Random walk in random environment, corrector equation and homogenized coefficients: from theory to numerics, back and forth
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Publication:5249714
DOI10.1093/imanum/dru010zbMath1315.60116arXiv1211.1834OpenAlexW2132741004MaRDI QIDQ5249714
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Publication date: 11 May 2015
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.1834
random environmentrandom walkstochastic homogenizationeffective coefficientsMonte-Carlo methodcorrector equationdiscrete elliptic equations
Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Processes in random environments (60K37) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Probabilistic methods, stochastic differential equations (65C99)
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