On Taylor Series Expansion for Statistical Moments of Functions of Correlated Random Variables dagger

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dc.contributor.authorNovák, Lukášcs
dc.contributor.authorNovák, Drahomírcs
dc.coverage.issue8cs
dc.coverage.volume12cs
dc.date.issued2020-08-31cs
dc.description.abstractThe paper is focused on Taylor series expansion for statistical analysis of functions of random variables with special attention to correlated input random variables. It is shown that the standard approach leads to significant deviations in estimated variance of non-linear functions. Moreover, input random variables are often correlated in industrial applications; thus, it is crucial to obtain accurate estimations of partial derivatives by a numerical differencing scheme. Therefore, a novel methodology for construction of Taylor series expansion of increasing complexity of differencing schemes is proposed and applied on several analytical examples. The methodology is adapted for engineering applications by proposed asymmetric difference quotients in combination with a specific step-size parameter. It is shown that proposed differencing schemes are suitable for functions of correlated random variables. Finally, the accuracy, efficiency, and limitations of the proposed methodology are discussed.en
dc.formattextcs
dc.format.extent1-14cs
dc.format.mimetypeapplication/pdfcs
dc.identifier.citationSymmetry. 2020, vol. 12, issue 8, p. 1-14.en
dc.identifier.doi10.3390/sym12081379cs
dc.identifier.issn2073-8994cs
dc.identifier.orcid0000-0001-9387-2745cs
dc.identifier.orcid0000-0003-0744-8265cs
dc.identifier.other165296cs
dc.identifier.researcheridC-7692-2019cs
dc.identifier.researcheridAAM-4563-2020cs
dc.identifier.scopus57202952368cs
dc.identifier.scopus7103231214cs
dc.identifier.urihttp://hdl.handle.net/11012/195719
dc.language.isoencs
dc.publisherMDPIcs
dc.relation.ispartofSymmetrycs
dc.relation.urihttps://www.mdpi.com/2073-8994/12/8/1379cs
dc.rightsCreative Commons Attribution 4.0 Internationalcs
dc.rights.accessopenAccesscs
dc.rights.sherpahttp://www.sherpa.ac.uk/romeo/issn/2073-8994/cs
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/cs
dc.subjectTaylor series expansionen
dc.subjectestimation of coefficient of variationen
dc.subjectsemi-probabilistic approachen
dc.subjectstructural reliabilityen
dc.titleOn Taylor Series Expansion for Statistical Moments of Functions of Correlated Random Variables daggeren
dc.type.driverarticleen
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen
sync.item.dbidVAV-165296en
sync.item.dbtypeVAVen
sync.item.insts2025.02.03 15:45:21en
sync.item.modts2025.01.17 19:36:11en
thesis.grantorVysoké učení technické v Brně. Fakulta stavební. Ústav stavební mechanikycs
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