电邮这篇文章 STUDY OF THE BIAS OF N-PARTICLE ESTIMATES OF THE MONTE CARLO METHOD IN PROBLEMS WITH PARTICLE INTERACTION
- 作者: Mikhailov G.A.1,2, Lotova G.Z.1,2, Rogasinsky S.V.1,2
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隶属关系:
- Institute of computational mathematics and mathematical geophysics SB RAS
- Novosibirsk State University
- 期: 卷 519, 编号 1 (2024)
- 页面: 33-38
- 栏目: MATHEMATICS
- URL: https://journal-vniispk.ru/2686-9543/article/view/275216
- DOI: https://doi.org/10.31857/S2686954324050076
- EDN: https://elibrary.ru/XDYTXW
- ID: 275216
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详细
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.
作者简介
G. 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. Lotova
Institute of computational mathematics and mathematical geophysics SB RAS; Novosibirsk State University
Email: lot@osmf.sscc.ru
Novosibirsk, Russia; Novosibirsk, Russia
S. Rogasinsky
Institute of computational mathematics and mathematical geophysics SB RAS; Novosibirsk State University
Email: svr@osmf.sscc.ru
Novosibirsk, Russia; Novosibirsk, Russia
参考
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