Detail publikace

On Taylor series expansion for statistical moments of functions of correlated random variables

NOVÁK, L. NOVÁK, D.

Originální název

On Taylor series expansion for statistical moments of functions of correlated random variables

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

Taylor series expansion, semi-probabilistic approach

Autoři

NOVÁK, L.; NOVÁK, D.

Vydáno

25. 11. 2020

Nakladatel

American Institute of Physics

Místo

New York, USA

ISBN

978-0-7354-4025-8

Kniha

AIP Conference Proceedings

Číslo edice

2293

ISSN

0094-243X

Periodikum

AIP conference proceedings

Stát

Spojené státy americké

Strany od

1

Strany do

4

Strany počet

4

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"
}