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Engineering risk assessment with subset simulation / Siu-Kui Au, Yu Wang.

By: Contributor(s): Material type: TextTextPublication details: Singapore : Wiley, 2014.Description: 1 online resource (337 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781118398050
  • 111839805X
  • 1306550645
  • 9781306550642
Subject(s): Genre/Form: Additional physical formats: Print version:: Engineering Risk Assessment with Subset Simulation.DDC classification:
  • 519.2
LOC classification:
  • TA330 .A839 2014
Online resources: Summary: 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 th.
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Print version record.

Includes bibliographical references and index.

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 th.

Computer Science and Engineering