Study of the Bias in Monte Carlo N-Particle Estimates for Problems with Particle Interaction
For a model with interaction of particle trajectories, we justify theoretically and numerically that the N-particle statistical estimates of functionals of the solution to nonlinear kinetic equations have a bias of $$O(1{\text{/}}N)$$ order. 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
- Doklady Mathematics
- Published
- 2024-10-01
- DOI
- https://doi.org/10.1134/s1064562424601513
- Primary Topic
- Mathematical Biology Tumor Growth
- Type
- article
- Field-Weighted Citation Impact
- 0.00