Normal approximation for a random elliptic equation
نویسنده
چکیده
We consider solutions of an elliptic partial differential equation in R with a stationary, random conductivity coefficient that is also periodic with period L. Boundary conditions on a square domain of width L are arranged so that the solution has a macroscopic unit gradient. We then consider the average flux that results from this imposed boundary condition. It is known that in the limit L → ∞, this quantity converges to a deterministic constant, almost surely. Our main result is that the law of this random variable is very close to that of a normal random variable, if the domain size L is large. We quantify this approximation by an error estimate in total variation. The error estimate relies on a second order Poincaré inequality developed recently by S. Chatterjee.
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تاریخ انتشار 2011