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

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Study of the Bias in Monte Carlo N-Particle Estimates for Problems with Particle Interaction. / Mikhailov, G. A.; Lotova, G. Z.; Rogasinsky, S. V.

In: Doklady Mathematics, Vol. 110, No. 2, 10.01.2025, p. 416-420.

Research output: Contribution to journal › Article › peer-review

BibTeX

@article{739fa102b7824a80ac0294209f2a9eae,

title = "Study of the Bias in Monte Carlo N-Particle Estimates for Problems with Particle Interaction",

abstract = "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 order. An estimate of the coefficient in the corresponding bias formula is obtained.",

keywords = "-continuity, Boltzmann equation, Markov chain, Monte Carlo method, N-particle ensemble, SEIR epidemic model, chaos propagation hypothesis, rarefied gas theory, single-particle density distribution",

author = "Mikhailov, {G. A.} and Lotova, {G. Z.} and Rogasinsky, {S. V.}",

note = "This work was performed at the Institute of Computational Mathematics and Mathematical Geophysics of the Siberian Branch of the Russian Academy of Sciences within the state assignment, project FWNM-2022-0002. Mikhailov, G. A. Study of the Bias in Monte Carlo N-Particle Estimates for Problems with Particle Interaction / G. A. Mikhailov, G. Z. Lotova, S. V. Rogasinsky // Doklady Mathematics. – 2024. – Vol. 110, No. 2. – P. 416-420. – DOI 10.1134/S1064562424601513.",

year = "2025",

month = jan,

day = "10",

doi = "10.1134/S1064562424601513",

language = "English",

volume = "110",

pages = "416--420",

journal = "Doklady Mathematics",

issn = "1064-5624",

publisher = "Maik Nauka-Interperiodica Publishing",

number = "2",

}

RIS

TY - JOUR

T1 - Study of the Bias in Monte Carlo N-Particle Estimates for Problems with Particle Interaction

AU - Mikhailov, G. A.

AU - Lotova, G. Z.

AU - Rogasinsky, S. V.

N1 - This work was performed at the Institute of Computational Mathematics and Mathematical Geophysics of the Siberian Branch of the Russian Academy of Sciences within the state assignment, project FWNM-2022-0002. Mikhailov, G. A. Study of the Bias in Monte Carlo N-Particle Estimates for Problems with Particle Interaction / G. A. Mikhailov, G. Z. Lotova, S. V. Rogasinsky // Doklady Mathematics. – 2024. – Vol. 110, No. 2. – P. 416-420. – DOI 10.1134/S1064562424601513.

PY - 2025/1/10

Y1 - 2025/1/10

N2 - 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 order. An estimate of the coefficient in the corresponding bias formula is obtained.

AB - 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 order. An estimate of the coefficient in the corresponding bias formula is obtained.

KW - -continuity

KW - Boltzmann equation

KW - Markov chain

KW - Monte Carlo method

KW - N-particle ensemble

KW - SEIR epidemic model

KW - chaos propagation hypothesis

KW - rarefied gas theory

KW - single-particle density distribution

UR - https://www.mendeley.com/catalogue/29ae5328-4bfe-39e4-9e1b-27a80120d6f9/

UR - https://www.scopus.com/record/display.uri?eid=2-s2.0-85218110568&origin=inward&txGid=81d63c4255e4ec0c49d7d36f4f53d731

UR - https://elibrary.ru/item.asp?id=80239747

U2 - 10.1134/S1064562424601513

DO - 10.1134/S1064562424601513

M3 - Article

VL - 110

SP - 416

EP - 420

JO - Doklady Mathematics

JF - Doklady Mathematics

SN - 1064-5624

IS - 2

ER -

ID: 64833114