Study of the Bias of N-particle Estimates of the Monte Carlo Method in Problems With Particle Interaction
Year: 2024
Type: article
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.
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze
OpenAlex ID: W4405894590