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Open AccessJournal ArticleDOI

Central Limits and Homogenization in Random Media

Guillaume Bal
- 03 Jul 2008 - 
- Vol. 7, Iss: 2, pp 677-702
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TLDR
In this paper, the rescaled difference between the perturbed and unperturbed solutions may be written asymptotically as explicit Gaussian processes, and the results are derived for more general elliptic equations with random coefficients in one dimension of space.
Abstract
We consider the perturbation of elliptic pseudodifferential operators $P(\mathbf{x},\mathbf{D})$ with more than square integrable Green's functions by random, rapidly varying, sufficiently mixing, potentials of the form $q(\frac{\mathbf{x}}{\varepsilon},\omega)$. We analyze the source and spectral problems associated with such operators and show that the rescaled difference between the perturbed and unperturbed solutions may be written asymptotically as $\varepsilon \to 0$ as explicit Gaussian processes. Such results may be seen as central limit corrections to homogenization (law of large numbers). Similar results are derived for more general elliptic equations with random coefficients 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.

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Citations
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Random integrals and correctors in homogenization

TL;DR: Derivations are based on a careful analysis of random oscillatory integrals of processes with long-range correlations and it is shown that the longer the range of the correlations, the larger is the amplitude of the corrector.
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An inverse random source problem for the Helmholtz equation

TL;DR: A novel and efficient strategy, which is entirely done by using the fast Fourier transform, is proposed to reconstruct the mean and the variance of the random source function from measurements at one boundary point, where the measurements are assumed to be available for many realizations of the source term.
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Correlation structure of the corrector in stochastic homogenization

TL;DR: The main result is to identify the correlation structure of the corrector, in dimension 33 and higher, which is similar to, but different from that of a Gaussian free field.
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Correlation structure of the corrector in stochastic homogenization

TL;DR: In this article, the authors identify the correlation structure of the corrector, in dimension $3$ and higher, which is similar to but different from that of a Gaussian free field.
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Water waves over a random bottom

TL;DR: In this paper, a new derivation and an analysis of long-wave model equations for the dynamics of the free surface of a body of water which has random bathymetry is given.
References
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Journal ArticleDOI

Homogenization of fully nonlinear, uniformly elliptic and parabolic partial differential equations in stationary ergodic media

TL;DR: In this article, the homogenization of fully nonlinear, uniformly elliptic and parabolic second-order partial differential equations in stationary ergodic media is studied, where the homogeneization is based on the homogeneity of the second order PDEs.
Journal ArticleDOI

Analysis of a Two-Scale, Locally Conservative Subgrid Upscaling for Elliptic Problems

TL;DR: A two-scale theoretical framework for approximating the solution of a second order elliptic problem and a mixed approximation is defined, which can be viewed as a type of variational multiscale method or a residual-free bubble technique.
Journal ArticleDOI

On the spectral density and asymptotic normality of weakly dependent random fields

TL;DR: For weakly stationary random fields, conditions on coefficients of "linear dependence" are given which are, respectively, sufficient and sufficient for the existence of a continuous spectral density as discussed by the authors.
Journal ArticleDOI

Random integrals and correctors in homogenization

TL;DR: Derivations are based on a careful analysis of random oscillatory integrals of processes with long-range correlations and it is shown that the longer the range of the correlations, the larger is the amplitude of the corrector.
Journal Article

Estimates in probability of the residual between the random and the homogenized solutions of one‐dimensional second‐order operator

TL;DR: In this article, the authors considered the problem of homogenization of a one-dimensional second-order elliptic operator with random coefficients satisfying strong or uniform mixing conditions and obtained several sharp estimates in terms of the corresponding mixing coefficient.
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