Extracting statistical moments of output quantities from a small number of time-domain simulations
✍ Scribed by Leonardo de Menezes; Ajibola Ajayi; Christos Christopoulos; Phillip Sewell; Geovany A. Borges
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 253 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0894-3370
- DOI
- 10.1002/jnm.691
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✦ Synopsis
Abstract
This work investigates the behavior of the time‐ and frequency‐domain approximations used in the combination of transmission line modeling (TLM) and the unscented transform (UT). The analysis of the accuracy of the approximation indicates that higher‐order schemes may be used as an indicator of the accuracy of the time‐domain results of the second‐order approximation. However, the frequency‐domain counterpart shows that the second‐order approximation is sufficiently accurate in the low‐frequency range. The UT+TLM technique is expanded for the estimation of the probability density function and two independent random variables. The UT+TLM combination is validated in both time and frequency domains using a 2D TLM program. The results are verified by comparison with Monte Carlo solutions. Copyright © 2008 John Wiley & Sons, Ltd.