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STUDY OF THE BIAS OF N-PARTICLE ESTIMATES OF THE MONTE CARLO METHOD IN PROBLEMS WITH PARTICLE INTERACTION
- Authors: Mikhailov G.A.1,2, Lotova G.Z.1,2, Rogasinsky S.V.1,2
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Affiliations:
- Institute of computational mathematics and mathematical geophysics SB RAS
- Novosibirsk State University
- Issue: Vol 519, No 1 (2024)
- Pages: 33-38
- Section: MATHEMATICS
- URL: https://bakhtiniada.ru/2686-9543/article/view/275216
- DOI: https://doi.org/10.31857/S2686954324050076
- EDN: https://elibrary.ru/XDYTXW
- ID: 275216
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Abstract
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.
About the authors
G. A. Mikhailov
Institute of computational mathematics and mathematical geophysics SB RAS; Novosibirsk State University
Email: gam@sscc.ru
Corresponding member of the RAS Novosibirsk, Russia; Novosibirsk, Russia
G. Z. Lotova
Institute of computational mathematics and mathematical geophysics SB RAS; Novosibirsk State University
Email: lot@osmf.sscc.ru
Novosibirsk, Russia; Novosibirsk, Russia
S. V. Rogasinsky
Institute of computational mathematics and mathematical geophysics SB RAS; Novosibirsk State University
Email: svr@osmf.sscc.ru
Novosibirsk, Russia; Novosibirsk, Russia
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