{"title":"粒子相互作用问题的蒙特卡罗n粒子估计偏差研究","authors":"G. A. Mikhailov, G. Z. Lotova, S. V. Rogasinsky","doi":"10.1134/S1064562424601513","DOIUrl":null,"url":null,"abstract":"<p>For a model with interaction of particle trajectories, we justify theoretically and numerically that the <i>N</i>-particle statistical estimates of functionals of the solution to nonlinear kinetic equations have a bias of <span>\\(O(1{\\text{/}}N)\\)</span> order. An estimate of the coefficient in the corresponding bias formula is obtained.</p>","PeriodicalId":531,"journal":{"name":"Doklady Mathematics","volume":"110 2","pages":"416 - 420"},"PeriodicalIF":0.5000,"publicationDate":"2025-01-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Study of the Bias in Monte Carlo N-Particle Estimates for Problems with Particle Interaction\",\"authors\":\"G. A. Mikhailov, G. Z. Lotova, S. V. Rogasinsky\",\"doi\":\"10.1134/S1064562424601513\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>For a model with interaction of particle trajectories, we justify theoretically and numerically that the <i>N</i>-particle statistical estimates of functionals of the solution to nonlinear kinetic equations have a bias of <span>\\\\(O(1{\\\\text{/}}N)\\\\)</span> order. An estimate of the coefficient in the corresponding bias formula is obtained.</p>\",\"PeriodicalId\":531,\"journal\":{\"name\":\"Doklady Mathematics\",\"volume\":\"110 2\",\"pages\":\"416 - 420\"},\"PeriodicalIF\":0.5000,\"publicationDate\":\"2025-01-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Doklady Mathematics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://link.springer.com/article/10.1134/S1064562424601513\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Doklady Mathematics","FirstCategoryId":"100","ListUrlMain":"https://link.springer.com/article/10.1134/S1064562424601513","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS","Score":null,"Total":0}
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.
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.