A central limit theorem for fluctuations in 1D stochastic homogenization

DOI10.1007/S40072-016-0075-0zbMATH Open1382.35024arXiv1508.05132OpenAlexW2335230942MaRDI QIDQ682465FDOQ682465

Authors: Yu Gu 

Publication date: 2 February 2018

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

Abstract: In this paper, we analyze the random fluctuations in a one dimensional stochastic homogenization problem and prove a central limit result, i.e., the first order fluctuations can be described by a Gaussian process that solves an SPDE with additive spatial white noise. Using a probabilistic approach, we obtain a precise error decomposition up to the first order, which helps to decompose the limiting Gaussian process, with one of the components corresponding to the corrector obtained by a formal two scale expansion.

Full work available at URL: https://arxiv.org/abs/1508.05132

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zbMATH Keywords

diffusion in random environmenterror decompositionformal two-scale expansion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Heat equation (35K05) PDEs with randomness, stochastic partial differential equations (35R60) Martingales with continuous parameter (60G44) Processes in random environments (60K37)

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Cited In (5)

• A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one
• Scaling limit of fluctuations in stochastic homogenization
• Central limit theorems for the one-dimensional Rayleigh gas with semipermeable barriers
• High order correctors and two-scale expansions in stochastic homogenization
• The structure of fluctuations in stochastic homogenization

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