Higher-order pathwise theory of fluctuations in stochastic homogenization

24 Oct 2019 Duerinckx Mitia Otto Felix

We consider linear elliptic equations in divergence form with stationary random coefficients of integrable correlations. We characterize the fluctuations of a macroscopic observable of a solution to relative order $\frac{d}{2}$, where $d$ is the spatial dimension; the fluctuations turn out to be Gaussian... (read more)

PDF Abstract
No code implementations yet. Submit your code now

Categories


  • ANALYSIS OF PDES
  • PROBABILITY