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Abstract <p>We justify theoretically and numerically that Monte Carlo <i>N</i>-particle estimates for functionals of the solution to a nonlinear kinetic equation have a bias of <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(O(1{\text{/}}N)\)</EquationSource> <!--ComMat2570205Lotova-m1--> </InlineEquation> order. An estimate of the coefficient in the corresponding bias formula is obtained and verified.</p>

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Investigation of Monte Carlo N-Particle Estimates

  • 期刊论文

  • 发表日期：

    2026年3月1日

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

摘要

Abstract

We justify theoretically and numerically that Monte Carlo N-particle estimates for functionals of the solution to a nonlinear kinetic equation have a bias of \(O(1{\text{/}}N)\) order. An estimate of the coefficient in the corresponding bias formula is obtained and verified.