EconPapers    
Economics at your fingertips  
 

Calculation of second order statistics of uncertain linear systems applying reduced order models

González, I.V., M.A. Valdebenito, J.I. Correa and H.A. Jensen

Reliability Engineering and System Safety, 2019, vol. 190, issue C, -

Abstract: This contribution investigates the application of reduced order models for approximating the response of a class of uncertain linear systems. The basis associated with the reduced model is generated based on the results of a single analysis of the system plus a sensitivity analysis. The aforementioned strategy is applied in combination with control variates, thus allowing to estimate the second order statistics of the system’s response. In this way, accurate estimates of these statistics can be generated with reduced numerical efforts, as a large number of samples of the system’s response is evaluated with the reduced order model while only a small number of samples of the full model is required. Numerical examples comprising stochastic finite element models suggest that the proposed approach can produce estimates of the second order statistics with reduced variability.

Keywords: Uncertain linear system; Second order statistics; Reduced order model; Stochastic finite element analysis; Control variates (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0951832019301115
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:190:y:2019:i:c:1

DOI: 10.1016/j.ress.2019.106514

Access Statistics for this article

Reliability Engineering and System Safety is currently edited by Carlos Guedes Soares

More articles in Reliability Engineering and System Safety from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:reensy:v:190:y:2019:i:c:1