An automatic formulation of inverse free second moment method for algebraic systems

In systems with probabilistic uncertainties, an estimation of reliability requires at least the first two moments. In this paper, we focus on probabilistic analysis of linear systems. The important tasks in this analysis are the formulation and the automation of the moment equations. The main objective of the formulation is to provide at least means and variances of the output variables with at least a second-order accuracy. The objective of the automation is to reduce the storage and computational complexities required for implementing (automating) those formulations. This paper extends the recent work done to calculate the first two moments of a set of random algebraic linear equations by developing a stamping procedure to facilitate its automation. The new method has an additional advantage of being able to solve problems when the mean matrix of a system is singular. Lastly, from storage and computational complexities and accuracy point of view, a comparison between the new method and another recently developed first order second moment method is made with numerical examples.