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

IF 0.5 4区数学 Q3 MATHEMATICS

Doklady Mathematics Pub Date : 2025-01-10 DOI:10.1134/S1064562424601513

G. A. Mikhailov, G. Z. Lotova, S. V. Rogasinsky

引用次数: 0

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.

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来源期刊

Doklady Mathematics 数学-数学

CiteScore

1.00

自引率

16.70%

发文量

审稿时长

3-6 weeks

期刊介绍： Doklady Mathematics is a journal of the Presidium of the Russian Academy of Sciences. It contains English translations of papers published in Doklady Akademii Nauk (Proceedings of the Russian Academy of Sciences), which was founded in 1933 and is published 36 times a year. Doklady Mathematics includes the materials from the following areas: mathematics, mathematical physics, computer science, control theory, and computers. It publishes brief scientific reports on previously unpublished significant new research in mathematics and its applications. The main contributors to the journal are Members of the RAS, Corresponding Members of the RAS, and scientists from the former Soviet Union and other foreign countries. Among the contributors are the outstanding Russian mathematicians.