Normal approximation for a random elliptic equation
We consider solutions of an elliptic partial differential equation in {Mathematical expression} with a stationary, random conductivity coefficient that is also periodic with period {Mathematical expression}. Boundary conditions on a square domain of width {Mathematical expression} 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 {Mathematical expression}, 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 {Mathematical expression} 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 Chatterjee. © 2013 Springer-Verlag Berlin Heidelberg.
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- Statistics & Probability
- 4905 Statistics
- 4904 Pure mathematics
- 0104 Statistics
- 0102 Applied Mathematics
- 0101 Pure Mathematics
Citation
Published In
DOI
ISSN
Publication Date
Start / End Page
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 4904 Pure mathematics
- 0104 Statistics
- 0102 Applied Mathematics
- 0101 Pure Mathematics