Article ID Journal Published Year Pages File Type
4612020 Journal of Differential Equations 2011 39 Pages PDF
Abstract

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. Applications to uncertainty quantification are considered.

Related Topics
Physical Sciences and Engineering Mathematics Analysis