A new stochastic method based on the Taylor expansion to compute response probability densities of uncertain systems

Abstract

AbstractIn this article, a new stochastic approach is proposed for the analysis of structural systems with uncertainties. This novel strategy method combines the probability transformation method, expressed in terms of characteristic function with a probabilistic version of the Taylor expansion. Some notes about the convergence and the accuracy of the proposed method are reported. The results of these notes and several examples here reported evidence an optimum level of accuracy, coupled with great simplicity of application of this approach, even for relatively high levels of uncertainties. Hence, this method can be considered a valuable tool for the solution of stochastic analyses of engineering systems. Several examples are performed to show the capability of the results established. These applications show how the method is a useful technique for engineering analysis.