  We analyze the random fluctuations of several multi-scale algorithms such as
the multi-scale finite element method (MsFEM) and the finite element
heterogeneous multiscale method (HMM), that have been developed to solve
partial differential equations with highly heterogeneous coefficients. Such
multi-scale algorithms are often shown to correctly capture the homogenization
limit when the highly oscillatory random medium is stationary and ergodic. This
paper is concerned with the random fluctuations of the solution about the
deterministic homogenization limit. We consider the simplified setting of the
one dimensional elliptic equation, where the theory of random fluctuations is
well understood. We develop a fluctuation theory for the multi-scale algorithms
in the presence of random environments with short-range and long-range
correlations. What we find is that the computationally more expensive method
MsFEM captures the random fluctuations both for short-range and long-range
oscillations in the medium. The less expensive method HMM correctly captures
the fluctuations for long-range oscillations and strongly amplifies their size
in media with short-range oscillations. We present a modified scheme with an
intermediate computational cost that captures the random fluctuations in all
cases.
