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NOVÁK, L. NOVÁK, D.
Original Title
On Taylor series expansion for statistical moments of functions of correlated random variables
Type
conference paper
Language
English
Original Abstract
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.
Keywords
Taylor series expansion, semi-probabilistic approach
Authors
NOVÁK, L.; NOVÁK, D.
Released
25. 11. 2020
Publisher
American Institute of Physics
Location
New York, USA
ISBN
978-0-7354-4025-8
Book
AIP Conference Proceedings
Edition number
2293
0094-243X
Periodical
AIP conference proceedings
State
United States of America
Pages from
1
Pages to
4
Pages count
URL
https://aip.scitation.org/doi/10.1063/5.0026856
BibTex
@inproceedings{BUT166175, author="Lukáš {Novák} and Drahomír {Novák}", title="On Taylor series expansion for statistical moments of functions of correlated random variables", booktitle="AIP Conference Proceedings", year="2020", journal="AIP conference proceedings", number="2293", pages="1--4", publisher="American Institute of Physics", address="New York, USA", doi="10.1063/5.0026856", isbn="978-0-7354-4025-8", issn="0094-243X", url="https://aip.scitation.org/doi/10.1063/5.0026856" }