Normal approximation for the net flux through a random conductor

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Publication:338200

DOI10.1007/S40072-015-0068-4zbMATH Open1353.35042arXiv1406.2186OpenAlexW2263345107MaRDI QIDQ338200FDOQ338200


Authors: James Nolen Edit this on Wikidata


Publication date: 4 November 2016

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

Abstract: We consider solutions to an elliptic partial differential equation in mathbbRd 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.


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




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