Syllabus

Basics of probability theory: axioms, definitions, random variable – probability structure of random variable – joint distributions – functions of random variables – some common random variables – random processes/random fields.

Structural reliability – fundamental concepts – first order reliability methods – second order reliability methods – probabilistic sensitivity – system reliability – simulation techniques – high dimensional model representation techniques for reliability analysis.

Stochastic finite element analysis for structural mechanics problems – random field discretization – perturbation method – Neumann expansion method.