Quantitative version of the Kipnis-Varadhan theorem and Monte Carlo approximation of homogenized coefficients
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Publication:363858
DOI10.1214/12-AAP880zbMath1276.35026arXiv1103.4591MaRDI QIDQ363858
Jean-Christophe Mourrat, Antoine Gloria
Publication date: 5 September 2013
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.4591
65C05: Monte Carlo methods
60G50: Sums of independent random variables; random walks
60H30: Applications of stochastic analysis (to PDEs, etc.)
37A30: Ergodic theorems, spectral theory, Markov operators
60K37: Processes in random environments
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
35B27: Homogenization in context of PDEs; PDEs in media with periodic structure
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