Taylor Series Expansion for Functions of Correlated Random Variables

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Taylor Series Expansion for Functions of Correlated Random Variables

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Taylor Series Expansion for Functions of Correlated Random Variables

Popis výsledku anglicky

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.

Druh

O - Ostatní výsledky

CEP obor

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OECD FORD obor

20102 - Construction engineering, Municipal and structural engineering

Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2021

Kód důvěrnosti údajů

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