Normal approximation for the net flux through a random conductor

DOI10.1007/S40072-015-0068-4MaRDI QIDQ338200zbMATH OpenOpenAlexFDO

Authors James Nolen

Publication date 4 November 2016

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1406.2186

zbMATH Keywords

Kantorovich-Wasserstein distancestochastic homogenizationrandom conductancerandom media

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) PDEs with randomness, stochastic partial differential equations (35R60) Second-order elliptic equations (35J15) Random operators and equations (aspects of stochastic analysis) (60H25)

Abstract: We consider solutions to an elliptic partial differential equation in $mathbb{R}^d$ with a stationary, random conductivity coefficient. The boundary condition on a square domain of width $L$ is chosen so that the solution has a macroscopic unit gradient. We then consider the average flux through the domain. It is known that in the limit $Loinfty$, this quantity converges to a deterministic constant, almost surely. Our main result is about normal approximation for this flux when $L$ is large: we give an estimate of the Kantorovich-Wasserstein distance between the law of this random variable and that of a normal random variable. This extends a previous result of the author to a much larger class of random conductivity coefficients. The analysis relies on elliptic regularity, on bounds for the Green's function, and on a normal approximation method developed by S. Chatterjee based on Stein's method.

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Cited in

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• Normal approximation for a random elliptic equation
• A mixed-transfer-matrix method for simulating normal conductor/perfect insulator/perfect conductor random networks
• A quantitative central limit theorem for the effective conductance on the discrete torus
• The additive structure of elliptic homogenization
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• The choice of representative volumes in the approximation of effective properties of random materials
• High order correctors and two-scale expansions in stochastic homogenization

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