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Paper detail

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

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.

preprint2010arXivOpen access
Guillaume BalRoger GhanemIan Langmore
math.AP
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Guillaume BalRoger GhanemIan Langmore

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