Extracting Statistical Moments of Output Quantities from a Small Number of Time-Domain Simulations

Author

De Menezes, Leonardo ; Ajayi, Ajibola ; Christopoulos, Christos ; Sewell, Phillip ; Borges, Geovany A.

Author_Institution

Univ. de Brasilia, Brasilia

fYear

2007

fDate

15-17 Oct. 2007

Firstpage

1

Lastpage

4

Abstract

This work investigates the behavior of the time and frequency domain approximations used in the combination of TLM and the Unscented Transform. The analysis of the accuracy of the approximation indicates that the fourth order scheme 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.

Keywords

approximation theory; frequency-domain analysis; statistical analysis; time-domain analysis; transmission line matrix methods; fourth order scheme; frequency domain approximations; second order approximation; statistical moments; time-domain simulations; transmission line matrix methods; unscented transform; Electromagnetics; Finite difference methods; Frequency domain analysis; Nonlinear equations; Probability distribution; Random variables; Taylor series; Time domain analysis; Transmission line matrix methods; Uncertainty; Electromagnetic Fields; Monte Carlo Methods; Stochastic Processes; Transmission Line Matrix Methods;

fLanguage

English

Publisher

ieee

Conference_Titel

Computational Electromagnetics in Time-Domain, 2007. CEM-TD 2007. Workshop on

Conference_Location

Perugia

Print_ISBN

978-1-4244-1170-2

Electronic_ISBN

978-1-4244-1170-2

Type

conf

DOI

10.1109/CEMTD.2007.4373545

Filename

4373545