Estimation of coefficient of variation for structural analysis: The correlation interval approach

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F21%3APU141225" target="_blank" >RIV/00216305:26110/21:PU141225 - isvavai.cz</a>

Výsledek na webu

<a href="https://www.sciencedirect.com/science/article/abs/pii/S0167473021000254" target="_blank" >https://www.sciencedirect.com/science/article/abs/pii/S0167473021000254</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.strusafe.2021.102101" target="_blank" >10.1016/j.strusafe.2021.102101</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Estimation of coefficient of variation for structural analysis: The correlation interval approach

Popis výsledku v původním jazyce

The paper is focused on the efficient estimation of the coefficient of variation for functions of correlated and uncorrelated random variables. Specifically, the paper deals with time-consuming functions solved by the non-linear finite element method. In this case, the semi-probabilistic methods must reduce the number of simulations as much as possible under several simplifying assumptions while preserving the accuracy of the obtained results. The selected commonly used methods are reviewed with the intent of investigating their theoretical background, assumptions and limitations. It is shown, that Taylor series expansion can be modified for fully correlated random variables, which leads to a significant reduction in the number of simulations independent of the dimension of the stochastic model (the number of input random variables). The concept of the interval estimation of the coefficient of variation using Taylor series expansion is proposed and applied to numerical examples of increasing complexity. It is shown that the obtained results correspond to the theoretical conclusions of the proposed method.

Název v anglickém jazyce

Estimation of coefficient of variation for structural analysis: The correlation interval approach

Popis výsledku anglicky

The paper is focused on the efficient estimation of the coefficient of variation for functions of correlated and uncorrelated random variables. Specifically, the paper deals with time-consuming functions solved by the non-linear finite element method. In this case, the semi-probabilistic methods must reduce the number of simulations as much as possible under several simplifying assumptions while preserving the accuracy of the obtained results. The selected commonly used methods are reviewed with the intent of investigating their theoretical background, assumptions and limitations. It is shown, that Taylor series expansion can be modified for fully correlated random variables, which leads to a significant reduction in the number of simulations independent of the dimension of the stochastic model (the number of input random variables). The concept of the interval estimation of the coefficient of variation using Taylor series expansion is proposed and applied to numerical examples of increasing complexity. It is shown that the obtained results correspond to the theoretical conclusions of the proposed method.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

20102 - Construction engineering, Municipal and structural engineering

Projekt

<a href="/cs/project/GA20-01781S" target="_blank" >GA20-01781S: Modelování nejistot při hodnocení spolehlivosti betonových konstrukcí</a><br>

Návaznosti

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

Rok uplatnění

2021

Kód důvěrnosti údajů

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

Název periodika

Structural Safety

ISSN

0167-4730

e-ISSN

1879-3355

Svazek periodika

92

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

11

Strana od-do

1-11

Kód UT WoS článku

000659220400004

EID výsledku v databázi Scopus

2-s2.0-85104356969