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A finite dimensional approximation of the effective diffusivity for a symmetric random walk in a random environment
Authors:Małgorzata Cudna  Tomasz Komorowski
Affiliation:1. Institute of Mathematics, UMCS pl. Marii Curie-Sk?odowskiej 1, 20-031 Lublin, Poland;2. Institute of Mathematics, PAN, ul. ?niadeckich 8, 00-956 Warsaw, Poland
Abstract:We consider a nearest neighbor, symmetric random walk on a homogeneous, ergodic random lattice ZdZd. The jump rates of the walk are independent, identically Bernoulli distributed random variables indexed by the bonds of the lattice. A standard result from the homogenization theory, see [A. De Masi, P.A. Ferrari, S. Goldstein, W.D. Wick, An invariance principle for reversible Markov processes, Applications to random walks in random environments, J. Statist. Phys. 55(3/4) (1989) 787–855], asserts that the scaled trajectory of the particle satisfies the functional central limit theorem. The covariance matrix of the limiting normal distribution is called the effective diffusivity of the walk. We use the duality structure corresponding to the product Bernoulli measure to construct a numerical scheme that approximates this parameter when d?3d?3. The estimates of the convergence rates are also provided.
Keywords:Primary 65C35   82C41   Secondary 65Z05
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