English

Central limits and homogenization in random media

Analysis of PDEs 2007-11-26 v3 Probability

Abstract

We consider the perturbation of elliptic operators of the form P(\bx,\bD)P(\bx,\bD) by random, rapidly varying, sufficiently mixing, potentials of the form q(\bx\eps,ω)q(\frac{\bx}\eps,\omega). We analyze the source and spectral problems associated to such operators and show that the properly renormalized difference between the perturbed and unperturbed solutions may be written asymptotically as \eps0\eps\to0 as explicit Gaussian processes. Such results may be seen as central limit corrections to the homogenization (law of large numbers) process. Similar results are derived for more general elliptic equations in one dimension of space. The results are based on the availability of a rapidly converging integral formulation for the perturbed solutions and on the use of classical central limit results for random processes with appropriate mixing conditions.

Keywords

Cite

@article{arxiv.0710.0363,
  title  = {Central limits and homogenization in random media},
  author = {Guillaume Bal},
  journal= {arXiv preprint arXiv:0710.0363},
  year   = {2007}
}

Comments

37 pages, added references, corrected typos

R2 v1 2026-06-21T09:24:49.645Z