Large Deviation Theory for a Homogenized and “Corrected” Elliptic ODE
نویسندگان
چکیده
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.
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