The course topics comprise
- (a very brief review) of probability theory
- discrete and continuous random processes and fields
- estimation of statistical parameters
- stochastic simulation techniques (Monte Carlo Simulation)
- reliability-based design
- sensitivity analysis
- structural reliability (FORM, FOSM, Subset Simulation, …)
- Risk assessment and stochastic modelling in practice
The project (extra 3 credits) involves own programming of stochastic simulation algorithms, e.g. generators of random fields, methods to assess structural reliability, and combination of stochastic simulation techniques with engineering models. |
