Scaling limit of fluctuations in stochastic homogenization
Probability
2015-12-04 v2 Analysis of PDEs
Abstract
We investigate the global fluctuations of solutions to elliptic equations with random coefficients in the discrete setting. In dimension and for i.i.d.\ coefficients, we show that after a suitable scaling, these fluctuations converge to a Gaussian field that locally resembles a (generalized) Gaussian free field. The paper begins with a heuristic derivation of the result, which can be read independently and was obtained jointly with Scott Armstrong.
Keywords
Cite
@article{arxiv.1503.00578,
title = {Scaling limit of fluctuations in stochastic homogenization},
author = {Yu Gu and Jean-Christophe Mourrat},
journal= {arXiv preprint arXiv:1503.00578},
year = {2015}
}
Comments
27 pages, revised version with a new section obtained jointly with Scott Armstrong