@inproceedings{15bbe26f935c423aa08a61e512485a2a,
title = "Estimation of second order statistics of uncertain linear systems applying linear expansion and monte carlo simulation",
abstract = "Second order statistics of the response of stochastic finite element models can be estimated applying either linear perturbation or Monte Carlo simulation. The former approach is quite convenient from a numerical viewpoint, although its accuracy may be limited; the latter approach can be highly accurate, at the expense of increased numerical costs due to repeated simulation. Hence, this contribution presents a control variates approach that takes advantage of the virtues of both linear perturbation and Monte Carlo simulation, in order to produce estimates of the second order statistics of stochastic finite element models with reduced variability. The application of the proposed approach is illustrated by means of a numerical example.",
keywords = "Control variates, Linear expansion, Monte Carlo simulation, Random field, Stochastic finite elements, Uncertain linear system",
author = "Acevedo, {C. H.} and Gonz{\'a}lez, {I. V.} and Valdebenito, {M. A.} and Jensen, {H. A.}",
note = "Funding Information: This research is partially supported by CONICYT (National Commission for Scientific and Technological Research) under grant number 1180271 and Universidad Tecnica Federico Santa Maria under its program PAC (Programa Asistente Ci-entifico 2017). This support is gratefully acknowledged by the authors. M. Valdebenito developed part of this work during a research stay at the Institute for Risk and Reliability (IRZ) of the Leibniz Universit{\"a}t Hannover, Germany, under the auspice of the Alexander von Humboldt Foundation through its program Humboldt Research Fellowship for Experienced Researchers; the support of the Humboldt Foundation and of Professor Michael Beer (director of the IRZ) is gratefully acknowledged. Publisher Copyright: {\textcopyright} 2019 European Safety and Reliability Association. Published by Research Publishing, Singapore.; 29th European Safety and Reliability Conference, ESREL 2019 ; Conference date: 22-09-2019 Through 26-09-2019",
year = "2020",
doi = "10.3850/978-981-11-2724-3_0045-cd",
language = "English",
series = "Proceedings of the 29th European Safety and Reliability Conference, ESREL 2019",
publisher = "Research Publishing Services",
pages = "2078--2082",
editor = "Michael Beer and Enrico Zio",
booktitle = "Proceedings of the 29th European Safety and Reliability Conference, ESREL 2019",
}