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Utilizing Gauss-Hermite Quadrature to Evaluate Uncertainty in Dynamic System Response

Field, R.V.; Paez, T.L.; Red-Horse, J.R.

Probabilistic uncertainty is a phenomenon that occurs to a certain degree in many engineering!~ applications. The effects that the uncertainty has upon a given system response is a matter of some concern. Techniques which provide insight to these effects will be required as modeling and prediction become a more vital tool in the engineering design process. As might be expected, this is a difficult proposition and the focus of many research efforts. The purpose of this paper is to outline a procedure to evaluate uncertainty in dynamic system response exploiting Gauss-Hermite numerical quadrature. Specifically numerical integration techniques are utilized in conjunction with the Advanced Mean Value method to efficiently and accurately estimate moments of the response process. A numerical example illustrating the use of this analytical tool in a practical framework is presented.