Cover image for Engineering risk assessment with subset simulation
Title:
Engineering risk assessment with subset simulation
Author:
Au, Siu-Kui.
ISBN:
9781118398050

9781306550642
Publication Information:
Singapore : Wiley, 2014.
Physical Description:
1 online resource (337 pages)
Abstract:
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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