Taylor Series Expansion for 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%2F21%3APU139140" target="_blank" >RIV/00216305:26110/21:PU139140 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Taylor Series Expansion for Functions of Correlated Random Variables
Original language description
Semi-probabilistic approach in combination with non-linear finite element method is employed more frequently nowadays for design and assessment of structures. In that case, it is crucial to estimate statistical moments of structural resistance assuming uncertain input variables. The task is the estimation of statistical moments of function of random variables solved by finite element method. One of the solutions is represented by Taylor series expansion, which can be further used for the derivation of specific differencing schemes. The paper is focused on derivation of accurate differencing schemes for functions of correlated random variables. It is numerically shown, that the proposed differencing schemes are more accurate in comparison to standard scheme in case of strong correlation.
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
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OECD FORD branch
20102 - Construction engineering, Municipal and structural engineering
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2021
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů