On Taylor series expansion for statistical moments of functions of correlated random variables
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F20%3APU137917" target="_blank" >RIV/00216305:26110/20:PU137917 - isvavai.cz</a>
Result on the web
<a href="https://aip.scitation.org/doi/10.1063/5.0026856" target="_blank" >https://aip.scitation.org/doi/10.1063/5.0026856</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1063/5.0026856" target="_blank" >10.1063/5.0026856</a>
Alternative languages
Result language
angličtina
Original language name
On Taylor series expansion for statistical moments of functions of correlated random variables
Original language description
The paper is focused on reliability analysis of time-consuming mathematical models utilizing approximation in form of Taylor series expansion. Statistical analysis is crucial part of reliability analysis of structures but it is still challenging to analyze time-consuming mathematical models, e.g. represented by finite element method in implicit form. Efficient alternative is an approximation of original model by explicit function in specific form. The paper is focused on approximation by Taylor series expansion for statistical analysis of functions of random variables. Although it is common to use Taylor series expansion for functions of uncorrelated random variables, it is challenging to utilize Taylor series for correlated variables and highly non-linear functions. Therefore, possibilities and pitfalls of such approach are herein discussed from engineers point of view.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
20102 - Construction engineering, Municipal and structural engineering
Result continuities
Project
<a href="/en/project/GA18-13212S" target="_blank" >GA18-13212S: Response surface and sensitivity analysis methods in stochastic computational mechanics (RESUS)</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
AIP Conference Proceedings
ISBN
978-0-7354-4025-8
ISSN
0094-243X
e-ISSN
—
Number of pages
4
Pages from-to
1-4
Publisher name
American Institute of Physics
Place of publication
New York, USA
Event location
hotel Sheraton, Ixia, Rhodos
Event date
Sep 23, 2019
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000636709500292