A central limit theorem for fluctuations in one dimensional stochastic homogenization
Probability
2015-08-24 v1 Analysis of PDEs
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.
Cite
@article{arxiv.1508.05132,
title = {A central limit theorem for fluctuations in one dimensional stochastic homogenization},
author = {Yu Gu},
journal= {arXiv preprint arXiv:1508.05132},
year = {2015}
}
Comments
23 pages