Detail publikace

Taylor Series Expansion for Functions of Correlated Random Variables

NOVÁK, L.

Originální název

Taylor Series Expansion for Functions of Correlated Random Variables

Typ

článek ve sborníku mimo WoS a Scopus

Jazyk

angličtina

Originální abstrakt

Semi-probabilistic approach in combination with non-linear finite element method is employed more frequently nowadays for design and assessment of structures. In that case, it is crucial to estimate statistical moments of structural resistance assuming uncertain input variables. The task is the estimation of statistical moments of function of random variables solved by finite element method. One of the solutions is represented by Taylor series expansion, which can be further used for the derivation of specific differencing schemes. The paper is focused on derivation of accurate differencing schemes for functions of correlated random variables. It is numerically shown, that the proposed differencing schemes are more accurate in comparison to standard scheme in case of strong correlation.

Klíčová slova

Taylor series expansion; statistical correlation; estimation of statistical moments; semi-probabilistic approach

Autoři

NOVÁK, L.

Vydáno

28. 1. 2021

Nakladatel

Vysoké učení technické v Brně, Fakulta stavební

Místo

Brno, Česká republika

ISBN

978-80-86433-75-2

Kniha

Proceedings of Juniorstav 2021

Strany od

364

Strany do

368

Strany počet

5

BibTex

@inproceedings{BUT168853,
  author="Lukáš {Novák}",
  title="Taylor Series Expansion for Functions of Correlated Random Variables",
  booktitle="Proceedings of Juniorstav 2021",
  year="2021",
  pages="364--368",
  publisher="Vysoké učení technické v Brně, Fakulta stavební",
  address="Brno, Česká republika",
  isbn="978-80-86433-75-2"
}