Publication detail

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

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

ISBN

0094-243X

Periodical

AIP conference proceedings

State

United States of America

Pages from

1

Pages to

4

Pages count

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"
}