A finite dimensional approximation of the effective diffusivity for a symmetric random walk in a random environment (Q2469620)
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English | A finite dimensional approximation of the effective diffusivity for a symmetric random walk in a random environment |
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A finite dimensional approximation of the effective diffusivity for a symmetric random walk in a random environment (English)
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6 February 2008
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The authors investigate a special model of a nearest neighbor symmetric random walk on a homogeneous ergodic random lattice \(\mathbb Z ^d\). The jump rates of the walk are independent identically Bernoulli distributed random variables indexed by the bonds of the lattice. A standard result from the homogenization theory [see \textit{A. De Masi, P. A. Ferrari, S. Goldstein} and \textit{W. D. Wick}, ``An invariance principle for reversible Markov processes, Applications to random motions in random environments'', J. Stat. Phys. 55, No.~3--4, 787--855 (1989; Zbl 0713.60041)] asserts that the scaled trajectory of the particle satisfies the functional central limit theorem. The covariance matrix of the limiting normal distribution is called the effective diffusivity of the walk. The authors use the duality structure corresponding to the product Bernoulli measure to construct a numerical scheme that approximates this parameter when \(d \geqslant 3\). The estimates of the convergence rates are also provided.
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random walk on a random lattice
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corrector
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duality
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central limit theorem
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effective diffusivity
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product Bernoulli measure
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convergence
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