On fractional moment estimation from polynomial chaos expansion

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F25%3APU152709" target="_blank" >RIV/00216305:26110/25:PU152709 - isvavai.cz</a>

Výsledek na webu

<a href="https://www.sciencedirect.com/science/article/pii/S0951832024006653" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0951832024006653</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.ress.2024.110594" target="_blank" >10.1016/j.ress.2024.110594</a>

Jazyk výsledku

angličtina

Název v původním jazyce

On fractional moment estimation from polynomial chaos expansion

Popis výsledku v původním jazyce

Fractional statistical moments are utilized for various tasks of uncertainty quantification, including the estimation of probability distributions. However, an estimation of fractional statistical moments of costly mathematical models by statistical sampling is challenging since it is typically not possible to create a large experimental design due to limitations in computing capacity. This paper presents a novel approach for the analytical estimation of fractional moments, directly from polynomial chaos expansions. Specifically, the first four statistical moments obtained from the deterministic coefficients of polynomial chaos expansion are used for an estimation of arbitrary fractional moments via H & ouml;lder's inequality. The proposed approach is utilized for an estimation of statistical moments and probability distributions in four numerical examples of increasing complexity. Obtained results show that the proposed approach achieves a superior performance in estimating the distribution of the response, in comparison to a standard Latin hypercube sampling in the presented examples.

Název v anglickém jazyce

On fractional moment estimation from polynomial chaos expansion

Popis výsledku anglicky

Fractional statistical moments are utilized for various tasks of uncertainty quantification, including the estimation of probability distributions. However, an estimation of fractional statistical moments of costly mathematical models by statistical sampling is challenging since it is typically not possible to create a large experimental design due to limitations in computing capacity. This paper presents a novel approach for the analytical estimation of fractional moments, directly from polynomial chaos expansions. Specifically, the first four statistical moments obtained from the deterministic coefficients of polynomial chaos expansion are used for an estimation of arbitrary fractional moments via H & ouml;lder's inequality. The proposed approach is utilized for an estimation of statistical moments and probability distributions in four numerical examples of increasing complexity. Obtained results show that the proposed approach achieves a superior performance in estimating the distribution of the response, in comparison to a standard Latin hypercube sampling in the presented examples.

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/LUAUS24260" target="_blank" >LUAUS24260: Rozvoj polynomiálního chaosu s fyzikálním omezením pro stochastickou mechaniku</a><br>

Návaznosti

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

Rok uplatnění

2025

Kód důvěrnosti údajů

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

Název periodika

RELIABILITY ENGINEERING & SYSTEM SAFETY

ISSN

0951-8320

e-ISSN

1879-0836

Svazek periodika

254

Číslo periodika v rámci svazku

February

Stát vydavatele periodika

GB - Spojené království Velké Británie a Severního Irska

Počet stran výsledku

12

Strana od-do

„“-„“

Kód UT WoS článku

001348858900001

EID výsledku v databázi Scopus

2-s2.0-85207966266