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Statistical Moments of Polynomial Dimensional Decomposition
Journal article   Peer reviewed

Statistical Moments of Polynomial Dimensional Decomposition

Sharif Rahman
Journal of engineering mechanics, Vol.136(7), pp.923-927
07/2010
DOI: 10.1061/(ASCE)EM.1943-7889.0000117

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Abstract

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.
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