, we include an open question posed by Tom Spencer.

Open Question: Consider the lattice dipole gas model, which is a special case of the gradient Gibbs measure (1.1) with V(x)=x22+zcosxV(x)=\frac{x^{2}}{2}+z\cos x, with |z|<1|z|<1. Prove that the leading term in the asymptotic expansion of the characteristic function

(1.4) exp(iπ(ϕ(0)ϕ(x)))μdipoleeπ22𝐠log|x|,\left\langle\exp\left(i\pi(\phi(0)-\phi(x))\right)\right\rangle_{\mu_{dipole}}\approx e^{-\frac{\pi^{2}}{2}\mathbf{g}\log|x|},

for some 𝐠>0\mathbf{g}>0. Estimates of type (1.4) plays an important role in the study of the (lattice) Coulomb gas and of the Coulomb gas representation of the low temperature Abelian spin models.

We summarize the characteristic function estimates needed for proving Theorem 1.1 in the next section, and introduce some notations in Section 3. In Section 4 we derive a central limit theorem for the linear statistics of ϕ\nabla\phi with an algebraic rate of convergence, which quantifies the result of [22], following the argument of [5] and [4]. In Section 5 we recall the harmonic approximation result in [20], and use a multiscale argument to obtain the precise characteristic function asymptotic of ϕ(0)\phi(0). Finally, we gave an upper bound for the large ss characteristic function in Section 6, based on a Mermin-Wagner type argument, and finishes the proof of Theorem 1.1 .

2. Estimates for characteristic functions

Theorem 1.1 follows from the quantitative estimates of the characteristic function below. The first lemma gives the precise estimate for the characteristic function eisϕ(0)μN\langle e^{is\phi(0)}\rangle_{\mu_{N}} for s=o((logN)14)s=o((\log N)^{-\frac{1}{4}}).

Lemma 2.1.

There exists 𝐠=𝐠(V)>0\mathbf{g}=\mathbf{g}(V)>0, such that for NN sufficiently large and t=o((logN)14)t=o((\log N)^{\frac{1}{4}}), we have

(2.1) exp(itlogNϕ(0))μN=et22𝐠(1+O(t2(logN)12))\left\langle\exp\left(i\frac{t}{\sqrt{\log N}}\phi(0)\right)\right\rangle_{\mu_{N}}=e^{-\frac{t^{2}}{2}\mathbf{g}}\left(1+O\left(\frac{t^{2}}{(\log N)^{\frac{1}{2}}}\right)\right)
Remark 2.2.

Lemma 2.1 quantifies the CLT for the pointwise field ϕ(0)/logN\phi(0)/\sqrt{\log N}, namely for tt\in\mathbb{R},

(2.2) exp(itlogNϕ(0))μN=et22𝐠+oN(1).\left\langle\exp\left(i\frac{t}{\sqrt{\log N}}\phi(0)\right)\right\rangle_{\mu_{N}}=e^{-\frac{t^{2}}{2}\mathbf{g}}+o_{N}(1).

The pointwise CLT (2.2) can be proved by combining the CLT for the macroscopic average of the field established in [22, 20], and the multscale argument presented in [8] or in Section 5 of this paper.

We also need (non-optimal) decay estimate of the characteristic function for large ss, summarized in the two lemmas below.

Lemma 2.3.

Let 𝐠=𝐠(V)>0\mathbf{g}=\mathbf{g}(V)>0 be the same constant as in Lemma 2.1. There exists ε=ε(V)>0\varepsilon=\varepsilon(V)>0 , such that for |s|<ε|s|<\varepsilon, we have for NN sufficiently large,

(2.3) exp(isϕ(0))μN2es23𝐠logN\left\langle\exp\left(is\phi(0)\right)\right\rangle_{\mu_{N}}\leq 2e^{-\frac{s^{2}}{3}\mathbf{g}\log N}
Remark 2.4.

If one only aims for the qualitative local CLT, then it suffices to prove a weaker estimate, that there exist c1>0c_{1}>0 and ε=ε(V)>0\varepsilon=\varepsilon(V)>0 , such that for |s|<ε|s|<\varepsilon, we have for NN sufficiently large,

(2.4) exp(isϕ(0))μN2ec1s2logN.\left\langle\exp\left(is\phi(0)\right)\right\rangle_{\mu_{N}}\leq 2e^{-c_{1}s^{2}\log N}.

As will be explained in Section 5, the proof of (2.4) is simpler, and the quantitative CLT presented in Section 4 would not be needed.

Lemma 2.5.

There exists ε1>0\varepsilon_{1}>0 and C<C<\infty, such that for ss\in\mathbb{R}, we have

(2.5) |exp(isϕ(0))μN|min{1ε1,Cs2}logN|\left\langle\exp\left(is\phi(0)\right)\right\rangle_{\mu_{N}}|\leq\min\{1-\varepsilon_{1},\frac{C}{s^{2}}\}^{\log N}

Before proving these lemmas, we now explain how they imply Theorem 1.1.

Proof of Theorem 1.1 with no rate.

To prove Theorem 1.1, arguing as the classical local CLT and write

(2.6) ΨN(t):=exp(itϕ(0)/logN)μN\Psi_{N}(t):=\left\langle\exp\left(it\phi(0)/\sqrt{\log N}\right)\right\rangle_{\mu_{N}}

Then by inversion theorm,

|gN(x)12πe12𝐠x2|=|12π(ΨN(t)eitxe12𝐠t2eitx)𝑑t|12π|ΨN(t)e12𝐠t2|𝑑t|g_{N}(x)-\frac{1}{\sqrt{2\pi}}e^{-\frac{1}{2\mathbf{g}}x^{2}}|=\left|\int_{-\infty}^{\infty}\frac{1}{2\pi}\left(\Psi_{N}(t)e^{itx}-e^{-\frac{1}{2}\mathbf{g}t^{2}}e^{itx}\right)\,dt\right|\leq\frac{1}{2\pi}\int_{-\infty}^{\infty}\left|\Psi_{N}(t)-e^{-\frac{1}{2}\mathbf{g}t^{2}}\right|\,dt

We claim the right side above goes to zero by split the integral into three parts:

- For |t|a|t|\leq a, we apply (2.2) to conclude that ΨN(t)\Psi_{N}(t) goes to e12𝐠t2e^{-\frac{1}{2}\mathbf{g}t^{2}} uniformly for t[a,a]t\in[-a,a]. Thus

(2.7) aa|ΨN(t)e12𝐠t2|𝑑t0\int_{-a}^{a}\left|\Psi_{N}(t)-e^{-\frac{1}{2}\mathbf{g}t^{2}}\right|\,dt\to 0

as NN\to\infty.

- For a|t|εlogNa\leq|t|\leq\varepsilon\sqrt{\log N}, we apply (2.4), which yields

(2.8) ΨN(t)Cec1t2\Psi_{N}(t)\leq Ce^{-c_{1}t^{2}}

Thus

(2.9) a|t|εlogN|ΨN(t)e12𝐠t2|𝑑t2Caec1t2𝑑t0\int_{a\leq|t|\leq\varepsilon\sqrt{\log N}}\left|\Psi_{N}(t)-e^{-\frac{1}{2}\mathbf{g}t^{2}}\right|\,dt\leq 2C\int_{a}^{\infty}e^{-c_{1}t^{2}}\,dt\to 0

if we take aa\to\infty.

- For |t|εlogN|t|\geq\varepsilon\sqrt{\log N}, we use the bound (2.5) which implies (let s=t/logNs=t/\sqrt{\log N})

|t|>εlogN|ΨN(t)|𝑑t=logN|s|>ε|ΨN(s)|𝑑slogN(C>|s|>ε(1ε1)logN𝑑s+|s|>C(Cs2)logN𝑑s)\int_{|t|>\varepsilon\sqrt{\log N}}\left|\Psi_{N}(t)\right|\,dt=\sqrt{\log N}\int_{|s|>\varepsilon}\left|\Psi_{N}(s)\right|\,ds\\ \leq\sqrt{\log N}\left(\int_{C>|s|>\varepsilon}(1-\varepsilon_{1})^{\log N}\,ds+\int_{|s|>C}(\frac{C}{s^{2}})^{\log N}\,ds\right)

which goes to 0 as NN\to\infty. And we conclude Theorem 1.1. ∎

Quantitative proof of Theorem 1.1.

To quantify the rate of convergence for the local CLT, take aN=32𝐠loglogNa_{N}=\sqrt{\frac{3}{2\mathbf{g}}\log\log N} in the proof above.

- For |t|aN|t|\leq a_{N}, we apply Lemma 2.1 to obtain a rate of convergence that

(2.10) aNaN|ΨN(t)e12𝐠t2|𝑑taNaNCet22𝐠t2(logN)12𝑑tC(logN)12\int_{-a_{N}}^{a_{N}}\left|\Psi_{N}(t)-e^{-\frac{1}{2}\mathbf{g}t^{2}}\right|\,dt\leq\int_{-a_{N}}^{a_{N}}Ce^{-\frac{t^{2}}{2}\mathbf{g}}\frac{t^{2}}{(\log N)^{\frac{1}{2}}}\,dt\leq\frac{C}{(\log N)^{\frac{1}{2}}}

for NN sufficiently large.

- For aN|t|εlogNa_{N}\leq|t|\leq\varepsilon\sqrt{\log N}, we apply Lemma 2.3, which yields

(2.11) ΨN(t)2e13𝐠t2\Psi_{N}(t)\leq 2e^{-\frac{1}{3}\mathbf{g}t^{2}}

Thus

(2.12) aN|t|εlogN|ΨN(t)e12𝐠t2|𝑑t3aNe13𝐠t2𝑑tC(logN)12\int_{a_{N}\leq|t|\leq\varepsilon\sqrt{\log N}}\left|\Psi_{N}(t)-e^{-\frac{1}{2}\mathbf{g}t^{2}}\right|\,dt\leq 3\int_{a_{N}}^{\infty}e^{-\frac{1}{3}\mathbf{g}t^{2}}\,dt\leq\frac{C}{(\log N)^{\frac{1}{2}}}

for NN sufficiently large.

Combine with the estimates for |t|εlogN|t|\geq\varepsilon\sqrt{\log N} in the qualitative proof above, we conclude |gN(x)12πe12𝐠x2|=O((logN)12)|g_{N}(x)-\frac{1}{\sqrt{2\pi}}e^{-\frac{1}{2\mathbf{g}}x^{2}}|=O((\log N)^{-\frac{1}{2}}). ∎

Lemma 2.1 and 2.3 will be proved in Section 5.3, whereas Lemma 2.5 will be proved in Section 6.

3. Preliminaries and Notation

Given a set UQRU\subseteq Q_{R}, we let (U)\mathcal{E}(U) denote the set of directed edges on UU and UU^{\circ} the interior of UU. Define Ω0(U)\Omega_{0}(U) to be the set of functions ϕ:U\phi:U\to\mathbb{R} such that ϕ=0\phi=0 on U\partial U. Given e=(x,y)(U)e=(x,y)\in\mathcal{E}(U) and ϕU\phi\in\mathbb{R}^{U}, we define ϕ(e):=ϕ(y)ϕ(x)\nabla\phi(e):=\phi(y)-\phi(x). The formal adjoint \nabla^{*} of \nabla, which is the discrete version of the negative of the divergence operator, is defined for functions 𝐠:(U)\mathbf{g}:\mathcal{E}(U)\to\mathbb{R} by

(3.1) (𝐠)(x):=ex𝐠(e),xU.\left(\nabla^{*}\mathbf{g}\right)(x):=\sum_{e\ni x}\mathbf{g}(e),\quad x\in U^{\circ}.

The average of a function f:Uf:U\to\mathbb{R} on UU is denoted as (f)U:=1|U|xUf(x)(f)_{U}:=\frac{1}{|U|}\sum_{x\in U}f(x).

We define, for each xUx\in U, the basis element ωxΩ0(U)\omega_{x}\in\Omega_{0}(U) by

ωx(y):={1ifx=y,0ifxy,\omega_{x}(y):=\left\{\begin{aligned} &1&\mbox{if}\ x=y,\\ &0&\mbox{if}\ x\neq y,\end{aligned}\right.

and the differential operator x\partial_{x} by

(3.2) xu(ϕ):=limh01h(u(ϕ+hωx)u(ϕ)).\partial_{x}u(\phi):=\lim_{h\to 0}\frac{1}{h}\left(u(\phi+h\omega_{x})-u(\phi)\right).

Define Lp(μ)L^{p}(\mu) to be the set of measurable functions u:Ω0(U)u:\Omega_{0}(U)\to\mathbb{R} such that

uLp(μ):=(Ω|u(ϕ)|p𝑑μ(ϕ))1p<+.\left\|u\right\|_{L^{p}(\mu)}:=\left(\int_{\Omega}\left|u(\phi)\right|^{p}\,d\mu(\phi)\right)^{\frac{1}{p}}<+\infty.

We define H1(μ)H^{1}(\mu) to be

uH1(μ):=(uL2(μ)2+xUxuL2(μ)2)12.\left\|u\right\|_{H^{1}(\mu)}:=\left(\left\|u\right\|_{L^{2}(\mu)}^{2}+\sum_{x\in U^{\circ}}\left\|\partial_{x}u\right\|_{L^{2}(\mu)}^{2}\right)^{\frac{1}{2}}.

We let H1(μ)H^{-1}(\mu) denote the dual space of H1(μ)H^{1}(\mu), that is, the closure of C(Ω0(U))C^{\infty}(\Omega_{0}(U)) functions under the norm

wH1(μ):=sup{Ωu(ϕ)w(ϕ)𝑑μ(ϕ):uH1(μ),uH1(μ)1}.\left\|w\right\|_{H^{-1}(\mu)}:=\sup\left\{\int_{\Omega}u(\phi)w(\phi)\,d\mu(\phi)\,:\,u\in H^{1}(\mu),\ \left\|u\right\|_{H^{1}(\mu)}\leq 1\right\}.

We define the space L2(U,μ)=L2(U;L2(μ))L^{2}(U,\mu)=L^{2}(U;L^{2}(\mu)) to be the set of measurable functions u:U×Ω0(U)u:U\times\Omega_{0}(U)\to\mathbb{R} with respect to the norm

uL2(U,μ):=(xUu(x,)L2(μ)2)12.\left\|u\right\|_{L^{2}(U,\mu)}:=\left(\sum_{x\in U}\left\|u(x,\cdot)\right\|_{L^{2}(\mu)}^{2}\right)^{\frac{1}{2}}.

We also define H1(U,μ)H^{1}(U,\mu) by the norm

uH1(U,μ):=(xUu(x,)H1(μ)2+e(U)u(e,)L2(μ)2)12\left\|u\right\|_{H^{1}(U,\mu)}:=\left(\sum_{x\in U}\left\|u(x,\cdot)\right\|_{H^{1}(\mu)}^{2}+\sum_{e\in\mathcal{E}(U)}\left\|\nabla u(e,\cdot)\right\|_{L^{2}(\mu)}^{2}\right)^{\frac{1}{2}}

The subset H01(U,μ)H1(U,μ)H^{1}_{0}(U,\mu)\subseteq H^{1}(U,\mu) consists of those functions uH1(U,μ)u\in H^{1}(U,\mu) which satisfy u(x,ϕ)=0u(x,\phi)=0 for every U×Ω0(U)\partial U\times\Omega_{0}(U).

We define H1(U,μ)H^{-1}(U,\mu) to be the dual space of H01(U,μ)H^{1}_{0}(U,\mu). That is, H1(U,μ)H^{-1}(U,\mu) is the closure of smooth functions with respect to the norm

wH1(U,μ):=sup{xUΩ0(U)u(x,ϕ)w(x,ϕ)𝑑μ(ϕ):uH01(U,μ),uH1(U,μ)1}.\left\|w\right\|_{H^{-1}(U,\mu)}:=\sup\left\{\sum_{x\in U}\int_{\Omega_{0}(U)}u(x,\phi)w(x,\phi)\,d\mu(\phi)\,:\,u\in H^{1}_{0}(U,\mu),\ \left\|u\right\|_{H^{1}(U,\mu)}\leq 1\right\}.

It is sometimes convenient to work with the volume-normalized versions of the L2L^{2} and Sobolev norms, defined by

uL¯2(U,μ):=(1|U|xUu(x,)L2(μ)2)12,\left\|u\right\|_{\underline{L}^{2}(U,\mu)}:=\left(\frac{1}{|U|}\sum_{x\in U}\left\|u(x,\cdot)\right\|_{L^{2}(\mu)}^{2}\right)^{\frac{1}{2}},
uH¯1(U,μ):=(1|U|xUu(x,)H1(μ)2+1|U|e(U)u(e,)L2(μ)2)12,\left\|u\right\|_{\underline{H}^{1}(U,\mu)}:=\left(\frac{1}{|U|}\sum_{x\in U}\left\|u(x,\cdot)\right\|_{H^{1}(\mu)}^{2}+\frac{1}{|U|}\sum_{e\in\mathcal{E}(U)}\left\|\nabla u(e,\cdot)\right\|_{L^{2}(\mu)}^{2}\right)^{\frac{1}{2}},
wH¯1(U,μ):=sup{1|U|xUΩ0(U)u(x,ϕ)w(x,ϕ)𝑑μ(ϕ):uH01(U,μ),uH¯1(U,μ)1}.\left\|w\right\|_{\underline{H}^{-1}(U,\mu)}\\ :=\sup\left\{\frac{1}{|U|}\sum_{x\in U}\int_{\Omega_{0}(U)}u(x,\phi)w(x,\phi)\,d\mu(\phi)\,:\,u\in H^{1}_{0}(U,\mu),\ \left\|u\right\|_{\underline{H}^{1}(U,\mu)}\leq 1\right\}.

We notice that the formal adjoint of x\partial_{x} with respect to μN\mu_{N}, which we denote as x\partial_{x}^{*}, is given by

xw:=xw+yxV(ϕ(y)ϕ(x)ξ(yx))w(ϕ).\partial_{x}^{*}w:=-\partial_{x}w+\sum_{y\sim x}V^{\prime}(\phi(y)-\phi(x)-\xi\cdot(y-x))w(\phi).

This can be easily checked by the identity for all u,vH1(μN)u,v\in H^{1}(\mu_{N}) that

(xu)vμN=u(xv)μN.\left\langle(\partial_{x}u)v\right\rangle_{\mu_{N}}=\left\langle u(\partial^{*}_{x}v)\right\rangle_{\mu_{N}}.

We also have the commutator identity

(3.3) [x,y]=𝟙{xy}V′′(ϕ(y)ϕ(x)ξ(yx))+𝟙{x=y}exV′′(ϕ(e)ξ(e)).\left[\partial_{x},\partial_{y}^{*}\right]=-\mathds{1}_{\{x\sim y\}}V^{\prime\prime}\big{(}\phi(y)-\phi(x)-\xi\cdot(y-x)\big{)}+\mathds{1}_{\{x=y\}}\sum_{e\ni x}V^{\prime\prime}\left(\nabla\phi(e)-\nabla\ell_{\xi}(e)\right).

Define the Witten Laplacian μN\mathcal{L}_{\mu_{N}} as

μNF=xQNxxF,\mathcal{L}_{\mu_{N}}F=-\sum_{x\in Q_{N}^{\circ}}\partial_{x}^{*}\partial_{x}F,

For every cube QdQ\subseteq\mathbb{Z}^{d} and u,vH1(Q,μ)u,v\in H^{1}(Q,\mu), we define

(3.4) 𝖡μ,Q[u,v]:=1|Q|yQNxQ(yu(x,),yv(x,))μ+1|Q|e(Q)u(e,)V′′(e,)v(e,)μ\mathsf{B}_{\mu,Q}\left[u,v\right]:=\frac{1}{|Q|}\sum_{y\in Q_{N}^{\circ}}\sum_{x\in Q^{\circ}}\left(\partial_{y}u(x,\cdot),\partial_{y}v(x,\cdot)\right)_{\mu}+\frac{1}{|Q|}\sum_{e\in\mathcal{E}(Q)}\left\langle\nabla u(e,\cdot)V^{\prime\prime}(e,\cdot)\nabla v(e,\cdot)\right\rangle_{\mu}

and

𝖤μ,Q,𝐟[u]\displaystyle\mathsf{E}_{\mu,Q,\mathbf{f}}\left[u\right] :=12𝖡μ,Q[u,u]1|Q|e(Q)𝐟(e,ϕ)u(e,)μ.\displaystyle:=\frac{1}{2}\mathsf{B}_{\mu,Q}\left[u,u\right]-\frac{1}{|Q|}\sum_{e\in\mathcal{E}(Q)}\left\langle\mathbf{f}(e,\phi)\nabla u(e,\cdot)\right\rangle_{\mu}.

For DQRD\subseteq Q_{R}, and f:Df:\partial D\to\mathbb{R}, define the ϕ\nabla\phi measure on DD with Dirichlet boundary condition ff by

(3.5) dμDf=ZD1exp[xDi=12V(iϕ(x))]xD\Ddϕ(x)xDδ0(ϕ(x)f(x)).d\mu_{D}^{f}=Z_{D}^{-1}\exp\left[-\sum_{x\in D}\sum_{i=1}^{2}V\left(\nabla_{i}\phi\left(x\right)\right)\right]\prod_{x\in D\backslash\partial D}d\phi\left(x\right)\prod_{x\in\partial D}\delta_{0}\left(\phi\left(x\right)-f\left(x\right)\right).

Here ZDZ_{D} is the normalizing constant ensuring that μDf\mu_{D}^{f} is a probability measure. We denote expectation and variance with respect to μDf\mu_{D}^{f} by 𝔼D,f\mathbb{E}^{D,f} and varD,f\operatorname{var}_{D,f}, respectively.

We finally present the Brascamp-Lieb inequality [10, 22], which states that the variance of observables with respect to a log-concave measure is dominated by that of a Gaussian measure. We denote the Green function for the discrete Laplacian with zero Dirichlet boundary conditions in QLQ_{L} by GQL(x,y)G_{Q_{L}}(x,y).

Proposition 3.1 (Brascamp-Lieb inequality for μL\mu_{L}).

For every FH1(μL)F\in H^{1}(\mu_{L}),

(3.6) varμL[F]1λx,yQLGQL(x,y)(xF)(yF)μL.\operatorname{var}_{\mu_{L}}\left[F\right]\leq\frac{1}{\lambda}\sum_{x,y\in Q_{L}^{\circ}}G_{Q_{L}}(x,y)\left\langle\left(\partial_{x}F\right)\left(\partial_{y}F\right)\right\rangle_{\mu_{L}}.

For every fQLf\in\mathbb{R}^{Q_{L}}, we have

(3.7) logexp(tyQLϕ(y)f(y))μLt22λx,yQLGQL(x,y)f(x)f(y)\log\left\langle\exp(t\sum_{y\in Q_{L}}\phi(y)f(y))\right\rangle_{\mu_{L}}\leq\frac{t^{2}}{2\lambda}\sum_{x,y\in Q_{L}^{\circ}}G_{Q_{L}}(x,y)f(x)f(y)

We sometimes denote by μG,Df\mu_{G,D}^{f} the finite volume Gaussian measure in DD (i.e., the special case of (3.5) with V(x)=12x2V(x)=\frac{1}{2}x^{2}). We denote the corresponding expectation and variance by 𝔼G,D,f\mathbb{E}^{G,D,f} and varG,D,f\operatorname{var}_{G,D,f} respectively. When f=0f=0 we will omit its appearence on the supercripts.

4. Quantitative convergence of the variance

A main ingredient for the refined estimate of ΨN\Psi_{N}, defined in (2.6) is the following convergence of the variance of the linear statisitcs of ϕ\nabla\phi, with an algebraic rate.

Theorem 4.1 (Quantitative convergence of variance).

Fix R[1,)R\in[1,\infty). Let ϕ\phi be sampled from the finite volume Gibbs measure μR\mu_{R} with zero boundary condition (1.1). Let fR:QRf_{R}:Q_{R}\to\mathbb{R} and fL2([0,1]2)f\in L^{2}([0,1]^{2}) be such that there exists α>0\alpha>0, so that fR(R)f()L([0,1]2)Rα\|\nabla^{*}\cdot f_{R}(\frac{\cdot}{R})-f(\cdot)\|_{L^{\infty}([0,1]^{2})}\leq R^{-\alpha}. Define the random variable

ΦR(f):=Rd/2e(QR)ϕ(e)fR(e).\Phi_{R}\left(f\right):=R^{-d/2}\sum_{e\in\mathcal{E}(Q_{R})}\nabla\phi(e)\cdot f_{R}\left(e\right).

Then there exists 𝐠=𝐠V,f>0\mathbf{g}=\mathbf{g}_{V,f}>0, β=β(d,α,λ,Λ)(0,12]\beta=\beta(d,\alpha,\lambda,\Lambda)\in\left(0,\tfrac{1}{2}\right] and C0(d,λ,Λ)<C_{0}(d,\lambda,\Lambda)<\infty such that, for every R[1,)R\in[1,\infty),

|varμR[ΦR(f)]𝐠|C0RβfRL.\left|\operatorname{var}_{\mu_{R}}[\Phi_{R}\left(f\right)]-\mathbf{g}\right|\leq C_{0}R^{-\beta}\|\nabla^{*}\cdot f_{R}\|_{L^{\infty}}.
Remark 4.2.

The central limit theorem for the ϕ\nabla\phi model, i.e., the convergence of ΦR\Phi_{R} in distribution to a normal random variable, was established in [22, 16, 20], without quantifying the rate of convergence.

Remark 4.3.

It will be clear from Theorem 4.4 below that 𝗀\mathsf{g} can be explicity written as

𝗀=[0,1]2×[0,1]2f(x)(𝐚¯)1(x,y)f(y)𝑑x𝑑y,\mathsf{g}=\int_{[0,1]^{2}\times[0,1]^{2}}f(x)(\nabla^{*}\cdot{\overline{\mathbf{a}}}\nabla)^{-1}(x,y)f(y)\,dxdy,

for some positive definite matrix 𝐚¯=𝐚¯(V){\overline{\mathbf{a}}}={\overline{\mathbf{a}}}(V).

Theorem 4.1 follows from homogenization of an elliptic PDE based on the convergence results of [5], as we explain below. The starting observation is the variational characterization of the variance, known as the Helffer-Sjöstrand representation (see [22, 5]), which gives

(4.1) varμR[Rd/2e(QR)ϕ(e)fR(e)]=2infwH01(QR,μR)𝖤μR,QR,fR[w],\operatorname{var}_{\mu_{R}}[R^{-d/2}\sum_{e\in\mathcal{E}(Q_{R})}\nabla\phi(e)\cdot f_{R}\left(e\right)]=-2\inf_{w\in H^{1}_{0}(Q_{R},\mu_{R})}\mathsf{E}_{\mu_{R},Q_{R},f_{R}}\left[w\right],

where we let 𝖤μ,U,f[]\mathsf{E}_{\mu,U,f}\left[\cdot\right] denote the energy functional

𝖤μ,U,f[w]\displaystyle\mathsf{E}_{\mu,U,f}\left[w\right] :=12yQxU(yw(x,))2μ+12e(U)V′′(e)(w(e,))2μ\displaystyle:=\frac{1}{2}\sum_{y\in Q}\sum_{x\in U^{\circ}}\left\langle(\partial_{y}w(x,\cdot))^{2}\right\rangle_{\mu}+\frac{1}{2}\sum_{e\in\mathcal{E}(U)}\left\langle V^{\prime\prime}(e)(\nabla w(e,\cdot))^{2}\right\rangle_{\mu}
xUf(x,)w(x,)μ.\displaystyle\qquad-\sum_{x\in U^{\circ}}\left\langle f(x,\cdot)w(x,\cdot)\right\rangle_{\mu}.

The minimizer of (4.1) can be written as Rd2uRR^{-\frac{d}{2}}u_{R}, where uRu_{R} solves the Helffer-Sjöstrand PDE

(4.2) {μuR+V′′uR=fRinQR×Ω0(QR)uR=0onQR×Ω0(QR),\left\{\begin{aligned} &-\mathcal{L}_{\mu}u_{R}+\nabla^{*}\cdot V^{\prime\prime}\nabla u_{R}=\nabla^{*}\cdot f_{R}\quad&\mbox{in}&\ Q_{R}\times\Omega_{0}(Q_{R})\\ &u_{R}=0&\mbox{on}&\ \partial Q_{R}\times\Omega_{0}(Q_{R}),\end{aligned}\right.

and by testing (4.2) with uRu_{R} and integration by parts, we may rewrite the energy functional 𝖤μR,QR,fR[uR]\mathsf{E}_{\mu_{R},Q_{R},f_{R}}\left[u_{R}\right], and thus (4.1) as [22, 5]

varμR[Rd/2xQRϕ(x)fR(x)]=xQRRdfR(x)uR(x)μR\operatorname{var}_{\mu_{R}}[R^{-d/2}\sum_{x\in Q_{R}}\nabla\phi(x)\cdot f_{R}\left(x\right)]=\sum_{x\in Q_{R}}R^{-d}\left\langle f_{R}\left(x\right)\nabla u_{R}(x)\right\rangle_{\mu_{R}}

Therefore Theorem 4.1 follows from the quantitative homogenization of the Hellfer-Sjöstrand equation (4.2), presented below.

Theorem 4.4.

Suppose that fR,ff_{R},f satisfy the conditions in Theorem 4.1, and let 𝐚\mathbf{a} be the diagonal matrix with 𝐚(e,e)=𝖵′′(ϕ(e))\mathbf{a}(e,e)=\mathsf{V}^{\prime\prime}(\nabla\phi(e)), where ϕ\nabla\phi is sampled from the Gibbs measure μR\mu_{R} (1.1). Let uR,uu_{R},u denote respectively the solution to the equations:

(4.3) {μuR+𝐚uR=fRinQR×Ω0(QR)uR=0onQR×Ω0(QR),\left\{\begin{aligned} &-\mathcal{L}_{\mu}u_{R}+\nabla^{*}\cdot\mathbf{a}\nabla u_{R}=\nabla^{*}\cdot f_{R}\quad&\mbox{in}&\ Q_{R}\times\Omega_{0}(Q_{R})\\ &u_{R}=0&\mbox{on}&\ \partial Q_{R}\times\Omega_{0}(Q_{R}),\end{aligned}\right.

and

(4.4) {𝐚¯u=fin[0,1]2u=0on([0,1]2).\left\{\begin{aligned} &-\nabla\cdot{\overline{\mathbf{a}}}\nabla u=f\quad&\mbox{in}&\ [0,1]^{2}\\ &u=0&\mbox{on}&\ \partial([0,1]^{2}).\end{aligned}\right.

Then there exists β=β(d,λ,Λ)>0\beta=\beta(d,\lambda,\Lambda)>0, such that

(4.5) uR(R)u()L2(1RQR,μR)+uR(R)u()H1(1RQR,μR)CRαfRL.\left\|u_{R}(R\cdot)-u(\cdot)\right\|_{L^{2}(\frac{1}{R}Q_{R},\mu_{R})}+\left\|\nabla u_{R}(R\cdot)-\nabla u(\cdot)\right\|_{H^{-1}(\frac{1}{R}Q_{R},\mu_{R})}\leq CR^{-\alpha}\|\nabla^{*}\cdot f_{R}\|_{L^{\infty}}.

Applying Theorem 4.4 and rescale the domain by RR, we have

|varμR[Rd/2xQRϕ(x)fR(x)]xQRRdfR(x)u(xR)|fRLuRu(R)L¯2(QR,μR)CRβfRL\left|\operatorname{var}_{\mu_{R}}[R^{-d/2}\sum_{x\in Q_{R}}\nabla\phi(x)\cdot f_{R}\left(x\right)]-\sum_{x\in Q_{R}}R^{-d}f_{R}\left(x\right)\nabla u\left(\frac{x}{R}\right)\right|\\ \leq\|\nabla^{*}\cdot f_{R}\|_{L^{\infty}}\|u_{R}-u\left(\frac{\cdot}{R}\right)\|_{\underline{L}^{2}(Q_{R},\mu_{R})}\leq CR^{-\beta}\|\nabla^{*}\cdot f_{R}\|_{L^{\infty}}

Moreover, the limit

𝐠:=limRxQRRdfR(x)u(xR)=[0,1]2f(x)u(x)𝑑x=[0,1]2×[0,1]2f(x)(𝐚¯)1(x,y)f(y)𝑑x𝑑y\mathbf{g}:=\lim_{R\to\infty}\sum_{x\in Q_{R}}R^{-d}f_{R}\left(x\right)\nabla u\left(\frac{x}{R}\right)=\int_{[0,1]^{2}}f(x)u(x)\,dx=\int_{[0,1]^{2}\times[0,1]^{2}}f(x)(\nabla^{*}\cdot{\overline{\mathbf{a}}}\nabla)^{-1}(x,y)f(y)\,dxdy

exists, by the convergence of Riemann sum to integral, with a rate of convergence O(Rα)O(R^{-\alpha}). Combining these estimates we conclude Theorem 4.1.

4.1. Finite-volume energy quantities

In this section we recall the energy quantities and their quantitative convergence results established in [5]. As can be seen from the variational characterization, the convergence of the energy quantities will play an essential role in the proof of Theorem 4.1. Define the subadditive energy quantity

νR(QR,f,p):=infwH01(QR,μR,p)𝖤μR,p,QR,f[w],\nu_{R}(Q_{R},f,p):=\inf_{w\in H^{1}_{0}(Q_{R},\mu_{R,p})}\mathsf{E}_{\mu_{R,p},Q_{R},f}\left[w\right],

where μR,p\mu_{R,p} denotes the finite volume Gibbs measure in QRQ_{R} with an affine boundary condition p(x)=px\ell_{p}(x)=p\cdot x. In what follows we consider f=0f=0 and simply write it as νR(QR,p)\nu_{R}(Q_{R},p). As was explained in (4.1), the minimizer of νR(QR,p)\nu_{R}(Q_{R},p), which we denote as v(,QR,p)v(\cdot,Q_{R},p), solves the Helffer-Sjöstrand equation with an affine boundary condition:

(4.6) {(μ+𝐚)v(,QR,p)=0inQR×Ω0(QR),v(,QR,p)p=0onQR×Ω0(QR),\left\{\begin{aligned} &\left(-\mathcal{L}_{\mu}+\nabla^{*}\mathbf{a}\nabla\right)v(\cdot,Q_{R},p)=0&\mbox{in}&\ Q^{\circ}_{R}\times\Omega_{0}(Q_{R}),\\ &v(\cdot,Q_{R},p)-\ell_{p}=0&\mbox{on}&\ \partial Q_{R}\times\Omega_{0}(Q_{R}),\end{aligned}\right.

We recall the fact that νR\nu_{R} are actually quadratic polynomials for all R1R\geq 1, and one may compute the first and second variations of their defining optimization problems. The following lemma is  [5, Lemma 5.2].

Lemma 4.5 (Basic properties of νR\nu_{R} ).

Fix a cube QQRQ\subseteq Q_{R}. The quantities νR(Q,p)\nu_{R}(Q,p) and its optimizing functions v(,Q,p)v(\cdot,Q,p) satisfies

  • Quadratic representation. There exist symmetric matrices 𝐚¯(Q)d×d{\overline{\mathbf{a}}}(Q)\in\mathbb{R}^{d\times d}, such that

    (4.7) νR(Q,p)=12p𝐚¯(Q)p+νR(Q,0)pd.\nu_{R}(Q,p)=\frac{1}{2}p\cdot{\overline{\mathbf{a}}}(Q)p+\nu_{R}(Q,0)\quad\forall p\in{\mathbb{R}^{d}}.

    where the matrix 𝐚¯(Q){\overline{\mathbf{a}}}(Q) can be characterized such that for all p,pdp,p^{\prime}\in{\mathbb{R}^{d}},

    (4.8) p𝐚¯(Q)p=𝖡μR,p,Q[p,v(,Q,p)].p^{\prime}\cdot{\overline{\mathbf{a}}}(Q)p=\mathsf{B}_{\mu_{R,p},Q}\left[\ell_{p^{\prime}},v(\cdot,Q,p)\right].
  • First variation. The optimizing functions are characterized as follows: v(,Q,p)v(\cdot,Q,p) is the unique element of p+H01(Q,μR,p)\ell_{p}+H^{1}_{0}(Q,\mu_{R,p}) satisfying

    (4.9) 𝖡μR,p,Q[v(,Q,p),w]=0,wH01(Q,μR,p);\displaystyle\mathsf{B}_{\mu_{R,p},Q}\left[v(\cdot,Q,p),w\right]=0,\quad\forall w\in H^{1}_{0}(Q,\mu_{R,p});
  • Second variation. For every wp+H01(Q,μR,p)w\in\ell_{p}+H_{0}^{1}\left(Q,\mu_{R,p}\right),

    (4.10) 𝖤μR,p,Q[w]|Q|νR(Q,p)=12𝖡μR,p,Q[v(,Q,p)w,v(,Q,p)w]\mathsf{E}_{\mu_{R,p},Q}\left[w\right]-|Q|\nu_{R}(Q,p)=\frac{1}{2}\mathsf{B}_{\mu_{R,p},Q}\left[v(\cdot,Q,p)-w,v(\cdot,Q,p)-w\right]

As RR\to\infty, the subadditive quantity νR\nu_{R} is proved to converge with an algebraic rate of convergence. Define, for some positive definite matrix 𝐚¯=𝐚¯(V){\overline{\mathbf{a}}}={\overline{\mathbf{a}}}(V) and c¯{\overline{c}},

(4.11) ν¯(p)=12p𝐚¯pc¯.\overline{\nu}(p)=\frac{1}{2}p\cdot{\overline{\mathbf{a}}}p-{\overline{c}}.

We have

Proposition 4.6 (Proposition 6.9 of [5]).

There exist β(d,λ,Λ)(0,12]\beta(d,\lambda,\Lambda)\in\left(0,\frac{1}{2}\right] and C(d,λ,Λ)<C(d,\lambda,\Lambda)<\infty such that, for every LL\in\mathbb{N} with LRL\leq R, we have

(4.12) |νR(QL,p)ν¯(p)|CLβ.\left|\nu_{R}(Q_{L},p)-\overline{\nu}(p)\right|\leq CL^{-\beta}.

Combine with the quadratic representation (4.11), this implies

Corollary 4.7.

There exist β(d,λ,Λ)(0,12]\beta(d,\lambda,\Lambda)\in\left(0,\tfrac{1}{2}\right] and C(d,λ,Λ)<C(d,\lambda,\Lambda)<\infty such that, for every RR\in\mathbb{N},

(4.13) |𝐚¯(QR)𝐚¯|CRβ\left|{\overline{\mathbf{a}}}(Q_{R})-{\overline{\mathbf{a}}}\right|\leq CR^{-\beta}

4.2. Estimates on finite-volume correctors

A direct consequence of Proposition 4.6 and the quadratic response (4.10) implies the quantitative convergence of the solution to the Dirichlet problem (4.6) to the affine function.

Lemma 4.8.

There exist β(d,λ,Λ)(0,12]\beta(d,\lambda,\Lambda)\in\left(0,\tfrac{1}{2}\right] and C(d,λ,Λ)<C(d,\lambda,\Lambda)<\infty such that, for every RR\in\mathbb{N},

(4.14) 1Rv(,QR,p)pL¯2(QR,μR)CRβ.\frac{1}{R}\left\|v(\cdot,Q_{R},p)-\ell_{p}\right\|_{\underline{L}^{2}(Q_{R},\mu_{R})}\leq CR^{-\beta}.

An application of the multiscale Poincaré inequality (Proposition A.1) implies the quantitative convergence of the fluxes along the geometric scales R=3nR=3^{n}. We define for every mm\in\mathbb{N},

(4.15) \scaleobj1.2m:=[3m,3m]dd.{\scaleobj{1.2}{\square}}_{m}:=\left[-3^{m},3^{m}\right]^{d}\cap\mathbb{Z}^{d}.

We also define, for mnm\leq n, 𝒵m:=3md\scaleobj1.2n\mathcal{Z}_{m}:=3^{m}\mathbb{Z}^{d}\cap{\scaleobj{1.2}{\square}}_{n}, so that {y+\scaleobj1.2m:y𝒵m}\{y+{\scaleobj{1.2}{\square}}_{m}:y\in\mathcal{Z}_{m}\} is a partition of \scaleobj1.2n{\scaleobj{1.2}{\square}}_{n}. The next lemma shows the spatial average of the flux is concentrated around its mean.

Lemma 4.9.

There exist β(d,λ,Λ)(0,12]\beta(d,\lambda,\Lambda)\in\left(0,\tfrac{1}{2}\right] and C(d,λ,Λ)<C(d,\lambda,\Lambda)<\infty such that, for every mm\in\mathbb{N},

(4.16) varμ\scaleobj1.2m[(𝐚v(,\scaleobj1.2m,p))\scaleobj1.2m]C3mβ.\operatorname{var}_{\mu_{{\scaleobj{1.2}{\square}}_{m}}}\left[\left(\mathbf{a}\nabla v(\cdot,{\scaleobj{1.2}{\square}}_{m},p)\right)_{{\scaleobj{1.2}{\square}}_{m}}\right]\leq C3^{-m\beta}.
Proof.

We define a localized solution vlocv_{loc}, such that if x\scaleobj1.2mx\in{\scaleobj{1.2}{\square}}_{m} is contained in z+\scaleobj1.2m/3z+{\scaleobj{1.2}{\square}}_{m/3} for some z𝒵m/3z\in\mathcal{Z}_{m/3}, set vloc(x)=v(x,z+\scaleobj1.2m/3,p)v_{loc}(x)=v(x,z+{\scaleobj{1.2}{\square}}_{m/3},p). We notice that

varμ\scaleobj1.2m[(𝐚v(,\scaleobj1.2m,p))\scaleobj1.2m]varμ\scaleobj1.2m[(𝐚vloc)\scaleobj1.2m]+C3mβ/3.\operatorname{var}_{\mu_{{\scaleobj{1.2}{\square}}_{m}}}\left[\left(\mathbf{a}\nabla v(\cdot,{\scaleobj{1.2}{\square}}_{m},p)\right)_{{\scaleobj{1.2}{\square}}_{m}}\right]\leq\operatorname{var}_{\mu_{{\scaleobj{1.2}{\square}}_{m}}}\left[\left(\mathbf{a}\nabla v_{loc}\right)_{{\scaleobj{1.2}{\square}}_{m}}\right]+C3^{-m\beta/3}.

Indeed, it follows from the second variation and triangle inequality that

|varμ\scaleobj1.2m[(𝐚v(,\scaleobj1.2m,p))\scaleobj1.2m]varμ\scaleobj1.2m[(𝐚vloc)\scaleobj1.2m]|2𝐚v(,\scaleobj1.2m,p)𝐚vlocL¯2(\scaleobj1.2m,μ\scaleobj1.2m)C(ν3m(\scaleobj1.2m/3,p)ν3m(\scaleobj1.2m,p)),\left|\operatorname{var}_{\mu_{{\scaleobj{1.2}{\square}}_{m}}}\left[\left(\mathbf{a}\nabla v(\cdot,{\scaleobj{1.2}{\square}}_{m},p)\right)_{{\scaleobj{1.2}{\square}}_{m}}\right]-\operatorname{var}_{\mu_{{\scaleobj{1.2}{\square}}_{m}}}\left[\left(\mathbf{a}\nabla v_{loc}\right)_{{\scaleobj{1.2}{\square}}_{m}}\right]\right|\\ \leq 2\left\|\mathbf{a}\nabla v(\cdot,{\scaleobj{1.2}{\square}}_{m},p)-\mathbf{a}\nabla v_{loc}\right\|_{\underline{L}^{2}({\scaleobj{1.2}{\square}}_{m},\mu_{{\scaleobj{1.2}{\square}}_{m}})}\leq C(\nu_{3^{m}}({\scaleobj{1.2}{\square}}_{m/3},p)-\nu_{3^{m}}({\scaleobj{1.2}{\square}}_{m},p)),

and this is bounded by 3mβ/33^{-m\beta/3} by the quantitative convergence of energy (Proposition 4.6).

Therefore it suffices to estimate varμ\scaleobj1.2m[(𝐚vloc)\scaleobj1.2m]\operatorname{var}_{\mu_{{\scaleobj{1.2}{\square}}_{m}}}\left[\left(\mathbf{a}\nabla v_{loc}\right)_{{\scaleobj{1.2}{\square}}_{m}}\right], which we do by using the spectral gap (namely, the Brascamp-Lieb inequality) and that vlocv_{loc} is a localized solution, to derive a correlation decay for 𝐚vloc\mathbf{a}\nabla v_{loc}. For simplicity, denote by 𝐚vloc¯:=(𝐚vloc)\scaleobj1.2m\overline{\mathbf{a}\nabla v_{loc}}:=\left(\mathbf{a}\nabla v_{loc}\right)_{{\scaleobj{1.2}{\square}}_{m}}. Applying the Brascamp-Lieb inequality (Proposition 3.1) then yields

(4.17) varμ\scaleobj1.2m[(𝐚vloc)\scaleobj1.2m]1λx,y\scaleobj1.2mG\scaleobj1.2m(x,y)(x𝐚vloc¯)(y𝐚vloc¯)μ\scaleobj1.2m\operatorname{var}_{\mu_{{\scaleobj{1.2}{\square}}_{m}}}\left[\left(\mathbf{a}\nabla v_{loc}\right)_{{\scaleobj{1.2}{\square}}_{m}}\right]\leq\frac{1}{\lambda}\sum_{x,y\in{\scaleobj{1.2}{\square}}_{m}^{\circ}}G_{{\scaleobj{1.2}{\square}}_{m}}(x,y)\left\langle\left(\partial_{x}\overline{\mathbf{a}\nabla v_{loc}}\right)\left(\partial_{y}\overline{\mathbf{a}\nabla v_{loc}}\right)\right\rangle_{\mu_{{\scaleobj{1.2}{\square}}_{m}}}

Notice that by definition (3.2)

x𝐚vloc¯=limh0ex𝐚e(ϕ+hωx)𝐚e(ϕ)h𝐚vloc¯(ϕ+hωx)𝐚vloc¯(ϕ)ex𝐚e(ϕ+hωx)𝐚e(ϕ)\partial_{x}\overline{\mathbf{a}\nabla v_{loc}}=\lim_{h\to 0}\frac{\sum_{e\ni x}\mathbf{a}_{e}(\phi+h\omega_{x})-\mathbf{a}_{e}(\phi)}{h}\frac{\overline{\mathbf{a}\nabla v_{loc}}(\phi+h\omega_{x})-\overline{\mathbf{a}\nabla v_{loc}}(\phi)}{\sum_{e\ni x}\mathbf{a}_{e}(\phi+h\omega_{x})-\mathbf{a}_{e}(\phi)}

It follows from the regularity assuption that 𝐚e=V′′\mathbf{a}_{e}=V^{\prime\prime} is uniformly Lipshitz, and since 𝐚e\mathbf{a}_{e} is a function of ϕ\nabla\phi, we may write ex𝐚e(ϕ+hωx)𝐚e(ϕ)h=𝖻h\frac{\sum_{e\ni x}\mathbf{a}_{e}(\phi+h\omega_{x})-\mathbf{a}_{e}(\phi)}{h}=\nabla^{*}\cdot\mathsf{b}^{h}, where 𝖻h\mathsf{b}^{h} is bounded by a constant independent of hh. We claim that there exists C(d,λ,Λ)<C(d,\lambda,\Lambda)<\infty, such that

(4.18) 𝐚vloc¯(ϕ+hωx)𝐚vloc¯(ϕ)ex𝐚e(ϕ+hωx)𝐚e(ϕ)L2(μ\scaleobj1.2m)C34m/3.\left\|\frac{\overline{\mathbf{a}\nabla v_{loc}}(\phi+h\omega_{x})-\overline{\mathbf{a}\nabla v_{loc}}(\phi)}{\sum_{e\ni x}\mathbf{a}_{e}(\phi+h\omega_{x})-\mathbf{a}_{e}(\phi)}\right\|_{L^{2}(\mu_{{\scaleobj{1.2}{\square}}_{m}})}\leq C3^{-4m/3}.

This implies, by (4.17), and the estimate that |xyG\scaleobj1.2m(x,y)|Cmax{1,|xy|2}|\nabla_{x}\nabla_{y}\cdot G_{{\scaleobj{1.2}{\square}}_{m}}(x,y)|\leq\frac{C}{\max\{1,|x-y|^{2}\}}, that

varμ\scaleobj1.2m[(𝐚vloc)\scaleobj1.2m]1λx,y\scaleobj1.2m|𝖻(x)xG\scaleobj1.2m(x,y)y𝖻(y)|x𝐚vloc¯L2(μ\scaleobj1.2m)y𝐚vloc¯L2(μ\scaleobj1.2m)C38m/3x,y\scaleobj1.2m|𝖻(x)xG\scaleobj1.2m(x,y)y𝖻(y)|C38m/3x,y\scaleobj1.2mCmax{1,|xy|2}Cm32m/3\operatorname{var}_{\mu_{{\scaleobj{1.2}{\square}}_{m}}}\left[\left(\mathbf{a}\nabla v_{loc}\right)_{{\scaleobj{1.2}{\square}}_{m}}\right]\\ \leq\frac{1}{\lambda}\sum_{x,y\in{\scaleobj{1.2}{\square}}_{m}^{\circ}}\left|\mathsf{b}(x)\nabla_{x}^{\cdot}G_{{\scaleobj{1.2}{\square}}_{m}}(x,y)\nabla_{y}^{*}\cdot\mathsf{b}(y)\right|\left\|\partial_{x}\overline{\mathbf{a}\nabla v_{loc}}\right\|_{L^{2}(\mu_{{\scaleobj{1.2}{\square}}_{m}})}\left\|\partial_{y}\overline{\mathbf{a}\nabla v_{loc}}\right\|_{L^{2}(\mu_{{\scaleobj{1.2}{\square}}_{m}})}\\ \leq C3^{-8m/3}\sum_{x,y\in{\scaleobj{1.2}{\square}}_{m}^{\circ}}\left|\mathsf{b}(x)\nabla_{x}^{*}\cdot G_{{\scaleobj{1.2}{\square}}_{m}}(x,y)\nabla_{y}\mathsf{b}(y)\right|\\ \leq C3^{-8m/3}\sum_{x,y\in{\scaleobj{1.2}{\square}}_{m}^{\circ}}\frac{C}{\max\{1,|x-y|^{2}\}}\leq Cm3^{-2m/3}

Thus we conclude the lemma. To prove (4.18), notice that

𝐚vloc¯(ϕ+hωx)𝐚vloc¯(ϕ)ex𝐚e(ϕ+hωx)𝐚e(ϕ)L2(μ\scaleobj1.2m)2(𝐚(ϕ+hωx)(vloc(ϕ+hωx)vloc(ϕ)))\scaleobj1.2mex𝐚e(ϕ+hωx)𝐚e(ϕ)L2(μ\scaleobj1.2m)+2((𝐚(ϕ+hωx)𝐚(ϕ))vloc(ϕ)))\scaleobj1.2mex𝐚e(ϕ+hωx)𝐚e(ϕ)L2(μ\scaleobj1.2m)\left\|\frac{\overline{\mathbf{a}\nabla v_{loc}}(\phi+h\omega_{x})-\overline{\mathbf{a}\nabla v_{loc}}(\phi)}{\sum_{e\ni x}\mathbf{a}_{e}(\phi+h\omega_{x})-\mathbf{a}_{e}(\phi)}\right\|_{L^{2}(\mu_{{\scaleobj{1.2}{\square}}_{m}})}\leq 2\left\|\frac{(\mathbf{a}(\phi+h\omega_{x})(\nabla v_{loc}(\phi+h\omega_{x})-\nabla v_{loc}(\phi)))_{{\scaleobj{1.2}{\square}}_{m}}}{\sum_{e\ni x}\mathbf{a}_{e}(\phi+h\omega_{x})-\mathbf{a}_{e}(\phi)}\right\|_{L^{2}(\mu_{{\scaleobj{1.2}{\square}}_{m}})}\\ +2\left\|\frac{((\mathbf{a}(\phi+h\omega_{x})-\mathbf{a}(\phi))\nabla v_{loc}(\phi)))_{{\scaleobj{1.2}{\square}}_{m}}}{\sum_{e\ni x}\mathbf{a}_{e}(\phi+h\omega_{x})-\mathbf{a}_{e}(\phi)}\right\|_{L^{2}(\mu_{{\scaleobj{1.2}{\square}}_{m}})}

And since

(4.19) ((𝐚(ϕ+hωx)𝐚(ϕ))vloc(ϕ)))\scaleobj1.2m=32mex(𝐚e(ϕ+hωx)𝐚e(ϕ))vloc(e)((\mathbf{a}(\phi+h\omega_{x})-\mathbf{a}(\phi))\nabla v_{loc}(\phi)))_{{\scaleobj{1.2}{\square}}_{m}}=3^{-2m}\sum_{e\ni x}(\mathbf{a}_{e}(\phi+h\omega_{x})-\mathbf{a}_{e}(\phi))\nabla v_{loc}(e)

Therefore

((𝐚(ϕ+hωx)𝐚(ϕ))vloc(ϕ)))\scaleobj1.2mex𝐚e(ϕ+hωx)𝐚e(ϕ)L2(μ\scaleobj1.2m)C32mexvloc(e)L2(μ\scaleobj1.2m)\left\|\frac{((\mathbf{a}(\phi+h\omega_{x})-\mathbf{a}(\phi))\nabla v_{loc}(\phi)))_{{\scaleobj{1.2}{\square}}_{m}}}{\sum_{e\ni x}\mathbf{a}_{e}(\phi+h\omega_{x})-\mathbf{a}_{e}(\phi)}\right\|_{L^{2}(\mu_{{\scaleobj{1.2}{\square}}_{m}})}\leq C3^{-2m}\sum_{e\ni x}\|\nabla v_{loc}(e)\|_{L^{2}(\mu_{{\scaleobj{1.2}{\square}}_{m}})}

where the right side is bounded by

C32me(\scaleobj1.2m/3)vloc(e)L2(μ\scaleobj1.2m)C32m32m/3ν3m(\scaleobj1.2m/3,p)C34m/3C3^{-2m}\sum_{e\in\mathcal{E}({\scaleobj{1.2}{\square}}_{m/3})}\|\nabla v_{loc}(e)\|_{L^{2}(\mu_{{\scaleobj{1.2}{\square}}_{m}})}\leq C3^{-2m}3^{2m/3}\nu_{3^{m}}({\scaleobj{1.2}{\square}}_{m/3},p)\leq C3^{-4m/3}

To estimate the other term, we claim that for the unique z𝒵m/3z\in\mathcal{Z}_{m/3} such that xz+\scaleobj1.2m/3x\in z+{\scaleobj{1.2}{\square}}_{m/3},

(4.20) vloc(ϕ+hωx)vlocex𝐚e(ϕ+hωx)𝐚e(ϕ)L2(z+\scaleobj1.2m/3,μ\scaleobj1.2m)C32m/3\left\|\frac{\nabla v_{loc}(\phi+h\omega_{x})-\nabla v_{loc}}{\sum_{e\ni x}\mathbf{a}_{e}(\phi+h\omega_{x})-\mathbf{a}_{e}(\phi)}\right\|_{L^{2}(z+{\scaleobj{1.2}{\square}}_{m/3},\mu_{{\scaleobj{1.2}{\square}}_{m}})}\leq C3^{2m/3}

Indeed, since v~loc:=vloc(ϕ+hωx)\widetilde{v}_{loc}:=v_{loc}(\phi+h\omega_{x}) is a solution to the Dirichlet problem:

(4.21) {(μ+𝐚(ϕ+hωx))v~loc=0inz+\scaleobj1.2m/3×Ω0(z+\scaleobj1.2m/3),v~locp=0onz+\scaleobj1.2m/3×Ω0(z+\scaleobj1.2m/3),\left\{\begin{aligned} &\left(-\mathcal{L}_{\mu}+\nabla^{*}\mathbf{a}(\phi+h\omega_{x})\nabla\right)\widetilde{v}_{loc}=0&\mbox{in}&\ z+{\scaleobj{1.2}{\square}}_{m/3}\times\Omega_{0}(z+{\scaleobj{1.2}{\square}}_{m/3}),\\ &\widetilde{v}_{loc}-\ell_{p}=0&\mbox{on}&\ \partial z+{\scaleobj{1.2}{\square}}_{m/3}\times\Omega_{0}(z+{\scaleobj{1.2}{\square}}_{m/3}),\end{aligned}\right.

Testing the equation of v~loc\widetilde{v}_{loc} and vlocv_{loc} and subtract them, we obtain

e(z+\scaleobj1.2m/3)𝐚e(ϕ)vloc(e)(vloc(e)v~loc(e))μ\scaleobj1.2me(z+\scaleobj1.2m/3)𝐚e(ϕ+hωx)v~loc(e)(vloc(e)v~loc(e))μ\scaleobj1.2m\left\langle\sum_{e\in\mathcal{E}(z+{\scaleobj{1.2}{\square}}_{m/3})}\mathbf{a}_{e}(\phi)\nabla v_{loc}(e)\nabla(v_{loc}(e)-\widetilde{v}_{loc}(e))\right\rangle_{\mu_{{\scaleobj{1.2}{\square}}_{m}}}\\ \leq\left\langle\sum_{e\in\mathcal{E}(z+{\scaleobj{1.2}{\square}}_{m/3})}\mathbf{a}_{e}(\phi+h\omega_{x})\nabla\widetilde{v}_{loc}(e)\nabla(v_{loc}(e)-\widetilde{v}_{loc}(e))\right\rangle_{\mu_{{\scaleobj{1.2}{\square}}_{m}}}

Therefore

v~locvlocL2(z+\scaleobj1.2m/3,μ\scaleobj1.2m)2ex|𝐚e(ϕ+hωx)𝐚e(ϕ)|vloc(e)(vloc(e)v~loc(e))μ\scaleobj1.2m\left\|\nabla\widetilde{v}_{loc}-\nabla v_{loc}\right\|_{L^{2}(z+{\scaleobj{1.2}{\square}}_{m/3},\mu_{{\scaleobj{1.2}{\square}}_{m}})}^{2}\leq\left\langle\sum_{e\ni x}|\mathbf{a}_{e}(\phi+h\omega_{x})-\mathbf{a}_{e}(\phi)|\nabla v_{loc}(e)\nabla(v_{loc}(e)-\widetilde{v}_{loc}(e))\right\rangle_{\mu_{{\scaleobj{1.2}{\square}}_{m}}}

thus by Cauchy-Schwarz

v~locvlocex𝐚e(ϕ+hωx)𝐚e(ϕ)L2(z+\scaleobj1.2m/3,μ\scaleobj1.2m)exvloc(e)L2(μ\scaleobj1.2m)C32m/3ν3m(\scaleobj1.2m/3,p)\left\|\frac{\nabla\widetilde{v}_{loc}-\nabla v_{loc}}{\sum_{e\ni x}\mathbf{a}_{e}(\phi+h\omega_{x})-\mathbf{a}_{e}(\phi)}\right\|_{L^{2}(z+{\scaleobj{1.2}{\square}}_{m/3},\mu_{{\scaleobj{1.2}{\square}}_{m}})}\leq\sum_{e\ni x}\|\nabla v_{loc}(e)\|_{L^{2}(\mu_{{\scaleobj{1.2}{\square}}_{m}})}\leq C3^{2m/3}\nu_{3^{m}}({\scaleobj{1.2}{\square}}_{m/3},p)

this is (4.20). Therefore

(4.22) (𝐚(ϕ+hωx)(vloc(ϕ+hωx)vloc(ϕ)))\scaleobj1.2mex𝐚e(ϕ+hωx)𝐚e(ϕ)L2(μ\scaleobj1.2m)C32mvloc(ϕ+hωx)vlocex𝐚e(ϕ+hωx)𝐚e(ϕ)L2(z+\scaleobj1.2m/3,μ\scaleobj1.2m)C34m/3\left\|\frac{(\mathbf{a}(\phi+h\omega_{x})(\nabla v_{loc}(\phi+h\omega_{x})-\nabla v_{loc}(\phi)))_{{\scaleobj{1.2}{\square}}_{m}}}{\sum_{e\ni x}\mathbf{a}_{e}(\phi+h\omega_{x})-\mathbf{a}_{e}(\phi)}\right\|_{L^{2}(\mu_{{\scaleobj{1.2}{\square}}_{m}})}\\ \leq C3^{-2m}\left\|\frac{\nabla v_{loc}(\phi+h\omega_{x})-\nabla v_{loc}}{\sum_{e\ni x}\mathbf{a}_{e}(\phi+h\omega_{x})-\mathbf{a}_{e}(\phi)}\right\|_{L^{2}(z+{\scaleobj{1.2}{\square}}_{m/3},\mu_{{\scaleobj{1.2}{\square}}_{m}})}\leq C3^{-4m/3}

Combine the estimates (4.19) and (4.22) above we conclude (4.18), and thus finish the proof of the lemma. ∎

We are ready to prove the convergence of the fluxes with an algebraic rate.

Lemma 4.10.

There exist β(d,λ,Λ)(0,12]\beta(d,\lambda,\Lambda)\in\left(0,\tfrac{1}{2}\right] and C(d,λ,Λ)<C(d,\lambda,\Lambda)<\infty such that, for every nn\in\mathbb{N},

(4.23) 32n𝐚v(,\scaleobj1.2n,p)𝐚¯pH¯1(\scaleobj1.2n,μ\scaleobj1.2n)C3nβ.3^{-2n}\left\|\mathbf{a}\nabla v(\cdot,{\scaleobj{1.2}{\square}}_{n},p)-{\overline{\mathbf{a}}}p\right\|_{\underline{H}^{-1}({\scaleobj{1.2}{\square}}_{n},\mu_{{\scaleobj{1.2}{\square}}_{n}})}\leq C3^{-n\beta}.
Proof.

We first notice, that by the representation of 𝐚¯(Q){\overline{\mathbf{a}}}(Q) in (4.8), and the definition of 𝖡\mathsf{B} norm in (3.4), for all m1m\geq 1 we may write the spatial average of the flux as

(4.24) (𝐚v(,\scaleobj1.2m,p))\scaleobj1.2mμ\scaleobj1.2m=𝐚¯(\scaleobj1.2m)p.\langle\left(\mathbf{a}\nabla v(\cdot,{\scaleobj{1.2}{\square}}_{m},p)\right)_{{\scaleobj{1.2}{\square}}_{m}}\rangle_{\mu_{{\scaleobj{1.2}{\square}}_{m}}}={\overline{\mathbf{a}}}({\scaleobj{1.2}{\square}}_{m})p.

Recall that for mnm\leq n, 𝒵m:=3md\scaleobj1.2n\mathcal{Z}_{m}:=3^{m}\mathbb{Z}^{d}\cap{\scaleobj{1.2}{\square}}_{n}. We apply the multiscale Poincaré inequality ( Proposition A.1) to obtain

(4.25) 32n𝐚v(,\scaleobj1.2n,p)𝐚¯pH¯1(\scaleobj1.2n,μ\scaleobj1.2n)C3n𝐚v(,\scaleobj1.2n,p)𝐚¯pL¯2(\scaleobj1.2n,μ\scaleobj1.2n)\displaystyle 3^{-2n}\left\|\mathbf{a}\nabla v(\cdot,{\scaleobj{1.2}{\square}}_{n},p)-{\overline{\mathbf{a}}}p\right\|_{\underline{H}^{-1}({\scaleobj{1.2}{\square}}_{n},\mu_{{\scaleobj{1.2}{\square}}_{n}})}\leq C3^{-n}\left\|\mathbf{a}\nabla v(\cdot,{\scaleobj{1.2}{\square}}_{n},p)-{\overline{\mathbf{a}}}p\right\|_{\underline{L}^{2}({\scaleobj{1.2}{\square}}_{n},\mu_{{\scaleobj{1.2}{\square}}_{n}})}
+Cm=0n13mn(1|𝒵m|y𝒵m|(𝐚v(,\scaleobj1.2n,p)𝐚¯p)y+\scaleobj1.2m|2)1/2μ\scaleobj1.2n.\displaystyle+C\sum_{m=0}^{n-1}3^{m-n}\left\langle\left(\frac{1}{\left|\mathcal{Z}_{m}\right|}\sum_{y\in\mathcal{Z}_{m}}\left|\left(\mathbf{a}\nabla v(\cdot,{\scaleobj{1.2}{\square}}_{n},p)-{\overline{\mathbf{a}}}p\right)_{y+{\scaleobj{1.2}{\square}}_{m}}\right|^{2}\right)^{1/2}\right\rangle_{\mu_{{\scaleobj{1.2}{\square}}_{n}}}.

The first term on the right side above is bounded by

C3n(v(,\scaleobj1.2n,p)L¯2(\scaleobj1.2n,μ\scaleobj1.2n)+|p|2)C3nC3^{-n}\left(\left\|\nabla v(\cdot,{\scaleobj{1.2}{\square}}_{n},p)\right\|_{\underline{L}^{2}({\scaleobj{1.2}{\square}}_{n},\mu_{{\scaleobj{1.2}{\square}}_{n}})}+|p|^{2}\right)\leq C^{\prime}3^{-n}

For the second term, triangle inequality implies that

1|𝒵m|y𝒵m|(𝐚v(,\scaleobj1.2n,p)𝐚¯p)y+\scaleobj1.2m|21|𝒵m|y𝒵m|(𝐚v(,y+\scaleobj1.2m,p)μy+\scaleobj1.2m𝐚¯p)y+\scaleobj1.2m|2+1|𝒵m|y𝒵m|(𝐚v(,y+\scaleobj1.2m,p)μy+\scaleobj1.2m𝐚v(,y+\scaleobj1.2m,p))y+\scaleobj1.2m|2+1|𝒵m|y𝒵m|(𝐚v(,\scaleobj1.2n,p)𝐚v(,y+\scaleobj1.2m,p))y+\scaleobj1.2m|2\frac{1}{\left|\mathcal{Z}_{m}\right|}\sum_{y\in\mathcal{Z}_{m}}\left|\left(\mathbf{a}\nabla v(\cdot,{\scaleobj{1.2}{\square}}_{n},p)-{\overline{\mathbf{a}}}p\right)_{y+{\scaleobj{1.2}{\square}}_{m}}\right|^{2}\\ \leq\frac{1}{\left|\mathcal{Z}_{m}\right|}\sum_{y\in\mathcal{Z}_{m}}\left|\left(\langle\mathbf{a}\nabla v(\cdot,y+{\scaleobj{1.2}{\square}}_{m},p)\rangle_{\mu_{y+{\scaleobj{1.2}{\square}}_{m}}}-{\overline{\mathbf{a}}}p\right)_{y+{\scaleobj{1.2}{\square}}_{m}}\right|^{2}\\ +\frac{1}{\left|\mathcal{Z}_{m}\right|}\sum_{y\in\mathcal{Z}_{m}}\left|\left(\langle\mathbf{a}\nabla v(\cdot,y+{\scaleobj{1.2}{\square}}_{m},p)\rangle_{\mu_{y+{\scaleobj{1.2}{\square}}_{m}}}-\mathbf{a}\nabla v(\cdot,y+{\scaleobj{1.2}{\square}}_{m},p)\right)_{y+{\scaleobj{1.2}{\square}}_{m}}\right|^{2}\\ +\frac{1}{\left|\mathcal{Z}_{m}\right|}\sum_{y\in\mathcal{Z}_{m}}\left|\left(\mathbf{a}\nabla v(\cdot,{\scaleobj{1.2}{\square}}_{n},p)-\mathbf{a}\nabla v(\cdot,y+{\scaleobj{1.2}{\square}}_{m},p)\right)_{y+{\scaleobj{1.2}{\square}}_{m}}\right|^{2}

By (4.24) and Proposition 4.6, we have

(4.26) |(𝐚v(,y+\scaleobj1.2m,p)μy+\scaleobj1.2m𝐚¯p)y+\scaleobj1.2m|2|𝐚¯(\scaleobj1.2m)𝐚¯|2|p|2C(|p|+|q|+𝖪0)232βm\left|\left(\langle\mathbf{a}\nabla v(\cdot,y+{\scaleobj{1.2}{\square}}_{m},p)\rangle_{\mu_{y+{\scaleobj{1.2}{\square}}_{m}}}-{\overline{\mathbf{a}}}p\right)_{y+{\scaleobj{1.2}{\square}}_{m}}\right|^{2}\leq\left|{\overline{\mathbf{a}}}({\scaleobj{1.2}{\square}}_{m})-{\overline{\mathbf{a}}}\right|^{2}|p|^{2}\leq C\left(|p|+|q|+\mathsf{K}_{0}\right)^{2}3^{-2\beta m}

By the second variation, we have

(4.27) 1|𝒵m|y𝒵m|(𝐚v(,\scaleobj1.2n,p)𝐚v(,y+\scaleobj1.2m,p))y+\scaleobj1.2m|2μ\scaleobj1.2nC(ν3n(\scaleobj1.2m,p)ν3n(\scaleobj1.2n,p))C3mβ\left\langle\frac{1}{\left|\mathcal{Z}_{m}\right|}\sum_{y\in\mathcal{Z}_{m}}\left|\left(\mathbf{a}\nabla v(\cdot,{\scaleobj{1.2}{\square}}_{n},p)-\mathbf{a}\nabla v(\cdot,y+{\scaleobj{1.2}{\square}}_{m},p)\right)_{y+{\scaleobj{1.2}{\square}}_{m}}\right|^{2}\right\rangle_{\mu_{{\scaleobj{1.2}{\square}}_{n}}}\leq C(\nu_{3^{n}}({\scaleobj{1.2}{\square}}_{m},p)-\nu_{3^{n}}({\scaleobj{1.2}{\square}}_{n},p))\leq C3^{-m\beta}

where the last inequality follows from the quantitative convergence of ν3n\nu_{3^{n}} (Proposition 4.6) and triangle inequality.

We also apply the variance estimate Lemma 4.9 to conclude that for every y𝒵my\in\mathcal{Z}_{m},

(4.28) |(𝐚v(,y+\scaleobj1.2m,p)μy+\scaleobj1.2m𝐚v(,y+\scaleobj1.2m,p))y+\scaleobj1.2m|2C3mβ\left|\left(\langle\mathbf{a}\nabla v(\cdot,y+{\scaleobj{1.2}{\square}}_{m},p)\rangle_{\mu_{y+{\scaleobj{1.2}{\square}}_{m}}}-\mathbf{a}\nabla v(\cdot,y+{\scaleobj{1.2}{\square}}_{m},p)\right)_{y+{\scaleobj{1.2}{\square}}_{m}}\right|^{2}\leq C3^{-m\beta}

Combining (4.26), (4.27) and (4.28), we conclude there exists β=β(d,λ,Λ)>0\beta=\beta(d,\lambda,\Lambda)>0 and C=C(d,λ,Λ)<C=C(d,\lambda,\Lambda)<\infty , such that

(4.29) 1|𝒵m|y𝒵m|(𝐚v(,\scaleobj1.2n,p)𝐚¯p)y+\scaleobj1.2m|2C3mβ\frac{1}{\left|\mathcal{Z}_{m}\right|}\sum_{y\in\mathcal{Z}_{m}}\left|\left(\mathbf{a}\nabla v(\cdot,{\scaleobj{1.2}{\square}}_{n},p)-{\overline{\mathbf{a}}}p\right)_{y+{\scaleobj{1.2}{\square}}_{m}}\right|^{2}\leq C3^{-m\beta}

Substitute the above estimates into (4.25), and summing over mm, we conclude the Lemma. ∎

4.3. Proof of Theorem 4.4

In the previous subsection, we established the convergence of the solution to a Dirichlet problem with an affine boundary condition, with an algebraic rate of convergence. The equation (4.2) we would like to homogenize is more general, but if we localize it on a mesoscale, the boundary condition becomes approximately affine. In this section we prove Theorem 4.4 by estimating the homogenization error in terms of the error in the convergence of the correctors and fluxes defined in the previous subsection. The proof goes through a standard, deterministic argument known as the two-scale expansions, that follows closely along the argument of [3, 4].

Given R1R\geq 1, let m=inf{k:3kR}m=\inf\{k\in\mathbb{N}:3^{k}\geq R\}. We may view the solution uRu_{R} (and respectively, uu) to the the equation (4.2) (resp. (4.4)) as elements in a slightly larger domain \scaleobj1.2m×Ω0(\scaleobj1.2m){\scaleobj{1.2}{\square}}_{m}\times\Omega_{0}({\scaleobj{1.2}{\square}}_{m}) (resp. in U:=1R\scaleobj1.2mU:=\frac{1}{R}{\scaleobj{1.2}{\square}}_{m}). Specifically, we set the value of uRu_{R} to be 0 and v(,\scaleobj1.2n,p)v(\cdot,{\scaleobj{1.2}{\square}}_{n},p) (defined in (4.6)) to be p\ell_{p} outside QRQ_{R}, and set u=0u=0 outside [0,1]2[0,1]^{2}.

We now rescale the problem and study the Dirichlet problem in a fixed domain with mesh size goes to zero. Denote by ε=R1\varepsilon=R^{-1} and for i=1,,di=1,\cdots,d define the finite volume corrector

χeiε():=v(,\scaleobj1.2m,ei)ei.\chi_{e_{i}}^{\varepsilon}(\cdot):=v(\cdot,{\scaleobj{1.2}{\square}}_{m},e_{i})-\ell_{e_{i}}.

For uu that solves (4.4), we construct the modified two scale expansion

wε(x)=u(x)+εu(x)χε(xε),xUw^{\varepsilon}\left(x\right)=u\left(x\right)+\varepsilon\nabla u\left(x\right)\cdot\chi^{\varepsilon}(\frac{x}{\varepsilon}),\quad\forall x\in U

Step 1. Substitute wεw^{\varepsilon} into the Eq. (4.2) to obtain there exist β(d,λ,Λ)(0,12]\beta(d,\lambda,\Lambda)\in\left(0,\tfrac{1}{2}\right] and C(d,λ,Λ)<C(d,\lambda,\Lambda)<\infty such that,

(𝐚wε)μwεfεH¯1(U,μR)CfL(U)εβ.\left\|\nabla^{*}\cdot\left(\mathbf{a}\nabla w^{\varepsilon}\right)-\mathcal{L}_{\mu}w^{\varepsilon}-\nabla\cdot f^{\varepsilon}\right\|_{\underline{H}^{-1}\left(U,\mu_{R}\right)}\leq C\|f\|_{L^{\infty}(U)}\varepsilon^{\beta}.

We begin by computing

(4.30) wε=u+u()χε+εj=1dχejε(ε)ju=j=1djuv(ε,\scaleobj1.2m,ej)+εj=1dχejε(ε)ju\nabla w^{\varepsilon}=\nabla u+\nabla u\left(\cdot\right)\cdot\nabla\chi^{\varepsilon}+\varepsilon\sum_{j=1}^{d}\chi^{\varepsilon}_{e_{j}}(\frac{\cdot}{\varepsilon})\nabla\nabla_{j}u\\ =\sum_{j=1}^{d}\nabla_{j}u\nabla v(\frac{\cdot}{\varepsilon},{\scaleobj{1.2}{\square}}_{m},e_{j})+\varepsilon\sum_{j=1}^{d}\chi^{\varepsilon}_{e_{j}}(\frac{\cdot}{\varepsilon})\nabla\nabla_{j}u

where we used the definition of χejε\chi^{\varepsilon}_{e_{j}} in the last line. This yields

(4.31) 𝐚wε=j=1dju𝐚v(ε,\scaleobj1.2m,ej)+j=1dju(𝐚v(ε,\scaleobj1.2m,ej))+ε𝐚(j=1dχejε(ε)ju)\nabla^{*}\cdot\mathbf{a}\nabla w^{\varepsilon}=\sum_{j=1}^{d}\nabla_{j}u\nabla^{*}\cdot\mathbf{a}\nabla v(\frac{\cdot}{\varepsilon},{\scaleobj{1.2}{\square}}_{m},e_{j})+\sum_{j=1}^{d}\nabla^{*}\cdot\nabla_{j}u\left(\mathbf{a}\nabla v(\frac{\cdot}{\varepsilon},{\scaleobj{1.2}{\square}}_{m},e_{j})\right)+\varepsilon\nabla^{*}\cdot\mathbf{a}\left(\sum_{j=1}^{d}\chi^{\varepsilon}_{e_{j}}(\frac{\cdot}{\varepsilon})\nabla\nabla_{j}u\right)

We also obtain, using that u(x)u(x) has no ϕ\phi-dependence,

μwε=j=1djuμv(ε,\scaleobj1.2m,ej)\mathcal{L}_{\mu}w^{\varepsilon}=\sum_{j=1}^{d}\nabla_{j}u\cdot\mathcal{L}_{\mu}v(\frac{\cdot}{\varepsilon},{\scaleobj{1.2}{\square}}_{m},e_{j})

Therefore

(4.32) 𝐚wεμwε=j=1dju(𝐚v(ε,\scaleobj1.2m,ej)μv(ε,\scaleobj1.2m,ej))+j=1dju(𝐚v(ε,\scaleobj1.2m,ej)𝐚¯ej)+j=1dju𝐚¯ej+ε𝐚(j=1dχejε(ε)ju)\nabla^{*}\cdot\mathbf{a}\nabla w^{\varepsilon}-\mathcal{L}_{\mu}w^{\varepsilon}=\sum_{j=1}^{d}\nabla_{j}u\left(\nabla^{*}\cdot\mathbf{a}\nabla v(\frac{\cdot}{\varepsilon},{\scaleobj{1.2}{\square}}_{m},e_{j})-\mathcal{L}_{\mu}v(\frac{\cdot}{\varepsilon},{\scaleobj{1.2}{\square}}_{m},e_{j})\right)\\ +\sum_{j=1}^{d}\nabla^{*}\cdot\nabla_{j}u\left(\mathbf{a}\nabla v(\frac{\cdot}{\varepsilon},{\scaleobj{1.2}{\square}}_{m},e_{j})-{\overline{\mathbf{a}}}e_{j}\right)+\sum_{j=1}^{d}\nabla^{*}\cdot\nabla_{j}u\cdot{\overline{\mathbf{a}}}e_{j}+\varepsilon\nabla^{*}\cdot\mathbf{a}\left(\sum_{j=1}^{d}\chi^{\varepsilon}_{e_{j}}(\frac{\cdot}{\varepsilon})\nabla\nabla_{j}u\right)

The first term on the right side above vanishes since vv solves the equation (4.6). The third term is

j=1dju𝐚¯ej=𝐚¯u=f\sum_{j=1}^{d}\nabla^{*}\cdot\nabla_{j}u\cdot{\overline{\mathbf{a}}}e_{j}=\nabla^{*}\cdot{\overline{\mathbf{a}}}\nabla u=f

To estimate the rest two terms, notice that uu solves the constant coefficient equation (4.4), and therefore

kjuL(U)[0,1]2k+1jG𝐚¯(x,y)f(y)𝑑yL([0,1]2)CfL([0,1]2),\left\|\nabla^{k}\nabla_{j}u\right\|_{L^{\infty}(U)}\leq\left\|\int_{[0,1]^{2}}\nabla^{k+1}\nabla_{j}G_{{\overline{\mathbf{a}}}}(x,y)f(y)\,dy\right\|_{L^{\infty}([0,1]^{2})}\leq C\|f\|_{L^{\infty}([0,1]^{2})},

where G𝐚¯(x,y)G_{{\overline{\mathbf{a}}}}(x,y) is the Green’s function for the operator 𝐚¯\nabla^{*}\cdot{\overline{\mathbf{a}}}\nabla in [0,1]2[0,1]^{2} with zero boundary condition.

We apply the quantitative convergence of the corrector (Lemma 4.8) and the fluxes (Lemma 4.10) in the rescaled setting, which implies there there exist β(d,λ,Λ)(0,12]\beta(d,\lambda,\Lambda)\in\left(0,\tfrac{1}{2}\right] and C(d,λ,Λ)<C(d,\lambda,\Lambda)<\infty such that,

j=1dju(𝐚v(,ej)𝐚¯ej)H¯1(U,μR)CjuLj=1d𝐚v(,ej)𝐚¯ejH¯1(U,μR)CfL([0,1]2)εβ\sum_{j=1}^{d}\left\|\nabla^{*}\cdot\nabla_{j}u\left(\mathbf{a}\nabla v(\cdot,e_{j})-{\overline{\mathbf{a}}}e_{j}\right)\right\|_{\underline{H}^{-1}(U,\mu_{R})}\\ \leq C\left\|\nabla_{j}u\right\|_{L^{\infty}}\sum_{j=1}^{d}\left\|\mathbf{a}\nabla v(\cdot,e_{j})-{\overline{\mathbf{a}}}e_{j}\right\|_{\underline{H}^{-1}(U,\mu_{R})}\leq C\|f\|_{L^{\infty}([0,1]^{2})}\varepsilon^{\beta}

and

ε𝐚(j=1dχejε(ε)ju)L2(U,μR)CjuLεj=1dχejεL¯2(QR,μR)CfL([0,1]2)εβ\left\|\varepsilon\nabla^{*}\cdot\mathbf{a}\left(\sum_{j=1}^{d}\chi^{\varepsilon}_{e_{j}}(\frac{\cdot}{\varepsilon})\nabla\nabla_{j}u\right)\right\|_{L^{2}(U,\mu_{R})}\leq C\left\|\nabla\nabla_{j}u\right\|_{L^{\infty}}\varepsilon\sum_{j=1}^{d}\|\chi^{\varepsilon}_{e_{j}}\|_{\underline{L}^{2}(Q_{R},\mu_{R})}\leq C\|f\|_{L^{\infty}([0,1]^{2})}\varepsilon^{\beta}

Thus we conclude

(𝐚wε)+μwεfH¯1(U,μR)Cεβ.\left\|\nabla^{*}\cdot\left(\mathbf{a}\nabla w^{\varepsilon}\right)+\mathcal{L}_{\mu}w^{\varepsilon}-f\right\|_{\underline{H}^{-1}(U,\mu_{R})}\leq C\varepsilon^{\beta}.

And Step 1 follows from the fact that fε(ε)f()L([0,1]2)εα\|\nabla^{*}\cdot f^{\varepsilon}(\frac{\cdot}{\varepsilon})-f(\cdot)\|_{L^{\infty}([0,1]^{2})}\leq\varepsilon^{\alpha}.

Step 2   We deduce that there exist β(d,λ,Λ)(0,12]\beta(d,\lambda,\Lambda)\in\left(0,\tfrac{1}{2}\right] and C(d,λ,Λ)<C(d,\lambda,\Lambda)<\infty such that,

uεwεH¯1(U,μR)CfL(U)εβ.\left\|u^{\varepsilon}-w^{\varepsilon}\right\|_{\underline{H}^{-1}(U,\mu_{R})}\leq C\|f\|_{L^{\infty}(U)}\varepsilon^{\beta}.

Since uu solves (4.2), we use the coercivity of the 𝖡μ,Q\mathsf{B}_{\mu,Q} norm defined in (3.4) to obtain

uεwεH¯1(U,μR)2C𝖡μR,QR[uεwε,uεwε]\left\|u^{\varepsilon}-w^{\varepsilon}\right\|_{\underline{H}^{-1}(U,\mu_{R})}^{2}\leq C\mathsf{B}_{\mu_{R},Q_{R}}\left[u^{\varepsilon}-w^{\varepsilon},u^{\varepsilon}-w^{\varepsilon}\right]

Testing (4.2) by uεwεu^{\varepsilon}-w^{\varepsilon} then implies

𝖡μR,QR[uεwε,uε]=1|QR|e(εQR)(uε(eε,)wε(e,)fε(eε))μR,\mathsf{B}_{\mu_{R},Q_{R}}\left[u^{\varepsilon}-w^{\varepsilon},u^{\varepsilon}\right]=\frac{1}{|Q_{R}|}\sum_{e\in\mathcal{E}(\varepsilon Q_{R})}\left\langle(\nabla u^{\varepsilon}(\frac{e}{\varepsilon},\cdot)-\nabla w^{\varepsilon}(e,\cdot)f^{\varepsilon}(\frac{e}{\varepsilon}))\right\rangle_{\mu_{R}},

Therefore by the definition of 𝖡μ,Q\mathsf{B}_{\mu,Q} and Poincaré inequality,

uεwεL2(U,μR)21|QR|e(εQR)(uε(eε,)wε(e,)fε(eε))μRC𝖡μR,QR[wε,uεwε]CuεwεH1(εQR,μR)(𝐚wε)μwεfεH1(εQR,μR)CuεwεL2(εQR,μR)(𝐚wε)μwεfεH¯1(U,μR)\left\|\nabla u^{\varepsilon}-\nabla w^{\varepsilon}\right\|_{L^{2}\left(U,\mu_{R}\right)}^{2}\leq\frac{1}{|Q_{R}|}\sum_{e\in\mathcal{E}(\varepsilon Q_{R})}\left\langle(\nabla u^{\varepsilon}(\frac{e}{\varepsilon},\cdot)-\nabla w^{\varepsilon}(e,\cdot)f^{\varepsilon}(\frac{e}{\varepsilon}))\right\rangle_{\mu_{R}}-C\mathsf{B}_{\mu_{R},Q_{R}}\left[w^{\varepsilon},u^{\varepsilon}-w^{\varepsilon}\right]\\ \leq C\left\|u^{\varepsilon}-w^{\varepsilon}\right\|_{H^{1}\left(\varepsilon Q_{R},\mu_{R}\right)}\left\|\nabla^{*}\cdot\left(\mathbf{a}\nabla w^{\varepsilon}\right)-\mathcal{L}_{\mu}w^{\varepsilon}-\nabla^{*}\cdot f^{\varepsilon}\right\|_{H^{-1}\left(\varepsilon Q_{R},\mu_{R}\right)}\\ \leq C\left\|\nabla u^{\varepsilon}-\nabla w^{\varepsilon}\right\|_{L^{2}\left(\varepsilon Q_{R},\mu_{R}\right)}\left\|\nabla^{*}\cdot\left(\mathbf{a}\nabla w^{\varepsilon}\right)-\mathcal{L}_{\mu}w^{\varepsilon}-\nabla^{*}\cdot f^{\varepsilon}\right\|_{\underline{H}^{-1}(U,\mu_{R})}

Absorbing uεwεL2(εQR,μR)\left\|\nabla u^{\varepsilon}-\nabla w^{\varepsilon}\right\|_{L^{2}\left(\varepsilon Q_{R},\mu_{R}\right)} to the left side and combining with Step 1 we conclude Step 2.

Step 3 We show that there exist β(d,λ,Λ)(0,12]\beta(d,\lambda,\Lambda)\in\left(0,\tfrac{1}{2}\right] and C(d,λ,Λ)<C(d,\lambda,\Lambda)<\infty such that,

wεuL2(εQR,μR)+wεuH¯1(U,μR)Cεβ,\left\|w^{\varepsilon}-u\right\|_{L^{2}\left(\varepsilon Q_{R},\mu_{R}\right)}+\left\|\nabla w^{\varepsilon}-\nabla u\right\|_{\underline{H}^{-1}(U,\mu_{R})}\leq C\varepsilon^{\beta},

When fεf^{\varepsilon} is a constant in QRQ_{R}, this just follows from the quantitative convergence of the corrector (Lemma 4.8). Here we simply compute the derivative of the second term in the two-scale expansion.

Indeed, we have

wεuH¯1(U,μR)Cεj=1dχejε(ε)juL2(U,μR)CjuL([0,1]2)j=1dεχejε(ε)L2(εQR,μR)\left\|\nabla w^{\varepsilon}-\nabla u\right\|_{\underline{H}^{-1}(U,\mu_{R})}\leq C\left\|\varepsilon\sum_{j=1}^{d}\chi^{\varepsilon}_{e_{j}}(\frac{\cdot}{\varepsilon})\nabla_{j}u\right\|_{L^{2}(U,\mu_{R})}\leq C\|\nabla_{j}u\|_{L^{\infty}([0,1]^{2})}\sum_{j=1}^{d}\varepsilon\|\chi^{\varepsilon}_{e_{j}}(\frac{\cdot}{\varepsilon})\|_{L^{2}(\varepsilon Q_{R},\mu_{R})}

Applying Lemma 4.8 we conclude

wεuH¯1(U,μR)Cεβ,\left\|\nabla w^{\varepsilon}-\nabla u\right\|_{\underline{H}^{-1}(U,\mu_{R})}\leq C\varepsilon^{\beta},

Since wεuH01(U,μR)w^{\varepsilon}-u\in H_{0}^{1}(U,\mu_{R}), we apply Lemma A.2 to conclude

wεuL2(εQR,μR)CwεuH¯1(U,μR)Cεβ.\left\|w^{\varepsilon}-u\right\|_{L^{2}\left(\varepsilon Q_{R},\mu_{R}\right)}\leq C\left\|\nabla w^{\varepsilon}-\nabla u\right\|_{\underline{H}^{-1}(U,\mu_{R})}\leq C\varepsilon^{\beta}.

Step 4 Finally, we conclude by combining Steps 2 and 3 which yields

uεuH¯1(U,μR)uεwεH¯1(U,μR)+wεuH¯1(U,μR)C(1+fL(U))εβ.\left\|\nabla u^{\varepsilon}-\nabla u\right\|_{\underline{H}^{-1}(U,\mu_{R})}\leq\left\|\nabla u^{\varepsilon}-\nabla w^{\varepsilon}\right\|_{\underline{H}^{-1}(U,\mu_{R})}+\left\|\nabla w^{\varepsilon}-\nabla u\right\|_{\underline{H}^{-1}(U,\mu_{R})}\leq C(1+\|f\|_{L^{\infty}(U)})\varepsilon^{\beta}.

Finally, the bound for uεuL2(εQR,μR)\|u^{\varepsilon}-u\|_{L^{2}(\varepsilon Q_{R},\mu_{R})} follows from the above H¯1\underline{H}^{-1} bound for the gradients and the fact that since uεuH01(U,μR)u^{\varepsilon}-u\in H_{0}^{1}(U,\mu_{R}), we have by Lemma A.2

uεuL¯2(εQR,μR)CuεuH¯1(U,μR).\|u^{\varepsilon}-u\|_{\underline{L}^{2}(\varepsilon Q_{R},\mu_{R})}\leq C\left\|\nabla u^{\varepsilon}-\nabla u\right\|_{\underline{H}^{-1}(U,\mu_{R})}.

5. Decoupling of the ϕ\nabla\phi-field

5.1. Approximate harmonic coupling

For the discrete Gaussian Free Field(GFF), there is a nice orthogonal decomposition. More precisely, the conditioned field inside the domain is the discrete harmonic extension of the boundary value to the whole domain plus an independent copy of a zero boundary discrete GFF.

While this exact decomposition does not carry over to general gradient Gibbs measures, the next result due to Jason Miller, see [20], provides an approximate version.

Theorem 5.1 ([20]).

Let D2D\subseteq\mathbb{Z}^{2} be a simply connected domain of diameter RR, and denote Dr={xD:dist(x,D)>r}D^{r}=\left\{x\in D:\text{dist}(x,\partial D)>r\right\}. Suppose that f:Df:\partial D\rightarrow\mathbb{R} satisfies maxxD|f(x)|2|logR|2\max_{x\in\partial D}\left|f\left(x\right)\right|\leq 2\left|\log R\right|^{2}. Let ϕ\phi be sampled from the Gibbs measure (3.5) on DD with zero boundary condition, and let ϕf\phi^{f} be sampled from Gibbs measure on DD with boundary condition ff. Then there exist constants c,γ,δ(0,1)c,\gamma,\delta^{\prime}\in\left(0,1\right), that only depend on VV, so that if r>cRγr>cR^{\gamma} then the following holds. There exists a coupling (ϕ,ϕf)\left(\phi,\phi^{f}\right), such that if ϕ^:Dr\widehat{\phi}:D^{r}\rightarrow\mathbb{R} is discrete harmonic with ϕ^|Dr=ϕfϕ|Dr\widehat{\phi}|_{\partial D^{r}}=\phi^{f}-\phi|_{\partial D^{r}}, then

(ϕf=ϕ+ϕ^ in Dr)1cRδ.\mathbb{P}\left(\phi^{f}=\phi+\widehat{\phi}\text{ in }D^{r}\right)\geq 1-cR^{-\delta^{\prime}}.

Here and in the sequel of the paper, for a set A2A\subseteq\mathbb{Z}^{2} and a point x2x\in\mathbb{Z}^{2}, we use dist(x,A)\text{dist}(x,A) to denote the (lattice) distance from xx to AA. Since the above theorem requires that the boundary condition ff is not too large, we introduce the “good” event

={ϕ:maxvD|ϕ(v)|<(logR)2},\mathcal{M}=\left\{\phi:\max_{v\in D}\left|\phi\left(v\right)\right|<\left(\log R\right)^{2}\right\},

which is typical since the Brascamp-Lieb inequality implies that maxvD|ϕ(v)|O(logR)\max_{v\in D}|\phi(v)|\leq O\left(\log R\right) with high probability. Indeed, by applying the exponential Brascamp-Lieb inequality (3.7) and a union bound we immediately obtain

Lemma 5.2.

There is some c1>0c_{1}>0, such that D,0(c)exp(c1(logR)3)\mathbb{P}^{D,0}\left(\mathcal{M}^{c}\right)\leq\exp\left(-c_{1}\left(\log R\right)^{3}\right).

We will use repeatedly the following consequence of Theorem 5.1. It applies to functions ρ\rho such that the integral of ρ\rho against a harmonic function is always zero.

Lemma 5.3 ([8], Lemma 2.7).

There exists constants δ=δ(V),γ=γ(V)>0\delta=\delta(V),\gamma=\gamma(V)>0 and C<C<\infty, such that for any simply connected D2D\subseteq\mathbb{Z}^{2} of diameter RR, any r>Rγr>R^{\gamma} and any ρ:D\rho:D\rightarrow\mathbb{R} supported on DrD^{r} that satisfies xDrρ(x)f(x)=0\sum_{x\in D^{r}}\rho\left(x\right)f\left(x\right)=0 for all functions ff harmonic in DrD^{r}, and yD|ρ(y)|<\sum_{y\in D}\left|\rho\left(y\right)\right|<\infty, we have for RR large enough,

|𝔼D,f[exp(xDρ(x)ϕf(x))1]𝔼D,0[exp(xDρ(x)ϕ(x))1]|\displaystyle\left|\mathbb{E}^{D,f}\left[\exp\left(\sum_{x\in D}\rho\left(x\right)\phi^{f}\left(x\right)\right)1_{\mathcal{M}}\right]-\mathbb{E}^{D,0}\left[\exp\left(\sum_{x\in D}\rho\left(x\right)\phi\left(x\right)\right)1_{\mathcal{M}}\right]\right|
\displaystyle\leq 2exp(CvarG,D(xDρ(x)ϕ(x)))Rδ.\displaystyle 2\exp\left(C\operatorname{var}_{G,D}\left(\sum_{x\in D}\rho\left(x\right)\phi\left(x\right)\right)\right)R^{-\delta}\text{.}

We will apply Lemma 5.3 to the increment of harmonic averages of the field in DD, defined in the section below. The increments have finite variances and thus changing the boundary to zero only gives an error of order RδR^{-\delta}.

5.2. Harmonic averages

We will apply Theorem 5.1 to study the harmonic average of the ϕ\nabla\phi field. Given B2B\subseteq\mathbb{Z}^{2}, vBv\in B and yBy\in\partial B, we denote by aB(v,)a_{B}\left(v,\cdot\right) the harmonic measure on B\partial B seen from vv. In other words, let SxS^{x} denote the simple random walk starting at xx, and τB=inf{t>0:S[t]B}\tau_{\partial B}=\inf\left\{t>0:S\left[t\right]\in\partial B\right\}, we have

aB(x,y)=(Sx[τB]=y).a_{B}\left(x,y\right)=\mathbb{P}\left(S^{x}\left[\tau_{\partial B}\right]=y\right).

Given v2v\in\mathbb{Z}^{2} and R>0R>0, let BR(v)={y2:|v1y1|2+|v2y2|2<R2}B_{R}\left(v\right)=\left\{y\in\mathbb{Z}^{2}:\left|v_{1}-y_{1}\right|^{2}+\left|v_{2}-y_{2}\right|^{2}<R^{2}\right\}. When v=0v=0 we simply write BR(v)B_{R}\left(v\right) as BRB_{R}. Define the circle average of the field with radius RR at vv by

(5.1) CR(v,ϕ)=yBR(v)aBR(v)(v,y)ϕ(y).C_{R}\left(v,\phi\right)=\sum_{y\in\partial B_{R}\left(v\right)}a_{B_{R}\left(v\right)}\left(v,y\right)\phi\left(y\right).

We introduce the geometric scales in order to carry out the multiscale argument to prove Lemma 2.1 and 2.3. Let γ=γ(V)\gamma=\gamma(V) be the constant in Theorem 5.1, define the sequence of numbers {rk}k=1\left\{r_{k}\right\}_{k=1}^{\infty}, {rk,+}k=0\left\{r_{k,+}\right\}_{k=0}^{\infty} and {rk,}k=0\left\{r_{k,-}\right\}_{k=0}^{\infty} by

(5.2) rk\displaystyle r_{k} =\displaystyle= ekN,\displaystyle e^{-k}N,
rk,+\displaystyle r_{k,+} =\displaystyle= (1+rkγ)rk,\displaystyle\left(1+r_{k}^{-\gamma}\right)r_{k},
rk,\displaystyle r_{k,-} =\displaystyle= (1rkγ)rk.\displaystyle\left(1-r_{k}^{-\gamma}\right)r_{k}.

We also define

Xrk,+(v)\displaystyle X_{r_{k,+}}\left(v\right) =\displaystyle= r=(114rkγ)rk,+(1+14rkγ)rk,+(12rk1γ)1Cr(v,ϕ),\displaystyle\sum_{r=\left(1-\frac{1}{4}r_{k}^{-\gamma}\right)r_{k,+}}^{\left(1+\frac{1}{4}r_{k}^{-\gamma}\right)r_{k,+}}\left(\frac{1}{2}r_{k}^{1-\gamma}\right)^{-1}C_{r}\left(v,\phi\right),
Xrk,(v)\displaystyle X_{r_{k,-}}\left(v\right) =\displaystyle= r=(114rkγ)rk,(1+14rkγ)rk,(12rk1γ)1Cr(v,ϕ),\displaystyle\sum_{r=\left(1-\frac{1}{4}r_{k}^{-\gamma}\right)r_{k,-}}^{\left(1+\frac{1}{4}r_{k}^{-\gamma}\right)r_{k,-}}\left(\frac{1}{2}r_{k}^{1-\gamma}\right)^{-1}C_{r}\left(v,\phi\right),
Xrk(v)\displaystyle X_{r_{k}}\left(v\right) =\displaystyle= r=(114rkγ)rk(1+14rkγ)rk(12rk1γ)1Cr(v,ϕ),\displaystyle\sum_{r=\left(1-\frac{1}{4}r_{k}^{-\gamma}\right)r_{k}}^{\left(1+\frac{1}{4}r_{k}^{-\gamma}\right)r_{k}}\left(\frac{1}{2}r_{k}^{1-\gamma}\right)^{-1}C_{r}\left(v,\phi\right),

where CrC_{r} is defined in (5.1).

We also set the increment process Ak:=Xrk+1XrkA_{k}:=X_{r_{k+1}}-X_{r_{k-}} and the boundary layer error k:=XrkXrk\mathcal{E}_{k}:=X_{r_{k}}-X_{r_{k-}}.

Notice that the harmonic average process XX defined above is slightly different from the one in [8], Section 3. Namely, the width of the harmonic average is thinner (of the order rk1γr_{k}^{1-\gamma} instead of rkr_{k}). The increment of the harmonic average process, AkA_{k}, is crucial to the multiscale argument below. We may write

(5.3) Ak(v,ϕ)=(r=(114rk+1γ)rk+1(1+14rk+1γ)rk+1(12rk+11γ)1r=(114rkγ)rk,(1+14rkγ)rk,(12rk1γ)1)yBr(v)aBr(v)(v,y)ϕ(y).A_{k}\left(v,\phi\right)=\left(\sum_{r=\left(1-\frac{1}{4}r_{k+1}^{-\gamma}\right)r_{k+1}}^{\left(1+\frac{1}{4}r_{k+1}^{-\gamma}\right)r_{k+1}}\left(\frac{1}{2}r_{k+1}^{1-\gamma}\right)^{-1}-\sum_{r=\left(1-\frac{1}{4}r_{k}^{-\gamma}\right)r_{k,-}}^{\left(1+\frac{1}{4}r_{k}^{-\gamma}\right)r_{k,-}}\left(\frac{1}{2}r_{k}^{1-\gamma}\right)^{-1}\right)\sum_{y\in\partial B_{r}\left(v\right)}a_{B_{r}\left(v\right)}\left(v,y\right)\phi\left(y\right).

This can be written as yBrk(v)ρrk(v,y)ϕ(y)\sum_{y\in B_{r_{k}}(v)}\rho_{r_{k}}\left(v,y\right)\phi\left(y\right), where we define

(5.4) ρrk(v,y)=[(12rk+11γ)1𝟙|rrk+1|14rk+11γ(12rk1γ)1𝟙|rrk,|14rk1γ]aB|vy|(v)(v,y).\rho_{r_{k}}\left(v,y\right)=\left[\left(\frac{1}{2}r_{k+1}^{1-\gamma}\right)^{-1}\mathds{1}_{|r-r_{k+1}|\leq\frac{1}{4}r_{k+1}^{1-\gamma}}-\left(\frac{1}{2}r_{k}^{1-\gamma}\right)^{-1}\mathds{1}_{|r-r_{k,-}|\leq\frac{1}{4}r_{k}^{1-\gamma}}\right]a_{B_{\left|v-y\right|}\left(v\right)}\left(v,y\right).

Here we omit the dependence of rr in the definition of ρrk\rho_{r_{k}}.

We now state two important properties of the increment process AkA_{k}. They are consequences of Theorem 5.1, and the proof are essentially the same as Lemma 3.1 and 3.2 of [8].

Lemma 5.4.

For any kk\in\mathbb{N}, and any discrete harmonic function hh in BrkB_{r_{k}}, we have yBrk(v)ρr(v,y)h(y)=0.\sum_{y\in B_{r_{k}}(v)}\rho_{r}\left(v,y\right)h\left(y\right)=0.

Proof.

Denote BrkB_{r_{k}} by DD. Suppose hh takes the boundary value h|D=Hh|_{\partial D}=H. We conclude the proof by showing for any r1r\geq 1

yBr(v)aBr(v)(v,y)h(y)=h(v).\sum_{y\in\partial B_{r}\left(v\right)}a_{B_{r}\left(v\right)}\left(v,y\right)h\left(y\right)=h\left(v\right).

Indeed, since hh is harmonic,

h(y)=zDaD(y,z)H(z).h\left(y\right)=\sum_{z\in\partial D}a_{D}\left(y,z\right)H\left(z\right).

Using the fact that

yBr(v)aBr(v)(v,y)aD(y,z)=aD(v,z),\sum_{y\in\partial B_{r}\left(v\right)}a_{B_{r}\left(v\right)}\left(v,y\right)a_{D}\left(y,z\right)=a_{D}\left(v,z\right),

we obtain

yBr(v)aBr(v)(v,y)h(y)=zDaD(v,z)H(z)=h(v).\sum_{y\in\partial B_{r}\left(v\right)}a_{B_{r}\left(v\right)}\left(v,y\right)h\left(y\right)=\sum_{z\in\partial D}a_{D}\left(v,z\right)H\left(z\right)=h\left(v\right).

The following lemma is a consequence of Theorem 5.1 and the lemma above.

Lemma 5.5.

Suppose the same conditions in Theorem 5.1 holds. Let δ\delta be the constant from Theorem 5.1. Let ϕf\phi^{f} be sampled from gradient field (3.5) on BrkB_{r_{k}} with boundary condition ff, and ϕ0\phi^{0} be sampled from the zero boundary gradient field on BrkB_{r_{k}}. Then, on an event with probability 1O(rkδ)1-O\left(r_{k}^{-\delta}\right), we have

Ak(v,ϕf)=Ak(v,ϕ0).A_{k}\left(v,\phi^{f}\right)=A_{k}\left(v,\phi^{0}\right).

5.3. Proof of Lemma 2.1 and Lemma 2.3

A key ingredient for the characteristic function estimates (Lemma 2.1 and Lemma 2.3) is the decoupling estimates Proposition 5.6 below.

For r>0r>0 denote by r,0\mathbb{P}^{r,0} the law of the Ginzburg-Landau field in Br(v)B_{r}\left(v\right) with zero boundary condition (and denote by 𝔼r,0\mathbb{E}^{r,0} the corresponding expectation). The basic building block of Lemma 2.1 and 2.3 is the following.

Proposition 5.6.

There exists δ=δ(V)>0\delta=\delta(V)>0 and C=C(d,λ,Λ)<C=C(d,\lambda,\Lambda)<\infty, such that for all |s|2<min{δ(logNk1)Ck,12}|s|^{2}<\min\{\frac{\delta(\log N-k-1)}{Ck},\frac{1}{2}\} and klogNlogNk\leq\log N-\sqrt{\log N},

(5.5) logexp(isXrk)μN=j=1klog𝔼rj,0[exp(isAj)]+logexp(isXr0)μN+O(j=1keCs2krjδ).\log\left\langle\exp\left(isX_{r_{k}}\right)\right\rangle_{\mu_{N}}=\sum_{j=1}^{k}\log\mathbb{E}^{r_{j},0}\left[\exp(isA_{j})\right]+\log\left\langle\exp\left(isX_{r_{0}}\right)\right\rangle_{\mu_{N}}+O\left(\sum_{j=1}^{k}e^{Cs^{2}k}r_{j}^{-\delta}\right).
Proof.

We gave an inductive proof, by running an induction jointly with (5.5) and

(5.6) exp(isXrk)μNeCs2k\left\langle\exp\left(isX_{r_{k}}\right)\right\rangle_{\mu_{N}}\geq e^{-Cs^{2}k}

for some C=C(d,λ,Λ)<C=C(d,\lambda,\Lambda)<\infty. For the base case k=0k=0, (5.5) trivially holds. To see (5.6) holds for k=0k=0, we Taylor expand the exponential and apply the Brascamp-Lieb inequality to obtain

exp(isXr0)μN1s22varμNXr01Cs2varμG,QNXr0eCs2\left\langle\exp\left(isX_{r_{0}}\right)\right\rangle_{\mu_{N}}\geq 1-\frac{s^{2}}{2}\operatorname{var}_{\mu_{N}}X_{r_{0}}\geq 1-Cs^{2}\operatorname{var}_{\mu_{G,Q_{N}}}X_{r_{0}}\geq e^{-C^{\prime}s^{2}}

To keep iterating, we denote by k:={maxxBrk1|ϕ(x)|(logrk1)2}\mathcal{M}_{k}:=\left\{\max_{x\in B_{r_{k-1}}}|\phi(x)|\leq(\log r_{k-1})^{2}\right\}. By Lemma 5.7, N,0[kc]Nc1\mathbb{P}^{N,0}[\mathcal{M}_{k}^{c}]\leq N^{-c_{1}}. On the event k\mathcal{M}_{k} , we may write

(5.7) exp(isXrk)𝟙kμN=exp(isXrk1)𝔼[exp(isAk1)exp(isk1)|k1]𝟙kμN=exp(isXrk1)𝔼[exp(isAk1)|k1]𝟙kμN+exp(isXrk1)exp(isAk1)(exp(isk1)1)𝟙kμN\left\langle\exp\left(isX_{r_{k}}\right)\mathds{1}_{\mathcal{M}_{k}}\right\rangle_{\mu_{N}}=\left\langle\exp\left(isX_{r_{k-1}}\right)\mathbb{E}\left[\exp\left(isA_{k-1}\right)\exp(is\mathcal{E}_{k-1})|\mathcal{F}_{k-1}\right]\mathds{1}_{\mathcal{M}_{k}}\right\rangle_{\mu_{N}}\\ =\left\langle\exp\left(isX_{r_{k-1}}\right)\mathbb{E}\left[\exp\left(isA_{k-1}\right)|\mathcal{F}_{k-1}\right]\mathds{1}_{\mathcal{M}_{k}}\right\rangle_{\mu_{N}}\\ +\left\langle\exp\left(isX_{r_{k-1}}\right)\exp\left(isA_{k-1}\right)\left(\exp(is\mathcal{E}_{k-1})-1\right)\mathds{1}_{\mathcal{M}_{k}}\right\rangle_{\mu_{N}}

We conclude using Lemma 5.3 that

𝔼[exp(isAk1)|k1]=𝔼rk1,0[exp(isAk1)]+Rk1\mathbb{E}\left[\exp\left(isA_{k-1}\right)|\mathcal{F}_{k-1}\right]=\mathbb{E}^{r_{k-1},0}\left[\exp\left(isA_{k-1}\right)\right]+R_{k-1}

such that with probability 1N,0[kc]1-\mathbb{P}^{N,0}[\mathcal{M}_{k}^{c}] , there is some C<C<\infty and δ1>0\delta_{1}>0 such that |Rk1|2exp(C1varG,Brk1Ak1)rk1δ1Crk1δ1|R_{k-1}|\leq 2\exp\left(C_{1}\operatorname{var}_{G,B_{r_{k-1}}}A_{k-1}\right)r_{k-1}^{-\delta_{1}}\leq Cr_{k-1}^{-\delta_{1}}, and on an event with probability N,0[kc]\mathbb{P}^{N,0}[\mathcal{M}_{k}^{c}], |Rk1||R_{k-1}| is bounded by 11. This implies, in particular, |Rk1|2μNCrk1δ1\left\langle|R_{k-1}|^{2}\right\rangle_{\mu_{N}}\leq Cr_{k-1}^{-\delta_{1}}. For the last term in (5.7), applying the Brascamp-Lieb inequality yields

|exp(isk1)1|μN|s||k1|μN|k12|12μNCrk1γ/2.\left\langle\left|\exp(is\mathcal{E}_{k-1})-1\right|\right\rangle_{\mu_{N}}\leq|s|\left\langle\left|\mathcal{E}_{k-1}\right|\right\rangle_{\mu_{N}}\leq\left\langle\left|\mathcal{E}_{k-1}^{2}\right|^{\frac{1}{2}}\right\rangle_{\mu_{N}}\leq Cr_{k-1}^{-\gamma/2}.

The two estimates above implies that for every kk\in\mathbb{N}, we have

(5.8) exp(isXrk)𝟙kμN=exp(isXrk1)μN𝔼rk1,0[exp(isAk1)]+O(rk1δ1/2)+O(rk1γ/2).\left\langle\exp\left(isX_{r_{k}}\right)\mathds{1}_{\mathcal{M}_{k}}\right\rangle_{\mu_{N}}=\left\langle\exp\left(isX_{r_{k-1}}\right)\right\rangle_{\mu_{N}}\mathbb{E}^{r_{k-1},0}\left[\exp\left(isA_{k-1}\right)\right]+O(r_{k-1}^{-\delta_{1}/2})+O(r_{k-1}^{-\gamma/2}).

Denote min{δ1/2,γ/2}\min\{\delta_{1}/2,\gamma/2\} as δ\delta. We now apply the induction hypothesis and the fact that

𝔼rk1,0[exp(isAk1)]1s22varμBrk1Ak11Cs2varμG,Brk1Ak1eCs2\mathbb{E}^{r_{k-1},0}\left[\exp\left(isA_{k-1}\right)\right]\geq 1-\frac{s^{2}}{2}\operatorname{var}_{\mu_{B_{r_{k-1}}}}A_{k-1}\geq 1-Cs^{2}\operatorname{var}_{\mu_{G,B_{r_{k-1}}}}A_{k-1}\geq e^{-C^{\prime}s^{2}}

to obtain for some C<C<\infty,

exp(isXrk)𝟙kμNeCs2(k+1)+O(rk1δ)\left\langle\exp\left(isX_{r_{k}}\right)\mathds{1}_{\mathcal{M}_{k}}\right\rangle_{\mu_{N}}\geq e^{-Cs^{2}(k+1)}+O(r_{k-1}^{-\delta})

therefore (5.6) follows from the fact that eCs2(k+1)>rk1δ/2e^{-Cs^{2}(k+1)}>r_{k-1}^{-\delta/2}, which is implied by the condition |s|2<min{δ(logNk1)Ck,12}|s|^{2}<\min\{\frac{\delta(\log N-k-1)}{Ck},\frac{1}{2}\}, and N,0[kc]Nc1\mathbb{P}^{N,0}[\mathcal{M}_{k}^{c}]\leq N^{-c_{1}}. Finally, by taking the logarithm of (5.8) we obtain (5.5) for the case k+1k+1. ∎

Lemma 5.7.

There exists c1>0c_{1}>0, such that for all klogNlogNk\leq\log N-\sqrt{\log N}, N,0[kc]Nc1\mathbb{P}^{N,0}[\mathcal{M}_{k}^{c}]\leq N^{-c_{1}}.

Proof.

By making a union bound and applying the exponential Brascamp-Lieb (3.7) and the Chebyshev inequality, we have for all tt\in\mathbb{R},

N,0[kc]xBrkN,0[ϕ(x)>(logrk)2]rk2et(logrk)2eCt2logN.\mathbb{P}^{N,0}[\mathcal{M}_{k}^{c}]\leq\sum_{x\in B_{r_{k}}}\mathbb{P}^{N,0}[\phi(x)>(\log r_{k})^{2}]\leq r_{k}^{2}e^{-t(\log r_{k})^{2}}e^{Ct^{2}\log N}.

Optimize over tt, and use the fact that logrk(logN)12\log r_{k}\geq(\log N)^{\frac{1}{2}}, we see that there exists c1>0c_{1}>0, such that for NN sufficiently large,

N,0[kc]rk2e2c1(logrk)4logNNc1\mathbb{P}^{N,0}[\mathcal{M}_{k}^{c}]\leq r_{k}^{2}e^{-\frac{2c_{1}(\log r_{k})^{4}}{\log N}}\leq N^{-c_{1}}

We also need an algebraic rate convergence of the variance of AkA_{k} stated below.

Lemma 5.8.

There exists 𝐠=𝐠(V)>0\mathbf{g}=\mathbf{g}(V)>0 and β=β(d,λ,Λ)>0\beta=\beta(d,\lambda,\Lambda)>0, such that for all j=1,logNj=1,\cdots\log N,

𝔼rj,0[Aj2]=𝐠+O(rjβ).\mathbb{E}^{r_{j},0}\left[A_{j}^{2}\right]=\mathbf{g}+O(r_{j}^{-\beta}).
Proof.

Recall from (5.3) that, we may write Aj=xBrjϕ(x)ρrj(x)A_{j}=\sum_{x\in B_{r_{j}}}\phi(x)\rho_{r_{j}}(x), where ρrj\rho_{r_{j}} is defined in (5.4). Denote by Grj(x,)G_{r_{j}}(x,\cdot) the Dirichlet Green’s function in BrjB_{r_{j}}. We may use the integration by parts ϕ(x)=e(Brj)ϕ(e)Grj(x,e)\phi(x)=\sum_{e\in\mathcal{E}(B_{r_{j}})}\nabla\phi(e)\nabla G_{r_{j}}(x,e) to write AjA_{j} as

Aj=e(Brj)ϕ(e)xBrjGrj(x,e)ρrj(x)A_{j}=\sum_{e\in\mathcal{E}(B_{r_{j}})}\nabla\phi(e)\sum_{x\in B_{r_{j}}}\nabla G_{r_{j}}(x,e)\rho_{r_{j}}(x)

In order to apply Theorem 4.1, define

frj(e):=rjxBrjGrj(x,e)ρrj(x)f_{r_{j}}(e):=r_{j}\sum_{x\in B_{r_{j}}}\nabla G_{r_{j}}(x,e)\rho_{r_{j}}(x)

Thus frj(x)=rjρrj(x)\nabla^{*}\cdot f_{r_{j}}(x)=r_{j}\rho_{r_{j}}(x) and Aj=rj1e(Brj)ϕ(e)frj(e)A_{j}=r_{j}^{-1}\sum_{e\in\mathcal{E}(B_{r_{j}})}\nabla\phi(e)f_{r_{j}}(e). Notice that, as rr\rightarrow\infty, the rescaled harmonic measure

raBr(0)(0,)1/2π.ra_{B_{r}\left(0\right)}\left(0,\cdot\right)\rightarrow 1/2\pi.

Thus as rr\rightarrow\infty, rρrr\rho_{r} converges to

f(x):=12πrj+1𝟙|x|=rj+112πrj,𝟙|x|=rj,f(x):=\frac{1}{2\pi r_{j+1}}\mathds{1}_{|x|=r_{j+1}}-\frac{1}{2\pi r_{j,-}}\mathds{1}_{|x|=r_{j,-}}

and that rρrfL(r1Br)=O(r1)\|r\rho_{r}-f\|_{L^{\infty}(r^{-1}B_{r})}=O(r^{-1}).

Applying Theorem 4.1 using that supj1rjρrjL<sup_{j\geq 1}\|r_{j}\rho_{r_{j}}\|_{L^{\infty}}<\infty, there exists 𝐠=𝐠(V)>0\mathbf{g}=\mathbf{g}(V)>0 and β=β(d,λ,Λ)>0\beta=\beta(d,\lambda,\Lambda)>0, such that

|𝔼rj,0[Aj2]𝐠|Crjβ.\left|\mathbb{E}^{r_{j},0}\left[A_{j}^{2}\right]-\mathbf{g}\right|\leq Cr_{j}^{-\beta}.

And we conclude the lemma.

We are now ready to finish the proof of Lemma 2.1 and 2.3.

Proof of Lemma 2.1 .

Denote by s=tlogNs=\frac{t}{\sqrt{\log N}}. We apply Proposition 5.6 and stop at k2:=logNlogNk_{2}:=\log N-\sqrt{\log N}. It follows that

(5.9) exp(isϕ(0))μN=𝔼[exp(isϕ(0)isXrk2,)|k2]exp(isXrk2)exp(isk2)μN\left\langle\exp(is\phi(0))\right\rangle_{\mu_{N}}=\left\langle\mathbb{E}\left[\exp(is\phi(0)-isX_{r_{k_{2},-}})|\mathcal{F}_{k_{2}}\right]\exp(isX_{r_{k_{2}}})\exp(is\mathcal{E}_{k_{2}})\right\rangle_{\mu_{N}}

We apply Lemma 5.3 and Lemma 5.7 to conclude

𝔼[exp(isϕ(0)isXrk2,)|k2]=𝔼[exp(isϕ(0)isXrk2,)𝟙k2|k2]+𝔼[exp(isϕ(0)isXrk2,)𝟙k2c|k2]=𝔼rk2,0[exp(isϕ(0)isXrk2,)]+Rk2,\mathbb{E}\left[\exp(is\phi(0)-isX_{r_{k_{2},-}})|\mathcal{F}_{k_{2}}\right]=\mathbb{E}\left[\exp(is\phi(0)-isX_{r_{k_{2},-}})\mathds{1}_{\mathcal{M}_{k_{2}}}|\mathcal{F}_{k_{2}}\right]\\ +\mathbb{E}\left[\exp(is\phi(0)-isX_{r_{k_{2},-}})\mathds{1}_{\mathcal{M}_{k_{2}}^{c}}|\mathcal{F}_{k_{2}}\right]=\mathbb{E}^{r_{k_{2}},0}\left[\exp(is\phi(0)-isX_{r_{k_{2},-}})\right]+R_{k_{2}},

where, for some δ=δ(V)(0,12]\delta=\delta(V)\in(0,\frac{1}{2}], |Rk2|2μNrk2δeδlogN\left\langle|R_{k_{2}}|^{2}\right\rangle_{\mu_{N}}\leq r_{k_{2}}^{-\delta}\leq e^{-\delta\sqrt{\log N}}. Thus

(5.10) exp(isϕ(0))μN=𝔼rk2,0[exp(isϕ(0)isXrk2,)]exp(isXrk2)μN+Rk2exp(isXrk2)μN+(exp(isk2)1)exp(isϕ(0)isXrk2,)exp(isXrk2)μN\left\langle\exp(is\phi(0))\right\rangle_{\mu_{N}}=\mathbb{E}^{r_{k_{2}},0}\left[\exp(is\phi(0)-isX_{r_{k_{2},-}})\right]\left\langle\exp(isX_{r_{k_{2}}})\right\rangle_{\mu_{N}}+\left\langle R_{k_{2}}\exp(isX_{r_{k_{2}}})\right\rangle_{\mu_{N}}\\ +\left\langle(\exp(is\mathcal{E}_{k_{2}})-1)\exp(is\phi(0)-isX_{r_{k_{2},-}})\exp(isX_{r_{k_{2}}})\right\rangle_{\mu_{N}}

The first term on the right side gives the main contribution. We claim that there exists 𝐠=𝐠(V)>0\mathbf{g}=\mathbf{g}(V)>0 and β=β(V)>0\beta=\beta(V)>0, such that

(5.11) exp(isXrk2)μN=et22𝐠(1+O(t2(logN)12))\left\langle\exp(isX_{r_{k_{2}}})\right\rangle_{\mu_{N}}=e^{-\frac{t^{2}}{2\mathbf{g}}}\left(1+O\left(\frac{t^{2}}{(\log N)^{\frac{1}{2}}}\right)\right)

together with the Brascamp-Lieb inequality, which implies

1𝔼rk2,0[exp(isϕ(0)isXrk2,)]1s22varμBrk2[ϕ(0)Xrk2,]1C1s22varμG,Brk2[ϕ(0)Xrk2,]1C2t2(logN)121\geq\mathbb{E}^{r_{k_{2}},0}\left[\exp(is\phi(0)-isX_{r_{k_{2},-}})\right]\geq 1-\frac{s^{2}}{2}\operatorname{var}_{\mu_{B_{r_{k_{2}}}}}[\phi(0)-X_{r_{k_{2},-}}]\geq 1-\frac{C_{1}s^{2}}{2}\operatorname{var}_{\mu_{G,B_{r_{k_{2}}}}}[\phi(0)-X_{r_{k_{2},-}}]\\ \geq 1-C_{2}\frac{t^{2}}{(\log N)^{\frac{1}{2}}}

Therefore

(5.12) 𝔼rk2,0[exp(isϕ(0)isXrk2,)]exp(isXrk2)μN=et22𝐠(1+O(t2(logN)12)).\mathbb{E}^{r_{k_{2}},0}\left[\exp(is\phi(0)-isX_{r_{k_{2},-}})\right]\left\langle\exp(isX_{r_{k_{2}}})\right\rangle_{\mu_{N}}=e^{-\frac{t^{2}}{2\mathbf{g}}}\left(1+O(\frac{t^{2}}{(\log N)^{\frac{1}{2}}})\right).

To show (5.11), we apply Proposition 5.6 with s=tlogNs=\frac{t}{\sqrt{\log N}} (thus s2δ(logNk1)Ck=O((logN)1/2)s^{2}\ll\frac{\delta(\log N-k-1)}{Ck}=O((\log N)^{-1/2})), which yields

logexp(isXrk2)μN=j=1k2log𝔼rj,0[exp(isAj)]+logexp(isXr0)μN+O(j=1k2eCs2krjδ).\displaystyle\log\left\langle\exp\left(isX_{r_{k_{2}}}\right)\right\rangle_{\mu_{N}}=\sum_{j=1}^{k_{2}}\log\mathbb{E}^{r_{j},0}\left[\exp(isA_{j})\right]+\log\left\langle\exp\left(isX_{r_{0}}\right)\right\rangle_{\mu_{N}}+O\left(\sum_{j=1}^{k_{2}}e^{Cs^{2}k}r_{j}^{-\delta}\right).

Note that j=1k2eCs2krjδCrk2δCeδlogN\sum_{j=1}^{k_{2}}e^{Cs^{2}k}r_{j}^{-\delta}\leq Cr_{k_{2}}^{-\delta}\leq Ce^{-\delta\sqrt{\log N}}. We also apply the Brascamp-Lieb inequality to see that

|𝔼rj,0[exp(isAj)]1s22𝔼rj,0[Aj2]|Cs4𝔼rj,0[Aj4]Ct4(logN)2𝔼G,Brj[Aj4]=O(t4(logN)2)\left|\mathbb{E}^{r_{j},0}\left[\exp(isA_{j})\right]-1-\frac{s^{2}}{2}\mathbb{E}^{r_{j},0}\left[A_{j}^{2}\right]\right|\leq Cs^{4}\mathbb{E}^{r_{j},0}\left[A_{j}^{4}\right]\leq\frac{Ct^{4}}{(\log N)^{2}}\mathbb{E}^{G,B_{r_{j}}}\left[A_{j}^{4}\right]=O(\frac{t^{4}}{(\log N)^{2}})

Thus

j=1k2log𝔼rj,0[exp(isAj)]=j=1k2s22𝔼rj,0[Aj2]+O(t4logN)\sum_{j=1}^{k_{2}}\log\mathbb{E}^{r_{j},0}\left[\exp(isA_{j})\right]=\sum_{j=1}^{k_{2}}-\frac{s^{2}}{2}\mathbb{E}^{r_{j},0}\left[A_{j}^{2}\right]+O(\frac{t^{4}}{\log N})

We apply Lemma 5.8 to conclude that there exists 𝐠=𝐠(V)>0\mathbf{g}=\mathbf{g}(V)>0 and β=β(d,λ,Λ)>0\beta=\beta(d,\lambda,\Lambda)>0, such that

𝔼rj,0[Aj2]=𝐠+O(rjβ),\mathbb{E}^{r_{j},0}\left[A_{j}^{2}\right]=\mathbf{g}+O(r_{j}^{-\beta}),

this yields

j=1k2s22𝔼rj,0[Aj2]=t22𝐠logN(logN)12logN+O((eβlogN),\sum_{j=1}^{k_{2}}-\frac{s^{2}}{2}\mathbb{E}^{r_{j},0}\left[A_{j}^{2}\right]=-\frac{t^{2}}{2\mathbf{g}}\frac{\log N-(\log N)^{\frac{1}{2}}}{\log N}+O((e^{-\beta\sqrt{\log N}}),

together with the variance estimate that follows from the Brascamp-Lieb inequality, which gives logexp(isXr0)μN=O(1logN)\log\left\langle\exp\left(isX_{r_{0}}\right)\right\rangle_{\mu_{N}}=O(\frac{1}{\log N}), we conclude (5.11).

The other terms on the right side of (5.10) can be estimated by

|Rk2exp(isXrk2)μN|eδlogN,\left|\left\langle R_{k_{2}}\exp(isX_{r_{k_{2}}})\right\rangle_{\mu_{N}}\right|\leq e^{-\delta\sqrt{\log N}},

and

(exp(isk2)1)exp(isϕ(0)isXrk2,)exp(isXrk2)μNs22k22μNCt22logNk22μN=O(1logN)\left\langle(\exp(is\mathcal{E}_{k_{2}})-1)\exp(is\phi(0)-isX_{r_{k_{2},-}})\exp(isX_{r_{k_{2}}})\right\rangle_{\mu_{N}}\leq\frac{s^{2}}{2}\left\langle\mathcal{E}_{k_{2}}^{2}\right\rangle_{\mu_{N}}\\ \leq\frac{Ct^{2}}{2\log N}\left\langle\mathcal{E}_{k_{2}}^{2}\right\rangle_{\mu_{N}}=O(\frac{1}{\log N})

Substitutes the estimates above into (5.10) we conclude Lemma 2.1.

Proof of Lemma 2.3.

The proof is very similar to Lemma 2.1 and thus we give a sketch here. We apply Proposition 5.6 and stop at k1:=12logNk_{1}:=\frac{1}{2}\log N. By conditioning,

(5.13) exp(isϕ(0))μN=𝔼[exp(isϕ(0)isXrk1,)|k1]exp(isXrk1)exp(isk1)μN\left\langle\exp(is\phi(0))\right\rangle_{\mu_{N}}=\left\langle\mathbb{E}\left[\exp(is\phi(0)-isX_{r_{k_{1},-}})|\mathcal{F}_{k_{1}}\right]\exp(isX_{r_{k_{1}}})\exp(is\mathcal{E}_{k_{1}})\right\rangle_{\mu_{N}}

We then apply Lemma 5.3 and Lemma 5.7 to obtain

(5.14) exp(isϕ(0))μN=𝔼rk1,0[exp(isϕ(0)isXrk1,)]exp(isXrk1)μN+Rk1exp(isXrk1)μN+(exp(isk1)1)exp(isϕ(0)isXrk1,)exp(isXrk1)μN,\left\langle\exp(is\phi(0))\right\rangle_{\mu_{N}}=\mathbb{E}^{r_{k_{1}},0}\left[\exp(is\phi(0)-isX_{r_{k_{1},-}})\right]\left\langle\exp(isX_{r_{k_{1}}})\right\rangle_{\mu_{N}}+\left\langle R_{k_{1}}\exp(isX_{r_{k_{1}}})\right\rangle_{\mu_{N}}\\ +\left\langle(\exp(is\mathcal{E}_{k_{1}})-1)\exp(is\phi(0)-isX_{r_{k_{1},-}})\exp(isX_{r_{k_{1}}})\right\rangle_{\mu_{N}},

where, for some δ=δ(V)(0,12]\delta=\delta(V)\in(0,\frac{1}{2}], |Rk1|2μNrk1δNδ/2\left\langle|R_{k_{1}}|^{2}\right\rangle_{\mu_{N}}\leq r_{k_{1}}^{-\delta}\leq N^{-\delta/2}. Thus,

|Rk1exp(isXrk1)μN|Nδ/2,\left|\left\langle R_{k_{1}}\exp(isX_{r_{k_{1}}})\right\rangle_{\mu_{N}}\right|\leq N^{-\delta/2},

and by the Brascamp-Lieb inequality,

(exp(isk1)1)exp(isϕ(0)isXrk1,)exp(isXrk1)μNs22k12μN=O(Nγ)\left\langle(\exp(is\mathcal{E}_{k_{1}})-1)\exp(is\phi(0)-isX_{r_{k_{1},-}})\exp(isX_{r_{k_{1}}})\right\rangle_{\mu_{N}}\leq\frac{s^{2}}{2}\left\langle\mathcal{E}_{k_{1}}^{2}\right\rangle_{\mu_{N}}\\ =O(N^{-\gamma})

Let δ>0\delta>0 and C<C<\infty be the constants from Proposition 5.6, and we take ε\varepsilon sufficiently small so that ε2δ2C\varepsilon^{2}\leq\frac{\delta}{2C}. For the first term on the right side of (5.14), which is absolutely bounded by |exp(isXrk1)μN|\left|\left\langle\exp(isX_{r_{k_{1}}})\right\rangle_{\mu_{N}}\right|, we apply Proposition 5.6 (with |s|<ε|s|<\varepsilon) to obtain

logexp(isXrk1)μN=j=1k1log𝔼rj,0[exp(isAj)]+logexp(isXr0)μN+O(j=1k1eCs2k1rjδ).\displaystyle\log\left\langle\exp\left(isX_{r_{k_{1}}}\right)\right\rangle_{\mu_{N}}=\sum_{j=1}^{k_{1}}\log\mathbb{E}^{r_{j},0}\left[\exp(isA_{j})\right]+\log\left\langle\exp\left(isX_{r_{0}}\right)\right\rangle_{\mu_{N}}+O\left(\sum_{j=1}^{k_{1}}e^{Cs^{2}k_{1}}r_{j}^{-\delta}\right).

Since s2δ2Cs^{2}\leq\frac{\delta}{2C}, we have

j=1k1eCs2k1rjδrk1δ/4Nδ/8.\sum_{j=1}^{k_{1}}e^{Cs^{2}k_{1}}r_{j}^{-\delta}\leq r_{k_{1}}^{-\delta/4}\leq N^{-\delta/8}.

Notice that, since the distribution of AjA_{j} is symmetric for the zero boundary field,

𝔼rj,0[exp(isAj)]1s22𝔼rj,0[Aj2]+s424𝔼rj,0[Aj4]\mathbb{E}^{r_{j},0}\left[\exp(isA_{j})\right]\leq 1-\frac{s^{2}}{2}\mathbb{E}^{r_{j},0}\left[A_{j}^{2}\right]+\frac{s^{4}}{24}\mathbb{E}^{r_{j},0}\left[A_{j}^{4}\right]

We apply the Brascamp-Lieb inequality to conclude, there exists an absolute constant M<M<\infty, such that

maxj=1,,k1𝔼rj,0[Aj4]Cmaxj=1,,k1𝔼G,Brj[Aj4]M\max_{j=1,\cdots,k_{1}}\mathbb{E}^{r_{j},0}\left[A_{j}^{4}\right]\leq C\max_{j=1,\cdots,k_{1}}\mathbb{E}^{G,B_{r_{j}}}\left[A_{j}^{4}\right]\leq M

On the other hand, applying Lemma 5.8 to conclude that there exists 𝐠=𝐠(V)>0\mathbf{g}=\mathbf{g}(V)>0 and β=β(d,λ,Λ)>0\beta=\beta(d,\lambda,\Lambda)>0, such that for each j=1,,k1j=1,\cdots,k_{1},

𝔼rj,0[Aj2]=𝐠+O(Nβ),\mathbb{E}^{r_{j},0}\left[A_{j}^{2}\right]=\mathbf{g}+O(N^{-\beta}),

Thus, by choosing ε>0\varepsilon>0 such that ε2=min{𝐠2M,δ2C,3γ2𝐠,3δ4𝐠}\varepsilon^{2}=\min\{\frac{\mathbf{g}}{2M},\frac{\delta}{2C},\frac{3\gamma}{2\mathbf{g}},\frac{3\delta}{4\mathbf{g}}\}, we see that for all |s|<ε|s|<\varepsilon,

𝔼rj,0[exp(isAj)]1s23𝐠\mathbb{E}^{r_{j},0}\left[\exp(isA_{j})\right]\leq 1-\frac{s^{2}}{3}\mathbf{g}

Thus for NN sufficiently large,

exp(isXrk1)μN(1+O(Nδ8))j=1k1(1s24𝐠)+O(Nδ2+Nγ)2es23𝐠logN\left\langle\exp\left(isX_{r_{k_{1}}}\right)\right\rangle_{\mu_{N}}\leq(1+O(N^{-\frac{\delta}{8}}))\prod_{j=1}^{k_{1}}\left(1-\frac{s^{2}}{4}\mathbf{g}\right)+O(N^{-\frac{\delta}{2}}+N^{-\gamma})\leq 2e^{-\frac{s^{2}}{3}\mathbf{g}\log N}

Substitutes these estimates into (5.14) we conclude the Lemma.

Remark 5.9.

Notice that if we aims for a weaker bound (2.4), then instead of applying 5.8 in the proof above, we only need a uniform lower bound, namely, 𝔼rj,0[Aj2]c1\mathbb{E}^{r_{j},0}\left[A_{j}^{2}\right]\geq c_{1} for some c1>0c_{1}>0. This can be proved, for example, by using the Mermin-Wagner argument as we did in the next section.

6. A Mermin-Wagner bound

In this section we prove Lemma 2.5. The upper bound (2.5) is obtained by using the following Lemma.

Lemma 6.1.

Let XX be a random variable taking values on a unit circle, and f:[0,2π)[0,1]f:[0,2\pi)\to[0,1] be its density function. Suppose that a[0,2π)\forall a\in[0,2\pi), we have

(6.1) f(a+12)f(a12)cf(a)2f(a+\frac{1}{2})f(a-\frac{1}{2})\geq cf(a)^{2}

Then the random variable has a bounded density on the circle, and 02πeiθf(θ)𝑑θ1ε\int_{0}^{2\pi}e^{i\theta}f(\theta)\,d\theta\leq 1-\varepsilon. Moreover, if there exist t>1t>1 and C<C<\infty, such that a,b[0,2π)\forall a,b\in[0,2\pi),

(6.2) f(a+b)f(ab)eCb2t2f(a)2f(a+b)f(a-b)\geq e^{-\frac{Cb^{2}}{t^{2}}}f(a)^{2}

then the characteristic function bound can be improved to 02πeiθf(θ)𝑑θCt2\int_{0}^{2\pi}e^{i\theta}f(\theta)\,d\theta\leq\frac{C}{t^{2}}.

We first prove Lemma 2.5 based on Lemma 6.1. The argument presented below follows closely a Mermin-Wagner type estimate which has been done in e.g., [19, 24, 23]. Denote by xk=(2k,0)x_{k}=(2^{k},0) for k=0,,logNk=0,\cdots,\log N. And

(6.3) k:=σ(ϕ(x)ϕ(y):|x1|+|x2|=2k and |y1|+|y2|=2k).\mathcal{F}_{k}:=\sigma(\phi(x)-\phi(y):|x_{1}|+|x_{2}|=2^{k}\text{ and }|y_{1}|+|y_{2}|=2^{k}).

In other words, k\mathcal{F}_{k} specifies all the gradients of the field on the boundary of a diamond of radius 2k2^{k}. A key observation is that conditioned on k\mathcal{F}_{k}, the gradients of the field inside the region |x1|+|x2|<2k|x_{1}|+|x_{2}|<2^{k} and the gradients in the region |x1|+|x2|>2k|x_{1}|+|x_{2}|>2^{k} are independent. By progressively conditioning the gradients on the layers k\mathcal{F}_{k}, we have

(6.4) exp(isϕ(0))μN=k=0logN𝔼[exp(is(ϕ(xk)ϕ(xk1))|(k)0klogN]μN\left\langle\exp\left(is\phi(0)\right)\right\rangle_{\mu_{N}}=\left\langle\prod_{k=0}^{\log N}\mathbb{E}\left[\exp\left(is(\phi(x_{k})-\phi(x_{k-1})\right)|\left(\mathcal{F}_{k}\right)_{0\leq k\leq\log N}\right]\right\rangle_{\mu_{N}}

Thus (2.5) follows if we can show there exist ε>0\varepsilon>0 and C<C<\infty, such that k=1,,logN\forall k=1,\cdots,\log N, and t>1\forall t>1,

(6.5) E[exp(it(ϕ(xk)ϕ(xk1))|(k)0klogN]min{1ε,Ct2}.E\left[\exp\left(it(\phi(x_{k})-\phi(x_{k-1})\right)|\left(\mathcal{F}_{k}\right)_{0\leq k\leq\log N}\right]\leq\min\{1-\varepsilon,\frac{C}{t^{2}}\}.

We show (6.5) using a Mermin-Wagner type argument. Define the deformation b(0,2π]\forall b\in(0,2\pi],

(6.6) τ(x):={b,|x1|+|x2|2k1,b(1|x1|+|x2|2k),2k1|x1|+|x2|2k,0,|x1|+|x2|2k\tau(x):=\left\{\begin{aligned} &b,&&|x_{1}|+|x_{2}|\leq 2^{k-1},\\ &b\left(1-\frac{|x_{1}|+|x_{2}|}{2^{k}}\right),&&2^{k-1}\leq|x_{1}|+|x_{2}|\leq 2^{k},\\ &0,&&|x_{1}|+|x_{2}|\geq 2^{k}\end{aligned}\right.

which interpolates between bb and 0, and does not change the gradients for all (k)0klogN\left(\mathcal{F}_{k}\right)_{0\leq k\leq\log N}. We also notice that a straightforward calculation yields e(QN)(τ(e))2Cb2\sum_{e\in\mathcal{E}(Q_{N})}(\nabla\tau(e))^{2}\leq Cb^{2} for some C<C<\infty.

Let ϕ+:=ϕ+τ\phi^{+}:=\phi+\tau and ϕ:=ϕτ\phi^{-}:=\phi-\tau. We see the densities of ϕ+\phi^{+} and ϕ\phi^{-} (conditioning on all the gradients (k)0klogN\left(\mathcal{F}_{k}\right)_{0\leq k\leq\log N}) satisfies

(6.7) g(ϕ+)g(ϕ)=1ZN2exp((x,y)(QN)V(ϕ(x)ϕ(y)+τ(x)τ(y)))exp((x,y)(QN)V(ϕ(x)ϕ(y)τ(x)+τ(y)))1ZN2exp(2(x,y)(QN)V(ϕ(x)ϕ(y))12supxV′′(x)e(QN)(τ(e))2)eCb2g(ϕ)2g(\phi^{+})g(\phi^{-})=\frac{1}{Z_{N}^{2}}\exp\left(-\sum_{(x,y)\in\mathcal{E}(Q_{N})}V(\phi(x)-\phi(y)+\tau(x)-\tau(y))\right)\\ \cdot\exp\left(-\sum_{(x,y)\in\mathcal{E}(Q_{N})}V(\phi(x)-\phi(y)-\tau(x)+\tau(y))\right)\\ \geq\frac{1}{Z_{N}^{2}}\exp\left(-2\sum_{(x,y)\in\mathcal{E}(Q_{N})}V(\phi(x)-\phi(y))-\frac{1}{2}\sup_{x\in\mathbb{R}}V^{\prime\prime}(x)\sum_{e\in\mathcal{E}(Q_{N})}(\nabla\tau(e))^{2}\right)\geq e^{-Cb^{2}}g(\phi)^{2}

for some c>0c>0.

For any set EΩ0(QN)E\subseteq\Omega_{0}(Q_{N}) of field configurations, integrate the above inequality of densities over EE and applying the Cauchy-Schwarz inequality, we obtain

(6.8) (ϕ+E|(k)0klogN)(ϕE|(k)0klogN)eCb2(ϕE|(k)0klogN)2.\mathbb{P}\left(\phi^{+}\in E|\left(\mathcal{F}_{k}\right)_{0\leq k\leq\log N}\right)\cdot\mathbb{P}\left(\phi^{-}\in E|\left(\mathcal{F}_{k}\right)_{0\leq k\leq\log N}\right)\geq e^{-Cb^{2}}\mathbb{P}\left(\phi\in E|\left(\mathcal{F}_{k}\right)_{0\leq k\leq\log N}\right)^{2}.

Set t=1t=1 and b=12b=\frac{1}{2}. If we denote by ff the conditional density of exp(i(ϕ(xk)ϕ(xk1))\exp\left(i(\phi(x_{k})-\phi(x_{k-1})\right) on the unit circle (conditioning on all the gradients (k)0klogN\left(\mathcal{F}_{k}\right)_{0\leq k\leq\log N}) , then it follows that (6.1) is satisfied (for t=1t=1).

To see that (6.2) holds for t>1t>1, notice the fact that for tt large, we may rescale ϕtϕ\phi\to t\phi, so that the corresponding potential is given by V(t)V(\frac{\cdot}{t}), which has second derivative of order t2t^{-2}. Thus following the same argument as above, one obtains an improved bound for the conditional densities (for large tt),

(6.9) g(ϕ+)g(ϕ)eCb2t2g(ϕ)2g(\phi^{+})g(\phi^{-})\geq e^{-\frac{Cb^{2}}{t^{2}}}g(\phi)^{2}

Therefore by applying Lemma 6.1 we conclude that

𝔼[exp(it(ϕ(xk)ϕ(xk1))|(k)0klogN]min{1ε,Ct2}\mathbb{E}\left[\exp\left(it(\phi(x_{k})-\phi(x_{k-1})\right)|\left(\mathcal{F}_{k}\right)_{0\leq k\leq\log N}\right]\leq\min\{1-\varepsilon,\frac{C}{t^{2}}\}

And by the conditioning (6.4) we conclude Lemma 2.5.

Finally we give a proof of Lemma 6.1 .

Proof of Lemma 6.1 .

We focus on the proof of 02πeiθf(θ)𝑑θCt2\int_{0}^{2\pi}e^{i\theta}f(\theta)\,d\theta\leq\frac{C}{t^{2}} as the 1ε1-\varepsilon bound is a classical result and its proof can be found in [19, 24, 23]. Using (6.2), we see that the probability density has a ratio bounded by eC/t2e^{C/t^{2}} uniformly over the circle .

Thus for all x[0,2π)x\in[0,2\pi) and any interval I[0,2π)I\subseteq[0,2\pi) of length at most π\pi,

(\strokedintIf(θ)dθ)2eCt2\strokedintIf(θ+x)f(θx)dθ\strokedintIf(θ+x)eCt2\strokedintIf(ϕx)dϕdθeCt2(\strokedintI+xf(θ)dθ)(\strokedintIxf(θ)dθ),\left(\strokedint_{I}f(\theta)\,d\theta\right)^{2}e^{-\frac{C}{t^{2}}}\leq\strokedint_{I}f(\theta+x)f(\theta-x)\,d\theta\leq\strokedint_{I}f(\theta+x)e^{\frac{C}{t^{2}}}\strokedint_{I}f(\phi-x)\,d\phi\,d\theta\\ \leq e^{\frac{C}{t^{2}}}\left(\strokedint_{I+x}f(\theta)\,d\theta\right)\left(\strokedint_{I-x}f(\theta)\,d\theta\right),

thus

(If(θ)𝑑θ)2e2Ct2(I+xf(θ)𝑑θ)(Ixf(θ)𝑑θ)\left(\int_{I}f(\theta)\,d\theta\right)^{2}e^{-\frac{2C}{t^{2}}}\leq\left(\int_{I+x}f(\theta)\,d\theta\right)\left(\int_{I-x}f(\theta)\,d\theta\right)

In particular, fix tt\in\mathbb{R}, by taking I=[(k1)π/m,kπ/m)I=[(k-1)\pi/m,k\pi/m), for some mm\in\mathbb{N}, and k=1,2mk=1,\cdots 2m we have

(maxk=1,2m(k1)π/mkπ/mf(θ)𝑑θ)2e2Ct2(mink=1,2m(k1)π/mkπ/mf(θ)𝑑θ)(maxk=1,2m(k1)π/mkπ/mf(θ)𝑑θ)\left(\max_{k=1,\cdots 2m}\int_{(k-1)\pi/m}^{k\pi/m}f(\theta)\,d\theta\right)^{2}\leq e^{\frac{2C}{t^{2}}}\left(\min_{k=1,\cdots 2m}\int_{(k-1)\pi/m}^{k\pi/m}f(\theta)\,d\theta\right)\left(\max_{k=1,\cdots 2m}\int_{(k-1)\pi/m}^{k\pi/m}f(\theta)\,d\theta\right)

Thus

(maxk=1,2m(k1)π/mkπ/mf(θ)𝑑θ)e2Ct2(mink=1,2m(k1)π/mkπ/mf(θ)𝑑θ)\left(\max_{k=1,\cdots 2m}\int_{(k-1)\pi/m}^{k\pi/m}f(\theta)\,d\theta\right)\leq e^{\frac{2C}{t^{2}}}\left(\min_{k=1,\cdots 2m}\int_{(k-1)\pi/m}^{k\pi/m}f(\theta)\,d\theta\right)

Therefore for each kk, we have

|(k1)πmkπmeiθf(θ)𝑑θ+π+(k1)πmπ+kπmeiθf(θ)𝑑θ||eikπm(k1)πmkπmf(θ)𝑑θeikπmπ+(k1)πmπ+kπmf(θ)𝑑θ|+maxθ[(k1)πm,kπm]|ei(k1)πmeikπm||((k1)πmkπmf(θ)𝑑θ+π+(k1)πmπ+kπmf(θ)𝑑θ|(1e2Ct2+O(1m))|(k1)πmkπmf(θ)𝑑θ+π+(k1)πmπ+kπmf(θ)𝑑θ|+O(1m4t2)\left|\int_{\frac{(k-1)\pi}{m}}^{\frac{k\pi}{m}}e^{i\theta}f(\theta)\,d\theta+\int_{\pi+\frac{(k-1)\pi}{m}}^{\pi+\frac{k\pi}{m}}e^{i\theta}f(\theta)\,d\theta\right|\leq\left|e^{i\frac{k\pi}{m}}\int_{\frac{(k-1)\pi}{m}}^{\frac{k\pi}{m}}f(\theta)\,d\theta-e^{i\frac{k\pi}{m}}\int_{\pi+\frac{(k-1)\pi}{m}}^{\pi+\frac{k\pi}{m}}f(\theta)\,d\theta\right|\\ +\max_{\theta\in[\frac{(k-1)\pi}{m},\frac{k\pi}{m}]}|e^{i\frac{(k-1)\pi}{m}}-e^{i\frac{k\pi}{m}}|\left|\int_{(\frac{(k-1)\pi}{m}}^{\frac{k\pi}{m}}f(\theta)\,d\theta+\int_{\pi+\frac{(k-1)\pi}{m}}^{\pi+\frac{k\pi}{m}}f(\theta)\,d\theta\right|\\ \leq\left(1-e^{-\frac{2C}{t^{2}}}+O(\frac{1}{m})\right)\left|\int_{\frac{(k-1)\pi}{m}}^{\frac{k\pi}{m}}f(\theta)\,d\theta+\int_{\pi+\frac{(k-1)\pi}{m}}^{\pi+\frac{k\pi}{m}}f(\theta)\,d\theta\right|+O(\frac{1}{m^{4}t^{2}})

Summing over kk yields

|02πeiθf(θ)𝑑θ|1e2Ct2+O(1m)\left|\int_{0}^{2\pi}e^{i\theta}f(\theta)\,d\theta\right|\leq 1-e^{-\frac{2C}{t^{2}}}+O(\frac{1}{m})

by taking m>1Ct2m>\frac{1}{C}t^{2} we conclude the lemma. ∎

Appendix A Multiscale Poincare inequality,

We state a discrete version of the multiscale Poincare inequality, which provides an estimate of the H1(\scaleobj1.2n)H^{-1}\left({\scaleobj{1.2}{\square}}_{n}\right) norm of a function in terms of its spatial averages in triadic subcubes.

Proposition A.1 ([3, 5]).

(Multiscale Poincare inequality) Let 𝒵n=3n2\scaleobj1.2m\mathcal{Z}_{n}=3^{n}\mathbb{Z}^{2}\cap{\scaleobj{1.2}{\square}}_{m}. Then

fH1(\scaleobj1.2m)CfL¯2(\scaleobj1.2m)+Cn=0m13n(1|𝒵n|y𝒵n|(f)y+\scaleobj1.2n|2)1/2.\left\|f\right\|_{H^{-1}({\scaleobj{1.2}{\square}}_{m})}\leq C\left\|f\right\|_{\underline{L}^{2}({\scaleobj{1.2}{\square}}_{m})}+C\sum_{n=0}^{m-1}3^{n}\left(\frac{1}{\left|\mathcal{Z}_{n}\right|}\sum_{y\in\mathcal{Z}_{n}}\left|\left(f\right)_{y+{\scaleobj{1.2}{\square}}_{n}}\right|^{2}\right)^{1/2}.

We also record a lemma here that the H¯1\underline{H}^{-1} norm of u\nabla u can bound the L2L^{2} oscillation of uu.

Lemma A.2.

There exists C(d)<C(d)<\infty such that for every mm\in\mathbb{N} and uH1(\scaleobj1.2m,μN)u\in H^{1}({\scaleobj{1.2}{\square}}_{m},\mu_{N}),

u(u)\scaleobj1.2mL¯2(\scaleobj1.2m,μN)CuH¯1(\scaleobj1.2m,μN)\left\|u-(u)_{{\scaleobj{1.2}{\square}}_{m}}\right\|_{\underline{L}^{2}({\scaleobj{1.2}{\square}}_{m},\mu_{N})}\leq C\left\|\nabla u\right\|_{\underline{H}^{-1}({\scaleobj{1.2}{\square}}_{m},\mu_{N})}

And, for every uH01(\scaleobj1.2m,μN)u\in\in H_{0}^{1}({\scaleobj{1.2}{\square}}_{m},\mu_{N}),

uL¯2(\scaleobj1.2m,μN)CuH¯1(\scaleobj1.2m,μN)\left\|u\right\|_{\underline{L}^{2}({\scaleobj{1.2}{\square}}_{m},\mu_{N})}\leq C\left\|\nabla u\right\|_{\underline{H}^{-1}({\scaleobj{1.2}{\square}}_{m},\mu_{N})}

Acknowledgments

We thank Scott Armstrong, Ron Peled, Tom Spencer and Ofer Zeitouni for helpful discussions, and Ofer Zeitouni for helpful comments on a previous draft of this manuscript. The research was partially supported by the National Key R&D Program of China and a grant from Shanghai Ministry Education Commission.

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