3 papers
math.NA2025
Scale-invariant Monte Carlo and multilevel Monte Carlo estimation of mean and variance: An application to simulation of linear elastic bone tissue
Sharana Kumar Shivanand, Bojana RosiÄ
We propose novel scale-invariant error estimators for the Monte Carlo and multilevel Monte Carlo estimation of mean and variance. For any linear transformation of the distribution…
cs.CE2025
Stochastic Modelling of Elasticity Tensor Fields
Sharana Kumar Shivanand, Bojana RosiÄ, Hermann G. Matthies
We present a novel framework for the probabilistic modelling of random fourth order material tensor fields, with a focus on tensors that are physically symmetric and positive defin…
math.ST2024
Covariance estimation using h-statistics in Monte Carlo and multilevel Monte Carlo methods
Sharana Kumar Shivanand
We present novel Monte Carlo (MC) and multilevel Monte Carlo (MLMC) methods to determine the unbiased covariance of random variables using h-statistics. The advantage of this proce…