STUDY OF THE BIAS OF N-PARTICLE ESTIMATES OF THE MONTE CARLO METHOD IN PROBLEMS WITH PARTICLE INTERACTION
The paper gives a theoretical and numerical justification of the bias with the 𝑂(1/𝑁) order for the 𝑁-particle statistical estimates of the functionals of the solution of nonlinear kinetic equations for the model with interaction of particle trajectories. An estimate of the coefficient in the corresponding bias formula is obtained.
Authors
- S. V. Rogasinsky
- G. Z. Lotova (ORCID: https://orcid.org/0000-0002-7717-9796)
- G. A. Mikhaı̆lov
Institutions
- Novosibirsk State University (RU)
- Institute of Computational Mathematics and Mathematical Geophysics (RU)
Publication Details
- Journal
- Доклады Российской академии наук Математика информатика процессы управления
- Published
- 2024-12-15
- DOI
- https://doi.org/10.31857/s2686954324050076
- Primary Topic
- Material Science and Thermodynamics
- Type
- article
- Field-Weighted Citation Impact
- 0.00