Normal approximation for the net flux through a random conductor
Abstract
We consider solutions to an elliptic partial differential equation in with a stationary, random conductivity coefficient. The boundary condition on a square domain of width 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 , this quantity converges to a deterministic constant, almost surely. Our main result is about normal approximation for this flux when 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.
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Cite
@article{arxiv.1406.2186,
title = {Normal approximation for the net flux through a random conductor},
author = {James Nolen},
journal= {arXiv preprint arXiv:1406.2186},
year = {2014}
}
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31 pages