Large Deviation Theory for a Homogenized and "Corrected" Elliptic ODE

Details Large Deviation Theory for a Homogenized and "Corrected" Elliptic ODE Large Deviation Theory for a Homogenized and "Corrected" Elliptic ODE

2010-12-03

arxiv.org/abs/1012.0763v2

Mathematics

Analysis of PDEs

Scientific paper

We study a one-dimensional elliptic problem with highly oscillatory random diffusion coefficient. We derive a homogenized solution and a so-called Gaussian corrector. We also prove a "pointwise" large deviation principle (LDP) for the full solution and approximate this LDP with a more tractable form. These results allow one to access the limits of Gaussian correctors. In general, the corrector does not capture the large deviation behavior. Applications to uncertainty quantification are considered.

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