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.

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Publication Details

Journal
Doklady Mathematics
Published
2024-10-01
DOI
https://doi.org/10.1134/s1064562424601513
Primary Topic
Mathematical Biology Tumor Growth
Type
article
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article

Study of the Bias in Monte Carlo N-Particle Estimates for Problems with Particle Interaction

S. V. Rogasinsky, G. Z. Lotova, G. A. Mikhaı̆lov
Doklady Mathematics
Mathematical Biology Tumor Growth
article

Study of the Bias in Monte Carlo N-Particle Estimates for Problems with Particle Interaction

S. V. Rogasinsky, G. Z. Lotova, G. A. Mikhaı̆lov
article en

Abstract

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.

Doklady MathematicsVol. 110(2)
Novosibirsk State University (RU), Institute of Computational Mathematics and Mathematical Geophysics (RU)
Openalex Percentile: Top 73%
Mathematical Biology Tumor Growth
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