Publication detail

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

NOVÁK, L. NOVÁK, D.

Original Title

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

Type

journal article in Web of Science

Language

English

Original Abstract

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.

Keywords

Semi-probabilistic approach; Estimation of coefficient of variation; Taylor series expansion; Correlation among random variables; Nataf transformation

Authors

NOVÁK, L.; NOVÁK, D.

Released

1. 9. 2021

Publisher

ELSEVIER

Location

AMSTERDAM

ISBN

0167-4730

Periodical

Structural Safety

Year of study

92

Number

1

State

Kingdom of the Netherlands

Pages from

1

Pages to

11

Pages count

11

URL

https://www.sciencedirect.com/science/article/abs/pii/S0167473021000254

BibTex

@article{BUT172054,
  author="Lukáš {Novák} and Drahomír {Novák}",
  title="Estimation of coefficient of variation for structural analysis: The correlation interval approach",
  journal="Structural Safety",
  year="2021",
  volume="92",
  number="1",
  pages="1--11",
  doi="10.1016/j.strusafe.2021.102101",
  issn="0167-4730",
  url="https://www.sciencedirect.com/science/article/abs/pii/S0167473021000254"
}