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

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发表日期：

2024年10月1日

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

摘要

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.