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

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.