Videos

Normal fluctuations of a random conductor

Presenter
January 17, 2013
Keywords:
  • PDEs, statistic
MSC:
  • 35Q62
Abstract
I will talk about solutions to an elliptic PDE with conductivity coefficient that varies randomly with respect to the spatial variable. It has been known for some time that homogenization may occur when the coefficients are scaled suitably. Less is known about fluctuations of the solution around its mean behavior. For example, if an electric potential is imposed at the boundary, some current will flow through the material. What is the net current? For a finite random sample of the material, this quantity is random. In the limit of large sample size it converges to a deterministic constant. I will describe a central limit theorem: the probability law of the energy dissipation rate is very close to that of a normal random variable having the same mean and variance, when the domain is large. I'll give an error estimate for this approximation in total variation; the estimate scales optimally with the domain size.