On Taylor series expansion for statistical moments of functions of correlated random variables

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

On Taylor series expansion for statistical moments of functions of correlated random variables

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

On Taylor series expansion for statistical moments of functions of correlated random variables

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

—

OECD FORD obor

20102 - Construction engineering, Municipal and structural engineering

Projekt

<a href="/cs/project/GA18-13212S" target="_blank" >GA18-13212S: Metody plochy odezvy a citlivostní analýzy ve stochastické výpočtové mechanice (RESUS)</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2020

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

AIP Conference Proceedings

ISBN

978-0-7354-4025-8

ISSN

0094-243X

e-ISSN

—

Počet stran výsledku

4

Strana od-do

1-4

Název nakladatele

American Institute of Physics

Místo vydání

New York, USA

Místo konání akce

hotel Sheraton, Ixia, Rhodos

Datum konání akce

23. 9. 2019

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

000636709500292