202274
20181203023629.0
0178-8051
10.1007/s00440-013-0529-5
doi
000341865900008
ISI
ARTICLE
Kantorovich distance in the martingale CLT and quantitative homogenization of parabolic equations with random coefficients
Heidelberg
2014
Springer Heidelberg
2014
36
Journal Articles
The article begins with a quantitative version of the martingale central limit theorem, in terms of the Kantorovich distance. This result is then used in the study of the homogenization of discrete parabolic equations with random i.i.d. coefficients. For smooth initial condition, the rescaled solution of such an equation, once averaged over the randomness, is shown to converge polynomially fast to the solution of the homogenized equation, with an explicit exponent depending only on the dimension. Polynomial rate of homogenization for the averaged heat kernel, with an explicit exponent, is then derived. Similar results for elliptic equations are also presented.
Quantitative homogenization
Martingale
Central limit theorem
Random walk in random environment
Mourrat, Jean-Christophe
205386
244966
279-314
1-2
Probability Theory And Related Fields
160
ISC
252435
U10423
oai:infoscience.tind.io:202274
article
EPFL-ARTICLE-202274
EPFL
PUBLISHED
REVIEWED
ARTICLE