Engineering risk assessment with subset simulation /

• Main Author: Au, Siu-Kui
• Other Authors: Wang, Yu, 1977-
• Format: eBook
• Language: English
• Published: Singapore : Wiley, 2014.
• Subjects: Engineering design > Mathematics.; Risk assessment > Mathematics.; Set theory.; Electronic books.

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...