Geodesic
Estimation of the statistical error of the direct statistical modeling method
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 2, pp. 352-361

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The statistical error of the direct simulation Monte Carlo method for numerical solution of the rarefied gas dynamics problems is investigated. Based on the central limit theorem for Markov processes, asymptotic confidence intervals for the errors connected with the number of time steps are obtained for estimates of the three main macroparameters of the flow (density, velocity, and temperature). For the quantities involved in the expressions for the confidence intervals, practical recommendations are given concerning their numerical evaluation simultaneously with the calculation of the flow macroparameters. The proposed approaches to constructing the confidence intervals are illustrated using the classical problem of heat transfer between two infinite parallel plates as an example. 
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     author = {M. Yu. Plotnikov and E. V. Shkarupa},
     title = {Estimation of the statistical error of the direct statistical modeling method},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
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     publisher = {mathdoc},
     volume = {50},
     number = {2},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_2_a14/}
}
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M. Yu. Plotnikov; E. V. Shkarupa. Estimation of the statistical error of the direct statistical modeling method. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 2, pp. 352-361. http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_2_a14/