Statistical Moments of Polynomial Dimensional Decomposition
نویسنده
چکیده
This technical note presents explicit formulas for calculating the response moments of stochastic systems by polynomial dimensional decomposition entailing independent random input with arbitrary probability measures. The numerical results indicate that the formulas provide accurate, convergent, and computationally efficient estimates of the second-moment properties. DOI: 10.1061/ ASCE EM.1943-7889.0000117 CE Database subject headings: Stochastic processes; Polynomials; Decomposition; Statistics. Author keywords: Stochastic mechanics; Orthogonal polynomials; Analysis of variance; High-dimensional model representation.
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