This book starts with the basic ideas in uncertainty propagation using Monte Carlo methods and the generation of random variables and stochastic processes for some common distributions encountered in engineering applications. Num Pages: 300 pages, illustrations. BIC Classification: PBW; TGPR. Category: (P) Professional & Vocational. Dimension: 257 x 179 x 21. Weight in Grams: 670. . 2014. 1st Edition. hardcover. . . . . Books ship from the US and Ireland.

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Bibliographic Details

Title: Engineering Risk Assessment with Subset Simulation
Publisher: Wiley
Publication Date: 2014
Language: English
ISBN 10: 1118398041
ISBN 13: 9781118398043
Binding: Hardcover
Condition: New

About this title

Synopsis

This book starts with the basic ideas in uncertainty propagation using Monte Carlo methods and the generation of random variables and stochastic processes for some common distributions encountered in engineering applications. It then introduces a class of powerful simulation techniques called Markov Chain Monte Carlo method (MCMC), an important machinery behind Subset Simulation that allows one to generate samples for investigating rare scenarios in a probabilistically consistent manner. The theory of Subset Simulation is then presented, addressing related practical issues encountered in the actual implementation. The book also introduces the reader to probabilistic failure analysis and reliability-based sensitivity analysis, which are laid out in a context that can be efficiently tackled with Subset Simulation or Monte Carlo simulation in general. The book is supplemented with an Excel VBA code that provides a user-friendly tool for the reader to gain hands-on experience with Monte Carlo simulation.

Presents a powerful simulation method called Subset Simulation for efficient engineering risk assessment and failure and sensitivity analysis
Illustrates examples with MS Excel spreadsheets, allowing readers to gain hands-on experience with Monte Carlo simulation
Covers theoretical fundamentals as well as advanced implementation issues
A companion website is available to include the developments of the software ideas

This book is essential reading for graduate students, researchers and engineers interested in applying Monte Carlo methods for risk assessment and reliability based design in various fields such as civil engineering, mechanical engineering, aerospace engineering, electrical engineering and nuclear engineering. Project managers, risk managers and financial engineers dealing with uncertainty effects may also find it useful.

About the Author

Siu-Kui Au, University of Liverpool, UK

Yu Wang, City University of Hong Kong, China

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