An adaptive divided-difference perturbation method for solving stochastic problems

Feng Wu,Dongwei Huang,Xiaoming Xu,Ke Zhao, Ning Zhou

Structural Safety（2023）

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摘要

•The improvement of existing stochastic perturbation (SP) method.•Transform the SP method into non-intrusive format by divided-difference method.•Efficiently solving higher-order perturbation and multidimensional random problem.

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关键词

Uncertainty analysis,High-order perturbation expansion,Independent and symmetrically distributed,Divided-difference method,Adaptive partial derivative items selection

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