Documents disponibles écrits par cet auteur

Extended polynomial dimensional decomposition for arbitrary probability distributions / Rahman, Sharif in Journal of engineering mechanics, Vol. 135 N° 12 (Décembre 2009) 

Public ISBD [article]  in Journal of engineering mechanics > Vol. 135 N° 12 (Décembre 2009) . - pp. 1439-1451 Titre : Extended polynomial dimensional decomposition for arbitrary probability distributions Type de document : texte imprimé Auteurs : Rahman, Sharif, Auteur Article en page(s) : pp. 1439-1451 Note générale : Mécanique appliquée Langues : Anglais (eng) Mots-clés : Uncertainty  principles  Stochastic  processes  Reliability  Polynomials. Résumé : This paper presents an extended polynomial dimensional decomposition method for solving stochastic problems subject to independent random input following an arbitrary probability distribution. The method involves Fourier-polynomial expansions of component functions by orthogonal polynomial bases, the Stieltjes procedure for generating the recursion coefficients of orthogonal polynomials and the Gauss quadrature rule for a specified probability measure, and dimension-reduction integration for calculating the expansion coefficients. The extension, which subsumes nonclassical orthogonal polynomials bases, generates a convergent sequence of lower-variate estimates of the probabilistic characteristics of a stochastic response. Numerical results indicate that the extended decomposition method provides accurate, convergent, and computationally efficient estimates of the tail probability of random mathematical functions or reliability of mechanical systems. The convergence of the extended method accelerates significantly when employing measure-consistent orthogonal polynomials. DEWEY : 620.1 ISSN : 0733-9399 En ligne : http://ascelibrary.aip.org/vsearch/servlet/VerityServlet?KEY=JENMDT&smode=strres [...] [article] Extended polynomial dimensional decomposition for arbitrary probability distributions [texte imprimé] / Rahman, Sharif, Auteur . - pp. 1439-1451. Mécanique appliquée Langues : Anglais (eng) in Journal of engineering mechanics > Vol. 135 N° 12 (Décembre 2009) . - pp. 1439-1451 Mots-clés : Uncertainty  principles  Stochastic  processes  Reliability  Polynomials. Résumé : This paper presents an extended polynomial dimensional decomposition method for solving stochastic problems subject to independent random input following an arbitrary probability distribution. The method involves Fourier-polynomial expansions of component functions by orthogonal polynomial bases, the Stieltjes procedure for generating the recursion coefficients of orthogonal polynomials and the Gauss quadrature rule for a specified probability measure, and dimension-reduction integration for calculating the expansion coefficients. The extension, which subsumes nonclassical orthogonal polynomials bases, generates a convergent sequence of lower-variate estimates of the probabilistic characteristics of a stochastic response. Numerical results indicate that the extended decomposition method provides accurate, convergent, and computationally efficient estimates of the tail probability of random mathematical functions or reliability of mechanical systems. The convergence of the extended method accelerates significantly when employing measure-consistent orthogonal polynomials. DEWEY : 620.1 ISSN : 0733-9399 En ligne : http://ascelibrary.aip.org/vsearch/servlet/VerityServlet?KEY=JENMDT&smode=strres [...]

Statistical moments of polynomial dimensional decomposition / Rahman, Sharif in Journal of engineering mechanics, Vol. 136 N° 7 (Juillet 2010) 

Public ISBD [article]  in Journal of engineering mechanics > Vol. 136 N° 7 (Juillet 2010) . - pp. 923-927 Titre : Statistical moments of polynomial dimensional decomposition Type de document : texte imprimé Auteurs : Rahman, Sharif, Auteur Article en page(s) : pp. 923-927 Note générale : Mécanique appliquée Langues : Anglais (eng) Mots-clés : Stochastic  processes  Polynomials  Decomposition  Statistics. Résumé : 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. DEWEY : 620.1 ISSN : 0733-9399 En ligne : http://ascelibrary.aip.org/vsearch/servlet/VerityServlet?KEY=JENMDT&smode=strres [...] [article] Statistical moments of polynomial dimensional decomposition [texte imprimé] / Rahman, Sharif, Auteur . - pp. 923-927. Mécanique appliquée Langues : Anglais (eng) in Journal of engineering mechanics > Vol. 136 N° 7 (Juillet 2010) . - pp. 923-927 Mots-clés : Stochastic  processes  Polynomials  Decomposition  Statistics. Résumé : 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. DEWEY : 620.1 ISSN : 0733-9399 En ligne : http://ascelibrary.aip.org/vsearch/servlet/VerityServlet?KEY=JENMDT&smode=strres [...]