Normal approximation for the net flux through a random conductor

Abstract

We consider solutions of an elliptic partial differential equation in \({\mathbb R}^d\) with a stationary, random conductivity coefficient. The boundary condition on a square domain of width L is chosen so that the solution has a macroscopic unit gradient. We then consider the average flux through the domain. It is known that in the limit \(L \rightarrow \infty \), this quantity converges to a deterministic constant, almost surely. Our main result is about normal approximation for this flux when L is large: we give an estimate of the Kantorovich–Wasserstein distance between the law of this random variable and that of a normal random variable. This extends a previous result of the author (Probab Theory Relat Fields, 2013. doi:10.​1007/​s00440-013-0517-9) to a much larger class of random conductivity coefficients. The analysis relies on elliptic regularity, on bounds for the Green’s function, and on a normal approximation method developed by Chatterjee (Ann Probab 36:1584–1610, 2008) based on Stein’s method.